[Quantproject-developers] QuantProject/b3_Data/DataProviders HistoricalDataProvider.cs,1.1,1.2

[Glauco S. <gla...@us...>]

Update of /cvsroot/quantproject/QuantProject/b3_Data/DataProviders
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv10451/b3_Data/DataProviders

Modified Files:
	HistoricalDataProvider.cs 
Log Message:
Added the GetQuotes method, to return
the hashtable containing, for each ticker, the
quote for the given extended date time


Index: HistoricalDataProvider.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/DataProviders/HistoricalDataProvider.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** HistoricalDataProvider.cs	23 Aug 2004 22:33:57 -0000	1.1
--- HistoricalDataProvider.cs	28 Aug 2004 17:24:57 -0000	1.2
***************
*** 145,148 ****
--- 145,181 ----
  			return Quotes.GetTickerQuotes( instrumentKey );
  		}
+ 		#region GetQuotes
+ 		private static double getQuotes_getQuoteValue( DataRow dataRow , ExtendedDateTime extendedDateTime )
+ 		{
+ 			double returnValue;
+ 			/// TO DO: evaluate to use a Quote class, that derives from the DataRow class
+ 			/// and use properties instead of dataRow accessing
+ 			if ( extendedDateTime.BarComponent == BarComponent.Open )
+ 				returnValue = (double)dataRow[ QuantProject.Data.DataTables.Quotes.Open ] *
+ 					(double)dataRow[ QuantProject.Data.DataTables.Quotes.AdjustedClose ] /
+ 					(double)dataRow[ QuantProject.Data.DataTables.Quotes.Close ];
+ 			else
+ 				returnValue = (double)dataRow[ QuantProject.Data.DataTables.Quotes.AdjustedClose ];
+ 			return returnValue;
+ 		}
+ 		/// <summary>
+ 		/// Returns the hashtable containing, for each ticker, the
+ 		/// quote for the given extended date time
+ 		/// </summary>
+ 		/// <param name="tickerCollection">List of tickers whose quotes are to be fetched</param>
+ 		/// <param name="extendedDateTime"></param>
+ 		/// <returns></returns>
+ 		public static Hashtable GetQuotes( ICollection tickerCollection ,
+ 			ExtendedDateTime extendedDateTime )
+ 		{
+ 			Hashtable returnValue = new Hashtable();
+ 			QuantProject.Data.DataTables.Quotes quotes =
+ 				new QuantProject.Data.DataTables.Quotes( tickerCollection ,extendedDateTime.DateTime );
+ 			foreach (DataRow dataRow in quotes.Rows)
+ 				returnValue.Add( dataRow[ QuantProject.Data.DataTables.Quotes.TickerFieldName ] ,
+ 					getQuotes_getQuoteValue( dataRow , extendedDateTime ) );
+ 			return returnValue;
+ 		}
+ 		#endregion
  	}
  }