[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/OutOfSampleChoose
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From: Glauco S. <gla...@us...> - 2009-03-01 21:05:58
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/OutOfSampleChoosers/InefficiencyCorrectionDetecion In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv24669/b7_Scripts/WalkForwardTesting/PairsTrading/OutOfSampleChoosers/InefficiencyCorrectionDetecion Modified Files: ConsecutiveMinutesOfCorrectionDetector.cs Log Message: a variable name has been fixed Index: ConsecutiveMinutesOfCorrectionDetector.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/OutOfSampleChoosers/InefficiencyCorrectionDetecion/ConsecutiveMinutesOfCorrectionDetector.cs,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** ConsecutiveMinutesOfCorrectionDetector.cs 28 Feb 2009 18:24:59 -0000 1.1 --- ConsecutiveMinutesOfCorrectionDetector.cs 1 Mar 2009 21:05:43 -0000 1.2 *************** *** 121,129 **** ReturnsManager returnsManager , WeightedPositions weightedPositions ) { ! bool areAllNegative = false; try { float[] returns = weightedPositions.GetReturns( returnsManager ); ! areAllNegative = this.areAllPositiveReturns( returns ); } catch( TickerNotExchangedException tickerNotExchangedException ) --- 121,129 ---- ReturnsManager returnsManager , WeightedPositions weightedPositions ) { ! bool areAllPositive = false; try { float[] returns = weightedPositions.GetReturns( returnsManager ); ! areAllPositive = this.areAllPositiveReturns( returns ); } catch( TickerNotExchangedException tickerNotExchangedException ) *************** *** 131,135 **** string toAvoidCompileWarning = tickerNotExchangedException.Message; } ! return areAllNegative; } #endregion areAllPositiveReturns --- 131,135 ---- string toAvoidCompileWarning = tickerNotExchangedException.Message; } ! return areAllPositive; } #endregion areAllPositiveReturns |