[Quantproject-developers] QuantProject/b4_Business/a2_Strategies SignedTicker.cs, 1.3, 1.4

[Marco M. <mi...@us...>]

Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv25195/b4_Business/a2_Strategies

Modified Files:
	SignedTicker.cs 
Log Message:
Conflict resolution

Index: SignedTicker.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/SignedTicker.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** SignedTicker.cs	29 Jun 2006 17:51:31 -0000	1.3
--- SignedTicker.cs	2 Jul 2006 19:04:49 -0000	1.4
***************
*** 191,209 ****
      }
  		
! 		/// <summary>
! 		/// Gets portfolio's return for a given period, for given tickers
! 		/// </summary>
! 		/// <param name="signedTickers">Array of signed tickers that compose the portfolio (each ticker has the same weight)</param>
! 		/// <param name="startDate">Start date for the period for which return has to be computed</param>
! 		/// <param name="endDate">End date for the period for which return has to be computed</param>
! 		public static double GetCloseToClosePortfolioReturn(string[] signedTickers,
! 			DateTime startDate,
! 			DateTime endDate )
! 		{
! 			double[] tickersWeights = new double[signedTickers.Length];
! 			for(int i = 0; i<signedTickers.Length; i++)
! 				tickersWeights[i] = 1.0/signedTickers.Length;
!     	
! 			return GetCloseToClosePortfolioReturn(
  				signedTickers,tickersWeights, startDate, endDate);
      	
--- 191,209 ----
      }
  		
!     /// <summary>
!     /// Gets portfolio's return for a given period, for the given tickers
!     /// </summary>
!     /// <param name="signedTickers">Array of signed tickers that compose the portfolio (each ticker has the same weight)</param>
!     /// <param name="startDate">Start date for the period for which return has to be computed</param>
!     /// <param name="endDate">End date for the period for which return has to be computed</param>
!     public static double GetCloseToClosePortfolioReturn(string[] signedTickers,
!                                                         DateTime startDate,
!                                                         DateTime endDate )
!     {
!     	double[] tickersWeights = new double[signedTickers.Length];
!     	for(int i = 0; i<signedTickers.Length; i++)
!     		tickersWeights[i] = 1.0/signedTickers.Length;
! 			
!       return GetCloseToClosePortfolioReturn(
  				signedTickers,tickersWeights, startDate, endDate);
      	
***************
*** 301,306 ****
      public static void ChangeSignOfEachTicker( string[] signedTickers )
  		{
!     	for(int i = 0; i<signedTickers.Length; i++)
!     		signedTickers[i] = GetOppositeSignedTicker(signedTickers[i]);
  		}
  	}
--- 301,309 ----
      public static void ChangeSignOfEachTicker( string[] signedTickers )
  		{
!       for(int i = 0; i<signedTickers.Length; i++)
!       {
!         if(signedTickers[i] != null)
!           signedTickers[i] = GetOppositeSignedTicker(signedTickers[i]);
!       }
  		}
  	}