[Quantproject-developers] QuantProject/b3_Data/Selectors SelectorByNumberOfMinimumIncomesInARow.cs,

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Update of /cvsroot/quantproject/QuantProject/b3_Data/Selectors
In directory sfp-cvsdas-2.v30.ch3.sourceforge.com:/tmp/cvs-serv4883/Selectors

Added Files:
	SelectorByNumberOfMinimumIncomesInARow.cs 
	SelectorByNumOfMinGrowingIncomesInARow.cs 
	SelectorByPriceAndFairValueComparison.cs 
Log Message:
Added Selectors by (very simple, at the moment) fundamental analysis

--- NEW FILE: SelectorByPriceAndFairValueComparison.cs ---
/*
QuantProject - Quantitative Finance Library

SelectorByPriceAndFairValueComparison.cs
Copyright (C) 2010 
Marco Milletti

This program is free software; you can redistribute it and/or
modify it under the terms of the GNU General Public License
as published by the Free Software Foundation; either version 2
of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
GNU General Public License for more details.

You should have received a copy of the GNU General Public License
along with this program; if not, write to the Free Software
Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
*/

using System;
using System.Collections;
using System.Data;
using System.Windows.Forms;
using QuantProject.DataAccess.Tables;
using QuantProject.Data.DataTables;
using QuantProject.

namespace QuantProject.Data.Selectors
{
  /// <summary>
  /// Class for selection on tickers by the relative difference
  /// between price and fair value computed by the given
  /// IFairValueProvider
  /// </summary>
   public class SelectorByPriceAndFairValueComparison : TickerSelector, ITickerSelector 
  {
		private IFairValueProvider fairValueProvider;

		#region SelectorByPriceAndFairValueComparison Constructors

		/// <summary>
		/// ITickerSelector class for selecting tickers 
		/// by the relative difference
  	/// between price and fair value computed by the given
 		/// IFairValueProvider
		/// </summary>
		/// <param name="fairValueProvider">IFairValueProvider object,
		/// which provides fair value computation for a given
		/// tickers at a given date</param>
		/// <param name="setOfTickersToBeSelected">DataTable containing
		/// tickers that have to be selected</param>
		/// <param name="orderInASCmode">If true, returned tickers
		/// are ordered in Ascending mode - from less to most. If false
		/// , returned tickers are ordered in descending mode - from most to less</param>
		/// <param name="firstDateForFundamentalAnalysis"></param>
		/// <param name="lastDateForFundamentalAnalysis"></param>
		/// <param name="maxNumOfReturnedTickers">Max number of selected
		/// tickers to be returned</param>
		/// <returns></returns>
    public SelectorByPriceAndFairValueComparison(IFairValueProvider fairValueProvider,
      	                                         DataTable setOfTickersToBeSelected,
									                               bool orderInASCmode,
									                               DateTime firstDateForFundamentalAnalysis,
									                               DateTime lastDateForFundamentalAnalysis,
									                               long maxNumOfReturnedTickers):
                          base(setOfTickersToBeSelected, 
                               orderInASCmode,
															 firstDateForFundamentalAnalysis,
															 firstDateForFundamentalAnalysis,
															 maxNumOfReturnedTickers)
		{
			this.fairValueProvider = fairValueProvider;
		}

		#endregion SelectorByLiquidityConstructors

    public DataTable GetTableOfSelectedTickers()
    {
			DataTable returnTickers;
      if(this.setOfTickersToBeSelected == null)
      {
        if ( this.minVolume > long.MinValue )
          // a min volume value has been requested
          returnTickers =
            QuantProject.DataAccess.Tables.Quotes.GetTickersByLiquidity(this.isOrderedInASCMode,
            this.groupID,
            this.firstQuoteDate,
            this.lastQuoteDate,
            this.minVolume ,
            this.maxNumOfReturnedTickers);
        else
          // a min volume value has not been requested
          returnTickers =
            QuantProject.DataAccess.Tables.Quotes.GetTickersByLiquidity(this.isOrderedInASCMode,
            this.groupID,
            this.firstQuoteDate,
            this.lastQuoteDate,
            this.maxNumOfReturnedTickers);
      }
      else//a set of tickers, not a group ID, 
          //has been passed to the selector
      {  
        if ( this.minVolume > long.MinValue )
          // a min volume value has been requested
          returnTickers =
            QuantProject.Data.DataTables.Quotes.GetTickersByLiquidity(this.isOrderedInASCMode,
            this.setOfTickersToBeSelected, 
            this.firstQuoteDate,
            this.lastQuoteDate,
            this.minVolume,
            this.maxNumOfReturnedTickers,
            this.numberOfTopRowsToDelete);
        else
          returnTickers =
            QuantProject.Data.DataTables.Quotes.GetTickersByLiquidity(this.isOrderedInASCMode,
            this.setOfTickersToBeSelected, 
            this.firstQuoteDate,
            this.lastQuoteDate,
            this.maxNumOfReturnedTickers,
            this.numberOfTopRowsToDelete);
      }
      return returnTickers;
		}
		public void SelectAllTickers()
		{
			;
		}	
	}
}

--- NEW FILE: SelectorByNumberOfMinimumIncomesInARow.cs ---
/*
QuantProject - Quantitative Finance Library

SelectorByNumberOfMinimumIncomesInARow.cs
Copyright (C) 2010 
Marco Milletti

This program is free software; you can redistribute it and/or
modify it under the terms of the GNU General Public License
as published by the Free Software Foundation; either version 2
of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
GNU General Public License for more details.

You should have received a copy of the GNU General Public License
along with this program; if not, write to the Free Software
Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
*/

using System;
using System.Collections;
using System.Data;
using System.Windows.Forms;

using QuantProject.ADT.Histories;
using QuantProject.DataAccess.Tables;
using QuantProject.Data.DataTables;

namespace QuantProject.Data.Selectors
{
  /// <summary>
  /// Class for selection on tickers which have a given number of
  /// minimum incomes previously than a given date
  /// </summary>
   public class SelectorByNumberOfMinimumIncomesInARow : TickerSelector , ITickerSelector
  {
    private double minimumIncome;
   	private int numberOfIncomes;
    private int incomePeriodLengthInMonths;
    private int numDaysForFundamentalDataAvailability;

    public SelectorByNumberOfMinimumIncomesInARow(DataTable setOfTickersToBeSelected, 
                               DateTime firstQuoteDate,
                               DateTime lastQuoteDate,
                               double minimumIncome,
                               int numberOfIncomes,
                               int incomePeriodLengthInMonths,
                               int numDaysForFundamentalDataAvailability):
                                    base(setOfTickersToBeSelected, 
                                         true,
                                         firstQuoteDate,
                                         lastQuoteDate,
                                         500)
    {
      this.minimumIncome = minimumIncome;
    	this.numberOfIncomes = numberOfIncomes;
      this.incomePeriodLengthInMonths = incomePeriodLengthInMonths;
      this.numDaysForFundamentalDataAvailability = 
      	numDaysForFundamentalDataAvailability;
    }

		 #region GetTableOfSelectedTickers

		 private bool getTableOfSelectedTickers_areIncomesAllGreaterThanMinimum(DataTable incomesForTicker)
		 {
		 		bool returnValue = true;
		 		double currentIncome;
			 	for(int i = 0; i < incomesForTicker.Rows.Count; i++)
			 	{
			 		currentIncome = 
			 			(double)incomesForTicker.Rows[i]["fvValue"];
			 		if( currentIncome < this.minimumIncome )
				 		returnValue = false;
			 	}
			 	return returnValue;
		 }

		 public DataTable GetTableOfSelectedTickers()
		 {
		 		DataTable returnValue = new DataTable();
		 		returnValue.Columns.Add("Ticker", System.Type.GetType("System.String"));
		 		object[] values = new object[1];
		 		string currentTicker;
			 	DataTable incomesForCurrentTicker;
			 	for(int i = 0; i < this.setOfTickersToBeSelected.Rows.Count; i++)
			 	{
			 		currentTicker = 
			 			(string)this.setOfTickersToBeSelected.Rows[i][0];
			 		incomesForCurrentTicker =
			 			FinancialValues.GetLastFinancialValuesForTicker(currentTicker,
			 			  40, 12, this.lastQuoteDate.AddDays(-this.numDaysForFundamentalDataAvailability));
			 		if( this.getTableOfSelectedTickers_areIncomesAllGreaterThanMinimum(incomesForCurrentTicker) )
			 		{
			 			values[0] = currentTicker;
			 			returnValue.Rows.Add(values);
			 		}
			 	}
			 	return returnValue;
		 }
		 #endregion GetTableOfSelectedTickers

		 public void SelectAllTickers()
		 {
			 ;
		 }	
	 }
}

--- NEW FILE: SelectorByNumOfMinGrowingIncomesInARow.cs ---
/*
QuantProject - Quantitative Finance Library

SelectorByNumOfMinGrowingIncomesInARow.cs
Copyright (C) 2010 
Marco Milletti

This program is free software; you can redistribute it and/or
modify it under the terms of the GNU General Public License
as published by the Free Software Foundation; either version 2
of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
GNU General Public License for more details.

You should have received a copy of the GNU General Public License
along with this program; if not, write to the Free Software
Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
*/

using System;
using System.Collections;
using System.Data;
using System.Windows.Forms;

using QuantProject.ADT.Histories;
using QuantProject.DataAccess.Tables;
using QuantProject.Data.DataTables;

namespace QuantProject.Data.Selectors
{
  /// <summary>
  /// Class for selection on tickers which have a given number of
  /// minimum incomes, always growing, previously than a given date
  /// </summary>
   public class SelectorByNumOfMinGrowingIncomesInARow : TickerSelector , ITickerSelector
  {
    private double minimumIncome;
   	private int numberOfIncomes;
    private int incomePeriodLengthInMonths;
    private int numDaysForFundamentalDataAvailability;

    public SelectorByNumOfMinGrowingIncomesInARow(DataTable setOfTickersToBeSelected, 
                               DateTime firstQuoteDate,
                               DateTime lastQuoteDate,
                               double minimumIncome,
                               int numberOfIncomes,
                               int incomePeriodLengthInMonths,
                               int numDaysForFundamentalDataAvailability):
                                    base(setOfTickersToBeSelected, 
                                         true,
                                         firstQuoteDate,
                                         lastQuoteDate,
                                         500)
    {
      this.minimumIncome = minimumIncome;
    	this.numberOfIncomes = numberOfIncomes;
      this.incomePeriodLengthInMonths = incomePeriodLengthInMonths;
      this.numDaysForFundamentalDataAvailability = 
      	numDaysForFundamentalDataAvailability;
    }

		 #region GetTableOfSelectedTickers

		 private bool getTableOfSelectedTickers_areIncomesAllGreaterThanMinimum(DataTable incomesForTicker)
		 {
		 		bool returnValue = true;
		 		double previousIncome;
		 		double currentIncome = this.minimumIncome;
			 	for(int i = 0; i < incomesForTicker.Rows.Count; i++)
			 	{
			 		previousIncome = currentIncome;
			 		currentIncome =
			 			(double)incomesForTicker.Rows[i]["fvValue"];
			 		if( currentIncome < this.minimumIncome ||
			 		    currentIncome < previousIncome )
				 		returnValue = false;
			 	}
			 	return returnValue;
		 }

		 public DataTable GetTableOfSelectedTickers()
		 {
		 		DataTable returnValue = new DataTable();
		 		returnValue.Columns.Add("Ticker", System.Type.GetType("System.String"));
		 		object[] values = new object[1];
		 		string currentTicker;
			 	DataTable incomesForCurrentTicker;
			 	for(int i = 0; i < this.setOfTickersToBeSelected.Rows.Count; i++)
			 	{
			 		currentTicker = 
			 			(string)this.setOfTickersToBeSelected.Rows[i][0];
			 		incomesForCurrentTicker =
			 			FinancialValues.GetLastFinancialValuesForTicker(currentTicker,
			 			  40, 12, this.lastQuoteDate.AddDays(-this.numDaysForFundamentalDataAvailability));
			 		if( this.getTableOfSelectedTickers_areIncomesAllGreaterThanMinimum(incomesForCurrentTicker) )
			 		{
			 			values[0] = currentTicker;
			 			returnValue.Rows.Add(values);
			 		}
			 	}
			 	return returnValue;
		 }
		 #endregion GetTableOfSelectedTickers

		 public void SelectAllTickers()
		 {
			 ;
		 }	
	 }
}

[Quantproject-developers] QuantProject/b3_Data/Selectors SelectorByNumberOfMinimumIncomesInARow.cs,

[Quantproject-developers] QuantProject/b3_Data/Selectors SelectorByNumberOfMinimumIncomesInARow.cs, NONE, 1.1 SelectorByNumOfMinGrowingIncomesInARow.cs, NONE, 1.1 SelectorByPriceAndFairValueComparison.cs, NONE, 1.1