[Quantproject-developers] QuantDownloader/Downloader/OpenTickDownloader/BarsSelectors DailyBarsSelector.cs, 1.3, 1.4

[Glauco S. <gla...@us...>]

Update of /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader/BarsSelectors
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv23591/Downloader/OpenTickDownloader/BarsSelectors

Modified Files:
	DailyBarsSelector.cs 
Log Message:
the class now selects daily bars according to a given list of Time(s)

Index: DailyBarsSelector.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader/BarsSelectors/DailyBarsSelector.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** DailyBarsSelector.cs	3 Jan 2009 18:45:12 -0000	1.3
--- DailyBarsSelector.cs	7 Jan 2009 23:25:18 -0000	1.4
***************
*** 3,7 ****
  
  DailyBarsSelector.cs
! Copyright (C) 2008 
  Glauco Siliprandi
  
--- 3,7 ----
  
  DailyBarsSelector.cs
! Copyright (C) 2008
  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;
  
  namespace QuantProject.Applications.Downloader.OpenTickDownloader
--- 19,29 ----
  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.Generic;
+ 
+ using QuantProject.ADT.Timing;
  
  namespace QuantProject.Applications.Downloader.OpenTickDownloader
***************
*** 38,43 ****
  		/// </summary>
  		protected int barInterval;
! 		protected DateTime firstBarOpenTimeInNewYorkTimeZone;
! 		protected int numberOfBarsToBeDownloadedForEachDay;
  		
  		/// <summary>
--- 41,47 ----
  		/// </summary>
  		protected int barInterval;
! 		protected List<Time> dailyTimes;
! //		protected DateTime firstBarOpenTimeInNewYorkTimeZone;
! //		protected int numberOfBarsToBeDownloadedForEachDay;
  		
  		/// <summary>
***************
*** 50,54 ****
  		/// </summary>
  		private int currentDailyBar;
! 				
  		public bool AreAllBarsAlredyGiven
  		{
--- 54,58 ----
  		/// </summary>
  		private int currentDailyBar;
! 		
  		public bool AreAllBarsAlredyGiven
  		{
***************
*** 58,63 ****
  					( this.currentTickerIndex == ( this.tickers.Length - 1 ) ) &&
  					( ( this.currentDate.CompareTo( this.lastDate ) == 0 ) &&
! 					( this.currentDailyBar ==
! 					  this.numberOfBarsToBeDownloadedForEachDay - 1 ) );
  				return areAllBarsAlredyGiven; }
  		}
--- 62,68 ----
  					( this.currentTickerIndex == ( this.tickers.Length - 1 ) ) &&
  					( ( this.currentDate.CompareTo( this.lastDate ) == 0 ) &&
! 					 ( this.currentDailyBar ==
! 					  this.dailyTimes.Count - 1 ) );
! //					  this.numberOfBarsToBeDownloadedForEachDay - 1 ) );
  				return areAllBarsAlredyGiven; }
  		}
***************
*** 82,90 ****
  			DateTime lastDate ,
  			int barInterval ,
! 			DateTime firstBarOpenTimeInNewYorkTimeZone ,
! 			int numberOfBarsToBeDownloadedForEachDay )
  		{
  			this.checkParameters(
! 			firstDate , lastDate , numberOfBarsToBeDownloadedForEachDay );
  			
  			this.tickers = tickers;
--- 87,97 ----
  			DateTime lastDate ,
  			int barInterval ,
! 			List<Time> dailyTimes )
! //			DateTime firstBarOpenTimeInNewYorkTimeZone ,
! //			int numberOfBarsToBeDownloadedForEachDay )
  		{
  			this.checkParameters(
! 				firstDate , lastDate , dailyTimes );
! //			numberOfBarsToBeDownloadedForEachDay );
  			
  			this.tickers = tickers;
***************
*** 92,104 ****
  			this.lastDate = lastDate;
  			this.barInterval = barInterval;
! 			this.firstBarOpenTimeInNewYorkTimeZone =
! 				firstBarOpenTimeInNewYorkTimeZone;
! 			this.numberOfBarsToBeDownloadedForEachDay =
! 				numberOfBarsToBeDownloadedForEachDay;
  			
  			this.currentTickerIndex = 0;
  			this.currentDate = this.firstDate.AddDays( - 1 );
  			this.currentDailyBar =
! 				numberOfBarsToBeDownloadedForEachDay - 1;
  			
  			this.moveToTheNextSelectedBar();
--- 99,113 ----
  			this.lastDate = lastDate;
  			this.barInterval = barInterval;
! 			this.dailyTimes = dailyTimes;
! //			this.firstBarOpenTimeInNewYorkTimeZone =
! //				firstBarOpenTimeInNewYorkTimeZone;
! //			this.numberOfBarsToBeDownloadedForEachDay =
! //				numberOfBarsToBeDownloadedForEachDay;
  			
  			this.currentTickerIndex = 0;
  			this.currentDate = this.firstDate.AddDays( - 1 );
  			this.currentDailyBar =
! 				this.dailyTimes.Count - 1;
! //				numberOfBarsToBeDownloadedForEachDay - 1;
  			
  			this.moveToTheNextSelectedBar();
***************
*** 116,128 ****
  		private void checkParameters(
  			DateTime firstDate , DateTime lastDate ,
! 			int numberOfBarsToBeDownloadedForEachDay )
  		{
  			this.checkParameters_checkNoTime( firstDate );
  			this.checkParameters_checkNoTime( lastDate );
  			if ( firstDate.CompareTo( lastDate ) > 0 )
! 				throw new Exception( "firstDate cannot follow lastDate!" );
! 			if ( numberOfBarsToBeDownloadedForEachDay <= 0 )
  				throw new Exception(
! 					"numberOfBarsToBeDownloadedForEachDay must be greater than zero!" );
  		}
  		#endregion checkParameters
--- 125,141 ----
  		private void checkParameters(
  			DateTime firstDate , DateTime lastDate ,
! 			List<Time> dailyTimes )
! //			int numberOfBarsToBeDownloadedForEachDay )
  		{
  			this.checkParameters_checkNoTime( firstDate );
  			this.checkParameters_checkNoTime( lastDate );
  			if ( firstDate.CompareTo( lastDate ) > 0 )
! 				throw new Exception( "firstDate cannot follow lastDate" );
! 			if ( dailyTimes.Count == 0 )
  				throw new Exception(
! 					"At least one daily bar has to be chosen" );
! //			if ( numberOfBarsToBeDownloadedForEachDay <= 0 )
! //				throw new Exception(
! //					"numberOfBarsToBeDownloadedForEachDay must be greater than zero!" );
  		}
  		#endregion checkParameters
***************
*** 161,165 ****
  		{
  			if ( this.currentDailyBar ==
! 			    ( this.numberOfBarsToBeDownloadedForEachDay - 1 ) )
  				// the current bar identifier is the last one for the
  				// current (ticker,date)
--- 174,179 ----
  		{
  			if ( this.currentDailyBar ==
! 			    ( this.dailyTimes.Count - 1 ) )
! //			    ( this.numberOfBarsToBeDownloadedForEachDay - 1 ) )
  				// the current bar identifier is the last one for the
  				// current (ticker,date)
***************
*** 210,214 ****
  //				!this.isTheCurrentBarSelectable() )
  			while ( !this.AreAllBarsAlredyGiven &&
! 				!this.isTheCurrentBarSelectable() )
  				this.doNextStep();
  //			DateTime currentDate = this.firstDate;
--- 224,228 ----
  //				!this.isTheCurrentBarSelectable() )
  			while ( !this.AreAllBarsAlredyGiven &&
! 			       !this.isTheCurrentBarSelectable() )
  				this.doNextStep();
  //			DateTime currentDate = this.firstDate;
***************
*** 232,235 ****
--- 246,250 ----
  		protected DateTime getDateTimeForCurrentCandidateBarOpenInNewYorkTimeZone()
  		{
+ 			Time currentDailyTime = this.dailyTimes[ this.currentDailyBar ];
  			DateTime dateTimeForCurrentCandidateBarOpenInNewYorkTimeZone =
  				new DateTime(
***************
*** 237,244 ****
  					currentDate.Month ,
  					currentDate.Day ,
! 					this.firstBarOpenTimeInNewYorkTimeZone.Hour ,
! 					this.firstBarOpenTimeInNewYorkTimeZone.Minute ,
! 					this.firstBarOpenTimeInNewYorkTimeZone.Second ).AddSeconds(
! 				this.currentDailyBar * this.barInterval );
  			return dateTimeForCurrentCandidateBarOpenInNewYorkTimeZone;
  		}
--- 252,262 ----
  					currentDate.Month ,
  					currentDate.Day ,
! 					currentDailyTime.Hour ,
! 					currentDailyTime.Minute ,
! 					currentDailyTime.Second );
! //					this.firstBarOpenTimeInNewYorkTimeZone.Hour ,
! //					this.firstBarOpenTimeInNewYorkTimeZone.Minute ,
! //					this.firstBarOpenTimeInNewYorkTimeZone.Second ).AddSeconds(
! //				this.currentDailyBar * this.barInterval );
  			return dateTimeForCurrentCandidateBarOpenInNewYorkTimeZone;
  		}