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

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

Update of /cvsroot/quantproject/QuantProject/b3_Data/Selectors
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv18500/b3_Data/Selectors

Modified Files:
	SelectorByLiquidity.cs 
Log Message:
A new constructor has been added: it gives the user the chance to select a subset of tickers whose average volume is above a given threshold

Index: SelectorByLiquidity.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/Selectors/SelectorByLiquidity.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** SelectorByLiquidity.cs	27 Feb 2005 19:56:07 -0000	1.1
--- SelectorByLiquidity.cs	18 Jun 2006 14:18:07 -0000	1.2
***************
*** 35,38 ****
--- 35,39 ----
     public class SelectorByLiquidity : TickerSelector, ITickerSelector 
    {
+ 		 private long minVolume = long.MinValue;
          
      
***************
*** 44,89 ****
                                      base(setOfTickersToBeSelected, 
                                           orderInASCmode,
!                                          firstQuoteDate,
!                                          lastQuoteDate,
!                                          maxNumOfReturnedTickers)
!     {
       
!     }
!      public SelectorByLiquidity(string groupID, 
!                                 bool orderInASCmode,
!                                 DateTime firstQuoteDate,
!                                 DateTime lastQuoteDate,
!                                 long maxNumOfReturnedTickers):
!                                   base(groupID, 
!                                       orderInASCmode,
!                                       firstQuoteDate,
!                                       lastQuoteDate,
!                                       maxNumOfReturnedTickers)
!      {
       
!      }
  
  
      public DataTable GetTableOfSelectedTickers()
      {
!       if(this.setOfTickersToBeSelected == null)
!         return QuantProject.DataAccess.Tables.Quotes.GetTickersByLiquidity(this.isOrderedInASCMode,
!           this.groupID,
!           this.firstQuoteDate,
!           this.lastQuoteDate,
!           this.maxNumOfReturnedTickers);        
  
!       else
!         return QuantProject.Data.DataTables.Quotes.GetTickersByLiquidity(this.isOrderedInASCMode,
!           this.setOfTickersToBeSelected, 
!           this.firstQuoteDate,
!           this.lastQuoteDate,
!           this.maxNumOfReturnedTickers);
!     }
!     public void SelectAllTickers()
!     {
!       ;
!     }	
  
! 	}
  }
--- 45,122 ----
                                      base(setOfTickersToBeSelected, 
                                           orderInASCmode,
! 			firstQuoteDate,
! 			lastQuoteDate,
! 			maxNumOfReturnedTickers)
! 		{
       
! 		}
! 		 public SelectorByLiquidity(string groupID, 
! 			 bool orderInASCmode,
! 			 DateTime firstQuoteDate,
! 			 DateTime lastQuoteDate,
! 			 long maxNumOfReturnedTickers):
! 			 base(groupID, 
! 			 orderInASCmode,
! 			 firstQuoteDate,
! 			 lastQuoteDate,
! 			 maxNumOfReturnedTickers)
! 		 {
       
! 		 }
! 
! 		 public SelectorByLiquidity(string groupID, 
! 			 bool orderInASCmode,
! 			 DateTime firstQuoteDate,
! 			 DateTime lastQuoteDate,
! 			 long minVolume ,
! 			 long maxNumOfReturnedTickers ):
! 			 base(groupID, 
! 			 orderInASCmode,
! 			 firstQuoteDate,
! 			 lastQuoteDate,
! 			 maxNumOfReturnedTickers)
! 		 {
! 			 this.minVolume = minVolume;
! 		 }
  
  
      public DataTable GetTableOfSelectedTickers()
      {
! 			DataTable returnTickers;
! 			if(this.setOfTickersToBeSelected == null)
! 			{
! 				if ( this.minVolume > long.MinValue )
! 					// a min volume value has been requested
! 					returnTickers =
! 						QuantProject.DataAccess.Tables.Quotes.GetTickersByLiquidity(this.isOrderedInASCMode,
! 						this.groupID,
! 						this.firstQuoteDate,
! 						this.lastQuoteDate,
! 						this.minVolume ,
! 						this.maxNumOfReturnedTickers);
! 				else
! 					// a min volume value has not been requested
! 					returnTickers =
! 						QuantProject.DataAccess.Tables.Quotes.GetTickersByLiquidity(this.isOrderedInASCMode,
! 						this.groupID,
! 						this.firstQuoteDate,
! 						this.lastQuoteDate,
! 						this.maxNumOfReturnedTickers);
! 			}
  
! 			else
! 				returnTickers =
! 					QuantProject.Data.DataTables.Quotes.GetTickersByLiquidity(this.isOrderedInASCMode,
! 					this.setOfTickersToBeSelected, 
! 					this.firstQuoteDate,
! 					this.lastQuoteDate,
! 					this.maxNumOfReturnedTickers);
! 			return returnTickers;
! 		}
! 		 public void SelectAllTickers()
! 		 {
! 			 ;
! 		 }	
  
! 	 }
  }