[Quantproject-developers] QuantProject/b3_Data/DataTables Quotes.cs, 1.34, 1.35

[Marco M. <mi...@us...>]

Update of /cvsroot/quantproject/QuantProject/b3_Data/DataTables
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv19590/b3_Data/DataTables

Modified Files:
	Quotes.cs 
Log Message:
Some code has been cleaned

Index: Quotes.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/DataTables/Quotes.cs,v
retrieving revision 1.34
retrieving revision 1.35
diff -C2 -d -r1.34 -r1.35
*** Quotes.cs	13 Jul 2007 10:07:59 -0000	1.34
--- Quotes.cs	14 Jan 2008 23:34:22 -0000	1.35
***************
*** 307,396 ****
        return tableToReturn;
      }
-     
-     private static void getTickersByAdjCloseToClosePearsonCorrelationCoefficient_setTickersAdjCloses(out float[][]
-       tickersReturns, DataTable setOfTickers, DateTime firstQuoteDate, DateTime lastQuoteDate) 
-                                                               
-     {
-       tickersReturns = new float[setOfTickers.Rows.Count][];
-       for(int i = 0; i<setOfTickers.Rows.Count; i++)
-       {
-         DataTable tickerQuoteTable = 
-           QuantProject.DataAccess.Tables.Quotes.GetTickerQuotes((string)setOfTickers.Rows[i][0],
-                                                                 firstQuoteDate,
-                                                                 lastQuoteDate);
-         tickersReturns[i] =
-           ExtendedDataTable.GetArrayOfFloatFromColumn(tickerQuoteTable,"quAdjustedClose"); 
- 
-       }
-     }
- 
-     /// <summary>
-     /// Returns a table containing the Pearson correlation coefficient for the adjusted close values
-     /// for any possible couple of tickers contained in the given table, for the specified interval
-     /// </summary>
-     public static DataTable GetTickersByAdjCloseToClosePearsonCorrelationCoefficient( bool orderByASC,
-                                                                             DataTable setOfTickers,
-                                                                             DateTime firstQuoteDate,
-                                                                             DateTime lastQuoteDate)
-                                                               
-     {
-       if(!setOfTickers.Columns.Contains("CorrelatedTicker"))
-         setOfTickers.Columns.Add("CorrelatedTicker", System.Type.GetType("System.String"));
-       if(!setOfTickers.Columns.Contains("PearsonCorrelationCoefficient"))
-         setOfTickers.Columns.Add("PearsonCorrelationCoefficient", System.Type.GetType("System.Double"));
-       int initialNumberOfRows = setOfTickers.Rows.Count;
-       float[][] tickersAdjCloses;
-       getTickersByAdjCloseToClosePearsonCorrelationCoefficient_setTickersAdjCloses(out tickersAdjCloses, setOfTickers, firstQuoteDate, lastQuoteDate);
-       for(int j=0; j!= initialNumberOfRows; j++)
-       {
-         string firstTicker = (string)setOfTickers.Rows[j][0];
-         for(int i = j+1; i!= initialNumberOfRows; i++)
-         {
-           string secondTicker = (string)setOfTickers.Rows[i][0];
-           DataRow rowToAdd = setOfTickers.NewRow();
-           rowToAdd[0] = firstTicker;
-           rowToAdd["PearsonCorrelationCoefficient"] = -2.0;
-           //unassigned value for this column
-           rowToAdd["CorrelatedTicker"] = secondTicker;
-           try
-           {
-             rowToAdd["PearsonCorrelationCoefficient"] = 
-               QuantProject.ADT.Statistics.BasicFunctions.PearsonCorrelationCoefficient(
-               tickersAdjCloses[j],tickersAdjCloses[i]);
-           }
-           catch(Exception ex)
-           {
-             ex = ex;
-           }
-           finally
-           {
-             setOfTickers.Rows.Add(rowToAdd);
-           }
-         }
-       }
-       ExtendedDataTable.DeleteRows(setOfTickers, 0, initialNumberOfRows - 1);
-       //delete initial rows that don't contain correlated ticker and Pearson coeff.
-       return ExtendedDataTable.CopyAndSort(setOfTickers,"PearsonCorrelationCoefficient>-2.0",
-                                           "PearsonCorrelationCoefficient", orderByASC);
-     }
- 
-     /// <summary>
-     /// Returns a table containing the Pearson correlation coefficient for the adjusted close values
-     /// for any possible couple of tickers contained in the given group of tickers,
-     /// for the specified interval
-     /// </summary>
-     public static DataTable GetTickersByAdjCloseToClosePearsonCorrelationCoefficient( bool orderByASC,
-                                                       string groupID,
-                                                       DateTime firstQuoteDate,
-                                                       DateTime lastQuoteDate)
-                                                               
-     {
-       
-       DataTable tickersOfGroup = new Tickers_tickerGroups(groupID);
-       return GetTickersByAdjCloseToClosePearsonCorrelationCoefficient(orderByASC,
-                                                                 tickersOfGroup,
-                                                                 firstQuoteDate,
-                                                                 lastQuoteDate);
-     }
  
      /// <summary>
--- 307,310 ----