[Quantproject-developers] QuantProject/b4_Business/a2_Strategies BasicStrategyForBacktester.cs, 1.1
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From: Glauco S. <gla...@us...> - 2008-11-20 20:54:03
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Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv32202/b4_Business/a2_Strategies Modified Files: BasicStrategyForBacktester.cs Log Message: now optimal positions can be updated only one hour after market close Index: BasicStrategyForBacktester.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/BasicStrategyForBacktester.cs,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** BasicStrategyForBacktester.cs 17 Nov 2008 19:46:06 -0000 1.1 --- BasicStrategyForBacktester.cs 20 Nov 2008 20:53:51 -0000 1.2 *************** *** 80,83 **** --- 80,87 ---- && ( ( this.lastOptimizationDateTime == DateTime.MinValue ) ) ) || ( currentSimulatedDateTime >= dateTimeForNextOptimization ) ); + areToBeUpdated = ( + areToBeUpdated && + HistoricalEndOfDayTimer.IsOneHourAfterMarketClose( + currentSimulatedDateTime ) ); return areToBeUpdated; } |