[Quantproject-developers] QuantProject/b3_Data/Selectors SelectionType.cs,1.5,1.6 TickerSelector.cs,1.7,1.8

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

Update of /cvsroot/quantproject/QuantProject/b3_Data/Selectors
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv20513/b3_Data/Selectors

Modified Files:
	SelectionType.cs TickerSelector.cs 
Log Message:
Added new types of selection for the TickerSelector class (added new methods to Quotes classes and renamed some previous elements for the enum SelectionType)

Index: SelectionType.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/Selectors/SelectionType.cs,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** SelectionType.cs	4 Aug 2004 23:02:06 -0000	1.5
--- SelectionType.cs	22 Aug 2004 16:56:26 -0000	1.6
***************
*** 33,37 ****
      Performance,
      AverageCloseToClosePerformance,
!     Volatility,
      CloseToCloseLinearCorrelation
    }
--- 33,40 ----
      Performance,
      AverageCloseToClosePerformance,
!     AverageCloseToOpenPerformance,
!     CloseToCloseVolatility,
!     CloseToOpenVolatility,
!     CloseToOpenLinearCorrelation,
      CloseToCloseLinearCorrelation
    }

Index: TickerSelector.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/Selectors/TickerSelector.cs,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** TickerSelector.cs	4 Aug 2004 23:02:06 -0000	1.7
--- TickerSelector.cs	22 Aug 2004 16:56:26 -0000	1.8
***************
*** 134,154 ****
      public DataTable GetTableOfSelectedTickers()
      {
!       switch (this.typeOfSelection)
!       {
!         case SelectionType.Liquidity:
!           return this.getTickersByLiquidity();
!         case SelectionType.Performance:
!           return this.getTickersByPerformance();
!         case SelectionType.Volatility:
!           return this.getTickersByVolatility();
!         case SelectionType.AverageCloseToClosePerformance:
!           return this.getTickersByAverageCloseToClosePerformance();
!         case SelectionType.CloseToCloseLinearCorrelation:
!           return this.getTickersByCloseToCloseLinearCorrelation();
!         //this line should never be reached!
!         default:
!           return new DataTable();
!       }
!        
      }
      
--- 134,160 ----
      public DataTable GetTableOfSelectedTickers()
      {
!         switch (this.typeOfSelection)
!         {
!           case SelectionType.Liquidity:
!             return this.getTickersByLiquidity();
!           case SelectionType.Performance:
!             return this.getTickersByPerformance();
!           case SelectionType.CloseToCloseVolatility:
!             return this.getTickersByCloseToCloseVolatility();
!           case SelectionType.CloseToOpenVolatility:
!             return this.getTickersByCloseToOpenVolatility();
!           case SelectionType.AverageCloseToClosePerformance:
!             return this.getTickersByAverageCloseToClosePerformance();
!           case SelectionType.AverageCloseToOpenPerformance:
!             return this.getTickersByAverageCloseToOpenPerformance();
!           case SelectionType.CloseToCloseLinearCorrelation:
!             return this.getTickersByCloseToCloseLinearCorrelation();
!           case SelectionType.CloseToOpenLinearCorrelation:
!             return this.getTickersByCloseToOpenLinearCorrelation();
!             //this line should never be reached!
!           default:
!             return new DataTable();
!         }
!       
      }
      
***************
*** 203,210 ****
      }
  
!     private DataTable getTickersByVolatility()
      {
        if(this.setOfTickersToBeSelected == null)
!         return QuantProject.DataAccess.Tables.Quotes.GetTickersByVolatility(this.isOrderedInASCMode,
                                                                      this.groupID,
                                                                      this.firstQuoteDate,
--- 209,232 ----
      }
  
!     private DataTable getTickersByAverageCloseToOpenPerformance()
      {
        if(this.setOfTickersToBeSelected == null)
!         return QuantProject.DataAccess.Tables.Quotes.GetTickersByAverageCloseToOpenPerformance(this.isOrderedInASCMode,
!           this.groupID, this.firstQuoteDate,
!           this.lastQuoteDate,
!           this.maxNumOfReturnedTickers);
!       else
!         return QuantProject.Data.DataTables.Quotes.GetTickersByAverageCloseToOpenPerformance(this.isOrderedInASCMode,
!           this.setOfTickersToBeSelected,
!           this.firstQuoteDate,
!           this.lastQuoteDate,
!           this.maxNumOfReturnedTickers);
!       
!     }
! 
!     private DataTable getTickersByCloseToCloseVolatility()
!     {
!       if(this.setOfTickersToBeSelected == null)
!         return QuantProject.DataAccess.Tables.Quotes.GetTickersByCloseToCloseVolatility(this.isOrderedInASCMode,
                                                                      this.groupID,
                                                                      this.firstQuoteDate,
***************
*** 213,217 ****
  
        else
!         return QuantProject.Data.DataTables.Quotes.GetTickersByVolatility(this.isOrderedInASCMode,
            this.setOfTickersToBeSelected, 
            this.firstQuoteDate,
--- 235,256 ----
  
        else
!         return QuantProject.Data.DataTables.Quotes.GetTickersByCloseToCloseVolatility(this.isOrderedInASCMode,
!           this.setOfTickersToBeSelected, 
!           this.firstQuoteDate,
!           this.lastQuoteDate,
!           this.maxNumOfReturnedTickers);
!     }
! 
!     private DataTable getTickersByCloseToOpenVolatility()
!     {
!       if(this.setOfTickersToBeSelected == null)
!         return QuantProject.DataAccess.Tables.Quotes.GetTickersByCloseToOpenVolatility(this.isOrderedInASCMode,
!           this.groupID,
!           this.firstQuoteDate,
!           this.lastQuoteDate,
!           this.maxNumOfReturnedTickers);        
! 
!       else
!         return QuantProject.Data.DataTables.Quotes.GetTickersByCloseToOpenVolatility(this.isOrderedInASCMode,
            this.setOfTickersToBeSelected, 
            this.firstQuoteDate,
***************
*** 222,226 ****
      private DataTable getTickersByCloseToCloseLinearCorrelation()
      {
!        return QuantProject.Data.DataTables.Quotes.GetTickersByAdjCloseToClosePearsonCorrelationCoefficient(this.isOrderedInASCMode,
                                                            this.setOfTickersToBeSelected,
                                                            this.firstQuoteDate,
--- 261,266 ----
      private DataTable getTickersByCloseToCloseLinearCorrelation()
      {
!       this.launchExceptionIfGroupIDIsNotEmpty();
!       return QuantProject.Data.DataTables.Quotes.GetTickersByAdjCloseToClosePearsonCorrelationCoefficient(this.isOrderedInASCMode,
                                                            this.setOfTickersToBeSelected,
                                                            this.firstQuoteDate,
***************
*** 228,231 ****
--- 268,290 ----
      }
  
+     private DataTable getTickersByCloseToOpenLinearCorrelation()
+     {
+       
+       this.launchExceptionIfGroupIDIsNotEmpty();
+       
+       return QuantProject.Data.DataTables.Quotes.GetTickersByCloseToOpenPearsonCorrelationCoefficient(this.isOrderedInASCMode,
+         this.setOfTickersToBeSelected,
+         this.firstQuoteDate,
+         this.lastQuoteDate);
+     }
+ 
+     private void launchExceptionIfGroupIDIsNotEmpty()
+     {
+       if(this.groupID!="")
+       {
+         throw new Exception("Not implemented: this type of selection works only with few tickers, at the moment");
+       }
+     }
+ 
      public void SelectAllTickers()
      {
***************
*** 254,257 ****
--- 313,318 ----
      }
  
+ 
+ 
  	}
  }