[Quantproject-developers] QuantProject/b2_DataAccess/Tables Quotes.cs,1.3,1.4 Tickers.cs,1.1,1.2

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

Update of /cvsroot/quantproject/QuantProject/b2_DataAccess/Tables
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv9708/b2_DataAccess/Tables

Modified Files:
	Quotes.cs Tickers.cs 
Log Message:
Added new methods to the class (also cleaned code in Tickers class)


Index: Tickers.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b2_DataAccess/Tables/Tickers.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** Tickers.cs	17 Apr 2004 13:59:28 -0000	1.1
--- Tickers.cs	25 Apr 2004 17:37:52 -0000	1.2
***************
*** 33,72 ****
  	public class Tickers
  	{
!     private TickerDataTable tickerDataTable;
!     private static TickerDataTable clipboard;
      private int count;
      
      public Tickers()
      {
!       this.tickerDataTable = (TickerDataTable)SqlExecutor.GetDataTable("SELECT * FROM tickers");
!       this.count = this.Table.Rows.Count;
!     }
! 
!     /// <summary>
!     /// Ticker Table containing tickers to use like a clipboard
!     /// </summary>
!     public static TickerDataTable Clipboard
!     {
!       get
!       {
!         return Tickers.clipboard;
!       }
!       set
!       {
!         Tickers.clipboard = value;
!       }
      }
  
- 
-     /// <summary>
-     /// Table containing all records of the DB table "tickers"
-     /// </summary>
- 	  public TickerDataTable Table
-     {
-       get
-       {
-         return this.tickerDataTable;
-       }
-     }
      /// <summary>
      /// Number of tickers in tickers table
--- 33,51 ----
  	public class Tickers
  	{
! 
!     // these static fields provide field name in the database table
!     // They are intended to be used through intellisense when necessary
!     public static string Ticker = "tiTicker";
!     public static string CompanyName = "tiCompanyName";
! 
!     private DataTable tickers;
      private int count;
      
      public Tickers()
      {
!       this.tickers = SqlExecutor.GetDataTable("SELECT * FROM tickers");
!       this.count = this.tickers.Rows.Count;
      }
  
      /// <summary>
      /// Number of tickers in tickers table
***************
*** 80,83 ****
--- 59,63 ----
      }
      
+     
      public static DataTable GetTableOfFilteredTickers(string tickerSymbolIsLike,
                                                        string tickerCompanyNameIsLike)

Index: Quotes.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b2_DataAccess/Tables/Quotes.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** Quotes.cs	17 Apr 2004 14:01:17 -0000	1.3
--- Quotes.cs	25 Apr 2004 17:37:52 -0000	1.4
***************
*** 129,132 ****
--- 129,156 ----
        }
      }             
+     /// <summary>
+     /// returns most liquid tickers with the given features
+     /// </summary>
+ 
+     public static DataTable GetMostLiquidTickers( string groupID,
+                                                   DateTime firstQuoteDate,
+                                                   DateTime lastQuoteDate,
+                                                   long maxNumOfReturnedTickers)
+     {
+       string sql = "SELECT TOP " + maxNumOfReturnedTickers + " tickers.tiTicker, tickers.tiCompanyName, " +
+                     "Avg([quVolume]*[quAdjustedClose]) AS AverageTradedValue " +
+                     "FROM quotes INNER JOIN (tickers INNER JOIN tickers_tickerGroups " +
+                     "ON tickers.tiTicker = tickers_tickerGroups.ttTiId) " +
+                     "ON quotes.quTicker = tickers_tickerGroups.ttTiId " +
+                     "WHERE tickers_tickerGroups.ttTgId='" + groupID + "' " +
+                     "AND quotes.quDate BETWEEN " +
+                     SQLBuilder.GetDateConstant(firstQuoteDate) + " AND " +
+                     SQLBuilder.GetDateConstant(lastQuoteDate) + 
+                     "GROUP BY tickers.tiTicker, tickers.tiCompanyName " +
+                     "ORDER BY Avg([quVolume]*[quAdjustedClose]) DESC";
+ 
+       return SqlExecutor.GetDataTable( sql );
+     }
+     
  
  		#region GetHashValue