[Quantproject-developers] QuantProject/b3_Data/DataProviders/Bars/Caching DailyBarCache.cs, 1.5, 1

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Update of /cvsroot/quantproject/QuantProject/b3_Data/DataProviders/Bars/Caching
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv13492/b3_Data/DataProviders/Bars/Caching

Modified Files:
	DailyBarCache.cs 
Log Message:
Bug fixed: in the previous revision it could have happened that a bar was thrown out as a missing one, although it was in the database

Index: DailyBarCache.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/DataProviders/Bars/Caching/DailyBarCache.cs,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** DailyBarCache.cs	30 Dec 2008 00:11:44 -0000	1.5
--- DailyBarCache.cs	31 Dec 2008 02:29:44 -0000	1.6
***************
*** 54,57 ****
--- 54,59 ----
  //		List<DateTime> dateTimesForCleaningUp_barsMissingInTheDatabase;
  //		List<string> tickersForCleaningUp_barsMissingInTheDatabase;
+ 		
+ //		private bool hasTheCacheBeenCleanedUpInThePreviousUpdateActually;
  
  
***************
*** 65,70 ****
  
  			this.roughNumberOfItemsToBeCachedWithASingleQuery = 100;
  
! 			int maxNumberOfItemsIn_barOpenValues = 100000;
  			int numberOfItemsToBeRemovedFrom_barOpenValues_whenCacheIsCleanedUp =
  				maxNumberOfItemsIn_barOpenValues / 2;
--- 67,75 ----
  
  			this.roughNumberOfItemsToBeCachedWithASingleQuery = 100;
+ 			
+ //			this.hasTheCacheBeenCleanedUpInThePreviousUpdateActually = false;
  
! //			int maxNumberOfItemsIn_barOpenValues = 100000;
! 			int maxNumberOfItemsIn_barOpenValues = 1000;
  			int numberOfItemsToBeRemovedFrom_barOpenValues_whenCacheIsCleanedUp =
  				maxNumberOfItemsIn_barOpenValues / 2;
***************
*** 73,83 ****
  				maxNumberOfItemsIn_barOpenValues ,
  				numberOfItemsToBeRemovedFrom_barOpenValues_whenCacheIsCleanedUp );
  			
  //			this.barOpenValues = new Dictionary< DateTime , Dictionary< string , double > >();
  //			this.numberOfBarsIn_barOpenValues = 0;
  			
! 			int maxNumberOfItemsIn_barsMissingInTheDatabase = 100000;
  			int numberOfItemsToBeRemovedFrom_barsMissingInTheDatabase_whenCacheIsCleanedUp =
! 				maxNumberOfItemsIn_barOpenValues / 2;
  
  			this.barsMissingInTheDatabase = new BarCacheData(
--- 78,91 ----
  				maxNumberOfItemsIn_barOpenValues ,
  				numberOfItemsToBeRemovedFrom_barOpenValues_whenCacheIsCleanedUp );
+ //			this.barOpenValues.CleaningUp +=
+ //				new CleaningUpEventHandler( this.cleaningUpEventHandler );
  			
  //			this.barOpenValues = new Dictionary< DateTime , Dictionary< string , double > >();
  //			this.numberOfBarsIn_barOpenValues = 0;
  			
! //			int maxNumberOfItemsIn_barsMissingInTheDatabase = 100000;
! 			int maxNumberOfItemsIn_barsMissingInTheDatabase = 1000;
  			int numberOfItemsToBeRemovedFrom_barsMissingInTheDatabase_whenCacheIsCleanedUp =
! 				maxNumberOfItemsIn_barsMissingInTheDatabase / 2;
  
  			this.barsMissingInTheDatabase = new BarCacheData(
***************
*** 87,90 ****
--- 95,112 ----
  		}
  		
+ //		private void cleaningUpEventHandler( object sender )
+ //		{
+ //			if ( this.hasTheCacheBeenCleanedUpInThePreviousUpdateActually )
+ //				throw new Exception(
+ //					"The cache has reached its size limit twice while doing a single " +
+ //					"this.update_barOpenValues() method. It should never happen, it looks like " +
+ //					"the cache max size is too small" );
+ //			else
+ //				// the cache has reached its limit size while doing
+ //				// the this.update_barOpenValues_actually() method, and it's not the second
+ //				// time in a row (a second chance will be given)
+ //				this.hasTheCacheBeenCleanedUpInThePreviousUpdateActually = true;
+ //		}
+ 		
  		#region checkParameters
  		
***************
*** 185,189 ****
  		#region update_barOpenValues
  		
! 		private void addBarOpenValue(
  			string ticker, DateTime dateTime , History barOpenValuesFromDatabase )
  		{
--- 207,214 ----
  		#region update_barOpenValues
  		
! 		#region update_barOpenValues_actually
! 		
! 		#region update_barOpenValues_addBarForCurrent_dateTimeIndex
! 		private void update_barOpenValues_addBarFor_currentDateTime(
  			string ticker, DateTime dateTime , History barOpenValuesFromDatabase )
  		{
***************
*** 193,202 ****
  				ticker , dateTime , barOpenValue );
  		}
  		
  		private void update_barOpenValues(
  			string ticker, History barOpenValuesFromDatabase )
  		{
! 			foreach ( DateTime dateTime in barOpenValuesFromDatabase.TimeLine )
! 				this.addBarOpenValue( ticker , dateTime , barOpenValuesFromDatabase );
  		}
  		#endregion update_barOpenValues
--- 218,274 ----
  				ticker , dateTime , barOpenValue );
  		}
+ 		private void update_barOpenValues_addBarForCurrent_dateTimeIndex(
+ 			string ticker , int dateTimeIndex , History barOpenValuesFromDatabase )
+ 		{
+ 			DateTime currentDateTime =
+ 				(DateTime)barOpenValuesFromDatabase.GetKey( dateTimeIndex );
+ 			this.update_barOpenValues_addBarFor_currentDateTime(
+ 				ticker , currentDateTime , barOpenValuesFromDatabase );
+ 		}
+ 		#endregion update_barOpenValues_addBarForCurrent_dateTimeIndex
+ 		
+ 		private void update_barOpenValues_actually(
+ 			string ticker, History barOpenValuesFromDatabase )
+ 		{
+ 			for ( int dateTimeIndex = barOpenValuesFromDatabase.Count - 1 ;
+ 			     dateTimeIndex >=0 ; dateTimeIndex-- )
+ 				// we use a descending order because we want to be sure that
+ 				// the first date time of the History will be in the cache,
+ 				// at the end of the cycle;
+ 				// we don't want the first date time to be removed by the cache,
+ 				// and that could happen if dateTime(s) were added after the first one
+ 				// in the History;
+ 				// notice that the bar requested by the GetMarketValue() that lead to
+ 				// this point, if present in the database, is the first date time in
+ 				// the History, so we absolutely want it to be in the cache,
+ 				// when this method is done; the first date time in the History is the
+ 				// last one to be inserted into the cache, because we don't want to run the risk
+ 				// that the cache is cleaned up after it has been inserted
+ 				this.update_barOpenValues_addBarForCurrent_dateTimeIndex(
+ 					ticker , dateTimeIndex , barOpenValuesFromDatabase );
+ //			foreach ( DateTime dateTime in barOpenValuesFromDatabase.TimeLine )
+ //				this.addBarOpenValue( ticker , dateTime , barOpenValuesFromDatabase );
+ 		}
+ 		#endregion update_barOpenValues_actually
  		
+ //		private void updateAgainIfCacheHasBeenCleanedUpInThePreviousUpdate(
+ //			string ticker, History barOpenValuesFromDatabase )
+ //		{
+ //			if ( this.hasTheCacheBeenCleanedUpInThePreviousUpdateActually )
+ //				// executing this.update_barOpenValues_actually() the cache has reached
+ //				// its size limit and then it has removed some items;
+ //				// we want to be sure that barOpenValuesFromDatabase are not removed by that event
+ //				// thus we add them again
+ //			{
+ //				this.update_barOpenValues_actually( ticker , barOpenValuesFromDatabase );
+ //				this.hasTheCacheBeenCleanedUpInThePreviousUpdateActually = false;
+ //			}
+ //		}
  		private void update_barOpenValues(
  			string ticker, History barOpenValuesFromDatabase )
  		{
! 			this.update_barOpenValues_actually( ticker , barOpenValuesFromDatabase );
! //			this.updateAgainIfCacheHasBeenCleanedUpInThePreviousUpdate(
! //				ticker , barOpenValuesFromDatabase );
  		}
  		#endregion update_barOpenValues
***************
*** 395,399 ****
  			try
  			{
! 			this.GetMarketValue( ticker , dateTime );
  			}
  			catch ( MissingBarException missingBarException )
--- 467,471 ----
  			try
  			{
! 				this.GetMarketValue( ticker , dateTime );
  			}
  			catch ( MissingBarException missingBarException )

[Quantproject-developers] QuantProject/b3_Data/DataProviders/Bars/Caching DailyBarCache.cs, 1.5, 1

[Quantproject-developers] QuantProject/b3_Data/DataProviders/Bars/Caching DailyBarCache.cs, 1.5, 1.6