Update of /cvsroot/quantproject/QuantProject/b3_Data/Selectors
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv30608/b3_Data/Selectors
Modified Files:
SelectorByLiquidity.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: SelectorByLiquidity.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/Selectors/SelectorByLiquidity.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** SelectorByLiquidity.cs 18 Jun 2006 14:18:07 -0000 1.2
--- SelectorByLiquidity.cs 17 Sep 2006 21:36:09 -0000 1.3
***************
*** 51,55 ****
}
! public SelectorByLiquidity(string groupID,
bool orderInASCmode,
DateTime firstQuoteDate,
--- 51,70 ----
}
! public SelectorByLiquidity(DataTable setOfTickersToBeSelected,
! bool orderInASCmode,
! DateTime firstQuoteDate,
! DateTime lastQuoteDate,
! long minVolume,
! long maxNumOfReturnedTickers):
! base(setOfTickersToBeSelected,
! orderInASCmode,
! firstQuoteDate,
! lastQuoteDate,
! maxNumOfReturnedTickers)
! {
! this.minVolume = minVolume;
! }
!
! public SelectorByLiquidity(string groupID,
bool orderInASCmode,
DateTime firstQuoteDate,
***************
*** 84,116 ****
{
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()
--- 99,143 ----
{
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//a set of tickers, not a group ID,
! //has been passed to the selector
! {
! if ( this.minVolume > long.MinValue )
! // a min volume value has been requested
! returnTickers =
! QuantProject.Data.DataTables.Quotes.GetTickersByLiquidity(this.isOrderedInASCMode,
! this.setOfTickersToBeSelected,
! this.firstQuoteDate,
! this.lastQuoteDate,
! this.minVolume,
! 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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