quantproject-developers

[Quantproject-developers] AverageTraded value

[Glauco S. <gl...@my...>]

Ma sei sicuro che abbia senso utilizzare original close * volume? Non ne 
sono sicuro, ma mi sa che il volume sia un adjustedVolume e quindi debba 
essere moltiplicato per l'adjustedClose.


At 10:55 PM 8/4/2004 +0000, you wrote:
>Update of /cvsroot/quantproject/QuantProject/b2_DataAccess/Tables
>In directory 
>sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv30278/b2_DataAccess/Tables
>
>Modified Files:
>         Quotes.cs
>Log Message:
>Added new methods;
>Fixed minor bugs (note that now the AverageTraded value is equal to: 
>original close * volume
>and not adjustedClose * volume)
>
>Index: Quotes.cs
>===================================================================
>RCS file: /cvsroot/quantproject/QuantProject/b2_DataAccess/Tables/Quotes.cs,v
>retrieving revision 1.15
>retrieving revision 1.16
>diff -C2 -d -r1.15 -r1.16
>*** Quotes.cs   2 Aug 2004 23:19:02 -0000       1.15
>--- Quotes.cs   4 Aug 2004 22:55:09 -0000       1.16
>***************
>*** 394,398 ****
>       {
>         string sql = "SELECT TOP " + maxNumOfReturnedTickers + " 
> tickers.tiTicker, tickers.tiCompanyName, " +
>!                     "Avg([quVolume]*[quAdjustedClose]) AS 
>AverageTradedValue " +
>                       "FROM quotes INNER JOIN (tickers INNER JOIN 
> tickers_tickerGroups " +
>                       "ON tickers.tiTicker = tickers_tickerGroups.ttTiId) " +
>--- 394,398 ----
>       {
>         string sql = "SELECT TOP " + maxNumOfReturnedTickers + " 
> tickers.tiTicker, tickers.tiCompanyName, " +
>!                     "Avg([quVolume]*[quClose]) AS AverageTradedValue " +
>                       "FROM quotes INNER JOIN (tickers INNER JOIN 
> tickers_tickerGroups " +
>                       "ON tickers.tiTicker = tickers_tickerGroups.ttTiId) " +
>***************
>*** 403,407 ****
>                       SQLBuilder.GetDateConstant(lastQuoteDate) +
>                       "GROUP BY tickers.tiTicker, tickers.tiCompanyName " +
>!                     "ORDER BY Avg([quVolume]*[quAdjustedClose])";
>         string sortDirection = " DESC";
>         if(orderInASCMode)
>--- 403,407 ----
>                       SQLBuilder.GetDateConstant(lastQuoteDate) +
>                       "GROUP BY tickers.tiTicker, tickers.tiCompanyName " +
>!                     "ORDER BY Avg([quVolume]*[quClose])";
>         string sortDirection = " DESC";
>         if(orderInASCMode)
>***************
>*** 474,478 ****
>         DataTable dt;
>         string sql = "SELECT quotes.quTicker, " +
>!           "Avg([quVolume]*[quAdjustedClose]) AS AverageTradedValue " +
>             "FROM quotes WHERE quTicker ='" +
>             ticker + "' " +
>--- 474,478 ----
>         DataTable dt;
>         string sql = "SELECT quotes.quTicker, " +
>!           "Avg([quVolume]*[quClose]) AS AverageTradedValue " +
>             "FROM quotes WHERE quTicker ='" +
>             ticker + "' " +
>***************
>*** 534,537 ****
>--- 534,540 ----
>           return (double)dt.Rows[0]["AdjCloseToCloseStandDev"];
>       }
>+
>+
>+
>
>
>***************
>*** 627,630 ****
>--- 630,650 ----
>                         return SqlExecutor.GetDataTable( sql );
>                 }
>+
>+     /// <summary>
>+     /// returns the quotes DataTable for the given ticker
>+     /// </summary>
>+     /// <param name="instrumentKey">ticker whose quotes are to be 
>returned</param>
>+     /// <param name="firstQuoteDate">The first quote date</param>
>+     /// <param name="lastQuoteDate">The last quote date</param>
>+     /// <returns></returns>
>+     public static DataTable GetTickerQuotes( string instrumentKey, 
>DateTime firstQuoteDate,
>+                                               DateTime lastQuoteDate)
>+     {
>+       string sql = "select * from quotes where quTicker='" + 
>instrumentKey + "' " +
>+         "AND quotes.quDate BETWEEN " + 
>SQLBuilder.GetDateConstant(firstQuoteDate) +
>+         " AND " + SQLBuilder.GetDateConstant(lastQuoteDate) + " " +
>+         "order by quDate";
>+       return SqlExecutor.GetDataTable( sql );
>+     }
>                 /// <summary>
>                 /// Returns the quotes for the given instrument , since 
> startDate to endDate
>
>
>
>-------------------------------------------------------
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[Quantproject-developers] QuantDownloader/Downloader/TickerSelectors TickerGroupsListViewMenu.cs,1.3,1.4 TickerGroupsViewer.cs,1.4,1.5

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader/TickerSelectors
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv32422/Downloader/TickerSelectors

Modified Files:
	TickerGroupsListViewMenu.cs TickerGroupsViewer.cs 
Log Message:
Added methods for deletion of groups of tickers and single tickers inside a group 


Index: TickerGroupsViewer.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/TickerSelectors/TickerGroupsViewer.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** TickerGroupsViewer.cs	27 Jun 2004 19:21:42 -0000	1.4
--- TickerGroupsViewer.cs	4 Aug 2004 23:07:01 -0000	1.5
***************
*** 38,42 ****
  	/// TickerGroupsViewer.
  	/// </summary>
! 	public class TickerGroupsViewer : System.Windows.Forms.Form, ITickerSelector, ITickerReceiver 
  	{
  		private OleDbConnection oleDbConnection = ConnectionProvider.OleDbConnection;
--- 38,43 ----
  	/// TickerGroupsViewer.
  	/// </summary>
! 	public class TickerGroupsViewer : System.Windows.Forms.Form,
!                                     ITickerSelector, ITickerReceiver, ITickerRemover 
  	{
  		private OleDbConnection oleDbConnection = ConnectionProvider.OleDbConnection;
***************
*** 163,171 ****
  										              string tickerDescription)
  		{
!       DataRow newRow = tableToFill.NewRow();
!       newRow["tiTicker"] = tickerID;
!       newRow["tiCompanyName"] = tickerDescription;
!       tableToFill.Rows.Add(newRow);
  		}
      // implementation of ITickerSelector interface
      public void SelectAllTickers()
--- 164,219 ----
  										              string tickerDescription)
  		{
!       try
!       {
!         DataRow newRow = tableToFill.NewRow();
!         newRow["tiTicker"] = tickerID;
!         newRow["tiCompanyName"] = tickerDescription;
!         tableToFill.Rows.Add(newRow);
!       }
!       catch(Exception ex)
!       {
!         string notUsed = ex.ToString();
!       }
  		}
+     
+     private void addTickerToTable(DataTable tableToFill, string tickerID)
+       
+     {
+       try
+       {
+         DataRow newRow = tableToFill.NewRow();
+         newRow["tiTicker"] = tickerID;
+         newRow["tiCompanyName"] = "-";
+         tableToFill.Rows.Add(newRow);
+       }
+       catch(Exception ex)
+       {
+         string notUsed = ex.ToString();
+       }
+     }
+     
+     private void addTickersFromTableToTable(DataTable tableFrom, DataTable tableToFill)
+       
+     {
+       DataColumn[] columnPrimaryKeys = new DataColumn[1];
+       columnPrimaryKeys[0] = tableToFill.Columns[0];
+       tableToFill.PrimaryKey = columnPrimaryKeys;
+       
+       foreach(DataRow row in tableFrom.Rows)
+       {
+         try
+         {
+           DataRow newRow = tableToFill.NewRow();
+           newRow["tiTicker"] = (string)row[0];
+           newRow["tiCompanyName"] = "-";
+           tableToFill.Rows.Add(newRow);
+         }
+         catch(Exception ex)
+         {
+           string notUsed = ex.ToString();
+         }
+       }
+     }
+ 
      // implementation of ITickerSelector interface
      public void SelectAllTickers()
***************
*** 195,200 ****
  				// so it stands for a group of tickers
  				{
! 					///TODO: add method to retrieve 
!           MessageBox.Show("NOT IMPLEMENTED YET");  
  				}
  			}
--- 243,250 ----
  				// so it stands for a group of tickers
  				{
! 					TreeNode node = (TreeNode)item.Tag;
!           DataTable tickersInsideGroup = 
!             QuantProject.DataAccess.Tables.Tickers_tickerGroups.GetTickers((string)node.Tag);
!           this.addTickersFromTableToTable(tickersInsideGroup, tableOfSelectedTickers);  
  				}
  			}
***************
*** 202,205 ****
--- 252,291 ----
  		}
  
+     // implementation of ITickerRemover interface
+     public void RemoveTickers()
+     {
+       if(MessageBox.Show("Do you really want to delete the selected items?", 
+         "Confirm deletion", 
+         MessageBoxButtons.YesNo, MessageBoxIcon.Exclamation)
+         == DialogResult.No)
+               return;
+       //update database
+       foreach(ListViewItem item in this.SelectedListViewItems)
+       {
+         if(item.Tag is System.String )
+         // the item contains in Tag property the ticker ID
+             Tickers_tickerGroups.Delete((string)item.Tag,
+                                        (string)this.treeViewGroups.SelectedNode.Tag);
+         else
+         // the item references to a node in the treeView :
+         // so it stands for a group of tickers
+           { 
+             TreeNode node = (TreeNode)item.Tag;
+             TickerGroups.DeleteGroup((string)node.Tag);
+             node.Remove();
+           }
+       }
+       
+       //update list view
+       for(int i = this.listViewGroupsAndTickers.SelectedItems.Count - 1;i>=0;
+                                         i=this.listViewGroupsAndTickers.SelectedItems.Count-1)
+       {
+         this.listViewGroupsAndTickers.SelectedItems[i].Remove();
+       }
+       //refresh
+       this.treeViewGroups.Refresh();
+       this.listViewGroupsAndTickers.Refresh();
+     }    
+ 
  		#region Windows Form Designer generated code
  		/// <summary>

Index: TickerGroupsListViewMenu.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/TickerSelectors/TickerGroupsListViewMenu.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** TickerGroupsListViewMenu.cs	11 May 2004 22:06:41 -0000	1.3
--- TickerGroupsListViewMenu.cs	4 Aug 2004 23:07:01 -0000	1.4
***************
*** 54,58 ****
      private void removeSelectedItems(object sender, System.EventArgs e)
      {
!       //;
      }
      
--- 54,59 ----
      private void removeSelectedItems(object sender, System.EventArgs e)
      {
!       ITickerRemover iTickerRemover = (ITickerRemover)this.parentForm;
!       iTickerRemover.RemoveTickers();
      }
      

[Quantproject-developers] QuantDownloader/Downloader TickerDownloader.cs,1.11,1.12

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv31993/Downloader

Modified Files:
	TickerDownloader.cs 
Log Message:
Fixed minor bugs


Index: TickerDownloader.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/TickerDownloader.cs,v
retrieving revision 1.11
retrieving revision 1.12
diff -C2 -d -r1.11 -r1.12
*** TickerDownloader.cs	25 Jul 2004 12:12:15 -0000	1.11
--- TickerDownloader.cs	4 Aug 2004 23:04:20 -0000	1.12
***************
*** 219,230 ****
            this.setStreamsFromYahoo(currBeginDate, currEndDate);
            this.addCurrentStreamToTable();
-           this.updateCurrentStatus(currEndDate.ToShortDateString());
            if(this.streamReader!=null)
              this.streamReader.Close();
  		      //this.updateCurrentStatus( d + "/" + e + "/" + f );
          }
          catch (Exception exception)
          {
!           MessageBox.Show( exception.ToString() );
            /*updateCurrentStatus( "Trial: " + numTrials );
            numTrials++;
--- 219,234 ----
            this.setStreamsFromYahoo(currBeginDate, currEndDate);
            this.addCurrentStreamToTable();
            if(this.streamReader!=null)
              this.streamReader.Close();
+           else
+             return;
+           this.updateCurrentStatus(currEndDate.ToShortDateString());
+ 
  		      //this.updateCurrentStatus( d + "/" + e + "/" + f );
          }
          catch (Exception exception)
          {
!           string notUsed = exception.ToString();
!           //MessageBox.Show( exception.ToString() );
            /*updateCurrentStatus( "Trial: " + numTrials );
            numTrials++;
***************
*** 280,284 ****
        catch (Exception ex)
        {
!         MessageBox.Show( ex.ToString() );
        }
        p_myForm.dataGrid1.Refresh();
--- 284,289 ----
        catch (Exception ex)
        {
!         string notUsed = ex.ToString();
!         //MessageBox.Show( ex.ToString() );
        }
        p_myForm.dataGrid1.Refresh();
***************
*** 348,352 ****
        catch(Exception ex)
        {
!         MessageBox.Show(ex.ToString());
        }
      }
--- 353,358 ----
        catch(Exception ex)
        {
!         string notUsed = ex.ToString();
!         //MessageBox.Show(ex.ToString());
        }
      }
***************
*** 388,393 ****
        QuantProject.DataAccess.Tables.Quotes.ComputeCloseToCloseValues(this.downloadedValuesFromSource);
        this.adapter.OleDbDataAdapter.ContinueUpdateOnError = true;
!       this.adapter.OleDbDataAdapter.Update(this.downloadedValuesFromSource);
!       this.updateCurrentStatusDatabaseUpdated("YES");
      }
  
--- 394,402 ----
        QuantProject.DataAccess.Tables.Quotes.ComputeCloseToCloseValues(this.downloadedValuesFromSource);
        this.adapter.OleDbDataAdapter.ContinueUpdateOnError = true;
!       int rowsUpdated = this.adapter.OleDbDataAdapter.Update(this.downloadedValuesFromSource);
!       if(rowsUpdated > 0)
!         this.updateCurrentStatusDatabaseUpdated("YES");
!       else
!         this.updateCurrentStatus("NOT FOUND");
      }
  
***************
*** 558,565 ****
        HttpWebResponse hwr;
        string url;
!       //url = "http:" + "//ichart.yahoo.com/table.csv?a="
!       //      + a + "&b=" + b + "&c=" + c +"&d=" + d + "&e=" + e + "&f=" + f + "&s=" + p_quTicker + "&y=0&g=d&ignore=.csv";
!       url = "http:" + "//table.finance.yahoo.com/table.csv?a=" 
!       		+ a + "&b=" + b + "&c=" + c +"&d=" + d + "&e=" + e + "&f=" + f + "&s=" + p_quTicker + "&y=0&g=d&ignore=.csv";
        int numTrials = 1;
        while(numTrials < 5)
--- 567,574 ----
        HttpWebResponse hwr;
        string url;
!       url = "http:" + "//ichart.yahoo.com/table.csv?a="
!             + a + "&b=" + b + "&c=" + c +"&d=" + d + "&e=" + e + "&f=" + f + "&s=" + p_quTicker + "&y=0&g=d&ignore=.csv";
!       //url = "http:" + "//table.finance.yahoo.com/table.csv?a=" 
!       	//	+ a + "&b=" + b + "&c=" + c +"&d=" + d + "&e=" + e + "&f=" + f + "&s=" + p_quTicker + "&y=0&g=d&ignore=.csv";
        int numTrials = 1;
        while(numTrials < 5)

[Quantproject-developers] QuantDownloader/Downloader/TickerSelectors TickerSelectorForm.cs,1.6,1.7

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader/TickerSelectors
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv31805/Downloader/TickerSelectors

Modified Files:
	TickerSelectorForm.cs 
Log Message:
Added methods to the TickerSelector for the computation (just for testing purpose) of correlationCoefficient for each possible couple of a given set of tickers. The results are shown through to the TickerSelectorForm


Index: TickerSelectorForm.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/TickerSelectors/TickerSelectorForm.cs,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** TickerSelectorForm.cs	2 Aug 2004 23:14:54 -0000	1.6
--- TickerSelectorForm.cs	4 Aug 2004 23:03:17 -0000	1.7
***************
*** 75,78 ****
--- 75,80 ----
        this.comboBoxAvailableSelectionRules.Text = "AverageCloseToClosePerformance";
        this.comboBoxAvailableSelectionRules.Items.Add("AverageCloseToClosePerformance");
+       this.comboBoxAvailableSelectionRules.Text = "CloseToCloseLinearCorrelation";
+       this.comboBoxAvailableSelectionRules.Items.Add("CloseToCloseLinearCorrelation");
  
    	}
***************
*** 353,356 ****
--- 355,360 ----
        else if (this.comboBoxAvailableSelectionRules.Text == "AverageCloseToClosePerformance")
          typeSelected = SelectionType.AverageCloseToClosePerformance;
+       else if (this.comboBoxAvailableSelectionRules.Text == "CloseToCloseLinearCorrelation")
+         typeSelected = SelectionType.CloseToCloseLinearCorrelation;
        return typeSelected;  
      }    

[Quantproject-developers] QuantProject/b3_Data/Selectors SelectionType.cs,1.4,1.5 TickerSelector.cs,1.6,1.7

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

Update of /cvsroot/quantproject/QuantProject/b3_Data/Selectors
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv31496/b3_Data/Selectors

Modified Files:
	SelectionType.cs TickerSelector.cs 
Log Message:
Added methods to the TickerSelector for the computation (just for testing purpose) of correlationCoefficient for each possible couple of a given set of tickers. The results are shown through to the TickerSelectorForm


Index: SelectionType.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/Selectors/SelectionType.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** SelectionType.cs	2 Aug 2004 23:19:02 -0000	1.4
--- SelectionType.cs	4 Aug 2004 23:02:06 -0000	1.5
***************
*** 33,38 ****
      Performance,
      AverageCloseToClosePerformance,
!     Volatility/*
!     StatisticalCorrelation*/
    }
  }
\ No newline at end of file
--- 33,38 ----
      Performance,
      AverageCloseToClosePerformance,
!     Volatility,
!     CloseToCloseLinearCorrelation
    }
  }
\ No newline at end of file

Index: TickerSelector.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/Selectors/TickerSelector.cs,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** TickerSelector.cs	2 Aug 2004 23:19:02 -0000	1.6
--- TickerSelector.cs	4 Aug 2004 23:02:06 -0000	1.7
***************
*** 144,147 ****
--- 144,149 ----
          case SelectionType.AverageCloseToClosePerformance:
            return this.getTickersByAverageCloseToClosePerformance();
+         case SelectionType.CloseToCloseLinearCorrelation:
+           return this.getTickersByCloseToCloseLinearCorrelation();
          //this line should never be reached!
          default:
***************
*** 218,221 ****
--- 220,231 ----
      }
  
+     private DataTable getTickersByCloseToCloseLinearCorrelation()
+     {
+        return QuantProject.Data.DataTables.Quotes.GetTickersByAdjCloseToClosePearsonCorrelationCoefficient(this.isOrderedInASCMode,
+                                                           this.setOfTickersToBeSelected,
+                                                           this.firstQuoteDate,
+                                                           this.lastQuoteDate);
+     }
+ 
      public void SelectAllTickers()
      {

[Quantproject-developers] QuantProject/b3_Data/DataTables Quotes.cs,1.5,1.6

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

Update of /cvsroot/quantproject/QuantProject/b3_Data/DataTables
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv31496/b3_Data/DataTables

Modified Files:
	Quotes.cs 
Log Message:
Added methods to the TickerSelector for the computation (just for testing purpose) of correlationCoefficient for each possible couple of a given set of tickers. The results are shown through to the TickerSelectorForm


Index: Quotes.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/DataTables/Quotes.cs,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** Quotes.cs	2 Aug 2004 23:19:02 -0000	1.5
--- Quotes.cs	4 Aug 2004 23:02:05 -0000	1.6
***************
*** 97,100 ****
--- 97,155 ----
      }
  
+     /// <summary>
+     /// Returns a table containing the Pearson correlation coefficient of the adjusted close to close ratios
+     /// for any possible couple of tickers contained in the given table, for the specified interval
+     /// (the function has been implemented just for testing purposes)
+     /// </summary>
+     public static DataTable GetTickersByAdjCloseToClosePearsonCorrelationCoefficient( bool orderByASC,
+                                                                             DataTable setOfTickers,
+                                                                             DateTime firstQuoteDate,
+                                                                             DateTime lastQuoteDate)
+                                                               
+     {
+       if(!setOfTickers.Columns.Contains("PearsonCorrelationCoefficient"))
+         setOfTickers.Columns.Add("PearsonCorrelationCoefficient", System.Type.GetType("System.Double"));
+       int initialNumberOfRows = setOfTickers.Rows.Count;
+       char[] separator = new char[1];
+       separator[0] = ';';
+       for(int j=0; j!= setOfTickers.Rows.Count; j++)
+       {
+         string firstTicker = (string)setOfTickers.Rows[j][0];
+         if(firstTicker.IndexOfAny(separator)== -1)
+         {
+           for(int i = 0; i!= setOfTickers.Rows.Count; i++)
+           {
+             string secondTicker = (string)setOfTickers.Rows[i][0];
+             
+             if(secondTicker.IndexOfAny(separator)== -1)
+             {
+               DataTable dtFirstTicker = QuantProject.DataAccess.Tables.Quotes.GetTickerQuotes(firstTicker,
+                                                                                   firstQuoteDate,
+                                                                                   lastQuoteDate);
+ 
+               DataTable dtSecondTicker = QuantProject.DataAccess.Tables.Quotes.GetTickerQuotes(secondTicker,
+                                                                                         firstQuoteDate,
+                                                                                         lastQuoteDate);
+               DataRow rowToAdd = setOfTickers.NewRow();
+               rowToAdd[0]=firstTicker + ";" + secondTicker;
+               try
+               {
+                 rowToAdd["PearsonCorrelationCoefficient"] = 
+                   QuantProject.ADT.Statistics.BasicFunctions.PearsonCorrelationCoefficient(
+                   ExtendedDataTable.GetArrayOfFloatFromColumn(dtFirstTicker, "quAdjustedCloseToCloseRatio"),
+                   ExtendedDataTable.GetArrayOfFloatFromColumn(dtSecondTicker, "quAdjustedCloseToCloseRatio"));
+                 setOfTickers.Rows.Add(rowToAdd);
+               }
+               catch(Exception ex)
+               {
+                 string notUsed = ex.ToString();
+               }
+             }
+           }
+         }
+       }
+       return ExtendedDataTable.CopyAndSort(setOfTickers,"PearsonCorrelationCoefficient", orderByASC);
+     }
+ 
  
  		private History history;

[Quantproject-developers] QuantProject/b2_DataAccess/Tables Tickers_tickerGroups.cs,1.3,1.4

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

Update of /cvsroot/quantproject/QuantProject/b2_DataAccess/Tables
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv30543/b2_DataAccess/Tables

Modified Files:
	Tickers_tickerGroups.cs 
Log Message:
Added methods to the class

Index: Tickers_tickerGroups.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b2_DataAccess/Tables/Tickers_tickerGroups.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** Tickers_tickerGroups.cs	25 Jul 2004 12:08:53 -0000	1.3
--- Tickers_tickerGroups.cs	4 Aug 2004 22:56:29 -0000	1.4
***************
*** 91,95 ****
            groupID + "'");
      }
! 
      /// <summary>
      /// It returns true if some tickers are grouped in the given groupID
--- 91,106 ----
            groupID + "'");
      }
!     /*
!     /// <summary>
!     /// It returns a table containing all the tickers 
!     /// gained through a recursion through all the groups contained in the given groupID
!     /// </summary>
!     public static DataTable GetTickersWithRecursionInsideGroup( string groupID)
!     {
!       /// TO DO use a join in order to return a table with tiTicker and company name  
!       
!     }
!     */
!     
      /// <summary>
      /// It returns true if some tickers are grouped in the given groupID

[Quantproject-developers] QuantProject/b2_DataAccess/Tables Quotes.cs,1.15,1.16

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

Update of /cvsroot/quantproject/QuantProject/b2_DataAccess/Tables
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv30278/b2_DataAccess/Tables

Modified Files:
	Quotes.cs 
Log Message:
Added new methods;
Fixed minor bugs (note that now the AverageTraded value is equal to: original close * volume 
and not adjustedClose * volume)

Index: Quotes.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b2_DataAccess/Tables/Quotes.cs,v
retrieving revision 1.15
retrieving revision 1.16
diff -C2 -d -r1.15 -r1.16
*** Quotes.cs	2 Aug 2004 23:19:02 -0000	1.15
--- Quotes.cs	4 Aug 2004 22:55:09 -0000	1.16
***************
*** 394,398 ****
      {
        string sql = "SELECT TOP " + maxNumOfReturnedTickers + " tickers.tiTicker, tickers.tiCompanyName, " +
!                     "Avg([quVolume]*[quAdjustedClose]) AS AverageTradedValue " +
                      "FROM quotes INNER JOIN (tickers INNER JOIN tickers_tickerGroups " +
                      "ON tickers.tiTicker = tickers_tickerGroups.ttTiId) " +
--- 394,398 ----
      {
        string sql = "SELECT TOP " + maxNumOfReturnedTickers + " tickers.tiTicker, tickers.tiCompanyName, " +
!                     "Avg([quVolume]*[quClose]) AS AverageTradedValue " +
                      "FROM quotes INNER JOIN (tickers INNER JOIN tickers_tickerGroups " +
                      "ON tickers.tiTicker = tickers_tickerGroups.ttTiId) " +
***************
*** 403,407 ****
                      SQLBuilder.GetDateConstant(lastQuoteDate) + 
                      "GROUP BY tickers.tiTicker, tickers.tiCompanyName " +
!                     "ORDER BY Avg([quVolume]*[quAdjustedClose])";
        string sortDirection = " DESC";
        if(orderInASCMode)
--- 403,407 ----
                      SQLBuilder.GetDateConstant(lastQuoteDate) + 
                      "GROUP BY tickers.tiTicker, tickers.tiCompanyName " +
!                     "ORDER BY Avg([quVolume]*[quClose])";
        string sortDirection = " DESC";
        if(orderInASCMode)
***************
*** 474,478 ****
        DataTable dt;
        string sql = "SELECT quotes.quTicker, " +
!           "Avg([quVolume]*[quAdjustedClose]) AS AverageTradedValue " +
            "FROM quotes WHERE quTicker ='" + 
            ticker + "' " +
--- 474,478 ----
        DataTable dt;
        string sql = "SELECT quotes.quTicker, " +
!           "Avg([quVolume]*[quClose]) AS AverageTradedValue " +
            "FROM quotes WHERE quTicker ='" + 
            ticker + "' " +
***************
*** 534,537 ****
--- 534,540 ----
          return (double)dt.Rows[0]["AdjCloseToCloseStandDev"];
      }
+     
+     
+     
  
  
***************
*** 627,630 ****
--- 630,650 ----
  			return SqlExecutor.GetDataTable( sql );
  		}
+     
+     /// <summary>
+     /// returns the quotes DataTable for the given ticker
+     /// </summary>
+     /// <param name="instrumentKey">ticker whose quotes are to be returned</param>
+     /// <param name="firstQuoteDate">The first quote date</param>
+     /// <param name="lastQuoteDate">The last quote date</param>
+     /// <returns></returns>
+     public static DataTable GetTickerQuotes( string instrumentKey, DateTime firstQuoteDate,
+                                               DateTime lastQuoteDate)
+     {
+       string sql = "select * from quotes where quTicker='" + instrumentKey + "' " +
+         "AND quotes.quDate BETWEEN " + SQLBuilder.GetDateConstant(firstQuoteDate) + 
+         " AND " + SQLBuilder.GetDateConstant(lastQuoteDate) + " " +
+         "order by quDate";
+       return SqlExecutor.GetDataTable( sql );
+     }
  		/// <summary>
  		/// Returns the quotes for the given instrument , since startDate to endDate

[Quantproject-developers] QuantProject/b1_ADT ExtendedDataTable.cs,1.3,1.4

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

Update of /cvsroot/quantproject/QuantProject/b1_ADT
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv29597/b1_ADT

Modified Files:
	ExtendedDataTable.cs 
Log Message:
Updated ExtendedDataTable class


Index: ExtendedDataTable.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b1_ADT/ExtendedDataTable.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** ExtendedDataTable.cs	25 Jul 2004 12:08:52 -0000	1.3
--- ExtendedDataTable.cs	4 Aug 2004 22:50:40 -0000	1.4
***************
*** 1,4 ****
--- 1,6 ----
  using System;
  using System.Data;
+ using System.Windows.Forms;
+ 
  
  namespace QuantProject.ADT
***************
*** 57,61 ****
--- 59,89 ----
        }
      }
+     
+     /// <summary>
+     /// Get an array of float corresponding to a column compatible with the float type in a given data table
+     /// </summary>
+     public static float[] GetArrayOfFloatFromColumn(DataTable table,
+                                                       string columnName)
+     {
+       int numRows = table.Rows.Count;
+       float[] arrayOfFloat = new float[numRows];
+       int index = 0;
+       try
+       {
+         for(; index!= numRows; index++)
+         {
+           arrayOfFloat[index] = (float) table.Rows[index][columnName];
+         }
  
+       }
+       catch(Exception ex)
+       {
+         MessageBox.Show(ex.ToString());
+         index = numRows;
+       }
+       return arrayOfFloat;
+       
+     }
+     
  	}
  }

[Quantproject-developers] QuantProject/b1_ADT b1_ADT.csproj,1.7,1.8

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

Update of /cvsroot/quantproject/QuantProject/b1_ADT
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv29350/b1_ADT

Modified Files:
	b1_ADT.csproj 
Log Message:
Added overloaded methods to the class 


Index: b1_ADT.csproj
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b1_ADT/b1_ADT.csproj,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** b1_ADT.csproj	27 Jun 2004 19:15:02 -0000	1.7
--- b1_ADT.csproj	4 Aug 2004 22:49:27 -0000	1.8
***************
*** 73,76 ****
--- 73,81 ----
                      HintPath = "..\..\..\..\..\..\WINDOWS\Microsoft.NET\Framework\v1.0.3705\System.XML.dll"
                  />
+                 <Reference
+                     Name = "System.Windows.Forms"
+                     AssemblyName = "System.Windows.Forms"
+                     HintPath = "..\..\..\..\..\..\..\WINDOWS\Microsoft.NET\Framework\v1.0.3705\System.Windows.Forms.dll"
+                 />
              </References>
          </Build>

[Quantproject-developers] QuantProject/b1_ADT/Statistics BasicFunctions.cs,1.2,1.3

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

Update of /cvsroot/quantproject/QuantProject/b1_ADT/Statistics
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv29350/b1_ADT/Statistics

Modified Files:
	BasicFunctions.cs 
Log Message:
Added overloaded methods to the class 


Index: BasicFunctions.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b1_ADT/Statistics/BasicFunctions.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** BasicFunctions.cs	2 Aug 2004 23:20:26 -0000	1.2
--- BasicFunctions.cs	4 Aug 2004 22:49:27 -0000	1.3
***************
*** 30,35 ****
  	public class BasicFunctions
  	{
  		
! 		static public  double Sum( double[] data ) 
  		{
  			double sum = 0;
--- 30,44 ----
  	public class BasicFunctions
  	{
+     static public  double Sum( double[] data ) 
+     {
+       double sum = 0;
+       for( int i = 0; i < data.Length ; i ++ ) 
+       {
+         sum += data[ i ];
+       }
+       return	sum;
+     }
  		
!     static public  double Sum( float[] data ) 
  		{
  			double sum = 0;
***************
*** 40,44 ****
  			return	sum;
  		}
! 		static public  double SumOfSquares( double[] data ) 
  		{
  			double sumOfSquares = 0;
--- 49,63 ----
  			return	sum;
  		}
!     static public  double SumOfSquares( double[] data ) 
!     {
!       double sumOfSquares = 0;
!       for( int i = 0; i < data.Length ; i ++ ) 
!       {
!         sumOfSquares += data[ i ]*data[ i ];
!       }
!       return	sumOfSquares;
!     }
! 		
!     static public  double SumOfSquares( float[] data ) 
  		{
  			double sumOfSquares = 0;
***************
*** 49,59 ****
  			return	sumOfSquares;
  		}
  		
! 		static public double SimpleAverage( double[] data ) 
  		{
  			return	BasicFunctions.Sum(data)/data.Length;
  		}
! 
! 		static public double Variance( double[] data ) 
  		{
  			double sum = BasicFunctions.Sum(data);
--- 68,88 ----
  			return	sumOfSquares;
  		}
+     
+     static public double SimpleAverage( double[] data ) 
+     {
+       return	BasicFunctions.Sum(data)/data.Length;
+     }
  		
!     static public double SimpleAverage( float[] data ) 
  		{
  			return	BasicFunctions.Sum(data)/data.Length;
  		}
!     static public double Variance( double[] data ) 
!     {
!       double sum = BasicFunctions.Sum(data);
!       double sumOfSquares = BasicFunctions.SumOfSquares(data);
!       return	(sumOfSquares - sum*sum/data.Length)/data.Length;
!     }
! 		static public double Variance( float[] data ) 
  		{
  			double sum = BasicFunctions.Sum(data);
***************
*** 61,70 ****
  			return	(sumOfSquares - sum*sum/data.Length)/data.Length;
  		}
! 
! 		static public double StdDev( double[] data ) 
  		{
  			return	System.Math.Sqrt(BasicFunctions.Variance(data));
  		}
! 
      static public double PearsonCorrelationCoefficient( double[] firstDataVariable,
                                                          double[] secondDataVariable ) 
--- 90,102 ----
  			return	(sumOfSquares - sum*sum/data.Length)/data.Length;
  		}
!     static public double StdDev( double[] data ) 
!     {
!       return	System.Math.Sqrt(BasicFunctions.Variance(data));
!     }
! 		static public double StdDev( float[] data ) 
  		{
  			return	System.Math.Sqrt(BasicFunctions.Variance(data));
  		}
!     
      static public double PearsonCorrelationCoefficient( double[] firstDataVariable,
                                                          double[] secondDataVariable ) 
***************
*** 73,76 ****
--- 105,120 ----
        double simpleAvgOfProduct = BasicFunctions.SimpleAverageOfProduct(firstDataVariable, secondDataVariable);
        double productOfSimpleAvgs = BasicFunctions.SimpleAverage(firstDataVariable) * 
+         BasicFunctions.SimpleAverage(secondDataVariable);
+       double stdDevOfFirst = BasicFunctions.StdDev(firstDataVariable);
+       double stdDevOfSecond = BasicFunctions.StdDev(secondDataVariable);
+       
+       return	(simpleAvgOfProduct - productOfSimpleAvgs)/(stdDevOfFirst*stdDevOfSecond);
+     }
+     static public double PearsonCorrelationCoefficient( float[] firstDataVariable,
+                                                         float[] secondDataVariable ) 
+     {
+       BasicFunctions.checkLengthOfDataVariables(firstDataVariable, secondDataVariable);
+       double simpleAvgOfProduct = BasicFunctions.SimpleAverageOfProduct(firstDataVariable, secondDataVariable);
+       double productOfSimpleAvgs = BasicFunctions.SimpleAverage(firstDataVariable) * 
                                            BasicFunctions.SimpleAverage(secondDataVariable);
        double stdDevOfFirst = BasicFunctions.StdDev(firstDataVariable);
***************
*** 81,85 ****
  
      static public double SimpleAverageOfProduct( double[] firstDataVariable,
!                                                   double[] secondDataVariable ) 
      {
        BasicFunctions.checkLengthOfDataVariables(firstDataVariable, secondDataVariable);
--- 125,129 ----
  
      static public double SimpleAverageOfProduct( double[] firstDataVariable,
!                                                  double[] secondDataVariable ) 
      {
        BasicFunctions.checkLengthOfDataVariables(firstDataVariable, secondDataVariable);
***************
*** 93,98 ****
        return	BasicFunctions.SimpleAverage(productDataVariable);
      }
      static private void checkLengthOfDataVariables(double[] firstDataVariable,
!                                                     double[] secondDataVariable)
      {
        if(firstDataVariable.Length !=secondDataVariable.Length)
--- 137,161 ----
        return	BasicFunctions.SimpleAverage(productDataVariable);
      }
+     static public double SimpleAverageOfProduct( float[] firstDataVariable,
+                                                  float[] secondDataVariable ) 
+     {
+       BasicFunctions.checkLengthOfDataVariables(firstDataVariable, secondDataVariable);
+       double[] productDataVariable = new double[firstDataVariable.Length];
+       
+       for( int i = 0; i < firstDataVariable.Length ; i ++ ) 
+       {
+         productDataVariable[i]= firstDataVariable[i]*secondDataVariable[i];
+       }
+ 
+       return	BasicFunctions.SimpleAverage(productDataVariable);
+     }
+     static private void checkLengthOfDataVariables(float[] firstDataVariable,
+                                                     float[] secondDataVariable)
+     {
+       if(firstDataVariable.Length !=secondDataVariable.Length)
+         throw new Exception("The two variables haven't the same length!");
+     }
      static private void checkLengthOfDataVariables(double[] firstDataVariable,
!                                                   double[] secondDataVariable)
      {
        if(firstDataVariable.Length !=secondDataVariable.Length)

[Quantproject-developers] QuantProject/b3_Data/Selectors ITickerRemover.cs,NONE,1.1

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

Update of /cvsroot/quantproject/QuantProject/b3_Data/Selectors
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv29109/b3_Data/Selectors

Added Files:
	ITickerRemover.cs 
Log Message:
Added ITickerRemover interface used by the ContextMenu object for TickerGroupsViewer form


--- NEW FILE: ITickerRemover.cs ---
/*
QuantProject - Quantitative Finance Library

ITickerRemover.cs
Copyright (C) 2004 
Marco Milletti

This program is free software; you can redistribute it and/or
modify it under the terms of the GNU General Public License
as published by the Free Software Foundation; either version 2
of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
GNU General Public License for more details.

You should have received a copy of the GNU General Public License
along with this program; if not, write to the Free Software
Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
*/

using System;
using System.Data;


namespace QuantProject.Data.Selectors
{
	/// <summary>
	/// Interface to be implemented by objects that can remove tickers
	/// directly or through deletion of an entire group
	/// </summary>
	public interface ITickerRemover
	{
    void RemoveTickers();
  }
}

[Quantproject-developers] QuantProject/b3_Data b3_Data.csproj,1.8,1.9

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

Update of /cvsroot/quantproject/QuantProject/b3_Data
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv29109/b3_Data

Modified Files:
	b3_Data.csproj 
Log Message:
Added ITickerRemover interface used by the ContextMenu object for TickerGroupsViewer form


Index: b3_Data.csproj
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/b3_Data.csproj,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** b3_Data.csproj	1 Aug 2004 00:37:38 -0000	1.8
--- b3_Data.csproj	4 Aug 2004 22:47:59 -0000	1.9
***************
*** 125,136 ****
                      WrapperTool = "primary"
                  />
-                 <Reference
-                     Name = "Microsoft.Office.Core"
-                     Guid = "{2DF8D04C-5BFA-101B-BDE5-00AA0044DE52}"
-                     VersionMajor = "2"
-                     VersionMinor = "3"
-                     Lcid = "0"
-                     WrapperTool = "primary"
-                 />
              </References>
          </Build>
--- 125,128 ----
***************
*** 203,206 ****
--- 195,203 ----
                  />
                  <File
+                     RelPath = "Selectors\ITickerRemover.cs"
+                     SubType = "Code"
+                     BuildAction = "Compile"
+                 />
+                 <File
                      RelPath = "Selectors\ITickerSelector.cs"
                      SubType = "Code"

[Quantproject-developers] QuantProject/b2_DataAccess/Tables TickerGroups.cs,NONE,1.1

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

Update of /cvsroot/quantproject/QuantProject/b2_DataAccess/Tables
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv28767/b2_DataAccess/Tables

Added Files:
	TickerGroups.cs 
Log Message:
Added TickerGroups class to access TickerGroups table


--- NEW FILE: TickerGroups.cs ---
/*
QuantDownloader - Quantitative Finance Library

TickerGroups.cs
Copyright (C) 2004 
Marco Milletti

This program is free software; you can redistribute it and/or
modify it under the terms of the GNU General Public License
as published by the Free Software Foundation; either version 2
of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
GNU General Public License for more details.

You should have received a copy of the GNU General Public License
along with this program; if not, write to the Free Software
Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
*/

using System;
using System.Data;
using QuantProject.DataAccess;


namespace QuantProject.DataAccess.Tables
{
	/// <summary>
	/// Class to access the TickerGroups table
	/// </summary>
	public class TickerGroups
	{

    // these static fields provide field name in the database table
    // They are intended to be used through intellisense when necessary
    public static string GroupID = "tgId";
    public static string GroupDescription = "tgDescription";
    public static string ParentGroupID = "tgTgId";

    private DataTable tickerGroups;
    private int count;
    
    public TickerGroups()
    {
      this.tickerGroups = SqlExecutor.GetDataTable("SELECT * FROM tickerGroups");
      this.count = this.tickerGroups.Rows.Count;
    }

    /// <summary>
    /// Number of tickerGroups in tickers table
    /// </summary>
    public int Count
    {
      get
      {
        return this.count;
      }
    }
    
    public static void DeleteGroup (string groupID)
    {
      string sqlDeleteCommand = "DELETE * FROM tickerGroups WHERE " +
                                TickerGroups.GroupID + "='" + groupID + "'";
			SqlExecutor.ExecuteNonQuery(sqlDeleteCommand);
    }
    
   
  }
}

[Quantproject-developers] QuantProject/b2_DataAccess b2_DataAccess.csproj,1.11,1.12

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

Update of /cvsroot/quantproject/QuantProject/b2_DataAccess
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv28767/b2_DataAccess

Modified Files:
	b2_DataAccess.csproj 
Log Message:
Added TickerGroups class to access TickerGroups table


Index: b2_DataAccess.csproj
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b2_DataAccess/b2_DataAccess.csproj,v
retrieving revision 1.11
retrieving revision 1.12
diff -C2 -d -r1.11 -r1.12
*** b2_DataAccess.csproj	26 May 2004 15:25:46 -0000	1.11
--- b2_DataAccess.csproj	4 Aug 2004 22:46:08 -0000	1.12
***************
*** 138,141 ****
--- 138,146 ----
                  />
                  <File
+                     RelPath = "Tables\TickerGroups.cs"
+                     SubType = "Code"
+                     BuildAction = "Compile"
+                 />
+                 <File
                      RelPath = "Tables\Tickers.cs"
                      SubType = "Code"

[Quantproject-developers] QuantProject/b1_ADT/Statistics BasicFunctions.cs,1.1,1.2

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

Update of /cvsroot/quantproject/QuantProject/b1_ADT/Statistics
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv28233/b1_ADT/Statistics

Modified Files:
	BasicFunctions.cs 
Log Message:
Added new static functions to compute the PearsonCorrelationCoefficient (r).

Index: BasicFunctions.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b1_ADT/Statistics/BasicFunctions.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** BasicFunctions.cs	17 Dec 2003 19:34:56 -0000	1.1
--- BasicFunctions.cs	2 Aug 2004 23:20:26 -0000	1.2
***************
*** 66,69 ****
--- 66,102 ----
  			return	System.Math.Sqrt(BasicFunctions.Variance(data));
  		}
+ 
+     static public double PearsonCorrelationCoefficient( double[] firstDataVariable,
+                                                         double[] secondDataVariable ) 
+     {
+       BasicFunctions.checkLengthOfDataVariables(firstDataVariable, secondDataVariable);
+       double simpleAvgOfProduct = BasicFunctions.SimpleAverageOfProduct(firstDataVariable, secondDataVariable);
+       double productOfSimpleAvgs = BasicFunctions.SimpleAverage(firstDataVariable) * 
+                                           BasicFunctions.SimpleAverage(secondDataVariable);
+       double stdDevOfFirst = BasicFunctions.StdDev(firstDataVariable);
+       double stdDevOfSecond = BasicFunctions.StdDev(secondDataVariable);
+       
+       return	(simpleAvgOfProduct - productOfSimpleAvgs)/(stdDevOfFirst*stdDevOfSecond);
+     }
+ 
+     static public double SimpleAverageOfProduct( double[] firstDataVariable,
+                                                   double[] secondDataVariable ) 
+     {
+       BasicFunctions.checkLengthOfDataVariables(firstDataVariable, secondDataVariable);
+       double[] productDataVariable = new double[firstDataVariable.Length];
+       
+       for( int i = 0; i < firstDataVariable.Length ; i ++ ) 
+       {
+         productDataVariable[i]= firstDataVariable[i]*secondDataVariable[i];
+       }
+ 
+       return	BasicFunctions.SimpleAverage(productDataVariable);
+     }
+     static private void checkLengthOfDataVariables(double[] firstDataVariable,
+                                                     double[] secondDataVariable)
+     {
+       if(firstDataVariable.Length !=secondDataVariable.Length)
+         throw new Exception("The two variables haven't the same length!");
+     }
  	}	
  }		

[Quantproject-developers] QuantProject/b3_Data/Selectors SelectionType.cs,1.3,1.4 TickerSelector.cs,1.5,1.6

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

Update of /cvsroot/quantproject/QuantProject/b3_Data/Selectors
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv27950/b3_Data/Selectors

Modified Files:
	SelectionType.cs TickerSelector.cs 
Log Message:
Added new selection types (Volatility and AverageCloseToClosePerformance) to the TickerSelector class.
Updated the classes (Quotes, both in DataAccess and Data) that provide these selections.

Index: SelectionType.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/Selectors/SelectionType.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** SelectionType.cs	25 Jul 2004 12:10:02 -0000	1.3
--- SelectionType.cs	2 Aug 2004 23:19:02 -0000	1.4
***************
*** 26,36 ****
  {
    /// <summary>
!   /// Enum for SelectionRule class
    /// </summary>
    public enum SelectionType
    {
      Liquidity,
!     Performance/*
!     Volatility,
      StatisticalCorrelation*/
    }
--- 26,37 ----
  {
    /// <summary>
!   /// Enum for TickerSelector class
    /// </summary>
    public enum SelectionType
    {
      Liquidity,
!     Performance,
!     AverageCloseToClosePerformance,
!     Volatility/*
      StatisticalCorrelation*/
    }

Index: TickerSelector.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/Selectors/TickerSelector.cs,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** TickerSelector.cs	25 Jul 2004 12:10:02 -0000	1.5
--- TickerSelector.cs	2 Aug 2004 23:19:02 -0000	1.6
***************
*** 140,143 ****
--- 140,147 ----
          case SelectionType.Performance:
            return this.getTickersByPerformance();
+         case SelectionType.Volatility:
+           return this.getTickersByVolatility();
+         case SelectionType.AverageCloseToClosePerformance:
+           return this.getTickersByAverageCloseToClosePerformance();
          //this line should never be reached!
          default:
***************
*** 181,184 ****
--- 185,221 ----
      }
  
+     private DataTable getTickersByAverageCloseToClosePerformance()
+     {
+       if(this.setOfTickersToBeSelected == null)
+         return QuantProject.DataAccess.Tables.Quotes.GetTickersByAverageCloseToClosePerformance(this.isOrderedInASCMode,
+                                                           this.groupID, this.firstQuoteDate,
+                                                           this.lastQuoteDate,
+                                                           this.maxNumOfReturnedTickers);
+       else
+         return QuantProject.Data.DataTables.Quotes.GetTickersByAverageCloseToClosePerformance(this.isOrderedInASCMode,
+                                                           this.setOfTickersToBeSelected,
+                                                           this.firstQuoteDate,
+                                                           this.lastQuoteDate,
+                                                           this.maxNumOfReturnedTickers);
+       
+     }
+ 
+     private DataTable getTickersByVolatility()
+     {
+       if(this.setOfTickersToBeSelected == null)
+         return QuantProject.DataAccess.Tables.Quotes.GetTickersByVolatility(this.isOrderedInASCMode,
+                                                                     this.groupID,
+                                                                     this.firstQuoteDate,
+                                                                     this.lastQuoteDate,
+                                                                     this.maxNumOfReturnedTickers);        
+ 
+       else
+         return QuantProject.Data.DataTables.Quotes.GetTickersByVolatility(this.isOrderedInASCMode,
+           this.setOfTickersToBeSelected, 
+           this.firstQuoteDate,
+           this.lastQuoteDate,
+           this.maxNumOfReturnedTickers);
+     }
+ 
      public void SelectAllTickers()
      {

[Quantproject-developers] QuantProject/b3_Data/DataTables Quotes.cs,1.4,1.5

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

Update of /cvsroot/quantproject/QuantProject/b3_Data/DataTables
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv27950/b3_Data/DataTables

Modified Files:
	Quotes.cs 
Log Message:
Added new selection types (Volatility and AverageCloseToClosePerformance) to the TickerSelector class.
Updated the classes (Quotes, both in DataAccess and Data) that provide these selections.

Index: Quotes.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/DataTables/Quotes.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** Quotes.cs	25 Jul 2004 12:08:53 -0000	1.4
--- Quotes.cs	2 Aug 2004 23:19:02 -0000	1.5
***************
*** 49,52 ****
--- 49,101 ----
      }
  
+     /// <summary>
+     /// returns tickers ordered by volatility computed with Standard deviation of adjusted 
+     /// close to close ratio, within the given set of tickers
+     /// </summary>
+     public static DataTable GetTickersByVolatility( bool orderByASC,
+       DataTable setOfTickers,
+       DateTime firstQuoteDate,
+       DateTime lastQuoteDate,
+       long maxNumOfReturnedTickers)
+     {
+       if(!setOfTickers.Columns.Contains("AdjCloseToCloseStandDev"))
+         setOfTickers.Columns.Add("AdjCloseToCloseStandDev", System.Type.GetType("System.Double"));
+       foreach(DataRow row in setOfTickers.Rows)
+       {
+         row["AdjCloseToCloseStandDev"] = 
+           QuantProject.DataAccess.Tables.Quotes.GetAdjustedCloseToCloseStandardDeviation((string)row[0],
+           firstQuoteDate,
+           lastQuoteDate);
+       }
+       DataTable getTickersByVolatility = ExtendedDataTable.CopyAndSort(setOfTickers,"AdjCloseToCloseStandDev", orderByASC);
+       ExtendedDataTable.DeleteRows(getTickersByVolatility, maxNumOfReturnedTickers);
+       return getTickersByVolatility;
+     }
+ 
+     /// <summary>
+     /// returns tickers by average close to close performance within the given set of tickers
+     /// </summary>
+ 
+     public static DataTable GetTickersByAverageCloseToClosePerformance( bool orderByASC,
+       DataTable setOfTickers,
+       DateTime firstQuoteDate,
+       DateTime lastQuoteDate,
+       long maxNumOfReturnedTickers)
+     {
+       if(!setOfTickers.Columns.Contains("AverageCloseToClosePerformance"))
+         setOfTickers.Columns.Add("AverageCloseToClosePerformance", System.Type.GetType("System.Double"));
+       foreach(DataRow row in setOfTickers.Rows)
+       {
+         row["AverageCloseToClosePerformance"] = 
+           QuantProject.DataAccess.Tables.Quotes.GetAverageCloseToClosePerformance((string)row[0],
+           firstQuoteDate,
+           lastQuoteDate);
+       }
+       DataTable tableToReturn = ExtendedDataTable.CopyAndSort(setOfTickers,"AverageCloseToClosePerformance", orderByASC);
+       ExtendedDataTable.DeleteRows(tableToReturn, maxNumOfReturnedTickers);
+       return tableToReturn;
+     }
+ 
+ 
  		private History history;
  

[Quantproject-developers] QuantProject/b2_DataAccess/Tables Quotes.cs,1.14,1.15

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

Update of /cvsroot/quantproject/QuantProject/b2_DataAccess/Tables
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv27950/b2_DataAccess/Tables

Modified Files:
	Quotes.cs 
Log Message:
Added new selection types (Volatility and AverageCloseToClosePerformance) to the TickerSelector class.
Updated the classes (Quotes, both in DataAccess and Data) that provide these selections.

Index: Quotes.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b2_DataAccess/Tables/Quotes.cs,v
retrieving revision 1.14
retrieving revision 1.15
diff -C2 -d -r1.14 -r1.15
*** Quotes.cs	25 Jul 2004 12:08:53 -0000	1.14
--- Quotes.cs	2 Aug 2004 23:19:02 -0000	1.15
***************
*** 386,392 ****
      
      /// <summary>
!     /// returns most liquid tickers with the given features
      /// </summary>
- 
      public static DataTable GetTickersByLiquidity( bool orderInASCMode, string groupID,
                                                    DateTime firstQuoteDate,
--- 386,391 ----
      
      /// <summary>
!     /// returns tickers ordered by a liquidity index
      /// </summary>
      public static DataTable GetTickersByLiquidity( bool orderInASCMode, string groupID,
                                                    DateTime firstQuoteDate,
***************
*** 412,415 ****
--- 411,467 ----
      }
      
+ 
+     /// <summary>
+     /// Returns tickers ordered by a volatility index (stdDev of adjustedCloseToClose ratio)
+     /// </summary>
+     public static DataTable GetTickersByVolatility( bool orderInASCMode, string groupID,
+                                                     DateTime firstQuoteDate,
+                                                     DateTime lastQuoteDate,
+                                                     long maxNumOfReturnedTickers)
+     {
+       string sql = "SELECT TOP " + maxNumOfReturnedTickers + " tickers.tiTicker, tickers.tiCompanyName, " +
+         "StDev(quotes.quAdjustedCloseToCloseRatio) AS AdjCloseToCloseStandDev " +
+         "FROM quotes INNER JOIN (tickers INNER JOIN tickers_tickerGroups " +
+         "ON tickers.tiTicker = tickers_tickerGroups.ttTiId) " +
+         "ON quotes.quTicker = tickers_tickerGroups.ttTiId " +
+         "WHERE tickers_tickerGroups.ttTgId='" + groupID + "' " +
+         "AND quotes.quDate BETWEEN " +
+         SQLBuilder.GetDateConstant(firstQuoteDate) + " AND " +
+         SQLBuilder.GetDateConstant(lastQuoteDate) + 
+         "GROUP BY tickers.tiTicker, tickers.tiCompanyName " +
+         "ORDER BY StDev(quotes.quAdjustedCloseToCloseRatio)";
+       string sortDirection = " DESC";
+       if(orderInASCMode)
+         sortDirection = " ASC";
+       sql = sql + sortDirection;
+       return SqlExecutor.GetDataTable( sql );
+     }
+     
+     /// <summary>
+     /// Returns tickers ordered by average close to close performance 
+     /// </summary>
+     public static DataTable GetTickersByAverageCloseToClosePerformance( bool orderInASCMode, string groupID,
+                                                           DateTime firstQuoteDate,
+                                                           DateTime lastQuoteDate,
+                                                           long maxNumOfReturnedTickers)
+     {
+       string sql = "SELECT TOP " + maxNumOfReturnedTickers + " tickers.tiTicker, tickers.tiCompanyName, " +
+         "Avg(quotes.quAdjustedCloseToCloseRatio) AS AverageCloseToClosePerformance " +
+         "FROM quotes INNER JOIN (tickers INNER JOIN tickers_tickerGroups " +
+         "ON tickers.tiTicker = tickers_tickerGroups.ttTiId) " +
+         "ON quotes.quTicker = tickers_tickerGroups.ttTiId " +
+         "WHERE tickers_tickerGroups.ttTgId='" + groupID + "' " +
+         "AND quotes.quDate BETWEEN " +
+         SQLBuilder.GetDateConstant(firstQuoteDate) + " AND " +
+         SQLBuilder.GetDateConstant(lastQuoteDate) + 
+         "GROUP BY tickers.tiTicker, tickers.tiCompanyName " +
+         "ORDER BY Avg(quotes.quAdjustedCloseToCloseRatio)";
+       string sortDirection = " DESC";
+       if(orderInASCMode)
+         sortDirection = " ASC";
+       sql = sql + sortDirection;
+       return SqlExecutor.GetDataTable( sql );
+     }
+ 
      /// <summary>
      /// returns the average traded value for the given ticker in the specified interval
***************
*** 435,438 ****
--- 487,539 ----
       }
  
+ 
+     /// <summary>
+     /// returns the average close to close performance value for the given ticker in the specified interval
+     /// </summary>
+     public static double GetAverageCloseToClosePerformance( string ticker,
+                                                             DateTime firstQuoteDate,
+                                                             DateTime lastQuoteDate)
+                                                 
+     {
+       DataTable dt;
+       string sql = "SELECT quotes.quTicker, " +
+         "Avg([quAdjustedCloseToCloseRatio]) AS AverageCloseToClosePerformance " +
+         "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]["AverageCloseToClosePerformance"];
+     }
+ 
+     /// <summary>
+     /// returns the standard deviation of the adjusted close to close ratio
+     /// for the given ticker in the specified interval
+     /// </summary>
+     public static double GetAdjustedCloseToCloseStandardDeviation( string ticker,
+                                                                     DateTime firstQuoteDate,
+                                                                     DateTime lastQuoteDate)
+                                                 
+     {
+       DataTable dt;
+       string sql = "SELECT quotes.quTicker, " +
+         "StDev(quotes.quAdjustedCloseToCloseRatio) AS AdjCloseToCloseStandDev " +
+         "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]["AdjCloseToCloseStandDev"];
+     }
+ 
+ 
  		#region GetHashValue
  		private string getHashValue_getQuoteString_getRowString_getSingleValueString( Object value )

[Quantproject-developers] QuantDownloader/Downloader/TickerSelectors TickerSelectorForm.cs,1.5,1.6

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader/TickerSelectors
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv27414/Downloader/TickerSelectors

Modified Files:
	TickerSelectorForm.cs 
Log Message:
Added new item in the combo box in order to visually interact with the TickerSelector class

Index: TickerSelectorForm.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/TickerSelectors/TickerSelectorForm.cs,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** TickerSelectorForm.cs	25 Jul 2004 12:14:18 -0000	1.5
--- TickerSelectorForm.cs	2 Aug 2004 23:14:54 -0000	1.6
***************
*** 71,74 ****
--- 71,78 ----
        this.comboBoxAvailableSelectionRules.Text = "Performance";
        this.comboBoxAvailableSelectionRules.Items.Add("Performance");
+       this.comboBoxAvailableSelectionRules.Text = "Volatility";
+       this.comboBoxAvailableSelectionRules.Items.Add("Volatility");
+       this.comboBoxAvailableSelectionRules.Text = "AverageCloseToClosePerformance";
+       this.comboBoxAvailableSelectionRules.Items.Add("AverageCloseToClosePerformance");
  
    	}
***************
*** 345,348 ****
--- 349,356 ----
        else if (this.comboBoxAvailableSelectionRules.Text == "Performance")
          typeSelected = SelectionType.Performance;
+       else if (this.comboBoxAvailableSelectionRules.Text == "Volatility")
+         typeSelected = SelectionType.Volatility;
+       else if (this.comboBoxAvailableSelectionRules.Text == "AverageCloseToClosePerformance")
+         typeSelected = SelectionType.AverageCloseToClosePerformance;
        return typeSelected;  
      }    

[Quantproject-developers] QuantProject QuantProject.suo,1.34,1.35

[Glauco S. <gla...@us...>]

Update of /cvsroot/quantproject/QuantProject
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv23508

Modified Files:
	QuantProject.suo 
Log Message:
Added windows reporting capabilities

Index: QuantProject.suo
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/QuantProject.suo,v
retrieving revision 1.34
retrieving revision 1.35
diff -C2 -d -r1.34 -r1.35
Binary files /tmp/cvsxoN3mU and /tmp/cvscqWNYD differ

[Quantproject-developers] QuantProject/b91_QuantProject b91_QuantProject.csproj,1.3,1.4

[Glauco S. <gla...@us...>]

Update of /cvsroot/quantproject/QuantProject/b91_QuantProject
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv23399/b91_QuantProject

Modified Files:
	b91_QuantProject.csproj 
Log Message:
Automatic changes by vsnet

Index: b91_QuantProject.csproj
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b91_QuantProject/b91_QuantProject.csproj,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** b91_QuantProject.csproj	28 Nov 2003 16:40:53 -0000	1.3
--- b91_QuantProject.csproj	1 Aug 2004 00:45:00 -0000	1.4
***************
*** 103,106 ****
--- 103,110 ----
              <Include>
                  <File
+                     RelPath = "app.config"
+                     BuildAction = "None"
+                 />
+                 <File
                      RelPath = "App.ico"
                      BuildAction = "Content"

[Quantproject-developers] QuantProject/b7_Scripts b7_Scripts.csproj,1.9,1.10

[Glauco S. <gla...@us...>]

Update of /cvsroot/quantproject/QuantProject/b7_Scripts
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv23368/b7_Scripts

Modified Files:
	b7_Scripts.csproj 
Log Message:
- added RunOneRankWithExcelReport.cs
- added RunOneRankWithWindowsReport.cs

Index: b7_Scripts.csproj
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/b7_Scripts.csproj,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
*** b7_Scripts.csproj	20 Dec 2003 18:43:01 -0000	1.9
--- b7_Scripts.csproj	1 Aug 2004 00:44:24 -0000	1.10
***************
*** 88,91 ****
--- 88,96 ----
                      Package = "{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}"
                  />
+                 <Reference
+                     Name = "System.Windows.Forms"
+                     AssemblyName = "System.Windows.Forms"
+                     HintPath = "..\..\..\..\..\..\WINDOWS\Microsoft.NET\Framework\v1.0.3705\System.Windows.Forms.dll"
+                 />
              </References>
          </Build>
***************
*** 143,146 ****
--- 148,161 ----
                  />
                  <File
+                     RelPath = "SimpleTesting\OneRank\RunOneRankWithExcelReport.cs"
+                     SubType = "Code"
+                     BuildAction = "Compile"
+                 />
+                 <File
+                     RelPath = "SimpleTesting\OneRank\RunOneRankWithWindowsReport.cs"
+                     SubType = "Code"
+                     BuildAction = "Compile"
+                 />
+                 <File
                      RelPath = "SimpleTesting\OneRank\TsOneRank.cs"
                      SubType = "Code"

[Quantproject-developers] QuantProject/b5_Presentation b5_Presentation.csproj,1.5,1.6

[Glauco S. <gla...@us...>]

Update of /cvsroot/quantproject/QuantProject/b5_Presentation
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv23243/b5_Presentation

Modified Files:
	b5_Presentation.csproj 
Log Message:
- added FormatProvider.cs
- added Reporting\
- added Reporting\WindowsForm\
- added Reporting\WindowsForm\EquityChartTabPage.cs
- added Reporting\WindowsForm\Report.cs
- added Reporting\WindowsForm\ReportTabControl.cs
- added Reporting\WindowsForm\SummaryTabPage.cs

Index: b5_Presentation.csproj
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b5_Presentation/b5_Presentation.csproj,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** b5_Presentation.csproj	25 Jul 2004 12:04:05 -0000	1.5
--- b5_Presentation.csproj	1 Aug 2004 00:43:11 -0000	1.6
***************
*** 103,111 ****
                  />
                  <Reference
-                     Name = "System.Windows.Forms"
-                     AssemblyName = "System.Windows.Forms"
-                     HintPath = "..\..\..\..\..\..\WINDOWS\Microsoft.NET\Framework\v1.0.3705\System.Windows.Forms.dll"
-                 />
-                 <Reference
                      Name = "b1_ADT"
                      Project = "{B8A01161-3698-4591-B1EF-90F5FC7D8DBA}"
--- 103,106 ----
***************
*** 122,125 ****
--- 117,141 ----
                      HintPath = "..\..\lib\scpl.dll"
                  />
+                 <Reference
+                     Name = "System.Windows.Forms"
+                     AssemblyName = "System.Windows.Forms"
+                     HintPath = "..\..\..\..\..\..\WINDOWS\Microsoft.NET\Framework\v1.0.3705\System.Windows.Forms.dll"
+                 />
+                 <Reference
+                     Name = "stdole"
+                     Guid = "{00020430-0000-0000-C000-000000000046}"
+                     VersionMajor = "2"
+                     VersionMinor = "0"
+                     Lcid = "0"
+                     WrapperTool = "primary"
+                 />
+                 <Reference
+                     Name = "Microsoft.Office.Core"
+                     Guid = "{2DF8D04C-5BFA-101B-BDE5-00AA0044DE52}"
+                     VersionMajor = "2"
+                     VersionMinor = "3"
+                     Lcid = "0"
+                     WrapperTool = "primary"
+                 />
              </References>
          </Build>
***************
*** 132,135 ****
--- 148,156 ----
                  />
                  <File
+                     RelPath = "FormatProvider.cs"
+                     SubType = "Code"
+                     BuildAction = "Compile"
+                 />
+                 <File
                      RelPath = "Charting\CharPlot.cs"
                      SubType = "Code"
***************
*** 146,149 ****
--- 167,210 ----
                      BuildAction = "Compile"
                  />
+                 <File
+                     RelPath = "Reporting\WindowsForm\EquityChartTabPage.cs"
+                     SubType = "Component"
+                     BuildAction = "Compile"
+                 />
+                 <File
+                     RelPath = "Reporting\WindowsForm\EquityChartTabPage.resx"
+                     DependentUpon = "EquityChartTabPage.cs"
+                     BuildAction = "EmbeddedResource"
+                 />
+                 <File
+                     RelPath = "Reporting\WindowsForm\Report.cs"
+                     SubType = "Form"
+                     BuildAction = "Compile"
+                 />
+                 <File
+                     RelPath = "Reporting\WindowsForm\Report.resx"
+                     DependentUpon = "Report.cs"
+                     BuildAction = "EmbeddedResource"
+                 />
+                 <File
+                     RelPath = "Reporting\WindowsForm\ReportTabControl.cs"
+                     SubType = "Component"
+                     BuildAction = "Compile"
+                 />
+                 <File
+                     RelPath = "Reporting\WindowsForm\ReportTabControl.resx"
+                     DependentUpon = "ReportTabControl.cs"
+                     BuildAction = "EmbeddedResource"
+                 />
+                 <File
+                     RelPath = "Reporting\WindowsForm\SummaryTabPage.cs"
+                     SubType = "Component"
+                     BuildAction = "Compile"
+                 />
+                 <File
+                     RelPath = "Reporting\WindowsForm\SummaryTabPage.resx"
+                     DependentUpon = "SummaryTabPage.cs"
+                     BuildAction = "EmbeddedResource"
+                 />
              </Include>
          </Files>

[Quantproject-developers] QuantProject/b4_Business b4_Business.csproj,1.9,1.10

[Glauco S. <gla...@us...>]

Update of /cvsroot/quantproject/QuantProject/b4_Business
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv22831/b4_Business

Modified Files:
	b4_Business.csproj 
Log Message:
Automatic changes by vsnet

Index: b4_Business.csproj
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/b4_Business.csproj,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
*** b4_Business.csproj	8 May 2004 17:36:59 -0000	1.9
--- b4_Business.csproj	1 Aug 2004 00:39:48 -0000	1.10
***************
*** 122,125 ****
--- 122,141 ----
                      Package = "{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}"
                  />
+                 <Reference
+                     Name = "stdole"
+                     Guid = "{00020430-0000-0000-C000-000000000046}"
+                     VersionMajor = "2"
+                     VersionMinor = "0"
+                     Lcid = "0"
+                     WrapperTool = "primary"
+                 />
+                 <Reference
+                     Name = "Microsoft.Office.Core"
+                     Guid = "{2DF8D04C-5BFA-101B-BDE5-00AA0044DE52}"
+                     VersionMajor = "2"
+                     VersionMinor = "3"
+                     Lcid = "0"
+                     WrapperTool = "primary"
+                 />
              </References>
          </Build>