[Quantproject-developers] QuantProject/b1_ADT/Histories History.cs,1.7,1.8

SourceForge Headquarters 1320 Columbia Street Suite 310 San Diego, CA 92101 +1 (858) 422-6466

Update of /cvsroot/quantproject/QuantProject/b1_ADT/Histories
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv10687/b1_ADT/Histories

Modified Files:
	History.cs 
Log Message:
The Select method has been added: it
returns a new history where only common dates are selected

Index: History.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b1_ADT/Histories/History.cs,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** History.cs	20 Jan 2005 01:22:31 -0000	1.7
--- History.cs	17 Apr 2005 02:08:09 -0000	1.8
***************
*** 33,84 ****
  	/// Summary description for History.
  	/// </summary>
!   [Serializable]
!   public class History : AdvancedSortedList
!   {
!     public History() : base()
!     {
!     }
      
!     public Object GetValue( DateTime dateTime )
!     {
!       return this[ dateTime ];
!     }
  
!     /// <summary>
!     /// Imports DataTable data into this History object
!     /// </summary>
!     /// <param name="dataTable">Contains the data to be imported</param>
!     /// <param name="dateTimeColumnName">Name of the column containing the DateTime keys
!     /// to be imported</param>
!     /// <param name="valueColumnName">Name of the column containing the values to be imported</param>
!     public void Import( DataTable dataTable , string dateTimeColumnName , string valueColumnName )
!     {
!       foreach (DataRow dataRow in dataTable.Rows )
!         this.Add( dataRow[ dateTimeColumnName ] , dataRow[ valueColumnName ] );
!     }
!     /// <summary>
!     /// Add an history item, if no collision (contemporary events) is expected
!     /// </summary>
!     /// <param name="dateTime"></param>
!     /// <param name="objectToAdd"></param>
!     /// <returns></returns>
!     public void Add( DateTime dateTime , Object objectToAdd )
!     {
!       base.Add( dateTime , objectToAdd );
!     }
  
!     /// <summary>
!     /// Add an history item when collisions (contemporary events) are possible
!     /// </summary>
!     /// <param name="dateTime"></param>
!     /// <param name="objectToAdd"></param>
!     public void MultiAdd( DateTime dateTime , Object objectToAdd )
!     {
!       if (!this.ContainsKey( dateTime ))
!       {
!         this[ dateTime ] = new ArrayList();
!       }
!       ((ArrayList)this[ dateTime ]).Add( objectToAdd );
!     }
  
  		
--- 33,107 ----
  	/// Summary description for History.
  	/// </summary>
! 	[Serializable]
! 	public class History : AdvancedSortedList
! 	{
! 		public History() : base()
! 		{
! 		}
      
! 		public Object GetValue( DateTime dateTime )
! 		{
! 			return this[ dateTime ];
! 		}
  
! 		/// <summary>
! 		/// Imports DataTable data into this History object
! 		/// </summary>
! 		/// <param name="dataTable">Contains the data to be imported</param>
! 		/// <param name="dateTimeColumnName">Name of the column containing the DateTime keys
! 		/// to be imported</param>
! 		/// <param name="valueColumnName">Name of the column containing the values to be imported</param>
! 		public void Import( DataTable dataTable , string dateTimeColumnName , string valueColumnName )
! 		{
! 			foreach (DataRow dataRow in dataTable.Rows )
! 				this.Add( dataRow[ dateTimeColumnName ] , dataRow[ valueColumnName ] );
! 		}
  
! 		/// <summary>
! 		/// Returns an history where only common dates are selected
! 		/// </summary>
! 		/// <param name="selectingHistory">Provides the relevant dates to be selected</param>
! 		/// <returns></returns>
! 		public History Select( History selectingHistory )
! 		{
! 			History returnValue = new History();
! 			foreach ( DateTime dateTime in selectingHistory.Keys )
! 				if ( this.ContainsKey( dateTime ) )
! 					returnValue.Add( dateTime , this.GetValue( dateTime ) );
! 			return returnValue;
! 		}
! 
! 		public void Interpolate( ICollection dateTimeCollection ,
! 			IInterpolationMethod interpolationMethod )
! 		{
! 			foreach ( DateTime dateTime in dateTimeCollection )
! 				if ( !this.ContainsKey( dateTime ) )
! 					this.Add( dateTime , interpolationMethod.GetValue( this , dateTime ) );
! 		}
! 
! 		/// <summary>
! 		/// Add an history item, if no collision (contemporary events) is expected
! 		/// </summary>
! 		/// <param name="dateTime"></param>
! 		/// <param name="objectToAdd"></param>
! 		/// <returns></returns>
! 		public void Add( DateTime dateTime , Object objectToAdd )
! 		{
! 			base.Add( dateTime , objectToAdd );
! 		}
! 
! 		/// <summary>
! 		/// Add an history item when collisions (contemporary events) are possible
! 		/// </summary>
! 		/// <param name="dateTime"></param>
! 		/// <param name="objectToAdd"></param>
! 		public void MultiAdd( DateTime dateTime , Object objectToAdd )
! 		{
! 			if (!this.ContainsKey( dateTime ))
! 			{
! 				this[ dateTime ] = new ArrayList();
! 			}
! 			((ArrayList)this[ dateTime ]).Add( objectToAdd );
! 		}
  
  		
***************
*** 119,219 ****
  		}
  		#endregion
!     public DateTime GetNextDay( DateTime dateTime )
!     {
!       if ( this.IndexOfKey( dateTime ) == ( this.Count - 1 ) )
!         // it is the last dateTime in the history
!         return dateTime.AddDays( 1 );
!       else
!         return (DateTime) this.GetKey( this.IndexOfKeyOrPrevious( dateTime ) + 1 );
!     }
! 	//millo - fixed method
! 	public DateTime GetDay( DateTime initialDateTime, int numberOfDaysAhead )
! 	{
! 		if ( this.IndexOfKey( initialDateTime ) >= ( this.Count - numberOfDaysAhead ) )
! 			// initial dateTime + n° of days ahead > the last dateTime in History
  			{
! 			DateTime dateTime;
! 			dateTime = (DateTime)this.GetKey(this.Count -1);
! 			return dateTime.AddDays(this.IndexOfKey(initialDateTime) + numberOfDaysAhead - this.Count);
  			}
! 		else
! 			return (DateTime) this.GetKey( this.IndexOfKeyOrPrevious( initialDateTime ) + numberOfDaysAhead );
! 	}
! 	//millo
  
  	  #region "GetFunctionHistory"
  	  
! 	  /// <summary>
! 	  /// Gets a History object based on a statistical available function
! 	  /// </summary>
! 	  /// <remarks>
! 	  /// Each History's item contains a specific statistical function
! 	  /// calculated for each period whose length has to be specified by the user.
! 	  /// The key for the History item is the initial date of each period
! 	  /// </remarks>
! 	  /// <param name="functionToBeCalculated">
! 	  /// Statistical available function to be calculated and stored in the current History object
! 	  /// </param>
! 	  /// <param name="onEachPeriodOf">
! 	  /// Length in day of each period of calculation
! 	  /// </param>
! 	  /// /// <param name="startDateTime">
! 	  /// It sets the start date for the time interval containing the returned History
! 	  /// </param>
! 	  /// /// <param name="endDateTime">
! 	  /// It sets the end date for the time interval containing the returned History
! 	  /// </param> 
! 	  /// 
! 	  public History GetFunctionHistory(Function functionToBeCalculated, int onEachPeriodOf,
! 										   DateTime startDateTime , DateTime endDateTime )
! 	  {
! 		  History functionHistory = new History();
! 		  int currentHistoryIndex = this.IndexOfKeyOrPrevious(startDateTime); 
! 		  double[] data = new double[onEachPeriodOf];
! 		  //the array contains the set of data whose length is specified by the user
! 		  double periodIndex = 0;
! 		  //in the while statement, if it isn't equal to Floor(currentHistoryIndex/onEachPeriodOf)
! 		  //the current index belongs to the period with periodIndex increased by one  
! 		  int cursorThroughDataArray = 0;
! 		  while (
! 			  ( currentHistoryIndex < this.Count ) &&
! 			  ( ((IComparable)this.GetKey( currentHistoryIndex )).CompareTo( endDateTime ) <= 0 ) )
! 		  {
  			  
! 			  if (Math.Floor(currentHistoryIndex/onEachPeriodOf) == periodIndex &&
  					cursorThroughDataArray < onEachPeriodOf)
!               //currentHistoryIndex belongs to the current period
! 			  {	
! 				  data[cursorThroughDataArray] = Convert.ToDouble(this.GetByIndex(currentHistoryIndex));
! 				  cursorThroughDataArray++;
! 				  functionHistory.Add(this.GetKey( currentHistoryIndex ), null);
! 				  currentHistoryIndex++;
  				  
! 			  }
! 			  else
! 		      //currentHistoryIndex doesn't belong to the current period
! 			  //so a new item can be added to the object History to be returned
! 			  {	
! 				  cursorThroughDataArray = 0;
! 				  DateTime dateTime = (DateTime)this.GetKey( currentHistoryIndex - onEachPeriodOf);
! 				  switch (functionToBeCalculated)
! 				  {
! 					  case Function.SimpleAverage:
! 						  functionHistory.SetByIndex(currentHistoryIndex - onEachPeriodOf,
! 													 BasicFunctions.SimpleAverage(data));
! 						  //functionHistory.Add( dateTime , BasicFunctions.SimpleAverage(data) );
! 						  break;
! 					  case Function.StandardDeviation :
! 						  functionHistory.SetByIndex(currentHistoryIndex - onEachPeriodOf,
! 							  BasicFunctions.StdDev(data));
! 						  //functionHistory.Add( dateTime , BasicFunctions.StdDev(data) );
! 						  break;
! 				  }
! 			  }
! 			  periodIndex = Math.Floor(currentHistoryIndex/onEachPeriodOf);
! 		  }
  
! 		  return functionHistory;
! 	  }
  
  	#endregion
--- 142,242 ----
  		}
  		#endregion
! 		public DateTime GetNextDay( DateTime dateTime )
! 		{
! 			if ( this.IndexOfKey( dateTime ) == ( this.Count - 1 ) )
! 				// it is the last dateTime in the history
! 				return dateTime.AddDays( 1 );
! 			else
! 				return (DateTime) this.GetKey( this.IndexOfKeyOrPrevious( dateTime ) + 1 );
! 		}
! 		//millo - fixed method
! 		public DateTime GetDay( DateTime initialDateTime, int numberOfDaysAhead )
! 		{
! 			if ( this.IndexOfKey( initialDateTime ) >= ( this.Count - numberOfDaysAhead ) )
! 				// initial dateTime + n° of days ahead > the last dateTime in History
  			{
! 				DateTime dateTime;
! 				dateTime = (DateTime)this.GetKey(this.Count -1);
! 				return dateTime.AddDays(this.IndexOfKey(initialDateTime) + numberOfDaysAhead - this.Count);
  			}
! 			else
! 				return (DateTime) this.GetKey( this.IndexOfKeyOrPrevious( initialDateTime ) + numberOfDaysAhead );
! 		}
! 		//millo
  
  	  #region "GetFunctionHistory"
  	  
! 		/// <summary>
! 		/// Gets a History object based on a statistical available function
! 		/// </summary>
! 		/// <remarks>
! 		/// Each History's item contains a specific statistical function
! 		/// calculated for each period whose length has to be specified by the user.
! 		/// The key for the History item is the initial date of each period
! 		/// </remarks>
! 		/// <param name="functionToBeCalculated">
! 		/// Statistical available function to be calculated and stored in the current History object
! 		/// </param>
! 		/// <param name="onEachPeriodOf">
! 		/// Length in day of each period of calculation
! 		/// </param>
! 		/// /// <param name="startDateTime">
! 		/// It sets the start date for the time interval containing the returned History
! 		/// </param>
! 		/// /// <param name="endDateTime">
! 		/// It sets the end date for the time interval containing the returned History
! 		/// </param> 
! 		/// 
! 		public History GetFunctionHistory(Function functionToBeCalculated, int onEachPeriodOf,
! 			DateTime startDateTime , DateTime endDateTime )
! 		{
! 			History functionHistory = new History();
! 			int currentHistoryIndex = this.IndexOfKeyOrPrevious(startDateTime); 
! 			double[] data = new double[onEachPeriodOf];
! 			//the array contains the set of data whose length is specified by the user
! 			double periodIndex = 0;
! 			//in the while statement, if it isn't equal to Floor(currentHistoryIndex/onEachPeriodOf)
! 			//the current index belongs to the period with periodIndex increased by one  
! 			int cursorThroughDataArray = 0;
! 			while (
! 				( currentHistoryIndex < this.Count ) &&
! 				( ((IComparable)this.GetKey( currentHistoryIndex )).CompareTo( endDateTime ) <= 0 ) )
! 			{
  			  
! 				if (Math.Floor(currentHistoryIndex/onEachPeriodOf) == periodIndex &&
  					cursorThroughDataArray < onEachPeriodOf)
! 					//currentHistoryIndex belongs to the current period
! 				{	
! 					data[cursorThroughDataArray] = Convert.ToDouble(this.GetByIndex(currentHistoryIndex));
! 					cursorThroughDataArray++;
! 					functionHistory.Add(this.GetKey( currentHistoryIndex ), null);
! 					currentHistoryIndex++;
  				  
! 				}
! 				else
! 					//currentHistoryIndex doesn't belong to the current period
! 					//so a new item can be added to the object History to be returned
! 				{	
! 					cursorThroughDataArray = 0;
! 					DateTime dateTime = (DateTime)this.GetKey( currentHistoryIndex - onEachPeriodOf);
! 					switch (functionToBeCalculated)
! 					{
! 						case Function.SimpleAverage:
! 							functionHistory.SetByIndex(currentHistoryIndex - onEachPeriodOf,
! 								BasicFunctions.SimpleAverage(data));
! 							//functionHistory.Add( dateTime , BasicFunctions.SimpleAverage(data) );
! 							break;
! 						case Function.StandardDeviation :
! 							functionHistory.SetByIndex(currentHistoryIndex - onEachPeriodOf,
! 								BasicFunctions.StdDev(data));
! 							//functionHistory.Add( dateTime , BasicFunctions.StdDev(data) );
! 							break;
! 					}
! 				}
! 				periodIndex = Math.Floor(currentHistoryIndex/onEachPeriodOf);
! 			}
  
! 			return functionHistory;
! 		}
  
  	#endregion