[Quantproject-developers] QuantProject/b4_Business/a0_Validation/Validators CloseToCloseValidator.cs,1.4,1.5

[Glauco S. <gla...@us...>]

Update of /cvsroot/quantproject/QuantProject/b4_Business/a0_Validation/Validators
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv3363/b4_Business/a0_Validation/Validators

Modified Files:
	CloseToCloseValidator.cs 
Log Message:
Improved algorithm to check for suspicious close to close ratio
(now small changes are not considered suspicious)

Index: CloseToCloseValidator.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a0_Validation/Validators/CloseToCloseValidator.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** CloseToCloseValidator.cs	26 May 2004 15:30:08 -0000	1.4
--- CloseToCloseValidator.cs	27 May 2004 16:39:04 -0000	1.5
***************
*** 50,54 ****
        DataRow quoteRow , double currentValue , double averageValue )
      {
! 			if ( Math.Abs( currentValue / averageValue ) > ConstantsProvider.SuspiciousRatio &&
  				( this.closeToCloseVisuallyValidated.IndexOf( quoteRow[ "quDate" ] ) < 0 ) )
          // the current close to close value is suspiciously larger
--- 50,56 ----
        DataRow quoteRow , double currentValue , double averageValue )
      {
! 			if (
! 				( currentValue > 0.011 ) &&
! 				( Math.Abs( currentValue / averageValue ) > ConstantsProvider.SuspiciousRatio ) &&
  				( this.closeToCloseVisuallyValidated.IndexOf( quoteRow[ "quDate" ] ) < 0 ) )
          // the current close to close value is suspiciously larger
***************
*** 88,92 ****
          validate_currentTicker_set_closeToClose( currentTicker , currentTickerStartingRowIndex ,
            closeToClose );
!       closeToCloseMovingAverage = closeToClose.GetSimpleMovingAverage( 20 );
        validate_currentTicker_withHistories( closeToClose , closeToCloseMovingAverage ,
          currentTickerStartingRowIndex , nextTickerStartingRowIndex );
--- 90,95 ----
          validate_currentTicker_set_closeToClose( currentTicker , currentTickerStartingRowIndex ,
            closeToClose );
!       closeToCloseMovingAverage =
! 				closeToClose.GetSimpleMovingAverage( ConstantsProvider.DaysForMovingAverageForSuspiciousRatioValidation );
        validate_currentTicker_withHistories( closeToClose , closeToCloseMovingAverage ,
          currentTickerStartingRowIndex , nextTickerStartingRowIndex );