[Quantproject-developers] QuantProject/b4_Business/a2_Strategies/returnsManagement/time CloseToCloseIntervals.cs, 1.1, 1.2

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/returnsManagement/time
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv2565/a2_Strategies/returnsManagement/time

Modified Files:
	CloseToCloseIntervals.cs 
Log Message:
Added a new constructor to the class, in order to set the IntervalLength
for each return (each interval begins at a given market day "i" and ends at
market day "i + intervalLength"). Default IntervalLength is equal to 1 (daily close to 
close intervals).

Index: CloseToCloseIntervals.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/returnsManagement/time/CloseToCloseIntervals.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** CloseToCloseIntervals.cs	16 Sep 2007 21:38:05 -0000	1.1
--- CloseToCloseIntervals.cs	23 Sep 2007 22:04:10 -0000	1.2
***************
*** 33,36 ****
--- 33,38 ----
  	public class CloseToCloseIntervals : ReturnIntervals
  	{
+ 		private int intervalLength = 1;//default intervals are daily
+ 		
  		/// <summary>
  		/// Creates the close to close intervals for the given benchmark, from
***************
*** 44,48 ****
--- 46,69 ----
  			base( firstEndOfDayDateTime , lastEndOfDayDateTime , benchmark )
  		{
+ 			
  		}
+ 		/// <summary>
+ 		/// Creates the close to close intervals for the given benchmark, from
+ 		/// the first EndOfDayDateTime to the last EndOfDayDateTime:
+ 		/// each interval begins at a given market day "i" and ends at
+ 		/// market day "i + intervalLength"
+ 		/// </summary>
+ 		/// <param name="firstEndOfDayDateTime"></param>
+ 		/// <param name="lastEndOfDayDateTime"></param>
+ 		/// <param name="benchmark"></param>
+ 		/// <param name="intervalLength"></param> 
+ 		public CloseToCloseIntervals( EndOfDayDateTime firstEndOfDayDateTime ,
+ 			EndOfDayDateTime lastEndOfDayDateTime , 
+ 			string benchmark , int intervalLength ) :
+ 			base( firstEndOfDayDateTime , lastEndOfDayDateTime , benchmark )
+ 		{
+ 			this.intervalLength = intervalLength;
+ 		}
+ 		
  		#region setIntervals
  		private void addInterval( History marketDaysForBenchmark , int i )
***************
*** 51,55 ****
  				(DateTime)marketDaysForBenchmark.GetKey( i );
  			DateTime dateTimeForIntervalEnd =
! 				(DateTime)marketDaysForBenchmark.GetKey( i + 1 );
  			ReturnInterval returnInterval = new ReturnInterval(
  				new EndOfDayDateTime( dateTimeForIntervalBegin ,
--- 72,76 ----
  				(DateTime)marketDaysForBenchmark.GetKey( i );
  			DateTime dateTimeForIntervalEnd =
! 				(DateTime)marketDaysForBenchmark.GetKey( i + this.intervalLength );
  			ReturnInterval returnInterval = new ReturnInterval(
  				new EndOfDayDateTime( dateTimeForIntervalBegin ,
***************
*** 61,65 ****
  		private void setIntervals( History marketDaysForBenchmark )
  		{
! 			for( int i = 0 ; i < marketDaysForBenchmark.Count - 1 ; i++ )
  				this.addInterval( marketDaysForBenchmark , i );
  		}
--- 82,88 ----
  		private void setIntervals( History marketDaysForBenchmark )
  		{
! 			for( int i = 0 ;
! 			     i < marketDaysForBenchmark.Count - this.intervalLength;
! 			     i = i + this.intervalLength )
  				this.addInterval( marketDaysForBenchmark , i );
  		}