[Quantproject-developers] QuantProject/b4_Business/a2_Strategies/Eligibles ByPriceMostLiquidAlwaysIntradayQuoted.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-serv4337/b4_Business/a2_Strategies/Eligibles

Modified Files:
	ByPriceMostLiquidAlwaysIntradayQuoted.cs 
Log Message:
Added the new parameter numOfTopRowsToDelete to the SelectorByLiquidity:
now it is possible to select not only the most or the less liquid tickers,
but also tickers with a medium liquidity (by setting the number of top rows,
that is the less or most liquid tickers, that have to be deleted from the
resulting table, leaving only the desired n tickers)

Index: ByPriceMostLiquidAlwaysIntradayQuoted.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/Eligibles/ByPriceMostLiquidAlwaysIntradayQuoted.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** ByPriceMostLiquidAlwaysIntradayQuoted.cs	13 Mar 2009 15:17:53 -0000	1.1
--- ByPriceMostLiquidAlwaysIntradayQuoted.cs	29 Mar 2009 18:35:36 -0000	1.2
***************
*** 53,56 ****
--- 53,57 ----
  		private Benchmark benchmark;
  		private int maxNumberOfEligibleTickersToBeChosen;
+ 		private int numberOfTopRowsToDeleteFromLiquidSelector;
  		private int numOfDaysForAverageOpenRawPriceComputation;
  		private double minPrice;
***************
*** 75,78 ****
--- 76,80 ----
  			bool temporizedGroup,
  			int maxNumberOfEligibleTickersToBeChosen,
+ 			int numberOfTopRowsToDeleteFromLiquidSelector,
  		 	int numOfDaysForAverageOpenRawPriceComputation,
  		 	double minPrice, double maxPrice,
***************
*** 84,87 ****
--- 86,91 ----
  			this.maxNumberOfEligibleTickersToBeChosen =
  				maxNumberOfEligibleTickersToBeChosen;
+ 			this.numberOfTopRowsToDeleteFromLiquidSelector = 
+ 				numberOfTopRowsToDeleteFromLiquidSelector;
  			this.numOfDaysForAverageOpenRawPriceComputation =
  				numOfDaysForAverageOpenRawPriceComputation;
***************
*** 119,123 ****
  				new SelectorByLiquidity( dataTableByPrice ,
          false, history.FirstDateTime, currentDate,
!         this.maxNumberOfEligibleTickersToBeChosen);
        DataTable dataTableMostLiquid =
  				mostLiquidSelector.GetTableOfSelectedTickers();
--- 123,128 ----
  				new SelectorByLiquidity( dataTableByPrice ,
          false, history.FirstDateTime, currentDate,
!         this.maxNumberOfEligibleTickersToBeChosen,
!         this.numberOfTopRowsToDeleteFromLiquidSelector);
        DataTable dataTableMostLiquid =
  				mostLiquidSelector.GetTableOfSelectedTickers();