[Quantproject-developers] QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/InSampleChoosers PVOCorrelationChooser.cs, 1.4, 1.5

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/InSampleChoosers
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv27862/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/InSampleChoosers

Modified Files:
	PVOCorrelationChooser.cs 
Log Message:
Added property IntervalsType; other minor changes.

Index: PVOCorrelationChooser.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/InSampleChoosers/PVOCorrelationChooser.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** PVOCorrelationChooser.cs	8 Apr 2008 21:53:06 -0000	1.4
--- PVOCorrelationChooser.cs	26 Apr 2008 09:41:26 -0000	1.5
***************
*** 31,34 ****
--- 31,35 ----
  using QuantProject.Business.Strategies.Eligibles;
  using QuantProject.Business.Strategies.ReturnsManagement;
+ using QuantProject.Business.Strategies.ReturnsManagement.Time;
  using QuantProject.Business.Strategies.OutOfSample;
  
***************
*** 52,55 ****
--- 53,57 ----
  		//correlations greater than this value are discarded
  		protected bool balancedWeightsOnVolatilityBase;
+ 		protected IntervalsType intervalsType;
  		
  		public virtual string Description
***************
*** 68,71 ****
--- 70,81 ----
  		}
  		
+ 		public IntervalsType IntervalsType
+ 		{
+ 			get
+ 			{
+ 				return this.intervalsType;
+ 			}
+ 		}
+ 
  		/// <summary>
  		/// PVOCorrelationChooser to be used for
***************
*** 88,92 ****
  														     int numDaysForOscillatingPeriod,
  																 double maxCorrelationValue,
! 															   bool balancedWeightsOnVolatilityBase)
  		{
  			this.numberOfBestTestingPositionsToBeReturned = numberOfBestTestingPositionsToBeReturned;
--- 98,103 ----
  														     int numDaysForOscillatingPeriod,
  																 double maxCorrelationValue,
! 															   bool balancedWeightsOnVolatilityBase,
! 																 IntervalsType intervalsType)
  		{
  			this.numberOfBestTestingPositionsToBeReturned = numberOfBestTestingPositionsToBeReturned;
***************
*** 94,97 ****
--- 105,109 ----
  			this.maxCorrelationValue = maxCorrelationValue;
  			this.balancedWeightsOnVolatilityBase = balancedWeightsOnVolatilityBase;
+ 			this.intervalsType = intervalsType;
  		}
  
***************
*** 105,110 ****
  					"only " + eligibleTickers.Count +
  					" elements, while NumberOfDrivingPositions is 2");
! 			if (this.maxCorrelationValue < 0.50 || this.maxCorrelationValue > 1.0 )
! 				throw new OutOfRangeException( "maxCorrelationValue", 0.5, 1.0);
  		}
  								
--- 117,122 ----
  					"only " + eligibleTickers.Count +
  					" elements, while NumberOfDrivingPositions is 2");
! 			if (this.maxCorrelationValue < 0.0 || this.maxCorrelationValue > 1.0 )
! 				throw new OutOfRangeException( "maxCorrelationValue", 0.0, 1.0);
  		}