[Quantproject-developers] QuantProject/b2_DataAccess DataBase.cs, 1.9, 1.10

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

Update of /cvsroot/quantproject/QuantProject/b2_DataAccess
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv19134/b2_DataAccess

Modified Files:
	DataBase.cs 
Log Message:
the following method has been added
public static History GetBarOpenHistory(
 			string ticker ,
 			int barInterval ,
 			DateTime firstDateTime ,
 			DateTime lastDateTime ,
 			DateTime[] dailyTimes )

Index: DataBase.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b2_DataAccess/DataBase.cs,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
*** DataBase.cs	29 Sep 2008 21:12:37 -0000	1.9
--- DataBase.cs	8 Nov 2008 20:29:09 -0000	1.10
***************
*** 3,7 ****
  
  DataBase.cs
! Copyright (C) 2003 
  Glauco Siliprandi
  
--- 3,7 ----
  
  DataBase.cs
! Copyright (C) 2003
  Glauco Siliprandi
  
***************
*** 19,23 ****
  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;
--- 19,23 ----
  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;
***************
*** 83,89 ****
  		}
  
!     #region "GetHistory"
  		private static History getHistory_try( string instrumentKey , QuoteField quoteField ,
! 			DateTime firstDate , DateTime lastDate )
  		{
  			History history = new History();
--- 83,89 ----
  		}
  
! 		#region "GetHistory"
  		private static History getHistory_try( string instrumentKey , QuoteField quoteField ,
! 		                                      DateTime firstDate , DateTime lastDate )
  		{
  			History history = new History();
***************
*** 99,103 ****
  		}
  		private static History getHistory_common( string instrumentKey , QuoteField quoteField ,
! 			DateTime firstDate , DateTime lastDate )
  		{
  			History history;
--- 99,103 ----
  		}
  		private static History getHistory_common( string instrumentKey , QuoteField quoteField ,
! 		                                         DateTime firstDate , DateTime lastDate )
  		{
  			History history;
***************
*** 135,139 ****
  		/// <returns>The history for the given instrument and quote field</returns>
  		public static History GetHistory( string instrumentKey , QuoteField quoteField ,
! 			DateTime firstDate , DateTime lastDate )
  		{
  			return getHistory_common( instrumentKey , quoteField , firstDate , lastDate );
--- 135,139 ----
  		/// <returns>The history for the given instrument and quote field</returns>
  		public static History GetHistory( string instrumentKey , QuoteField quoteField ,
! 		                                 DateTime firstDate , DateTime lastDate )
  		{
  			return getHistory_common( instrumentKey , quoteField , firstDate , lastDate );
***************
*** 141,145 ****
  		#endregion
  		public static double GetQuote( string ticker ,
! 			QuoteField quoteField , DateTime dateTime )
  		{
  			double quote = Double.MinValue;
--- 141,145 ----
  		#endregion
  		public static double GetQuote( string ticker ,
! 		                              QuoteField quoteField , DateTime dateTime )
  		{
  			double quote = Double.MinValue;
***************
*** 164,168 ****
  		}
  		public static bool WasExchanged( string ticker ,
! 			DateTime dateTime )
  		{
  			string sqlQuery =
--- 164,168 ----
  		}
  		public static bool WasExchanged( string ticker ,
! 		                                DateTime dateTime )
  		{
  			string sqlQuery =
***************
*** 182,185 ****
--- 182,304 ----
  			return ( quotes.Rows.Count > 0 );
  		}
+ 		
+ 		#region getHistory
+ 		private static History getHistory(
+ 			DataTable barDataTable , string barFieldName )
+ 		{
+ 			History history = new History();
+ 			history.Import(
+ 				barDataTable , BarFieldNames.DateTimeForOpen , barFieldName );
+ 			return history;
+ 		}
+ 		#endregion getHistory
+ 		
+ 		#region GetBarOpenHistory
+ 		
+ 		#region getBarDataTable
+ 		
+ 		#region getSqlForBarDataTable
+ 		
+ 		#region getFilterForDailyTimes
+ 		
+ //		#region getFilterForDailyTime
+ //		private getFilterForDailyTime( DateTime dateTime )
+ //		{
+ //			string filterForDailyTime =
+ //				"(Format([baDateTimeForOpen],'hh:mm:ss')>='" +
+ //				this.getSqlTimeConstantForFirstDailyBar() + "')";
+ //		}
+ //		#endregion getFilterForDailyTime
+ 		
+ 		private static string getFilterForDailyTimes( DateTime[] dailyTimes )
+ 		{
+ 			string filterForDailyTimes = "";
+ 			foreach( DateTime dateTime in dailyTimes )
+ 				filterForDailyTimes =
+ 					filterForDailyTimes +
+ 					SQLBuilder.GetFilterForTime(
+ 						"baDateTimeForOpen" , SqlComparisonOperator.Equal , dateTime ) +
+ 					" and ";
+ 			filterForDailyTimes = filterForDailyTimes.Substring(
+ 				0 , filterForDailyTimes.Length - " and ".Length );
+ 			return filterForDailyTimes;
+ 		}
+ 		#endregion getFilterForDailyTimes
+ 		
+ 		private static string getSqlForBarDataTable(
+ 			string ticker ,
+ 			int barInterval ,
+ 			string barFieldName ,
+ 			DateTime firstDateTime ,
+ 			DateTime lastDateTime ,
+ 			DateTime[] dailyTimes )
+ 		{
+ 			string sql =
+ 				"select baOpen from bars " +
+ 				"where (baTicker='" + ticker + "') and " +
+ 				"(baInterval=" + barInterval + ") and" +
+ 				"(baDateTimeForOpen>=" +
+ 				SQLBuilder.GetDateTimeConstant( firstDateTime ) + ") and" +
+ 				"(baDateTimeForOpen<=" +
+ 				SQLBuilder.GetDateTimeConstant( lastDateTime )
+ 				+ ") and" +
+ 				DataBase.getFilterForDailyTimes( dailyTimes );
+ //			"(Format([baDateTimeForOpen],'hh:mm:ss')>='" +
+ //				DataBase.getSqlTimeConstantForFirstDailyBar() + "') and" +
+ //				"(Format([baDateTimeForOpen],'hh:mm:ss')<='" +
+ //				DataBase.getSqlTimeConstantForLastDailyBar() + "');";
+ 			return sql;
+ 		}
+ 		#endregion getSqlForBarDataTable
+ 		
+ 		private static DataTable getBarDataTable(
+ 			string ticker ,
+ 			int barInterval ,
+ 			string barFieldName ,
+ 			DateTime firstDateTime ,
+ 			DateTime lastDateTime ,
+ 			DateTime[] dailyTimes )
+ 		{
+ 			string sql = DataBase.getSqlForBarDataTable(
+ 				ticker ,
+ 				barInterval ,
+ 				barFieldName ,
+ 				firstDateTime ,
+ 				lastDateTime ,
+ 				dailyTimes );
+ 			DataTable barDataTable = SqlExecutor.GetDataTable( sql );
+ 			return barDataTable;
+ 		}
+ 		#endregion getBarDataTable
+ 		
+ 		/// <summary>
+ 		/// returns the market value for the given ticker, for all days in the given
+ 		/// interval, at the open of all the bars that begin at dailyTimes
+ 		/// </summary>
+ 		/// <param name="ticker"></param>
+ 		/// <param name="barInterval"></param>
+ 		/// <param name="firstDateTime"></param>
+ 		/// <param name="lastDateTime"></param>
+ 		/// <param name="dailyTimes"></param>
+ 		/// <returns></returns>
+ 		public static History GetBarOpenHistory(
+ 			string ticker ,
+ 			int barInterval ,
+ 			DateTime firstDateTime ,
+ 			DateTime lastDateTime ,
+ 			DateTime[] dailyTimes )
+ 		{
+ 			DataTable barDataTable = DataBase.getBarDataTable(
+ 				ticker ,
+ 				barInterval ,
+ 				BarFieldNames.Open ,
+ 				firstDateTime ,
+ 				lastDateTime ,
+ 				dailyTimes );
+ 			History barOpenHistory = DataBase.getHistory(
+ 				barDataTable , BarFieldNames.Open );
+ 			return barOpenHistory;
+ 		}
+ 		#endregion GetBarOpenHistory
  	}
  }