[Quantproject-developers] QuantProject/b3_Data/DataTables Bars.cs, 1.2, 1.3
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From: Marco M. <mi...@us...> - 2008-11-14 15:51:25
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Update of /cvsroot/quantproject/QuantProject/b3_Data/DataTables In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv4416/b3_Data/DataTables Modified Files: Bars.cs Log Message: Added parameter intervalFrameInSeconds Index: Bars.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b3_Data/DataTables/Bars.cs,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** Bars.cs 12 Nov 2008 20:40:43 -0000 1.2 --- Bars.cs 14 Nov 2008 15:51:18 -0000 1.3 *************** *** 61,72 **** /// <param name="tickerCollection">Tickers whose quotes are to be fetched</param> /// <param name="dateTime">DateTime for the bars to be fetched</param> ! public Bars( ICollection tickerCollection , DateTime dateTime ) { ! QuantProject.DataAccess.Tables.Bars.SetDataTable( ! tickerCollection , dateTime , this ); } ! public Bars( string ticker , DateTime startDateTime , DateTime endDateTime ) { ! this.fillDataTable( ticker , startDateTime , endDateTime ); } --- 61,75 ---- /// <param name="tickerCollection">Tickers whose quotes are to be fetched</param> /// <param name="dateTime">DateTime for the bars to be fetched</param> ! /// <param name="intervalFrameInSeconds">interval frame in seconds for the ticker's bars</param> ! public Bars( ICollection tickerCollection , DateTime dateTime, int intervalFrameInSeconds ) { ! ! QuantProject.DataAccess.Tables.Bars.SetDataTable( ! tickerCollection , dateTime , this, intervalFrameInSeconds ); ! } ! public Bars( string ticker , DateTime startDateTime , DateTime endDateTime, int intervalFrameInSeconds ) { ! this.fillDataTable( ticker , startDateTime , endDateTime, intervalFrameInSeconds ); } *************** *** 77,86 **** /// <param name="ticker"></param> /// <param name="marketDateTimes"></param> ! public Bars( string ticker , SortedList marketDateTimes ) { DateTime firstDateTime = (DateTime)marketDateTimes.GetByIndex( 0 ); DateTime lastDateTime = (DateTime)marketDateTimes.GetByIndex( marketDateTimes.Count - 1 ); ! this.fillDataTable( ticker , firstDateTime , lastDateTime ); this.removeNonContainedDateTimes( marketDateTimes ); } --- 80,89 ---- /// <param name="ticker"></param> /// <param name="marketDateTimes"></param> ! public Bars( string ticker , SortedList marketDateTimes, int intervalFrameInSeconds ) { DateTime firstDateTime = (DateTime)marketDateTimes.GetByIndex( 0 ); DateTime lastDateTime = (DateTime)marketDateTimes.GetByIndex( marketDateTimes.Count - 1 ); ! this.fillDataTable( ticker , firstDateTime , lastDateTime, intervalFrameInSeconds ); this.removeNonContainedDateTimes( marketDateTimes ); } *************** *** 110,129 **** #endregion ! public Bars( string ticker ) { this.fillDataTable( ticker , ! QuantProject.DataAccess.Tables.Bars.GetFirstBarDateTime( ticker ) , ! QuantProject.DataAccess.Tables.Bars.GetLastBarDateTime( ticker ) ); ! } ! public Bars(SerializationInfo info, StreamingContext context) ! : base(info, context) ! { } ! private void fillDataTable( string ticker , DateTime startDateTime , DateTime endDateTime ) { ! QuantProject.DataAccess.Tables.Bars.SetDataTable( ! ticker , startDateTime , endDateTime , this ); ! this.setPrimaryKeys(); } private void setPrimaryKeys() --- 113,138 ---- #endregion ! public Bars( string ticker, int intervalFrameInSeconds ) { this.fillDataTable( ticker , ! QuantProject.DataAccess.Tables.Bars.GetFirstBarDateTime( ticker, intervalFrameInSeconds ) , ! QuantProject.DataAccess.Tables.Bars.GetLastBarDateTime( ticker, intervalFrameInSeconds ), ! intervalFrameInSeconds); } ! ! public Bars(SerializationInfo info, StreamingContext context) ! : base(info, context) ! { ! } ! private void fillDataTable( string ticker , DateTime startDateTime , DateTime endDateTime, int intervalFrameInSeconds ) ! ! { ! ! QuantProject.DataAccess.Tables.Bars.SetDataTable( ! ticker , startDateTime , endDateTime , this, intervalFrameInSeconds ); ! this.setPrimaryKeys(); ! } private void setPrimaryKeys() *************** *** 141,149 **** /// <param name="firstDateTime">begin interval</param> /// <param name="lastDateTime">end interval</param> /// <returns></returns> public static History GetMarketDateTimes( string ticker , ! DateTime firstDateTime , DateTime lastDateTime ) { ! Bars bars = new Bars( ticker , firstDateTime , lastDateTime ); History marketDateTimes = new History(); // int i = 0; --- 150,160 ---- /// <param name="firstDateTime">begin interval</param> /// <param name="lastDateTime">end interval</param> + /// <param name="intervalFrameInSeconds">interval frame in seconds for the ticker's bars</param> /// <returns></returns> public static History GetMarketDateTimes( string ticker , ! DateTime firstDateTime , DateTime lastDateTime, int intervalFrameInSeconds ) ! { ! Bars bars = new Bars( ticker , firstDateTime , lastDateTime, intervalFrameInSeconds ); History marketDateTimes = new History(); // int i = 0; *************** *** 209,217 **** private static History getMarketDateTimes( string ticker , DateTime firstDateTime , DateTime lastDateTime , ! List< Time > dailyTimes ) { History marketDateTimes = Bars.GetMarketDateTimes( ! ticker , firstDateTime , lastDateTime ); Bars.removeMissingTimes( dailyTimes , marketDateTimes ); return marketDateTimes; --- 220,228 ---- private static History getMarketDateTimes( string ticker , DateTime firstDateTime , DateTime lastDateTime , ! List< Time > dailyTimes, int intervalFrameInSeconds ) { History marketDateTimes = Bars.GetMarketDateTimes( ! ticker , firstDateTime , lastDateTime, intervalFrameInSeconds ); Bars.removeMissingTimes( dailyTimes , marketDateTimes ); return marketDateTimes; *************** *** 232,241 **** public static History GetMarketDateTimes( string ticker , DateTime firstDateTime , DateTime lastDateTime , ! List< Time > dailyTimes ) { // Bars.checkIfAreTimes( dailyTimes ); History marketDateTimes = Bars.getMarketDateTimes( ! ticker , firstDateTime , lastDateTime , dailyTimes ); return marketDateTimes; } --- 243,252 ---- public static History GetMarketDateTimes( string ticker , DateTime firstDateTime , DateTime lastDateTime , ! List< Time > dailyTimes, int intervalFrameInSeconds ) { // Bars.checkIfAreTimes( dailyTimes ); History marketDateTimes = Bars.getMarketDateTimes( ! ticker , firstDateTime , lastDateTime , dailyTimes, intervalFrameInSeconds ); return marketDateTimes; } *************** *** 244,257 **** #region GetCommonMarketDateTimes private static Hashtable getMarketDateTimes( ICollection tickers , DateTime firstDateTime , ! DateTime lastDateTime ) { Hashtable marketDateTimes = new Hashtable(); foreach ( string ticker in tickers ) if ( !marketDateTimes.ContainsKey( ticker ) ) ! { ! History marketDateTimesForSingleTicker = ! GetMarketDateTimes( ticker , firstDateTime , lastDateTime ); ! marketDateTimes.Add( ticker , marketDateTimesForSingleTicker ); ! } return marketDateTimes; } --- 255,270 ---- #region GetCommonMarketDateTimes private static Hashtable getMarketDateTimes( ICollection tickers , DateTime firstDateTime , ! DateTime lastDateTime, int intervalFrameInSeconds ) ! { Hashtable marketDateTimes = new Hashtable(); foreach ( string ticker in tickers ) if ( !marketDateTimes.ContainsKey( ticker ) ) ! { ! SortedList marketDateTimesForSingleTicker = ! GetMarketDateTimes( ticker , firstDateTime , lastDateTime, intervalFrameInSeconds ); ! marketDateTimes.Add( ticker , marketDateTimesForSingleTicker ); ! } ! return marketDateTimes; } *************** *** 287,294 **** public static SortedList GetCommonMarketDateTimes( ICollection tickers , ! DateTime firstDateTime , DateTime lastDateTime ) { ! Hashtable marketDateTimes = getMarketDateTimes( tickers , firstDateTime , lastDateTime ); ! return getCommonMarketDateTimes( tickers , firstDateTime , lastDateTime , marketDateTimes ); } --- 300,309 ---- public static SortedList GetCommonMarketDateTimes( ICollection tickers , ! DateTime firstDateTime , DateTime lastDateTime, int intervalFrameInSeconds ) { ! ! Hashtable marketDateTimes = getMarketDateTimes( tickers , firstDateTime , lastDateTime, intervalFrameInSeconds ); ! return getCommonMarketDateTimes( tickers , firstDateTime , lastDateTime , marketDateTimes ); ! } *************** *** 519,526 **** /// </summary> /// <param name="ticker"></param> /// <returns></returns> ! public static DateTime GetFirstBarDateTime( string ticker ) { ! return QuantProject.DataAccess.Tables.Bars.GetFirstBarDateTime( ticker ); } --- 534,542 ---- /// </summary> /// <param name="ticker"></param> + /// <param name="intervalFrameInSeconds">interval frame in seconds for the ticker's bars</param> /// <returns></returns> ! public static DateTime GetFirstBarDateTime( string ticker, int intervalFrameInSeconds ) { ! return QuantProject.DataAccess.Tables.Bars.GetFirstBarDateTime( ticker, intervalFrameInSeconds ); } |