[Quantproject-developers] QuantProject/b3_Data/DataTables TickerDataTable.cs, 1.10, 1.11

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

Update of /cvsroot/quantproject/QuantProject/b3_Data/DataTables
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv22501/b3_Data/DataTables

Modified Files:
	TickerDataTable.cs 
Log Message:
Added method GetTickersQuotedAtAGivenPercentageOfDateTimes

Index: TickerDataTable.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/DataTables/TickerDataTable.cs,v
retrieving revision 1.10
retrieving revision 1.11
diff -C2 -d -r1.10 -r1.11
*** TickerDataTable.cs	19 Jan 2008 19:29:34 -0000	1.10
--- TickerDataTable.cs	9 Nov 2008 19:22:14 -0000	1.11
***************
*** 1,4 ****
  /*
! QuantDownloader - Quantitative Finance Library
  
  TickerDataTable.cs
--- 1,4 ----
  /*
! QuantProject - Quantitative Finance Library
  
  TickerDataTable.cs
***************
*** 236,239 ****
--- 236,327 ----
      #endregion GetTickersQuotedInEachMarketDay
      
+     #region GetTickersQuotedAtEachDateTime
+     
+     private static void getTickersQuotedAtAGivenPercentageOfDateTimes_addRow(DataRow rowToBeAdded, int numberOfTradingDateTimes,
+                                DataTable tableToWhichRowIsToBeAdded)
+     {
+       DataRow newRow = tableToWhichRowIsToBeAdded.NewRow();
+       newRow[0]= rowToBeAdded[0];
+       newRow["NumberOfBars"] = numberOfTradingDateTimes;
+       tableToWhichRowIsToBeAdded.Rows.Add(newRow);
+     }
+     
+     private static void getTickersQuotedAtAGivenPercentageOfDateTimes_handleRow(
+     	DataRow row , History marketDateTimes , double percentageOfDateTimes ,
+     	DateTime firstQuoteDate , DateTime lastQuoteDate ,
+     	DataTable tableToWhichRowIsToBeAdded )
+     {
+     	History dateTimesForTicker = Bars.GetMarketDateTimes( (string)row[0],
+     	                                      firstQuoteDate , lastQuoteDate );
+     	if( dateTimesForTicker.ContainsAtAGivenPercentageDateTimesIn( marketDateTimes , percentageOfDateTimes ) )
+     		//the current ticker has been effectively traded at the given percentage of times
+     		//for the given market date times
+     		TickerDataTable.getTickersQuotedAtAGivenPercentageOfDateTimes_addRow(
+     			row , dateTimesForTicker.Count , tableToWhichRowIsToBeAdded );
+     }
+     
+         
+     private static void addColumnNumberOfBars(DataTable tableToAnalyze)
+     {
+       if(!tableToAnalyze.Columns.Contains("NumberOfBars"))
+         tableToAnalyze.Columns.Add("NumberOfBars", System.Type.GetType("System.Int32"));
+     }
+     
+     public static DataTable GetTickersQuotedAtAGivenPercentageOfDateTimes(string marketIndex, double percentageOfDateTimes,
+                                                                           DataTable setOfTickers,
+     																																			DateTime firstBarDateTime, DateTime lastBarDateTime,
+     																																			long maxNumOfReturnedTickers)
+     {
+     	History marketDateTimesForIndex = Bars.GetMarketDateTimes(marketIndex,
+     	                                                  firstBarDateTime , lastBarDateTime);
+     	return GetTickersQuotedAtAGivenPercentageOfDateTimes(
+     		marketDateTimesForIndex , percentageOfDateTimes , setOfTickers ,
+     		firstBarDateTime , lastBarDateTime , maxNumOfReturnedTickers );
+     }
+     
+     public static DataTable GetTickersQuotedAtAGivenPercentageOfDateTimes(string marketIndex, double percentageOfDateTimes,
+                                                                           string groupID,
+     																																			DateTime firstBarDateTime, DateTime lastBarDateTime,
+     																																			long maxNumOfReturnedTickers)
+     {
+     	DataTable groupOfTicker =
+     		QuantProject.DataAccess.Tables.Tickers_tickerGroups.GetTickers(groupID);
+     	return GetTickersQuotedAtAGivenPercentageOfDateTimes(
+     		marketIndex , percentageOfDateTimes , groupOfTicker ,
+     		firstBarDateTime , lastBarDateTime , maxNumOfReturnedTickers );
+     }
+         
+     /// <summary>
+     /// Returns a dataTable containing tickers that are quoted
+     /// at a given percentage of time with respect to
+     /// a history of marketDateTimes
+     /// </summary>
+     /// <param name="percentageOfDateTimes">percentage (0 to 100) of times of quotation
+     /// with respect to a given history of marketDateTimes. For example:
+     /// with 50, it will be returned a dataTable with all the tickers 
+     /// that have at least 0,5*(number of marketDateTimes) quoted dateTimes in common
+     /// with marketDateTimes</param>
+     /// <returns></returns>
+     public static DataTable GetTickersQuotedAtAGivenPercentageOfDateTimes(
+     	History marketDateTimes, double percentageOfDateTimes, 
+     	DataTable setOfTickers,
+     	DateTime firstBarDateTime, DateTime lastBarDateTime,
+     	long maxNumOfReturnedTickers)
+     {
+     	if(percentageOfDateTimes <= 0 || percentageOfDateTimes > 100)
+     		throw new Exception ("invalid percentage");
+     	
+     	TickerDataTable.addColumnNumberOfBars(setOfTickers);
+     	DataTable returnValue = setOfTickers.Clone();
+     	foreach(DataRow row in setOfTickers.Rows)
+     		getTickersQuotedAtAGivenPercentageOfDateTimes_handleRow(
+     			row , marketDateTimes , percentageOfDateTimes ,
+     			firstBarDateTime , lastBarDateTime , returnValue );
+     	ExtendedDataTable.DeleteRows(returnValue, maxNumOfReturnedTickers);
+     	return returnValue;
+     }
+     
+     #endregion GetTickersQuotedAtAGivenPercentageOfDateTimes
+     
      public static DataTable GetTickersQuotedInEachMarketDay(string marketIndex, DataTable setOfTickers,
                                                              DateTime firstQuoteDate,