[Quantproject-developers] QuantProject/b3_Data/DataTables Quotes.cs, 1.32, 1.33
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From: Marco M. <mi...@us...> - 2007-04-09 17:49:24
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Update of /cvsroot/quantproject/QuantProject/b3_Data/DataTables
In directory sc8-pr-cvs16:/tmp/cvs-serv30364/b3_Data/DataTables
Modified Files:
Quotes.cs
Log Message:
Added GetTickersByRawOpenPrice static method on overload, for returning tickers ordered only by average raw open price that is greater
than a given minimum, at a given time interval
Index: Quotes.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/DataTables/Quotes.cs,v
retrieving revision 1.32
retrieving revision 1.33
diff -C2 -d -r1.32 -r1.33
*** Quotes.cs 7 Oct 2006 09:46:22 -0000 1.32
--- Quotes.cs 9 Apr 2007 17:48:47 -0000 1.33
***************
*** 444,448 ****
/// belonging to the specified range within the given set of tickers
/// </summary>
-
public static DataTable GetTickersByAverageRawOpenPrice( bool orderByASC,
DataTable setOfTickers,
--- 444,447 ----
***************
*** 476,480 ****
}
! private static void getTickersByAverageRawOpenPrice_deleteRows( DataTable setOfTickers,
double minPrice, double maxPrice,
double minStdDeviation,
--- 475,524 ----
}
! /// <summary>
! /// returns tickers with the average raw open price
! /// being greater than a given value
! /// </summary>
! public static DataTable GetTickersByAverageRawOpenPrice( bool orderByASC,
! DataTable setOfTickers,
! DateTime firstQuoteDate,
! DateTime lastQuoteDate,
! long maxNumOfReturnedTickers,
! double minimumAverageRawOpenPrice)
! {
! if(!setOfTickers.Columns.Contains("AverageRawOpenPrice"))
! setOfTickers.Columns.Add("AverageRawOpenPrice", System.Type.GetType("System.Double"));
! foreach(DataRow row in setOfTickers.Rows)
! row["AverageRawOpenPrice"] =
! QuantProject.DataAccess.Tables.Quotes.GetAverageRawOpenPrice( (string)row[0],
! firstQuoteDate,
! lastQuoteDate );
! getTickersByAverageRawOpenPrice_deleteRows(setOfTickers, minimumAverageRawOpenPrice);
! DataTable returnValue = ExtendedDataTable.CopyAndSort(setOfTickers,"AverageRawOpenPrice", orderByASC);
! ExtendedDataTable.DeleteRows(returnValue, maxNumOfReturnedTickers);
! return returnValue;
! }
!
! private static void getTickersByAverageRawOpenPrice_deleteRows( DataTable setOfTickers,
! double minimumAverageRawOpenPrice )
! {
! int currentNumRows = setOfTickers.Rows.Count;
! for(int i = 0;i<currentNumRows;i++)
! {
! if(setOfTickers.Rows[i].RowState != DataRowState.Deleted)
! {
! double averagePrice = (double)setOfTickers.Rows[i]["AverageRawOpenPrice"];
! if( averagePrice < minimumAverageRawOpenPrice )
! {
! setOfTickers.Rows[i].Delete();
! currentNumRows = setOfTickers.Rows.Count;
! i--;//deletion causes the new ID row
! //of the next row to be the ID row of the deleted Row
! //so, only in this way, all the rows are checked
! }
! }
! }
! }
!
! private static void getTickersByAverageRawOpenPrice_deleteRows( DataTable setOfTickers,
double minPrice, double maxPrice,
double minStdDeviation,
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