[Quantproject-developers] QuantProject/b2_DataAccess/Tables Quotes.cs,1.10,1.11

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

Update of /cvsroot/quantproject/QuantProject/b2_DataAccess/Tables
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv11155/b2_DataAccess/Tables

Modified Files:
	Quotes.cs 
Log Message:
Added new method on overload that retrieves most liquid tickers from a given set of tickers

Index: Quotes.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b2_DataAccess/Tables/Quotes.cs,v
retrieving revision 1.10
retrieving revision 1.11
diff -C2 -d -r1.10 -r1.11
*** Quotes.cs	17 Jun 2004 19:54:42 -0000	1.10
--- Quotes.cs	19 Jun 2004 01:07:32 -0000	1.11
***************
*** 358,362 ****
        return SqlExecutor.GetDataTable( sql );
      }
!     
  
  		#region GetHashValue
--- 358,396 ----
        return SqlExecutor.GetDataTable( sql );
      }
!     /// <summary>
!     /// returns most liquid tickers within the given set of tickers
!     /// </summary>
! 
!     public static DataTable GetMostLiquidTickers( DataTable setOfTickers,
!                                                   DateTime firstQuoteDate,
!                                                   DateTime lastQuoteDate,
!                                                   long maxNumOfReturnedTickers)
!     {
!       setOfTickers.Columns.Add("IndexOfLiquidity", System.Type.GetType("System.Double"));
!       DataTable getMostLiquidTicker = setOfTickers.Clone(); 
!       DataTable dt;
!       foreach(DataRow row in setOfTickers.Rows)
!       {
!         string sql = "SELECT quotes.quTicker, " +
!                     "Avg([quVolume]*[quAdjustedClose]) AS AverageTradedValue " +
!                     "FROM quotes WHERE quTicker ='" + 
!                     (string)row[0] + "' " +
!                     "AND quotes.quDate BETWEEN " + SQLBuilder.GetDateConstant(firstQuoteDate) + 
!                     " AND " + SQLBuilder.GetDateConstant(lastQuoteDate) + 
!                     " GROUP BY quotes.quTicker";
!         dt = SqlExecutor.GetDataTable( sql );
!         row["IndexOfLiquidity"] = (double)dt.Rows[0]["AverageTradedValue"];
!       }
!       DataRow[] orderedRows = setOfTickers.Select("", "IndexOfLiquidity DESC");
!       object[] valuesToAdd = new object[3];
!       for(long i = 0;i<maxNumOfReturnedTickers && i<setOfTickers.Rows.Count;i++)
!       {
!         valuesToAdd[0]=orderedRows[i][0];
!         valuesToAdd[1]=orderedRows[i][1];
!         valuesToAdd[2]=orderedRows[i][2];
!         getMostLiquidTicker.Rows.Add(valuesToAdd);
!       }
!       return getMostLiquidTicker;
!     }
  
  		#region GetHashValue