Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv25723/b4_Business/a2_Strategies
Modified Files:
SignedTicker.cs
Log Message:
GetCloseToCloseReturnsForUnsignedTicker has been added, but it is commented out (because already available in Quotes), so no real change
Index: SignedTicker.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/SignedTicker.cs,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** SignedTicker.cs 27 Feb 2007 22:57:20 -0000 1.7
--- SignedTicker.cs 24 Jun 2007 21:29:00 -0000 1.8
***************
*** 122,125 ****
--- 122,156 ----
}
+ // #region GetCloseToCloseReturnsForUnsignedTicker
+ // /// <summary>
+ // /// Returns the (adjusted) close to close returns for the given unsigned ticker,
+ // /// starting from the firstQuoteDate and ending with the lastQuoteDate
+ // /// </summary>
+ // /// <param name="ticker"></param>
+ // /// <param name="firstQuoteDate"></param>
+ // /// <param name="lastQuoteDate"></param>
+ // /// <returns></returns>
+ // public static double GetCloseToCloseReturnsForUnsignedTicker(
+ // string ticker , DateTime firstQuoteDate , DateTime lastQuoteDate )
+ // {
+ //// Quotes tickerQuotes =
+ //// new Quotes( ticker , firstQuoteDate , lastQuoteDate );
+ //// float[] tickerAdjustedCloses =
+ //// QuantProject.Data.ExtendedDataTable.GetArrayOfFloatFromColumn(
+ //// tickerQuotes , "quAdjustedClose");
+ // float[] tickerAdjustedCloses =
+ // Quotes.GetArrayOfCloseToCloseRatios( ticker , firstQuoteDate , lastQuoteDate , 1 );
+ // float[] closeToCloseTickerReturns =
+ // new float[ tickerAdjustedCloses.Length - 1 ];
+ // int i = 0; //index for ratesOfReturns array
+ // for( int idx = 0 ; idx < tickerAdjustedCloses.Length - 1 ; idx++ )
+ // {
+ // closeToCloseTickerReturns[ i ] =
+ // tickerAdjustedCloses[ idx + 1 ] / tickerAdjustedCloses[ idx ] - 1;
+ // i++;
+ // }
+ // return closeToCloseTickerReturns;
+ // }
+ // #endregion //GetCloseToCloseReturnsForUnsignedTicker
#region getCloseToClosePortfolioReturn_setReturns
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