[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/OutOfSampleChoosers OutOfSampleChooserForAlreadyClosing.cs, 1.2, 1.3

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/OutOfSampleChoosers
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv24669/b7_Scripts/WalkForwardTesting/PairsTrading/OutOfSampleChoosers

Modified Files:
	OutOfSampleChooserForAlreadyClosing.cs 
Log Message:
a variable name has been fixed

Index: OutOfSampleChooserForAlreadyClosing.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/OutOfSampleChoosers/OutOfSampleChooserForAlreadyClosing.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** OutOfSampleChooserForAlreadyClosing.cs	28 Feb 2009 18:38:05 -0000	1.2
--- OutOfSampleChooserForAlreadyClosing.cs	1 Mar 2009 21:05:43 -0000	1.3
***************
*** 71,77 ****
  			DateTime yesterdayAtClose = HistoricalEndOfDayTimer.GetMarketClose(
  				yesterdayAtCurrentTime ).AddMinutes( - 1 );  // I'm subtracting 1 minute
! 										// because the bar for 15.59 is there much more often
! 										// and I believe that bar open value to be really
! 										// next to the official close
  			return yesterdayAtClose;
  		}
--- 71,77 ----
  			DateTime yesterdayAtClose = HistoricalEndOfDayTimer.GetMarketClose(
  				yesterdayAtCurrentTime ).AddMinutes( - 1 );  // I'm subtracting 1 minute
! 			// because the bar for 15.59 is there much more often
! 			// and I believe that bar open value to be really
! 			// next to the official close
  			return yesterdayAtClose;
  		}
***************
*** 117,130 ****
  			WeightedPositions candidate )
  		{
! 			WeightedPositions weightedPositions = base.getWeightedPositionsIfThereIsInefficiency(
! 				currentDateTime , returnsManagerToTestInefficiency , candidate );
! 			if ( ( weightedPositions != null ) &&
  			    this.inefficiencyCorrectionDetector.IsInefficiencyCorrectionHappening(
  			    	currentDateTime ,
  			    	returnsManagerToTestInefficiency.ReturnIntervals[ 0 ] ,
! 			    	weightedPositions ) )
  				// the candidate is inefficient but the gap is closing
! 				weightedPositions = candidate;
! 			return weightedPositions;
  		}
  		#endregion getWeightedPositionsFromCandidateWithoutAdjustment
--- 117,132 ----
  			WeightedPositions candidate )
  		{
! 			WeightedPositions weightedPositionsToBeReturned = null;
! 			WeightedPositions inefficientWeightedPositions =
! 				base.getWeightedPositionsIfThereIsInefficiency(
! 					currentDateTime , returnsManagerToTestInefficiency , candidate );
! 			if ( ( inefficientWeightedPositions != null ) &&
  			    this.inefficiencyCorrectionDetector.IsInefficiencyCorrectionHappening(
  			    	currentDateTime ,
  			    	returnsManagerToTestInefficiency.ReturnIntervals[ 0 ] ,
! 			    	inefficientWeightedPositions ) )
  				// the candidate is inefficient but the gap is closing
! 				weightedPositionsToBeReturned = inefficientWeightedPositions;
! 			return weightedPositionsToBeReturned;
  		}
  		#endregion getWeightedPositionsFromCandidateWithoutAdjustment