[Quantproject-developers] QuantProject/b2_DataAccess/Tables Quotes.cs, 1.30, 1.31

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

Update of /cvsroot/quantproject/QuantProject/b2_DataAccess/Tables
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv30608/b2_DataAccess/Tables

Modified Files:
	Quotes.cs 
Log Message:
Added new constructor to the SelectorByLiquidity class:
now it is possible to filter tickers by a given min volume value also when selection is performed on a given set (dataTable) of tickers 

Index: Quotes.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b2_DataAccess/Tables/Quotes.cs,v
retrieving revision 1.30
retrieving revision 1.31
diff -C2 -d -r1.30 -r1.31
*** Quotes.cs	22 Jul 2006 20:52:44 -0000	1.30
--- Quotes.cs	17 Sep 2006 21:36:09 -0000	1.31
***************
*** 679,682 ****
--- 679,704 ----
       }
  
+     /// <summary>
+     /// returns the average traded volume for the given ticker in the specified interval
+     /// </summary>
+     public static double GetAverageTradedVolume( string ticker,
+       DateTime firstQuoteDate,
+       DateTime lastQuoteDate)
+                                                 
+     {
+       DataTable dt;
+       string sql = "SELECT quotes.quTicker, " +
+         "Avg([quVolume]) AS AverageTradedVolume " +
+         "FROM quotes WHERE quTicker ='" + 
+         ticker + "' " +
+         "AND quotes.quDate BETWEEN " + SQLBuilder.GetDateConstant(firstQuoteDate) + 
+         " AND " + SQLBuilder.GetDateConstant(lastQuoteDate) + 
+         " GROUP BY quotes.quTicker";
+       dt = SqlExecutor.GetDataTable( sql );
+       if(dt.Rows.Count==0)
+         return 0;
+       else
+         return (double)dt.Rows[0]["AverageTradedVolume"];
+     }
  
      /// <summary>