[Quantproject-developers] QuantProject/b3_Data/Selectors SelectionRule.cs,NONE,1.1 SelectionType.cs,NONE,1.1 TickerSelector.cs,NONE,1.1

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

Update of /cvsroot/quantproject/QuantProject/b3_Data/Selectors
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv8841/b3_Data/Selectors

Added Files:
	SelectionRule.cs SelectionType.cs TickerSelector.cs 
Log Message:
Added new classes TickerSelector with the subsidiary SelectionRule class, for advanced selection of tickers (types of selections are in the SelectionType enumeration) 




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

SelectionRule.cs
Copyright (C) 2003 
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.Data;

namespace QuantProject.Data.Selectors
{
  /// <summary>
  /// Selection rule used by the TickerSelector
  /// </summary>
  /// <remarks>
  /// Selection process is based on quotes
  /// </remarks>
	
  public class SelectionRule
  {
    private SelectionType typeOfSelection;
    private string groupID = "";
    private DateTime firstQuoteDate = QuantProject.ADT.ConstantsProvider.InitialDateTimeForDownload;
    private DateTime lastQuoteDate = DateTime.Now;
    private long maxNumOfReturnedTickers = 0;
    
    /// <summary>
	  /// SelectionRule constructor 
	  /// </summary>
    /// <param name="typeOfSelection">Type of selection rule to be applied</param>
    /// <param name="groupID">GroupID to which ticker to be selected has to belong</param>
    /// <param name="firstQuoteDate">First date of selection for the quotes</param>
    /// <param name="lastQuoteDate">Last date of selection for the quotes</param>
    /// <param name="maxNumOfReturnedTickers">Max number of tickers to be returned</param>
    
    public SelectionRule(SelectionType typeOfSelection,
                         string groupID,
                         DateTime firstQuoteDate,
                         DateTime lastQuoteDate,
                         long maxNumOfReturnedTickers)



    {
       this.typeOfSelection = typeOfSelection;
       this.groupID = groupID;
       this.firstQuoteDate = firstQuoteDate;
       this.lastQuoteDate = lastQuoteDate;
       this.maxNumOfReturnedTickers = maxNumOfReturnedTickers;
      
    }

    /// <summary>
    /// GroupID from which tickers have to be selected
    /// </summary>
    public string GroupID
    {
      get{return this.groupID;}
    }
    /// <summary>
    /// First date of selection for the quotes
    /// </summary>
    public DateTime FirstQuoteDate
    {
      get{return this.firstQuoteDate;}
    }
    /// <summary>
    /// Last date of selection for the quotes
    /// </summary>
    public DateTime LastQuoteDate
    {
      get{return this.lastQuoteDate;}
    }   
    
    /// <summary>
    /// Max number of tickers to be returned
    /// </summary>
    public long MaxNumOfReturnedTickers
    {
      get{return this.maxNumOfReturnedTickers;}
    }
    /// <summary>
    /// Type of selection provided by the rule
    /// </summary>
    public SelectionType TypeOfSelection
    {
      get{return this.typeOfSelection;}
    }

	}
}

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

SelectionType.cs
Copyright (C) 2004 
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;

namespace QuantProject.Data.Selectors
{
  /// <summary>
  /// Enum for SelectionRule class
  /// </summary>
  public enum SelectionType
  {
    MostLiquid/*,
    LessVolatile,
    BestPerformer,
    LessStatisticallyCorrelated*/
  }
}
--- NEW FILE: TickerSelector.cs ---
/*
QuantProject - Quantitative Finance Library

TickerSelector.cs
Copyright (C) 2003 
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.Data;
using QuantProject.DataAccess.Tables;
using QuantProject.Data.DataTables;

namespace QuantProject.Data.Selectors
{
  /// <summary>
  /// Class for advanced selections on tickers
  /// </summary>
  /// <remarks>
  /// Filter/selection results depend on the SelectionRule used for the instanciation 
  /// of a new TickerSelector
  /// </remarks>
	
  public class TickerSelector : ITickerSelector
  {
    private SelectionRule selectionRule;

    public TickerSelector(SelectionRule selectionRule)
    {
      this.selectionRule = selectionRule;
    }
    
    public DataTable GetSelectedTickers()
    {
       //TODO: implement switching code to the proper method of selection
       return Quotes.GetMostLiquidTickers(this.selectionRule.GroupID,
                                            this.selectionRule.FirstQuoteDate,
                                            this.selectionRule.LastQuoteDate,
                                            this.selectionRule.MaxNumOfReturnedTickers);
    }
    
    
    //implementation of ITickerSelector
    public TickerDataTable GetTableOfSelectedTickers()
    {
      return TickerDataTable.ConvertToTickerDataTable(this.GetSelectedTickers());
    }
    
    public void SelectAllTickers()
    {
      ;
    }
    // end of implementation of ITickerSelector

	}
}