[Quantproject-developers] QuantProject/b4_Business/a2_Strategies/Eligibles ByPriceMostLiquidLessVo
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From: Marco M. <mi...@us...> - 2008-05-04 22:46:40
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Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/Eligibles In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv3850/a2_Strategies/Eligibles Modified Files: ByPriceMostLiquidLessVolatileOTCAlwaysQuoted.cs Log Message: Updated summary comment to the class Index: ByPriceMostLiquidLessVolatileOTCAlwaysQuoted.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/Eligibles/ByPriceMostLiquidLessVolatileOTCAlwaysQuoted.cs,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** ByPriceMostLiquidLessVolatileOTCAlwaysQuoted.cs 4 May 2008 22:43:30 -0000 1.1 --- ByPriceMostLiquidLessVolatileOTCAlwaysQuoted.cs 4 May 2008 22:46:33 -0000 1.2 *************** *** 34,41 **** /// Implements IEligiblesSelector for selecting a given max number of tickers through /// the following step-by-step selecting process: ! /// -step 1: all tickers belonging to a given group /// are selected (the group can be "temporized": that is tickers /// are returned depending on the time the selection is requested: /// the group SP 500 should be like that); /// -step 2: from tickers selected by step 1, the most liquid /// are selected (not more than maxNumberOfMostLiquidTickersToBeChosen); --- 34,44 ---- /// Implements IEligiblesSelector for selecting a given max number of tickers through /// the following step-by-step selecting process: ! /// -step 0: all tickers belonging to a given group /// are selected (the group can be "temporized": that is tickers /// are returned depending on the time the selection is requested: /// the group SP 500 should be like that); + /// -step 1: from tickers selected by step 0, the ones that have + /// the average raw open price falling in a given range (for the last given number of days) + /// are selected; /// -step 2: from tickers selected by step 1, the most liquid /// are selected (not more than maxNumberOfMostLiquidTickersToBeChosen); |