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Ignore:
Timestamp:
09/24/13 16:15:39 (10 years ago)
Author:
gkronber
Message:

#1508 fixed data import from ECB (some rates are not available for the full time interval)

File:
1 edited

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  • trunk/sources/HeuristicLab.Problems.DataAnalysis.Trading/3.4/InstanceProviders/EcbProblemInstanceProvider.cs

    r9997 r10004  
    110110          }
    111111      }
     112      // keep only the rows with data for this exchange rate
     113      if (tList.Count > dList.Count)
     114        tList.RemoveRange(dList.Count, tList.Count - dList.Count);
     115      else if (dList.Count > tList.Count)
     116        dList.RemoveRange(tList.Count, dList.Count - tList.Count);
     117
    112118      // entries in ECB XML are ordered most recent first => reverse lists
    113119      tList.Reverse();
    114120      dList.Reverse();
     121
    115122      // calculate exchange rate deltas
    116123      var changes = new[] { 0.0 } // first element
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