Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/Eligibles
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv3850/a2_Strategies/Eligibles
Modified Files:
ByPriceMostLiquidLessVolatileOTCAlwaysQuoted.cs
Log Message:
Updated summary comment to the class
Index: ByPriceMostLiquidLessVolatileOTCAlwaysQuoted.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/Eligibles/ByPriceMostLiquidLessVolatileOTCAlwaysQuoted.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** ByPriceMostLiquidLessVolatileOTCAlwaysQuoted.cs 4 May 2008 22:43:30 -0000 1.1
--- ByPriceMostLiquidLessVolatileOTCAlwaysQuoted.cs 4 May 2008 22:46:33 -0000 1.2
***************
*** 34,41 ****
/// Implements IEligiblesSelector for selecting a given max number of tickers through
/// the following step-by-step selecting process:
! /// -step 1: all tickers belonging to a given group
/// are selected (the group can be "temporized": that is tickers
/// are returned depending on the time the selection is requested:
/// the group SP 500 should be like that);
/// -step 2: from tickers selected by step 1, the most liquid
/// are selected (not more than maxNumberOfMostLiquidTickersToBeChosen);
--- 34,44 ----
/// Implements IEligiblesSelector for selecting a given max number of tickers through
/// the following step-by-step selecting process:
! /// -step 0: all tickers belonging to a given group
/// are selected (the group can be "temporized": that is tickers
/// are returned depending on the time the selection is requested:
/// the group SP 500 should be like that);
+ /// -step 1: from tickers selected by step 0, the ones that have
+ /// the average raw open price falling in a given range (for the last given number of days)
+ /// are selected;
/// -step 2: from tickers selected by step 1, the most liquid
/// are selected (not more than maxNumberOfMostLiquidTickersToBeChosen);
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