[Quantproject-developers] QuantProject/b3_Data/DataTables Quotes.cs, 1.40, 1.41
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From: Marco M. <mi...@us...> - 2011-08-21 10:27:59
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Update of /cvsroot/quantproject/QuantProject/b3_Data/DataTables
In directory vz-cvs-3.sog:/tmp/cvs-serv31985/DataTables
Modified Files:
Quotes.cs
Log Message:
Fixed some bugs in methods accessing Quotes
Index: Quotes.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/DataTables/Quotes.cs,v
retrieving revision 1.40
retrieving revision 1.41
diff -C2 -d -r1.40 -r1.41
*** Quotes.cs 16 Jan 2011 18:28:18 -0000 1.40
--- Quotes.cs 21 Aug 2011 10:27:57 -0000 1.41
***************
*** 168,173 ****
--- 168,179 ----
"AverageTradedValue",
orderByASC);
+ string[] tableForDebugging =
+ ExtendedDataTable.GetArrayOfStringFromRows(getMostLiquidTicker);
ExtendedDataTable.DeleteRows(getMostLiquidTicker, maxNumOfReturnedTickers + numberOfTopRowsToDelete);
+ tableForDebugging =
+ ExtendedDataTable.GetArrayOfStringFromRows(getMostLiquidTicker);
ExtendedDataTable.DeleteRows(getMostLiquidTicker, 0, numberOfTopRowsToDelete - 1);
+ tableForDebugging =
+ ExtendedDataTable.GetArrayOfStringFromRows(getMostLiquidTicker);
return getMostLiquidTicker;
}
***************
*** 727,731 ****
/// <summary>
! /// returns dates when the ticker was exchanged, within a given
/// date interval
/// </summary>
--- 733,738 ----
/// <summary>
! /// returns dateTimes at openTime and at closeTime for
! /// each date the ticker was exchanged on, within a given
/// date interval
/// </summary>
***************
*** 738,749 ****
{
Quotes quotes = new Quotes( ticker , firstDate , lastDate );
- // DateTime[] marketDays = new DateTime[ quotes.Rows.Count ];
History marketDays = new History();
- int i = 0;
foreach ( DataRow dataRow in quotes.Rows )
{
! // marketDays[ i ] = (DateTime)dataRow[ Quotes.Date ];
! marketDays.Add( (DateTime)dataRow[ Quotes.Date ] , (DateTime)dataRow[ Quotes.Date ] );
! i++;
}
return marketDays;
--- 745,760 ----
{
Quotes quotes = new Quotes( ticker , firstDate , lastDate );
History marketDays = new History();
foreach ( DataRow dataRow in quotes.Rows )
{
! marketDays.Add( (DateTime)dataRow[ Quotes.Date ], (DateTime)dataRow[ Quotes.Date ] );
! //New version - to be tested
! // DateTime dateTime = (DateTime)dataRow[ Quotes.Date ];
! // DateTime dateTimeOpenOrClose = new DateTime(dateTime.Year, dateTime.Month,
! // dateTime.Day, 9, 30, 0);
! // marketDays.Add( dateTimeOpenOrClose , dateTimeOpenOrClose );
! // dateTimeOpenOrClose = new DateTime(dateTime.Year, dateTime.Month,
! // dateTime.Day, 16, 0, 0);
! // marketDays.Add( dateTimeOpenOrClose , dateTimeOpenOrClose );
}
return marketDays;
***************
*** 1128,1134 ****
#region RecalculateCloseToCloseRatios
! private float recalculateCloseToCloseRatios_getAdjCloseJustBeforeCurrentFirstClose()
{
! float returnValue = float.MinValue;
DateTime firstCurrentDate = (DateTime)this.Rows[0][Quotes.Date];
int daysBeforeCurrent = 1;
--- 1139,1145 ----
#region RecalculateCloseToCloseRatios
! private double recalculateCloseToCloseRatios_getAdjCloseJustBeforeCurrentFirstClose()
{
! double returnValue = double.MinValue;
DateTime firstCurrentDate = (DateTime)this.Rows[0][Quotes.Date];
int daysBeforeCurrent = 1;
***************
*** 1136,1140 ****
//there exist other quotes in the database that precede first current quote
{
! while(returnValue == float.MinValue)
{
try{
--- 1147,1151 ----
//there exist other quotes in the database that precede first current quote
{
! while(returnValue == double.MinValue)
{
try{
***************
*** 1165,1181 ****
public void RecalculateCloseToCloseRatios()
{
! float adjustedCloseJustBeforeTheCurrentFirstClose =
this.recalculateCloseToCloseRatios_getAdjCloseJustBeforeCurrentFirstClose();
for(int i = 0; i<this.Rows.Count; i++)
{
! if(i == 0 && adjustedCloseJustBeforeTheCurrentFirstClose > float.MinValue)
//there exists a valid quote just before the first current close
this.Rows[i][Quotes.AdjustedCloseToCloseRatio] =
! (float)this.Rows[i][Quotes.AdjustedClose] /
adjustedCloseJustBeforeTheCurrentFirstClose;
else if(i>0)
this.Rows[i][Quotes.AdjustedCloseToCloseRatio] =
! (float)this.Rows[i][Quotes.AdjustedClose] /
! (float)this.Rows[i - 1][Quotes.AdjustedClose];
}
}
--- 1176,1192 ----
public void RecalculateCloseToCloseRatios()
{
! double adjustedCloseJustBeforeTheCurrentFirstClose =
this.recalculateCloseToCloseRatios_getAdjCloseJustBeforeCurrentFirstClose();
for(int i = 0; i<this.Rows.Count; i++)
{
! if(i == 0 && adjustedCloseJustBeforeTheCurrentFirstClose > double.MinValue)
//there exists a valid quote just before the first current close
this.Rows[i][Quotes.AdjustedCloseToCloseRatio] =
! (double)this.Rows[i][Quotes.AdjustedClose] /
adjustedCloseJustBeforeTheCurrentFirstClose;
else if(i>0)
this.Rows[i][Quotes.AdjustedCloseToCloseRatio] =
! (double)this.Rows[i][Quotes.AdjustedClose] /
! (double)this.Rows[i - 1][Quotes.AdjustedClose];
}
}
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