[Quantproject-developers] QuantProject/b4_Business/a2_Strategies WeightedPositions.cs, 1.6, 1.7

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv16885/b4_Business/a2_Strategies

Modified Files:
	WeightedPositions.cs 
Log Message:
Fixed bug in temporary method GetCloseToCloseReturn

Index: WeightedPositions.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/WeightedPositions.cs,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** WeightedPositions.cs	28 Aug 2007 09:25:32 -0000	1.6
--- WeightedPositions.cs	5 Sep 2007 22:07:19 -0000	1.7
***************
*** 659,668 ****
        double equityValue = initialEquity;
        Quotes[] tickersQuotes = new Quotes[this.Count];
        for(int i = 0; i < this.Count; i++)
        {
        	tickersQuotes[i] = new Quotes( this[i].Ticker,startDate, endDate );
!         if(tickersQuotes[i].Rows.Count == 0)
!         //no quotes are available at the given period
!           throw new MissingQuotesException(this[i].Ticker,
          	       													 startDate, endDate);
        }
--- 659,673 ----
        double equityValue = initialEquity;
        Quotes[] tickersQuotes = new Quotes[this.Count];
+       int numberOfQuotesOfPreviousTicker = 0;
        for(int i = 0; i < this.Count; i++)
        {
        	tickersQuotes[i] = new Quotes( this[i].Ticker,startDate, endDate );
!       	if( i == 0 )
!       		numberOfQuotesOfPreviousTicker = tickersQuotes[i].Rows.Count;
!       	else if ( (i > 0 && ( tickersQuotes[i].Rows.Count > numberOfQuotesOfPreviousTicker)) ||
! 									 tickersQuotes[i].Rows.Count == 0)
!       	// not all the tickers have the same available n. of quotes
!       	// for the given period or a ticker has no quotes
!           throw new MissingQuotesException(this.SignedTickers.Tickers,
          	       													 startDate, endDate);
        }