[Quantproject-developers] QuantProject/b2_DataAccess/Tables Bars.cs, 1.1, 1.2

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Update of /cvsroot/quantproject/QuantProject/b2_DataAccess/Tables
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv4416/b2_DataAccess/Tables

Modified Files:
	Bars.cs 
Log Message:
Added parameter intervalFrameInSeconds

Index: Bars.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b2_DataAccess/Tables/Bars.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** Bars.cs	9 Nov 2008 19:11:10 -0000	1.1
--- Bars.cs	14 Nov 2008 15:51:18 -0000	1.2
***************
*** 47,75 ****
  		public static string Close = "baClose";
  		public static string Volume = "baVolume";   
!     
! 		private DataTable bars;
!     
! 		/// <summary>
! 		/// Gets the ticker whose bars are contained into the Bars object
! 		/// </summary>
! 		/// <returns></returns>
! 		public string Ticker
! 		{
! 			get{ return ((string)this.bars.Rows[ 0 ][ Bars.TickerFieldName ]); }
! 		}
! 
  		public Bars( string ticker)
  		{
! 			this.bars = Bars.GetTickerBars( ticker );
  		}
! 		/// <summary>
! 		/// Creates bars for the given instrument, since the startDateTime to the endDateTime
! 		/// </summary>
! 		/// <param name="ticker"></param>
! 		/// <param name="startDateTime"></param>
! 		/// <param name="endDateTime"></param>
  		public Bars( string ticker , DateTime startDateTime , DateTime endDateTime )
  		{
! 			/// TO DO
  		}
  		/// <summary>
--- 47,59 ----
  		public static string Close = "baClose";
  		public static string Volume = "baVolume";   
!     		
  		public Bars( string ticker)
  		{
! 			
  		}
! 		
  		public Bars( string ticker , DateTime startDateTime , DateTime endDateTime )
  		{
! 			
  		}
  		/// <summary>
***************
*** 77,85 ****
  		/// </summary>
  		/// <param name="ticker">ticker for which the dateTime of the first bar has to be returned</param>
  		/// <returns></returns>
! 		public static DateTime GetFirstBarDateTime( string ticker )
  		{
  			DataTable dataTable = SqlExecutor.GetDataTable(
! 				"select min(" + Bars.DateTimeForOpen + ") as minDate from bars where " + Bars.TickerFieldName + "='" + ticker + "' " +
  				"group by " + Bars.TickerFieldName + ")" );
  			return (DateTime)(dataTable.Rows[ 0 ][ "minDate" ]);
--- 61,72 ----
  		/// </summary>
  		/// <param name="ticker">ticker for which the dateTime of the first bar has to be returned</param>
+ 		/// <param name="intervalFrameInSeconds">interval frame in seconds for the ticker's bars</param>
  		/// <returns></returns>
! 		public static DateTime GetFirstBarDateTime( string ticker, int intervalFrameInSeconds )
  		{
  			DataTable dataTable = SqlExecutor.GetDataTable(
! 				"select min(" + Bars.DateTimeForOpen + ") as minDate from bars " +
! 				"where " + Bars.TickerFieldName + "='" + ticker + "' and " + 
! 				Bars.IntervalFrameInSeconds + "='" + intervalFrameInSeconds + "' " +
  				"group by " + Bars.TickerFieldName + ")" );
  			return (DateTime)(dataTable.Rows[ 0 ][ "minDate" ]);
***************
*** 89,97 ****
  		/// </summary>
  		/// <param name="ticker">ticker for which the dateTime of the last bar has to be returned</param>
  		/// <returns></returns>
! 		public static DateTime GetLastBarDateTime( string ticker )
  		{
  			DataTable dataTable = SqlExecutor.GetDataTable(
! 				"select * from bars where " + Bars.TickerFieldName + "='" + ticker + "' " +
  				"order by " + Bars.DateTimeForOpen + " DESC");
  			return (DateTime)(dataTable.Rows[0][ Bars.DateTimeForOpen ]);
--- 76,86 ----
  		/// </summary>
  		/// <param name="ticker">ticker for which the dateTime of the last bar has to be returned</param>
+ 		/// <param name="intervalFrameInSeconds">interval frame in seconds for the ticker's bars</param>
  		/// <returns></returns>
! 		public static DateTime GetLastBarDateTime( string ticker, int intervalFrameInSeconds )
  		{
  			DataTable dataTable = SqlExecutor.GetDataTable(
! 				"select * from bars where " + Bars.TickerFieldName + "='" + ticker + "' and " + 
! 				Bars.IntervalFrameInSeconds + "='" + intervalFrameInSeconds + "' " +
  				"order by " + Bars.DateTimeForOpen + " DESC");
  			return (DateTime)(dataTable.Rows[0][ Bars.DateTimeForOpen ]);
***************
*** 101,109 ****
      /// </summary>
      /// <param name="ticker">ticker for which the number of bars has to be returned</param>
      /// <returns></returns>
!     public static int GetNumberOfBars( string ticker )
      {
        DataTable dataTable = SqlExecutor.GetDataTable(
!         "select * from bars where " + Bars.TickerFieldName + "='" + ticker + "'" );
        return dataTable.Rows.Count;
      }
--- 90,101 ----
      /// </summary>
      /// <param name="ticker">ticker for which the number of bars has to be returned</param>
+     /// <param name="intervalFrameInSeconds">interval frame in seconds for the ticker's bars</param>
      /// <returns></returns>
!     public static int GetNumberOfBars( string ticker, int intervalFrameInSeconds )
      {
        DataTable dataTable = SqlExecutor.GetDataTable(
!         "select * from bars " + 
!         "where " + Bars.TickerFieldName + "='" + ticker + "' and " +
! 				Bars.IntervalFrameInSeconds + "='" + intervalFrameInSeconds + "' " );
        return dataTable.Rows.Count;
      }
***************
*** 114,125 ****
      /// </summary>
      /// <param name="ticker">ticker for which the number of bars has to be returned</param>
      /// <returns></returns>
      public static int GetNumberOfBarsWithEffectiveTrades( string ticker, DateTime firstDateTime,
!                                                           DateTime lastDateTime)
      {
        DataTable dataTable = SqlExecutor.GetDataTable(
!         "select * from bars WHERE " + Bars.TickerFieldName + "='" + ticker + "'" +
!         " AND " + Bars.Volume + ">0" + " AND " + Bars.DateTimeForOpen + " BETWEEN " + SQLBuilder.GetDateConstant(firstDateTime) + 
!         " AND " + SQLBuilder.GetDateConstant(lastDateTime));
        return dataTable.Rows.Count;
      }
--- 106,120 ----
      /// </summary>
      /// <param name="ticker">ticker for which the number of bars has to be returned</param>
+     /// <param name="intervalFrameInSeconds">interval frame in seconds for the ticker's bars</param>
      /// <returns></returns>
      public static int GetNumberOfBarsWithEffectiveTrades( string ticker, DateTime firstDateTime,
!                                                           DateTime lastDateTime, int intervalFrameInSeconds)
      {
        DataTable dataTable = SqlExecutor.GetDataTable(
!         "select * from bars " + 
!         "WHERE " + Bars.TickerFieldName + "='" + ticker + "' and " + 
! 				Bars.IntervalFrameInSeconds + "='" + intervalFrameInSeconds + "' " +
!         "and " + Bars.Volume + ">0" + " and " + Bars.DateTimeForOpen + " BETWEEN " + SQLBuilder.GetDateConstant(firstDateTime) + " " +
!         "and " + SQLBuilder.GetDateConstant(lastDateTime) );
        return dataTable.Rows.Count;
      }
***************
*** 130,138 ****
      /// </summary>
      /// <param name="ticker">ticker for which the close has to be returned</param>
      /// <returns></returns>
!     public static float GetClose( string ticker, DateTime dateTime )
      {
        DataTable dataTable = SqlExecutor.GetDataTable(
!         "select " + Bars.Close +" from bars where " + Bars.TickerFieldName + "='" + ticker + "' " +
          "and " + Bars.DateTimeForOpen + "=" + SQLBuilder.GetDateConstant(dateTime) );
        return (float)dataTable.Rows[0][0];
--- 125,136 ----
      /// </summary>
      /// <param name="ticker">ticker for which the close has to be returned</param>
+     /// <param name="intervalFrameInSeconds">interval frame in seconds for the ticker's bars</param>
      /// <returns></returns>
!     public static float GetClose( string ticker, DateTime dateTime, int intervalFrameInSeconds )
      {
        DataTable dataTable = SqlExecutor.GetDataTable(
!         "select " + Bars.Close + " from bars " + 
!         "where " + Bars.TickerFieldName + "='" + ticker + "' and " + 
! 				Bars.IntervalFrameInSeconds + "='" + intervalFrameInSeconds + "' " +
          "and " + Bars.DateTimeForOpen + "=" + SQLBuilder.GetDateConstant(dateTime) );
        return (float)dataTable.Rows[0][0];
***************
*** 143,151 ****
      /// </summary>
      /// <param name="ticker">ticker for which the raw open has to be returned</param>
      /// <returns></returns>
!     public static float GetOpen( string ticker, DateTime dateTime )
      {
        DataTable dataTable = SqlExecutor.GetDataTable(
!         "select " + Bars.Open +" from bars where " + Bars.TickerFieldName + "='" + ticker + "' " +
          "and " + Bars.DateTimeForOpen + "=" + SQLBuilder.GetDateConstant(dateTime) );
        return (float)dataTable.Rows[0][0];
--- 141,152 ----
      /// </summary>
      /// <param name="ticker">ticker for which the raw open has to be returned</param>
+     /// <param name="intervalFrameInSeconds">interval frame in seconds for the ticker's bars</param>
      /// <returns></returns>
!     public static float GetOpen( string ticker, DateTime dateTime, int intervalFrameInSeconds )
      {
        DataTable dataTable = SqlExecutor.GetDataTable(
!         "select " + Bars.Open + " from bars " + 
!         "where " + Bars.TickerFieldName + "='" + ticker + "' and " + 
! 				Bars.IntervalFrameInSeconds + "='" + intervalFrameInSeconds + "' " +
          "and " + Bars.DateTimeForOpen + "=" + SQLBuilder.GetDateConstant(dateTime) );
        return (float)dataTable.Rows[0][0];
***************
*** 211,703 ****
  //      }
  //    }             
! 
!     
!     /// <summary>
!     /// returns tickers ordered by a liquidity index
!     /// </summary>
!     public static DataTable GetTickersByLiquidity( bool orderInASCMode, string groupID,
!                                                   DateTime firstQuoteDate,
!                                                   DateTime lastQuoteDate,
!                                                   long maxNumOfReturnedTickers)
!     {
!       string sql = "SELECT TOP " + maxNumOfReturnedTickers + " tickers.tiTicker, tickers.tiCompanyName, " +
!                     "Avg([quVolume]*[quClose]) AS AverageTradedValue " +
!                     "FROM quotes INNER JOIN (tickers INNER JOIN tickers_tickerGroups " +
!                     "ON tickers.tiTicker = tickers_tickerGroups.ttTiId) " +
!                     "ON quotes.quTicker = tickers_tickerGroups.ttTiId " +
!                     "WHERE tickers_tickerGroups.ttTgId='" + groupID + "' " +
!                     "AND quotes.quDate BETWEEN " +
!                     SQLBuilder.GetDateConstant(firstQuoteDate) + " AND " +
!                     SQLBuilder.GetDateConstant(lastQuoteDate) + 
!                     "GROUP BY tickers.tiTicker, tickers.tiCompanyName " +
!                     "ORDER BY Avg([quVolume]*[quClose])";
!       string sortDirection = " DESC";
!       if(orderInASCMode)
!         sortDirection = " ASC";
!       sql = sql + sortDirection;
!       return SqlExecutor.GetDataTable( sql );
!     }
! 
! //		/// <summary>
! //		/// returns tickers ordered by liquidity, with a specified min volume
! //		/// </summary>
! //		/// <param name="orderInASCMode">true iff return must be ordered</param>
! //		/// <param name="groupID"></param>
! //		/// <param name="firstQuoteDate"></param>
! //		/// <param name="lastQuoteDate"></param>
! //		/// <param name="maxNumOfReturnedTickers"></param>
! //		/// <param name="minVolume"></param>
! //		/// <returns></returns>
! //		public static DataTable GetTickersByLiquidity( bool orderInASCMode, string groupID,
! //			DateTime firstQuoteDate,
! //			DateTime lastQuoteDate,
! //			long minVolume,
! //			long maxNumOfReturnedTickers
! //			)
! //		{
! //			string sql = "SELECT TOP " + maxNumOfReturnedTickers + " tickers.tiTicker, tickers.tiCompanyName, " +
! //				"Avg([quVolume]*[quClose]) AS AverageTradedValue " +
! //				"FROM quotes INNER JOIN (tickers INNER JOIN tickers_tickerGroups " +
! //				"ON tickers.tiTicker = tickers_tickerGroups.ttTiId) " +
! //				"ON quotes.quTicker = tickers_tickerGroups.ttTiId " +
! //				"WHERE tickers_tickerGroups.ttTgId='" + groupID + "' " +
! //				"AND quotes.quDate BETWEEN " +
! //				SQLBuilder.GetDateConstant(firstQuoteDate) + " AND " +
! //				SQLBuilder.GetDateConstant(lastQuoteDate) + 
! //				"GROUP BY tickers.tiTicker, tickers.tiCompanyName " +
! //				"HAVING Avg([quVolume])>=" + minVolume.ToString() + " " +
! //				"ORDER BY Avg([quVolume])";
! //			string sortDirection = " DESC";
! //			if(orderInASCMode)
! //				sortDirection = " ASC";
! //			sql = sql + sortDirection;
! //			return SqlExecutor.GetDataTable( sql );
! //		}
! //
! //    
! //
! //    /// <summary>
! //    /// Returns tickers ordered by a close to close volatility index (stdDev of adjustedCloseToClose ratio)
! //    /// </summary>
! //    public static DataTable GetTickersByCloseToCloseVolatility( bool orderInASCMode, string groupID,
! //                                                    DateTime firstQuoteDate,
! //                                                    DateTime lastQuoteDate,
! //                                                    long maxNumOfReturnedTickers)
! //    {
! //      string sql = "SELECT TOP " + maxNumOfReturnedTickers + " tickers.tiTicker, tickers.tiCompanyName, " +
! //        "StDev(quotes.quAdjustedCloseToCloseRatio) AS AdjCloseToCloseStandDev " +
! //        "FROM quotes INNER JOIN (tickers INNER JOIN tickers_tickerGroups " +
! //        "ON tickers.tiTicker = tickers_tickerGroups.ttTiId) " +
! //        "ON quotes.quTicker = tickers_tickerGroups.ttTiId " +
! //        "WHERE tickers_tickerGroups.ttTgId='" + groupID + "' " +
! //        "AND quotes.quDate BETWEEN " +
! //        SQLBuilder.GetDateConstant(firstQuoteDate) + " AND " +
! //        SQLBuilder.GetDateConstant(lastQuoteDate) + 
! //        "GROUP BY tickers.tiTicker, tickers.tiCompanyName " +
! //        "ORDER BY StDev(quotes.quAdjustedCloseToCloseRatio)";
! //      string sortDirection = " DESC";
! //      if(orderInASCMode)
! //        sortDirection = " ASC";
! //      sql = sql + sortDirection;
! //      return SqlExecutor.GetDataTable( sql );
! //    }
! //
! //    /// <summary>
! //    /// Returns tickers ordered by the open to close volatility index (stdDev of OTC ratio)
! //    /// </summary>
! //    public static DataTable GetTickersByOpenToCloseVolatility( bool orderInASCMode, string groupID,
! //      DateTime firstQuoteDate,
! //      DateTime lastQuoteDate,
! //      long maxNumOfReturnedTickers)
! //    {
! //      string sql = "SELECT TOP " + maxNumOfReturnedTickers + " tickers.tiTicker, tickers.tiCompanyName, " +
! //        "StDev(quotes.quClose/quotes.quOpen - 1) AS OpenToCloseStandDev " +
! //        "FROM quotes INNER JOIN (tickers INNER JOIN tickers_tickerGroups " +
! //        "ON tickers.tiTicker = tickers_tickerGroups.ttTiId) " +
! //        "ON quotes.quTicker = tickers_tickerGroups.ttTiId " +
! //        "WHERE tickers_tickerGroups.ttTgId='" + groupID + "' " +
! //        "AND quotes.quDate BETWEEN " +
! //        SQLBuilder.GetDateConstant(firstQuoteDate) + " AND " +
! //        SQLBuilder.GetDateConstant(lastQuoteDate) + 
! //        "GROUP BY tickers.tiTicker, tickers.tiCompanyName " +
! //        "ORDER BY StDev(quotes.quClose/quotes.quOpen - 1)";
! //      string sortDirection = " DESC";
! //      if(orderInASCMode)
! //        sortDirection = " ASC";
! //      sql = sql + sortDirection;
! //      return SqlExecutor.GetDataTable( sql );
! //    }
! //
! //    /// <summary>
! //    /// Returns tickers ordered by average close to close performance 
! //    /// </summary>
! //    public static DataTable GetTickersByAverageCloseToClosePerformance( bool orderInASCMode, string groupID,
! //                                                          DateTime firstQuoteDate,
! //                                                          DateTime lastQuoteDate,
! //                                                          long maxNumOfReturnedTickers)
! //    {
! //      string sql = "SELECT TOP " + maxNumOfReturnedTickers + " tickers.tiTicker, tickers.tiCompanyName, " +
! //        "Avg(quotes.quAdjustedCloseToCloseRatio) AS AverageCloseToClosePerformance " +
! //        "FROM quotes INNER JOIN (tickers INNER JOIN tickers_tickerGroups " +
! //        "ON tickers.tiTicker = tickers_tickerGroups.ttTiId) " +
! //        "ON quotes.quTicker = tickers_tickerGroups.ttTiId " +
! //        "WHERE tickers_tickerGroups.ttTgId='" + groupID + "' " +
! //        "AND quotes.quDate BETWEEN " +
! //        SQLBuilder.GetDateConstant(firstQuoteDate) + " AND " +
! //        SQLBuilder.GetDateConstant(lastQuoteDate) + 
! //        "GROUP BY tickers.tiTicker, tickers.tiCompanyName " +
! //        "ORDER BY Avg(quotes.quAdjustedCloseToCloseRatio)";
! //      string sortDirection = " DESC";
! //      if(orderInASCMode)
! //        sortDirection = " ASC";
! //      sql = sql + sortDirection;
! //      return SqlExecutor.GetDataTable( sql );
! //    }
! //
! //    /// <summary>
! //    /// Returns tickers ordered by average open to close performance (in the same bar)
! //    /// </summary>
! //    public static DataTable GetTickersByAverageOpenToClosePerformance( bool orderInASCMode, string groupID,
! //                                                            DateTime firstQuoteDate,
! //                                                            DateTime lastQuoteDate,
! //                                                            double maxAbsoluteAverageOTCPerformance,
! //                                                            long maxNumOfReturnedTickers)
! //    {
! //      string sql = "SELECT TOP " + maxNumOfReturnedTickers + " tickers.tiTicker, tickers.tiCompanyName, " +
! //        "Avg(quotes.quClose/quotes.quOpen - 1) AS AverageOpenToClosePerformance " +
! //        "FROM quotes INNER JOIN (tickers INNER JOIN tickers_tickerGroups " +
! //        "ON tickers.tiTicker = tickers_tickerGroups.ttTiId) " +
! //        "ON quotes.quTicker = tickers_tickerGroups.ttTiId " +
! //        "WHERE tickers_tickerGroups.ttTgId='" + groupID + "' " +
! //        "AND quotes.quDate BETWEEN " +
! //        SQLBuilder.GetDateConstant(firstQuoteDate) + " AND " +
! //        SQLBuilder.GetDateConstant(lastQuoteDate) + 
! //        "GROUP BY tickers.tiTicker, tickers.tiCompanyName " +
! //      	"HAVING Avg(quotes.quClose/quotes.quOpen - 1) <= " + maxAbsoluteAverageOTCPerformance +
! //      	" AND Avg(quotes.quClose/quotes.quOpen - 1) >= -" + maxAbsoluteAverageOTCPerformance + " " +
! //        "ORDER BY Avg(quotes.quClose/quotes.quOpen)";
! //      string sortDirection = " DESC";
! //      if(orderInASCMode)
! //        sortDirection = " ASC";
! //      sql = sql + sortDirection;
! //      return SqlExecutor.GetDataTable( sql );
! //    }
! //
! //    /// <summary>
! //    /// returns tickers ordered by the average raw open price that is over
! //    /// a given minimum, at a given time interval
! //    /// </summary>
! //    public static DataTable GetTickersByRawOpenPrice( bool orderInASCMode, string groupID,
! //                                                      DateTime firstQuoteDate,
! //                                                      DateTime lastQuoteDate,
! //                                                      long maxNumOfReturnedTickers, double minPrice )
! //    {
! //      string sql = "SELECT TOP " + maxNumOfReturnedTickers + " quotes.quTicker, tickers.tiCompanyName, " +
! //        "Avg(quotes.quOpen) AS AverageRawOpenPrice " +
! //        "FROM (quotes INNER JOIN tickers ON quotes.quTicker=tickers.tiTicker) " +
! //        "INNER JOIN tickers_tickerGroups ON tickers.tiTicker=tickers_tickerGroups.ttTiId " +
! //        "WHERE quotes.quDate Between " + SQLBuilder.GetDateConstant(firstQuoteDate) + " " +
! //        "AND " + SQLBuilder.GetDateConstant(lastQuoteDate) + " " +
! //        "AND " + "tickers_tickerGroups.ttTgId='" + groupID + "' " +
! //        "GROUP BY quotes.quTicker, tickers.tiCompanyName " +
! //        "HAVING Avg(quotes.quOpen) >= " + minPrice + " " + 
! //        "ORDER BY Avg(quotes.quOpen)";
! //      string sortDirection = " DESC";
! //      if(orderInASCMode)
! //        sortDirection = " ASC";
! //      sql = sql + sortDirection;
! //      return SqlExecutor.GetDataTable( sql );
! //    }
! //
! //    /// <summary>
! //    /// returns tickers ordered by average raw open price level,
! //    /// with a given standard deviation, in a given time interval
! //    /// </summary>
! //    public static DataTable GetTickersByRawOpenPrice( bool orderInASCMode, string groupID,
! //                                                    DateTime firstQuoteDate,
! //                                                    DateTime lastQuoteDate,
! //                                                    long maxNumOfReturnedTickers, double minPrice,
! //                                                    double maxPrice, double minStdDeviation,
! //                                                    double maxStdDeviation)
! //    {
! //      string sql = "SELECT TOP " + maxNumOfReturnedTickers + " quotes.quTicker, tickers.tiCompanyName, " +
! //                    "Avg(quotes.quOpen) AS AverageRawOpenPrice, StDev(quotes.quOpen) AS StdDevRawOpenPrice " +
! //                  "FROM (quotes INNER JOIN tickers ON quotes.quTicker=tickers.tiTicker) " +
! //                  "INNER JOIN tickers_tickerGroups ON tickers.tiTicker=tickers_tickerGroups.ttTiId " +
! //                  "WHERE quotes.quDate Between " + SQLBuilder.GetDateConstant(firstQuoteDate) + " " +
! //                  "AND " + SQLBuilder.GetDateConstant(lastQuoteDate) + " " +
! //                  "AND " + "tickers_tickerGroups.ttTgId='" + groupID + "' " +
! //                  "GROUP BY quotes.quTicker, tickers.tiCompanyName " +
! //                  "HAVING Avg(quotes.quOpen) BETWEEN " + minPrice + " AND " + maxPrice + " " +
! //                    "AND StDev(quotes.quOpen) BETWEEN " + minStdDeviation + " AND " + maxStdDeviation + " " +
! //                  "ORDER BY Avg(quotes.quOpen)";
! //      string sortDirection = " DESC";
! //      if(orderInASCMode)
! //        sortDirection = " ASC";
! //      sql = sql + sortDirection;
! //      return SqlExecutor.GetDataTable( sql );
! //    }
!     
! //    /// <summary>
! //    /// returns the average traded value for the given ticker in the specified interval
! //    /// </summary>
! //    public static double GetAverageTradedValue( string ticker,
! //                                                DateTime firstQuoteDate,
! //                                                DateTime lastQuoteDate)
! //                                                
! //    {
! //      DataTable dt;
! //      string sql = "SELECT quotes.quTicker, " +
! //          "Avg([quVolume]*[quClose]) AS AverageTradedValue " +
! //          "FROM quotes WHERE quTicker ='" + 
! //          ticker + "' " +
! //          "AND quotes.quDate BETWEEN " + SQLBuilder.GetDateConstant(firstQuoteDate) + 
! //          " AND " + SQLBuilder.GetDateConstant(lastQuoteDate) + 
! //          " GROUP BY quotes.quTicker";
! //      dt = SqlExecutor.GetDataTable( sql );
! //      if(dt.Rows.Count==0)
! //        return 0;
! //      else
! //        return (double)dt.Rows[0]["AverageTradedValue"];
! //     }
! //
! //    /// <summary>
! //    /// returns the average traded volume for the given ticker in the specified interval
! //    /// </summary>
! //    public static double GetAverageTradedVolume( string ticker,
! //      DateTime firstQuoteDate,
! //      DateTime lastQuoteDate)
! //                                                
! //    {
! //      DataTable dt;
! //      string sql = "SELECT quotes.quTicker, " +
! //        "Avg([quVolume]) AS AverageTradedVolume " +
! //        "FROM quotes WHERE quTicker ='" + 
! //        ticker + "' " +
! //        "AND quotes.quDate BETWEEN " + SQLBuilder.GetDateConstant(firstQuoteDate) + 
! //        " AND " + SQLBuilder.GetDateConstant(lastQuoteDate) + 
! //        " GROUP BY quotes.quTicker";
! //      dt = SqlExecutor.GetDataTable( sql );
! //      if(dt.Rows.Count==0)
! //        return 0;
! //      else
! //        return (double)dt.Rows[0]["AverageTradedVolume"];
! //    }
! //
! //    /// <summary>
! //    /// returns the average close to close performance value for the given ticker in the specified interval
! //    /// </summary>
! //    public static double GetAverageCloseToClosePerformance( string ticker,
! //                                                            DateTime firstQuoteDate,
! //                                                            DateTime lastQuoteDate)
! //                                                
! //    {
! //      DataTable dt;
! //      string sql = "SELECT quotes.quTicker, " +
! //        "Avg([quAdjustedCloseToCloseRatio]) AS AverageCloseToClosePerformance " +
! //        "FROM quotes WHERE quTicker ='" + 
! //        ticker + "' " +
! //        "AND quotes.quDate BETWEEN " + SQLBuilder.GetDateConstant(firstQuoteDate) + 
! //        " AND " + SQLBuilder.GetDateConstant(lastQuoteDate) + 
! //        " GROUP BY quotes.quTicker";
! //      dt = SqlExecutor.GetDataTable( sql );
! //      if(dt.Rows.Count==0)
! //        return 0;
! //      else
! //        return (double)dt.Rows[0]["AverageCloseToClosePerformance"];
! //    }
! //
! //    /// <summary>
! //    /// returns the average open to close performance
! //    /// for the given ticker in the specified interval
! //    /// </summary>
! //    public static double GetAverageOpenToClosePerformance(string ticker,
! //                                                          DateTime firstQuoteDate,
! //                                                          DateTime lastQuoteDate)
! //                                                
! //    {
! //      DataTable dt;
! //      string sql = "SELECT quotes.quTicker, " +
! //        "Avg([quClose]/[quOpen] - 1) AS AverageOpenToClosePerformance " +
! //        "FROM quotes WHERE quTicker ='" + 
! //        ticker + "' " +
! //        "AND quotes.quDate BETWEEN " + SQLBuilder.GetDateConstant(firstQuoteDate) + 
! //        " AND " + SQLBuilder.GetDateConstant(lastQuoteDate) + 
! //        " GROUP BY quotes.quTicker";
! //      dt = SqlExecutor.GetDataTable( sql );
! //      return (double)dt.Rows[0]["AverageOpenToClosePerformance"];
! //    }
! //
! //
! //    /// <summary>
! //    /// returns the standard deviation of the adjusted close to close ratio
! //    /// for the given ticker in the specified interval
! //    /// </summary>
! //    public static double GetAdjustedCloseToCloseStandardDeviation( string ticker,
! //                                                                    DateTime firstQuoteDate,
! //                                                                    DateTime lastQuoteDate)
! //                                                
! //    {
! //      double adjCloseToCloseStdDev = 0.0;
! //			DataTable dt;
! //      string sql = "SELECT quotes.quTicker, " +
! //        "StDev(quotes.quAdjustedCloseToCloseRatio) AS AdjCloseToCloseStandDev " +
! //        "FROM quotes WHERE quTicker ='" + 
! //        ticker + "' " +
! //        "AND quotes.quDate BETWEEN " + SQLBuilder.GetDateConstant(firstQuoteDate) + 
! //        " AND " + SQLBuilder.GetDateConstant(lastQuoteDate) + 
! //        " GROUP BY quotes.quTicker";
! //      dt = SqlExecutor.GetDataTable( sql );
! //      
! //			if( dt.Rows.Count > 0 &&
! //				  DBNull.Value != dt.Rows[0]["AdjCloseToCloseStandDev"] )
! //        adjCloseToCloseStdDev = (double)dt.Rows[0]["AdjCloseToCloseStandDev"];
! //
! //			return adjCloseToCloseStdDev;
! //    }
! //    
! //    /// <summary>
! //    /// returns the standard deviation of the open to close ratio
! //    /// for the given ticker in the specified interval
! //    /// </summary>
! //    public static double GetOpenToCloseStandardDeviation( string ticker,
! //                                                          DateTime firstQuoteDate,
! //                                                          DateTime lastQuoteDate)
! //                                                
! //    {
! //      DataTable dt;
! //      string sql = "SELECT quotes.quTicker, " +
! //        "StDev(quotes.quClose/quotes.quOpen - 1) AS OpenToCloseStandDev " +
! //        "FROM quotes WHERE quTicker ='" + 
! //        ticker + "' " +
! //        "AND quotes.quDate BETWEEN " + SQLBuilder.GetDateConstant(firstQuoteDate) + 
! //        " AND " + SQLBuilder.GetDateConstant(lastQuoteDate) + 
! //        " GROUP BY quotes.quTicker";
! //      dt = SqlExecutor.GetDataTable( sql );
! //      return (double)dt.Rows[0]["OpenToCloseStandDev"];
! //    }
! //
! //    /// <summary>
! //    /// returns the standard deviation of the adjusted close to open ratio
! //    /// for the given ticker in the specified interval
! //    /// </summary>
! //    public static double GetCloseToOpenStandardDeviation( string ticker,
! //      DateTime firstQuoteDate,
! //      DateTime lastQuoteDate)
! //                                                
! //    {
! //      double returnValue = Double.MaxValue;
! //      
! //      DataTable dt;
! //      string sql = "SELECT quotes.quTicker, " +
! //        "StDev(quotes.quClose/quotes.quOpen) AS CloseToOpenStandDev " +
! //        "FROM quotes WHERE quTicker ='" + 
! //        ticker + "' " +
! //        "AND quotes.quDate BETWEEN " + SQLBuilder.GetDateConstant(firstQuoteDate) + 
! //        " AND " + SQLBuilder.GetDateConstant(lastQuoteDate) + 
! //        " GROUP BY quotes.quTicker";
! //      dt = SqlExecutor.GetDataTable( sql );
! //      if(dt.Rows.Count > 0)
! //      {  
! //        if( dt.Rows[0]["CloseToOpenStandDev"] is double )
! //        //cast is possible
! //            returnValue = (double)dt.Rows[0]["CloseToOpenStandDev"];
! //      }
! //      return returnValue;
! //    } 
! //    
! //    /// <summary>
! //    /// returns the average raw open price for the given ticker, 
! //    /// at the specified time interval 
! //    /// </summary>
! //    public static double GetAverageRawOpenPrice( string ticker,
! //                                                DateTime firstQuoteDate,
! //                                                DateTime lastQuoteDate)
! //                                                
! //    {
! //      double returnValue = 0;
! //    	DataTable dt;
! //      string sql = "SELECT quotes.quTicker, tickers.tiCompanyName, " +
! //                    "Avg(quotes.quOpen) AS AverageRawOpenPrice " +
! //                  "FROM (quotes INNER JOIN tickers ON quotes.quTicker=tickers.tiTicker) " +
! //                  "INNER JOIN tickers_tickerGroups ON tickers.tiTicker=tickers_tickerGroups.ttTiId " +
! //                  "WHERE quotes.quTicker ='" + ticker + 
! //      			  "' AND quotes.quDate Between " + SQLBuilder.GetDateConstant(firstQuoteDate) + " " +
! //                  "AND " + SQLBuilder.GetDateConstant(lastQuoteDate) + " " +
! //                  "GROUP BY quotes.quTicker, tickers.tiCompanyName";
! //      dt = SqlExecutor.GetDataTable( sql );
! //      if(dt.Rows.Count > 0)
! //      {  
! //        if( dt.Rows[0]["AverageRawOpenPrice"] is double )
! //        //cast is possible
! //            returnValue = (double)dt.Rows[0]["AverageRawOpenPrice"];
! //      }
! //      return returnValue;
! //      	
! //     }
! //
! //	/// <summary>
! //    /// returns raw open price's standard deviation for the given ticker,
! //    /// at the specified time interval
! //	/// </summary>
! //    public static double GetRawOpenPriceStdDeviation( string ticker,
! //                                                DateTime firstQuoteDate,
! //                                                DateTime lastQuoteDate)
! //                                                
! //    {
! //      double returnValue = Double.MaxValue;
! //			DataTable dt;
! //      string sql = "SELECT quotes.quTicker, tickers.tiCompanyName, " +
! //                    "StDev(quotes.quOpen) AS RawOpenPriceStdDev " +
! //                  "FROM (quotes INNER JOIN tickers ON quotes.quTicker=tickers.tiTicker) " +
! //                  "INNER JOIN tickers_tickerGroups ON tickers.tiTicker=tickers_tickerGroups.ttTiId " +
! //                  "WHERE quotes.quTicker ='" + ticker + 
! //      			  "' AND quotes.quDate Between " + SQLBuilder.GetDateConstant(firstQuoteDate) + " " +
! //                  "AND " + SQLBuilder.GetDateConstant(lastQuoteDate) + " " +
! //                  "GROUP BY quotes.quTicker, tickers.tiCompanyName";
! //      dt = SqlExecutor.GetDataTable( sql );
! //      if(dt.Rows.Count > 0)
! //      {  
! //        if( dt.Rows[0]["RawOpenPriceStdDev"] is double )
! //        //cast is possible
! //            returnValue = (double)dt.Rows[0]["RawOpenPriceStdDev"];
! //      }
! //      return returnValue;
! //     }
! //    
! //	  /// <summary>
! //    /// Returns number of days for which raw close was greater than raw open 
! //    /// for the given interval of days (for the given ticker).
! //    /// </summary>
! //    public static int GetNumberOfOpenToCloseWinningDays(string ticker,
! //                                                   DateTime firstQuoteDate,
! //                               										 DateTime lastQuoteDate)
! //    {
! //      DataTable dt;
! //      int returnValue = 0;
! //    	string sql = "SELECT Count(*) AS CloseToOpenWinningDays " +
! //      						"FROM quotes WHERE " + 
! //    							"quotes.quDate Between " + SQLBuilder.GetDateConstant(firstQuoteDate) + " " +
! //                  "AND " + SQLBuilder.GetDateConstant(lastQuoteDate) + " " +
! //                  "AND " + "quotes.quTicker='" + ticker + "' " +
! //    							"AND quotes.quClose > quotes.quOpen";
! //    	
! //     	dt = SqlExecutor.GetDataTable( sql );
! //     	if(dt.Rows.Count > 0)
! //     	{
! //     		if(dt.Rows[0][0] is int)
! //     			returnValue = (int)dt.Rows[0][0];
! //     	}
! //     	return returnValue;
! //    }
! 	
    	/// <summary>
  		/// returns the bars DataTable for the given ticker
  		/// </summary>
! 		/// <param name="instrumentKey">ticker whose bars are to be returned</param>
  		/// <returns></returns>
! 		public static DataTable GetTickerBars( string instrumentKey )
  		{
! 			string sql = "select * from bars where " + Bars.TickerFieldName + "='" + instrumentKey + "' " +
  				"order by " + Bars.DateTimeForOpen;
  			return SqlExecutor.GetDataTable( sql );
--- 212,227 ----
  //      }
  //    }             
!   	
    	/// <summary>
  		/// returns the bars DataTable for the given ticker
  		/// </summary>
! 		/// <param name="ticker">ticker whose bars are to be returned</param>
! 		/// <param name="intervalFrameInSeconds">interval frame in seconds for the ticker's bars</param>
  		/// <returns></returns>
! 		public static DataTable GetTickerBars( string ticker, int intervalFrameInSeconds )
  		{
! 			string sql = "select * from bars " + 
! 				"where " + Bars.TickerFieldName + "='" + ticker + "' and " + 
! 				Bars.IntervalFrameInSeconds + "='" + intervalFrameInSeconds + "' " +
  				"order by " + Bars.DateTimeForOpen;
  			return SqlExecutor.GetDataTable( sql );
***************
*** 707,720 ****
      /// returns the bars DataTable for the given ticker
      /// </summary>
!     /// <param name="instrumentKey">ticker whose quotes are to be returned</param>
      /// <param name="firstBarDateTime">The first bar date time</param>
      /// <param name="lastBarDateTime">The last bar date time</param>
      /// <returns></returns>
!     public static DataTable GetTickerBars( string instrumentKey, DateTime firstBarDateTime,
!                                               DateTime lastBarDateTime)
      {
!       string sql = "select * from bars where " + Bars.TickerFieldName + "='" + instrumentKey + "' " +
!         "AND " + Bars.DateTimeForOpen + " BETWEEN " + SQLBuilder.GetDateConstant(firstBarDateTime) + 
!         " AND " + SQLBuilder.GetDateConstant(lastBarDateTime) + " " +
          "order by " + Bars.DateTimeForOpen;
        return SqlExecutor.GetDataTable( sql );
--- 231,247 ----
      /// returns the bars DataTable for the given ticker
      /// </summary>
!     /// <param name="ticker">ticker whose quotes are to be returned</param>
      /// <param name="firstBarDateTime">The first bar date time</param>
      /// <param name="lastBarDateTime">The last bar date time</param>
+     /// <param name="intervalFrameInSeconds">interval frame in seconds for the ticker's bars</param>
      /// <returns></returns>
!     public static DataTable GetTickerBars( string ticker, DateTime firstBarDateTime,
!                                               DateTime lastBarDateTime, int intervalFrameInSeconds)
      {
!       string sql = "select * from bars " + 
!       	"where " + Bars.TickerFieldName + "='" + ticker + "' and " + 
! 				Bars.IntervalFrameInSeconds + "='" + intervalFrameInSeconds + "' " +
!         "and " + Bars.DateTimeForOpen + " between " + SQLBuilder.GetDateConstant(firstBarDateTime) + " " +
!         "and " + SQLBuilder.GetDateConstant(lastBarDateTime) + " " +
          "order by " + Bars.DateTimeForOpen;
        return SqlExecutor.GetDataTable( sql );
***************
*** 726,732 ****
  		/// <param name="startDateTime"></param>
  		/// <param name="endDateTime"></param>
  		/// <returns></returns>
  		public static void SetDataTable( string tickerOrGroupID , DateTime startDateTime , DateTime endDateTime ,
! 			DataTable dataTable)
  		{
  			string sql;
--- 253,260 ----
  		/// <param name="startDateTime"></param>
  		/// <param name="endDateTime"></param>
+ 		/// <param name="intervalFrameInSeconds">interval frame in seconds for the ticker's bars</param>
  		/// <returns></returns>
  		public static void SetDataTable( string tickerOrGroupID , DateTime startDateTime , DateTime endDateTime ,
! 			DataTable dataTable, int intervalFrameInSeconds)
  		{
  			string sql;
***************
*** 734,738 ****
  				sql =	"select * from bars INNER JOIN tickers_tickerGroups ON " +
  					"bars." + Bars.TickerFieldName + "=tickers_tickerGroups." + Tickers_tickerGroups.Ticker + " " +
! 					"where " + Tickers_tickerGroups.GroupID + "='" + tickerOrGroupID + "' " +
  					"and " + Bars.DateTimeForOpen + ">=" + SQLBuilder.GetDateTimeConstant( startDateTime ) + " " +
  					"and " + Bars.DateTimeForOpen + "<=" + SQLBuilder.GetDateTimeConstant( endDateTime ) + " " +
--- 262,267 ----
  				sql =	"select * from bars INNER JOIN tickers_tickerGroups ON " +
  					"bars." + Bars.TickerFieldName + "=tickers_tickerGroups." + Tickers_tickerGroups.Ticker + " " +
! 					"where " + Tickers_tickerGroups.GroupID + "='" + tickerOrGroupID + "' and " + 
! 					Bars.IntervalFrameInSeconds + "='" + intervalFrameInSeconds + "' " +
  					"and " + Bars.DateTimeForOpen + ">=" + SQLBuilder.GetDateTimeConstant( startDateTime ) + " " +
  					"and " + Bars.DateTimeForOpen + "<=" + SQLBuilder.GetDateTimeConstant( endDateTime ) + " " +
***************
*** 740,744 ****
  			else
  				sql =	"select * from bars " +
! 					"where " + Bars.TickerFieldName + "='" + tickerOrGroupID + "' " +
  					"and " + Bars.DateTimeForOpen + ">=" + SQLBuilder.GetDateTimeConstant( startDateTime ) + " " +
  					"and " + Bars.DateTimeForOpen + "<=" + SQLBuilder.GetDateTimeConstant( endDateTime ) + " " +
--- 269,274 ----
  			else
  				sql =	"select * from bars " +
! 					"where " + Bars.TickerFieldName + "='" + tickerOrGroupID + "' and " + 
! 					Bars.IntervalFrameInSeconds + "='" + intervalFrameInSeconds + "' " +
  					"and " + Bars.DateTimeForOpen + ">=" + SQLBuilder.GetDateTimeConstant( startDateTime ) + " " +
  					"and " + Bars.DateTimeForOpen + "<=" + SQLBuilder.GetDateTimeConstant( endDateTime ) + " " +
***************
*** 774,782 ****
  		/// <param name="dateTime">Date for the quotes to be fetched</param>
  		/// <param name="dataTable">Output parameter</param>
! 		public static void SetDataTable( ICollection tickerCollection , DateTime dateTime , DataTable dataTable)
  		{
  			string sql;
  			sql =	"select * from bars " +
! 				"where " + setDataTable_getTickerListWhereClause( tickerCollection ) +
  				" and " + Bars.DateTimeForOpen + "=" + SQLBuilder.GetDateTimeConstant( dateTime ) + " " +
  				"order by " + Bars.TickerFieldName;
--- 304,314 ----
  		/// <param name="dateTime">Date for the quotes to be fetched</param>
  		/// <param name="dataTable">Output parameter</param>
! 		/// <param name="intervalFrameInSeconds">interval frame in seconds for the ticker's bars</param>
! 		public static void SetDataTable( ICollection tickerCollection , DateTime dateTime , DataTable dataTable, int intervalFrameInSeconds)
  		{
  			string sql;
  			sql =	"select * from bars " +
! 				"where " + setDataTable_getTickerListWhereClause( tickerCollection ) + " and " + 
! 				Bars.IntervalFrameInSeconds + "='" + intervalFrameInSeconds + "' " +
  				" and " + Bars.DateTimeForOpen + "=" + SQLBuilder.GetDateTimeConstant( dateTime ) + " " +
  				"order by " + Bars.TickerFieldName;
***************
*** 785,789 ****
  		}
  		#endregion
- 
  	}
  }
--- 317,320 ----