Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/returnsManagement
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv10130/b4_Business/a2_Strategies/returnsManagement
Modified Files:
ReturnsManager.cs
Log Message:
- public int NumberOfReturns has been added
- History.GetDateTime() is now used, to avoid casting and make runtime errors unlikely
- minor bug fixes
Index: ReturnsManager.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/returnsManagement/ReturnsManager.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** ReturnsManager.cs 13 Jul 2007 09:47:47 -0000 1.1
--- ReturnsManager.cs 1 Aug 2007 23:11:02 -0000 1.2
***************
*** 54,60 ****
}
protected DateTime firstDateTime
{
! get { return (DateTime)this.timeLineForQuotes[ 0 ]; }
}
protected DateTime lastDateTime
--- 54,67 ----
}
+ /// <summary>
+ /// Number of returns, that is TimeLine's elements minus 1
+ /// </summary>
+ public int NumberOfReturns
+ {
+ get { return this.TimeLine.Count - 1; }
+ }
protected DateTime firstDateTime
{
! get { return this.timeLineForQuotes.GetDateTime( 0 ); }
}
protected DateTime lastDateTime
***************
*** 63,67 ****
{
int lastIndex = this.timeLineForQuotes.Count - 1;
! return (DateTime)this.timeLineForQuotes[ lastIndex ];
}
}
--- 70,74 ----
{
int lastIndex = this.timeLineForQuotes.Count - 1;
! return this.timeLineForQuotes.GetDateTime( lastIndex );
}
}
***************
*** 91,95 ****
{
// TO DO: let WFLagEligibleTickers use this class also!!!
! this.timeLineForQuotes = timeLineForQuotes;
this.commonInitialization();
}
--- 98,102 ----
{
// TO DO: let WFLagEligibleTickers use this class also!!!
! this.timeLineForQuotes = timeLine;
this.commonInitialization();
}
***************
*** 122,131 ****
{
bool areAllCovered = true;
! foreach ( DateTime dateTime in this.timeLineForQuotes )
if ( !returns.ContainsKey( dateTime ) )
areAllCovered = false;
return areAllCovered;
}
! private float selectReturnOnValidDateTime( History returns ,
int i )
{
--- 129,138 ----
{
bool areAllCovered = true;
! foreach ( DateTime dateTime in this.timeLineForQuotes.TimeLine )
if ( !returns.ContainsKey( dateTime ) )
areAllCovered = false;
return areAllCovered;
}
! private float selectReturnWithRespectToTheTimeLine( History returns ,
int i )
{
***************
*** 134,152 ****
return (float)returns[ currentDateTimeForReturn ];
}
! private float[] selectReturnsOnValidDateTimes( History returns )
{
// TO DO: this method is n log n, it could be implemented to
// be have a linear complexity!!!
! float[] returnsOnValidDateTimes =
new float[ this.timeLineForQuotes.Count ];
for ( int i = 0 ; i < this.timeLineForQuotes.Count ; i++ )
! returnsOnValidDateTimes[ i ] =
! this.selectReturnOnValidDateTime( returns , i );
! return returnsOnValidDateTimes;
}
! private void setReturnsActually( string ticker , History returns )
{
float[] arrayOfReturns =
! this.selectReturnsOnValidDateTimes( returns );
this.tickersReturns.Add( ticker , arrayOfReturns );
}
--- 141,159 ----
return (float)returns[ currentDateTimeForReturn ];
}
! private float[] selectReturnsWithRespectToTheTimeLine( History returns )
{
// TO DO: this method is n log n, it could be implemented to
// be have a linear complexity!!!
! float[] returnsWithRespectToTheTimeLine =
new float[ this.timeLineForQuotes.Count ];
for ( int i = 0 ; i < this.timeLineForQuotes.Count ; i++ )
! returnsWithRespectToTheTimeLine[ i ] =
! this.selectReturnWithRespectToTheTimeLine( returns , i );
! return returnsWithRespectToTheTimeLine;
}
! private void setReturnsActually( string ticker , History quotes )
{
float[] arrayOfReturns =
! this.selectReturnsWithRespectToTheTimeLine( quotes );
this.tickersReturns.Add( ticker , arrayOfReturns );
}
***************
*** 176,180 ****
}
#endregion GetReturns
! #region GetReturns
/// <summary>
/// Gives out the returnIndex_th return for the given ticker
--- 183,187 ----
}
#endregion GetReturns
! #region GetReturn
/// <summary>
/// Gives out the returnIndex_th return for the given ticker
***************
*** 223,227 ****
private float getReturnsStandardDeviation( string ticker )
{
! return (float)this.tickersReturnsStandardDeviations[ ticker ];
}
/// <summary>
--- 230,234 ----
private float getReturnsStandardDeviation( string ticker )
{
! return Convert.ToSingle( this.tickersReturnsStandardDeviations[ ticker ] );
}
/// <summary>
|
