[Quantproject-developers] QuantProject/b2_DataAccess/Tables Quotes.cs,1.15,1.16

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

Update of /cvsroot/quantproject/QuantProject/b2_DataAccess/Tables
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv30278/b2_DataAccess/Tables

Modified Files:
	Quotes.cs 
Log Message:
Added new methods;
Fixed minor bugs (note that now the AverageTraded value is equal to: original close * volume 
and not adjustedClose * volume)

Index: Quotes.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b2_DataAccess/Tables/Quotes.cs,v
retrieving revision 1.15
retrieving revision 1.16
diff -C2 -d -r1.15 -r1.16
*** Quotes.cs	2 Aug 2004 23:19:02 -0000	1.15
--- Quotes.cs	4 Aug 2004 22:55:09 -0000	1.16
***************
*** 394,398 ****
      {
        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) " +
--- 394,398 ----
      {
        string sql = "SELECT TOP " + maxNumOfReturnedTickers + " tickers.tiTicker, tickers.tiCompanyName, " +
!                     "Avg([quVolume]*[quClose]) AS AverageTradedValue " +
                      "FROM quotes INNER JOIN (tickers INNER JOIN tickers_tickerGroups " +
                      "ON tickers.tiTicker = tickers_tickerGroups.ttTiId) " +
***************
*** 403,407 ****
                      SQLBuilder.GetDateConstant(lastQuoteDate) + 
                      "GROUP BY tickers.tiTicker, tickers.tiCompanyName " +
!                     "ORDER BY Avg([quVolume]*[quAdjustedClose])";
        string sortDirection = " DESC";
        if(orderInASCMode)
--- 403,407 ----
                      SQLBuilder.GetDateConstant(lastQuoteDate) + 
                      "GROUP BY tickers.tiTicker, tickers.tiCompanyName " +
!                     "ORDER BY Avg([quVolume]*[quClose])";
        string sortDirection = " DESC";
        if(orderInASCMode)
***************
*** 474,478 ****
        DataTable dt;
        string sql = "SELECT quotes.quTicker, " +
!           "Avg([quVolume]*[quAdjustedClose]) AS AverageTradedValue " +
            "FROM quotes WHERE quTicker ='" + 
            ticker + "' " +
--- 474,478 ----
        DataTable dt;
        string sql = "SELECT quotes.quTicker, " +
!           "Avg([quVolume]*[quClose]) AS AverageTradedValue " +
            "FROM quotes WHERE quTicker ='" + 
            ticker + "' " +
***************
*** 534,537 ****
--- 534,540 ----
          return (double)dt.Rows[0]["AdjCloseToCloseStandDev"];
      }
+     
+     
+     
  
  
***************
*** 627,630 ****
--- 630,650 ----
  			return SqlExecutor.GetDataTable( sql );
  		}
+     
+     /// <summary>
+     /// returns the quotes DataTable for the given ticker
+     /// </summary>
+     /// <param name="instrumentKey">ticker whose quotes are to be returned</param>
+     /// <param name="firstQuoteDate">The first quote date</param>
+     /// <param name="lastQuoteDate">The last quote date</param>
+     /// <returns></returns>
+     public static DataTable GetTickerQuotes( string instrumentKey, DateTime firstQuoteDate,
+                                               DateTime lastQuoteDate)
+     {
+       string sql = "select * from quotes where quTicker='" + instrumentKey + "' " +
+         "AND quotes.quDate BETWEEN " + SQLBuilder.GetDateConstant(firstQuoteDate) + 
+         " AND " + SQLBuilder.GetDateConstant(lastQuoteDate) + " " +
+         "order by quDate";
+       return SqlExecutor.GetDataTable( sql );
+     }
  		/// <summary>
  		/// Returns the quotes for the given instrument , since startDate to endDate