[Quantproject-developers] QuantProject/b3_Data/Selectors SelectorByCloseToCloseCorrelationToBenchmark.cs,1.1,1.2

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

Update of /cvsroot/quantproject/QuantProject/b3_Data/Selectors
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv15971/b3_Data/Selectors

Modified Files:
	SelectorByCloseToCloseCorrelationToBenchmark.cs 
Log Message:
Added documentation comments

Index: SelectorByCloseToCloseCorrelationToBenchmark.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/Selectors/SelectorByCloseToCloseCorrelationToBenchmark.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** SelectorByCloseToCloseCorrelationToBenchmark.cs	17 Nov 2005 21:34:40 -0000	1.1
--- SelectorByCloseToCloseCorrelationToBenchmark.cs	20 Dec 2005 19:29:57 -0000	1.2
***************
*** 33,36 ****
--- 33,40 ----
    /// Class for selection on tickers by close to close absolute correlation to 
    /// a given benchmark
+   /// NOTE that
+   /// close values are grouped in pairs and the first close value in each group is 
+   /// not the last close in the previous group. There is, in other words, a discontinuity
+   /// between each group, with length equal to the group's length
    /// </summary>
     public class SelectorByCloseToCloseCorrelationToBenchmark : TickerSelector, ITickerSelector
***************
*** 38,42 ****
      private string benchmark;
      private int numDaysBetweenEachClose;
!     
      public SelectorByCloseToCloseCorrelationToBenchmark(DataTable setOfTickersToBeSelected,
                                 string benchmark,
--- 42,58 ----
      private string benchmark;
      private int numDaysBetweenEachClose;
!     /// <summary>
!     /// Creates a new instance of the selector
!     /// </summary>
!     /// <param name="setOfTickersToBeSelected">The data table containing in the first column the tickers that have to be ordered</param>
!     /// <param name="benchmark">Benchmark code</param>
!     /// <param name="orderInASCmode">Ordering mode</param>
!     /// <param name="firstQuoteDate">The first date for the interval</param>
!     /// <param name="lastQuoteDate">The last date for the interval</param>
!     /// <param name="maxNumOfReturnedTickers">Max number of tickers to be returned</param>
!     /// <param name="numDaysBetweenEachClose">Number of days between closes to be studied. NOTE that
!     /// close values are grouped in pairs and the first close value in each group is 
!     /// not the last close in the previous group. There is, in other words, a discontinuity
!     /// between each group, with length equal to the group's length </param>
      public SelectorByCloseToCloseCorrelationToBenchmark(DataTable setOfTickersToBeSelected,
                                 string benchmark,
***************
*** 55,58 ****
--- 71,88 ----
        this.numDaysBetweenEachClose = numDaysBetweenEachClose;
      }
+      
+      /// <summary>
+      /// Creates a new instance of the selector
+      /// </summary>
+      /// <param name="groupID">The group ID containing the tickers that have to be ordered</param>
+      /// <param name="benchmark">Benchmark code</param>
+      /// <param name="orderInASCmode">Ordering mode</param>
+      /// <param name="firstQuoteDate">The first date for the interval</param>
+      /// <param name="lastQuoteDate">The last date for the interval</param>
+      /// <param name="maxNumOfReturnedTickers">Max number of tickers to be returned</param>
+      /// <param name="numDaysBetweenEachClose">Number of days between closes to be studied. NOTE that
+      /// close values are grouped in pairs and the first close value in each group is 
+      /// not the last close in the previous group. There is, in other words, a discontinuity
+      /// between each group, with length equal to the group's length </param>
       public SelectorByCloseToCloseCorrelationToBenchmark(string groupID, 
                                  string benchmark,