[Quantproject-developers] QuantProject/b3_Data/DataTables Quotes.cs,1.21,1.22

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

Update of /cvsroot/quantproject/QuantProject/b3_Data/DataTables
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv7476/b3_Data/DataTables

Modified Files:
	Quotes.cs 
Log Message:
Methods have been properly renamed.
Added new methods for Close To Open data management.
Fixed some bugs (tickers without quotes are now excluded from selection). 

Index: Quotes.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/DataTables/Quotes.cs,v
retrieving revision 1.21
retrieving revision 1.22
diff -C2 -d -r1.21 -r1.22
*** Quotes.cs	28 Dec 2005 23:27:56 -0000	1.21
--- Quotes.cs	7 Jan 2006 10:56:09 -0000	1.22
***************
*** 117,124 ****
  
      /// <summary>
!     /// returns tickers ordered by volatility computed with Standard deviation of adjusted 
!     /// close to open ratio, within the given set of tickers
      /// </summary>
!     public static DataTable GetTickersByCloseToOpenVolatility( bool orderByASC,
        DataTable setOfTickers,
        DateTime firstQuoteDate,
--- 117,124 ----
  
      /// <summary>
!     /// returns tickers ordered by volatility computed with Standard deviation of  
!     /// open to close ratio, within the given set of tickers
      /// </summary>
!     public static DataTable GetTickersByOpenToCloseVolatility( bool orderByASC,
        DataTable setOfTickers,
        DateTime firstQuoteDate,
***************
*** 126,148 ****
        long maxNumOfReturnedTickers)
      {
!       if(!setOfTickers.Columns.Contains("CloseToOpenStandDev"))
!         setOfTickers.Columns.Add("CloseToOpenStandDev", System.Type.GetType("System.Double"));
        foreach(DataRow row in setOfTickers.Rows)
        {
!         row["CloseToOpenStandDev"] = 
!           QuantProject.DataAccess.Tables.Quotes.GetCloseToOpenStandardDeviation((string)row[0],
!           firstQuoteDate,
!           lastQuoteDate);
        }
!       DataTable getTickersByVolatility = ExtendedDataTable.CopyAndSort(setOfTickers,"CloseToOpenStandDev", orderByASC);
        ExtendedDataTable.DeleteRows(getTickersByVolatility, maxNumOfReturnedTickers);
        return getTickersByVolatility;
      }
  
  
      /// <summary>
      /// returns tickers by average close to close performance within the given set of tickers
      /// </summary>
- 
      public static DataTable GetTickersByAverageCloseToClosePerformance( bool orderByASC,
        DataTable setOfTickers,
--- 126,180 ----
        long maxNumOfReturnedTickers)
      {
!       if(!setOfTickers.Columns.Contains("OpenToCloseStandDev"))
!         setOfTickers.Columns.Add("OpenToCloseStandDev", System.Type.GetType("System.Double"));
        foreach(DataRow row in setOfTickers.Rows)
        {
!         try
!         {
!           row["OpenToCloseStandDev"] = -1000000.0;
!           row["OpenToCloseStandDev"] = 
!             QuantProject.DataAccess.Tables.Quotes.GetOpenToCloseStandardDeviation((string)row[0],
!             firstQuoteDate,
!             lastQuoteDate);
!         }
!         catch(Exception ex)
!         {ex=ex;}
        }
!       DataTable getTickersByVolatility = ExtendedDataTable.CopyAndSort(setOfTickers,
!                                                     "OpenToCloseStandDev>-1000000.0",
!                                                     "OpenToCloseStandDev",
!                                                     orderByASC);
        ExtendedDataTable.DeleteRows(getTickersByVolatility, maxNumOfReturnedTickers);
        return getTickersByVolatility;
      }
  
+ //    /// <summary>
+ //    /// returns tickers ordered by volatility computed with Standard deviation of adjusted 
+ //    /// close to open ratio, within the given set of tickers
+ //    /// </summary>
+ //    public static DataTable GetTickersByCloseToOpenVolatility( bool orderByASC,
+ //      DataTable setOfTickers,
+ //      DateTime firstQuoteDate,
+ //      DateTime lastQuoteDate,
+ //      long maxNumOfReturnedTickers)
+ //    {
+ //      if(!setOfTickers.Columns.Contains("CloseToOpenStandDev"))
+ //        setOfTickers.Columns.Add("CloseToOpenStandDev", System.Type.GetType("System.Double"));
+ //      foreach(DataRow row in setOfTickers.Rows)
+ //      {
+ //        row["CloseToOpenStandDev"] = 
+ //          QuantProject.DataAccess.Tables.Quotes.GetCloseToOpenStandardDeviation((string)row[0],
+ //          firstQuoteDate,
+ //          lastQuoteDate);
+ //      }
+ //      DataTable getTickersByVolatility = ExtendedDataTable.CopyAndSort(setOfTickers,"CloseToOpenStandDev", orderByASC);
+ //      ExtendedDataTable.DeleteRows(getTickersByVolatility, maxNumOfReturnedTickers);
+ //      return getTickersByVolatility;
+ //    }
+ 
  
      /// <summary>
      /// returns tickers by average close to close performance within the given set of tickers
      /// </summary>
      public static DataTable GetTickersByAverageCloseToClosePerformance( bool orderByASC,
        DataTable setOfTickers,
***************
*** 166,173 ****
  
      /// <summary>
!     /// returns tickers by average close to open performance within the given set of tickers
      /// </summary>
  
!     public static DataTable GetTickersByAverageCloseToOpenPerformance( bool orderByASC,
        DataTable setOfTickers,
        DateTime firstQuoteDate,
--- 198,206 ----
  
      /// <summary>
!     /// returns tickers by average open to close performance
!     /// within the given set of tickers
      /// </summary>
  
!     public static DataTable GetTickersByAverageOpenToClosePerformance( bool orderByASC,
        DataTable setOfTickers,
        DateTime firstQuoteDate,
***************
*** 175,188 ****
        long maxNumOfReturnedTickers)
      {
!       if(!setOfTickers.Columns.Contains("AverageCloseToOpenPerformance"))
!         setOfTickers.Columns.Add("AverageCloseToOpenPerformance", System.Type.GetType("System.Double"));
        foreach(DataRow row in setOfTickers.Rows)
        {
!         row["AverageCloseToOpenPerformance"] = 
!           QuantProject.DataAccess.Tables.Quotes.GetAverageCloseToOpenPerformance((string)row[0],
!           firstQuoteDate,
!           lastQuoteDate);
        }
!       DataTable tableToReturn = ExtendedDataTable.CopyAndSort(setOfTickers,"AverageCloseToOpenPerformance", orderByASC);
        ExtendedDataTable.DeleteRows(tableToReturn, maxNumOfReturnedTickers);
        return tableToReturn;
--- 208,230 ----
        long maxNumOfReturnedTickers)
      {
!       if(!setOfTickers.Columns.Contains("AverageOpenToClosePerformance"))
!         setOfTickers.Columns.Add("AverageOpenToClosePerformance", System.Type.GetType("System.Double"));
        foreach(DataRow row in setOfTickers.Rows)
        {
!         try
!         {
!           row["AverageOpenToClosePerformance"] = -1000000.0;
!           row["AverageOpenToClosePerformance"] = 
!             QuantProject.DataAccess.Tables.Quotes.GetAverageOpenToClosePerformance((string)row[0],
!             firstQuoteDate,
!             lastQuoteDate);
!         }
!         catch(Exception ex)
!         {ex=ex;}
        }
!       DataTable tableToReturn = ExtendedDataTable.CopyAndSort(setOfTickers,
!                                                               "AverageOpenToClosePerformance>-1000000.0",
!                                                               "AverageOpenToClosePerformance",
!                                                               orderByASC);
        ExtendedDataTable.DeleteRows(tableToReturn, maxNumOfReturnedTickers);
        return tableToReturn;