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

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv22045/a2_Strategies

Modified Files:
	Benchmark.cs 
Log Message:
Added GetEndOfDayHistory method.

Index: Benchmark.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/Benchmark.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** Benchmark.cs	19 Jan 2008 17:33:45 -0000	1.1
--- Benchmark.cs	6 Feb 2008 22:53:54 -0000	1.2
***************
*** 99,102 ****
--- 99,133 ----
  		}
  
+ 		/// <summary>
+ 		/// Returns the EndOfDayHistory of the benchmark
+ 		/// between the two given EndOfDayDateTimes
+ 		/// </summary>
+ 		public EndOfDayHistory GetEndOfDayHistory(
+ 			EndOfDayDateTime firstEndOfDayDateTime,
+ 			EndOfDayDateTime lastEndOfDayDateTime )
+ 		{
+ 			if( lastEndOfDayDateTime.IsLessThanOrEqualTo(firstEndOfDayDateTime) )
+ 				throw new Exception("lastEndOfDayDateTime has to be greater than " +
+ 				                    "firstEndOfDayDateTime !!");
+ 			EndOfDayHistory endOfDayHistory = new EndOfDayHistory();
+ 			EndOfDayDateTime endOfDayDateTimeToAddToHistory =
+ 				firstEndOfDayDateTime.Copy();
+ 			while( endOfDayDateTimeToAddToHistory.IsLessThanOrEqualTo(lastEndOfDayDateTime) )
+ 			{
+ 				if( this.isExchanged( endOfDayDateTimeToAddToHistory ) )
+ 				{
+ 					endOfDayHistory.Add( endOfDayDateTimeToAddToHistory, endOfDayDateTimeToAddToHistory );
+ 					endOfDayDateTimeToAddToHistory = 
+ 						endOfDayDateTimeToAddToHistory.GetNextMarketStatusSwitch();
+ 				}
+ 				else
+ 				{
+ 					endOfDayDateTimeToAddToHistory =
+ 						endOfDayDateTimeToAddToHistory.GetNextMarketStatusSwitch();
+ 				}
+ 			}
+ 			return endOfDayHistory;
+ 		}
+ 		
  	}
  }