[Quantproject-developers] QuantProject/b4_Business/a2_Strategies/TickersRelationships CloseToCloseCorrelationProvider.cs, 1.2, 1.3 CloseToOpenCorrelationProvider.cs, 1.1, 1.2 CorrelationProvider.cs, 1.5, 1.6

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/TickersRelationships
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv14586/TickersRelationships

Modified Files:
	CloseToCloseCorrelationProvider.cs 
	CloseToOpenCorrelationProvider.cs CorrelationProvider.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: CloseToCloseCorrelationProvider.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/TickersRelationships/CloseToCloseCorrelationProvider.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** CloseToCloseCorrelationProvider.cs	12 Mar 2008 21:56:07 -0000	1.2
--- CloseToCloseCorrelationProvider.cs	29 Sep 2008 21:15:12 -0000	1.3
***************
*** 89,98 ****
  		}
  		
! 		protected override void setEndOfDayDatesTime(DateTime startDate, DateTime endDate)
  		{
! 			this.firstEndOfDayDateTime =
! 				new EndOfDayDateTime(startDate, EndOfDaySpecificTime.MarketClose);
! 			this.lastEndOfDayDateTime = 
! 				new EndOfDayDateTime(endDate, EndOfDaySpecificTime.MarketClose);
  		}
  		
--- 89,101 ----
  		}
  		
! 		protected override void setEndOfDayDatesTime(
! 			DateTime firstDate , DateTime lastDate )
  		{
! 			this.firstDateTime =
! 				HistoricalEndOfDayTimer.GetMarketClose( firstDate );
! //				new EndOfDayDateTime(firstDateTime, EndOfDaySpecificTime.MarketClose);
! 			this.lastDateTime = 
! 				HistoricalEndOfDayTimer.GetMarketClose( lastDate );
! //				new EndOfDayDateTime(lastDateTime, EndOfDaySpecificTime.MarketClose);
  		}
  		
***************
*** 100,104 ****
  		{
  			CloseToCloseIntervals closeToCloseIntervals = 
! 				new CloseToCloseIntervals(this.firstEndOfDayDateTime, this.lastEndOfDayDateTime,
  				                          this.benchmark, this.closeToCloseIntervalLength);
  			this.returnsManager = 
--- 103,107 ----
  		{
  			CloseToCloseIntervals closeToCloseIntervals = 
! 				new CloseToCloseIntervals(this.firstDateTime, this.lastDateTime,
  				                          this.benchmark, this.closeToCloseIntervalLength);
  			this.returnsManager = 

Index: CloseToOpenCorrelationProvider.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/TickersRelationships/CloseToOpenCorrelationProvider.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** CloseToOpenCorrelationProvider.cs	14 Aug 2008 23:36:56 -0000	1.1
--- CloseToOpenCorrelationProvider.cs	29 Sep 2008 21:15:12 -0000	1.2
***************
*** 86,95 ****
  		}
  
! 		protected override void setEndOfDayDatesTime(DateTime startDate, DateTime endDate)
  		{
! 			this.firstEndOfDayDateTime =
! 				new EndOfDayDateTime(startDate, EndOfDaySpecificTime.MarketClose);
! 			this.lastEndOfDayDateTime = 
! 				new EndOfDayDateTime(endDate, EndOfDaySpecificTime.MarketOpen);
  		}
  		
--- 86,98 ----
  		}
  
! 		protected override void setEndOfDayDatesTime(
! 			DateTime firstDate, DateTime lastDate )
  		{
! 			this.firstDateTime =
! 				HistoricalEndOfDayTimer.GetMarketClose( firstDate );
! //				new EndOfDayDateTime(startDate, EndOfDaySpecificTime.MarketClose);
! 			this.lastDateTime = 
! 				HistoricalEndOfDayTimer.GetMarketOpen( lastDate );
! //				new EndOfDayDateTime(endDate, EndOfDaySpecificTime.MarketOpen);
  		}
  		
***************
*** 97,101 ****
  		{
  			CloseToOpenIntervals closeToOpenIntervals = 
! 				new CloseToOpenIntervals(this.firstEndOfDayDateTime, this.lastEndOfDayDateTime,
  				                         this.benchmark);
  			this.returnsManager = 
--- 100,104 ----
  		{
  			CloseToOpenIntervals closeToOpenIntervals = 
! 				new CloseToOpenIntervals(this.firstDateTime, this.lastDateTime,
  				                         this.benchmark);
  			this.returnsManager = 

Index: CorrelationProvider.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/TickersRelationships/CorrelationProvider.cs,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** CorrelationProvider.cs	18 Aug 2008 21:13:19 -0000	1.5
--- CorrelationProvider.cs	29 Sep 2008 21:15:12 -0000	1.6
***************
*** 47,52 ****
  		protected int numOfCombinationTwoByTwo;
  		protected TickersPearsonCorrelation[] pearsonCorrelations;
! 		protected EndOfDayDateTime firstEndOfDayDateTime;
! 		protected EndOfDayDateTime lastEndOfDayDateTime;
  		protected int returnIntervalLength;
  		protected string benchmark;
--- 47,52 ----
  		protected int numOfCombinationTwoByTwo;
  		protected TickersPearsonCorrelation[] pearsonCorrelations;
! 		protected DateTime firstDateTime;
! 		protected DateTime lastDateTime;
  		protected int returnIntervalLength;
  		protected string benchmark;