[Quantproject-developers] QuantProject/b4_Business/a2_Strategies SignedTicker.cs, 1.7, 1.8

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv25723/b4_Business/a2_Strategies

Modified Files:
	SignedTicker.cs 
Log Message:
GetCloseToCloseReturnsForUnsignedTicker has been added, but it is commented out (because already available in Quotes), so no real change

Index: SignedTicker.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/SignedTicker.cs,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** SignedTicker.cs	27 Feb 2007 22:57:20 -0000	1.7
--- SignedTicker.cs	24 Jun 2007 21:29:00 -0000	1.8
***************
*** 122,125 ****
--- 122,156 ----
  		}
      
+ //		#region GetCloseToCloseReturnsForUnsignedTicker
+ //		/// <summary>
+ //		/// Returns the (adjusted) close to close returns for the given unsigned ticker,
+ //		/// starting from the firstQuoteDate and ending with the lastQuoteDate
+ //		/// </summary>
+ //		/// <param name="ticker"></param>
+ //		/// <param name="firstQuoteDate"></param>
+ //		/// <param name="lastQuoteDate"></param>
+ //		/// <returns></returns>
+ //		public static double GetCloseToCloseReturnsForUnsignedTicker(
+ //			string ticker , DateTime firstQuoteDate , DateTime lastQuoteDate )
+ //		{
+ ////			Quotes tickerQuotes =
+ ////				new Quotes( ticker , firstQuoteDate , lastQuoteDate );
+ ////			float[] tickerAdjustedCloses =
+ ////				QuantProject.Data.ExtendedDataTable.GetArrayOfFloatFromColumn(
+ ////				tickerQuotes , "quAdjustedClose");
+ //			float[] tickerAdjustedCloses =
+ //				Quotes.GetArrayOfCloseToCloseRatios( ticker , firstQuoteDate , lastQuoteDate , 1 );
+ //			float[] closeToCloseTickerReturns =
+ //				new float[ tickerAdjustedCloses.Length - 1 ];
+ //			int i = 0; //index for ratesOfReturns array
+ //			for( int idx = 0 ; idx < tickerAdjustedCloses.Length - 1 ; idx++ )
+ //			{
+ //				closeToCloseTickerReturns[ i ] =
+ //					tickerAdjustedCloses[ idx + 1 ] /	tickerAdjustedCloses[ idx ] - 1;
+ //				i++;
+ //			}
+ //			return closeToCloseTickerReturns;
+ //		}
+ //		#endregion //GetCloseToCloseReturnsForUnsignedTicker
      #region getCloseToClosePortfolioReturn_setReturns