[Quantproject-developers] QuantProject/b4_Business/a2_Strategies/Eligibles ByPriceMostLiquidAlways
Brought to you by:
glauco_1
|
From: Marco M. <mi...@us...> - 2008-04-05 22:57:24
|
Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/Eligibles In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv7521/a2_Strategies/Eligibles Modified Files: ByPriceMostLiquidAlwaysQuoted.cs Log Message: Fixed bug: now the parameters for the standard deviation of the average raw opening price of the given last days have been properly set. Index: ByPriceMostLiquidAlwaysQuoted.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/Eligibles/ByPriceMostLiquidAlwaysQuoted.cs,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** ByPriceMostLiquidAlwaysQuoted.cs 7 Feb 2008 18:36:11 -0000 1.2 --- ByPriceMostLiquidAlwaysQuoted.cs 5 Apr 2008 22:57:16 -0000 1.3 *************** *** 57,62 **** { get{ ! return "Elgbls_prcRng" + this.minPrice + "_" + this.maxPrice + ! "_mstLqd_alwsQtd"; } } --- 57,67 ---- { get{ ! return "From_" + this.tickersGroupID + " (temporized: " + ! this.temporizedGroup.ToString() + ")\n" + ! "MaxNumOfEligibles_" + this.maxNumberOfEligibleTickersToBeChosen.ToString() + "\n" + ! "AverageRawOpenPriceRange(computed for the last " + ! this.numOfDaysForAverageOpenRawPriceComputation.ToString() + "):\n" + ! "From_" + this.minPrice + "_to_" + this.maxPrice + "\n" + ! "Most Liquid and Always Quoted at each market day (^GSPC) for the in sample time frame"; } } *************** *** 96,100 **** currentDate, numOfTickersInGroupAtCurrentDate, ! this.minPrice,this.maxPrice, 0.0001,100); SelectorByLiquidity mostLiquidSelector = new SelectorByLiquidity(byPrice.GetTableOfSelectedTickers(), --- 101,105 ---- currentDate, numOfTickersInGroupAtCurrentDate, ! this.minPrice,this.maxPrice, double.MinValue,double.MaxValue); SelectorByLiquidity mostLiquidSelector = new SelectorByLiquidity(byPrice.GetTableOfSelectedTickers(), |