[Quantproject-developers] QuantProject/b3_Data/DataTables TickerDataTable.cs, 1.12, 1.13

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

Update of /cvsroot/quantproject/QuantProject/b3_Data/DataTables
In directory vz-cvs-3.sog:/tmp/cvs-serv32083/DataTables

Modified Files:
	TickerDataTable.cs 
Log Message:
Updated methods returning tickers having particular features

Index: TickerDataTable.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/DataTables/TickerDataTable.cs,v
retrieving revision 1.12
retrieving revision 1.13
diff -C2 -d -r1.12 -r1.13
*** TickerDataTable.cs	14 Nov 2008 15:51:51 -0000	1.12
--- TickerDataTable.cs	21 Aug 2011 10:29:48 -0000	1.13
***************
*** 192,199 ****
  
      #region GetTickersQuotedInEachMarketDay
!     private static void addColumnNumberOfQuotes(DataTable tableToAnalyze)
      {
!       if(!tableToAnalyze.Columns.Contains("NumberOfQuotes"))
!         tableToAnalyze.Columns.Add("NumberOfQuotes", System.Type.GetType("System.Int32"));
      }
      
--- 192,199 ----
  
      #region GetTickersQuotedInEachMarketDay
!     private static void addColumnNumberOfValues(DataTable tableToAnalyze)
      {
!       if(!tableToAnalyze.Columns.Contains("NumberOfValues"))
!         tableToAnalyze.Columns.Add("NumberOfValues", System.Type.GetType("System.Int32"));
      }
      
***************
*** 203,207 ****
        DataRow newRow = tableToWhichRowIsToBeAdded.NewRow();
        newRow[0]= rowToBeAdded[0];
!       newRow["NumberOfQuotes"] = numberOfTradingDays;
        tableToWhichRowIsToBeAdded.Rows.Add(newRow);
      }    
--- 203,207 ----
        DataRow newRow = tableToWhichRowIsToBeAdded.NewRow();
        newRow[0]= rowToBeAdded[0];
!       newRow["NumberOfValues"] = numberOfTradingDays;
        tableToWhichRowIsToBeAdded.Rows.Add(newRow);
      }    
***************
*** 225,229 ****
      	long maxNumOfReturnedTickers)
      {
!     	TickerDataTable.addColumnNumberOfQuotes(setOfTickers);
      	DataTable returnValue = setOfTickers.Clone();
      	foreach(DataRow row in setOfTickers.Rows)
--- 225,229 ----
      	long maxNumOfReturnedTickers)
      {
!     	TickerDataTable.addColumnNumberOfValues(setOfTickers);
      	DataTable returnValue = setOfTickers.Clone();
      	foreach(DataRow row in setOfTickers.Rows)
***************
*** 243,250 ****
        DataRow newRow = tableToWhichRowIsToBeAdded.NewRow();
        newRow[0]= rowToBeAdded[0];
!       newRow["NumberOfBars"] = numberOfTradingDateTimes;
        tableToWhichRowIsToBeAdded.Rows.Add(newRow);
      }
      
      private static void getTickersQuotedAtAGivenPercentageOfDateTimes_handleRow(
      	DataRow row , History marketDateTimes , double percentageOfDateTimes ,
--- 243,288 ----
        DataRow newRow = tableToWhichRowIsToBeAdded.NewRow();
        newRow[0]= rowToBeAdded[0];
!       newRow["NumberOfValues"] = numberOfTradingDateTimes;
        tableToWhichRowIsToBeAdded.Rows.Add(newRow);
      }
      
+     private static History getTickersQuotedAtAGivenPercentageOfDateTimes_handleRow_getDateTimesTickerHistory( string ticker ,
+ 			DateTime firstDate , DateTime lastDate )
+ 		{
+     	Quotes quotes = new Quotes( ticker , firstDate , lastDate );
+ 			History marketDaysOrDateTimes = new History();
+ 			foreach ( DataRow dataRow in quotes.Rows )
+ 			{
+ 				DateTime dateTime = (DateTime)dataRow[ Quotes.Date ];
+ 				DateTime dateTimeOpenOrClose = new DateTime(dateTime.Year, dateTime.Month, dateTime.Day,
+ 				                                            ConstantsProvider.OpenTime.Hour,
+ 				                                            ConstantsProvider.OpenTime.Minute,
+ 				                                            ConstantsProvider.OpenTime.Second);
+ 				marketDaysOrDateTimes.Add( dateTimeOpenOrClose , dateTimeOpenOrClose );
+ 				dateTimeOpenOrClose = new DateTime(dateTime.Year, dateTime.Month, dateTime.Day,
+ 	                                          ConstantsProvider.CloseTime.Hour,
+ 	                                          ConstantsProvider.CloseTime.Minute,
+ 	                                          ConstantsProvider.CloseTime.Second);
+ 				marketDaysOrDateTimes.Add( dateTimeOpenOrClose , dateTimeOpenOrClose );
+ 			}
+ 			return marketDaysOrDateTimes;
+ 		}
+     
+     
+     private static void getTickersQuotedAtAGivenPercentageOfDateTimes_handleRow(
+     	DataRow row , History marketDateTimes , double percentageOfDateTimes ,
+     	DateTime firstQuoteDate , DateTime lastQuoteDate , 
+     	DataTable tableToWhichRowIsToBeAdded )
+     {
+     	History dateTimesForTicker = 
+     		TickerDataTable.getTickersQuotedAtAGivenPercentageOfDateTimes_handleRow_getDateTimesTickerHistory(
+     			(string)row[0], firstQuoteDate, lastQuoteDate );	
+     	if( dateTimesForTicker.ContainsAtAGivenPercentageDateTimesIn( marketDateTimes , percentageOfDateTimes ) )
+     		//the current ticker has been effectively traded at the given percentage of times
+     		//for the given market date times
+     		TickerDataTable.getTickersQuotedAtAGivenPercentageOfDateTimes_addRow(
+     			row , dateTimesForTicker.Count , tableToWhichRowIsToBeAdded );
+     }
+     
      private static void getTickersQuotedAtAGivenPercentageOfDateTimes_handleRow(
      	DataRow row , History marketDateTimes , double percentageOfDateTimes ,
***************
*** 260,271 ****
      			row , dateTimesForTicker.Count , tableToWhichRowIsToBeAdded );
      }
!     
!         
!     private static void addColumnNumberOfBars(DataTable tableToAnalyze)
      {
!       if(!tableToAnalyze.Columns.Contains("NumberOfBars"))
!         tableToAnalyze.Columns.Add("NumberOfBars", System.Type.GetType("System.Int32"));
      }
-     
      public static DataTable GetTickersQuotedAtAGivenPercentageOfDateTimes(string marketIndex, double percentageOfDateTimes,
                                                                            DataTable setOfTickers,
--- 298,321 ----
      			row , dateTimesForTicker.Count , tableToWhichRowIsToBeAdded );
      }
!       
!     public static DataTable GetTickersQuotedAtAGivenPercentageOfDateTimes(string marketIndex, double percentageOfDateTimes,
!                                                                           DataTable setOfTickers,
!     																																			DateTime firstDateTime, DateTime lastDateTime,
!     																																			long maxNumOfReturnedTickers)
      {
!     	if(percentageOfDateTimes <= 0 || percentageOfDateTimes > 100)
!     		throw new Exception ("invalid percentage");
!     	
!     	History marketDateTimesForIndex =
!     		Quotes.GetMarketDays(marketIndex, firstDateTime, lastDateTime);
!     	TickerDataTable.addColumnNumberOfValues(setOfTickers);
!     	DataTable returnValue = setOfTickers.Clone();
!     	foreach(DataRow row in setOfTickers.Rows)
!     		getTickersQuotedAtAGivenPercentageOfDateTimes_handleRow(
!     			row , marketDateTimesForIndex , percentageOfDateTimes ,
!     			firstDateTime , lastDateTime , returnValue );
!     	ExtendedDataTable.DeleteRows(returnValue, maxNumOfReturnedTickers);
!     	return returnValue;
      }
      public static DataTable GetTickersQuotedAtAGivenPercentageOfDateTimes(string marketIndex, double percentageOfDateTimes,
                                                                            DataTable setOfTickers,
***************
*** 315,319 ****
      		throw new Exception ("invalid percentage");
      	
!     	TickerDataTable.addColumnNumberOfBars(setOfTickers);
      	DataTable returnValue = setOfTickers.Clone();
      	foreach(DataRow row in setOfTickers.Rows)
--- 365,369 ----
      		throw new Exception ("invalid percentage");
      	
!     	TickerDataTable.addColumnNumberOfValues(setOfTickers);
      	DataTable returnValue = setOfTickers.Clone();
      	foreach(DataRow row in setOfTickers.Rows)
***************
*** 324,328 ****
      	return returnValue;
      }
!     
      #endregion GetTickersQuotedAtAGivenPercentageOfDateTimes
      
--- 374,394 ----
      	return returnValue;
      }
!      public static DataTable GetTickersQuotedAtAGivenPercentageOfDateTimes(History marketDateTimes, double percentageOfDateTimes,
!                                                                           DataTable setOfTickers,
!     																																			DateTime firstDateTime, DateTime lastDateTime,
!     																																			long maxNumOfReturnedTickers)
!     {
!     	if(percentageOfDateTimes <= 0 || percentageOfDateTimes > 100)
!     		throw new Exception ("invalid percentage");
!     	
!     	TickerDataTable.addColumnNumberOfValues(setOfTickers);
!     	DataTable returnValue = setOfTickers.Clone();
!     	foreach(DataRow row in setOfTickers.Rows)
!     		getTickersQuotedAtAGivenPercentageOfDateTimes_handleRow(
!     			row , marketDateTimes , percentageOfDateTimes ,
!     			firstDateTime , lastDateTime , returnValue );
!     	ExtendedDataTable.DeleteRows(returnValue, maxNumOfReturnedTickers);
!     	return returnValue;
!     }
      #endregion GetTickersQuotedAtAGivenPercentageOfDateTimes