[Quantproject-developers] QuantProject/b3_Data/Selectors SelectorByAverageOpenToClosePerformance.cs
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From: Marco M. <mi...@us...> - 2008-08-15 03:53:14
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Update of /cvsroot/quantproject/QuantProject/b3_Data/Selectors In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv16669/b3_Data/Selectors Modified Files: SelectorByAverageOpenToClosePerformance.cs Log Message: SelectorByAverageOpenToClosePerformance can now select tickers with a given maximum absolute average OTC performance, for a given period. Index: SelectorByAverageOpenToClosePerformance.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b3_Data/Selectors/SelectorByAverageOpenToClosePerformance.cs,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** SelectorByAverageOpenToClosePerformance.cs 7 Jan 2006 10:56:09 -0000 1.2 --- SelectorByAverageOpenToClosePerformance.cs 14 Aug 2008 23:22:49 -0000 1.3 *************** *** 35,39 **** public class SelectorByAverageOpenToClosePerformance : TickerSelector, ITickerSelector { ! public SelectorByAverageOpenToClosePerformance(DataTable setOfTickersToBeSelected, --- 35,39 ---- public class SelectorByAverageOpenToClosePerformance : TickerSelector, ITickerSelector { ! private double maxAbsoluteAverageOTCPerformance; public SelectorByAverageOpenToClosePerformance(DataTable setOfTickersToBeSelected, *************** *** 41,44 **** --- 41,45 ---- DateTime firstQuoteDate, DateTime lastQuoteDate, + double maxAbsoluteAverageOTCPerformance, long maxNumOfReturnedTickers): base(setOfTickersToBeSelected, *************** *** 48,52 **** maxNumOfReturnedTickers) { ! } public SelectorByAverageOpenToClosePerformance(string groupID, --- 49,55 ---- maxNumOfReturnedTickers) { ! if(maxAbsoluteAverageOTCPerformance < 0.0) ! throw new Exception("maxAbsoluteAverageOTCPerformance has to be non negative!"); ! this.maxAbsoluteAverageOTCPerformance = maxAbsoluteAverageOTCPerformance; } public SelectorByAverageOpenToClosePerformance(string groupID, *************** *** 54,57 **** --- 57,61 ---- DateTime firstQuoteDate, DateTime lastQuoteDate, + double maxAbsoluteAverageOTCPerformance, long maxNumOfReturnedTickers): base(groupID, *************** *** 61,65 **** maxNumOfReturnedTickers) { ! } --- 65,71 ---- maxNumOfReturnedTickers) { ! if(maxAbsoluteAverageOTCPerformance < 0.0) ! throw new Exception("maxAbsoluteAverageOTCPerformance has to be non negative!"); ! this.maxAbsoluteAverageOTCPerformance = maxAbsoluteAverageOTCPerformance; } *************** *** 71,74 **** --- 77,81 ---- this.groupID, this.firstQuoteDate, this.lastQuoteDate, + this.maxAbsoluteAverageOTCPerformance, this.maxNumOfReturnedTickers); else *************** *** 77,80 **** --- 84,88 ---- this.firstQuoteDate, this.lastQuoteDate, + this.maxAbsoluteAverageOTCPerformance, this.maxNumOfReturnedTickers); } |