[Quantproject-developers] QuantProject/b3_Data/Selectors SelectionType.cs,1.4,1.5 TickerSelector.cs,
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From: Marco M. <mi...@us...> - 2004-08-04 23:02:26
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Update of /cvsroot/quantproject/QuantProject/b3_Data/Selectors In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv31496/b3_Data/Selectors Modified Files: SelectionType.cs TickerSelector.cs Log Message: Added methods to the TickerSelector for the computation (just for testing purpose) of correlationCoefficient for each possible couple of a given set of tickers. The results are shown through to the TickerSelectorForm Index: SelectionType.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b3_Data/Selectors/SelectionType.cs,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** SelectionType.cs 2 Aug 2004 23:19:02 -0000 1.4 --- SelectionType.cs 4 Aug 2004 23:02:06 -0000 1.5 *************** *** 33,38 **** Performance, AverageCloseToClosePerformance, ! Volatility/* ! StatisticalCorrelation*/ } } \ No newline at end of file --- 33,38 ---- Performance, AverageCloseToClosePerformance, ! Volatility, ! CloseToCloseLinearCorrelation } } \ No newline at end of file Index: TickerSelector.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b3_Data/Selectors/TickerSelector.cs,v retrieving revision 1.6 retrieving revision 1.7 diff -C2 -d -r1.6 -r1.7 *** TickerSelector.cs 2 Aug 2004 23:19:02 -0000 1.6 --- TickerSelector.cs 4 Aug 2004 23:02:06 -0000 1.7 *************** *** 144,147 **** --- 144,149 ---- case SelectionType.AverageCloseToClosePerformance: return this.getTickersByAverageCloseToClosePerformance(); + case SelectionType.CloseToCloseLinearCorrelation: + return this.getTickersByCloseToCloseLinearCorrelation(); //this line should never be reached! default: *************** *** 218,221 **** --- 220,231 ---- } + private DataTable getTickersByCloseToCloseLinearCorrelation() + { + return QuantProject.Data.DataTables.Quotes.GetTickersByAdjCloseToClosePearsonCorrelationCoefficient(this.isOrderedInASCMode, + this.setOfTickersToBeSelected, + this.firstQuoteDate, + this.lastQuoteDate); + } + public void SelectAllTickers() { |