[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank EligibleTickers.cs,1.4,1.5

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv15563/b7_Scripts/WalkForwardTesting/WalkForwardOneRank

Modified Files:
	EligibleTickers.cs 
Log Message:
Eligible tickers now are those in the S&P500 group, quoted
at each market day as the benchmark

Index: EligibleTickers.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank/EligibleTickers.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** EligibleTickers.cs	7 Jun 2005 15:21:43 -0000	1.4
--- EligibleTickers.cs	15 Oct 2005 18:06:26 -0000	1.5
***************
*** 35,39 ****
  		private int numberEligibleTickersToBeChosen;
  		private int numberDaysForPerformanceCalculation;
! 		private int numDaysToComputeLiquidity = 10;
  
  		public EligibleTickers( int numberEligibleTickersToBeChosen ,
--- 35,39 ----
  		private int numberEligibleTickersToBeChosen;
  		private int numberDaysForPerformanceCalculation;
! //		private int numDaysToComputeLiquidity = 10;
  
  		public EligibleTickers( int numberEligibleTickersToBeChosen ,
***************
*** 47,57 ****
  		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");
--- 47,64 ----
  		private DataTable setTickers_build_getSelectedTickers( DateTime dateTime )
  		{
! 			SelectorByGroup selectorByGroup =
! 				new SelectorByGroup( "SP500" , dateTime );
! 			// use the following for fast test
! //			SelectorByGroup selectorByGroup =
! //				new SelectorByGroup( "millo" , dateTime );
! 			DataTable eligibleTickers = selectorByGroup.GetTableOfSelectedTickers();
! 			
! //			SelectorByLiquidity mostLiquid =
! //				new SelectorByLiquidity("Test", false ,	dateTime.AddDays( - this.numDaysToComputeLiquidity ) , dateTime ,
! //				this.numberEligibleTickersToBeChosen );
! //			DataTable mostLiquidTickers =
! //				mostLiquid.GetTableOfSelectedTickers();
  			SelectorByQuotationAtEachMarketDay quotedInEachMarketDayFromMostLiquid = 
! 				new SelectorByQuotationAtEachMarketDay( eligibleTickers,
  				false,	dateTime.AddDays( - this.numberDaysForPerformanceCalculation ) ,
  				dateTime, this.numberEligibleTickersToBeChosen,"^SPX");
***************
*** 73,78 ****
  
  			foreach ( DataRow dataRow in selectedTickers.Rows )
! 				this.Add( dataRow[ "tiTicker" ].ToString() ,
! 					dataRow[ "tiTicker" ].ToString() );
  		}
  		/// <summary>
--- 80,85 ----
  
  			foreach ( DataRow dataRow in selectedTickers.Rows )
! 				this.Add( dataRow[ "TickerId" ].ToString() ,
! 					dataRow[ "TickerId" ].ToString() );
  		}
  		/// <summary>