[Quantproject-developers] QuantProject/b3_Data/DataTables Quotes.cs, 1.38, 1.39

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

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;
      }