Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/InSampleChoosers
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv788/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/InSampleChoosers
Modified Files:
PVO_CTCCorrelationChooser.cs PVO_OTCCorrelationChooser.cs
Log Message:
IntervalsType property is now used
Index: PVO_OTCCorrelationChooser.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/InSampleChoosers/PVO_OTCCorrelationChooser.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** PVO_OTCCorrelationChooser.cs 8 Apr 2008 21:53:03 -0000 1.2
--- PVO_OTCCorrelationChooser.cs 26 Apr 2008 09:53:14 -0000 1.3
***************
*** 30,33 ****
--- 30,34 ----
using QuantProject.Business.Strategies.Eligibles;
using QuantProject.Business.Strategies.ReturnsManagement;
+ using QuantProject.Business.Strategies.ReturnsManagement.Time;
using QuantProject.Business.Strategies.OutOfSample;
using QuantProject.Scripts.TechnicalAnalysisTesting.Oscillators.FixedLevelOscillators.PortfolioValueOscillator.InSampleChoosers;
***************
*** 64,68 ****
1,
maxCorrelationValue,
! balancedWeightsOnVolatilityBase)
{
this.minimumAbsoluteReturnValue = minimumAbsoluteReturnValue;
--- 65,70 ----
1,
maxCorrelationValue,
! balancedWeightsOnVolatilityBase,
! IntervalsType.DailyOpenToCloseIntervals)
{
this.minimumAbsoluteReturnValue = minimumAbsoluteReturnValue;
Index: PVO_CTCCorrelationChooser.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/InSampleChoosers/PVO_CTCCorrelationChooser.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** PVO_CTCCorrelationChooser.cs 8 Apr 2008 21:53:03 -0000 1.2
--- PVO_CTCCorrelationChooser.cs 26 Apr 2008 09:53:14 -0000 1.3
***************
*** 30,33 ****
--- 30,34 ----
using QuantProject.Business.Strategies.Eligibles;
using QuantProject.Business.Strategies.ReturnsManagement;
+ using QuantProject.Business.Strategies.ReturnsManagement.Time;
using QuantProject.Business.Strategies.OutOfSample;
using QuantProject.Scripts.TechnicalAnalysisTesting.Oscillators.FixedLevelOscillators.PortfolioValueOscillator.InSampleChoosers;
***************
*** 58,62 ****
closeToCloseReturnIntervalLength,
maxCorrelationValue,
! balancedWeightsOnVolatilityBase)
{
--- 59,64 ----
closeToCloseReturnIntervalLength,
maxCorrelationValue,
! balancedWeightsOnVolatilityBase,
! IntervalsType.CloseToCloseIntervals_OneDay)
{
|
