[Quantproject-developers] QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator PVOStrategy.cs, 1.8, 1.9 PVOStrategyIntraday.cs, 1.6, 1.7

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator
In directory sfp-cvsdas-2.v30.ch3.sourceforge.com:/tmp/cvs-serv12374/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator

Modified Files:
	PVOStrategy.cs PVOStrategyIntraday.cs 
Log Message:
Code changed because WeightedPositions.Reverse() has now become WeightedPositions.ReverseSigns()

Index: PVOStrategy.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/PVOStrategy.cs,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** PVOStrategy.cs	30 Aug 2009 21:43:34 -0000	1.8
--- PVOStrategy.cs	28 Mar 2010 15:27:00 -0000	1.9
***************
*** 405,409 ****
  			{
  				SignedTickers signedTickers = new SignedTickers();
! 				foreach(WeightedPosition position in this.pvoPositionsForOutOfSample.WeightedPositions.GetValueList())
  					if(position.IsLong)
  					{
--- 405,409 ----
  			{
  				SignedTickers signedTickers = new SignedTickers();
! 				foreach(WeightedPosition position in this.pvoPositionsForOutOfSample.WeightedPositions)
  					if(position.IsLong)
  					{
***************
*** 432,436 ****
  							if( this.areEntryConditionsSatisfied() )
  							{
! 								this.pvoPositionsForOutOfSample.WeightedPositions.Reverse();
  								AccountManager.OpenPositions( marketCloseEventHandler_openPositionsIfTheCase_getWeightedPositionsToInvest(),
  							                             		this.account, 10000.0, this.leverage );
--- 432,436 ----
  							if( this.areEntryConditionsSatisfied() )
  							{
! 								this.pvoPositionsForOutOfSample.WeightedPositions.ReverseSigns();
  								AccountManager.OpenPositions( marketCloseEventHandler_openPositionsIfTheCase_getWeightedPositionsToInvest(),
  							                             		this.account, 10000.0, this.leverage );
***************
*** 444,448 ****
  
  						finally{
! 							this.pvoPositionsForOutOfSample.WeightedPositions.Reverse();
  						}
  						#endregion
--- 444,448 ----
  
  						finally{
! 							this.pvoPositionsForOutOfSample.WeightedPositions.ReverseSigns();
  						}
  						#endregion

Index: PVOStrategyIntraday.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/PVOStrategyIntraday.cs,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** PVOStrategyIntraday.cs	30 Aug 2009 21:43:34 -0000	1.6
--- PVOStrategyIntraday.cs	28 Mar 2010 15:27:00 -0000	1.7
***************
*** 478,482 ****
  						{
  							#region manage Overbought case
! 							this.positionsForOutOfSample.WeightedPositions.Reverse();
  							try
  							{
--- 478,482 ----
  						{
  							#region manage Overbought case
! 							this.positionsForOutOfSample.WeightedPositions.ReverseSigns();
  							try
  							{
***************
*** 492,496 ****
  							finally
  							{
! 								this.positionsForOutOfSample.WeightedPositions.Reverse();
  							}
  							#endregion
--- 492,496 ----
  							finally
  							{
! 								this.positionsForOutOfSample.WeightedPositions.ReverseSigns();
  							}
  							#endregion