[Quantproject-developers] QuantProject/b4_Business/a2_Strategies/TickersRelationships CorrelationProvider.cs, 1.3, 1.4

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/TickersRelationships
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv6365/b4_Business/a2_Strategies/TickersRelationships

Modified Files:
	CorrelationProvider.cs 
Log Message:
Added showOutputToConsole for debugging.
Other minor changes

Index: CorrelationProvider.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/TickersRelationships/CorrelationProvider.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** CorrelationProvider.cs	12 Mar 2008 21:56:08 -0000	1.3
--- CorrelationProvider.cs	8 Apr 2008 21:47:28 -0000	1.4
***************
*** 51,56 ****
  		protected int returnIntervalLength;
  		protected string benchmark;
! 
! 
  		private void correlationProvider_commonInitialization(string[] tickersToAnalyze,
  			float minimumAbsoluteReturnValue, float maximumAbsoluteReturnValue)
--- 51,55 ----
  		protected int returnIntervalLength;
  		protected string benchmark;
! 		
  		private void correlationProvider_commonInitialization(string[] tickersToAnalyze,
  			float minimumAbsoluteReturnValue, float maximumAbsoluteReturnValue)
***************
*** 59,64 ****
  			this.minimumAbsoluteReturnValue = minimumAbsoluteReturnValue;
  			this.maximumAbsoluteReturnValue = maximumAbsoluteReturnValue;
! 			this.numOfCombinationTwoByTwo =
! 				(int)((Math.Pow(this.tickers.Length, 2) - this.tickers.Length ) / 2);
  		}
  
--- 58,66 ----
  			this.minimumAbsoluteReturnValue = minimumAbsoluteReturnValue;
  			this.maximumAbsoluteReturnValue = maximumAbsoluteReturnValue;
! 			int n = this.tickers.Length;
! 			//combinations without repetitions:
! 			//n_fatt /( k_fatt * (n-k)_fatt ): when k = 2,
! 			// it can be reduced to this simple formula:
! 			this.numOfCombinationTwoByTwo = n * (n - 1) / 2;
  		}
  
***************
*** 164,170 ****
  			
  			if ( Double.IsNaN(returnValue) || Double.IsInfinity(returnValue) )
! 				throw new Exception( "correlation can't be computed for these two tickers: "+
! 														this.tickers[indexOfFirstTicker] + " and " +
! 														this.tickers[indexOfSecondTicker] + "!");
  
  			return returnValue;
--- 166,171 ----
  			
  			if ( Double.IsNaN(returnValue) || Double.IsInfinity(returnValue) )
! 				throw new MissingCorrelationException(this.tickers[indexOfFirstTicker],
! 														this.tickers[indexOfSecondTicker]);
  
  			return returnValue;
***************
*** 181,191 ****
  				for (int j = i + 1; j < this.tickers.Length; j++)
  				{	
! 					this.pearsonCorrelations[index] = 
! 						new TickersPearsonCorrelation( this.tickers[i], this.tickers[j],
! 						this.getOrderedTickersPearsonCorrelations_setCorrelations_getValue( i , j) );
  					index++;
  				} 
  			Array.Sort(this.pearsonCorrelations);
  		}
  
  		public TickersPearsonCorrelation[] GetOrderedTickersPearsonCorrelations()
--- 182,208 ----
  				for (int j = i + 1; j < this.tickers.Length; j++)
  				{	
! 					try{
! 						this.pearsonCorrelations[index] = 
! 							new TickersPearsonCorrelation( this.tickers[i], this.tickers[j],
! 							this.getOrderedTickersPearsonCorrelations_setCorrelations_getValue( i , j) );
! 					}
! 					catch(MissingCorrelationException ex)
! 					{ex=ex;}
  					index++;
  				} 
  			Array.Sort(this.pearsonCorrelations);
  		}
+ 		
+ 		private void showOutputToConsole()
+ 		{
+ 			System.Console.WriteLine("\n\rEligibles");
+ 			for(int i = 0; i < this.tickers.Length; i++)
+ 				System.Console.WriteLine(this.tickers[i]);
+ 			System.Console.WriteLine("\n\rCorrelations");
+ 			for(int i = 0; i < this.pearsonCorrelations.Length; i++)
+ 				System.Console.WriteLine(this.pearsonCorrelations[i].FirstTicker + " " +
+ 																 this.pearsonCorrelations[i].SecondTicker + " " +
+ 																 this.pearsonCorrelations[i].CorrelationValue.ToString() );
+ 		}
  
  		public TickersPearsonCorrelation[] GetOrderedTickersPearsonCorrelations()
***************
*** 193,197 ****
      	if( this.pearsonCorrelations == null )
  				this.getOrderedTickersPearsonCorrelations_setCorrelations();
! 			
  			return this.pearsonCorrelations;
  		}
--- 210,214 ----
      	if( this.pearsonCorrelations == null )
  				this.getOrderedTickersPearsonCorrelations_setCorrelations();
! 			this.showOutputToConsole();
  			return this.pearsonCorrelations;
  		}