Changeset 9744 for branches/HeuristicLab.Problems.DataAnalysis.Trading/HeuristicLab.Problems.DataAnalysis.Trading/3.4/TradingSolution.cs

Timestamp:

07/24/13 12:51:02 (11 years ago)

Author:

gkronber

Message:

#1508 refactoring: removed unused classes, unified calculation of profits and signals, implemented profit-evaluator.

File:

• branches/HeuristicLab.Problems.DataAnalysis.Trading/HeuristicLab.Problems.DataAnalysis.Trading/3.4/TradingSolution.cs (modified) (2 diffs)

branches/HeuristicLab.Problems.DataAnalysis.Trading/HeuristicLab.Problems.DataAnalysis.Trading/3.4/TradingSolution.cs

@@ -78 +78 @@
       Add(new Result(TrainingProfitResultName, "Profit of the model on the training partition", new DoubleValue()));
       Add(new Result(TestProfitResultName, "Profit of the model on the test partition", new DoubleValue()));
-
-      RecalculateResults();
     }
 
@@ -94 +92 @@
 
     protected override void RecalculateResults() {
+      CalculateTradingResults();
+    }
+
+    protected void CalculateTradingResults() {
       double[] trainingSignals = TrainingSignals.ToArray(); // cache values
       IEnumerable<double> trainingReturns = ProblemData.Dataset.GetDoubleValues(ProblemData.PriceVariable, ProblemData.TrainingIndices);