[Quantproject-developers] QuantProject/b3_Data/Selectors SelectorByCloseToCloseCorrelationToBenchmark.cs, 1.4, 1.5

[Marco M. <mi...@us...>]

Update of /cvsroot/quantproject/QuantProject/b3_Data/Selectors
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv10304/b3_Data/Selectors

Modified Files:
	SelectorByCloseToCloseCorrelationToBenchmark.cs 
Log Message:
The selector has been simplified

Index: SelectorByCloseToCloseCorrelationToBenchmark.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/Selectors/SelectorByCloseToCloseCorrelationToBenchmark.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** SelectorByCloseToCloseCorrelationToBenchmark.cs	3 Aug 2006 21:17:16 -0000	1.4
--- SelectorByCloseToCloseCorrelationToBenchmark.cs	14 Jan 2008 23:14:41 -0000	1.5
***************
*** 31,38 ****
    /// Class for selection on tickers by close to close absolute correlation to 
    /// a given benchmark
-   /// NOTE that
-   /// close values are grouped in pairs and the first close value in each group is 
-   /// not the last close in the previous group. There is, in other words, a discontinuity
-   /// between each group, with length equal to the group's length
    /// </summary>
     public class SelectorByCloseToCloseCorrelationToBenchmark : TickerSelector, ITickerSelector
--- 31,34 ----
***************
*** 131,143 ****
          float[] tickerQuotes = QuantProject.Data.DataTables.Quotes.GetArrayOfAdjustedCloseQuotes((string)row[0], 
                                  firstQuoteDate, lastQuoteDate);
!         if(tickerQuotes.Length == benchmarkQuotes.Length)
!         {
!           if((string)row[0] == benchmark)
!             row["CloseToCloseCorrelationToBenchmark"] = 1;
!           else
!             row["CloseToCloseCorrelationToBenchmark"] =
                BasicFunctions.PearsonCorrelationCoefficient(benchmarkQuotes, tickerQuotes);
-         }
-           
        }
        DataTable tableToReturn = ExtendedDataTable.CopyAndSort(setOfTickers,
--- 127,132 ----
          float[] tickerQuotes = QuantProject.Data.DataTables.Quotes.GetArrayOfAdjustedCloseQuotes((string)row[0], 
                                  firstQuoteDate, lastQuoteDate);
!         row["CloseToCloseCorrelationToBenchmark"] =
                BasicFunctions.PearsonCorrelationCoefficient(benchmarkQuotes, tickerQuotes);
        }
        DataTable tableToReturn = ExtendedDataTable.CopyAndSort(setOfTickers,