[Quantproject-developers] QuantProject/b3_Data/DataTables Quotes.cs,1.17,1.18
Brought to you by:
glauco_1
|
From: Marco M. <mi...@us...> - 2005-09-18 21:03:51
|
Update of /cvsroot/quantproject/QuantProject/b3_Data/DataTables In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv1539/b3_Data/DataTables Modified Files: Quotes.cs Log Message: GetTickersByOpenToCloseWinningDays has been moved to Quotes class in data layer. Added new parameter to the method. Index: Quotes.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b3_Data/DataTables/Quotes.cs,v retrieving revision 1.17 retrieving revision 1.18 diff -C2 -d -r1.17 -r1.18 *** Quotes.cs 24 Jun 2005 22:40:34 -0000 1.17 --- Quotes.cs 18 Sep 2005 21:03:43 -0000 1.18 *************** *** 350,354 **** DateTime firstQuoteDate, DateTime lastQuoteDate, ! long maxNumOfReturnedTickers) { if(!setOfTickers.Columns.Contains("NumOpenCloseWinningDays")) --- 350,355 ---- DateTime firstQuoteDate, DateTime lastQuoteDate, ! long maxNumOfReturnedTickers, ! bool onlyTickersWithAtLeastOneWinningDay) { if(!setOfTickers.Columns.Contains("NumOpenCloseWinningDays")) *************** *** 360,367 **** firstQuoteDate, lastQuoteDate); } ! DataTable returnValue = ExtendedDataTable.CopyAndSort(setOfTickers,"NumOpenCloseWinningDays", orderByASC); ExtendedDataTable.DeleteRows(returnValue, maxNumOfReturnedTickers); return returnValue; } private static float[] getArrayOfCloseToOpenRatios(string ticker, --- 361,394 ---- firstQuoteDate, lastQuoteDate); } ! string filter_onlyTickersWithAtLeastOneWinningDay = ""; ! if(onlyTickersWithAtLeastOneWinningDay) ! filter_onlyTickersWithAtLeastOneWinningDay = "NumOpenCloseWinningDays>0"; ! DataTable returnValue = ! ExtendedDataTable.CopyAndSort(setOfTickers, ! filter_onlyTickersWithAtLeastOneWinningDay, ! "NumOpenCloseWinningDays", orderByASC); ExtendedDataTable.DeleteRows(returnValue, maxNumOfReturnedTickers); return returnValue; } + /// <summary> + /// returns tickers counting how many times raw close is greater than raw open + /// for the given interval of days (within the given table of tickers). + /// Tickers are ordered by the number of days raw open is greater than raw close + /// </summary> + public static DataTable GetTickersByOpenToCloseWinningDays( bool orderByASC, + string groupID, + DateTime firstQuoteDate, + DateTime lastQuoteDate, + long maxNumOfReturnedTickers, + bool onlyTickersWithAtLeastOneWinningDay) + { + return + GetTickersByOpenToCloseWinningDays(orderByASC, + QuantProject.DataAccess.Tables.Tickers_tickerGroups.GetTickers(groupID), + firstQuoteDate, + lastQuoteDate, + maxNumOfReturnedTickers, + onlyTickersWithAtLeastOneWinningDay); + } private static float[] getArrayOfCloseToOpenRatios(string ticker, *************** *** 411,420 **** if(tickerRatios.Length == benchmarkRatios.Length) row["OpenCloseCorrelationToBenchmark"] = ! BasicFunctions.PearsonCorrelationCoefficient(benchmarkRatios, tickerRatios); } DataTable tableToReturn = ExtendedDataTable.CopyAndSort(setOfTickers, ! "OpenCloseCorrelationToBenchmark > 0", ! "OpenCloseCorrelationToBenchmark", ! orderByASC); ExtendedDataTable.DeleteRows(tableToReturn, maxNumOfReturnedTickers); return tableToReturn; --- 438,447 ---- if(tickerRatios.Length == benchmarkRatios.Length) row["OpenCloseCorrelationToBenchmark"] = ! Math.Abs(BasicFunctions.PearsonCorrelationCoefficient(benchmarkRatios, tickerRatios)); } DataTable tableToReturn = ExtendedDataTable.CopyAndSort(setOfTickers, ! "OpenCloseCorrelationToBenchmark>=0.0", ! "OpenCloseCorrelationToBenchmark", ! orderByASC); ExtendedDataTable.DeleteRows(tableToReturn, maxNumOfReturnedTickers); return tableToReturn; |