[Quantproject-developers] QuantProject/b4_Business/a2_Strategies/returnsManagement ReturnsManager.cs, 1.7, 1.8

[Glauco S. <gla...@us...>]

Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/returnsManagement
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv14343/b4_Business/a2_Strategies/returnsManagement

Modified Files:
	ReturnsManager.cs 
Log Message:
- the method getMarketDaysForQuotes is useless and has been removed
- some commented out code has been cleaned out

Index: ReturnsManager.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/returnsManagement/ReturnsManager.cs,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** ReturnsManager.cs	7 Oct 2007 13:15:55 -0000	1.7
--- ReturnsManager.cs	4 Nov 2007 18:53:56 -0000	1.8
***************
*** 64,80 ****
  			get { return this.returnIntervals.Count; }
  		}
- //		protected DateTime firstDateTime
- //		{
- //			get { return this.timeLineForQuotes.GetDateTime( 0 ); }
- //		}
- //		protected DateTime lastDateTime
- //		{
- //			get
- //			{
- //				int lastIndex = this.timeLineForQuotes.Count - 1;
- //				return this.timeLineForQuotes.GetDateTime( lastIndex );
- //			}
- //		}
- //
  		/// <summary>
  		/// Abstract class used to store and efficiently provide arrays of
--- 64,67 ----
***************
*** 90,101 ****
  		/// for the benchmark, each array of returns will have exactly
  		/// n-1 elements</param>
- //		public ReturnsManager( DateTime firstDate , DateTime lastDate ,
- //			string benchmark )
- //		{
- //			// TO DO: let WFLagEligibleTickers use this class also!!!
- //			this.timeLineForQuotes =
- //				this.getMarketDaysForQuotes( firstDate , lastDate , benchmark );
- //			this.commonInitialization();
- //		}
  		public ReturnsManager( ReturnIntervals returnIntervals ,
  			IHistoricalQuoteProvider historicalQuoteProvider )
--- 77,80 ----
***************
*** 112,121 ****
  			this.tickersReturnsStandardDeviations = new Hashtable();
  		}
- 		private History getMarketDaysForQuotes( DateTime firstDate ,
- 			DateTime lastDate , string benchmark )
- 		{
- 			return Quotes.GetMarketDays( benchmark ,
- 				firstDate , lastDate );
- 		}
  
  		private bool isAValidIndexForAReturn( int index )
--- 91,94 ----
***************
*** 129,133 ****
  			return this.tickersReturns.ContainsKey( ticker );
  		}
- //		protected abstract History getQuotes( string ticker );
  		#region setReturns
  		private float selectReturnWithRespectToTheGivenIterval(
--- 102,105 ----