[Quantproject-developers] QuantProject/b4_Business/a2_Strategies/Eligibles ByPriceMostLiquidAlways
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From: Marco M. <mi...@us...> - 2011-08-21 13:52:22
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Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/Eligibles
In directory vz-cvs-3.sog:/tmp/cvs-serv17978/Eligibles
Modified Files:
ByPriceMostLiquidAlwaysQuoted.cs
Log Message:
Minor improvements to the class have been added
Index: ByPriceMostLiquidAlwaysQuoted.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/Eligibles/ByPriceMostLiquidAlwaysQuoted.cs,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** ByPriceMostLiquidAlwaysQuoted.cs 29 Sep 2008 21:14:49 -0000 1.6
--- ByPriceMostLiquidAlwaysQuoted.cs 21 Aug 2011 13:52:20 -0000 1.7
***************
*** 118,130 ****
// dataSet.WriteXml( "c:\\qpReports\\pairsTrading\\eligiblesCon_ByPriceMostLiquidAlwaysQuoted.xml" );
! SelectorByQuotationAtEachMarketDay quotedAtEachMarketDayFromLastSelection =
! new SelectorByQuotationAtEachMarketDay( dataTableMostLiquid ,
! false, history,
! this.maxNumberOfEligibleTickersToBeChosen);
DataTable dataTableToBeReturned =
quotedAtEachMarketDayFromLastSelection.GetTableOfSelectedTickers();
return
! new EligibleTickers( dataTableToBeReturned );
}
--- 118,136 ----
// dataSet.WriteXml( "c:\\qpReports\\pairsTrading\\eligiblesCon_ByPriceMostLiquidAlwaysQuoted.xml" );
! // SelectorByQuotationAtEachMarketDay quotedAtEachMarketDayFromLastSelection =
! // new SelectorByQuotationAtEachMarketDay( dataTableMostLiquid ,
! // false, history,
! // this.maxNumberOfEligibleTickersToBeChosen);
!
! SelectorByQuotationAtAGivenPercentageOfDateTimes quotedAtEachMarketDayFromLastSelection =
! new SelectorByQuotationAtAGivenPercentageOfDateTimes( dataTableMostLiquid ,
! false, history, 0,
! this.maxNumberOfEligibleTickersToBeChosen, 0.9);
!
DataTable dataTableToBeReturned =
quotedAtEachMarketDayFromLastSelection.GetTableOfSelectedTickers();
return
! new EligibleTickers( dataTableToBeReturned, currentDate );
}
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