[Quantproject-developers] QuantProject/b3_Data/DataTables Quotes.cs, 1.35, 1.36

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

Update of /cvsroot/quantproject/QuantProject/b3_Data/DataTables
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv16669/b3_Data/DataTables

Modified Files:
	Quotes.cs 
Log Message:
SelectorByAverageOpenToClosePerformance can now select tickers with a given maximum absolute average OTC performance, for a given period.

Index: Quotes.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/DataTables/Quotes.cs,v
retrieving revision 1.35
retrieving revision 1.36
diff -C2 -d -r1.35 -r1.36
*** Quotes.cs	14 Jan 2008 23:34:22 -0000	1.35
--- Quotes.cs	14 Aug 2008 23:22:49 -0000	1.36
***************
*** 181,192 ****
        if(!setOfTickers.Columns.Contains("AdjCloseToCloseStandDev"))
          setOfTickers.Columns.Add("AdjCloseToCloseStandDev", System.Type.GetType("System.Double"));
!       foreach(DataRow row in setOfTickers.Rows)
        {
!         row["AdjCloseToCloseStandDev"] = 
!           QuantProject.DataAccess.Tables.Quotes.GetAdjustedCloseToCloseStandardDeviation((string)row[0],
            firstQuoteDate,
            lastQuoteDate);
        }
!       DataTable getTickersByVolatility = ExtendedDataTable.CopyAndSort(setOfTickers,"AdjCloseToCloseStandDev", orderByASC);
        ExtendedDataTable.DeleteRows(getTickersByVolatility, maxNumOfReturnedTickers);
        return getTickersByVolatility;
--- 181,199 ----
        if(!setOfTickers.Columns.Contains("AdjCloseToCloseStandDev"))
          setOfTickers.Columns.Add("AdjCloseToCloseStandDev", System.Type.GetType("System.Double"));
!       double CTCStdDev;
! 			foreach(DataRow row in setOfTickers.Rows)
        {
!         row["AdjCloseToCloseStandDev"] = -1000000.0;
!         CTCStdDev = QuantProject.DataAccess.Tables.Quotes.GetAdjustedCloseToCloseStandardDeviation((string)row[0],
            firstQuoteDate,
            lastQuoteDate);
+ 				if( !Double.IsInfinity(CTCStdDev) && !Double.IsNaN(CTCStdDev) )
+ 					row["AdjCloseToCloseStandDev"] = CTCStdDev;
        }
!       DataTable getTickersByVolatility = 
! 				ExtendedDataTable.CopyAndSort(setOfTickers,
! 																			"AdjCloseToCloseStandDev>-1000000.0", 
! 																			"AdjCloseToCloseStandDev",
! 																			orderByASC);
        ExtendedDataTable.DeleteRows(getTickersByVolatility, maxNumOfReturnedTickers);
        return getTickersByVolatility;
***************
*** 205,217 ****
        if(!setOfTickers.Columns.Contains("OpenToCloseStandDev"))
          setOfTickers.Columns.Add("OpenToCloseStandDev", System.Type.GetType("System.Double"));
!       foreach(DataRow row in setOfTickers.Rows)
        {
          try
          {
            row["OpenToCloseStandDev"] = -1000000.0;
!           row["OpenToCloseStandDev"] = 
!             QuantProject.DataAccess.Tables.Quotes.GetOpenToCloseStandardDeviation((string)row[0],
!             firstQuoteDate,
!             lastQuoteDate);
          }
          catch(Exception ex)
--- 212,226 ----
        if(!setOfTickers.Columns.Contains("OpenToCloseStandDev"))
          setOfTickers.Columns.Add("OpenToCloseStandDev", System.Type.GetType("System.Double"));
!       double OTCStdDev;
! 			foreach(DataRow row in setOfTickers.Rows)
        {
          try
          {
            row["OpenToCloseStandDev"] = -1000000.0;
! 					OTCStdDev = QuantProject.DataAccess.Tables.Quotes.GetOpenToCloseStandardDeviation((string)row[0],
! 						firstQuoteDate,
! 						lastQuoteDate);
! 					if( !Double.IsInfinity(OTCStdDev) && !Double.IsNaN(OTCStdDev) )
! 						row["OpenToCloseStandDev"] = OTCStdDev;
          }
          catch(Exception ex)
***************
*** 283,286 ****
--- 292,296 ----
        DateTime firstQuoteDate,
        DateTime lastQuoteDate,
+       double maxAbsoluteAverageOTCPerformance,
        long maxNumOfReturnedTickers)
      {
***************
*** 300,305 ****
          {ex=ex;}
        }
        DataTable tableToReturn = ExtendedDataTable.CopyAndSort(setOfTickers,
!                                                               "AverageOpenToClosePerformance>-1000000.0",
                                                                "AverageOpenToClosePerformance",
                                                                orderByASC);
--- 310,318 ----
          {ex=ex;}
        }
+       string maxAbsValue = 
+       	maxAbsoluteAverageOTCPerformance.ToString(new System.Globalization.CultureInfo("en-US"));
        DataTable tableToReturn = ExtendedDataTable.CopyAndSort(setOfTickers,
!                                                               "AverageOpenToClosePerformance<=" + maxAbsValue +                                                               
!                                                               " AND AverageOpenToClosePerformance>=-" + maxAbsValue,
                                                                "AverageOpenToClosePerformance",
                                                                orderByASC);