[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag WFLagCandidates.cs, 1.3, 1.4

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv14660/b7_Scripts/WalkForwardTesting/WalkForwardLag

Modified Files:
	WFLagCandidates.cs 
Log Message:
- added a constructor's parameter checking procedure (at least two eligible tickers are required; lastQuoteDate is checked not to lead firstQuoteDate)
- the public method GetTickersReturns has been added

Index: WFLagCandidates.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagCandidates.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** WFLagCandidates.cs	14 May 2006 21:30:01 -0000	1.3
--- WFLagCandidates.cs	30 Jul 2006 13:53:26 -0000	1.4
***************
*** 44,51 ****
--- 44,63 ----
  			DateTime firstQuoteDate , DateTime lastQuoteDate )
  		{
+ 			this.checkParameters( eligibleTickers , firstQuoteDate ,
+ 				lastQuoteDate );
  			this.eligibleTickers = eligibleTickers;
  			this.firstQuoteDate = firstQuoteDate;
  			this.lastQuoteDate = lastQuoteDate;
  		}
+ 		private void checkParameters( DataTable eligibleTickers ,
+ 			DateTime firstQuoteDate , DateTime lastQuoteDate )
+ 		{
+ 			if ( eligibleTickers.Rows.Count < 2 )
+ 				throw new Exception( "eligibleTickers is expected to have at least " +
+ 					"two rows. It has less than two rows!" );
+       if ( firstQuoteDate >= lastQuoteDate )
+ 				throw new Exception( "firstQuoteDate has to be less than" +
+ 					"lastQuoteDate!" );
+ 		}
  		/// <summary>
  		/// arrays of close to close returns, one for each ticker
***************
*** 67,70 ****
--- 79,98 ----
  		}
  
+ 		/// <summary>
+ 		/// arrays of close to close returns, one for each ticker
+ 		/// </summary>
+ 		/// <param name="tickers"></param>
+ 		/// <returns></returns>
+ 		public float[][] GetTickersReturns( string[] tickers )
+ 		{
+ 			if ( this.closeToCloseReturns == null )
+ 				this.set_closeToCloseReturns();
+ 			float[][] tickersReturns = new float[ tickers.Length ][];
+ 			int i = 0;
+ 			for ( i = 0 ; i < tickers.Length ; i++ )
+ 				tickersReturns[ i ] = (float[])this.closeToCloseReturns[ tickers[ i ] ];
+ 			return tickersReturns;
+ 		}
+ 
  		#region set_closeToCloseReturns
  		private float[] getCloseToCloseTickerReturns( string ticker )