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From: Márcio V. d. S. <mv...@us...> - 2007-08-18 14:05:33
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Update of /cvsroot/tail/Tail/src/java/net/sf/tail/flow In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv21249/src/java/net/sf/tail/flow Modified Files: CashFlow.java Log Message: refatorado CashFlow e MaximumDrawDown Index: CashFlow.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/flow/CashFlow.java,v retrieving revision 1.7 retrieving revision 1.8 diff -C2 -d -r1.7 -r1.8 *** CashFlow.java 16 Aug 2007 22:14:11 -0000 1.7 --- CashFlow.java 18 Aug 2007 14:05:33 -0000 1.8 *************** *** 43,47 **** ratio = timeSeries.getTick(i).getClosePrice() / timeSeries.getTick( trade.getEntry().getIndex()).getClosePrice(); } else { ! ratio = timeSeries.getTick(i - 1).getClosePrice() / timeSeries.getTick(i).getClosePrice(); } values.add(values.get(trade.getEntry().getIndex()) * ratio); --- 43,47 ---- ratio = timeSeries.getTick(i).getClosePrice() / timeSeries.getTick( trade.getEntry().getIndex()).getClosePrice(); } else { ! ratio = timeSeries.getTick(trade.getEntry().getIndex()).getClosePrice() / timeSeries.getTick(i).getClosePrice(); } values.add(values.get(trade.getEntry().getIndex()) * ratio); |