[Quantproject-developers] QuantProject/b3_Data/DataProviders HistoricalDataProvider.cs,1.7,1.8

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

Update of /cvsroot/quantproject/QuantProject/b3_Data/DataProviders
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv28522/b3_Data/DataProviders

Modified Files:
	HistoricalDataProvider.cs 
Log Message:
The private Cache privateCache object is used now

Index: HistoricalDataProvider.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/DataProviders/HistoricalDataProvider.cs,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** HistoricalDataProvider.cs	20 Jan 2005 01:21:21 -0000	1.7
--- HistoricalDataProvider.cs	26 May 2005 23:42:25 -0000	1.8
***************
*** 24,29 ****
--- 24,31 ----
  using System.Collections;
  using System.Data;
+ 
  using QuantProject.ADT;
  using QuantProject.ADT.Histories;
+ using QuantProject.Data.DataProviders.Caching;
  using QuantProject.DataAccess;
  using QuantProject.DataAccess.Tables;
***************
*** 36,40 ****
  	public class HistoricalDataProvider
  	{
!     private static Hashtable cachedHistories = new Hashtable();
  
  		public HistoricalDataProvider()
--- 38,66 ----
  	public class HistoricalDataProvider
  	{
! 		private static Hashtable cachedHistories = new Hashtable();
! 
! 		private static Cache privateCache = new Cache();
! 
! 
! 		private static DateTime minDate = DateTime.MinValue;
! 		private static DateTime maxDate = DateTime.MaxValue;
! 
! 		/// <summary>
! 		/// When defined, sets the minimum DateTime to be cached
! 		/// </summary>
! 		public static DateTime MinDate
! 		{
! 			get { return minDate; }
! 			set { minDate = value; }
! 		}
! 
! 		/// <summary>
! 		/// When defined, sets the maximum DateTime to be cached
! 		/// </summary>
! 		public static DateTime MaxDate
! 		{
! 			get { return maxDate; }
! 			set { maxDate = value; }
! 		}
  
  		public HistoricalDataProvider()
***************
*** 97,100 ****
--- 123,140 ----
  		}
  
+ 		private static History getHistory( string ticker , QuoteField quoteField ,
+ 			DateTime firstDate , DateTime lastDate )
+ 		{
+ 			History returnValue = new History();
+ 			DateTime currentDate = firstDate;
+ 			while ( currentDate <= lastDate )
+ 			{
+ 				returnValue.Add( currentDate , privateCache.GetQuote(
+ 					ticker , currentDate , quoteField ) );
+ 				currentDate = currentDate.AddDays( 1 );
+ 			}
+ 			return returnValue;
+ 		}
+ 
  		public static History GetOpenHistory( string instrumentKey )
  		{
***************
*** 122,125 ****
--- 162,186 ----
  		}
  
+ 		public static History GetAdjustedCloseHistory( string ticker ,
+ 			DateTime firstDate , DateTime lastDate )
+ 		{
+ 			return getHistory( ticker , QuoteField.AdjustedClose ,
+ 				firstDate , lastDate );
+ 		}
+ 
+ 		private static History cache_getHistory( string instrumentKey , QuoteField quoteField )
+ 		{
+ 			History returnValue;
+ 			if ( ( MinDate != DateTime.MinValue ) &&
+ 				( MaxDate != DateTime.MaxValue ) )
+ 				// the script has set a min date value and a max date value for the historical quotes
+ 				returnValue = DataBase.GetHistory( instrumentKey , quoteField ,
+ 					MinDate , MaxDate );
+ 			else
+ 				// the script has NOT set a min date value and a max date value for the historical quotes
+ 				returnValue = DataBase.GetHistory( instrumentKey , quoteField );
+ 			return returnValue;
+ 		}
+ 
  		private static void cache( string instrumentKey , QuoteField quoteField )
  		{
***************
*** 127,132 ****
  				// 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 )
--- 188,194 ----
  				// no component at all for the instrument instrumentKey has been cached yet
  				cachedHistories.Add( instrumentKey , new Hashtable() );
+ 			History quoteHistory = cache_getHistory( instrumentKey , quoteField );
  			((Hashtable)cachedHistories[ instrumentKey ]).Add( quoteField ,
! 				quoteHistory );
  		}
  //		public static double GetMarketValue( string instrumentKey , ExtendedDateTime extendedDateTime )
***************
*** 176,180 ****
  		{
  			double returnValue;
! 			double adjustedClose = getQuote( instrumentKey ,
  				extendedDateTime.DateTime , QuoteField.AdjustedClose );
  			if ( extendedDateTime.BarComponent == BarComponent.Close )
--- 238,242 ----
  		{
  			double returnValue;
! 			double adjustedClose = privateCache.GetQuote( instrumentKey ,
  				extendedDateTime.DateTime , QuoteField.AdjustedClose );
  			if ( extendedDateTime.BarComponent == BarComponent.Close )
***************
*** 183,189 ****
  				// 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;
--- 245,251 ----
  				// extendedDateTime.BarComponent is equal to BarComponent.Open
  			{
! 				double open = privateCache.GetQuote( instrumentKey ,
  					extendedDateTime.DateTime , QuoteField.Open );
! 				double close = privateCache.GetQuote( instrumentKey ,
  					extendedDateTime.DateTime , QuoteField.Close );
  				returnValue = open * adjustedClose / close;
***************
*** 209,221 ****
  			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 );
  		}
  
--- 271,288 ----
  			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
! //			History instrumentQuotes =
! //				(History)((Hashtable)cachedHistories[ instrumentKey ])[ QuoteField.Close ];
! //			bool returnValue = instrumentQuotes.ContainsKey( extendedDateTime.DateTime );
! //			return returnValue;
! //		}
! 		public static bool WasExchanged( string ticker , ExtendedDateTime extendedDateTime )
  		{
! 			return privateCache.WasExchanged( ticker , extendedDateTime );
  		}