[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank EligibleTickers.cs,NONE,1.1

[Glauco S. <gla...@us...>]

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv25013

Added Files:
	EligibleTickers.cs 
Log Message:
Selects the tickers among which best performers will be searched

--- NEW FILE: EligibleTickers.cs ---
/*
QuantProject - Quantitative Finance Library

EligibleTickers.cs
Copyright (C) 2003 
Glauco Siliprandi

This program is free software; you can redistribute it and/or
modify it under the terms of the GNU General Public License
as published by the Free Software Foundation; either version 2
of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
GNU General Public License for more details.

You should have received a copy of the GNU General Public License
along with this program; if not, write to the Free Software
Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
*/
using System;
using System.Collections;
using System.Data;

using QuantProject.Data.Selectors;

namespace QuantProject.Scripts.WalkForwardTesting.WalkForwardOneRank
{
	/// <summary>
	/// Selects the tickers to among which best performers will be searched
	/// </summary>
	public class EligibleTickers : Hashtable
	{
		private int numberEligibleTickersToBeChosen;
		private int numDaysToComputeLiquidity = 10;

		public EligibleTickers( int numberEligibleTickersToBeChosen )
		{
			this.numberEligibleTickersToBeChosen = numberEligibleTickersToBeChosen;
		}

		#region SetTickers
		private void setTickers_build( DateTime dateTime )
		{
			TickerSelector tickerSelector =
				new TickerSelector( SelectionType.Liquidity , false , "Test" ,
				dateTime.AddDays( - this.numDaysToComputeLiquidity ) , dateTime ,
				this.numberEligibleTickersToBeChosen );
			DataTable selectedTickers =
				tickerSelector.GetTableOfSelectedTickers();
			foreach ( DataRow dataRow in selectedTickers.Rows )
				this.Add( dataRow[ "tiTicker" ].ToString() ,
					dataRow[ "tiTicker" ].ToString() );
		}
		/// <summary>
		/// Populates the collection of eligible tickers
		/// </summary>
		/// <param name="dateTime"></param>
		public void SetTickers( DateTime dateTime )
		{
			this.Clear();
			setTickers_build( dateTime );
		}
		#endregion
	}
}