[Quantproject-developers] QuantProject/b4_Business/a07_DataProviders HistoricalMarketValueProvider.cs, NONE, 1.1

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a07_DataProviders
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv5292/a07_DataProviders

Added Files:
	HistoricalMarketValueProvider.cs 
Log Message:
The new revision moves toward an intraday enabled framework.

EndOfDayDate time has been removed, DateTime is used now. The code has been changed accordingly.

--- NEW FILE: HistoricalMarketValueProvider.cs ---
/*
QuantProject - Quantitative Finance Library

HistoricalMarketValueProvider.cs
Copyright (C) 2007
Glauco Siliprandi

This program is free software; you can redistribute it and/or
modify it under the terms of the GNU General Public License
as published by the Free Software Foundation; either version 2
of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
GNU General Public License for more details.

You should have received a copy of the GNU General Public License
along with this program; if not, write to the Free Software
Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
 */

using System;

using QuantProject.ADT.Histories;
using QuantProject.Business.Strategies.Logging;
using QuantProject.Business.Timing;
using QuantProject.Data.DataProviders.Quotes;

namespace QuantProject.Business.DataProviders
{
	/// <summary>
	/// Abstract base class for historical market values providers
	/// </summary>
	[Serializable]
	public abstract class HistoricalMarketValueProvider : ILogDescriptor
	{
		public string Description
		{
			get
			{
				return "QtPrvdr_" + this.getDescription();
			}
		}

		public HistoricalMarketValueProvider()
		{
		}

		protected abstract string getDescription();

		public abstract double GetMarketValue(
			string ticker ,
			DateTime dateTime );

		/// <summary>
		/// True iif the given ticker was traded at the given DateTime
		/// </summary>
		/// <param name="ticker"></param>
		/// <param name="dateTime"></param>
		/// <returns></returns>
		public bool WasExchanged( string ticker ,
		                         DateTime dateTime )
		{
			bool wasExchanged =
				HistoricalQuotesProvider.WasExchanged( ticker , dateTime );
			return wasExchanged;
		}
		
		#region GetQuotes
		
		#region addQuoteActually
		private double getMarketValue( string ticker , DateTime dateTime )
		{
			double marketValue =
				this.GetMarketValue( ticker , dateTime );
			return marketValue;
		}
		private void addQuoteActually( string ticker ,
		                              DateTime dateTime ,
		                              History quotes )
		{
			double marketValue = this.getMarketValue( ticker , dateTime );
			quotes.Add( dateTime , marketValue );
		}
		#endregion addQuoteActually
		
		private void addMarketValue( string ticker , int historyIndex ,
		                      History	history , History quotes )
		{
			DateTime currentDateTime =
				(DateTime)history.GetByIndex( historyIndex );
			if ( this.WasExchanged( ticker , currentDateTime ) )
			{
				this.addQuoteActually( ticker , currentDateTime ,
				                      quotes );
			}
			else
				throw new TickerNotExchangedException(
					ticker , currentDateTime );
		}
		public History GetMarketValues( string ticker ,
		                         History history )
		{
			History quotes = new History();
			for ( int i = 0 ; i < history.Count ; i++ )
				this.addMarketValue( ticker , i , history , quotes );
			return quotes;
		}
		#endregion GetQuotes
	}
}