[Quantproject-developers] QuantProject/b3_Data/DataTables Quotes.cs, 1.30, 1.31

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

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

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/b3_Data/DataTables/Quotes.cs,v
retrieving revision 1.30
retrieving revision 1.31
diff -C2 -d -r1.30 -r1.31
*** Quotes.cs	3 Aug 2006 21:21:34 -0000	1.30
--- Quotes.cs	17 Sep 2006 21:36:09 -0000	1.31
***************
*** 111,115 ****
      /// returns most liquid tickers within the given set of tickers
      /// </summary>
- 
      public static DataTable GetTickersByLiquidity( bool orderByASC,
                                                    DataTable setOfTickers,
--- 111,114 ----
***************
*** 133,136 ****
--- 132,171 ----
  
      /// <summary>
+     /// returns most liquid tickers with the given min volume
+     /// within the given set of tickers
+     /// </summary>
+     public static DataTable GetTickersByLiquidity( bool orderByASC,
+                                                   DataTable setOfTickers,
+                                                   DateTime firstQuoteDate,
+                                                   DateTime lastQuoteDate,
+                                                   long minVolume,
+                                                   long maxNumOfReturnedTickers)
+     {
+       if(!setOfTickers.Columns.Contains("AverageTradedValue"))
+         setOfTickers.Columns.Add("AverageTradedValue", System.Type.GetType("System.Double"));
+       if(!setOfTickers.Columns.Contains("AverageTradedVolume"))
+         setOfTickers.Columns.Add("AverageTradedVolume", System.Type.GetType("System.Int64"));
+       
+       foreach(DataRow row in setOfTickers.Rows)
+       {
+         row["AverageTradedValue"] = 
+           QuantProject.DataAccess.Tables.Quotes.GetAverageTradedValue((string)row[0],
+           firstQuoteDate,
+           lastQuoteDate);
+         row["AverageTradedVolume"] = 
+           QuantProject.DataAccess.Tables.Quotes.GetAverageTradedVolume((string)row[0],
+           firstQuoteDate,
+           lastQuoteDate);
+       }
+       DataTable getMostLiquidTicker = ExtendedDataTable.CopyAndSort(setOfTickers,
+                                                                     "AverageTradedVolume>" + 
+                                                                     minVolume.ToString(),
+                                                                     "AverageTradedValue",
+                                                                     orderByASC);
+       ExtendedDataTable.DeleteRows(getMostLiquidTicker, maxNumOfReturnedTickers);
+       return getMostLiquidTicker;
+     }
+ 
+     /// <summary>
      /// returns tickers ordered by volatility computed with Standard deviation of adjusted 
      /// close to close ratio, within the given set of tickers