[Quantproject-developers] QuantProject/b4_Business/a2_Strategies/returnsManagement/time/selectors EvenIntervalsSelector.cs, 1.1, 1.2 FixedLengthTwoPhasesIntervalsSelector.cs, 1.2, 1.3

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/returnsManagement/time/selectors
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv15371/returnsManagement/time/selectors

Modified Files:
	EvenIntervalsSelector.cs 
	FixedLengthTwoPhasesIntervalsSelector.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: EvenIntervalsSelector.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/returnsManagement/time/selectors/EvenIntervalsSelector.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** EvenIntervalsSelector.cs	17 May 2008 18:02:24 -0000	1.1
--- EvenIntervalsSelector.cs	29 Sep 2008 21:16:19 -0000	1.2
***************
*** 39,42 ****
--- 39,43 ----
  	/// (first, third, ...) are skipped instead
  	/// </summary>
+ 	[Serializable]
  	public class EvenIntervalsSelector : OddIntervalsSelector
  	{
***************
*** 69,77 ****
  		
  		public override ReturnInterval GetFirstInterval(
! 			EndOfDayDateTime startingEndOfDayDateTime )
  		{
  			ReturnInterval firstInterval =
  				this.fixedLengthTwoPhasesIntervalsSelector.GetFirstInterval(
! 					startingEndOfDayDateTime );
  			ReturnIntervals returnIntervalsWithTheFirstIntervalOnly =
  				new ReturnIntervals( firstInterval );
--- 70,78 ----
  		
  		public override ReturnInterval GetFirstInterval(
! 			DateTime startingDateTime )
  		{
  			ReturnInterval firstInterval =
  				this.fixedLengthTwoPhasesIntervalsSelector.GetFirstInterval(
! 					startingDateTime );
  			ReturnIntervals returnIntervalsWithTheFirstIntervalOnly =
  				new ReturnIntervals( firstInterval );

Index: FixedLengthTwoPhasesIntervalsSelector.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/returnsManagement/time/selectors/FixedLengthTwoPhasesIntervalsSelector.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** FixedLengthTwoPhasesIntervalsSelector.cs	27 Feb 2008 22:08:19 -0000	1.2
--- FixedLengthTwoPhasesIntervalsSelector.cs	29 Sep 2008 21:16:19 -0000	1.3
***************
*** 37,40 ****
--- 37,41 ----
  	/// exchanged)
  	/// </summary>
+ 	[Serializable]
  	public class FixedLengthTwoPhasesIntervalsSelector : IIntervalsSelector
  	{
***************
*** 78,101 ****
  			return benchmarkTimeStepsForCurrentPhase;
  		}
! 		private EndOfDayDateTime getNextReturnIntervalEnd(
! 			EndOfDayDateTime returnIntervalBegin ,
  			int benchmarkTimeStepsForCurrentPhase )
  		{
! 			EndOfDayDateTime currentEndOfDayDateTime =
  				returnIntervalBegin;
  			for ( int i = 0 ; i < benchmarkTimeStepsForCurrentPhase ; i++ )
  			{
! 				currentEndOfDayDateTime =
! 					this.benchmark.GetTimeStep( currentEndOfDayDateTime ).End;
  			}
! 			return currentEndOfDayDateTime;
  		}
! 		private EndOfDayDateTime getIntervalEnd(
! 			EndOfDayDateTime nextReturnIntervalBegin ,
  			int numIntervalsAlreadyDone )
  		{
  			int benchmarkTimeStepsForCurrentPhase =
  				this.getBenchmarkTimeStepsForCurrentPhase( numIntervalsAlreadyDone );
! 			EndOfDayDateTime nextReturnIntervalEnd =
  				this.getNextReturnIntervalEnd( nextReturnIntervalBegin ,
  				benchmarkTimeStepsForCurrentPhase );
--- 79,102 ----
  			return benchmarkTimeStepsForCurrentPhase;
  		}
! 		private DateTime getNextReturnIntervalEnd(
! 			DateTime returnIntervalBegin ,
  			int benchmarkTimeStepsForCurrentPhase )
  		{
! 			DateTime currentDateTime =
  				returnIntervalBegin;
  			for ( int i = 0 ; i < benchmarkTimeStepsForCurrentPhase ; i++ )
  			{
! 				currentDateTime =
! 					this.benchmark.GetTimeStep( currentDateTime ).End;
  			}
! 			return currentDateTime;
  		}
! 		private DateTime getIntervalEnd(
! 			DateTime nextReturnIntervalBegin ,
  			int numIntervalsAlreadyDone )
  		{
  			int benchmarkTimeStepsForCurrentPhase =
  				this.getBenchmarkTimeStepsForCurrentPhase( numIntervalsAlreadyDone );
! 			DateTime nextReturnIntervalEnd =
  				this.getNextReturnIntervalEnd( nextReturnIntervalBegin ,
  				benchmarkTimeStepsForCurrentPhase );
***************
*** 106,112 ****
  		public ReturnInterval GetNextInterval( ReturnIntervals returnIntervals )
  		{
! 			EndOfDayDateTime nextReturnIntervalBegin =
  				returnIntervals[ returnIntervals.Count - 1 ].End;
! 			EndOfDayDateTime nextReturnIntervalEnd =
  				this.getIntervalEnd( nextReturnIntervalBegin ,
  				                                        returnIntervals.Count );
--- 107,113 ----
  		public ReturnInterval GetNextInterval( ReturnIntervals returnIntervals )
  		{
! 			DateTime nextReturnIntervalBegin =
  				returnIntervals[ returnIntervals.Count - 1 ].End;
! 			DateTime nextReturnIntervalEnd =
  				this.getIntervalEnd( nextReturnIntervalBegin ,
  				                                        returnIntervals.Count );
***************
*** 116,121 ****
  		}
  		#region GetFirstInterval
! 		private EndOfDayDateTime getFirstIntervalBegin(
! 			EndOfDayDateTime startingEndOfDayDateTime )
  		{
  //			qui!!!! fai un ciclo while non exchanged (trova
--- 117,122 ----
  		}
  		#region GetFirstInterval
! 		private DateTime getFirstIntervalBegin(
! 			DateTime startingDateTime )
  		{
  //			qui!!!! fai un ciclo while non exchanged (trova
***************
*** 125,131 ****
  //			                                          benchmark e'
  //			                                          scambiato)
! 			EndOfDayDateTime firstIntervalBegin =
  				this.benchmark.GetThisOrNextMarketStatusSwitch(
! 				startingEndOfDayDateTime );
  //			EndOfDayDateTime firstIntervalBegin =
  //				startingEndOfDayDateTime;
--- 126,132 ----
  //			                                          benchmark e'
  //			                                          scambiato)
! 			DateTime firstIntervalBegin =
  				this.benchmark.GetThisOrNextMarketStatusSwitch(
! 				startingDateTime );
  //			EndOfDayDateTime firstIntervalBegin =
  //				startingEndOfDayDateTime;
***************
*** 141,149 ****
  		}
  		public ReturnInterval GetFirstInterval(
! 				EndOfDayDateTime startingEndOfDayDateTime )
  		{
! 			EndOfDayDateTime firstIntervalBegin =
! 				this.getFirstIntervalBegin( startingEndOfDayDateTime );
! 			EndOfDayDateTime firstIntervalEnd =
  				this.getIntervalEnd( firstIntervalBegin , 0 );
  			ReturnInterval nextInterval = new ReturnInterval(
--- 142,150 ----
  		}
  		public ReturnInterval GetFirstInterval(
! 				DateTime startingDateTime )
  		{
! 			DateTime firstIntervalBegin =
! 				this.getFirstIntervalBegin( startingDateTime );
! 			DateTime firstIntervalEnd =
  				this.getIntervalEnd( firstIntervalBegin , 0 );
  			ReturnInterval nextInterval = new ReturnInterval(