[Quantproject-developers] QuantProject/b3_Data/Selectors SelectorByCloseToCloseCorrelationToBenchma
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From: Marco M. <mi...@us...> - 2006-08-03 21:17:25
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Update of /cvsroot/quantproject/QuantProject/b3_Data/Selectors In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv14898/b3_Data/Selectors Modified Files: SelectorByCloseToCloseCorrelationToBenchmark.cs Log Message: Update XLM remarks (for documentation) Index: SelectorByCloseToCloseCorrelationToBenchmark.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b3_Data/Selectors/SelectorByCloseToCloseCorrelationToBenchmark.cs,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** SelectorByCloseToCloseCorrelationToBenchmark.cs 2 Jul 2006 19:31:18 -0000 1.3 --- SelectorByCloseToCloseCorrelationToBenchmark.cs 3 Aug 2006 21:17:16 -0000 1.4 *************** *** 71,84 **** /// Creates a new instance of the selector /// </summary> ! /// <param name="groupID">The group ID containing the tickers that have to be ordered</param> ! /// <param name="benchmark">Benchmark</param> /// <param name="orderInASCmode">Ordering mode</param> /// <param name="firstQuoteDate">The first date for the interval</param> /// <param name="lastQuoteDate">The last date for the interval</param> /// <param name="maxNumOfReturnedTickers">Max number of tickers to be returned</param> ! /// <param name="numDaysBetweenEachClose">Number of days between closes to be studied. NOTE that ! /// close values are grouped in pairs and the first close value in each group is ! /// not the last close in the previous group. There is, in other words, a discontinuity ! /// between each group, with length equal to the group's length </param> public SelectorByCloseToCloseCorrelationToBenchmark(string groupID, string benchmark, --- 71,84 ---- /// Creates a new instance of the selector /// </summary> ! /// <param name="groupID">The group ID containing the tickers that have to be ordered by Pearson ! /// correlation coefficient to a given benchmark</param> ! /// <param name="benchmark">Benchmark to be used for computation of correlation coefficient</param> /// <param name="orderInASCmode">Ordering mode</param> /// <param name="firstQuoteDate">The first date for the interval</param> /// <param name="lastQuoteDate">The last date for the interval</param> /// <param name="maxNumOfReturnedTickers">Max number of tickers to be returned</param> ! /// <param name="addBenchmarkToTheGivenSetOfTickers">If TRUE, the benchmark is added to ! /// output table (with correlation ! /// equal to 1) </param> public SelectorByCloseToCloseCorrelationToBenchmark(string groupID, string benchmark, |