[Quantproject-developers] QuantProject/b3_Data/DataTables TickerDataTable.cs,1.5,1.6

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

Update of /cvsroot/quantproject/QuantProject/b3_Data/DataTables
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv16324/b3_Data/DataTables

Modified Files:
	TickerDataTable.cs 
Log Message:
Updated GetTickersByPerformance method

Index: TickerDataTable.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/DataTables/TickerDataTable.cs,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** TickerDataTable.cs	6 Jan 2005 18:56:55 -0000	1.5
--- TickerDataTable.cs	20 Dec 2005 19:31:02 -0000	1.6
***************
*** 26,29 ****
--- 26,30 ----
  using QuantProject.DataAccess.Tables;
  
+ 
  namespace QuantProject.Data.DataTables
  {
***************
*** 59,72 ****
      }
      
      public static DataTable GetTickersByPerformance(bool orderByASC, string groupID,
!                                                       DateTime firstQuoteDate,
!                                                       DateTime lastQuoteDate,
!                                                       long maxNumOfReturnedTickers)
      {
        DataTable groupOfTicker = QuantProject.DataAccess.Tables.Tickers_tickerGroups.GetTickers(groupID);
!       //also possible, but slower:
!       //return TickerDataTable.GetBestPerformingTickers(orderByASC, groupOfTicker, firstQuoteDate,
!       //                                                lastQuoteDate, maxNumOfReturnedTickers);
! 
        TickerDataTable.addColumnsForPerformanceAnalysis(groupOfTicker);
        DateTime firstAvailableQuoteDate, lastAvailableQuoteDate;
--- 60,106 ----
      }
      
+     #region GetTickersByPerformance
+ 
+     private static void addColumnsForPerformanceAnalysis(DataTable tableToAnalyze)
+     {
+       if(!tableToAnalyze.Columns.Contains("SimpleReturn"))
+         tableToAnalyze.Columns.Add("SimpleReturn", System.Type.GetType("System.Double"));
+       if(!tableToAnalyze.Columns.Contains("PeriodForSimpleReturn"))
+         tableToAnalyze.Columns.Add("PeriodForSimpleReturn", System.Type.GetType("System.String"));
+     }
+ 
+     private static string getTickersByPerformance_getFilterExpression(float minAbsoluteSimpleReturn,
+       float maxAbsoluteSimpleReturn)
+     {
+       string returnValue = "";
+       if(minAbsoluteSimpleReturn > 0 &&
+         maxAbsoluteSimpleReturn > 0)
+         //both limits have to be greater than zero
+       {
+         returnValue = "(" + minAbsoluteSimpleReturn.ToString("#.##") + 
+                       "<=SimpleReturn AND " +
+                       maxAbsoluteSimpleReturn.ToString("#.##") + 
+                       ">=SimpleReturn)" +
+                       " OR " +
+                       "(" + "-" + maxAbsoluteSimpleReturn.ToString("#.##") +
+                       "<SimpleReturn AND " +
+                       "-" + minAbsoluteSimpleReturn.ToString("#.##") +
+                       ">SimpleReturn)";
+       }
+       return returnValue;              
+     }
+ 
      public static DataTable GetTickersByPerformance(bool orderByASC, string groupID,
!                                                     DateTime firstQuoteDate,
!                                                     DateTime lastQuoteDate,
!                                                     long maxNumOfReturnedTickers,
!                                                     float minAbsoluteSimpleReturn,
!                                                     float maxAbsoluteSimpleReturn)
      {
        DataTable groupOfTicker = QuantProject.DataAccess.Tables.Tickers_tickerGroups.GetTickers(groupID);
!       
!       //return TickerDataTable.GetTickersByPerformance(orderByASC, groupOfTicker, firstQuoteDate,
!       //  lastQuoteDate, maxNumOfReturnedTickers, minAbsoluteSimpleReturn, maxAbsoluteSimpleReturn);
!             
        TickerDataTable.addColumnsForPerformanceAnalysis(groupOfTicker);
        DateTime firstAvailableQuoteDate, lastAvailableQuoteDate;
***************
*** 87,101 ****
          }
        }
!       ExtendedDataTable.Sort(groupOfTicker, "SimpleReturn", orderByASC);
        ExtendedDataTable.DeleteRows(groupOfTicker, maxNumOfReturnedTickers);
        return groupOfTicker;              
        
      }
      
      public static DataTable GetTickersByPerformance(bool orderByASC, DataTable setOfTickers,
                                                      DateTime firstQuoteDate,
                                                      DateTime lastQuoteDate,
!                                                     long maxNumOfReturnedTickers)
      {
        TickerDataTable.addColumnsForPerformanceAnalysis(setOfTickers);
        DateTime firstAvailableQuoteDate, lastAvailableQuoteDate;
--- 121,154 ----
          }
        }
!       string filterExpression = 
!             getTickersByPerformance_getFilterExpression(minAbsoluteSimpleReturn,
!                                                         maxAbsoluteSimpleReturn);
!       ExtendedDataTable.CopyAndSort(groupOfTicker, filterExpression, 
!                                     "SimpleReturn", orderByASC);
        ExtendedDataTable.DeleteRows(groupOfTicker, maxNumOfReturnedTickers);
        return groupOfTicker;              
+     }
+ 
+     public static DataTable GetTickersByPerformance(bool orderByASC, string groupID,
+                                                       DateTime firstQuoteDate,
+                                                       DateTime lastQuoteDate,
+                                                       long maxNumOfReturnedTickers)
+     {
        
+       return TickerDataTable.GetTickersByPerformance(orderByASC, groupID, firstQuoteDate,
+                                                     lastQuoteDate, maxNumOfReturnedTickers,
+                                                     -1, -1);
+     
      }
      
+     
      public static DataTable GetTickersByPerformance(bool orderByASC, DataTable setOfTickers,
                                                      DateTime firstQuoteDate,
                                                      DateTime lastQuoteDate,
!                                                     long maxNumOfReturnedTickers,
!                                                     float minAbsoluteSimpleReturn,
!                                                     float maxAbsoluteSimpleReturn)
      {
+       DataTable returnValue;
        TickerDataTable.addColumnsForPerformanceAnalysis(setOfTickers);
        DateTime firstAvailableQuoteDate, lastAvailableQuoteDate;
***************
*** 115,130 ****
          }
        }
!       ExtendedDataTable.Sort(setOfTickers, "SimpleReturn", orderByASC);
!       ExtendedDataTable.DeleteRows(setOfTickers, maxNumOfReturnedTickers);
!       return setOfTickers;              
      }
! 
!     private static void addColumnsForPerformanceAnalysis(DataTable tableToAnalyze)
      {
!       if(!tableToAnalyze.Columns.Contains("SimpleReturn"))
!         tableToAnalyze.Columns.Add("SimpleReturn", System.Type.GetType("System.Double"));
!       if(!tableToAnalyze.Columns.Contains("PeriodForSimpleReturn"))
!         tableToAnalyze.Columns.Add("PeriodForSimpleReturn", System.Type.GetType("System.String"));
      }
      
      private static void addColumnNumberOfQuotes(DataTable tableToAnalyze)
--- 168,192 ----
          }
        }
!       string filterExpression = 
!       	getTickersByPerformance_getFilterExpression(minAbsoluteSimpleReturn,
!       	                                           	maxAbsoluteSimpleReturn);
!       returnValue = ExtendedDataTable.CopyAndSort(setOfTickers,
!                                                   filterExpression,
!                                                   "SimpleReturn",
!                                                   orderByASC);
!       ExtendedDataTable.DeleteRows(returnValue, maxNumOfReturnedTickers);
!       return returnValue;              
      }
!     
!     public static DataTable GetTickersByPerformance(bool orderByASC, DataTable setOfTickers,
!       DateTime firstQuoteDate,
!       DateTime lastQuoteDate,
!       long maxNumOfReturnedTickers)
      {
!       return GetTickersByPerformance(orderByASC, setOfTickers, firstQuoteDate,lastQuoteDate,
!         maxNumOfReturnedTickers, -1, -1);              
      }
+     #endregion
+ 
      
      private static void addColumnNumberOfQuotes(DataTable tableToAnalyze)