[Quantproject-developers] QuantProject/b4_Business/a2_Strategies WeightedPositions.cs, 1.7, 1.8
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glauco_1
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From: Glauco S. <gla...@us...> - 2007-09-16 22:10:26
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Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv31835/b4_Business/a2_Strategies Modified Files: WeightedPositions.cs Log Message: returnsManager.ReturnIntervals.Count is now used instead of returnsManager.TimeLine.Count Index: WeightedPositions.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/WeightedPositions.cs,v retrieving revision 1.7 retrieving revision 1.8 diff -C2 -d -r1.7 -r1.8 *** WeightedPositions.cs 5 Sep 2007 22:07:19 -0000 1.7 --- WeightedPositions.cs 16 Sep 2007 22:10:17 -0000 1.8 *************** *** 504,509 **** ReturnsManager returnsManager ) { ! if ( ( i < 0 ) || ( i > returnsManager.TimeLine.Count - 2 ) ) ! throw new Exception( "i is larger than the number of returns" ); } private float getTickerReturn( string ticker , int i , --- 504,509 ---- ReturnsManager returnsManager ) { ! if ( ( i < 0 ) || ( i > returnsManager.ReturnIntervals.Count - 1 ) ) ! throw new Exception( "i is larger than the max return index" ); } private float getTickerReturn( string ticker , int i , *************** *** 572,576 **** { float[] returns = new float[ ! returnsManager.TimeLine.Count - 1 ]; for ( int i = 0 ; i < returnsManager.NumberOfReturns ; i++ ) returns[ i ] = this.GetReturn( i , returnsManager ); --- 572,576 ---- { float[] returns = new float[ ! returnsManager.ReturnIntervals.Count ]; for ( int i = 0 ; i < returnsManager.NumberOfReturns ; i++ ) returns[ i ] = this.GetReturn( i , returnsManager ); |