[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Strategies PairsTradingStrategy.cs, 1.7, 1.8

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Strategies
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv14536/b7_Scripts/WalkForwardTesting/PairsTrading/Strategies

Modified Files:
	PairsTradingStrategy.cs 
Log Message:
- a new method
private DateTime getDateTimeToClosePositions()
has been added

Index: PairsTradingStrategy.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Strategies/PairsTradingStrategy.cs,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** PairsTradingStrategy.cs	20 Nov 2008 20:57:38 -0000	1.7
--- PairsTradingStrategy.cs	10 Dec 2008 19:41:36 -0000	1.8
***************
*** 148,151 ****
--- 148,158 ----
  		#endregion getLastDateTimeToTestInefficiency
  		
+ 		private DateTime getDateTimeToClosePositions()
+ 		{
+ 			DateTime dateTimeToClosePositions =
+ 				this.returnIntervals.LastInterval.End;
+ 			return dateTimeToClosePositions;
+ 		}
+ 		
  		private WeightedPositions getPositionsToBeOpened_withAtLeastASecondPhaseInterval()
  		{
***************
*** 154,157 ****
--- 161,166 ----
  			DateTime lastDateTimeToTestInefficiency =
  				this.getLastDateTimeToTestInefficiency();
+ 			DateTime dateTimeToClosePositions =
+ 				this.getDateTimeToClosePositions();
  			WeightedPositions positionsToBeOpened =
  				this.outOfSampleChooser.GetPositionsToBeOpened(
***************
*** 159,162 ****
--- 168,172 ----
  				firstDateTimeToTestInefficiency ,
  				lastDateTimeToTestInefficiency ,
+ 				dateTimeToClosePositions ,
  //				this.returnIntervals ,
  				this.historicalMarketValueProviderForChosingPositionsOutOfSample ,