[Quantproject-developers] QuantProject/b3_Data/DataTables Quotes.cs,1.4,1.5

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

Update of /cvsroot/quantproject/QuantProject/b3_Data/DataTables
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv27950/b3_Data/DataTables

Modified Files:
	Quotes.cs 
Log Message:
Added new selection types (Volatility and AverageCloseToClosePerformance) to the TickerSelector class.
Updated the classes (Quotes, both in DataAccess and Data) that provide these selections.

Index: Quotes.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/DataTables/Quotes.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** Quotes.cs	25 Jul 2004 12:08:53 -0000	1.4
--- Quotes.cs	2 Aug 2004 23:19:02 -0000	1.5
***************
*** 49,52 ****
--- 49,101 ----
      }
  
+     /// <summary>
+     /// returns tickers ordered by volatility computed with Standard deviation of adjusted 
+     /// close to close ratio, within the given set of tickers
+     /// </summary>
+     public static DataTable GetTickersByVolatility( bool orderByASC,
+       DataTable setOfTickers,
+       DateTime firstQuoteDate,
+       DateTime lastQuoteDate,
+       long maxNumOfReturnedTickers)
+     {
+       if(!setOfTickers.Columns.Contains("AdjCloseToCloseStandDev"))
+         setOfTickers.Columns.Add("AdjCloseToCloseStandDev", System.Type.GetType("System.Double"));
+       foreach(DataRow row in setOfTickers.Rows)
+       {
+         row["AdjCloseToCloseStandDev"] = 
+           QuantProject.DataAccess.Tables.Quotes.GetAdjustedCloseToCloseStandardDeviation((string)row[0],
+           firstQuoteDate,
+           lastQuoteDate);
+       }
+       DataTable getTickersByVolatility = ExtendedDataTable.CopyAndSort(setOfTickers,"AdjCloseToCloseStandDev", orderByASC);
+       ExtendedDataTable.DeleteRows(getTickersByVolatility, maxNumOfReturnedTickers);
+       return getTickersByVolatility;
+     }
+ 
+     /// <summary>
+     /// returns tickers by average close to close performance within the given set of tickers
+     /// </summary>
+ 
+     public static DataTable GetTickersByAverageCloseToClosePerformance( bool orderByASC,
+       DataTable setOfTickers,
+       DateTime firstQuoteDate,
+       DateTime lastQuoteDate,
+       long maxNumOfReturnedTickers)
+     {
+       if(!setOfTickers.Columns.Contains("AverageCloseToClosePerformance"))
+         setOfTickers.Columns.Add("AverageCloseToClosePerformance", System.Type.GetType("System.Double"));
+       foreach(DataRow row in setOfTickers.Rows)
+       {
+         row["AverageCloseToClosePerformance"] = 
+           QuantProject.DataAccess.Tables.Quotes.GetAverageCloseToClosePerformance((string)row[0],
+           firstQuoteDate,
+           lastQuoteDate);
+       }
+       DataTable tableToReturn = ExtendedDataTable.CopyAndSort(setOfTickers,"AverageCloseToClosePerformance", orderByASC);
+       ExtendedDataTable.DeleteRows(tableToReturn, maxNumOfReturnedTickers);
+       return tableToReturn;
+     }
+ 
+ 
  		private History history;