Update of /cvsroot/quantproject/QuantProject/b3_Data/Selectors
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv16669/b3_Data/Selectors
Modified Files:
SelectorByAverageOpenToClosePerformance.cs
Log Message:
SelectorByAverageOpenToClosePerformance can now select tickers with a given maximum absolute average OTC performance, for a given period.
Index: SelectorByAverageOpenToClosePerformance.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/Selectors/SelectorByAverageOpenToClosePerformance.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** SelectorByAverageOpenToClosePerformance.cs 7 Jan 2006 10:56:09 -0000 1.2
--- SelectorByAverageOpenToClosePerformance.cs 14 Aug 2008 23:22:49 -0000 1.3
***************
*** 35,39 ****
public class SelectorByAverageOpenToClosePerformance : TickerSelector, ITickerSelector
{
!
public SelectorByAverageOpenToClosePerformance(DataTable setOfTickersToBeSelected,
--- 35,39 ----
public class SelectorByAverageOpenToClosePerformance : TickerSelector, ITickerSelector
{
! private double maxAbsoluteAverageOTCPerformance;
public SelectorByAverageOpenToClosePerformance(DataTable setOfTickersToBeSelected,
***************
*** 41,44 ****
--- 41,45 ----
DateTime firstQuoteDate,
DateTime lastQuoteDate,
+ double maxAbsoluteAverageOTCPerformance,
long maxNumOfReturnedTickers):
base(setOfTickersToBeSelected,
***************
*** 48,52 ****
maxNumOfReturnedTickers)
{
!
}
public SelectorByAverageOpenToClosePerformance(string groupID,
--- 49,55 ----
maxNumOfReturnedTickers)
{
! if(maxAbsoluteAverageOTCPerformance < 0.0)
! throw new Exception("maxAbsoluteAverageOTCPerformance has to be non negative!");
! this.maxAbsoluteAverageOTCPerformance = maxAbsoluteAverageOTCPerformance;
}
public SelectorByAverageOpenToClosePerformance(string groupID,
***************
*** 54,57 ****
--- 57,61 ----
DateTime firstQuoteDate,
DateTime lastQuoteDate,
+ double maxAbsoluteAverageOTCPerformance,
long maxNumOfReturnedTickers):
base(groupID,
***************
*** 61,65 ****
maxNumOfReturnedTickers)
{
!
}
--- 65,71 ----
maxNumOfReturnedTickers)
{
! if(maxAbsoluteAverageOTCPerformance < 0.0)
! throw new Exception("maxAbsoluteAverageOTCPerformance has to be non negative!");
! this.maxAbsoluteAverageOTCPerformance = maxAbsoluteAverageOTCPerformance;
}
***************
*** 71,74 ****
--- 77,81 ----
this.groupID, this.firstQuoteDate,
this.lastQuoteDate,
+ this.maxAbsoluteAverageOTCPerformance,
this.maxNumOfReturnedTickers);
else
***************
*** 77,80 ****
--- 84,88 ----
this.firstQuoteDate,
this.lastQuoteDate,
+ this.maxAbsoluteAverageOTCPerformance,
this.maxNumOfReturnedTickers);
}
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