[Quantproject-developers] QuantProject/b4_Business/a2_Strategies/returnsManagement/time DailyOpenT
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From: Marco M. <mi...@us...> - 2007-09-20 22:33:39
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Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/returnsManagement/time In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv13491/time Modified Files: DailyOpenToCloseIntervals.cs Log Message: Fixed bug in DailyOpenToCloseIntervals: a ReturnInterval should be added for each MarketDay for the given benchmark for the given period (also for the last MarketDay. In the case of CloseToCloseInterval you can't add an interval for the last benchmark market day). Index: DailyOpenToCloseIntervals.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/returnsManagement/time/DailyOpenToCloseIntervals.cs,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** DailyOpenToCloseIntervals.cs 19 Sep 2007 22:36:37 -0000 1.1 --- DailyOpenToCloseIntervals.cs 20 Sep 2007 22:33:35 -0000 1.2 *************** *** 60,64 **** private void setIntervals( History marketDaysForBenchmark ) { ! for( int i = 0 ; i < marketDaysForBenchmark.Count - 1 ; i++ ) this.addInterval( marketDaysForBenchmark , i ); } --- 60,64 ---- private void setIntervals( History marketDaysForBenchmark ) { ! for( int i = 0 ; i < marketDaysForBenchmark.Count ; i++ ) this.addInterval( marketDaysForBenchmark , i ); } |