[Quantproject-developers] QuantProject/b1_ADT/Histories History.cs, 1.15, 1.16

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Update of /cvsroot/quantproject/QuantProject/b1_ADT/Histories
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv30205/b1_ADT/Histories

Modified Files:
	History.cs 
Log Message:
A new property has been added:
public List< DateTime > DateTimes

Index: History.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b1_ADT/Histories/History.cs,v
retrieving revision 1.15
retrieving revision 1.16
diff -C2 -d -r1.15 -r1.16
*** History.cs	9 Nov 2008 19:23:02 -0000	1.15
--- History.cs	20 Nov 2008 20:36:30 -0000	1.16
***************
*** 3,7 ****
  
  History.cs
! Copyright (C) 2003 
  Glauco Siliprandi
  
--- 3,7 ----
  
  History.cs
! Copyright (C) 2003
  Glauco Siliprandi
  
***************
*** 19,26 ****
  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 System.Collections;
  using System.Data;
  using QuantProject.ADT;
--- 19,27 ----
  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 System.Collections;
+ using System.Collections.Generic;
  using System.Data;
  using QuantProject.ADT;
***************
*** 106,110 ****
  			foreach ( DateTime dateTime in selectingHistory.Keys )
  				if ( this.ContainsKey( dateTime ) )
! 					returnValue.Add( dateTime , this.GetValue( dateTime ) );
  			return returnValue;
  		}
--- 107,111 ----
  			foreach ( DateTime dateTime in selectingHistory.Keys )
  				if ( this.ContainsKey( dateTime ) )
! 				returnValue.Add( dateTime , this.GetValue( dateTime ) );
  			return returnValue;
  		}
***************
*** 122,126 ****
  			foreach ( DateTime dateTime in comparingHistory.Keys )
  				if ( ! this.ContainsKey( ExtendedDateTime.GetDate( dateTime ) ) )
! 					returnValue = false;
  			return returnValue;
  		}
--- 123,127 ----
  			foreach ( DateTime dateTime in comparingHistory.Keys )
  				if ( ! this.ContainsKey( ExtendedDateTime.GetDate( dateTime ) ) )
! 				returnValue = false;
  			return returnValue;
  		}
***************
*** 135,139 ****
  			foreach ( DateTime dateTime in comparingHistoryOfDateTimes.Keys )
  				if ( ! this.ContainsKey( dateTime ) )
! 					returnValue = false;
  			return returnValue;
  		}
--- 136,140 ----
  			foreach ( DateTime dateTime in comparingHistoryOfDateTimes.Keys )
  				if ( ! this.ContainsKey( dateTime ) )
! 				returnValue = false;
  			return returnValue;
  		}
***************
*** 151,166 ****
  			foreach ( DateTime dateTime in comparingHistoryOfDateTimes.Keys )
  				if ( this.ContainsKey( dateTime ) )
! 					numberOfContainedDateTimes++;
! 						
  			return numberOfContainedDateTimes >=
! 			    	(percentageOfDateTimes * numberOfComparingDateTimes)/100;
  		}
  		
  		public void Interpolate( ICollection dateTimeCollection ,
! 			IInterpolationMethod interpolationMethod )
  		{
  			foreach ( DateTime dateTime in dateTimeCollection )
  				if ( !this.ContainsKey( dateTime ) )
! 					this.Add( dateTime , interpolationMethod.GetValue( this , dateTime ) );
  		}
  
--- 152,167 ----
  			foreach ( DateTime dateTime in comparingHistoryOfDateTimes.Keys )
  				if ( this.ContainsKey( dateTime ) )
! 				numberOfContainedDateTimes++;
! 			
  			return numberOfContainedDateTimes >=
! 				(percentageOfDateTimes * numberOfComparingDateTimes)/100;
  		}
  		
  		public void Interpolate( ICollection dateTimeCollection ,
! 		                        IInterpolationMethod interpolationMethod )
  		{
  			foreach ( DateTime dateTime in dateTimeCollection )
  				if ( !this.ContainsKey( dateTime ) )
! 				this.Add( dateTime , interpolationMethod.GetValue( this , dateTime ) );
  		}
  
***************
*** 229,233 ****
  			History returnValue = new History();
  			foreach ( DateTime key in this.Keys )
! 			{				
  				double currentValue = this.multiplyBy_getCurrentValue( key );
  				returnValue.Add( key , currentValue * factor );
--- 230,234 ----
  			History returnValue = new History();
  			foreach ( DateTime key in this.Keys )
! 			{
  				double currentValue = this.multiplyBy_getCurrentValue( key );
  				returnValue.Add( key , currentValue * factor );
***************
*** 259,264 ****
  		//millo
  
! 	  #region "GetFunctionHistory"
! 	  
  		/// <summary>
  		/// Gets a History object based on a statistical available function
--- 260,265 ----
  		//millo
  
! 		#region "GetFunctionHistory"
! 		
  		/// <summary>
  		/// Gets a History object based on a statistical available function
***************
*** 280,295 ****
  		/// /// <param name="endDateTime">
  		/// It sets the end date for the time interval containing the returned History
! 		/// </param> 
  		/// 
  		public History GetFunctionHistory(Function functionToBeCalculated, int onEachPeriodOf,
! 			DateTime startDateTime , DateTime endDateTime )
  		{
  			History functionHistory = new History();
! 			int currentHistoryIndex = this.IndexOfKeyOrPrevious(startDateTime); 
  			double[] data = new double[onEachPeriodOf];
  			//the array contains the set of data whose length is specified by the user
  			double periodIndex = 0;
  			//in the while statement, if it isn't equal to Floor(currentHistoryIndex/onEachPeriodOf)
! 			//the current index belongs to the period with periodIndex increased by one  
  			int cursorThroughDataArray = 0;
  			while (
--- 281,296 ----
  		/// /// <param name="endDateTime">
  		/// It sets the end date for the time interval containing the returned History
! 		/// </param>
  		/// 
  		public History GetFunctionHistory(Function functionToBeCalculated, int onEachPeriodOf,
! 		                                  DateTime startDateTime , DateTime endDateTime )
  		{
  			History functionHistory = new History();
! 			int currentHistoryIndex = this.IndexOfKeyOrPrevious(startDateTime);
  			double[] data = new double[onEachPeriodOf];
  			//the array contains the set of data whose length is specified by the user
  			double periodIndex = 0;
  			//in the while statement, if it isn't equal to Floor(currentHistoryIndex/onEachPeriodOf)
! 			//the current index belongs to the period with periodIndex increased by one
  			int cursorThroughDataArray = 0;
  			while (
***************
*** 297,317 ****
  				( ((IComparable)this.GetKey( currentHistoryIndex )).CompareTo( endDateTime ) <= 0 ) )
  			{
! 			  
  
  				if (Math.Floor(Convert.ToDouble(currentHistoryIndex/onEachPeriodOf)) == periodIndex &&
! 					cursorThroughDataArray < onEachPeriodOf)
  
  					//currentHistoryIndex belongs to the current period
! 				{	
  					data[cursorThroughDataArray] = Convert.ToDouble(this.GetByIndex(currentHistoryIndex));
  					cursorThroughDataArray++;
  					functionHistory.Add(this.GetKey( currentHistoryIndex ), null);
  					currentHistoryIndex++;
! 				  
  				}
  				else
  					//currentHistoryIndex doesn't belong to the current period
  					//so a new item can be added to the object History to be returned
! 				{	
  					cursorThroughDataArray = 0;
  					DateTime dateTime = (DateTime)this.GetKey( currentHistoryIndex - onEachPeriodOf);
--- 298,318 ----
  				( ((IComparable)this.GetKey( currentHistoryIndex )).CompareTo( endDateTime ) <= 0 ) )
  			{
! 				
  
  				if (Math.Floor(Convert.ToDouble(currentHistoryIndex/onEachPeriodOf)) == periodIndex &&
! 				    cursorThroughDataArray < onEachPeriodOf)
  
  					//currentHistoryIndex belongs to the current period
! 				{
  					data[cursorThroughDataArray] = Convert.ToDouble(this.GetByIndex(currentHistoryIndex));
  					cursorThroughDataArray++;
  					functionHistory.Add(this.GetKey( currentHistoryIndex ), null);
  					currentHistoryIndex++;
! 					
  				}
  				else
  					//currentHistoryIndex doesn't belong to the current period
  					//so a new item can be added to the object History to be returned
! 				{
  					cursorThroughDataArray = 0;
  					DateTime dateTime = (DateTime)this.GetKey( currentHistoryIndex - onEachPeriodOf);
***************
*** 320,329 ****
  						case Function.SimpleAverage:
  							functionHistory.SetByIndex(currentHistoryIndex - onEachPeriodOf,
! 								BasicFunctions.SimpleAverage(data));
  							//functionHistory.Add( dateTime , BasicFunctions.SimpleAverage(data) );
  							break;
  						case Function.StandardDeviation :
  							functionHistory.SetByIndex(currentHistoryIndex - onEachPeriodOf,
! 								BasicFunctions.StdDev(data));
  							//functionHistory.Add( dateTime , BasicFunctions.StdDev(data) );
  							break;
--- 321,330 ----
  						case Function.SimpleAverage:
  							functionHistory.SetByIndex(currentHistoryIndex - onEachPeriodOf,
! 							                           BasicFunctions.SimpleAverage(data));
  							//functionHistory.Add( dateTime , BasicFunctions.SimpleAverage(data) );
  							break;
  						case Function.StandardDeviation :
  							functionHistory.SetByIndex(currentHistoryIndex - onEachPeriodOf,
! 							                           BasicFunctions.StdDev(data));
  							//functionHistory.Add( dateTime , BasicFunctions.StdDev(data) );
  							break;
***************
*** 338,498 ****
  		}
  
! 	#endregion
! 	  
! 	  /// <summary>
! 	  /// It returns true if the current History item value is not null
! 	  /// and is less than the immediate previous History item whose value is not null
! 	  /// </summary>
! 	  /// <param name="dateTime">The date key for current History item</param>
! 	  public bool IsDecreased(DateTime dateTime)
! 	  {	
! 		  bool isDecreased = false;
! 		  int index = this.IndexOfKey(dateTime);
! 		  int previousIndex = index - 1;
! 		  if ( index <= 0)
! 			  isDecreased = false;
! 		  else
! 		  {
! 			  if(this.GetByIndex(index) != null) 
! 			  {
  					while (this.GetByIndex(previousIndex) == null)
! 					{  
  						previousIndex --;
  					}
  
! 			 		isDecreased = Convert.ToDouble( this.GetByIndex(index)) <
! 			  				      Convert.ToDouble( this.GetByIndex(previousIndex) );
! 			  }
! 		  }
! 		  return isDecreased;
! 	  }
  
  
!     #region "GetSimpleMovingAverage( int , DateTime , int )"
!     private double currentContributionToCurrentSum(
!       int index,
!       DateTime dateTime ,
!       int numPeriods
!       )
!     {
!       double currentContribution;
!       currentContribution = Convert.ToDouble( this.GetByIndex( index ) );
!       if ( index >= numPeriods )
!         currentContribution -= 
!           Convert.ToDouble( this.GetByIndex( index - numPeriods ) );
!       return currentContribution;
!     }
!   
!     public History GetSimpleMovingAverage( int numPeriods , DateTime startDateTime , DateTime endDateTime )
!     {
!       History simpleMovingAverage = new History();
!       int index = this.IndexOfKeyOrPrevious( startDateTime );
!       double currentSum = 0;
!       while (
!         ( index < this.Count ) &&
!         ( ((IComparable)this.GetKey( index )).CompareTo( endDateTime ) <= 0 ) )
!       {
!         DateTime dateTime = (DateTime)this.GetKey( index );
!         currentSum = currentSum +
!           currentContributionToCurrentSum( index , dateTime , numPeriods );
!         if ( index < ( numPeriods - 1 ) )
!           // current period is not after numPeriods
!           simpleMovingAverage.Add( this.GetKey( index ) , null );
!         else
!         {
!           simpleMovingAverage.Add( dateTime , currentSum/numPeriods );
!         }
!         index++;
!       }
!       return simpleMovingAverage;
!     }
! #endregion
  
!     public History GetSimpleMovingAverage( int numPeriods )
!     {
! //      History simpleMovingAverage = new History();
! //      double currentSum = 0;
! //      foreach (DictionaryEntry dictionaryEntry in this)
! //      {
! //        currentSum = currentSum +
! //          currentContributionToCurrentSum( dictionaryEntry , numPeriods );
! //        if ( this.IndexOfKey( dictionaryEntry.Key ) >= numPeriods )
! //        {
! //          simpleMovingAverage.Add( dictionaryEntry.Key , currentSum/numPeriods );
! //        }
! //        else
! //          // current period is not after numPeriods
! //          simpleMovingAverage.Add( dictionaryEntry.Key , null );
! //      }
! //      return simpleMovingAverage;
  
!       return GetSimpleMovingAverage( numPeriods ,
!         (DateTime) this.GetKey( 0 ) , (DateTime) this.GetKey( this.Count - 1 ) );
!     }
  
!     #region "Cross"
!     private bool wasLessThan( History history , DateTime dateTime )
!     {
!       int backStep = 1;
!       while ((backStep < this.IndexOfKey( dateTime )) &&
!         (this.GetByIndex(history.IndexOfKey( dateTime )-backStep) != null) &&
!         (history.GetByIndex(history.IndexOfKey( dateTime )-backStep) != null) &&
!         (Convert.ToDouble( this.GetByIndex(this.IndexOfKey( dateTime )-backStep) )==
!         Convert.ToDouble(history.GetByIndex(history.IndexOfKey( dateTime )-backStep)
!         )))
!         backStep ++;
!       return
!         (this.GetByIndex(history.IndexOfKey( dateTime )-backStep) != null) &&
!         (history.GetByIndex(history.IndexOfKey( dateTime )-backStep) != null) &&
!         (Convert.ToDouble( this.GetByIndex(this.IndexOfKey( dateTime )-backStep) )<
!         Convert.ToDouble(history.GetByIndex(history.IndexOfKey( dateTime )-backStep)
!         ));
!     }
!     public bool Cross( History history , DateTime dateTime )
!     {
!       bool cross;
!       if ( ( this.IndexOfKey( dateTime ) <= 0 ) || ( history.IndexOfKey( dateTime ) <= 0 ) )
!         cross = false;
!       else
!       {
!         cross = ( ( Convert.ToDouble( this[ dateTime ] ) ) > 
!           ( Convert.ToDouble( history[ dateTime ] ) ) ) &&
!           ( wasLessThan( history , dateTime ) );
!       }
!       return cross;
!     }
!     #endregion
  
!     #region "ToString"
!     private string singleToString( DateTime dateTime , Object historyValue )
!     {
!       return "\nDate: " + dateTime +
!         "    Value: " + historyValue.ToString();
!     }
!     private string dictionaryEntryToString( DictionaryEntry dictionaryEntry )
!     {
!       string returnString = "";
!       if ( dictionaryEntry.Value.GetType() != Type.GetType( "System.Collections.ArrayList" ) )
!         // a single value is stored for this DateTime
!         returnString = singleToString( (DateTime)dictionaryEntry.Key , dictionaryEntry.Value );
!       else
!         // possibly multivalues are stored for this DateTime
!         foreach (Object historyValue in ((ArrayList)dictionaryEntry.Value) )
!           returnString += singleToString( (DateTime)dictionaryEntry.Key , historyValue );
!       return returnString;
!     }
!     public override string ToString()
!     {
!       string toString = "";
!       foreach ( DictionaryEntry dictionaryEntry in this )
!         toString += dictionaryEntryToString( dictionaryEntry );
!       return toString;
!     }
!     #endregion
  
!     public void ReportToConsole()
!     {
!       Console.Write( this.ToString() );
!     }
!   }
  }
--- 339,512 ----
  		}
  
! 		#endregion
! 		
! 		/// <summary>
! 		/// It returns true if the current History item value is not null
! 		/// and is less than the immediate previous History item whose value is not null
! 		/// </summary>
! 		/// <param name="dateTime">The date key for current History item</param>
! 		public bool IsDecreased(DateTime dateTime)
! 		{
! 			bool isDecreased = false;
! 			int index = this.IndexOfKey(dateTime);
! 			int previousIndex = index - 1;
! 			if ( index <= 0)
! 				isDecreased = false;
! 			else
! 			{
! 				if(this.GetByIndex(index) != null)
! 				{
  					while (this.GetByIndex(previousIndex) == null)
! 					{
  						previousIndex --;
  					}
  
! 					isDecreased = Convert.ToDouble( this.GetByIndex(index)) <
! 						Convert.ToDouble( this.GetByIndex(previousIndex) );
! 				}
! 			}
! 			return isDecreased;
! 		}
  
  
! 		#region "GetSimpleMovingAverage( int , DateTime , int )"
! 		private double currentContributionToCurrentSum(
! 			int index,
! 			DateTime dateTime ,
! 			int numPeriods
! 		)
! 		{
! 			double currentContribution;
! 			currentContribution = Convert.ToDouble( this.GetByIndex( index ) );
! 			if ( index >= numPeriods )
! 				currentContribution -=
! 					Convert.ToDouble( this.GetByIndex( index - numPeriods ) );
! 			return currentContribution;
! 		}
! 		
! 		public History GetSimpleMovingAverage( int numPeriods , DateTime startDateTime , DateTime endDateTime )
! 		{
! 			History simpleMovingAverage = new History();
! 			int index = this.IndexOfKeyOrPrevious( startDateTime );
! 			double currentSum = 0;
! 			while (
! 				( index < this.Count ) &&
! 				( ((IComparable)this.GetKey( index )).CompareTo( endDateTime ) <= 0 ) )
! 			{
! 				DateTime dateTime = (DateTime)this.GetKey( index );
! 				currentSum = currentSum +
! 					currentContributionToCurrentSum( index , dateTime , numPeriods );
! 				if ( index < ( numPeriods - 1 ) )
! 					// current period is not after numPeriods
! 					simpleMovingAverage.Add( this.GetKey( index ) , null );
! 				else
! 				{
! 					simpleMovingAverage.Add( dateTime , currentSum/numPeriods );
! 				}
! 				index++;
! 			}
! 			return simpleMovingAverage;
! 		}
! 		#endregion
  
! 		public History GetSimpleMovingAverage( int numPeriods )
! 		{
! 			//      History simpleMovingAverage = new History();
! 			//      double currentSum = 0;
! 			//      foreach (DictionaryEntry dictionaryEntry in this)
! 			//      {
! 			//        currentSum = currentSum +
! 			//          currentContributionToCurrentSum( dictionaryEntry , numPeriods );
! 			//        if ( this.IndexOfKey( dictionaryEntry.Key ) >= numPeriods )
! 			//        {
! 			//          simpleMovingAverage.Add( dictionaryEntry.Key , currentSum/numPeriods );
! 			//        }
! 			//        else
! 			//          // current period is not after numPeriods
! 			//          simpleMovingAverage.Add( dictionaryEntry.Key , null );
! 			//      }
! 			//      return simpleMovingAverage;
  
! 			return GetSimpleMovingAverage( numPeriods ,
! 			                              (DateTime) this.GetKey( 0 ) , (DateTime) this.GetKey( this.Count - 1 ) );
! 		}
  
! 		#region "Cross"
! 		private bool wasLessThan( History history , DateTime dateTime )
! 		{
! 			int backStep = 1;
! 			while ((backStep < this.IndexOfKey( dateTime )) &&
! 			       (this.GetByIndex(history.IndexOfKey( dateTime )-backStep) != null) &&
! 			       (history.GetByIndex(history.IndexOfKey( dateTime )-backStep) != null) &&
! 			       (Convert.ToDouble( this.GetByIndex(this.IndexOfKey( dateTime )-backStep) )==
! 			        Convert.ToDouble(history.GetByIndex(history.IndexOfKey( dateTime )-backStep)
! 			                        )))
! 				backStep ++;
! 			return
! 				(this.GetByIndex(history.IndexOfKey( dateTime )-backStep) != null) &&
! 				(history.GetByIndex(history.IndexOfKey( dateTime )-backStep) != null) &&
! 				(Convert.ToDouble( this.GetByIndex(this.IndexOfKey( dateTime )-backStep) )<
! 				 Convert.ToDouble(history.GetByIndex(history.IndexOfKey( dateTime )-backStep)
! 				                 ));
! 		}
! 		public bool Cross( History history , DateTime dateTime )
! 		{
! 			bool cross;
! 			if ( ( this.IndexOfKey( dateTime ) <= 0 ) || ( history.IndexOfKey( dateTime ) <= 0 ) )
! 				cross = false;
! 			else
! 			{
! 				cross = ( ( Convert.ToDouble( this[ dateTime ] ) ) >
! 				         ( Convert.ToDouble( history[ dateTime ] ) ) ) &&
! 					( wasLessThan( history , dateTime ) );
! 			}
! 			return cross;
! 		}
! 		#endregion
  
! 		public List< DateTime > DateTimes
! 		{
! 			get
! 			{
! 				List<DateTime> dateTimes =
! 					new List<DateTime>();
! 				foreach ( DateTime dateTime in this.Keys )
! 					dateTimes.Add( dateTime );
! 				return dateTimes;
! 			}
! 		}
  
! 		
! 		#region "ToString"
! 		private string singleToString( DateTime dateTime , Object historyValue )
! 		{
! 			return "\nDate: " + dateTime +
! 				"    Value: " + historyValue.ToString();
! 		}
! 		private string dictionaryEntryToString( DictionaryEntry dictionaryEntry )
! 		{
! 			string returnString = "";
! 			if ( dictionaryEntry.Value.GetType() != Type.GetType( "System.Collections.ArrayList" ) )
! 				// a single value is stored for this DateTime
! 				returnString = singleToString( (DateTime)dictionaryEntry.Key , dictionaryEntry.Value );
! 			else
! 				// possibly multivalues are stored for this DateTime
! 				foreach (Object historyValue in ((ArrayList)dictionaryEntry.Value) )
! 				returnString += singleToString( (DateTime)dictionaryEntry.Key , historyValue );
! 			return returnString;
! 		}
! 		public override string ToString()
! 		{
! 			string toString = "";
! 			foreach ( DictionaryEntry dictionaryEntry in this )
! 				toString += dictionaryEntryToString( dictionaryEntry );
! 			return toString;
! 		}
! 		#endregion
! 
! 		public void ReportToConsole()
! 		{
! 			Console.Write( this.ToString() );
! 		}
! 	}
  }