[Quantproject-developers] QuantProject/b4_Business/a2_Strategies/returnsManagement/time ReturnIntervals.cs, 1.4, 1.5

[Glauco S. <gla...@us...>]

Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/returnsManagement/time
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv23093/b4_Business/a2_Strategies/returnsManagement/time

Modified Files:
	ReturnIntervals.cs 
Log Message:
- The class is not abstract anymore

- the property LastEndOfDayDateTime has been improved (an exception has been added)

- A new constructor
public ReturnIntervals( IIntervalsSelector intervalSelector)
has been added. intervalSelector will be used to add new intervals progressively

- derived classes should become IIntervalSelector(s)

- the method
public void AppendIntervalsButDontGoBeyondLastDate( EndOfDayDateTime lastDate )
has been added

- the method
public void AppendIntervalsToGoJustBeyond( EndOfDayDateTime lastDate )
has been added

- the method public void AppendFirstInterval( EndOfDayDateTime firstDate )
has been added

Index: ReturnIntervals.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/returnsManagement/time/ReturnIntervals.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** ReturnIntervals.cs	30 Oct 2007 19:06:48 -0000	1.4
--- ReturnIntervals.cs	19 Jan 2008 19:22:57 -0000	1.5
***************
*** 25,28 ****
--- 25,29 ----
  
  using QuantProject.ADT.Histories;
+ using QuantProject.Business.Strategies.ReturnsManagement.Time.IntervalsSelectors;
  using QuantProject.Business.Timing;
  
***************
*** 33,37 ****
  	/// never begins before the (n)th interval ends
  	/// </summary>
! 	public abstract class ReturnIntervals : CollectionBase
  	{
  		protected EndOfDayDateTime firstEndOfDayDateTime;
--- 34,38 ----
  	/// never begins before the (n)th interval ends
  	/// </summary>
! 	public class ReturnIntervals : CollectionBase
  	{
  		protected EndOfDayDateTime firstEndOfDayDateTime;
***************
*** 41,46 ****
  		private EndOfDayHistory bordersHistory;
  		protected int intervalLength;
  
! 		public ReturnInterval this[ int index ]  
  		{
  			get  
--- 42,49 ----
  		private EndOfDayHistory bordersHistory;
  		protected int intervalLength;
+ 		
+ 		private IIntervalsSelector intervalsSelector;
  
! 		public ReturnInterval this[ int index ] 
  		{
  			get  
***************
*** 61,64 ****
--- 64,71 ----
  			get
  			{
+ 				if ( this.Count == 0 )
+ 					throw new Exception( "LastEndOfDayDateTime " +
+ 						"cannot be used when ReturnIntervals has " +
+ 						"no ReturnInterval added yet!" );
  				return this[ this.Count - 1 ].End;
  			}
***************
*** 134,137 ****
--- 141,156 ----
  		}
  		
+ 		/// <summary>
+ 		/// Use this constructor if you want to create an empty
+ 		/// collection of intervals. The object will then be populated
+ 		/// adding intervals by means of an IIntervalSelector
+ 		/// </summary>
+ 		/// <param name="intervalSelector">to be used for adding
+ 		/// intervals</param>
+ 		public ReturnIntervals( IIntervalsSelector intervalSelector)
+ 		{
+ 			this.intervalsSelector = intervalSelector;
+ 		}
+ 		
  		protected virtual void setMarketDaysForBenchmark()
  		{
***************
*** 141,145 ****
  		}
  		
! 		protected abstract void setIntervals();
  		
  		/// <summary>
--- 160,168 ----
  		}
  		
! 		protected virtual void setIntervals()
! 		{
! 			// TO DO remove this method and change
! 			// derived classes to become IIntervalSelector
! 		}
  		
  		/// <summary>
***************
*** 215,218 ****
--- 238,367 ----
  			this.List.Add( returnInterval );
  		}
+ 		
+ 		#region appendIntervalsButDontGoBeyondLastDate
+ 		private void appendIntervalsButDontGoBeyondLastDate_checkParameters(
+ 			EndOfDayDateTime firstDate , EndOfDayDateTime lastDate )
+ 		{
+ 			if ( firstDate.CompareTo( lastDate ) >= 0 )
+ 				throw new Exception( "lastDate must be greater than firstDate!" );
+ 			if ( this.Count > 0 )
+ 				// some interval has already been added
+ 			{
+ 				EndOfDayDateTime currentLastEndOfDayDateTime =
+ 					this[ this.Count - 1 ].End;
+ 				if ( firstDate.CompareTo( currentLastEndOfDayDateTime ) < 0 )
+ 					throw new Exception( "firstDate cannot be smaller than " +
+ 						"the end of the last interval already in this collection!" );
+ 			}
+ 		}
+ 		/// <summary>
+ 		/// Appends a list of intervals, starting from firstDate and
+ 		/// until the next one would go beyond lastDate.
+ 		/// This method can be invoked even if the ReturnIntervals object
+ 		/// is empty.
+ 		/// The firstDate has to be earlier than lastDate
+ 		/// </summary>
+ 		/// <param name="firstDate"></param>
+ 		/// <param name="lastDate"></param>
+ 		private void appendIntervalsButDontGoBeyondLastDate( EndOfDayDateTime firstDate ,
+ 			EndOfDayDateTime lastDate )
+ 		{
+ 			this.appendIntervalsButDontGoBeyondLastDate_checkParameters(
+ 				firstDate , lastDate );
+ 			ReturnInterval nextInterval =
+ 				this.intervalsSelector.GetFirstInterval( firstDate );
+ 			while ( nextInterval.End.CompareTo( lastDate ) <= 0 )
+ 			{
+ 				this.Add( nextInterval );
+ 				nextInterval =
+ 					this.intervalsSelector.GetNextInterval( this );
+ 			}
+ 		}
+ 		#endregion appendIntervalsButDontGoBeyondLastDate
+ 		
+ 		#region AppendIntervalsButDontGoBeyondLastDate
+ 		private void appendIntervalsButDontGoBeyondLastDate_checkParameters(
+ 			EndOfDayDateTime lastDate )
+ 		{
+ 			if ( this.Count == 0 )
+ 				throw new Exception(
+ 					"ReturnIntervals.AppendIntervalsButDontGoBeyondLastDate( " +
+ 					"EndOfDayDateTime lastDate ) " +
+ 					"has been invoked but the current ReturnIntervals " +
+ 					"object is empty!" );
+ 			if ( lastDate.IsLessThanOrEqualTo( this.LastEndOfDayDateTime ) )
+ 				throw new Exception(
+ 					"ReturnIntervals.AppendIntervalsButDontGoBeyondLastDate( " +
+ 					"EndOfDayDateTime lastDate ) " +
+ 					"has been invoked but lastDate must be larger than the " +
+ 					"end of the last ReturnInterval already in this collection" );
+ 		}
+ 		/// <summary>
+ 		/// Appends a list of intervals,
+ 		/// until the next one would go beyond lastDate.
+ 		/// This method can be invoked only if the ReturnIntervals object
+ 		/// is not empty.
+ 		/// The last added interval must end before lastDate
+ 		/// </summary>
+ 		/// <param name="lastDate"></param>
+ 		public void AppendIntervalsButDontGoBeyondLastDate(
+ 			EndOfDayDateTime lastDate )
+ 		{
+ 			this.appendIntervalsButDontGoBeyondLastDate_checkParameters(
+ 				lastDate );
+ 			EndOfDayDateTime firstDate = this.LastEndOfDayDateTime;
+ 			this.appendIntervalsButDontGoBeyondLastDate( firstDate , lastDate );
+ 		}
+ 		#endregion AppendIntervalsButDontGoBeyondLastDate
+ 		
+ 		#region AppendIntervalsToGoJustBeyond
+ 		private void appendIntervalsToGoJustBeyondLastDate_checkParameters(
+ 			EndOfDayDateTime lastDate )
+ 		{
+ 			if ( this.Count == 0 )
+ 				throw new Exception(
+ 					"ReturnIntervals.AppendIntervalsToGoJustBeyond( EndOfDayDateTime lastDate ) " +
+ 					"has been invoked but the current ReturnIntervals " +
+ 					"object is empty!" );
+ 			if ( lastDate.IsLessThan( this.LastEndOfDayDateTime ) )
+ 				throw new Exception(
+ 					"ReturnIntervals.AppendIntervalsToGoJustBeyond( EndOfDayDateTime lastDate ) " +
+ 					"has been invoked but lastDate must be larger than or equal to " +
+ 					"the end of the last ReturnInterval already in the collection" );
+ 		}
+ 
+ 		/// <summary>
+ 		/// Appends a list of intervals, and stops as soon
+ 		/// as the last added interval exceeds lastDate.
+ 		/// This method can be invoked only if the ReturnIntervals object
+ 		/// is not empty.
+ 		/// The last added interval cannot end after lastDate
+ 		/// </summary>
+ 		/// <param name="lastDate"></param>
+ 		public void AppendIntervalsToGoJustBeyond(
+ 			EndOfDayDateTime lastDate )
+ 		{
+ 			this.appendIntervalsToGoJustBeyondLastDate_checkParameters(
+ 				lastDate );
+ 			if ( this.LastEndOfDayDateTime.IsLessThan( lastDate ) )
+ 				// lastDate comes after the last interval already added				
+ 				this.AppendIntervalsButDontGoBeyondLastDate( lastDate );
+ 			ReturnInterval lastInterval =
+ 				this.intervalsSelector.GetNextInterval( this );
+ 			this.Add( lastInterval );
+ 		}
+ 		#endregion AppendIntervalsToGoJustBeyond
+ 		
+ 		/// <summary>
+ 		/// Appends the first interval (starting from firstDate)
+ 		/// </summary>
+ 		/// <param name="firstDate"></param>
+ 		public void AppendFirstInterval(
+ 			EndOfDayDateTime firstDate )
+ 		{
+ 			ReturnInterval firstInterval =
+ 				this.intervalsSelector.GetFirstInterval( firstDate );
+ 			this.Add( firstInterval );
+ 		}
  	}
  }