[Quantproject-developers] AverageTraded value

[Glauco S. <gl...@my...>]

Ma sei sicuro che abbia senso utilizzare original close * volume? Non ne 
sono sicuro, ma mi sa che il volume sia un adjustedVolume e quindi debba 
essere moltiplicato per l'adjustedClose.


At 10:55 PM 8/4/2004 +0000, you wrote:
>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
>
>
>
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