[Quantproject-developers] QuantDownloader/Downloader/OpenTickDownloader/BarsSelectors MissingDaily
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From: Glauco S. <gla...@us...> - 2009-01-07 23:25:56
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Update of /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader/BarsSelectors In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv23628/Downloader/OpenTickDownloader/BarsSelectors Modified Files: MissingDailyBarsSelector.cs Log Message: the class now selects missing daily bars according to a given list of Time(s) Index: MissingDailyBarsSelector.cs =================================================================== RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader/BarsSelectors/MissingDailyBarsSelector.cs,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** MissingDailyBarsSelector.cs 4 Jan 2009 17:47:57 -0000 1.2 --- MissingDailyBarsSelector.cs 7 Jan 2009 23:25:44 -0000 1.3 *************** *** 23,26 **** --- 23,27 ---- using System; using System.Collections; + using System.Collections.Generic; using System.Data; *************** *** 55,60 **** DateTime lastDate , int barInterval , ! DateTime firstBarOpenTimeInNewYorkTimeZone , ! int numberOfBarsToBeDownloadedForEachDay ) : base( tickers , --- 56,63 ---- DateTime lastDate , int barInterval , ! List<Time> dailyTimes ) : ! ! // DateTime firstBarOpenTimeInNewYorkTimeZone , ! // int numberOfBarsToBeDownloadedForEachDay ) : base( tickers , *************** *** 62,67 **** lastDate , barInterval , ! firstBarOpenTimeInNewYorkTimeZone , ! numberOfBarsToBeDownloadedForEachDay ) { } --- 65,71 ---- lastDate , barInterval , ! dailyTimes ) ! // firstBarOpenTimeInNewYorkTimeZone , ! // numberOfBarsToBeDownloadedForEachDay ) { } *************** *** 114,138 **** ! private Time getLastBarOpenTimeInNewYorkTimeZone() ! { ! int secondsToBeAdded = this.barInterval * ! ( this.numberOfBarsToBeDownloadedForEachDay - 1 ); ! DateTime lastBarOpenDateTimeInNewYorkTimeZone = ! this.firstBarOpenTimeInNewYorkTimeZone.AddSeconds( ! secondsToBeAdded ); ! Time lastBarOpenTimeInNewYorkTimeZone = ! new Time( lastBarOpenDateTimeInNewYorkTimeZone ); ! return lastBarOpenTimeInNewYorkTimeZone; ! } private DataTable getBarsInTheDatabase( string ticker ) { ! Time lastBarOpenTimeInNewYorkTimeZone = ! this.getLastBarOpenTimeInNewYorkTimeZone(); DataTable barsInTheDatabase = new QuantProject.Data.DataTables.Bars( ticker , this.firstDate , this.lastDate , ! new Time( this.firstBarOpenTimeInNewYorkTimeZone ) , ! lastBarOpenTimeInNewYorkTimeZone , this.barInterval ); // string sql = --- 118,146 ---- ! // private Time getLastBarOpenTimeInNewYorkTimeZone() ! // { ! //// int secondsToBeAdded = this.barInterval * ! //// ( this.numberOfBarsToBeDownloadedForEachDay - 1 ); ! //// DateTime lastBarOpenDateTimeInNewYorkTimeZone = ! //// this.firstBarOpenTimeInNewYorkTimeZone.AddSeconds( ! //// secondsToBeAdded ); ! //// Time lastBarOpenTimeInNewYorkTimeZone = ! //// new Time( lastBarOpenDateTimeInNewYorkTimeZone ); ! // int indexForTheLastDailyTime = this.dailyTimes.Count - 1; ! // Time lastBarOpenTimeInNewYorkTimeZone = ! // this.dailyTimes[ indexForTheLastDailyTime ]; ! // return lastBarOpenTimeInNewYorkTimeZone; ! // } private DataTable getBarsInTheDatabase( string ticker ) { ! // Time lastBarOpenTimeInNewYorkTimeZone = ! // this.getLastBarOpenTimeInNewYorkTimeZone(); DataTable barsInTheDatabase = new QuantProject.Data.DataTables.Bars( ticker , this.firstDate , this.lastDate , ! this.dailyTimes , ! // new Time( this.firstBarOpenTimeInNewYorkTimeZone ) , ! // lastBarOpenTimeInNewYorkTimeZone , this.barInterval ); // string sql = |