[Quantproject-developers] QuantDownloader/Downloader/OpenTickDownloader BarQueueFiller.cs, 1.4, 1.5

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv25891/Downloader/OpenTickDownloader

Modified Files:
	BarQueueFiller.cs 
Log Message:
Now bars received from OpenTick are formally checked, before being accepted

Index: BarQueueFiller.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader/BarQueueFiller.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** BarQueueFiller.cs	11 Jan 2009 20:38:14 -0000	1.4
--- BarQueueFiller.cs	18 Jan 2009 18:27:09 -0000	1.5
***************
*** 3,7 ****
  
  BarQueueFiller.cs
! Copyright (C) 2008 
  Glauco Siliprandi
  
--- 3,7 ----
  
  BarQueueFiller.cs
! Copyright (C) 2008
  Glauco Siliprandi
  
***************
*** 19,23 ****
  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;
--- 19,23 ----
  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;
***************
*** 32,36 ****
  	public delegate void NewOHLCRequestEventHandler(
  		int requestId , DateTime dateTimeForRequest , long barInterval );
! 		
  	/// <summary>
  	/// Downloads all the bars for a given ticker and
--- 32,36 ----
  	public delegate void NewOHLCRequestEventHandler(
  		int requestId , DateTime dateTimeForRequest , long barInterval );
! 	
  	/// <summary>
  	/// Downloads all the bars for a given ticker and
***************
*** 48,51 ****
--- 48,52 ----
  		
  		private BarQueue barQueue;
+ 		private DateTime minDateTimeForAcceptablesBars;
  		
  		private IExchangeSelector exchangeSelector;
***************
*** 75,79 ****
  			IExchangeSelector exchangeSelector ,
  			OTManager oTManager ,
! 			BarQueue barQueue 
  		)
  		{
--- 76,80 ----
  			IExchangeSelector exchangeSelector ,
  			OTManager oTManager ,
! 			BarQueue barQueue
  		)
  		{
***************
*** 87,91 ****
  				new NewMessageEventHandler(
  					this.newMessageEventHandler );
! 			this.barQueue = barQueue;			
  		}
  		private void newMessageEventHandler(
--- 88,93 ----
  				new NewMessageEventHandler(
  					this.newMessageEventHandler );
! 			this.barQueue = barQueue;
! 			this.minDateTimeForAcceptablesBars = new DateTime( 1950 , 1 , 1 );
  		}
  		private void newMessageEventHandler(
***************
*** 98,103 ****
  		#region fillQueue
  		
! 		#region onHistoricalOHLC
  		
  		#region getBar
  		private long getBar_getInterval( OTOHLC ohlc )
--- 100,137 ----
  		#region fillQueue
  		
! 		#region onHistoricalOHLCEventHandler
  		
+ 		#region isAcceptable
+ 		private bool isAcceptableDateTime( OTOHLC ohlc )
+ 		{
+ 			bool isAcceptable =
+ 				(
+ 					( ohlc.Timestamp >= this.minDateTimeForAcceptablesBars ) &&
+ 					( ohlc.Timestamp <= DateTime.Now )
+ 				);
+ 			return isAcceptable;
+ 		}
+ 		private bool areAcceptableOHLCvalues( OTOHLC ohlc )
+ 		{
+ 			bool areAcceptable =
+ 				(
+ 					( ohlc.LowPrice > 0 ) &&
+ 					( ohlc.OpenPrice <= ohlc.HighPrice ) &&
+ 					( ohlc.OpenPrice >= ohlc.LowPrice ) &&
+ 					( ohlc.ClosePrice <= ohlc.HighPrice ) &&
+ 					( ohlc.ClosePrice >= ohlc.LowPrice )
+ 				);
+ 			return areAcceptable;
+ 		}
+ 		private bool isAcceptable( OTOHLC ohlc )
+ 		{
+ 			bool isOk =
+ 				( this.isAcceptableDateTime( ohlc ) ) &&
+ 				( this.areAcceptableOHLCvalues( ohlc ) );
+ 			return isOk;
+ 		}
+ 		#endregion isAcceptable
+ 		
+ 		#region enqueueBar
  		#region getBar
  		private long getBar_getInterval( OTOHLC ohlc )
***************
*** 126,138 ****
  		}
  		#endregion getBar
!         private void onHistoricalOHLCEventHandler(
  			OTOHLC ohlc , BarRequest barRequest )
!         {
!         	Bar bar = this.getBar( ohlc );
!         	this.barQueue.Enqueue( bar );
!         }
!         
!         #endregion onHistoricalOHLC
!         
  		private void fillQueue_setEventHandlers()
  		{
--- 160,181 ----
  		}
  		#endregion getBar
! 		
! 		private void enqueueBar( OTOHLC ohlc )
! 		{
! 				Bar bar = this.getBar( ohlc );
! 				this.barQueue.Enqueue( bar );
! 		}
! 		#endregion enqueueBar
! 		
! 		private void onHistoricalOHLCEventHandler(
  			OTOHLC ohlc , BarRequest barRequest )
! 		{
! 			if ( this.isAcceptable( ohlc ) )
! 				// the bar is acceptable
! 				this.enqueueBar( ohlc );
! 		}
! 		
! 		#endregion onHistoricalOHLCEventHandler
! 		
  		private void fillQueue_setEventHandlers()
  		{
***************
*** 143,147 ****
  		
  		#region fillQueue_requestBarsForEachMarketDay
! 	
  		#region fillQueue_requestBar
  		private void fillQueue_requestBar_actually(
--- 186,190 ----
  		
  		#region fillQueue_requestBarsForEachMarketDay
! 		
  		#region fillQueue_requestBar
  		private void fillQueue_requestBar_actually(
***************
*** 162,166 ****
  				this.NewOHLCRequest(
  					requestId , dateTimeForBarOpenInUTC ,
! 					barIdentifier.Interval );			
  		}
  		private void fillQueue_requestBar(
--- 205,209 ----
  				this.NewOHLCRequest(
  					requestId , dateTimeForBarOpenInUTC ,
! 					barIdentifier.Interval );
  		}
  		private void fillQueue_requestBar(
***************
*** 182,186 ****
  		}
  		#endregion fillQueue_requestBarsForEachMarketDay
! 			
  		private void fillQueue()
  		{
--- 225,229 ----
  		}
  		#endregion fillQueue_requestBarsForEachMarketDay
! 		
  		private void fillQueue()
  		{