[Quantproject-developers] QuantProject/b3_Data/DataTables Quotes.cs,1.5,1.6

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

Update of /cvsroot/quantproject/QuantProject/b3_Data/DataTables
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv31496/b3_Data/DataTables

Modified Files:
	Quotes.cs 
Log Message:
Added methods to the TickerSelector for the computation (just for testing purpose) of correlationCoefficient for each possible couple of a given set of tickers. The results are shown through to the TickerSelectorForm


Index: Quotes.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/DataTables/Quotes.cs,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** Quotes.cs	2 Aug 2004 23:19:02 -0000	1.5
--- Quotes.cs	4 Aug 2004 23:02:05 -0000	1.6
***************
*** 97,100 ****
--- 97,155 ----
      }
  
+     /// <summary>
+     /// Returns a table containing the Pearson correlation coefficient of the adjusted close to close ratios
+     /// for any possible couple of tickers contained in the given table, for the specified interval
+     /// (the function has been implemented just for testing purposes)
+     /// </summary>
+     public static DataTable GetTickersByAdjCloseToClosePearsonCorrelationCoefficient( bool orderByASC,
+                                                                             DataTable setOfTickers,
+                                                                             DateTime firstQuoteDate,
+                                                                             DateTime lastQuoteDate)
+                                                               
+     {
+       if(!setOfTickers.Columns.Contains("PearsonCorrelationCoefficient"))
+         setOfTickers.Columns.Add("PearsonCorrelationCoefficient", System.Type.GetType("System.Double"));
+       int initialNumberOfRows = setOfTickers.Rows.Count;
+       char[] separator = new char[1];
+       separator[0] = ';';
+       for(int j=0; j!= setOfTickers.Rows.Count; j++)
+       {
+         string firstTicker = (string)setOfTickers.Rows[j][0];
+         if(firstTicker.IndexOfAny(separator)== -1)
+         {
+           for(int i = 0; i!= setOfTickers.Rows.Count; i++)
+           {
+             string secondTicker = (string)setOfTickers.Rows[i][0];
+             
+             if(secondTicker.IndexOfAny(separator)== -1)
+             {
+               DataTable dtFirstTicker = QuantProject.DataAccess.Tables.Quotes.GetTickerQuotes(firstTicker,
+                                                                                   firstQuoteDate,
+                                                                                   lastQuoteDate);
+ 
+               DataTable dtSecondTicker = QuantProject.DataAccess.Tables.Quotes.GetTickerQuotes(secondTicker,
+                                                                                         firstQuoteDate,
+                                                                                         lastQuoteDate);
+               DataRow rowToAdd = setOfTickers.NewRow();
+               rowToAdd[0]=firstTicker + ";" + secondTicker;
+               try
+               {
+                 rowToAdd["PearsonCorrelationCoefficient"] = 
+                   QuantProject.ADT.Statistics.BasicFunctions.PearsonCorrelationCoefficient(
+                   ExtendedDataTable.GetArrayOfFloatFromColumn(dtFirstTicker, "quAdjustedCloseToCloseRatio"),
+                   ExtendedDataTable.GetArrayOfFloatFromColumn(dtSecondTicker, "quAdjustedCloseToCloseRatio"));
+                 setOfTickers.Rows.Add(rowToAdd);
+               }
+               catch(Exception ex)
+               {
+                 string notUsed = ex.ToString();
+               }
+             }
+           }
+         }
+       }
+       return ExtendedDataTable.CopyAndSort(setOfTickers,"PearsonCorrelationCoefficient", orderByASC);
+     }
+ 
  
  		private History history;