[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank EligibleTickers.cs,1.2,1.3

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv4614/b7_Scripts/WalkForwardTesting/WalkForwardOneRank

Modified Files:
	EligibleTickers.cs 
Log Message:
Advanced Ticker selection has been re-organized in a more rational and object-oriented way
(NOTE that at the moment Quantdownloader solution won't compile)

Index: EligibleTickers.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank/EligibleTickers.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** EligibleTickers.cs	3 Feb 2005 00:30:22 -0000	1.2
--- EligibleTickers.cs	27 Feb 2005 19:56:09 -0000	1.3
***************
*** 47,62 ****
  		private void setTickers_build( DateTime dateTime )
  		{
! 			TickerSelector mostLiquid =
! 				new TickerSelector( SelectionType.Liquidity , false , "Test" ,
! 				dateTime.AddDays( - this.numDaysToComputeLiquidity ) , dateTime ,
! 				this.numberEligibleTickersToBeChosen );
  			DataTable mostLiquidTickers =
  				mostLiquid.GetTableOfSelectedTickers();
! 			TickerSelector quotedInEachMarketDayFromMostLiquid = 
! 				new TickerSelector( mostLiquidTickers,
! 				SelectionType.QuotedInEachMarketDay, false, "",
! 				dateTime.AddDays( - this.numberDaysForPerformanceCalculation ) ,
! 				dateTime, this.numberEligibleTickersToBeChosen);
! 			quotedInEachMarketDayFromMostLiquid.MarketIndex = "^SPX";
  			DataTable selectedTickers =
  				quotedInEachMarketDayFromMostLiquid.GetTableOfSelectedTickers();
--- 47,59 ----
  		private void setTickers_build( DateTime dateTime )
  		{
! 			SelectorByLiquidity mostLiquid =
! 				new SelectorByLiquidity("Test", false ,	dateTime.AddDays( - this.numDaysToComputeLiquidity ) , dateTime ,
! 				                        this.numberEligibleTickersToBeChosen );
  			DataTable mostLiquidTickers =
  				mostLiquid.GetTableOfSelectedTickers();
! 			SelectorByQuotationAtEachMarketDay quotedInEachMarketDayFromMostLiquid = 
! 				new SelectorByQuotationAtEachMarketDay( mostLiquidTickers,
! 				                           false,	dateTime.AddDays( - this.numberDaysForPerformanceCalculation ) ,
! 				                           dateTime, this.numberEligibleTickersToBeChosen,"^SPX");
  			DataTable selectedTickers =
  				quotedInEachMarketDayFromMostLiquid.GetTableOfSelectedTickers();