[Quantproject-developers] QuantProject/b3_Data/DataProviders HistoricalDataProvider.cs,1.5,1.6

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Update of /cvsroot/quantproject/QuantProject/b3_Data/DataProviders
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv32071/b3_Data/DataProviders

Modified Files:
	HistoricalDataProvider.cs 
Log Message:
- BarComponent has been replaced by QuoteField
- SetCachedHistories has been removed
- GetMarketValue has been removed
- GetAdjustedMarketValue has been added
- GetRawMarketValue has been added

Index: HistoricalDataProvider.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/DataProviders/HistoricalDataProvider.cs,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** HistoricalDataProvider.cs	15 Dec 2004 23:24:08 -0000	1.5
--- HistoricalDataProvider.cs	9 Jan 2005 22:36:19 -0000	1.6
***************
*** 57,88 ****
      /// <param name="instrument">Instrument to be monitored</param>
      /// <param name="barComponent">Bar component to be monitored (Open, High, Low, Close or Volume)</param>
!     public static void Add( string instrumentKey , BarComponent barComponent )
      {
        if ( !cachedHistories.ContainsKey( instrumentKey ) )
          cachedHistories.Add( instrumentKey , new Hashtable() );
        ((Hashtable) cachedHistories[ instrumentKey ]).Add(
!         barComponent , barComponent );
!     }
! 
!     //public static void
! 
!     public static void SetCachedHistories(
!       DateTime startDateTime , DateTime endDateTime )
!     {
!       ArrayList keyArray = new ArrayList();
!       foreach (string instrumentKey in cachedHistories.Keys)
!         keyArray.Add( instrumentKey );
!       foreach (string instrumentKey in keyArray )
!       {
!         Hashtable barComponents = new Hashtable();
!         foreach (BarComponent barComponent in
!           (( Hashtable )cachedHistories[ instrumentKey ]).Keys )
!           barComponents.Add( barComponent , barComponent );
!         Hashtable histories = DataBase.GetHistories(
!           instrumentKey , barComponents , startDateTime , endDateTime );
!         cachedHistories[ instrumentKey ] = histories;
!       }
      }
  
      public static History GetOpenHistory( string instrumentKey )
      {
--- 57,88 ----
      /// <param name="instrument">Instrument to be monitored</param>
      /// <param name="barComponent">Bar component to be monitored (Open, High, Low, Close or Volume)</param>
!     public static void Add( string instrumentKey , QuoteField quoteField )
      {
        if ( !cachedHistories.ContainsKey( instrumentKey ) )
          cachedHistories.Add( instrumentKey , new Hashtable() );
        ((Hashtable) cachedHistories[ instrumentKey ]).Add(
!         quoteField , quoteField );
      }
  
+ //    //public static void
+ //
+ //    public static void SetCachedHistories(
+ //      DateTime startDateTime , DateTime endDateTime )
+ //    {
+ //      ArrayList keyArray = new ArrayList();
+ //      foreach (string instrumentKey in cachedHistories.Keys)
+ //        keyArray.Add( instrumentKey );
+ //      foreach (string instrumentKey in keyArray )
+ //      {
+ //        Hashtable barComponents = new Hashtable();
+ //        foreach (BarComponent barComponent in
+ //          (( Hashtable )cachedHistories[ instrumentKey ]).Keys )
+ //          barComponents.Add( barComponent , barComponent );
+ //        Hashtable histories = DataBase.GetHistories(
+ //          instrumentKey , barComponents , startDateTime , endDateTime );
+ //        cachedHistories[ instrumentKey ] = histories;
+ //      }
+ //    }
+ //
      public static History GetOpenHistory( string instrumentKey )
      {
***************
*** 91,165 ****
      }
  
! 		private static History getHistory( string instrumentKey , BarComponent barComponent )
  		{
  			if ( ( !cachedHistories.Contains( instrumentKey ) ) ||
! 				( !((Hashtable)cachedHistories[ instrumentKey ]).Contains( barComponent ) ) )
  			{
! 				Add( instrumentKey , barComponent );
! 				((Hashtable)cachedHistories[ instrumentKey ])[ barComponent ] =
! 					DataBase.GetHistory( instrumentKey , barComponent );
  			}
! 			return (History)((Hashtable)cachedHistories[ instrumentKey ])[ barComponent ];
  		}
  
  		public static History GetCloseHistory( string instrumentKey )
  		{
! 			if ( ( !cachedHistories.Contains( instrumentKey ) ) ||
! 				( !((Hashtable)cachedHistories[ instrumentKey ]).Contains( BarComponent.Close ) ) )
! 			{
! 				Add( instrumentKey , BarComponent.Close );
! 				((Hashtable)cachedHistories[ instrumentKey ])[ BarComponent.Close ] =
! 					DataBase.GetHistory( instrumentKey , BarComponent.Close );
! 			}
! 			return (History)((Hashtable)cachedHistories[ instrumentKey ])[
! 				BarComponent.Close ];
  		}
  
  		public static History GetHighHistory( string instrumentKey )
  		{
! 			return getHistory( instrumentKey , BarComponent.High );
  		}
  
  		public static History GetLowHistory( string instrumentKey )
  		{
! 			return getHistory( instrumentKey , BarComponent.Low );
  		}
  
! 		private static void cache( string instrumentKey , BarComponent barComponent )
  		{
  			if ( !cachedHistories.ContainsKey( instrumentKey ) )
  				// no component at all for the instrument instrumentKey has been cached yet
  				cachedHistories.Add( instrumentKey , new Hashtable() );
! 			((Hashtable)cachedHistories[ instrumentKey ]).Add( barComponent ,
! 				DataBase.GetHistory( instrumentKey , barComponent ) );
  		}
! 		public static double GetMarketValue( string instrumentKey , ExtendedDateTime extendedDateTime )
  		{
  			if ( !cachedHistories.ContainsKey( instrumentKey ) ||
  				!(((Hashtable)cachedHistories[ instrumentKey ]).ContainsKey(
! 				extendedDateTime.BarComponent)) )
  				// the instrument instrumentKey has not been cached yet, for the given bar component
! 				cache( instrumentKey , extendedDateTime.BarComponent );
! 			return Convert.ToDouble(
  				( (History) ((Hashtable)
! 				cachedHistories[ instrumentKey ])[ extendedDateTime.BarComponent ] ).GetByIndex(
! 				( (History) ((Hashtable) cachedHistories[ instrumentKey ])[ extendedDateTime.BarComponent ]
! 				).IndexOfKeyOrPrevious( extendedDateTime.DateTime ) ) );
  		}
  		public static bool WasExchanged( string instrumentKey , ExtendedDateTime extendedDateTime )
  		{
! 			double marketValue = GetMarketValue( instrumentKey , extendedDateTime  ); // forces caching if needed
  			return ( (History) ((Hashtable)
! 				cachedHistories[ instrumentKey ])[ extendedDateTime.BarComponent ] ).ContainsKey(
  				extendedDateTime.DateTime );
  		}
  
- 		public static double GetMarketValue( string instrumentKey , DateTime dateTime ,
- 			BarComponent barComponent )
- 		{
- 			//DateTime dateTime = 
- 			return GetMarketValue( instrumentKey , new ExtendedDateTime( dateTime , barComponent ) );
- 		}
- 
  		/// <summary>
  		/// returns the quotes DataTable for the given ticker
--- 91,219 ----
      }
  
! 		private static History getHistory( string instrumentKey , QuoteField quoteField )
  		{
  			if ( ( !cachedHistories.Contains( instrumentKey ) ) ||
! 				( !((Hashtable)cachedHistories[ instrumentKey ]).Contains( quoteField ) ) )
  			{
! 				Add( instrumentKey , quoteField );
! 				((Hashtable)cachedHistories[ instrumentKey ])[ quoteField ] =
! 					DataBase.GetHistory( instrumentKey , quoteField );
  			}
! 			return (History)((Hashtable)cachedHistories[ instrumentKey ])[ quoteField ];
  		}
  
  		public static History GetCloseHistory( string instrumentKey )
  		{
! 			return getHistory( instrumentKey , QuoteField.Close );
  		}
  
  		public static History GetHighHistory( string instrumentKey )
  		{
! 			return getHistory( instrumentKey , QuoteField.High );
  		}
  
  		public static History GetLowHistory( string instrumentKey )
  		{
! 			return getHistory( instrumentKey , QuoteField.Low );
  		}
  
! 		private static void cache( string instrumentKey , QuoteField quoteField )
  		{
  			if ( !cachedHistories.ContainsKey( instrumentKey ) )
  				// no component at all for the instrument instrumentKey has been cached yet
  				cachedHistories.Add( instrumentKey , new Hashtable() );
! 			((Hashtable)cachedHistories[ instrumentKey ]).Add( quoteField ,
! 				DataBase.GetHistory( instrumentKey , quoteField ) );
  		}
! //		public static double GetMarketValue( string instrumentKey , ExtendedDateTime extendedDateTime )
! //		{
! //			double returnValue;
! //			if ( !cachedHistories.ContainsKey( instrumentKey ) ||
! //				!(((Hashtable)cachedHistories[ instrumentKey ]).ContainsKey(
! //				extendedDateTime.QuoteField)) )
! //				// the instrument instrumentKey has not been cached yet, for the given bar component
! //				cache( instrumentKey , extendedDateTime.QuoteField );
! //			returnValue = Convert.ToDouble(
! //				( (History) ((Hashtable)
! //				cachedHistories[ instrumentKey ])[ extendedDateTime.QuoteField ] ).GetByIndex(
! //				( (History) ((Hashtable) cachedHistories[ instrumentKey ])[ extendedDateTime.QuoteField ]
! //				).IndexOfKeyOrPrevious( extendedDateTime.DateTime ) ) );
! //			return returnValue;
! //		}
! //		public static double GetMarketValue( string instrumentKey , DateTime dateTime ,
! //			QuoteField barComponent )
! //		{
! //			//DateTime dateTime = 
! //			return GetMarketValue( instrumentKey , new ExtendedDateTime( dateTime , barComponent ) );
! //		}
! //
! 		private static double getQuote( string instrumentKey , DateTime dateTime , QuoteField quoteField )
  		{
+ 			double returnValue;
  			if ( !cachedHistories.ContainsKey( instrumentKey ) ||
  				!(((Hashtable)cachedHistories[ instrumentKey ]).ContainsKey(
! 				quoteField )) )
  				// the instrument instrumentKey has not been cached yet, for the given bar component
! 				cache( instrumentKey , quoteField );
! 			returnValue = Convert.ToDouble(
  				( (History) ((Hashtable)
! 				cachedHistories[ instrumentKey ])[ quoteField ] ).GetByIndex(
! 				( (History) ((Hashtable) cachedHistories[ instrumentKey ])[ quoteField ]
! 				).IndexOfKeyOrPrevious( dateTime ) ) );
! 			return returnValue;
! 		}
! 		/// <summary>
! 		/// Returns the adjusted market value for the given ticker, at the given ExtendedDateTime
! 		/// </summary>
! 		/// <param name="instrumentKey">instrument identifier</param>
! 		/// <param name="extendedDateTime"></param>
! 		/// <returns></returns>
! 		public static double GetAdjustedMarketValue( string instrumentKey , ExtendedDateTime extendedDateTime )
! 		{
! 			double returnValue;
! 			double adjustedClose = getQuote( instrumentKey ,
! 				extendedDateTime.DateTime , QuoteField.AdjustedClose );
! 			if ( extendedDateTime.BarComponent == BarComponent.Close )
! 				returnValue = adjustedClose;
! 			else
! 				// extendedDateTime.BarComponent is equal to BarComponent.Open
! 			{
! 				double open = getQuote( instrumentKey ,
! 					extendedDateTime.DateTime , QuoteField.Open );
! 				double close = getQuote( instrumentKey ,
! 					extendedDateTime.DateTime , QuoteField.Close );
! 				returnValue = open * adjustedClose / close;
! 			}
! 			return returnValue;
! 		}
! 		/// <summary>
! 		/// Returns the raw market value for the given ticker, at the given ExtendedDateTime
! 		/// </summary>
! 		/// <param name="instrumentKey">instrument identifier</param>
! 		/// <param name="extendedDateTime"></param>
! 		/// <returns></returns>
! 		public static double GetRawMarketValue( string instrumentKey , ExtendedDateTime extendedDateTime )
! 		{
! 			double returnValue;
! 			if ( extendedDateTime.BarComponent == BarComponent.Close )
! 				returnValue = getQuote( instrumentKey ,
! 					extendedDateTime.DateTime , QuoteField.Close );
! 			else
! 				// extendedDateTime.BarComponent is equal to BarComponent.Open
! 				returnValue = getQuote( instrumentKey ,
! 					extendedDateTime.DateTime , QuoteField.Open );
! 			return returnValue;
  		}
  		public static bool WasExchanged( string instrumentKey , ExtendedDateTime extendedDateTime )
  		{
! 			ExtendedDateTime atClose = new ExtendedDateTime(
! 				extendedDateTime.DateTime , BarComponent.Close );
! 			double marketValue = GetRawMarketValue( instrumentKey ,
! 				atClose ); // forces caching if needed
  			return ( (History) ((Hashtable)
! 				cachedHistories[ instrumentKey ])[ QuoteField.Close ] ).ContainsKey(
  				extendedDateTime.DateTime );
  		}
  
  		/// <summary>
  		/// returns the quotes DataTable for the given ticker