[Quantproject-developers] QuantProject/b4_Business/a2_Strategies/returnsManagement ReturnsManager.
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glauco_1
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From: Glauco S. <gla...@us...> - 2007-09-23 16:24:56
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Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/returnsManagement In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv655/b4_Business/a2_Strategies/returnsManagement Modified Files: ReturnsManager.cs Log Message: Fixed bug: the last interval was not considered at all. Finally, I'm getting the very same result for scripts as I got with the previous version (I mean, the version just before intervals' classes have been introduced). Millo, please note that this bug affected ALL your latest scripts' run. I'm afraid you will need to run them again to see their real behavior. Index: ReturnsManager.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/returnsManagement/ReturnsManager.cs,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** ReturnsManager.cs 19 Sep 2007 22:29:04 -0000 1.5 --- ReturnsManager.cs 23 Sep 2007 16:24:45 -0000 1.6 *************** *** 149,153 **** float[] returnsWithRespectToTheGivenIntervals = new float[ this.returnIntervals.Count ]; ! for ( int i = 0 ; i < this.returnIntervals.Count - 1 ; i++ ) returnsWithRespectToTheGivenIntervals[ i ] = this.selectReturnWithRespectToTheGivenIterval( endOfDayQuotes , i ); --- 149,153 ---- float[] returnsWithRespectToTheGivenIntervals = new float[ this.returnIntervals.Count ]; ! for ( int i = 0 ; i < this.returnIntervals.Count ; i++ ) returnsWithRespectToTheGivenIntervals[ i ] = this.selectReturnWithRespectToTheGivenIterval( endOfDayQuotes , i ); |