Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv27218/b4_Business/a2_Strategies
Modified Files:
Benchmark.cs
Log Message:
The code has been slightly simplified (MILLO, please check if it is equivalent)
Index: Benchmark.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/Benchmark.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** Benchmark.cs 6 Feb 2008 22:53:54 -0000 1.2
--- Benchmark.cs 7 Feb 2008 18:35:38 -0000 1.3
***************
*** 11,14 ****
--- 11,15 ----
/// to compare a strategy's results
/// </summary>
+ [Serializable]
public class Benchmark
{
***************
*** 109,113 ****
if( lastEndOfDayDateTime.IsLessThanOrEqualTo(firstEndOfDayDateTime) )
throw new Exception("lastEndOfDayDateTime has to be greater than " +
! "firstEndOfDayDateTime !!");
EndOfDayHistory endOfDayHistory = new EndOfDayHistory();
EndOfDayDateTime endOfDayDateTimeToAddToHistory =
--- 110,114 ----
if( lastEndOfDayDateTime.IsLessThanOrEqualTo(firstEndOfDayDateTime) )
throw new Exception("lastEndOfDayDateTime has to be greater than " +
! "firstEndOfDayDateTime !!");
EndOfDayHistory endOfDayHistory = new EndOfDayHistory();
EndOfDayDateTime endOfDayDateTimeToAddToHistory =
***************
*** 116,129 ****
{
if( this.isExchanged( endOfDayDateTimeToAddToHistory ) )
- {
endOfDayHistory.Add( endOfDayDateTimeToAddToHistory, endOfDayDateTimeToAddToHistory );
! endOfDayDateTimeToAddToHistory =
! endOfDayDateTimeToAddToHistory.GetNextMarketStatusSwitch();
! }
! else
! {
! endOfDayDateTimeToAddToHistory =
! endOfDayDateTimeToAddToHistory.GetNextMarketStatusSwitch();
! }
}
return endOfDayHistory;
--- 117,123 ----
{
if( this.isExchanged( endOfDayDateTimeToAddToHistory ) )
endOfDayHistory.Add( endOfDayDateTimeToAddToHistory, endOfDayDateTimeToAddToHistory );
! endOfDayDateTimeToAddToHistory =
! endOfDayDateTimeToAddToHistory.GetNextMarketStatusSwitch();
}
return endOfDayHistory;
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