[Quantproject-developers] QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOs
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/InSampleChoosers In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv788/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/InSampleChoosers Modified Files: PVO_CTCCorrelationChooser.cs PVO_OTCCorrelationChooser.cs Log Message: IntervalsType property is now used Index: PVO_OTCCorrelationChooser.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/InSampleChoosers/PVO_OTCCorrelationChooser.cs,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** PVO_OTCCorrelationChooser.cs 8 Apr 2008 21:53:03 -0000 1.2 --- PVO_OTCCorrelationChooser.cs 26 Apr 2008 09:53:14 -0000 1.3 *************** *** 30,33 **** --- 30,34 ---- using QuantProject.Business.Strategies.Eligibles; using QuantProject.Business.Strategies.ReturnsManagement; + using QuantProject.Business.Strategies.ReturnsManagement.Time; using QuantProject.Business.Strategies.OutOfSample; using QuantProject.Scripts.TechnicalAnalysisTesting.Oscillators.FixedLevelOscillators.PortfolioValueOscillator.InSampleChoosers; *************** *** 64,68 **** 1, maxCorrelationValue, ! balancedWeightsOnVolatilityBase) { this.minimumAbsoluteReturnValue = minimumAbsoluteReturnValue; --- 65,70 ---- 1, maxCorrelationValue, ! balancedWeightsOnVolatilityBase, ! IntervalsType.DailyOpenToCloseIntervals) { this.minimumAbsoluteReturnValue = minimumAbsoluteReturnValue; Index: PVO_CTCCorrelationChooser.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/InSampleChoosers/PVO_CTCCorrelationChooser.cs,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** PVO_CTCCorrelationChooser.cs 8 Apr 2008 21:53:03 -0000 1.2 --- PVO_CTCCorrelationChooser.cs 26 Apr 2008 09:53:14 -0000 1.3 *************** *** 30,33 **** --- 30,34 ---- using QuantProject.Business.Strategies.Eligibles; using QuantProject.Business.Strategies.ReturnsManagement; + using QuantProject.Business.Strategies.ReturnsManagement.Time; using QuantProject.Business.Strategies.OutOfSample; using QuantProject.Scripts.TechnicalAnalysisTesting.Oscillators.FixedLevelOscillators.PortfolioValueOscillator.InSampleChoosers; *************** *** 58,62 **** closeToCloseReturnIntervalLength, maxCorrelationValue, ! balancedWeightsOnVolatilityBase) { --- 59,64 ---- closeToCloseReturnIntervalLength, maxCorrelationValue, ! balancedWeightsOnVolatilityBase, ! IntervalsType.CloseToCloseIntervals_OneDay) { |