[Quantproject-developers] QuantProject/b1_ADT/Histories History.cs,1.4,1.5

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

Update of /cvsroot/quantproject/QuantProject/b1_ADT/Histories
In directory sc8-pr-cvs1:/tmp/cvs-serv32616/b1_ADT/Histories

Modified Files:
	History.cs 
Log Message:
Created a new method for History object, that replaces GetSimpleAverage and GetStandardDeviation methods.
Now the method is more intelligible (I hope ...). Remarks added.


Index: History.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b1_ADT/Histories/History.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** History.cs	17 Dec 2003 19:34:55 -0000	1.4
--- History.cs	20 Dec 2003 18:37:43 -0000	1.5
***************
*** 101,167 ****
  	//millo
  
! 	  #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++;
! 				  index++;
! 				  //simpleAverage.Add(this.GetKey( index ), null);
  			  }
! 			  else //Changes the period
  			  {	
! 				  i = 0;
! 				  simpleAverage.Add( dateTime , BasicFunctions.SimpleAverage(data) );
  			  }
! 			  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++;
! 				  index++;
! 				  //stdDev.Add(this.GetKey( index ), null);
! 			  }
! 			  else //Changes the period
! 			  {	
! 				  i = 0;
! 				  stdDev.Add( dateTime , BasicFunctions.StdDev (data) );
! 			  }
! 			  checkValue = Math.Floor(index/onEachPeriodOf);//update checkValue
! 		  }
! 
! 		  return stdDev ;
! 	  }
  	  public bool IsDecreased(DateTime dateTime)
  	  {	
--- 101,180 ----
  	//millo
  
! 	  #region "GetFunctionHistory"
! 	  
! 	  /// <summary>
! 	  /// Gets a History object base on a statistical available function
! 	  /// </summary>
! 	  /// <remarks>
! 	  /// Each History's item contains a specific statistical function
! 	  /// calculated for each period whose length has to be specified by the user.
! 	  /// The key for the History item is the initial date of each period
! 	  /// </remarks>
! 	  /// <param name="functionToBeCalculated">
! 	  /// Statistical available function to be calculated and stored in the current History object
! 	  /// </param>
! 	  /// <param name="onEachPeriodOf">
! 	  /// Length in day of each period of calculation
! 	  /// </param>
! 	  /// /// <param name="startDateTime">
! 	  /// It sets the start date for the time interval containing the returned History
! 	  /// </param>
! 	  /// /// <param name="endDateTime">
! 	  /// It sets the end date for the time interval containing the returned History
! 	  /// </param> 
! 	  /// 
! 	  public History GetFunctionHistory(Function functionToBeCalculated, int onEachPeriodOf,
! 										   DateTime startDateTime , DateTime endDateTime )
  	  {
! 		  History functionHistory = new History();
! 		  int currentHistoryIndex = this.IndexOfKeyOrPrevious(startDateTime); 
  		  double[] data = new double[onEachPeriodOf];
! 		  //the array contains the set of data whose length is specified by the user
! 		  double periodIndex = 0;
! 		  //in the while statement, if it isn't equal to Floor(currentHistoryIndex/onEachPeriodOf)
! 		  //the current index belongs to the period with periodIndex increased by one  
! 		  int cursorThroughDataArray = 0;
  		  while (
! 			  ( currentHistoryIndex < this.Count ) &&
! 			  ( ((IComparable)this.GetKey( currentHistoryIndex )).CompareTo( endDateTime ) <= 0 ) )
  		  {
! 			  DateTime dateTime = (DateTime)this.GetKey( currentHistoryIndex );
! 			  if (Math.Floor(currentHistoryIndex/onEachPeriodOf) == periodIndex &&
! 					cursorThroughDataArray < onEachPeriodOf)
!               //currentHistoryIndex belongs to the current period
  			  {	
! 				  data[cursorThroughDataArray] = Convert.ToDouble(this.GetByIndex(currentHistoryIndex));
! 				  cursorThroughDataArray++;
! 				  currentHistoryIndex++;
! 				  //POSSIBLY: simpleAverage.Add(this.GetKey( currentHistoryIndex ), null);
  			  }
! 			  else
! 		      //currentHistoryIndex doesn't belong to the current period
! 			  //so a new item can be added to the object History to be returned
  			  {	
! 				  cursorThroughDataArray = 0;
! 				  switch (functionToBeCalculated)
! 				  {
! 					  case Function.SimpleAverage:
! 						  functionHistory.Add( dateTime , BasicFunctions.SimpleAverage(data) );
! 						  break;
! 					  case Function.StandardDeviation :
! 						  functionHistory.Add( dateTime , BasicFunctions.StdDev(data) );
! 						  break;
! 				  }
  			  }
! 			  periodIndex = Math.Floor(currentHistoryIndex/onEachPeriodOf);
  		  }
  
! 		  return functionHistory;
  	  }
  
! 	#endregion
! 	  
! 	  /// <summary>
! 	  /// It returns true if the value of the current History item is
! 	  /// less than the previous History item
! 	  /// </summary>
! 	  /// <param name="dateTime">The date key for current History item</param>
  	  public bool IsDecreased(DateTime dateTime)
  	  {	
***************
*** 181,185 ****
  
  
! #endregion
  
  
--- 194,198 ----
  
  
!