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)
{
!
}
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