[Quantproject-developers] QuantProject/b4_Business/a2_Strategies/returnsManagement/time CloseToClo
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[Quantproject-developers] QuantProject/b4_Business/a2_Strategies/returnsManagement/time CloseToCloseIntervals.cs, 1.4, 1.5 CloseToOpenIntervals.cs, 1.2, 1.3 DailyOpenToCloseIntervals.cs, 1.3, 1.4
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From: Glauco S. <gla...@us...> - 2008-09-29 21:15:43
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Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/returnsManagement/time In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv14586/returnsManagement/time Modified Files: CloseToCloseIntervals.cs CloseToOpenIntervals.cs DailyOpenToCloseIntervals.cs Log Message: The new revision moves toward an intraday enabled framework. EndOfDayDate time has been removed, DateTime is used now. The code has been changed accordingly. Index: CloseToOpenIntervals.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/returnsManagement/time/CloseToOpenIntervals.cs,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** CloseToOpenIntervals.cs 25 Sep 2007 21:48:14 -0000 1.2 --- CloseToOpenIntervals.cs 29 Sep 2008 21:15:13 -0000 1.3 *************** *** 34,45 **** /// <summary> /// Creates the close to open intervals for the given benchmark, from ! /// the first EndOfDayDateTime to the last EndOfDayDateTime /// </summary> /// <param name="firstEndOfDayDateTime"></param> /// <param name="lastEndOfDayDateTime"></param> /// <param name="benchmark"></param> ! public CloseToOpenIntervals( EndOfDayDateTime firstEndOfDayDateTime , ! EndOfDayDateTime lastEndOfDayDateTime , string benchmark ) : ! base( firstEndOfDayDateTime , lastEndOfDayDateTime , benchmark ) { } --- 34,45 ---- /// <summary> /// Creates the close to open intervals for the given benchmark, from ! /// the first DateTime to the last DateTime /// </summary> /// <param name="firstEndOfDayDateTime"></param> /// <param name="lastEndOfDayDateTime"></param> /// <param name="benchmark"></param> ! public CloseToOpenIntervals( DateTime firstDateTime , ! DateTime lastDateTime , string benchmark ) : ! base( firstDateTime , lastDateTime , benchmark ) { } *************** *** 48,59 **** { DateTime dateTimeForIntervalBegin = ! (DateTime)this.marketDaysForBenchmark.GetKey( i ); DateTime dateTimeForIntervalEnd = ! (DateTime)this.marketDaysForBenchmark.GetKey( i + 1 ); ReturnInterval returnInterval = new ReturnInterval( ! new EndOfDayDateTime( dateTimeForIntervalBegin , ! EndOfDaySpecificTime.MarketClose ) , ! new EndOfDayDateTime( dateTimeForIntervalEnd , ! EndOfDaySpecificTime.MarketOpen ) ); this.Add( returnInterval ); } --- 48,62 ---- { DateTime dateTimeForIntervalBegin = ! HistoricalEndOfDayTimer.GetMarketOpen( ! (DateTime)this.marketDaysForBenchmark.GetKey( i ) ); DateTime dateTimeForIntervalEnd = ! HistoricalEndOfDayTimer.GetMarketClose( ! (DateTime)this.marketDaysForBenchmark.GetKey( i + 1 ) ); ReturnInterval returnInterval = new ReturnInterval( ! dateTimeForIntervalBegin , dateTimeForIntervalEnd ); ! // new EndOfDayDateTime( dateTimeForIntervalBegin , ! // EndOfDaySpecificTime.MarketClose ) , ! // new EndOfDayDateTime( dateTimeForIntervalEnd , ! // EndOfDaySpecificTime.MarketOpen ) ); this.Add( returnInterval ); } Index: DailyOpenToCloseIntervals.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/returnsManagement/time/DailyOpenToCloseIntervals.cs,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** DailyOpenToCloseIntervals.cs 25 Sep 2007 21:48:14 -0000 1.3 --- DailyOpenToCloseIntervals.cs 29 Sep 2008 21:15:14 -0000 1.4 *************** *** 34,45 **** /// <summary> /// Creates the open to close intervals for the given benchmark, from ! /// the first EndOfDayDateTime to the last EndOfDayDateTime /// </summary> /// <param name="firstEndOfDayDateTime"></param> /// <param name="lastEndOfDayDateTime"></param> /// <param name="benchmark"></param> ! public DailyOpenToCloseIntervals( EndOfDayDateTime firstEndOfDayDateTime , ! EndOfDayDateTime lastEndOfDayDateTime , string benchmark ) : ! base( firstEndOfDayDateTime , lastEndOfDayDateTime , benchmark ) { } --- 34,45 ---- /// <summary> /// Creates the open to close intervals for the given benchmark, from ! /// the first DateTime to the last DateTime /// </summary> /// <param name="firstEndOfDayDateTime"></param> /// <param name="lastEndOfDayDateTime"></param> /// <param name="benchmark"></param> ! public DailyOpenToCloseIntervals( DateTime firstDateTime , ! DateTime lastDateTime , string benchmark ) : ! base( firstDateTime , lastDateTime , benchmark ) { } *************** *** 49,59 **** { DateTime dateTimeForIntervalBegin = ! (DateTime)this.marketDaysForBenchmark.GetKey( i ); ! DateTime dateTimeForIntervalEnd = dateTimeForIntervalBegin; ReturnInterval returnInterval = new ReturnInterval( ! new EndOfDayDateTime( dateTimeForIntervalBegin , ! EndOfDaySpecificTime.MarketOpen ) , ! new EndOfDayDateTime( dateTimeForIntervalEnd , ! EndOfDaySpecificTime.MarketClose ) ); this.Add( returnInterval ); } --- 49,63 ---- { DateTime dateTimeForIntervalBegin = ! HistoricalEndOfDayTimer.GetMarketOpen( ! (DateTime)this.marketDaysForBenchmark.GetKey( i ) ); ! DateTime dateTimeForIntervalEnd = ! HistoricalEndOfDayTimer.GetMarketClose( ! dateTimeForIntervalBegin ); ReturnInterval returnInterval = new ReturnInterval( ! dateTimeForIntervalBegin , dateTimeForIntervalEnd ); ! // new EndOfDayDateTime( dateTimeForIntervalBegin , ! // EndOfDaySpecificTime.MarketOpen ) , ! // new EndOfDayDateTime( dateTimeForIntervalEnd , ! // EndOfDaySpecificTime.MarketClose ) ); this.Add( returnInterval ); } Index: CloseToCloseIntervals.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/returnsManagement/time/CloseToCloseIntervals.cs,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** CloseToCloseIntervals.cs 2 Oct 2007 14:40:05 -0000 1.4 --- CloseToCloseIntervals.cs 29 Sep 2008 21:15:13 -0000 1.5 *************** *** 34,45 **** /// <summary> /// Creates the close to close intervals for the given benchmark, from ! /// the first EndOfDayDateTime to the last EndOfDayDateTime /// </summary> ! /// <param name="firstEndOfDayDateTime"></param> ! /// <param name="lastEndOfDayDateTime"></param> /// <param name="benchmark"></param> ! public CloseToCloseIntervals( EndOfDayDateTime firstEndOfDayDateTime , ! EndOfDayDateTime lastEndOfDayDateTime , string benchmark ) : ! base( firstEndOfDayDateTime , lastEndOfDayDateTime , benchmark ) { --- 34,45 ---- /// <summary> /// Creates the close to close intervals for the given benchmark, from ! /// the first DateTime to the last DateTime /// </summary> ! /// <param name="firstDateTime"></param> ! /// <param name="lastDateTime"></param> /// <param name="benchmark"></param> ! public CloseToCloseIntervals( DateTime firstDateTime , ! DateTime lastDateTime , string benchmark ) : ! base( firstDateTime , lastDateTime , benchmark ) { *************** *** 47,51 **** /// <summary> /// Creates the close to close intervals for the given benchmark, from ! /// the first EndOfDayDateTime to the last EndOfDayDateTime: /// each interval begins at a given market day "i" and ends at /// market day "i + intervalLength" --- 47,51 ---- /// <summary> /// Creates the close to close intervals for the given benchmark, from ! /// the first DateTime to the last DateTime: /// each interval begins at a given market day "i" and ends at /// market day "i + intervalLength" *************** *** 55,62 **** /// <param name="benchmark"></param> /// <param name="intervalLength"></param> ! public CloseToCloseIntervals( EndOfDayDateTime firstEndOfDayDateTime , ! EndOfDayDateTime lastEndOfDayDateTime , string benchmark , int intervalLength ) : ! base( firstEndOfDayDateTime , lastEndOfDayDateTime , benchmark , intervalLength) { --- 55,62 ---- /// <param name="benchmark"></param> /// <param name="intervalLength"></param> ! public CloseToCloseIntervals( DateTime firstDateTime , ! DateTime lastDateTime , string benchmark , int intervalLength ) : ! base( firstDateTime , lastDateTime , benchmark , intervalLength) { *************** *** 68,79 **** { DateTime dateTimeForIntervalBegin = ! (DateTime)this.marketDaysForBenchmark.GetKey( i ); DateTime dateTimeForIntervalEnd = ! (DateTime)this.marketDaysForBenchmark.GetKey( i + this.intervalLength ); ReturnInterval returnInterval = new ReturnInterval( ! new EndOfDayDateTime( dateTimeForIntervalBegin , ! EndOfDaySpecificTime.MarketClose ) , ! new EndOfDayDateTime( dateTimeForIntervalEnd , ! EndOfDaySpecificTime.MarketClose ) ); this.Add( returnInterval ); } --- 68,82 ---- { DateTime dateTimeForIntervalBegin = ! HistoricalEndOfDayTimer.GetMarketClose( ! (DateTime)this.marketDaysForBenchmark.GetKey( i ) ); DateTime dateTimeForIntervalEnd = ! HistoricalEndOfDayTimer.GetMarketClose( ! (DateTime)this.marketDaysForBenchmark.GetKey( i + this.intervalLength ) ); ReturnInterval returnInterval = new ReturnInterval( ! dateTimeForIntervalBegin , dateTimeForIntervalEnd ); ! // new EndOfDayDateTime( dateTimeForIntervalBegin , ! // EndOfDaySpecificTime.MarketClose ) , ! // new EndOfDayDateTime( dateTimeForIntervalEnd , ! // EndOfDaySpecificTime.MarketClose ) ); this.Add( returnInterval ); } |
