[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank EligibleTickers.cs,1.3,1.4

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv26543/b7_Scripts/WalkForwardTesting/WalkForwardOneRank

Modified Files:
	EligibleTickers.cs 
Log Message:
setTickers_buildQuickly_getSelectedTickers is a new private method
to be used for debug purposes.
It is much faster than the standard
setTickers_build_getSelectedTickers
method (comment/uncomment to switch among the two behaviors).

Index: EligibleTickers.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank/EligibleTickers.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** EligibleTickers.cs	27 Feb 2005 19:56:09 -0000	1.3
--- EligibleTickers.cs	7 Jun 2005 15:21:43 -0000	1.4
***************
*** 45,61 ****
  
  		#region SetTickers
! 		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();
  			foreach ( DataRow dataRow in selectedTickers.Rows )
  				this.Add( dataRow[ "tiTicker" ].ToString() ,
--- 45,75 ----
  
  		#region SetTickers
! 		private DataTable setTickers_build_getSelectedTickers( 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");
! 			return quotedInEachMarketDayFromMostLiquid.GetTableOfSelectedTickers();
! 		}
! 		private DataTable setTickers_buildQuickly_getSelectedTickers()
! 		{
! 			DataTable returnValue =
! 				new QuantProject.Data.DataTables.Tickers_tickerGroups( "millo" );
! 			returnValue.Columns[ 0 ].ColumnName = "tiTicker";
! 			return returnValue;
! 		}
! 		private void setTickers_build( DateTime dateTime )
! 		{
! 			// for fast debug, comment the following line
! 			DataTable selectedTickers = setTickers_build_getSelectedTickers( dateTime );
! 			// for fast debug, uncomment the following line 
! //			DataTable selectedTickers = setTickers_buildQuickly_getSelectedTickers();
! 
  			foreach ( DataRow dataRow in selectedTickers.Rows )
  				this.Add( dataRow[ "tiTicker" ].ToString() ,