[Quantproject-developers] QuantProject/b3_Data/Selectors SelectorByLiquidity.cs, 1.2, 1.3

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

Update of /cvsroot/quantproject/QuantProject/b3_Data/Selectors
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv30608/b3_Data/Selectors

Modified Files:
	SelectorByLiquidity.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: SelectorByLiquidity.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/Selectors/SelectorByLiquidity.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** SelectorByLiquidity.cs	18 Jun 2006 14:18:07 -0000	1.2
--- SelectorByLiquidity.cs	17 Sep 2006 21:36:09 -0000	1.3
***************
*** 51,55 ****
       
  		}
! 		 public SelectorByLiquidity(string groupID, 
  			 bool orderInASCmode,
  			 DateTime firstQuoteDate,
--- 51,70 ----
       
  		}
!      public SelectorByLiquidity(DataTable setOfTickersToBeSelected, 
!        bool orderInASCmode,
!        DateTime firstQuoteDate,
!        DateTime lastQuoteDate,
!        long minVolume,
!        long maxNumOfReturnedTickers):
!                                     base(setOfTickersToBeSelected, 
!                                     orderInASCmode,
!                                     firstQuoteDate,
!                                     lastQuoteDate,
!                                     maxNumOfReturnedTickers)
!      {
!         this.minVolume = minVolume;
!      }
! 
!      public SelectorByLiquidity(string groupID, 
  			 bool orderInASCmode,
  			 DateTime firstQuoteDate,
***************
*** 84,116 ****
      {
  			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()
--- 99,143 ----
      {
  			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//a set of tickers, not a group ID, 
!           //has been passed to the selector
!       {  
!         if ( this.minVolume > long.MinValue )
!           // a min volume value has been requested
!           returnTickers =
!             QuantProject.Data.DataTables.Quotes.GetTickersByLiquidity(this.isOrderedInASCMode,
!             this.setOfTickersToBeSelected, 
!             this.firstQuoteDate,
!             this.lastQuoteDate,
!             this.minVolume,
!             this.maxNumOfReturnedTickers);
!         else
!           returnTickers =
!             QuantProject.Data.DataTables.Quotes.GetTickersByLiquidity(this.isOrderedInASCMode,
!             this.setOfTickersToBeSelected, 
!             this.firstQuoteDate,
!             this.lastQuoteDate,
!             this.maxNumOfReturnedTickers);
!       }
!       return returnTickers;
  		}
  		 public void SelectAllTickers()