[Quantproject-developers] QuantProject/b1_ADT/Histories History.cs,1.1.1.1,1.2

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

Update of /cvsroot/quantproject/QuantProject/b1_ADT/Histories
In directory sc8-pr-cvs1:/tmp/cvs-serv18518/b1_ADT/Histories

Modified Files:
	History.cs 
Log Message:
Added GetSimpleAverage and GetStandardDeviation methods to History Class

Index: History.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b1_ADT/Histories/History.cs,v
retrieving revision 1.1.1.1
retrieving revision 1.2
diff -C2 -d -r1.1.1.1 -r1.2
*** History.cs	13 Oct 2003 21:57:45 -0000	1.1.1.1
--- History.cs	2 Dec 2003 19:07:43 -0000	1.2
***************
*** 25,28 ****
--- 25,29 ----
  using QuantProject.ADT;
  
+ 
  namespace QuantProject.ADT.Histories
  {
***************
*** 75,78 ****
--- 76,163 ----
          return (DateTime) this.GetKey( this.IndexOfKeyOrPrevious( dateTime ) + 1 );
      }
+ 
+ 	  #region "Millo_1 - SimpleAverage and StandardDeviation"
+ 
+ 	  public History GetSimpleAverage( int onEachPeriodOf , DateTime startDateTime , DateTime endDateTime )
+ 	  {
+ 		  History simpleAverage = new History();
+ 		  int index = this.IndexOfKeyOrPrevious(startDateTime); 
+ 		  double[] data = new double[onEachPeriodOf];
+ 		  double checkValue = 0;
+ 		  int i = 0;
+ 		  while (
+ 			  ( index < this.Count ) &&
+ 			  ( ((IComparable)this.GetKey( index )).CompareTo( endDateTime ) <= 0 ) )
+ 		  {
+ 			  DateTime dateTime = (DateTime)this.GetKey( index );
+ 			  if (Math.Floor(index/onEachPeriodOf) == checkValue &&
+ 					i < onEachPeriodOf)
+ 			  {	
+ 				  data[i] = Convert.ToDouble(this.GetByIndex(index));
+ 				  i++;
+ 				  //simpleAverage.Add(this.GetKey( index ), null);
+ 			  }
+ 			  else //Changes the period
+ 			  {	
+ 				  i = 0;
+ 				  simpleAverage.Add( dateTime , Stat.SimpleAverage(data) );
+ 			  }
+ 			  index++;
+ 			  checkValue = Math.Floor(index/onEachPeriodOf);//update checkValue
+ 		  }
+ 
+ 		  return simpleAverage;
+ 	  }
+ 
+ 	  public History GetStandardDeviation( int onEachPeriodOf , DateTime startDateTime , DateTime endDateTime )
+ 	  {
+ 		  History stdDev = new History();
+ 		  int index = this.IndexOfKeyOrPrevious(startDateTime); 
+ 		  double[] data = new double[onEachPeriodOf];
+ 		  double checkValue = 0;
+ 		  int i = 0;
+ 		  while (
+ 			  ( index < this.Count ) &&
+ 			  ( ((IComparable)this.GetKey( index )).CompareTo( endDateTime ) <= 0 ) )
+ 		  {
+ 			  DateTime dateTime = (DateTime)this.GetKey( index );
+ 			  if (Math.Floor(index/onEachPeriodOf) == checkValue &&
+ 					i < onEachPeriodOf)
+ 			  {	
+ 				  data[i] = Convert.ToDouble(this.GetByIndex(index));
+ 				  i++;
+ 				  //stdDev.Add(this.GetKey( index ), null);
+ 			  }
+ 			  else //Changes the period
+ 			  {	
+ 				  i = 0;
+ 				  stdDev.Add( dateTime , Stat.StdDev (data) );
+ 			  }
+ 			  index++;
+ 			  checkValue = Math.Floor(index/onEachPeriodOf);//update checkValue
+ 		  }
+ 
+ 		  return stdDev ;
+ 	  }
+ 	  public bool IsDecreased(DateTime dateTime)
+ 	  {	
+ 		  bool isDecreased;
+ 		  int index = this.IndexOfKey(dateTime);
+ 		  if ( index <= 0 )
+ 			  isDecreased = false;
+ 		  else
+ 		  {
+ 			  isDecreased = Convert.ToDouble( this[ dateTime ]) <
+ 				  Convert.ToDouble( this.GetByIndex(index - 1) );
+ 		  }
+ 		  return isDecreased;
+ 		  
+ 			  
+ 	  }
+ 
+ 
+ #endregion
+ 
+ 
  
      #region "GetSimpleMovingAverage( int , DateTime , int )"