[Quantproject-developers] QuantProject/b2_DataAccess/Tables Quotes.cs,1.6,1.7

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

Update of /cvsroot/quantproject/QuantProject/b2_DataAccess/Tables
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv21746/b2_DataAccess/Tables

Modified Files:
	Quotes.cs 
Log Message:
Added new methods for the check of the adjusted close to close ratio

Index: Quotes.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b2_DataAccess/Tables/Quotes.cs,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** Quotes.cs	11 May 2004 21:57:27 -0000	1.6
--- Quotes.cs	22 May 2004 07:09:04 -0000	1.7
***************
*** 29,32 ****
--- 29,34 ----
  		public static string AdjustedCloseToCloseRatio = "quAdjustedCloseToCloseRatio";
  
+     public static DateTime DateWithDifferentCloseToClose = new DateTime(1900,1,1);
+ 
  
  		/// <summary>
***************
*** 93,103 ****
      /// (the table refers to the ticker passed as the first parameter)
      /// </summary>
!     private static void commitAllCloseToCloseRatios(string ticker,
!                                                     DataTable tableContainingCloseToCloseRatios )
      {
-       string notUsed = ticker;
        OleDbSingleTableAdapter adapter = 
                        new OleDbSingleTableAdapter("SELECT * FROM quotes WHERE 1=2",
                                                    tableContainingCloseToCloseRatios);
        adapter.OleDbDataAdapter.Update(tableContainingCloseToCloseRatios);
        
--- 95,104 ----
      /// (the table refers to the ticker passed as the first parameter)
      /// </summary>
!     private static void commitAllCloseToCloseRatios(DataTable tableContainingCloseToCloseRatios )
      {
        OleDbSingleTableAdapter adapter = 
                        new OleDbSingleTableAdapter("SELECT * FROM quotes WHERE 1=2",
                                                    tableContainingCloseToCloseRatios);
+       adapter.OleDbDataAdapter.ContinueUpdateOnError = true;
        adapter.OleDbDataAdapter.Update(tableContainingCloseToCloseRatios);
        
***************
*** 113,131 ****
  
      /// <summary>
!     /// It provides computation of the adjustedCloseToCloseRatios for the given ticker
      /// </summary>
      public static void ComputeAndCommitCloseToCloseRatios( string ticker)
      {
-       DateTime start = DateTime.Now;
        DataTable tickerQuotes = Quotes.GetTickerQuotes(ticker);
-       DateTime tickerQuotesTime = DateTime.Now;
        Quotes.ComputeCloseToCloseValues(tickerQuotes);
!       DateTime computation = DateTime.Now;
!       Quotes.commitAllCloseToCloseRatios(ticker, tickerQuotes);
!       DateTime commit = DateTime.Now;
!       MessageBox.Show("start : " + start.ToString() + "\n" +
!                       "loading quotes - finished : " + tickerQuotesTime.ToString() + "\n" +
!                       "computation - finished: " + computation.ToString() + "\n" +
!                       "commit - finished: " + commit.ToString());
      }
      
--- 114,125 ----
  
      /// <summary>
!     /// It provides computation and commiting to database
!     /// of the adjustedCloseToCloseRatios for the given ticker
      /// </summary>
      public static void ComputeAndCommitCloseToCloseRatios( string ticker)
      {
        DataTable tickerQuotes = Quotes.GetTickerQuotes(ticker);
        Quotes.ComputeCloseToCloseValues(tickerQuotes);
!       Quotes.commitAllCloseToCloseRatios(tickerQuotes);
      }
      
***************
*** 244,250 ****
          double adjCTCInSource;
          double absoluteRelativeDifference;
-         DataColumn[] columnPrimaryKey = new DataColumn[0];
-         columnPrimaryKey[0]= tableSource.Columns["quDate"];
-         tableSource.PrimaryKey = columnPrimaryKey;
          DataRow rowToCheck;
          for(int i = 0;i != numRows;i++)
--- 238,241 ----
***************
*** 256,262 ****
            {
              adjCTCInSource = (double)rowToCheck[Quotes.AdjustedCloseToCloseRatio];
!             absoluteRelativeDifference = Math.Abs((adjCTCInDatabase - adjCTCInSource)/adjCTCInSource);
!             if(absoluteRelativeDifference > ConstantsProvider.MaxRelativeDifferenceForCloseToCloseRatios )
!                return true;
            }
          }
--- 247,269 ----
            {
              adjCTCInSource = (double)rowToCheck[Quotes.AdjustedCloseToCloseRatio];
!             if(adjCTCInSource != 0)
!             {  
!               absoluteRelativeDifference = Math.Abs((adjCTCInDatabase - adjCTCInSource)/adjCTCInSource);
!               if(absoluteRelativeDifference > ConstantsProvider.MaxRelativeDifferenceForCloseToCloseRatios )
!                 {
!                   Quotes.DateWithDifferentCloseToClose = date;
!                   return true;
!                 }
!             }
!             else if(adjCTCInSource == 0)
!             {  
!               absoluteRelativeDifference = Math.Abs(adjCTCInDatabase - adjCTCInSource);
!               if(absoluteRelativeDifference > ConstantsProvider.MaxRelativeDifferenceForCloseToCloseRatios )
!                 {
!                   Quotes.DateWithDifferentCloseToClose = date;
!                   return true;
!                 }
! 
!             }
            }
          }
***************
*** 271,309 ****
  
  
!     public static void ComputeCloseToCloseValues(DataTable tableContainingNewAdjustedValues)
!                                                           
      {
!       try
        {
!         if(!tableContainingNewAdjustedValues.Columns.Contains(Quotes.AdjustedCloseToCloseRatio))
          {
!           tableContainingNewAdjustedValues.Columns.Add(Quotes.AdjustedCloseToCloseRatio,
!                                                        System.Type.GetType("System.Double"));
          }
!         int numRows = tableContainingNewAdjustedValues.Rows.Count;
!         float previousClose;
!         float currentClose;
!         for(int i = 0;i != numRows;i++)
          {
!           if(i == 0)
!           //the first available quote has 0 as closeToClose ratio
!           {
!             tableContainingNewAdjustedValues.Rows[i][Quotes.AdjustedCloseToCloseRatio] = 0;
!           }
!           else
!           {
!             previousClose = (float)tableContainingNewAdjustedValues.Rows[i-1]["quAdjustedClose"];
!             currentClose = (float)tableContainingNewAdjustedValues.Rows[i]["quAdjustedClose"];
!             tableContainingNewAdjustedValues.Rows[i][Quotes.AdjustedCloseToCloseRatio] = 
!                                                   (currentClose - previousClose)/previousClose; 
!           }
!         }
! 
!       }
!       catch(Exception ex)
!       {
!         MessageBox.Show(ex.ToString());
        }
- 
      }             
  
--- 278,320 ----
  
  
!     public static void ComputeCloseToCloseValues(DataTable tableOfAllQuotesOfAGivenTicker)
      {
!       DataColumn[] columnPrimaryKey = new DataColumn[1];
!       columnPrimaryKey[0]= tableOfAllQuotesOfAGivenTicker.Columns[Quotes.Date];
!       tableOfAllQuotesOfAGivenTicker.PrimaryKey = columnPrimaryKey;
!       
!       int numRows = tableOfAllQuotesOfAGivenTicker.Rows.Count;
!       DataView orderedDyDate = new DataView(tableOfAllQuotesOfAGivenTicker,
!                                           Quotes.AdjustedClose + ">=0",
!                                           Quotes.Date + " ASC", DataViewRowState.CurrentRows);
!       float previousClose;
!       float currentClose;
!       double currentCloseToCloseRatio;
!       DateTime date;
!       DataRow rowToBeChanged;
!       for(int i = 0;i != numRows;i++)
        {
!         date = (DateTime)orderedDyDate[i].Row[Quotes.Date];
!         rowToBeChanged = tableOfAllQuotesOfAGivenTicker.Rows.Find(date);
!         if(i == 0)
!         //the first available quote has 0 as closeToClose ratio
          {
!           rowToBeChanged[Quotes.AdjustedCloseToCloseRatio] = 0;
          }
!         else
          {
!           previousClose = (float)orderedDyDate[i-1].Row[Quotes.AdjustedClose];
!           currentClose = (float)orderedDyDate[i].Row[Quotes.AdjustedClose];
!           currentCloseToCloseRatio = (double)orderedDyDate[i].Row[Quotes.AdjustedCloseToCloseRatio];
!           
!           if(previousClose != 0 && (currentCloseToCloseRatio == 0 &&
!                                     (previousClose != currentClose)))
!           // if the previouse adj close is not 0 and the current CTC should not be 0
!           // because previous and current are not equal
!               rowToBeChanged[Quotes.AdjustedCloseToCloseRatio] =
!                                         (currentClose - previousClose)/previousClose;
!        }
!        
        }
      }             
  
***************
*** 520,524 ****
      }
  
!     /* Now useless, maybe ...
      /// <summary>
      /// Returns a DataTable containing ticker, date and adjusted value
--- 531,535 ----
      }
  
!     /* Now useless
      /// <summary>
      /// Returns a DataTable containing ticker, date and adjusted value