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

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

Update of /cvsroot/quantproject/QuantProject/b3_Data/Selectors
In directory sc8-pr-cvs16:/tmp/cvs-serv12601/b3_Data/Selectors

Modified Files:
	SelectorByAverageRawOpenPrice.cs 
Log Message:
Added new constructors, for retrieving data just by the raw open price (ignoring standard deviation)

Index: SelectorByAverageRawOpenPrice.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/Selectors/SelectorByAverageRawOpenPrice.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** SelectorByAverageRawOpenPrice.cs	30 Mar 2005 16:02:58 -0000	1.2
--- SelectorByAverageRawOpenPrice.cs	8 Apr 2007 18:54:00 -0000	1.3
***************
*** 61,95 ****
        this.maxStdDeviation = maxStdDeviation;
      }
       public SelectorByAverageRawOpenPrice(string groupID, 
!                                 bool orderInASCmode,
!                                 DateTime firstQuoteDate,
!                                 DateTime lastQuoteDate,
!                                 long maxNumOfReturnedTickers, double minPrice,
!                                 double maxPrice, double minStdDeviation,
!                                 double maxStdDeviation):
!                                   base(groupID, 
!                                       orderInASCmode,
!                                       firstQuoteDate,
!                                       lastQuoteDate,
!                                       maxNumOfReturnedTickers)
       {
         this.minPrice = minPrice;
!        this.maxPrice = maxPrice;
!        this.minStdDeviation = minStdDeviation;
!        this.maxStdDeviation = maxStdDeviation;
       }
  
- 
      public DataTable GetTableOfSelectedTickers()
      {
!    
!       if(this.setOfTickersToBeSelected == null)
!         return QuantProject.DataAccess.Tables.Quotes.GetTickersByRawOpenPrice(this.isOrderedInASCMode,
!                   this.groupID, this.firstQuoteDate, this.lastQuoteDate, this.maxNumOfReturnedTickers,
!                   this.minPrice, this.maxPrice, this.minStdDeviation, this.maxStdDeviation);        
!       else
!         return QuantProject.Data.DataTables.Quotes.GetTickersByAverageRawOpenPrice(this.isOrderedInASCMode,
!       	          this.setOfTickersToBeSelected, this.firstQuoteDate, this.lastQuoteDate, this.maxNumOfReturnedTickers,
!       	          this.minPrice, this.maxPrice, this.minStdDeviation, this.maxStdDeviation);
      }
      public void SelectAllTickers()
--- 61,145 ----
        this.maxStdDeviation = maxStdDeviation;
      }
+     
+     public SelectorByAverageRawOpenPrice(DataTable setOfTickersToBeSelected, 
+                                         bool orderInASCmode,
+                                         DateTime firstQuoteDate,
+                                         DateTime lastQuoteDate,
+                                         long maxNumOfReturnedTickers, double minPrice):
+                                         base(setOfTickersToBeSelected, 
+                                         orderInASCmode,
+                                         firstQuoteDate,
+                                         lastQuoteDate,
+                                         maxNumOfReturnedTickers)
+     {
+       this.minPrice = minPrice;
+       this.maxPrice = 0.0;
+       this.minStdDeviation = 0.0;
+       this.maxStdDeviation = 0.0;
+     }
+ 
+     public SelectorByAverageRawOpenPrice(string groupID, 
+                               bool orderInASCmode,
+                               DateTime firstQuoteDate,
+                               DateTime lastQuoteDate,
+                               long maxNumOfReturnedTickers, double minPrice,
+                               double maxPrice, double minStdDeviation,
+                               double maxStdDeviation):
+                                 base(groupID, 
+                                     orderInASCmode,
+                                     firstQuoteDate,
+                                     lastQuoteDate,
+                                     maxNumOfReturnedTickers)
+     {
+       this.minPrice = minPrice;
+       this.maxPrice = maxPrice;
+       this.minStdDeviation = minStdDeviation;
+       this.maxStdDeviation = maxStdDeviation;
+     }
+ 
       public SelectorByAverageRawOpenPrice(string groupID, 
!                             bool orderInASCmode,
!                             DateTime firstQuoteDate,
!                             DateTime lastQuoteDate,
!                             long maxNumOfReturnedTickers, double minPrice):
!                             base(groupID, 
!                             orderInASCmode,
!                             firstQuoteDate,
!                             lastQuoteDate,
!                             maxNumOfReturnedTickers)
       {
         this.minPrice = minPrice;
!        this.maxPrice = 0.0;
!        this.minStdDeviation = 0.0;
!        this.maxStdDeviation = 0.0;
       }
  
      public DataTable GetTableOfSelectedTickers()
      {
!       DataTable returnValue;
!       if(this.maxPrice == 0.0 && this.minStdDeviation == 0.0 && this.maxStdDeviation == 0.0)
!       //selection only by average raw open price over a given minimum level
!       {
!         if(this.setOfTickersToBeSelected == null)
!           returnValue = QuantProject.DataAccess.Tables.Quotes.GetTickersByRawOpenPrice(this.isOrderedInASCMode,
!             this.groupID, this.firstQuoteDate, this.lastQuoteDate, this.maxNumOfReturnedTickers,
!             this.minPrice);        
!         else
!           returnValue = QuantProject.Data.DataTables.Quotes.GetTickersByAverageRawOpenPrice(this.isOrderedInASCMode,
!             this.setOfTickersToBeSelected, this.firstQuoteDate, this.lastQuoteDate, this.maxNumOfReturnedTickers,
!             this.minPrice);
!       }
!       else//selection is performed considering maxAveragePrice and min / max std Deviation
!       {
!         if(this.setOfTickersToBeSelected == null)
!           returnValue = QuantProject.DataAccess.Tables.Quotes.GetTickersByRawOpenPrice(this.isOrderedInASCMode,
!             this.groupID, this.firstQuoteDate, this.lastQuoteDate, this.maxNumOfReturnedTickers,
!             this.minPrice, this.maxPrice, this.minStdDeviation, this.maxStdDeviation);        
!         else
!           returnValue = QuantProject.Data.DataTables.Quotes.GetTickersByAverageRawOpenPrice(this.isOrderedInASCMode,
!             this.setOfTickersToBeSelected, this.firstQuoteDate, this.lastQuoteDate, this.maxNumOfReturnedTickers,
!             this.minPrice, this.maxPrice, this.minStdDeviation, this.maxStdDeviation);
!       }
!       return returnValue;
      }
      public void SelectAllTickers()