[Quantproject-developers] QuantProject/b4_Business/a2_Strategies/returnsManagement ReturnsManager.cs, 1.2, 1.3

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/returnsManagement
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv16358/b4_Business/a2_Strategies/returnsManagement

Modified Files:
	ReturnsManager.cs 
Log Message:
Bug fixed: returns were not properly computed

Index: ReturnsManager.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/returnsManagement/ReturnsManager.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** ReturnsManager.cs	1 Aug 2007 23:11:02 -0000	1.2
--- ReturnsManager.cs	4 Aug 2007 19:59:08 -0000	1.3
***************
*** 134,153 ****
  			return areAllCovered;
  		}
! 		private float selectReturnWithRespectToTheTimeLine( History returns ,
  			int i )
  		{
! 			DateTime currentDateTimeForReturn =
! 				(DateTime)this.timeLineForQuotes.GetByIndex( i );
! 			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;
  		}
--- 134,154 ----
  			return areAllCovered;
  		}
! 		private float selectReturnWithRespectToTheTimeLine( History quotes ,
  			int i )
  		{
! 			float currentQuote = (float)quotes.GetByIndex( i );
! 			float nextQuote = (float)quotes.GetByIndex( i + 1 );
! 			float currentReturn = nextQuote / currentQuote - 1;
! 			return currentReturn;
  		}
! 		private float[] selectReturnsWithRespectToTheTimeLine( History quotes )
  		{
  			// 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 - 1 ];
! 			for ( int i = 0 ; i < this.timeLineForQuotes.Count - 1 ; i++ )
  				returnsWithRespectToTheTimeLine[ i ] =
! 					this.selectReturnWithRespectToTheTimeLine( quotes , i );
  			return returnsWithRespectToTheTimeLine;
  		}