Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv22045/a2_Strategies
Modified Files:
Benchmark.cs
Log Message:
Added GetEndOfDayHistory method.
Index: Benchmark.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/Benchmark.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** Benchmark.cs 19 Jan 2008 17:33:45 -0000 1.1
--- Benchmark.cs 6 Feb 2008 22:53:54 -0000 1.2
***************
*** 99,102 ****
--- 99,133 ----
}
+ /// <summary>
+ /// Returns the EndOfDayHistory of the benchmark
+ /// between the two given EndOfDayDateTimes
+ /// </summary>
+ public EndOfDayHistory GetEndOfDayHistory(
+ EndOfDayDateTime firstEndOfDayDateTime,
+ EndOfDayDateTime lastEndOfDayDateTime )
+ {
+ if( lastEndOfDayDateTime.IsLessThanOrEqualTo(firstEndOfDayDateTime) )
+ throw new Exception("lastEndOfDayDateTime has to be greater than " +
+ "firstEndOfDayDateTime !!");
+ EndOfDayHistory endOfDayHistory = new EndOfDayHistory();
+ EndOfDayDateTime endOfDayDateTimeToAddToHistory =
+ firstEndOfDayDateTime.Copy();
+ while( endOfDayDateTimeToAddToHistory.IsLessThanOrEqualTo(lastEndOfDayDateTime) )
+ {
+ if( this.isExchanged( endOfDayDateTimeToAddToHistory ) )
+ {
+ endOfDayHistory.Add( endOfDayDateTimeToAddToHistory, endOfDayDateTimeToAddToHistory );
+ endOfDayDateTimeToAddToHistory =
+ endOfDayDateTimeToAddToHistory.GetNextMarketStatusSwitch();
+ }
+ else
+ {
+ endOfDayDateTimeToAddToHistory =
+ endOfDayDateTimeToAddToHistory.GetNextMarketStatusSwitch();
+ }
+ }
+ return endOfDayHistory;
+ }
+
}
}
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