[Quantproject-developers] QuantProject/b4_Business/a07_DataProviders HistoricalEndOfDayDataStreamer.cs,NONE,1.1

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a07_DataProviders
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv28719

Added Files:
	HistoricalEndOfDayDataStreamer.cs 
Log Message:
IDataStreamer implementation using end of day historical data

--- NEW FILE: HistoricalEndOfDayDataStreamer.cs ---
/*
QuantProject - Quantitative Finance Library

HistoricalEndOfDayDataStreamer.cs
Copyright (C) 2003 
Glauco Siliprandi

This program is free software; you can redistribute it and/or
modify it under the terms of the GNU General Public License
as published by the Free Software Foundation; either version 2
of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
GNU General Public License for more details.

You should have received a copy of the GNU General Public License
along with this program; if not, write to the Free Software
Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
*/
using System;
using System.Collections;

using QuantProject.ADT;
using QuantProject.Business.Timing;
using QuantProject.Data.DataProviders;

namespace QuantProject.Business.Timing
{
	/// <summary>
	/// IDataStreamer implementation using end of day historical data
	/// </summary>
	public class HistoricalEndOfDayDataStreamer : IDataStreamer
	{
		private Hashtable tickers;

		private IEndOfDayTimer endOfDayTimer;

		private EndOfDayDateTime startDateTime;
		private EndOfDayDateTime endDateTime;

		public EndOfDayDateTime StartDateTime
		{
			get	{	return this.startDateTime;	}
			set	{	this.startDateTime = value;	}
		}

		public EndOfDayDateTime EndDateTime
		{
			get	{	return this.endDateTime;	}
			set	{	this.endDateTime = value;	}
		}

		public HistoricalEndOfDayDataStreamer( IEndOfDayTimer endOfDayTimer )
		{
			this.endOfDayTimer = endOfDayTimer;
			this.endOfDayTimer.MarketOpen += new MarketOpenEventHandler(
				this.marketOpenEventHandler );
			this.tickers = new Hashtable();
		}

		/// <summary>
		/// Returns the current bid for the given ticker
		/// </summary>
		/// <param name="ticker"></param>
		/// <returns></returns>
		public double GetCurrentBid( string ticker )
		{
			return HistoricalDataProvider.GetMarketValue( ticker ,
				this.endOfDayTimer.GetCurrentTime().GetNearestExtendedDateTime() );
		}

		/// <summary>
		/// Returns the current ask for the given ticker
		/// </summary>
		/// <param name="ticker"></param>
		/// <returns></returns>
		public double GetCurrentAsk( string ticker )
		{
			return HistoricalDataProvider.GetMarketValue( ticker ,
				this.endOfDayTimer.GetCurrentTime().GetNearestExtendedDateTime() );
		}

		/// <summary>
		/// Add a ticker whose quotes are to be monitored
		/// </summary>
		/// <param name="ticker"></param>
		public void Add( string ticker )
		{
			if ( !this.tickers.Contains( ticker ) )
				this.tickers.Add( ticker , 1 );
		}

		public event NewQuoteEventHandler NewQuote;

//		/// <summary>
//		/// Starts the time walking simulation
//		/// </summary>
//		public void GoSimulate()
//		{
//			this.timer = new Timer( this.startDateTime , this.endDateTime );
//			timer.NewExtendedDateTime += new NewExtendedDateTimeHandler(
//				this.newExtendedDateTimeHandler );
//			timer.Start();
//		}

		private void marketOpenEventHandler(
			Object sender , EndOfDayTimingEventArgs eventArgs )
		{
			if ( this.tickers.Count > 0 )
			{
				// the data streamer is monitoring some ticker
				Hashtable quotes =
					HistoricalDataProvider.GetQuotes( this.tickers ,
					this.endOfDayTimer.GetCurrentTime().GetNearestExtendedDateTime() );
				foreach ( Quote quote in quotes )
					this.NewQuote( this , new NewQuoteEventArgs( quote ) );
			}
		}
	}
}