[Quantproject-developers] QuantProject/b2_DataAccess/Tables Quotes.cs, 1.28, 1.29

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

Update of /cvsroot/quantproject/QuantProject/b2_DataAccess/Tables
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv19030/b2_DataAccess/Tables

Modified Files:
	Quotes.cs 
Log Message:
The GetTickersByLiquidity method has been overloaded so that now it is possible to select a subset of tickers whose volume is above a given threshold

Index: Quotes.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b2_DataAccess/Tables/Quotes.cs,v
retrieving revision 1.28
retrieving revision 1.29
diff -C2 -d -r1.28 -r1.29
*** Quotes.cs	7 Jan 2006 10:56:09 -0000	1.28
--- Quotes.cs	18 Jun 2006 14:19:44 -0000	1.29
***************
*** 456,459 ****
--- 456,496 ----
        return SqlExecutor.GetDataTable( sql );
      }
+ 
+ 		/// <summary>
+ 		/// returns tickers ordered by liquidity, with a specified min volume
+ 		/// </summary>
+ 		/// <param name="orderInASCMode">true iff return must be ordered</param>
+ 		/// <param name="groupID"></param>
+ 		/// <param name="firstQuoteDate"></param>
+ 		/// <param name="lastQuoteDate"></param>
+ 		/// <param name="maxNumOfReturnedTickers"></param>
+ 		/// <param name="minVolume"></param>
+ 		/// <returns></returns>
+ 		public static DataTable GetTickersByLiquidity( bool orderInASCMode, string groupID,
+ 			DateTime firstQuoteDate,
+ 			DateTime lastQuoteDate,
+ 			long minVolume,
+ 			long maxNumOfReturnedTickers
+ 			)
+ 		{
+ 			string sql = "SELECT TOP " + maxNumOfReturnedTickers + " tickers.tiTicker, tickers.tiCompanyName, " +
+ 				"Avg([quVolume]) AS AverageTradedValue " +
+ 				"FROM quotes INNER JOIN (tickers INNER JOIN tickers_tickerGroups " +
+ 				"ON tickers.tiTicker = tickers_tickerGroups.ttTiId) " +
+ 				"ON quotes.quTicker = tickers_tickerGroups.ttTiId " +
+ 				"WHERE tickers_tickerGroups.ttTgId='" + groupID + "' " +
+ 				"AND quotes.quDate BETWEEN " +
+ 				SQLBuilder.GetDateConstant(firstQuoteDate) + " AND " +
+ 				SQLBuilder.GetDateConstant(lastQuoteDate) + 
+ 				"GROUP BY tickers.tiTicker, tickers.tiCompanyName " +
+ 				"HAVING Avg([quVolume])>=" + minVolume.ToString() + " " +
+ 				"ORDER BY Avg([quVolume])";
+ 			string sortDirection = " DESC";
+ 			if(orderInASCMode)
+ 				sortDirection = " ASC";
+ 			sql = sql + sortDirection;
+ 			return SqlExecutor.GetDataTable( sql );
+ 		}
+