[Quantproject-developers] QuantProject/b2_DataAccess/Tables Quotes.cs,1.3,1.4 Tickers.cs,1.1,1.2
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From: Marco M. <mi...@us...> - 2004-04-25 17:40:08
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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 |