[Quantproject-developers] QuantProject/b2_DataAccess/Tables Quotes.cs, 1.33, 1.34

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

Update of /cvsroot/quantproject/QuantProject/b2_DataAccess/Tables
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv16669/b2_DataAccess/Tables

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/b2_DataAccess/Tables/Quotes.cs,v
retrieving revision 1.33
retrieving revision 1.34
diff -C2 -d -r1.33 -r1.34
*** Quotes.cs	8 Apr 2008 21:38:41 -0000	1.33
--- Quotes.cs	14 Aug 2008 23:22:49 -0000	1.34
***************
*** 579,582 ****
--- 579,583 ----
                                                              DateTime firstQuoteDate,
                                                              DateTime lastQuoteDate,
+                                                             double maxAbsoluteAverageOTCPerformance,
                                                              long maxNumOfReturnedTickers)
      {
***************
*** 591,594 ****
--- 592,597 ----
          SQLBuilder.GetDateConstant(lastQuoteDate) + 
          "GROUP BY tickers.tiTicker, tickers.tiCompanyName " +
+       	"HAVING Avg(quotes.quClose/quotes.quOpen - 1) <= " + maxAbsoluteAverageOTCPerformance +
+       	" AND Avg(quotes.quClose/quotes.quOpen - 1) >= -" + maxAbsoluteAverageOTCPerformance + " " +
          "ORDER BY Avg(quotes.quClose/quotes.quOpen)";
        string sortDirection = " DESC";
***************
*** 782,786 ****
                                                  
      {
!       DataTable dt;
        string sql = "SELECT quotes.quTicker, " +
          "StDev(quotes.quAdjustedCloseToCloseRatio) AS AdjCloseToCloseStandDev " +
--- 785,790 ----
                                                  
      {
!       double adjCloseToCloseStdDev = 0.0;
! 			DataTable dt;
        string sql = "SELECT quotes.quTicker, " +
          "StDev(quotes.quAdjustedCloseToCloseRatio) AS AdjCloseToCloseStandDev " +
***************
*** 791,798 ****
          " GROUP BY quotes.quTicker";
        dt = SqlExecutor.GetDataTable( sql );
!       if(dt.Rows.Count==0)
!         return 0;
!       else
!         return (double)dt.Rows[0]["AdjCloseToCloseStandDev"];
      }
      
--- 795,804 ----
          " GROUP BY quotes.quTicker";
        dt = SqlExecutor.GetDataTable( sql );
!       
! 			if( dt.Rows.Count > 0 &&
! 				  DBNull.Value != dt.Rows[0]["AdjCloseToCloseStandDev"] )
!         adjCloseToCloseStdDev = (double)dt.Rows[0]["AdjCloseToCloseStandDev"];
! 
! 			return adjCloseToCloseStdDev;
      }