[Quantproject-developers] QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/InSampleChoosers PVO_CTCCorrelationChooser.cs, 1.4, 1.5 PVO_CTCStrongCorrelationChooser.cs, 1.1, 1.2 PVO_OTOCorrelationChooser.cs, 1.1, 1.2

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/InSampleChoosers
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv16878/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/InSampleChoosers

Modified Files:
	PVO_CTCCorrelationChooser.cs 
	PVO_CTCStrongCorrelationChooser.cs 
	PVO_OTOCorrelationChooser.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: PVO_CTCStrongCorrelationChooser.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/InSampleChoosers/PVO_CTCStrongCorrelationChooser.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** PVO_CTCStrongCorrelationChooser.cs	14 Aug 2008 23:41:49 -0000	1.1
--- PVO_CTCStrongCorrelationChooser.cs	29 Sep 2008 21:18:49 -0000	1.2
***************
*** 155,160 ****
  			TickersPearsonCorrelation[] averageCorrelations;
  			TickersPearsonCorrelation[] correlations_1Day;
! 			DateTime firstDate = returnsManager.ReturnIntervals[0].Begin.DateTime;
! 			DateTime lastDate =  returnsManager.ReturnIntervals.LastEndOfDayDateTime.DateTime;
  			CloseToCloseCorrelationProvider correlationProviderCTC_1 =
  				new CloseToCloseCorrelationProvider(eligibleTickers.Tickers, firstDate,
--- 155,160 ----
  			TickersPearsonCorrelation[] averageCorrelations;
  			TickersPearsonCorrelation[] correlations_1Day;
! 			DateTime firstDate = returnsManager.ReturnIntervals[0].Begin;
! 			DateTime lastDate =  returnsManager.ReturnIntervals.LastDateTime;
  			CloseToCloseCorrelationProvider correlationProviderCTC_1 =
  				new CloseToCloseCorrelationProvider(eligibleTickers.Tickers, firstDate,

Index: PVO_OTOCorrelationChooser.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/InSampleChoosers/PVO_OTOCorrelationChooser.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** PVO_OTOCorrelationChooser.cs	14 Aug 2008 23:43:18 -0000	1.1
--- PVO_OTOCorrelationChooser.cs	29 Sep 2008 21:18:49 -0000	1.2
***************
*** 79,84 ****
  			ReturnsManager returnsManager)
  		{
! 			DateTime firstDate = returnsManager.ReturnIntervals[0].Begin.DateTime;
! 			DateTime lastDate =  returnsManager.ReturnIntervals.LastEndOfDayDateTime.DateTime;
  			this.correlationProvider =
  				new OpenToOpenCorrelationProvider(eligibleTickers.Tickers, firstDate,
--- 79,84 ----
  			ReturnsManager returnsManager)
  		{
! 			DateTime firstDate = returnsManager.ReturnIntervals[0].Begin;
! 			DateTime lastDate =  returnsManager.ReturnIntervals.LastDateTime;
  			this.correlationProvider =
  				new OpenToOpenCorrelationProvider(eligibleTickers.Tickers, firstDate,

Index: PVO_CTCCorrelationChooser.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/InSampleChoosers/PVO_CTCCorrelationChooser.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** PVO_CTCCorrelationChooser.cs	14 Aug 2008 23:28:06 -0000	1.4
--- PVO_CTCCorrelationChooser.cs	29 Sep 2008 21:18:49 -0000	1.5
***************
*** 78,83 ****
  			ReturnsManager returnsManager)
  		{
! 			DateTime firstDate = returnsManager.ReturnIntervals[0].Begin.DateTime;
! 			DateTime lastDate =  returnsManager.ReturnIntervals.LastEndOfDayDateTime.DateTime;
  			this.correlationProvider =
  				new CloseToCloseCorrelationProvider(eligibleTickers.Tickers, firstDate,
--- 78,83 ----
  			ReturnsManager returnsManager)
  		{
! 			DateTime firstDate = returnsManager.ReturnIntervals[0].Begin;
! 			DateTime lastDate =  returnsManager.ReturnIntervals.LastDateTime;
  			this.correlationProvider =
  				new CloseToCloseCorrelationProvider(eligibleTickers.Tickers, firstDate,