[Quantproject-developers] QuantDownloader/Downloader/OpenTickDownloader OTTickerDownloader.cs, 1.7, 1.8

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv9501/OpenTickDownloader

Modified Files:
	OTTickerDownloader.cs 
Log Message:
A new constructor has been added: the goal is to let the class use either a BarsSelectorBasedOHLCRequester or a OHLCRequesterForConsecutiveBars.
In this revision only the constructor that builds a BarsSelectorBasedOHLCRequester works (that's pretty much the same behavior of the previous revision).
An actually new capability would be given by the OHLCRequesterForConsecutiveBars, but it doesn't work yet.

Index: OTTickerDownloader.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader/OTTickerDownloader.cs,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** OTTickerDownloader.cs	11 Jan 2009 20:37:47 -0000	1.7
--- OTTickerDownloader.cs	29 Jan 2009 19:48:32 -0000	1.8
***************
*** 44,49 ****
--- 44,54 ----
  	{
  		private string[] tickersToDownload;
+ 		
  		private List<Time> dailyTimes;
  		private DateTime firstDate;
+ 		
+ 		private DateTime dateTimeForFirstBarOpenInNewYorkTimeZone;
+ 		private DateTime dateTimeForLastBarOpenInNewYorkTimeZone;
+ 		
  		/// <summary>
  		/// number of seconds in each bar
***************
*** 64,68 ****
  		
  		private IExchangeSelector exchangeSelector;
! 		private IBarsSelector barsSelector;
  		private BarsDownloader barsDownloader;
  		private MessageManager messageManager;
--- 69,73 ----
  		
  		private IExchangeSelector exchangeSelector;
! 		private IOHLCRequester oHLCRequester;
  		private BarsDownloader barsDownloader;
  		private MessageManager messageManager;
***************
*** 130,133 ****
--- 135,167 ----
  		}
  		
+ 		public OTTickerDownloader(
+ 			string[] tickersToDownload,
+ 			DateTime dateTimeForFirstBarOpenInNewYorkTimeZone,
+ 			DateTime dateTimeForLastBarOpenInNewYorkTimeZone,
+ 			int barInterval ,
+ 			string openTickUser,
+ 			string openTickPassword)
+ 		{
+ 			this.otTickerDownloader_checkParameters(tickersToDownload,
+ 			                                        firstDate,
+ 			                                        dateTimeForFirstBarOpenInNewYorkTimeZone,
+ 			                                        false,
+ 			                                        false,
+ 			                                        false,
+ 			                                        openTickUser,
+ 			                                        openTickPassword);
+ 			this.tickersToDownload = tickersToDownload;
+ 			this.dailyTimes = null;
+ 			this.dateTimeForFirstBarOpenInNewYorkTimeZone = dateTimeForFirstBarOpenInNewYorkTimeZone;
+ 			this.dateTimeForLastBarOpenInNewYorkTimeZone = dateTimeForLastBarOpenInNewYorkTimeZone;
+ 			this.barInterval = barInterval;
+ 			this.dateTimeForOverWritingQuotes = DateTime.MaxValue;
+ 			this.checkForMissingQuotes = false;
+ 			this.overwriteAllQuotesInDatabase = false;
+ 			this.downloadOnlySuccessiveQuotesToTheLastQuoteInDatabase =	false;
+ 			this.openTickUser = openTickUser;
+ 			this.openTickPassword = openTickPassword;
+ 		}
+ 		
  		public event DownloadingStartedEventHandler DownloadingStarted;
  		public event DatabaseUpdatedEventHandler DatabaseUpdated;
***************
*** 171,175 ****
  			return date;
  		}
! 		private void setBarsSelector()
  		{
  			DateTime firstDateForBarsSelector =
--- 205,210 ----
  			return date;
  		}
! 		#region oHLCRequester
! 		private void setOHLCRequester_forSpecificDailyTimes()
  		{
  			DateTime firstDateForBarsSelector =
***************
*** 179,200 ****
  			if ( this.checkForMissingQuotes )
  				// only missing quotes are to be downloaded
! 				this.barsSelector =
! 					new MissingDailyBarsSelector(
! 						this.tickersToDownload ,
! 						this.setBarsSelector_getDate( this.firstDate ) ,
! 						this.setBarsSelector_getDate( DateTime.Now ) ,
! 						this.barInterval ,
! 						this.dailyTimes );
  			else
  				// all quotes are to be downloaded, even if they
  				// are in the database already
! 				this.barsSelector =
! 					new DailyBarsSelector(
! 						this.tickersToDownload ,
! 						this.setBarsSelector_getDate( this.firstDate ) ,
! 						this.setBarsSelector_getDate( DateTime.Now ) ,
! 						this.barInterval ,
! 						this.dailyTimes );
  		}
  		private void setExchangeSelector()
  		{
--- 214,256 ----
  			if ( this.checkForMissingQuotes )
  				// only missing quotes are to be downloaded
! 				this.oHLCRequester =
! 					new BarsSelectorBasedOHLCRequester(
! 						new MissingDailyBarsSelector(
! 							this.tickersToDownload ,
! 							this.setBarsSelector_getDate( this.firstDate ) ,
! 							this.setBarsSelector_getDate( DateTime.Now ) ,
! 							this.barInterval ,
! 							this.dailyTimes ) );
  			else
  				// all quotes are to be downloaded, even if they
  				// are in the database already
! 				this.oHLCRequester =
! 					new BarsSelectorBasedOHLCRequester(
! 						new DailyBarsSelector(
! 							this.tickersToDownload ,
! 							this.setBarsSelector_getDate( this.firstDate ) ,
! 							this.setBarsSelector_getDate( DateTime.Now ) ,
! 							this.barInterval ,
! 							this.dailyTimes ) );
  		}
+ 		private void setOHLCRequester_forAllDailyBars()
+ 		{
+ 			this.oHLCRequester =
+ 				new OHLCRequesterForConsecutiveBars(
+ 							this.tickersToDownload ,
+ 							this.dateTimeForFirstBarOpenInNewYorkTimeZone ,
+ 							this.dateTimeForLastBarOpenInNewYorkTimeZone ,
+ 							this.barInterval );
+ 		}
+ 		private void setOHLCRequester()
+ 		{
+ 			if ( this.dailyTimes != null )
+ 				// only some specific daily times have been requested
+ 				this.setOHLCRequester_forSpecificDailyTimes();
+ 			else
+ 				// all daily bars have been requested
+ 				this.setOHLCRequester_forAllDailyBars();
+ 		}
+ 		#endregion oHLCRequester
  		private void setExchangeSelector()
  		{
***************
*** 225,229 ****
  			this.barsDownloader =
  				new BarsDownloader(
! 					this.barsSelector ,
  					this.exchangeSelector ,
  					this.openTickUser ,
--- 281,285 ----
  			this.barsDownloader =
  				new BarsDownloader(
! 					this.oHLCRequester ,
  					this.exchangeSelector ,
  					this.openTickUser ,
***************
*** 269,273 ****
  		private void downloadTickersActually()
  		{
! 			this.setBarsSelector();
  			this.setExchangeSelector();
  			this.setBarsDownloaderAndRunIt();
--- 325,329 ----
  		private void downloadTickersActually()
  		{
! 			this.setOHLCRequester();
  			this.setExchangeSelector();
  			this.setBarsDownloaderAndRunIt();