Update of /cvsroot/quantproject/QuantProject/b3_Data/Selectors
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv8964/Selectors
Modified Files:
SelectorByAverageCloseToOpenPerformance.cs
SelectorByCloseToCloseLinearCorrelation.cs
SelectorByCloseToOpenVolatility.cs
Log Message:
- the code has been cleaned up to avoid warnings
- standard indentation has been applied
Index: SelectorByAverageCloseToOpenPerformance.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/Selectors/SelectorByAverageCloseToOpenPerformance.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** SelectorByAverageCloseToOpenPerformance.cs 7 Jan 2006 10:50:40 -0000 1.1
--- SelectorByAverageCloseToOpenPerformance.cs 18 Aug 2008 21:05:39 -0000 1.2
***************
*** 87,97 ****
{
row["AverageCloseToOpenPerformance"] = -1000000.0;
! row["AverageCloseToOpenPerformance"] =
! this.getTableOfSelectedTickers_getTickersFromTable_getAverageCTOForTicker((string)row[0]);
}
catch(Exception ex)
! {ex=ex;}
}
! DataTable tableToReturn =
ExtendedDataTable.CopyAndSort(this.setOfTickersToBeSelected,
"AverageCloseToOpenPerformance>-1000000.0",
--- 87,99 ----
{
row["AverageCloseToOpenPerformance"] = -1000000.0;
! row["AverageCloseToOpenPerformance"] =
! this.getTableOfSelectedTickers_getTickersFromTable_getAverageCTOForTicker((string)row[0]);
}
catch(Exception ex)
! {
! string forBreakpoint = ex.Message; forBreakpoint = forBreakpoint + "";
! }
}
! DataTable tableToReturn =
ExtendedDataTable.CopyAndSort(this.setOfTickersToBeSelected,
"AverageCloseToOpenPerformance>-1000000.0",
Index: SelectorByCloseToCloseLinearCorrelation.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/Selectors/SelectorByCloseToCloseLinearCorrelation.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** SelectorByCloseToCloseLinearCorrelation.cs 14 Jan 2008 23:18:47 -0000 1.3
--- SelectorByCloseToCloseLinearCorrelation.cs 18 Aug 2008 21:05:40 -0000 1.4
***************
*** 127,141 ****
try
{
! rowToAdd["PearsonCorrelationCoefficient"] =
! QuantProject.ADT.Statistics.BasicFunctions.PearsonCorrelationCoefficient(
! tickersAdjCloses[j],tickersAdjCloses[i]);
}
catch(Exception ex)
{
! ex = ex;
}
finally
{
! setOfTickers.Rows.Add(rowToAdd);
}
}
--- 127,141 ----
try
{
! rowToAdd["PearsonCorrelationCoefficient"] =
! QuantProject.ADT.Statistics.BasicFunctions.PearsonCorrelationCoefficient(
! tickersAdjCloses[j],tickersAdjCloses[i]);
}
catch(Exception ex)
{
! string forBreakpoint = ex.Message; forBreakpoint = forBreakpoint + "";
}
finally
{
! setOfTickers.Rows.Add(rowToAdd);
}
}
Index: SelectorByCloseToOpenVolatility.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/Selectors/SelectorByCloseToOpenVolatility.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** SelectorByCloseToOpenVolatility.cs 14 Aug 2008 23:28:37 -0000 1.2
--- SelectorByCloseToOpenVolatility.cs 18 Aug 2008 21:05:40 -0000 1.3
***************
*** 84,105 ****
this.setOfTickersToBeSelected.Columns.Add("CloseToOpenStandardDeviation", System.Type.GetType("System.Double"));
double CTOStdDev;
! foreach(DataRow row in this.setOfTickersToBeSelected.Rows)
{
! try
! {
! row["CloseToOpenStandardDeviation"] = -1000000.0;
! CTOStdDev = this.getTableOfSelectedTickers_getTickersFromTable_getCTOStdDevForTicker((string)row[0]);
! if( !Double.IsInfinity(CTOStdDev) && !Double.IsNaN(CTOStdDev) )
! row["CloseToOpenStandardDeviation"] = CTOStdDev;
!
! }
! catch(Exception ex)
! {ex=ex;}
}
! DataTable tableToReturn =
! ExtendedDataTable.CopyAndSort(this.setOfTickersToBeSelected,
! "CloseToOpenStandardDeviation>-1000000.0",
! "CloseToOpenStandardDeviation",
! this.isOrderedInASCMode);
ExtendedDataTable.DeleteRows(tableToReturn, this.maxNumOfReturnedTickers);
return tableToReturn;
--- 84,107 ----
this.setOfTickersToBeSelected.Columns.Add("CloseToOpenStandardDeviation", System.Type.GetType("System.Double"));
double CTOStdDev;
! foreach(DataRow row in this.setOfTickersToBeSelected.Rows)
{
! try
! {
! row["CloseToOpenStandardDeviation"] = -1000000.0;
! CTOStdDev = this.getTableOfSelectedTickers_getTickersFromTable_getCTOStdDevForTicker((string)row[0]);
! if( !Double.IsInfinity(CTOStdDev) && !Double.IsNaN(CTOStdDev) )
! row["CloseToOpenStandardDeviation"] = CTOStdDev;
!
! }
! catch(Exception ex)
! {
! string forBreakpoint = ex.Message; forBreakpoint = forBreakpoint + "";
! }
}
! DataTable tableToReturn =
! ExtendedDataTable.CopyAndSort(this.setOfTickersToBeSelected,
! "CloseToOpenStandardDeviation>-1000000.0",
! "CloseToOpenStandardDeviation",
! this.isOrderedInASCMode);
ExtendedDataTable.DeleteRows(tableToReturn, this.maxNumOfReturnedTickers);
return tableToReturn;
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