[Quantproject-developers] QuantProject/b3_Data/DataTables Quotes.cs, 1.37, 1.38

[Glauco S. <gla...@us...>]

Update of /cvsroot/quantproject/QuantProject/b3_Data/DataTables
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv16941/b3_Data/DataTables

Modified Files:
	Quotes.cs 
Log Message:
Now bot Access and MySql are supported

Index: Quotes.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/DataTables/Quotes.cs,v
retrieving revision 1.37
retrieving revision 1.38
diff -C2 -d -r1.37 -r1.38
*** Quotes.cs	18 Aug 2008 21:05:39 -0000	1.37
--- Quotes.cs	30 Dec 2008 00:14:16 -0000	1.38
***************
*** 205,236 ****
      /// </summary>
      public static DataTable GetTickersByOpenToCloseVolatility( bool orderByASC,
!       DataTable setOfTickers,
!       DateTime firstQuoteDate,
!       DateTime lastQuoteDate,
!       long maxNumOfReturnedTickers)
      {
!       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)
!         { string forBreakpoint = ex.Message; forBreakpoint = forBreakpoint + ""; }
!       }
!       DataTable getTickersByVolatility = ExtendedDataTable.CopyAndSort(setOfTickers,
!                                                     "OpenToCloseStandDev>-1000000.0",
!                                                     "OpenToCloseStandDev",
!                                                     orderByASC);
!       ExtendedDataTable.DeleteRows(getTickersByVolatility, maxNumOfReturnedTickers);
!       return getTickersByVolatility;
      }
  
--- 205,236 ----
      /// </summary>
      public static DataTable GetTickersByOpenToCloseVolatility( bool orderByASC,
!                                                               DataTable setOfTickers,
!                                                               DateTime firstQuoteDate,
!                                                               DateTime lastQuoteDate,
!                                                               long maxNumOfReturnedTickers)
      {
!     	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)
!     		//        { string forBreakpoint = ex.Message; forBreakpoint = forBreakpoint + ""; }
!     	}
!     	DataTable getTickersByVolatility = ExtendedDataTable.CopyAndSort(setOfTickers,
!     	                                                                 "OpenToCloseStandDev>-1000000.0",
!     	                                                                 "OpenToCloseStandDev",
!     	                                                                 orderByASC);
!     	ExtendedDataTable.DeleteRows(getTickersByVolatility, maxNumOfReturnedTickers);
!     	return getTickersByVolatility;
      }