Update of /cvsroot/quantproject/QuantProject/b3_Data/Selectors
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv18500/b3_Data/Selectors
Modified Files:
SelectorByLiquidity.cs
Log Message:
A new constructor has been added: it gives the user the chance to select a subset of tickers whose average volume is above a given threshold
Index: SelectorByLiquidity.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/Selectors/SelectorByLiquidity.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** SelectorByLiquidity.cs 27 Feb 2005 19:56:07 -0000 1.1
--- SelectorByLiquidity.cs 18 Jun 2006 14:18:07 -0000 1.2
***************
*** 35,38 ****
--- 35,39 ----
public class SelectorByLiquidity : TickerSelector, ITickerSelector
{
+ private long minVolume = long.MinValue;
***************
*** 44,89 ****
base(setOfTickersToBeSelected,
orderInASCmode,
! firstQuoteDate,
! lastQuoteDate,
! maxNumOfReturnedTickers)
! {
! }
! public SelectorByLiquidity(string groupID,
! bool orderInASCmode,
! DateTime firstQuoteDate,
! DateTime lastQuoteDate,
! long maxNumOfReturnedTickers):
! base(groupID,
! orderInASCmode,
! firstQuoteDate,
! lastQuoteDate,
! maxNumOfReturnedTickers)
! {
! }
public DataTable GetTableOfSelectedTickers()
{
! if(this.setOfTickersToBeSelected == null)
! return QuantProject.DataAccess.Tables.Quotes.GetTickersByLiquidity(this.isOrderedInASCMode,
! this.groupID,
! this.firstQuoteDate,
! this.lastQuoteDate,
! this.maxNumOfReturnedTickers);
! else
! return QuantProject.Data.DataTables.Quotes.GetTickersByLiquidity(this.isOrderedInASCMode,
! this.setOfTickersToBeSelected,
! this.firstQuoteDate,
! this.lastQuoteDate,
! this.maxNumOfReturnedTickers);
! }
! public void SelectAllTickers()
! {
! ;
! }
! }
}
--- 45,122 ----
base(setOfTickersToBeSelected,
orderInASCmode,
! firstQuoteDate,
! lastQuoteDate,
! maxNumOfReturnedTickers)
! {
! }
! public SelectorByLiquidity(string groupID,
! bool orderInASCmode,
! DateTime firstQuoteDate,
! DateTime lastQuoteDate,
! long maxNumOfReturnedTickers):
! base(groupID,
! orderInASCmode,
! firstQuoteDate,
! lastQuoteDate,
! maxNumOfReturnedTickers)
! {
! }
!
! public SelectorByLiquidity(string groupID,
! bool orderInASCmode,
! DateTime firstQuoteDate,
! DateTime lastQuoteDate,
! long minVolume ,
! long maxNumOfReturnedTickers ):
! base(groupID,
! orderInASCmode,
! firstQuoteDate,
! lastQuoteDate,
! maxNumOfReturnedTickers)
! {
! this.minVolume = minVolume;
! }
public DataTable GetTableOfSelectedTickers()
{
! 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()
! {
! ;
! }
! }
}
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