[Quantproject-developers] QuantProject/b4_Business/a2_Strategies/TickersRelationships OpenToCloseC
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glauco_1
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From: Glauco S. <gla...@us...> - 2008-09-29 21:17:15
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Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/TickersRelationships In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv15532/TickersRelationships Modified Files: OpenToCloseCloseToOpenCorrelationProvider.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: OpenToCloseCloseToOpenCorrelationProvider.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/TickersRelationships/OpenToCloseCloseToOpenCorrelationProvider.cs,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** OpenToCloseCloseToOpenCorrelationProvider.cs 25 Apr 2008 17:28:05 -0000 1.1 --- OpenToCloseCloseToOpenCorrelationProvider.cs 29 Sep 2008 21:16:51 -0000 1.2 *************** *** 88,97 **** } ! protected override void setEndOfDayDatesTime(DateTime startDate, DateTime endDate) { ! this.firstEndOfDayDateTime = ! new EndOfDayDateTime(startDate, EndOfDaySpecificTime.MarketOpen); ! this.lastEndOfDayDateTime = ! new EndOfDayDateTime(endDate, EndOfDaySpecificTime.MarketClose); } --- 88,100 ---- } ! protected override void setEndOfDayDatesTime( ! DateTime firstDate, DateTime lastDate) { ! this.firstDateTime = ! HistoricalEndOfDayTimer.GetMarketOpen( firstDate); ! // new EndOfDayDateTime(firstDate, EndOfDaySpecificTime.MarketOpen); ! this.lastDateTime = ! HistoricalEndOfDayTimer.GetMarketClose( lastDate ); ! // new EndOfDayDateTime(lastDate, EndOfDaySpecificTime.MarketClose); } *************** *** 99,103 **** { OpenToCloseCloseToOpenIntervals openToCloseCloseToOpenIntervals = ! new OpenToCloseCloseToOpenIntervals(this.firstEndOfDayDateTime, this.lastEndOfDayDateTime, this.benchmark); this.returnsManager = --- 102,106 ---- { OpenToCloseCloseToOpenIntervals openToCloseCloseToOpenIntervals = ! new OpenToCloseCloseToOpenIntervals(this.firstDateTime, this.lastDateTime, this.benchmark); this.returnsManager = |