[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Logging/PairsViewer ReturnsComputer.cs, 1.1, 1.2

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Logging/PairsViewer
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv31440/PairsViewer

Modified Files:
	ReturnsComputer.cs 
Log Message:
In this revision a IIntervalBeginFinder is used to find the DateTime that begins the interval on which the return is computed

Index: ReturnsComputer.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Logging/PairsViewer/ReturnsComputer.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** ReturnsComputer.cs	9 Mar 2009 22:43:31 -0000	1.1
--- ReturnsComputer.cs	16 Mar 2009 22:29:18 -0000	1.2
***************
*** 36,39 ****
--- 36,40 ----
  	{
  		private HistoricalMarketValueProvider historicalMarketValueProvider;
+ 		private IIntervalBeginFinder intervalBeginFinder;
  		
  		private DateTime lastComputedIntervalBeginDateTime;
***************
*** 41,47 ****
  		private double marketValueAtTheIntervalBegin;
  		
! 		public ReturnsComputer( HistoricalMarketValueProvider historicalMarketValueProvider )
  		{
  			this.historicalMarketValueProvider = historicalMarketValueProvider;
  			
  			this.lastComputedIntervalBeginDateTime = DateTime.MinValue;
--- 42,51 ----
  		private double marketValueAtTheIntervalBegin;
  		
! 		public ReturnsComputer(
! 			HistoricalMarketValueProvider historicalMarketValueProvider ,
! 			IIntervalBeginFinder intervalBeginFinder )
  		{
  			this.historicalMarketValueProvider = historicalMarketValueProvider;
+ 			this.intervalBeginFinder = intervalBeginFinder;
  			
  			this.lastComputedIntervalBeginDateTime = DateTime.MinValue;
***************
*** 60,73 ****
  		
  		#region updateCacheValueForIntervalBeginDateTime
! 		protected virtual DateTime getIntervalBeginDateTime( DateTime dateTime )
! 		{
! 			DateTime yesterday = dateTime.AddDays( -1 );
! 			DateTime yesterdayAtClose = HistoricalEndOfDayTimer.GetMarketClose( yesterday );
! 			DateTime intervalBeginDateTime = yesterdayAtClose.AddMinutes( -1 );
! 			return intervalBeginDateTime;
! 		}
  		private bool updateLastComputedIntervalBeginDateTime( DateTime dateTime )
  		{
! 			DateTime intervalBeginDateTime = this.getIntervalBeginDateTime( dateTime );
  			bool isUpdated = ( intervalBeginDateTime != this.lastComputedIntervalBeginDateTime );
  			if ( isUpdated )
--- 64,79 ----
  		
  		#region updateCacheValueForIntervalBeginDateTime
! //		protected virtual DateTime getIntervalBeginDateTime( DateTime dateTime )
! //		{
! //			DateTime yesterday = dateTime.AddDays( -1 );
! //			DateTime yesterdayAtClose = HistoricalEndOfDayTimer.GetMarketClose( yesterday );
! //			DateTime intervalBeginDateTime = yesterdayAtClose.AddMinutes( -1 );
! //			return intervalBeginDateTime;
! //		}
  		private bool updateLastComputedIntervalBeginDateTime( DateTime dateTime )
  		{
! //			DateTime intervalBeginDateTime = this.getIntervalBeginDateTime( dateTime );
! 			DateTime intervalBeginDateTime =
! 				this.intervalBeginFinder.GetIntervalBeginDateTime( dateTime );
  			bool isUpdated = ( intervalBeginDateTime != this.lastComputedIntervalBeginDateTime );
  			if ( isUpdated )
***************
*** 84,90 ****
  				// the ticker has changed since the last return calculation
  				this.currentTicker = weightedPosition.Ticker;
! 			return isUpdated;			
  		}
! 		
  		private void updateCacheValuesForIntervalBeginIfTheCase(
  			DateTime dateTime , WeightedPosition weightedPosition )
--- 90,96 ----
  				// the ticker has changed since the last return calculation
  				this.currentTicker = weightedPosition.Ticker;
! 			return isUpdated;
  		}
! 
  		private void updateCacheValuesForIntervalBeginIfTheCase(
  			DateTime dateTime , WeightedPosition weightedPosition )
***************
*** 102,106 ****
  		#endregion updateCacheValuesForIntervalBeginIfTheCase
  		
! 		protected virtual double getMarketValueAtTheIntervalBegin(
  			DateTime dateTime , WeightedPosition weightedPosition )
  		{
--- 108,112 ----
  		#endregion updateCacheValuesForIntervalBeginIfTheCase
  		
! 		private double getMarketValueAtTheIntervalBegin(
  			DateTime dateTime , WeightedPosition weightedPosition )
  		{