[Quantproject-developers] QuantProject/b4_Business/a2_Strategies/Eligibles MostLiquidAndLessVolati
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From: Glauco S. <gla...@us...> - 2008-04-07 20:43:38
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Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/Eligibles In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv3667/b4_Business/a2_Strategies/Eligibles Modified Files: MostLiquidAndLessVolatile.cs Log Message: - bug fixed, most liquid are returned now (in the previous version, the least liquid were returned) - some code has been added: it allows to write a DataTable to a .xml file (it can be helpful for debugging) Index: MostLiquidAndLessVolatile.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/Eligibles/MostLiquidAndLessVolatile.cs,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** MostLiquidAndLessVolatile.cs 7 Feb 2008 18:46:56 -0000 1.3 --- MostLiquidAndLessVolatile.cs 7 Apr 2008 20:43:31 -0000 1.4 *************** *** 122,131 **** // DataTable groupTickers = selectorByGroup.GetTableOfSelectedTickers(); SelectorByLiquidity mostLiquid = ! new SelectorByLiquidity( this.tickersGroupID , true , endOfDayHistory.FirstEndOfDayDateTime.DateTime , ! endOfDayHistory.LastEndOfDayDateTime.DateTime , 0 , this.maxNumberOfEligibleTickersToBeChosen ); DataTable groupTickers = mostLiquid.GetTableOfSelectedTickers(); // SelectorByLiquidity mostLiquid = --- 122,135 ---- // DataTable groupTickers = selectorByGroup.GetTableOfSelectedTickers(); SelectorByLiquidity mostLiquid = ! new SelectorByLiquidity( this.tickersGroupID , false , endOfDayHistory.FirstEndOfDayDateTime.DateTime , ! endOfDayHistory.LastEndOfDayDateTime.DateTime , this.maxNumberOfEligibleTickersToBeChosen ); DataTable groupTickers = mostLiquid.GetTableOfSelectedTickers(); + DataSet dataSet = new DataSet(); + dataSet.Tables.Add( groupTickers ); + dataSet.WriteXml( "c:\\qpReports\\pairsTrading\\eligiblesCon_MostLiquidAndLessVolatile.xml" ); + // SelectorByLiquidity mostLiquid = |