[Quantproject-developers] QuantProject/b4_Business/a2_Strategies/Eligibles ByPriceMostLiquidQuotedAtEachDateTime.cs, 1.1, 1.2

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/Eligibles
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv4416/b4_Business/a2_Strategies/Eligibles

Modified Files:
	ByPriceMostLiquidQuotedAtEachDateTime.cs 
Log Message:
Added parameter intervalFrameInSeconds

Index: ByPriceMostLiquidQuotedAtEachDateTime.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/Eligibles/ByPriceMostLiquidQuotedAtEachDateTime.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** ByPriceMostLiquidQuotedAtEachDateTime.cs	9 Nov 2008 19:21:48 -0000	1.1
--- ByPriceMostLiquidQuotedAtEachDateTime.cs	14 Nov 2008 15:51:18 -0000	1.2
***************
*** 54,57 ****
--- 54,58 ----
  		private double minPrice;
  		private double maxPrice;
+ 		private int intervalFrameInSeconds;
  		private string marketIndex;
  		
***************
*** 73,77 ****
  			int maxNumberOfEligibleTickersToBeChosen,
  		 	int numOfDaysForAverageOpenRawPriceComputation, double minPrice, double maxPrice,
! 		  string marketIndex)
  		{
  			this.temporizedGroup = temporizedGroup;
--- 74,78 ----
  			int maxNumberOfEligibleTickersToBeChosen,
  		 	int numOfDaysForAverageOpenRawPriceComputation, double minPrice, double maxPrice,
! 		  int intervalFrameInSeconds, string marketIndex)
  		{
  			this.temporizedGroup = temporizedGroup;
***************
*** 83,86 ****
--- 84,88 ----
  			this.minPrice = minPrice;
  			this.maxPrice = maxPrice;
+ 			this.intervalFrameInSeconds = intervalFrameInSeconds;
  			this.marketIndex = marketIndex;
  		}
***************
*** 124,128 ****
        History marketDateTimes =
        	Bars.GetMarketDateTimes(this.marketIndex,history.FirstDateTime,
!       	                        history.LastDateTime);
        double percentageOfDateTimes = 100.0;
        
--- 126,130 ----
        History marketDateTimes =
        	Bars.GetMarketDateTimes(this.marketIndex,history.FirstDateTime,
!       	                        history.LastDateTime, this.intervalFrameInSeconds);
        double percentageOfDateTimes = 100.0;
        
***************
*** 130,133 ****
--- 132,136 ----
          new SelectorByQuotationAtAGivenPercentageOfDateTimes( dataTableMostLiquid ,
          false, marketDateTimes,
+         this.intervalFrameInSeconds,
          this.maxNumberOfEligibleTickersToBeChosen,
          percentageOfDateTimes);