[Quantproject-developers] QuantProject/b4_Business/a2_Strategies/returnsManagement ReturnsManager.
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From: Marco M. <mi...@us...> - 2007-09-19 22:29:09
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Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/returnsManagement In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv14539/b4_Business/a2_Strategies/returnsManagement Modified Files: ReturnsManager.cs Log Message: Fixed bug in ReturnsManager: terms in calculation of the return for the given interval were inverted. Please Glauco check ... Index: ReturnsManager.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/returnsManagement/ReturnsManager.cs,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** ReturnsManager.cs 16 Sep 2007 22:00:27 -0000 1.4 --- ReturnsManager.cs 19 Sep 2007 22:29:04 -0000 1.5 *************** *** 139,143 **** double firstQuote = (double)endOfDayQuotes[ returnInterval.Begin ]; double lastQuote = (double)endOfDayQuotes[ returnInterval.End ]; ! float intervalReturn = Convert.ToSingle( firstQuote / lastQuote - 1 ); return intervalReturn; } --- 139,143 ---- double firstQuote = (double)endOfDayQuotes[ returnInterval.Begin ]; double lastQuote = (double)endOfDayQuotes[ returnInterval.End ]; ! float intervalReturn = Convert.ToSingle( lastQuote / firstQuote - 1 ); return intervalReturn; } |