[Quantproject-developers] QuantProject/b4_Business/a2_Strategies/Eligibles ByPriceMostLiquidAlwaysQuoted.cs, 1.3, 1.4

[Glauco S. <gla...@us...>]

Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/Eligibles
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv2231/b4_Business/a2_Strategies/Eligibles

Modified Files:
	ByPriceMostLiquidAlwaysQuoted.cs 
Log Message:
- the code has been slightly refactored to make debugging easier (some intermediate assignment have been added)
- some commented code has been added: it allows to write a DataTable to a .xml file (it can be helpful for debugging)

Index: ByPriceMostLiquidAlwaysQuoted.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/Eligibles/ByPriceMostLiquidAlwaysQuoted.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** ByPriceMostLiquidAlwaysQuoted.cs	5 Apr 2008 22:57:16 -0000	1.3
--- ByPriceMostLiquidAlwaysQuoted.cs	7 Apr 2008 20:42:13 -0000	1.4
***************
*** 86,89 ****
--- 86,90 ----
  		{
  			DateTime currentDate = endOfDayHistory.LastEndOfDayDateTime.DateTime; 
+ 
  			SelectorByGroup group;
  			if(this.temporizedGroup)
***************
*** 95,116 ****
        	group = new SelectorByGroup(this.tickersGroupID);
        DataTable tickersFromGroup = group.GetTableOfSelectedTickers();
        int numOfTickersInGroupAtCurrentDate = tickersFromGroup.Rows.Count;
        SelectorByAverageRawOpenPrice byPrice =
!       		new SelectorByAverageRawOpenPrice(tickersFromGroup,false,
!       	                                  currentDate.AddDays(-this.numOfDaysForAverageOpenRawPriceComputation),
!       	                                  currentDate,
!       	                                  numOfTickersInGroupAtCurrentDate,
!       	                                  this.minPrice,this.maxPrice, double.MinValue,double.MaxValue);
!       SelectorByLiquidity mostLiquidSelector =
!       	new SelectorByLiquidity(byPrice.GetTableOfSelectedTickers(),
          false, endOfDayHistory.FirstEndOfDayDateTime.DateTime, currentDate,
          this.maxNumberOfEligibleTickersToBeChosen);
        SelectorByQuotationAtEachMarketDay quotedAtEachMarketDayFromLastSelection = 
!         new SelectorByQuotationAtEachMarketDay(mostLiquidSelector.GetTableOfSelectedTickers(),
          false, endOfDayHistory.History,
          this.maxNumberOfEligibleTickersToBeChosen);
  			
        return
! 				new EligibleTickers( quotedAtEachMarketDayFromLastSelection.GetTableOfSelectedTickers() );
  		}
  		
--- 96,130 ----
        	group = new SelectorByGroup(this.tickersGroupID);
        DataTable tickersFromGroup = group.GetTableOfSelectedTickers();
+ 
        int numOfTickersInGroupAtCurrentDate = tickersFromGroup.Rows.Count;
        SelectorByAverageRawOpenPrice byPrice =
! 				new SelectorByAverageRawOpenPrice(tickersFromGroup,false,
! 				currentDate.AddDays(-this.numOfDaysForAverageOpenRawPriceComputation),
! 				currentDate,
! 				numOfTickersInGroupAtCurrentDate,
! 				this.minPrice,this.maxPrice, double.MinValue,double.MaxValue);
! 			DataTable dataTableByPrice =
! 				byPrice.GetTableOfSelectedTickers();
! 
! 			SelectorByLiquidity mostLiquidSelector =
! 				new SelectorByLiquidity( dataTableByPrice ,
          false, endOfDayHistory.FirstEndOfDayDateTime.DateTime, currentDate,
          this.maxNumberOfEligibleTickersToBeChosen);
+       DataTable dataTableMostLiquid =
+ 				mostLiquidSelector.GetTableOfSelectedTickers();
+ 
+ //			DataSet dataSet = new DataSet();
+ //			dataSet.Tables.Add( dataTableMostLiquid );
+ //			dataSet.WriteXml( "c:\\qpReports\\pairsTrading\\eligiblesCon_ByPriceMostLiquidAlwaysQuoted.xml" );
+ 
        SelectorByQuotationAtEachMarketDay quotedAtEachMarketDayFromLastSelection = 
!         new SelectorByQuotationAtEachMarketDay( dataTableMostLiquid ,
          false, endOfDayHistory.History,
          this.maxNumberOfEligibleTickersToBeChosen);
+       DataTable dataTableToBeReturned =
+ 				quotedAtEachMarketDayFromLastSelection.GetTableOfSelectedTickers();
  			
        return
! 				new EligibleTickers( dataTableToBeReturned );
  		}