[Quantproject-developers] QuantProject/b3_Data/DataTables TickerDataTable.cs,1.4,1.5

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

Update of /cvsroot/quantproject/QuantProject/b3_Data/DataTables
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv12705/b3_Data/DataTables

Modified Files:
	TickerDataTable.cs 
Log Message:
Added method GetTickersQuotedInEachMarketDay

Index: TickerDataTable.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/DataTables/TickerDataTable.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** TickerDataTable.cs	5 Sep 2004 13:49:31 -0000	1.4
--- TickerDataTable.cs	6 Jan 2005 18:56:55 -0000	1.5
***************
*** 127,132 ****
--- 127,199 ----
          tableToAnalyze.Columns.Add("PeriodForSimpleReturn", System.Type.GetType("System.String"));
      }
+     
+     private static void addColumnNumberOfQuotes(DataTable tableToAnalyze)
+     {
+       if(!tableToAnalyze.Columns.Contains("NumberOfQuotes"))
+         tableToAnalyze.Columns.Add("NumberOfQuotes", System.Type.GetType("System.Int32"));
+     }
  
+     private static int getNumberOfTradingDays(string marketIndex,
+                                               DateTime firstQuoteDate,
+                                               DateTime lastQuoteDate)
+     {
+       QuantProject.Data.DataTables.Quotes marketQuotes = 
+         new QuantProject.Data.DataTables.Quotes(marketIndex, firstQuoteDate, lastQuoteDate);
+       return marketQuotes.Rows.Count;
+     }
+ 
+     private static void getTickersQuotedInEachMarketDay_addRow(DataRow rowToBeAdded, int numberOfTradingDays,
+                                DataTable tableToWhichRowIsToBeAdded)
+     {
+       DataRow newRow = tableToWhichRowIsToBeAdded.NewRow();
+       newRow[0]= rowToBeAdded[0];
+       newRow["NumberOfQuotes"] = numberOfTradingDays;
+       tableToWhichRowIsToBeAdded.Rows.Add(newRow);
+     }
+     public static DataTable GetTickersQuotedInEachMarketDay(string marketIndex, string groupID,
+                                                             DateTime firstQuoteDate,
+                                                             DateTime lastQuoteDate,
+                                                             long maxNumOfReturnedTickers)
+     {
+       int marketDaysForTheGivenMarket = 
+                     TickerDataTable.getNumberOfTradingDays(marketIndex, firstQuoteDate, lastQuoteDate);
+       DataTable groupOfTicker = QuantProject.DataAccess.Tables.Tickers_tickerGroups.GetTickers(groupID);
+       TickerDataTable.addColumnNumberOfQuotes(groupOfTicker);
+       QuantProject.Data.DataTables.GroupQuotes tickerQuotes = 
+                 new QuantProject.Data.DataTables.GroupQuotes(
+                 groupID, firstQuoteDate, lastQuoteDate);
+       DataTable returnValue = groupOfTicker.Clone(); 
+       foreach(DataRow row in groupOfTicker.Rows)
+       {
+         if(tickerQuotes.GetNumberOfDaysWithEffectiveTrades((string)row[0]) == marketDaysForTheGivenMarket)
+         //the current ticker has been effectively traded in each market day
+           TickerDataTable.getTickersQuotedInEachMarketDay_addRow(row, marketDaysForTheGivenMarket,
+                                                                  returnValue);
+       }
+       ExtendedDataTable.DeleteRows(returnValue, maxNumOfReturnedTickers);
+       return returnValue;              
+      
+     }
      
+     public static DataTable GetTickersQuotedInEachMarketDay(string marketIndex, DataTable setOfTickers,
+                                                             DateTime firstQuoteDate,
+                                                             DateTime lastQuoteDate,
+                                                             long maxNumOfReturnedTickers)
+     {
+       int marketDaysForTheGivenMarket = 
+         TickerDataTable.getNumberOfTradingDays(marketIndex, firstQuoteDate, lastQuoteDate);
+       TickerDataTable.addColumnNumberOfQuotes(setOfTickers);
+       DataTable returnValue = setOfTickers.Clone(); 
+       foreach(DataRow row in setOfTickers.Rows)
+       {
+         if(QuantProject.DataAccess.Tables.Quotes.GetNumberOfDaysWithEffectiveTrades((string)row[0],firstQuoteDate,lastQuoteDate) == marketDaysForTheGivenMarket)
+           //the current ticker has the same number of quotes as the market index
+           TickerDataTable.getTickersQuotedInEachMarketDay_addRow(row, marketDaysForTheGivenMarket,
+                                                                   returnValue);         
+       }
+       ExtendedDataTable.DeleteRows(returnValue, maxNumOfReturnedTickers);
+       return returnValue;              
+     }
+ 
    }
  }