[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Strategies PairsTradingStrategy.cs, 1.6, 1.7

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Strategies
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv303/b7_Scripts/WalkForwardTesting/PairsTrading/Strategies

Modified Files:
	PairsTradingStrategy.cs 
Log Message:
bug fixed: positions can be open only if optimal in sample positions are available

Index: PairsTradingStrategy.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Strategies/PairsTradingStrategy.cs,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** PairsTradingStrategy.cs	17 Nov 2008 19:53:58 -0000	1.6
--- PairsTradingStrategy.cs	20 Nov 2008 20:57:38 -0000	1.7
***************
*** 106,109 ****
--- 106,111 ----
  				( this.now() ==
  				this.lastIntervalAppended().Begin );
+ 			bool areToBeOpened =
+ 				( beginsTheLastInterval && this.bestTestingPositionsInSample != null );
  			return ( beginsTheLastInterval );
  		}