[Quantproject-developers] QuantProject/b7_Scripts SimpleScriptsContainer.cs, NONE, 1.1
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From: Marco M. <mi...@us...> - 2006-07-02 19:15:27
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv29927/b7_Scripts Added Files: SimpleScriptsContainer.cs Log Message: Added SimpleScriptsContainer, used mainly for debugging purposes --- NEW FILE: SimpleScriptsContainer.cs --- /* QuantProject - Quantitative Finance Library SimpleScriptsContainer.cs Copyright (C) 2003 Marco Milletti This program is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 2 of the License, or (at your option) any later version. This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details. You should have received a copy of the GNU General Public License along with this program; if not, write to the Free Software Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. */ using System; using System.Data; using QuantProject.Data.Selectors; using QuantProject.Data.Selectors.ByLinearIndipendence; namespace QuantProject.Scripts { /// <summary> /// Summary description for SimpleScriptsContainer. /// </summary> public class SimpleScriptsContainer { public static void Execute() { QuantProject.Data.Selectors.ByLinearIndipendence.SelectorByMaxLinearIndipendence selector = new QuantProject.Data.Selectors.ByLinearIndipendence.SelectorByMaxLinearIndipendence( "SP500",new DateTime(2004,1,1),new DateTime(2004,5,31),5,3,2000,"^GSPC"); DataTable indipendentTickers = selector.GetTableOfSelectedTickers(); SelectorByCloseToCloseCorrelationToBenchmark selector2 = new SelectorByCloseToCloseCorrelationToBenchmark("SP500",(string)indipendentTickers.Rows[0][0], false,new DateTime(2004,1,1),new DateTime(2004,5,31), 20,false); DataTable correlatedTickers = selector2.GetTableOfSelectedTickers(); } } } |