[Quantproject-developers] QuantProject/b3_Data/Selectors SelectorByWinningOpenToClose.cs,1.2,1.3

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

Update of /cvsroot/quantproject/QuantProject/b3_Data/Selectors
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv1539/b3_Data/Selectors

Modified Files:
	SelectorByWinningOpenToClose.cs 
Log Message:
GetTickersByOpenToCloseWinningDays has been moved to Quotes class in data layer.
Added new parameter to the method.


Index: SelectorByWinningOpenToClose.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/Selectors/SelectorByWinningOpenToClose.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** SelectorByWinningOpenToClose.cs	19 Apr 2005 18:31:19 -0000	1.2
--- SelectorByWinningOpenToClose.cs	18 Sep 2005 21:03:44 -0000	1.3
***************
*** 36,44 ****
     public class SelectorByWinningOpenToClose : TickerSelector, ITickerSelector 
    {
!     
      public SelectorByWinningOpenToClose(DataTable setOfTickersToBeSelected, 
                                 bool orderInASCmode, DateTime firstQuoteDate,
                                 DateTime lastQuoteDate,
!                                long maxNumOfReturnedTickers):
                                      base(setOfTickersToBeSelected, 
                                           orderInASCmode,
--- 36,45 ----
     public class SelectorByWinningOpenToClose : TickerSelector, ITickerSelector 
    {
!     private bool onlyTickersWithAtLeastOneWinningDay;
      public SelectorByWinningOpenToClose(DataTable setOfTickersToBeSelected, 
                                 bool orderInASCmode, DateTime firstQuoteDate,
                                 DateTime lastQuoteDate,
!                                long maxNumOfReturnedTickers,
!                                 bool onlyTickersWithAtLeastOneWinningDay):
                                      base(setOfTickersToBeSelected, 
                                           orderInASCmode,
***************
*** 47,51 ****
                                           maxNumOfReturnedTickers)
      {
!       
      }
      
--- 48,52 ----
                                           maxNumOfReturnedTickers)
      {
!       this.onlyTickersWithAtLeastOneWinningDay = onlyTickersWithAtLeastOneWinningDay;
      }
      
***************
*** 54,58 ****
                                  DateTime firstQuoteDate,
                                  DateTime lastQuoteDate,
!                                 long maxNumOfReturnedTickers):
                                    base(groupID, 
                                        orderInASCmode,
--- 55,60 ----
                                  DateTime firstQuoteDate,
                                  DateTime lastQuoteDate,
!                                 long maxNumOfReturnedTickers,
!                                 bool onlyTickersWithAtLeastOneWinningDay):
                                    base(groupID, 
                                        orderInASCmode,
***************
*** 61,65 ****
                                        maxNumOfReturnedTickers)
      {
!     	
      }
  
--- 63,67 ----
                                        maxNumOfReturnedTickers)
      {
!     	this.onlyTickersWithAtLeastOneWinningDay = onlyTickersWithAtLeastOneWinningDay;
      }
  
***************
*** 69,77 ****
     
        if(this.setOfTickersToBeSelected == null)
!         return QuantProject.DataAccess.Tables.Quotes.GetTickersByOpenToCloseWinningDays(this.isOrderedInASCMode,
!                   this.groupID, this.firstQuoteDate, this.lastQuoteDate, this.maxNumOfReturnedTickers);        
        else
        	return QuantProject.Data.DataTables.Quotes.GetTickersByOpenToCloseWinningDays(this.isOrderedInASCMode,
!                   this.setOfTickersToBeSelected, this.firstQuoteDate, this.lastQuoteDate, this.maxNumOfReturnedTickers); 
      }
      public void SelectAllTickers()
--- 71,81 ----
     
        if(this.setOfTickersToBeSelected == null)
!         return QuantProject.Data.DataTables.Quotes.GetTickersByOpenToCloseWinningDays(this.isOrderedInASCMode,
!                   this.groupID, this.firstQuoteDate, this.lastQuoteDate, this.maxNumOfReturnedTickers,
!                   this.onlyTickersWithAtLeastOneWinningDay);        
        else
        	return QuantProject.Data.DataTables.Quotes.GetTickersByOpenToCloseWinningDays(this.isOrderedInASCMode,
!                   this.setOfTickersToBeSelected, this.firstQuoteDate, this.lastQuoteDate, this.maxNumOfReturnedTickers,
!                   this.onlyTickersWithAtLeastOneWinningDay); 
      }
      public void SelectAllTickers()