[Quantproject-developers] QuantProject/b2_DataAccess/Tables Quotes.cs,1.8,1.9

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

Update of /cvsroot/quantproject/QuantProject/b2_DataAccess/Tables
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv19367/b2_DataAccess/Tables

Modified Files:
	Quotes.cs 
Log Message:
Changed max differences tolerated for new adjusted values and simplified computation

Index: Quotes.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b2_DataAccess/Tables/Quotes.cs,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** Quotes.cs	26 May 2004 15:30:09 -0000	1.8
--- Quotes.cs	13 Jun 2004 11:10:03 -0000	1.9
***************
*** 207,211 ****
        {
          float adjustedCloseInDatabase;
!         double absoluteRelativeDifference;
            DataTable tableOfSingleRow = 
                      SqlExecutor.GetDataTable("SELECT * FROM quotes WHERE quTicker='" +
--- 207,211 ----
        {
          float adjustedCloseInDatabase;
!         double absoluteDifference;
            DataTable tableOfSingleRow = 
                      SqlExecutor.GetDataTable("SELECT * FROM quotes WHERE quTicker='" +
***************
*** 213,219 ****
                                                SQLBuilder.GetDateConstant(dateToCheck));
            adjustedCloseInDatabase = (float)(tableOfSingleRow.Rows[0]["quAdjustedClose"]);
!           absoluteRelativeDifference = 
!                             Math.Abs((currentAdjustedValueFromSource - adjustedCloseInDatabase)/currentAdjustedValueFromSource);
!           if(absoluteRelativeDifference>ConstantsProvider.MaxRelativeDifferenceForAdjustedValues)
                isAdjustedCloseChanged = true;
          return isAdjustedCloseChanged;
--- 213,218 ----
                                                SQLBuilder.GetDateConstant(dateToCheck));
            adjustedCloseInDatabase = (float)(tableOfSingleRow.Rows[0]["quAdjustedClose"]);
!           absoluteDifference = Math.Abs(currentAdjustedValueFromSource - adjustedCloseInDatabase);
!           if(absoluteDifference>ConstantsProvider.MaxDifferenceForAdjustedValues)
                isAdjustedCloseChanged = true;
          return isAdjustedCloseChanged;
***************
*** 237,241 ****
          double adjCTCInDatabase;
          double adjCTCInSource;
!         double absoluteRelativeDifference;
          DataRow rowToCheck;
          for(int i = 0;i != numRows;i++)
--- 236,240 ----
          double adjCTCInDatabase;
          double adjCTCInSource;
!         double absoluteDifference;
          DataRow rowToCheck;
          for(int i = 0;i != numRows;i++)
***************
*** 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;
!                 }
! 
!             }
            }
          }
--- 246,255 ----
            {
              adjCTCInSource = (double)rowToCheck[Quotes.AdjustedCloseToCloseRatio];
!             absoluteDifference = Math.Abs(adjCTCInDatabase - adjCTCInSource);
!             if(absoluteDifference > ConstantsProvider.MaxDifferenceForCloseToCloseRatios )
!               {
!                 Quotes.DateWithDifferentCloseToClose = date;
!                 return true;
!               }
            }
          }
***************
*** 274,278 ****
        }
        return false;
- 
      }             
  
--- 260,263 ----
***************
*** 290,294 ****
        float previousClose;
        float currentClose;
-       double currentCloseToCloseRatio;
        DateTime date;
        DataRow rowToBeChanged;
--- 275,278 ----
***************
*** 298,317 ****
          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;
         }
         
--- 282,300 ----
          rowToBeChanged = tableOfAllQuotesOfAGivenTicker.Rows.Find(date);
          if(i == 0)
!         //the first available quote ... 
!         
          {
+           // ... has no closeToClose valid ratio
            rowToBeChanged[Quotes.AdjustedCloseToCloseRatio] = 0;
          }
          else
          {
+           //the other quotes have a previous and a current close
            previousClose = (float)orderedDyDate[i-1].Row[Quotes.AdjustedClose];
            currentClose = (float)orderedDyDate[i].Row[Quotes.AdjustedClose];
!         
!           if(previousClose != 0)
!           // if the previouse adj close is not 0 the CTC value has to be computed
!               rowToBeChanged[Quotes.AdjustedCloseToCloseRatio] = currentClose/previousClose;
         }