[Quantproject-developers] QuantProject/b3_Data/DataTables Bars.cs, 1.6, 1.7

[Marco M. <mi...@us...>]

Update of /cvsroot/quantproject/QuantProject/b3_Data/DataTables
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv28257/b3_Data/DataTables

Modified Files:
	Bars.cs 
Log Message:
Some bugs have been fixed

Index: Bars.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/DataTables/Bars.cs,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** Bars.cs	7 Jan 2009 23:23:54 -0000	1.6
--- Bars.cs	13 Mar 2009 15:04:23 -0000	1.7
***************
*** 211,214 ****
--- 211,256 ----
  		}
  		
+ 		/// <summary>
+ 		/// returns the days when the ticker was exchanged for at least
+ 		/// the given number of bars of the given interval in seconds,
+ 		/// within the given date time interval
+ 		/// </summary>
+ 		/// <param name="ticker"></param>
+ 		/// <param name="firstDateTime">begin interval</param>
+ 		/// <param name="lastDateTime">end interval</param>
+ 		/// <param name="intervalFrameInSeconds">interval frame in seconds for the ticker's bars</param>
+ 		/// <param name="minimumNumberOfBarsForEachMarketDay">a day is returned only if 
+ 		/// the day's bars are equal or greater than the minimumNumberOfBars</param>
+ 		/// <returns>History of days with minimumNumberOfBars in each</returns>
+ 		public static History GetMarketDays( string ticker ,
+                                          DateTime firstDateTime ,
+                                          DateTime lastDateTime,
+                                          int intervalFrameInSeconds , 
+                                          int minimumNumberOfBarsForEachMarketDay )
+ 
+ 		{
+ 			History marketDaysToBeReturned = new History();
+ 			DateTime marketDayToCheck =
+ 				Time.GetDateTimeFromMerge( firstDateTime, new Time(9,30,0) );
+ 			DataTable barsForMarketDayToBeReturned;
+ 			while( marketDayToCheck.CompareTo(lastDateTime) <= 0 )
+ 			{
+ 				barsForMarketDayToBeReturned = 
+ 					QuantProject.DataAccess.Tables.Bars.GetTickerBars(ticker, marketDayToCheck,
+ 					                                                  Time.GetDateTimeFromMerge(marketDayToCheck, new Time(16,0,0)),
+ 					                                                  intervalFrameInSeconds);
+ 				if (barsForMarketDayToBeReturned.Rows.Count >= minimumNumberOfBarsForEachMarketDay)
+ 				{
+ 					DateTime dayToAdd = 
+ 						Time.GetDateTimeFromMerge(marketDayToCheck, new Time(0,0,0));
+ 					marketDaysToBeReturned.Add(	dayToAdd, dayToAdd	);
+ 				}
+ 				marketDayToCheck =
+ 					marketDayToCheck.AddDays(1);
+ 			}
+ 			return marketDaysToBeReturned;
+ 		}
+ 		
+ 		
  		#region GetMarketDateTimes
  		
***************
*** 488,492 ****
  			{
  				this.history = new History();
! 				this.history.Import( this , Bars.DateTimeForOpen , Bars.Close );
  			}
  		}
--- 530,534 ----
  			{
  				this.history = new History();
! 				this.history.Import( this , Bars.DateTimeForOpen , Bars.DateTimeForOpen );
  			}
  		}
***************
*** 599,603 ****
  				return this.GetBarDateTimeOrFollowing(dateTime);
  			}
! 			else
  			{
  				return this.GetBarDateTimeOrPreceding(dateTime);
--- 641,645 ----
  				return this.GetBarDateTimeOrFollowing(dateTime);
  			}
! 			else//dateTime > endDateTime
  			{
  				return this.GetBarDateTimeOrPreceding(dateTime);
***************
*** 648,652 ****
  		/// </summary>
  		/// <returns></returns>
! 		public float GetFirstValidOpen(DateTime dateTime )
  		{
  			object[] keys = new object[1];
--- 690,694 ----
  		/// </summary>
  		/// <returns></returns>
! 		public double GetFirstValidOpen(DateTime dateTime )
  		{
  			object[] keys = new object[1];
***************
*** 655,659 ****
  			if(foundRow==null)
  				throw new Exception("No bar for such a dateTime!");
! 			return (float)foundRow[Bars.Open];
  		}
  	}
--- 697,701 ----
  			if(foundRow==null)
  				throw new Exception("No bar for such a dateTime!");
! 			return (double)foundRow[Bars.Open];
  		}
  	}