[Quantproject-developers] QuantProject/b4_Business/a2_Strategies/TickersRelationships OpenToCloseCorrelationProvider.cs, 1.1, 1.2 OpenToOpenCorrelationProvider.cs, 1.1, 1.2

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/TickersRelationships
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv16037/TickersRelationships

Modified Files:
	OpenToCloseCorrelationProvider.cs 
	OpenToOpenCorrelationProvider.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: OpenToOpenCorrelationProvider.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/TickersRelationships/OpenToOpenCorrelationProvider.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** OpenToOpenCorrelationProvider.cs	14 Aug 2008 23:37:13 -0000	1.1
--- OpenToOpenCorrelationProvider.cs	29 Sep 2008 21:17:15 -0000	1.2
***************
*** 89,98 ****
  		}
  		
! 		protected override void setEndOfDayDatesTime(DateTime startDate, DateTime endDate)
  		{
! 			this.firstEndOfDayDateTime =
! 				new EndOfDayDateTime(startDate, EndOfDaySpecificTime.MarketOpen);
! 			this.lastEndOfDayDateTime = 
! 				new EndOfDayDateTime(endDate, EndOfDaySpecificTime.MarketOpen);
  		}
  		
--- 89,101 ----
  		}
  		
! 		protected override void setEndOfDayDatesTime(
! 			DateTime firstDate , DateTime lastDate )
  		{
! 			this.firstDateTime =
! 				HistoricalEndOfDayTimer.GetMarketOpen( firstDate );
! //				new EndOfDayDateTime(firstDate, EndOfDaySpecificTime.MarketOpen);
! 			this.lastDateTime = 
! 				HistoricalEndOfDayTimer.GetMarketOpen( lastDate );
! //				new EndOfDayDateTime(lastDate, EndOfDaySpecificTime.MarketOpen);
  		}
  		
***************
*** 100,104 ****
  		{
  			OpenToOpenIntervals openToOpenIntervals = 
! 				new OpenToOpenIntervals(this.firstEndOfDayDateTime, this.lastEndOfDayDateTime,
  				                          this.benchmark, this.openToOpenIntervalLength);
  			this.returnsManager = 
--- 103,107 ----
  		{
  			OpenToOpenIntervals openToOpenIntervals = 
! 				new OpenToOpenIntervals(this.firstDateTime, this.lastDateTime,
  				                          this.benchmark, this.openToOpenIntervalLength);
  			this.returnsManager = 

Index: OpenToCloseCorrelationProvider.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/TickersRelationships/OpenToCloseCorrelationProvider.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** OpenToCloseCorrelationProvider.cs	14 Jan 2008 23:02:30 -0000	1.1
--- OpenToCloseCorrelationProvider.cs	29 Sep 2008 21:17:15 -0000	1.2
***************
*** 86,95 ****
  		}
  
! 		protected override void setEndOfDayDatesTime(DateTime startDate, DateTime endDate)
  		{
! 			this.firstEndOfDayDateTime =
! 				new EndOfDayDateTime(startDate, EndOfDaySpecificTime.MarketOpen);
! 			this.lastEndOfDayDateTime = 
! 				new EndOfDayDateTime(endDate, EndOfDaySpecificTime.MarketClose);
  		}
  		
--- 86,98 ----
  		}
  
! 		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);
  		}
  		
***************
*** 97,101 ****
  		{
  			DailyOpenToCloseIntervals dailyOpenToCloseIntervals = 
! 				new DailyOpenToCloseIntervals(this.firstEndOfDayDateTime, this.lastEndOfDayDateTime,
  				                          		this.benchmark);
  			this.returnsManager = 
--- 100,104 ----
  		{
  			DailyOpenToCloseIntervals dailyOpenToCloseIntervals = 
! 				new DailyOpenToCloseIntervals(this.firstDateTime, this.lastDateTime,
  				                          		this.benchmark);
  			this.returnsManager =