[Quantproject-developers] QuantProject/b4_Business/a2_Strategies/returnsManagement/time CloseToClo
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From: Marco M. <mi...@us...> - 2007-10-02 14:40:16
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Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/returnsManagement/time In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv5445/a2_Strategies/returnsManagement/time Modified Files: CloseToCloseIntervals.cs ReturnIntervals.cs Log Message: Fixed bug: intervalLength has to be a protected member inside ReturnIntervals class. Added new constructor to ReturnIntervals Index: ReturnIntervals.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/returnsManagement/time/ReturnIntervals.cs,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** ReturnIntervals.cs 25 Sep 2007 21:48:15 -0000 1.2 --- ReturnIntervals.cs 2 Oct 2007 14:40:06 -0000 1.3 *************** *** 40,43 **** --- 40,44 ---- protected History marketDaysForBenchmark; private EndOfDayHistory bordersHistory; + protected int intervalLength; public ReturnInterval this[ int index ] *************** *** 77,80 **** --- 78,96 ---- } } + + private void returnIntervals_initialize(EndOfDayDateTime firstEndOfDayDateTime , + EndOfDayDateTime lastEndOfDayDateTime , string benchmark, + int intervalLength) + { + if(intervalLength < 1) + throw new Exception("Interval length has to be greater than 0!"); + this.intervalLength = intervalLength; + this.firstEndOfDayDateTime = firstEndOfDayDateTime; + this.lastEndOfDayDateTime = lastEndOfDayDateTime; + this.benchmark = benchmark; + this.setMarketDaysForBenchmark(); + this.setIntervals(); + } + /// <summary> /// Creates the proper intervals, for the given benchmark, from *************** *** 87,95 **** EndOfDayDateTime lastEndOfDayDateTime , string benchmark ) { ! this.firstEndOfDayDateTime = firstEndOfDayDateTime; ! this.lastEndOfDayDateTime = lastEndOfDayDateTime; ! this.benchmark = benchmark; ! this.setMarketDaysForBenchmark(); ! this.setIntervals(); } --- 103,124 ---- EndOfDayDateTime lastEndOfDayDateTime , string benchmark ) { ! this.returnIntervals_initialize( firstEndOfDayDateTime, ! lastEndOfDayDateTime, benchmark, 1 );//default intervals are daily ! } ! ! /// <summary> ! /// Creates the proper intervals, for the given benchmark, from ! /// the first EndOfDayDateTime to the last EndOfDayDateTime ! /// </summary> ! /// <param name="firstEndOfDayDateTime"></param> ! /// <param name="lastEndOfDayDateTime"></param> ! /// <param name="benchmark"></param> ! /// <param name="intervalLength"></param> ! public ReturnIntervals( EndOfDayDateTime firstEndOfDayDateTime , ! EndOfDayDateTime lastEndOfDayDateTime , string benchmark, ! int intervalLength) ! { ! this.returnIntervals_initialize( firstEndOfDayDateTime, ! lastEndOfDayDateTime, benchmark, intervalLength ); } Index: CloseToCloseIntervals.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/returnsManagement/time/CloseToCloseIntervals.cs,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** CloseToCloseIntervals.cs 25 Sep 2007 21:48:14 -0000 1.3 --- CloseToCloseIntervals.cs 2 Oct 2007 14:40:05 -0000 1.4 *************** *** 32,37 **** public class CloseToCloseIntervals : ReturnIntervals { - private int intervalLength; - /// <summary> /// Creates the close to close intervals for the given benchmark, from --- 32,35 ---- *************** *** 45,49 **** base( firstEndOfDayDateTime , lastEndOfDayDateTime , benchmark ) { ! this.intervalLength = 1;//default intervals are daily } /// <summary> --- 43,47 ---- base( firstEndOfDayDateTime , lastEndOfDayDateTime , benchmark ) { ! } /// <summary> *************** *** 60,68 **** EndOfDayDateTime lastEndOfDayDateTime , string benchmark , int intervalLength ) : ! base( firstEndOfDayDateTime , lastEndOfDayDateTime , benchmark ) { ! if(intervalLength < 1) ! throw new Exception("Interval length has to be greater than 0!"); ! this.intervalLength = intervalLength; } --- 58,65 ---- EndOfDayDateTime lastEndOfDayDateTime , string benchmark , int intervalLength ) : ! base( firstEndOfDayDateTime , lastEndOfDayDateTime , benchmark , ! intervalLength) { ! } |