[Quantproject-developers] QuantProject/b3_Data/DataTables Quotes.cs,1.17,1.18

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

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;