[Quantproject-developers] QuantProject/b3_Data/DataTables TickerDataTable.cs, 1.11, 1.12
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From: Marco M. <mi...@us...> - 2008-11-14 15:51:55
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Update of /cvsroot/quantproject/QuantProject/b3_Data/DataTables In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv4534/b3_Data/DataTables Modified Files: TickerDataTable.cs Log Message: Added parameter intervalFrameInSeconds Index: TickerDataTable.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b3_Data/DataTables/TickerDataTable.cs,v retrieving revision 1.11 retrieving revision 1.12 diff -C2 -d -r1.11 -r1.12 *** TickerDataTable.cs 9 Nov 2008 19:22:14 -0000 1.11 --- TickerDataTable.cs 14 Nov 2008 15:51:51 -0000 1.12 *************** *** 249,257 **** private static void getTickersQuotedAtAGivenPercentageOfDateTimes_handleRow( DataRow row , History marketDateTimes , double percentageOfDateTimes , ! DateTime firstQuoteDate , DateTime lastQuoteDate , DataTable tableToWhichRowIsToBeAdded ) { History dateTimesForTicker = Bars.GetMarketDateTimes( (string)row[0], ! firstQuoteDate , lastQuoteDate ); if( dateTimesForTicker.ContainsAtAGivenPercentageDateTimesIn( marketDateTimes , percentageOfDateTimes ) ) //the current ticker has been effectively traded at the given percentage of times --- 249,257 ---- private static void getTickersQuotedAtAGivenPercentageOfDateTimes_handleRow( DataRow row , History marketDateTimes , double percentageOfDateTimes , ! DateTime firstQuoteDate , DateTime lastQuoteDate , int intervalFrameInSeconds, DataTable tableToWhichRowIsToBeAdded ) { History dateTimesForTicker = Bars.GetMarketDateTimes( (string)row[0], ! firstQuoteDate , lastQuoteDate, intervalFrameInSeconds ); if( dateTimesForTicker.ContainsAtAGivenPercentageDateTimesIn( marketDateTimes , percentageOfDateTimes ) ) //the current ticker has been effectively traded at the given percentage of times *************** *** 271,281 **** DataTable setOfTickers, DateTime firstBarDateTime, DateTime lastBarDateTime, long maxNumOfReturnedTickers) { History marketDateTimesForIndex = Bars.GetMarketDateTimes(marketIndex, ! firstBarDateTime , lastBarDateTime); return GetTickersQuotedAtAGivenPercentageOfDateTimes( marketDateTimesForIndex , percentageOfDateTimes , setOfTickers , ! firstBarDateTime , lastBarDateTime , maxNumOfReturnedTickers ); } --- 271,282 ---- DataTable setOfTickers, DateTime firstBarDateTime, DateTime lastBarDateTime, + int intervalFrameInSeconds, long maxNumOfReturnedTickers) { History marketDateTimesForIndex = Bars.GetMarketDateTimes(marketIndex, ! firstBarDateTime , lastBarDateTime, intervalFrameInSeconds); return GetTickersQuotedAtAGivenPercentageOfDateTimes( marketDateTimesForIndex , percentageOfDateTimes , setOfTickers , ! firstBarDateTime , lastBarDateTime , intervalFrameInSeconds, maxNumOfReturnedTickers ); } *************** *** 283,286 **** --- 284,288 ---- string groupID, DateTime firstBarDateTime, DateTime lastBarDateTime, + int intervalFrameInSeconds, long maxNumOfReturnedTickers) { *************** *** 289,293 **** return GetTickersQuotedAtAGivenPercentageOfDateTimes( marketIndex , percentageOfDateTimes , groupOfTicker , ! firstBarDateTime , lastBarDateTime , maxNumOfReturnedTickers ); } --- 291,295 ---- return GetTickersQuotedAtAGivenPercentageOfDateTimes( marketIndex , percentageOfDateTimes , groupOfTicker , ! firstBarDateTime , lastBarDateTime , intervalFrameInSeconds, maxNumOfReturnedTickers ); } *************** *** 307,310 **** --- 309,313 ---- DataTable setOfTickers, DateTime firstBarDateTime, DateTime lastBarDateTime, + int intervalFrameInSeconds, long maxNumOfReturnedTickers) { *************** *** 317,321 **** getTickersQuotedAtAGivenPercentageOfDateTimes_handleRow( row , marketDateTimes , percentageOfDateTimes , ! firstBarDateTime , lastBarDateTime , returnValue ); ExtendedDataTable.DeleteRows(returnValue, maxNumOfReturnedTickers); return returnValue; --- 320,324 ---- getTickersQuotedAtAGivenPercentageOfDateTimes_handleRow( row , marketDateTimes , percentageOfDateTimes , ! firstBarDateTime , lastBarDateTime , intervalFrameInSeconds , returnValue ); ExtendedDataTable.DeleteRows(returnValue, maxNumOfReturnedTickers); return returnValue; |