[Quantproject-developers] QuantProject/b3_Data/DataTables Quotes.cs, 1.38, 1.39
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From: Marco M. <mi...@us...> - 2009-03-29 18:35:43
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Update of /cvsroot/quantproject/QuantProject/b3_Data/DataTables In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv4337/b3_Data/DataTables Modified Files: Quotes.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: Quotes.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b3_Data/DataTables/Quotes.cs,v retrieving revision 1.38 retrieving revision 1.39 diff -C2 -d -r1.38 -r1.39 *** Quotes.cs 30 Dec 2008 00:14:16 -0000 1.38 --- Quotes.cs 29 Mar 2009 18:35:36 -0000 1.39 *************** *** 117,121 **** DateTime firstQuoteDate, DateTime lastQuoteDate, ! long maxNumOfReturnedTickers) { if(!setOfTickers.Columns.Contains("AverageTradedValue")) --- 117,122 ---- DateTime firstQuoteDate, DateTime lastQuoteDate, ! long maxNumOfReturnedTickers, ! long numberOfTopRowsToDelete) { if(!setOfTickers.Columns.Contains("AverageTradedValue")) *************** *** 129,133 **** } DataTable getMostLiquidTicker = ExtendedDataTable.CopyAndSort(setOfTickers,"AverageTradedValue", orderByASC); ! ExtendedDataTable.DeleteRows(getMostLiquidTicker, maxNumOfReturnedTickers); return getMostLiquidTicker; } --- 130,135 ---- } DataTable getMostLiquidTicker = ExtendedDataTable.CopyAndSort(setOfTickers,"AverageTradedValue", orderByASC); ! ExtendedDataTable.DeleteRows(getMostLiquidTicker, maxNumOfReturnedTickers + numberOfTopRowsToDelete); ! ExtendedDataTable.DeleteRows(getMostLiquidTicker, 0, numberOfTopRowsToDelete - 1); return getMostLiquidTicker; } *************** *** 142,146 **** DateTime lastQuoteDate, long minVolume, ! long maxNumOfReturnedTickers) { if(!setOfTickers.Columns.Contains("AverageTradedValue")) --- 144,149 ---- DateTime lastQuoteDate, long minVolume, ! long maxNumOfReturnedTickers, ! long numberOfTopRowsToDelete) { if(!setOfTickers.Columns.Contains("AverageTradedValue")) *************** *** 165,169 **** "AverageTradedValue", orderByASC); ! ExtendedDataTable.DeleteRows(getMostLiquidTicker, maxNumOfReturnedTickers); return getMostLiquidTicker; } --- 168,173 ---- "AverageTradedValue", orderByASC); ! ExtendedDataTable.DeleteRows(getMostLiquidTicker, maxNumOfReturnedTickers + numberOfTopRowsToDelete); ! ExtendedDataTable.DeleteRows(getMostLiquidTicker, 0, numberOfTopRowsToDelete - 1); return getMostLiquidTicker; } |