[Quantproject-developers] QuantProject/b4_Business/a2_Strategies/EndOfDayStrategies BasicEndOfDayStrategyForBacktester.cs, 1.4, 1.5

[Glauco S. <gla...@us...>]

Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/EndOfDayStrategies
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv20018/b4_Business/a2_Strategies/EndOfDayStrategies

Modified Files:
	BasicEndOfDayStrategyForBacktester.cs 
Log Message:
inSampleReturnsManager is now a protected field of the class (it was a local variable in the previous version)
This way, the inSampleReturnsManager is not lost out after the in sample optimization and it can be further used to take some decision out of sample

Index: BasicEndOfDayStrategyForBacktester.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/EndOfDayStrategies/BasicEndOfDayStrategyForBacktester.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** BasicEndOfDayStrategyForBacktester.cs	1 Apr 2008 21:25:32 -0000	1.4
--- BasicEndOfDayStrategyForBacktester.cs	27 Apr 2008 17:49:01 -0000	1.5
***************
*** 58,64 ****
  		protected DateTime lastOptimizationDateTime;
  		protected ReturnIntervals returnIntervals;
- 
  		private Account account;
  
  		protected TestingPositions[] bestTestingPositionsInSample;
  
--- 58,65 ----
  		protected DateTime lastOptimizationDateTime;
  		protected ReturnIntervals returnIntervals;
  		private Account account;
  
+ 		protected ReturnsManager inSampleReturnsManager;
+ 
  		protected TestingPositions[] bestTestingPositionsInSample;
  
***************
*** 275,284 ****
  				this.eligiblesSelector.GetEligibleTickers(
  				inSampleReturnIntervals.BordersHistory );
! 			ReturnsManager returnsManager = new ReturnsManager(
  				inSampleReturnIntervals ,
  				this.historicalQuoteProviderForInSample );
  			this.bestTestingPositionsInSample =
  				(TestingPositions[])this.inSampleChooser.AnalyzeInSample(
! 				eligibleTickers , returnsManager );
  			this.checkQualityFor_bestTestingPositionsInSample();
  
--- 276,285 ----
  				this.eligiblesSelector.GetEligibleTickers(
  				inSampleReturnIntervals.BordersHistory );
! 			this.inSampleReturnsManager = new ReturnsManager(
  				inSampleReturnIntervals ,
  				this.historicalQuoteProviderForInSample );
  			this.bestTestingPositionsInSample =
  				(TestingPositions[])this.inSampleChooser.AnalyzeInSample(
! 				eligibleTickers , this.inSampleReturnsManager );
  			this.checkQualityFor_bestTestingPositionsInSample();