[Quantproject-developers] QuantProject/b4_Business/a2_Strategies/TickersRelationships CorrelationProvider.cs, 1.1, 1.2

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/TickersRelationships
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv4811/b4_Business/a2_Strategies/TickersRelationships

Modified Files:
	CorrelationProvider.cs 
Log Message:
GetPearsonCorrelation method has been improved (control and efficiency)

Index: CorrelationProvider.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/TickersRelationships/CorrelationProvider.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** CorrelationProvider.cs	14 Jan 2008 23:02:30 -0000	1.1
--- CorrelationProvider.cs	30 Jan 2008 23:11:32 -0000	1.2
***************
*** 178,182 ****
  		public double GetPearsonCorrelation(string firstTicker, string secondTicker)
  		{
!     	double returnValue = -2.0;
  			if( this.pearsonCorrelations == null )
  				this.getOrderedTickersPearsonCorrelations_setCorrelations();
--- 178,182 ----
  		public double GetPearsonCorrelation(string firstTicker, string secondTicker)
  		{
!     	double returnValue = double.NaN;
  			if( this.pearsonCorrelations == null )
  				this.getOrderedTickersPearsonCorrelations_setCorrelations();
***************
*** 188,195 ****
      		     (this.pearsonCorrelations[i].FirstTicker == secondTicker &&
      		      this.pearsonCorrelations[i].SecondTicker == firstTicker) )
!     			returnValue = this.pearsonCorrelations[i].CorrelationValue;
      	}
!     	
!     	return returnValue;
  		}
  
--- 188,200 ----
      		     (this.pearsonCorrelations[i].FirstTicker == secondTicker &&
      		      this.pearsonCorrelations[i].SecondTicker == firstTicker) )
!     		{
! 					returnValue = this.pearsonCorrelations[i].CorrelationValue;
! 					i = this.pearsonCorrelations.Length;//exit from for
! 				}
      	}
!     	if( double.IsNaN(returnValue) )
! 				throw new MissingCorrelationException(firstTicker, secondTicker);
! 			
! 			return returnValue;
  		}