[Quantproject-developers] QuantProject/b3_Data/Selectors SelectorByAverageRawOpenPrice.cs,NONE,1.1

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

Update of /cvsroot/quantproject/QuantProject/b3_Data/Selectors
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv19529/b3_Data/Selectors

Added Files:
	SelectorByAverageRawOpenPrice.cs 
Log Message:
Added new ITickerSelector object for advanced selection of tickers:
with SelectorByAverageRawOpenPrice it is now possible to choose tickers by average raw open price level.

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

SelectorByAverageRawOpenPrice.cs
Copyright (C) 2003 
Marco Milletti

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 System.Windows.Forms;
using QuantProject.DataAccess.Tables;
using QuantProject.Data.DataTables;

namespace QuantProject.Data.Selectors
{
  /// <summary>
  /// Class for selection of tickers for which average raw open price
  /// and raw open price's standard deviation 
  /// belong to a specified ranges, in a given time interval.
  /// </summary>
   public class SelectorByAverageRawOpenPrice : TickerSelector, ITickerSelector 
  {
        
    private double minPrice;
    private double maxPrice;
    private double minStdDeviation;
    private double maxStdDeviation; 

    public SelectorByAverageRawOpenPrice(DataTable setOfTickersToBeSelected, 
                               bool orderInASCmode,
                               DateTime firstQuoteDate,
                               DateTime lastQuoteDate,
                               long maxNumOfReturnedTickers, double minPrice,
                                double maxPrice, double minStdDeviation,
                                double maxStdDeviation):
                                    base(setOfTickersToBeSelected, 
                                         orderInASCmode,
                                         firstQuoteDate,
                                         lastQuoteDate,
                                         maxNumOfReturnedTickers)
    {
      this.minPrice = minPrice;
      this.maxPrice = maxPrice;
      this.minStdDeviation = minStdDeviation;
      this.maxStdDeviation = maxStdDeviation;
    }
     public SelectorByAverageRawOpenPrice(string groupID, 
                                bool orderInASCmode,
                                DateTime firstQuoteDate,
                                DateTime lastQuoteDate,
                                long maxNumOfReturnedTickers, double minPrice,
                                double maxPrice, double minStdDeviation,
                                double maxStdDeviation):
                                  base(groupID, 
                                      orderInASCmode,
                                      firstQuoteDate,
                                      lastQuoteDate,
                                      maxNumOfReturnedTickers)
     {
       this.minPrice = minPrice;
       this.maxPrice = maxPrice;
       this.minStdDeviation = minStdDeviation;
       this.maxStdDeviation = maxStdDeviation;
     }


    public DataTable GetTableOfSelectedTickers()
    {
           
      if(this.setOfTickersToBeSelected == null)
        return QuantProject.DataAccess.Tables.Quotes.GetTickersByRawOpenPrice(this.isOrderedInASCMode,
                  this.groupID, this.firstQuoteDate, this.lastQuoteDate, this.maxNumOfReturnedTickers,
                  this.minPrice, this.maxPrice, this.minStdDeviation, this.maxStdDeviation);        
      else
        return new DataTable();
    }
    public void SelectAllTickers()
    {
      ;
    }	
	}
}