[Quantproject-developers] QuantProject/b3_Data/DataTables Quotes.cs, 1.40, 1.41

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

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];
        }
      }