Changeset 6138

Timestamp:

05/05/11 19:50:08 (13 years ago)

Author:

gkronber

Message:

#1508 fixed bug in trading solution view.

File:

• branches/HeuristicLab.Problems.DataAnalysis.Trading/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Views/TradingSolutionLineChartView.cs (modified) (1 diff)

branches/HeuristicLab.Problems.DataAnalysis.Trading/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Views/TradingSolutionLineChartView.cs

@@ -95 +95 @@
     private IEnumerable<double> GetProfits(IEnumerable<double> returns, IEnumerable<double> signals, double transactionCost) {
       double p = 0;
-      double iterationReturn = 0.0;
       foreach (var signalReturn in returns.Zip(signals, (r, s) => new { Return = r, Signal = s })) {
+        double iterationReturn = 0.0;
         double signal = signalReturn.Signal;
         double actualReturn = signalReturn.Return;