[Quantproject-developers] QuantProject/b4_Business/a2_Strategies/returnsManagement ReturnsManager.cs, 1.1, 1.2

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/returnsManagement
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv10130/b4_Business/a2_Strategies/returnsManagement

Modified Files:
	ReturnsManager.cs 
Log Message:
- public int NumberOfReturns has been added
- History.GetDateTime() is now used, to avoid casting and make runtime errors unlikely
- minor bug fixes

Index: ReturnsManager.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/returnsManagement/ReturnsManager.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** ReturnsManager.cs	13 Jul 2007 09:47:47 -0000	1.1
--- ReturnsManager.cs	1 Aug 2007 23:11:02 -0000	1.2
***************
*** 54,60 ****
  		}
  
  		protected DateTime firstDateTime
  		{
! 			get { return (DateTime)this.timeLineForQuotes[ 0 ]; }
  		}
  		protected DateTime lastDateTime
--- 54,67 ----
  		}
  
+ 		/// <summary>
+ 		/// Number of returns, that is TimeLine's elements minus 1
+ 		/// </summary>
+ 		public int NumberOfReturns
+ 		{
+ 			get { return this.TimeLine.Count - 1; }
+ 		}
  		protected DateTime firstDateTime
  		{
! 			get { return this.timeLineForQuotes.GetDateTime( 0 ); }
  		}
  		protected DateTime lastDateTime
***************
*** 63,67 ****
  			{
  				int lastIndex = this.timeLineForQuotes.Count - 1;
! 				return (DateTime)this.timeLineForQuotes[ lastIndex ];
  			}
  		}
--- 70,74 ----
  			{
  				int lastIndex = this.timeLineForQuotes.Count - 1;
! 				return this.timeLineForQuotes.GetDateTime( lastIndex );
  			}
  		}
***************
*** 91,95 ****
  		{
  			// TO DO: let WFLagEligibleTickers use this class also!!!
! 			this.timeLineForQuotes = timeLineForQuotes;
  			this.commonInitialization();
  		}
--- 98,102 ----
  		{
  			// TO DO: let WFLagEligibleTickers use this class also!!!
! 			this.timeLineForQuotes = timeLine;
  			this.commonInitialization();
  		}
***************
*** 122,131 ****
  		{
  			bool areAllCovered = true;
! 			foreach ( DateTime dateTime in this.timeLineForQuotes  )
  				if ( !returns.ContainsKey( dateTime ) )
  					areAllCovered = false;
  			return areAllCovered;
  		}
! 		private float selectReturnOnValidDateTime( History returns ,
  			int i )
  		{
--- 129,138 ----
  		{
  			bool areAllCovered = true;
! 			foreach ( DateTime dateTime in this.timeLineForQuotes.TimeLine  )
  				if ( !returns.ContainsKey( dateTime ) )
  					areAllCovered = false;
  			return areAllCovered;
  		}
! 		private float selectReturnWithRespectToTheTimeLine( History returns ,
  			int i )
  		{
***************
*** 134,152 ****
  			return (float)returns[ currentDateTimeForReturn ];
  		}
! 		private float[] selectReturnsOnValidDateTimes( History returns )
  		{
  			// TO DO: this method is n log n, it could be implemented to
  			// be have a linear complexity!!!
! 			float[] returnsOnValidDateTimes =
  				new float[ this.timeLineForQuotes.Count ];
  			for ( int i = 0 ; i < this.timeLineForQuotes.Count ; i++ )
! 				returnsOnValidDateTimes[ i ] =
! 					this.selectReturnOnValidDateTime( returns , i );
! 			return returnsOnValidDateTimes;
  		}
! 		private void setReturnsActually( string ticker , History returns )
  		{
  			float[] arrayOfReturns =
! 				this.selectReturnsOnValidDateTimes( returns );
  			this.tickersReturns.Add( ticker , arrayOfReturns );
  		}
--- 141,159 ----
  			return (float)returns[ currentDateTimeForReturn ];
  		}
! 		private float[] selectReturnsWithRespectToTheTimeLine( History returns )
  		{
  			// TO DO: this method is n log n, it could be implemented to
  			// be have a linear complexity!!!
! 			float[] returnsWithRespectToTheTimeLine =
  				new float[ this.timeLineForQuotes.Count ];
  			for ( int i = 0 ; i < this.timeLineForQuotes.Count ; i++ )
! 				returnsWithRespectToTheTimeLine[ i ] =
! 					this.selectReturnWithRespectToTheTimeLine( returns , i );
! 			return returnsWithRespectToTheTimeLine;
  		}
! 		private void setReturnsActually( string ticker , History quotes )
  		{
  			float[] arrayOfReturns =
! 				this.selectReturnsWithRespectToTheTimeLine( quotes );
  			this.tickersReturns.Add( ticker , arrayOfReturns );
  		}
***************
*** 176,180 ****
  		}
  		#endregion GetReturns
! 		#region GetReturns
  		/// <summary>
  		/// Gives out the returnIndex_th return for the given ticker
--- 183,187 ----
  		}
  		#endregion GetReturns
! 		#region GetReturn
  		/// <summary>
  		/// Gives out the returnIndex_th return for the given ticker
***************
*** 223,227 ****
  		private float getReturnsStandardDeviation( string ticker )
  		{
! 			return (float)this.tickersReturnsStandardDeviations[ ticker ];
  		}
  		/// <summary>
--- 230,234 ----
  		private float getReturnsStandardDeviation( string ticker )
  		{
! 			return Convert.ToSingle( this.tickersReturnsStandardDeviations[ ticker ] );
  		}
  		/// <summary>