[Quantproject-developers] QuantProject/b3_Data/Selectors SelectorByOpenCloseCorrelationToBenchmark.c
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From: Marco M. <mi...@us...> - 2005-09-18 21:10:36
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Update of /cvsroot/quantproject/QuantProject/b3_Data/Selectors In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv2654/b3_Data/Selectors Modified Files: SelectorByOpenCloseCorrelationToBenchmark.cs Log Message: Fixed bug in the selector: absolute correlation is considered now. Index: SelectorByOpenCloseCorrelationToBenchmark.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b3_Data/Selectors/SelectorByOpenCloseCorrelationToBenchmark.cs,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** SelectorByOpenCloseCorrelationToBenchmark.cs 17 May 2005 23:06:01 -0000 1.1 --- SelectorByOpenCloseCorrelationToBenchmark.cs 18 Sep 2005 21:10:28 -0000 1.2 *************** *** 31,35 **** { /// <summary> ! /// Class for selection on tickers by open close correlation to /// a given benchmark /// </summary> --- 31,35 ---- { /// <summary> ! /// Class for selection on tickers by open close absolute correlation to /// a given benchmark /// </summary> |