[Quantproject-developers] QuantProject/b3_Data/DataTables Quotes.cs,1.19,1.20

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

Update of /cvsroot/quantproject/QuantProject/b3_Data/DataTables
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv16728/b3_Data/DataTables

Modified Files:
	Quotes.cs 
Log Message:
Updated GetTickersByPrice method

Index: Quotes.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/DataTables/Quotes.cs,v
retrieving revision 1.19
retrieving revision 1.20
diff -C2 -d -r1.19 -r1.20
*** Quotes.cs	17 Nov 2005 21:34:40 -0000	1.19
--- Quotes.cs	20 Dec 2005 19:33:12 -0000	1.20
***************
*** 328,341 ****
                                                                    double maxStdDeviation)
      {
!       int numRows = setOfTickers.Rows.Count;
!       for(int i = 0; i<numRows; i++)
        {
!       	double averagePrice = (double)setOfTickers.Rows[i]["AverageRawOpenPrice"];
!       	double stdDeviation = (double)setOfTickers.Rows[i]["RawOpenPriceStdDev"];
!       	if (averagePrice < minPrice || averagePrice > maxPrice ||
!       	    stdDeviation < minStdDeviation || stdDeviation > maxStdDeviation)
!        	//values of rows DON'T respect given criteria
!       		setOfTickers.Rows[i].Delete();
!       	
        }
      }
--- 328,349 ----
                                                                    double maxStdDeviation)
      {
!       int currentNumRows = setOfTickers.Rows.Count;
!       for(int i = 0;i<currentNumRows;i++)
        {
!         if(setOfTickers.Rows[i].RowState != DataRowState.Deleted)
!         {
!           double averagePrice = (double)setOfTickers.Rows[i]["AverageRawOpenPrice"];
!           double stdDeviation = (double)setOfTickers.Rows[i]["RawOpenPriceStdDev"];
!           if (averagePrice < minPrice || averagePrice > maxPrice ||
!             stdDeviation < minStdDeviation || stdDeviation > maxStdDeviation)
!             //values of rows DON'T respect given criteria
!           {
!             setOfTickers.Rows[i].Delete();
!             currentNumRows = setOfTickers.Rows.Count;
!             i--;//deletion causes the new ID row
!             //of the next row to be the ID row of the deleted Row
!             //so, only in this way, all the rows are checked
!           }
!         }
        }
      }
***************
*** 447,464 ****
        return tableToReturn;
      }
!     
      public static float[] GetArrayOfCloseToCloseRatios(string ticker,
                                                        DateTime firstQuoteDate,
                                                        DateTime lastQuoteDate,
!                                                      	int numDaysBetweenEachClose)
      {
        float[] returnValue = null;
        Quotes tickerQuotes = new Quotes(ticker, firstQuoteDate, lastQuoteDate);
        float[] allAdjValues = ExtendedDataTable.GetArrayOfFloatFromColumn(tickerQuotes, "quAdjustedClose");
!       returnValue = new float[allAdjValues.Length/(numDaysBetweenEachClose + 1)];
        int i = 0; //index for ratesOfReturns array
        int lastIdxAccessed = 0;
        for(int idx = 0;
!           (idx + numDaysBetweenEachClose) < allAdjValues.Length;
            idx += numDaysBetweenEachClose )
        {
--- 455,487 ----
        return tableToReturn;
      }
!     /// <summary>
!     /// Gets an array containing close to close ratios
!     /// </summary>
!     /// <param name="ticker"></param>
!     /// <param name="firstQuoteDate"></param>
!     /// <param name="lastQuoteDate"></param>
!     /// <param name="numDaysBetweenEachClose">Num of days the close to close ratio refers to</param>
!     /// <param name="numOfInitialMarketDaysToJump">Num of initial market days that has not to be
!     ///                                       considered in the calculation</param>
!     /// <returns></returns>
      public static float[] GetArrayOfCloseToCloseRatios(string ticker,
                                                        DateTime firstQuoteDate,
                                                        DateTime lastQuoteDate,
!                                                      	int numDaysBetweenEachClose,
!                                                       int numOfInitialMarketDaysToJump)
      {
        float[] returnValue = null;
        Quotes tickerQuotes = new Quotes(ticker, firstQuoteDate, lastQuoteDate);
        float[] allAdjValues = ExtendedDataTable.GetArrayOfFloatFromColumn(tickerQuotes, "quAdjustedClose");
!       float[] adjValuesMinusInitialMarketDays = new float[allAdjValues.Length - numOfInitialMarketDaysToJump]; 
!       for(int k = 0;k<allAdjValues.Length - numOfInitialMarketDaysToJump;k++)
!             adjValuesMinusInitialMarketDays[k] = 
!               allAdjValues[k + numOfInitialMarketDaysToJump]; 
!    
!       returnValue = new float[adjValuesMinusInitialMarketDays.Length/(numDaysBetweenEachClose + 1)];
        int i = 0; //index for ratesOfReturns array
        int lastIdxAccessed = 0;
        for(int idx = 0;
!           (idx + numDaysBetweenEachClose) < adjValuesMinusInitialMarketDays.Length;
            idx += numDaysBetweenEachClose )
        {
***************
*** 466,471 ****
            //there is a discontinuity, as wanted
          {
!           returnValue[i] = (allAdjValues[idx+numDaysBetweenEachClose]/
!             allAdjValues[idx] - 1);
            lastIdxAccessed = idx;
            i++;
--- 489,494 ----
            //there is a discontinuity, as wanted
          {
!           returnValue[i] = (adjValuesMinusInitialMarketDays[idx+numDaysBetweenEachClose]/
!             adjValuesMinusInitialMarketDays[idx] - 1);
            lastIdxAccessed = idx;
            i++;
***************
*** 475,478 ****
--- 498,509 ----
      }
      
+     public static float[] GetArrayOfCloseToCloseRatios(string ticker,
+                                                         DateTime firstQuoteDate,
+                                                         DateTime lastQuoteDate,
+                                                         int numDaysBetweenEachClose)
+     {
+       return GetArrayOfCloseToCloseRatios(ticker, firstQuoteDate, lastQuoteDate, numDaysBetweenEachClose,
+                                           0);
+     }
      /// <summary>
      /// returns tickers of a given set of tickers ordered by close to close