[Quantproject-developers] QuantProject/b3_Data/Selectors SelectorByCloseToCloseLinearCorrelation.cs,
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From: Marco M. <mi...@us...> - 2005-12-28 23:28:03
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Update of /cvsroot/quantproject/QuantProject/b3_Data/Selectors In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv27459/b3_Data/Selectors Modified Files: SelectorByCloseToCloseLinearCorrelation.cs Log Message: Selection of couples of tickers by correlation coefficient is now much more efficient. Index: SelectorByCloseToCloseLinearCorrelation.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b3_Data/Selectors/SelectorByCloseToCloseLinearCorrelation.cs,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** SelectorByCloseToCloseLinearCorrelation.cs 27 Feb 2005 19:56:07 -0000 1.1 --- SelectorByCloseToCloseLinearCorrelation.cs 28 Dec 2005 23:27:56 -0000 1.2 *************** *** 67,84 **** public DataTable GetTableOfSelectedTickers() { ! this.launchExceptionIfGroupIDIsNotEmpty(); ! return QuantProject.Data.DataTables.Quotes.GetTickersByAdjCloseToClosePearsonCorrelationCoefficient(this.isOrderedInASCMode, ! this.setOfTickersToBeSelected, ! this.firstQuoteDate, ! this.lastQuoteDate); } ! private void launchExceptionIfGroupIDIsNotEmpty() ! { ! if(this.groupID!="") ! { ! throw new Exception("Not implemented: this type of selection works only with few tickers, at the moment"); ! } ! } public void SelectAllTickers() { --- 67,83 ---- public DataTable GetTableOfSelectedTickers() { ! if(this.setOfTickersToBeSelected == null) ! return QuantProject.Data.DataTables.Quotes.GetTickersByAdjCloseToClosePearsonCorrelationCoefficient(this.isOrderedInASCMode, ! this.groupID, ! this.firstQuoteDate, ! this.lastQuoteDate); ! else ! return QuantProject.Data.DataTables.Quotes.GetTickersByAdjCloseToClosePearsonCorrelationCoefficient(this.isOrderedInASCMode, ! this.setOfTickersToBeSelected, ! this.firstQuoteDate, ! this.lastQuoteDate); } ! public void SelectAllTickers() { |