[Quantproject-developers] QuantProject/b4_Business/a2_Strategies/Eligibles ByPriceMostLiquidAlwaysQuoted.cs, 1.4, 1.5

[Marco M. <mi...@us...>]

Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/Eligibles
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv1720/b4_Business/a2_Strategies/Eligibles

Modified Files:
	ByPriceMostLiquidAlwaysQuoted.cs 
Log Message:
Parameter double.MinValue in SelectorByAverageRawOpenPrice has been
replaced by a very little number (just greater than zero), in order to avoid
tickers with a standard deviation equal to zero (they should be descarded)

Index: ByPriceMostLiquidAlwaysQuoted.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/Eligibles/ByPriceMostLiquidAlwaysQuoted.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** ByPriceMostLiquidAlwaysQuoted.cs	7 Apr 2008 20:42:13 -0000	1.4
--- ByPriceMostLiquidAlwaysQuoted.cs	8 Apr 2008 21:37:51 -0000	1.5
***************
*** 99,108 ****
        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();
  
--- 99,108 ----
        int numOfTickersInGroupAtCurrentDate = tickersFromGroup.Rows.Count;
        SelectorByAverageRawOpenPrice byPrice =
!       		new SelectorByAverageRawOpenPrice(tickersFromGroup,false,
!       	                                  currentDate.AddDays(-this.numOfDaysForAverageOpenRawPriceComputation),
!       	                                  currentDate,
!       	                                  numOfTickersInGroupAtCurrentDate,
!       	                                  this.minPrice,this.maxPrice, 0.00001, double.MaxValue);
!      	DataTable dataTableByPrice =
  				byPrice.GetTableOfSelectedTickers();