[Quantproject-developers] QuantProject/b3_Data/DataTables TickerDataTable.cs,1.6,1.7

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

Update of /cvsroot/quantproject/QuantProject/b3_Data/DataTables
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv20280/b3_Data/DataTables

Modified Files:
	TickerDataTable.cs 
Log Message:
Added GetTickersNotQuotedAtEachMarketDay method.
Useful for retrieving tickers with missing quotes.

Index: TickerDataTable.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/DataTables/TickerDataTable.cs,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** TickerDataTable.cs	20 Dec 2005 19:31:02 -0000	1.6
--- TickerDataTable.cs	8 Apr 2006 14:20:56 -0000	1.7
***************
*** 213,216 ****
--- 213,217 ----
        tableToWhichRowIsToBeAdded.Rows.Add(newRow);
      }
+     
      public static DataTable GetTickersQuotedInEachMarketDay(string marketIndex, string groupID,
                                                              DateTime firstQuoteDate,
***************
*** 258,261 ****
--- 259,319 ----
      }
  
+     private static void getTickersQuotedNotAtEachMarketDay_addRow(DataRow rowToBeAdded,
+                                                                   int numberOfTradingDays,
+                                                                   int numberOfMissingQuotes,
+                                																		DataTable tableToWhichRowIsToBeAdded)
+     {
+       DataRow newRow = tableToWhichRowIsToBeAdded.NewRow();
+       newRow[0]= rowToBeAdded[0];
+       newRow["NumberOfTradingDays"] = numberOfTradingDays;
+       newRow["NumberOfMissingQuotes"] = numberOfMissingQuotes;
+       tableToWhichRowIsToBeAdded.Rows.Add(newRow);
+     }
+     
+     private static void getTickersQuotedNotAtEachMarketDay_addColumns(DataTable tableToAnalyze)
+     {
+       if(!tableToAnalyze.Columns.Contains("NumberOfTradingDays"))
+         tableToAnalyze.Columns.Add("NumberOfTradingDays", System.Type.GetType("System.Int32"));
+       if(!tableToAnalyze.Columns.Contains("NumberOfMissingQuotes"))
+         tableToAnalyze.Columns.Add("NumberOfMissingQuotes", System.Type.GetType("System.Int32"));
+     }
+     
+     public static DataTable GetTickersNotQuotedAtEachMarketDay(string marketIndex, string groupID,
+                                                             DateTime firstQuoteDate,
+                                                             DateTime lastQuoteDate,
+                                                             long maxNumOfReturnedTickers)
+     {
+       
+       DataTable groupOfTickers = QuantProject.DataAccess.Tables.Tickers_tickerGroups.GetTickers(groupID);
+       
+       return GetTickersNotQuotedAtEachMarketDay(marketIndex,groupOfTickers,firstQuoteDate,lastQuoteDate,
+                                                 maxNumOfReturnedTickers);
+     }
+     
+     public static DataTable GetTickersNotQuotedAtEachMarketDay(string marketIndex, DataTable setOfTickers,
+                                                             DateTime firstQuoteDate,
+                                                             DateTime lastQuoteDate,
+                                                             long maxNumOfReturnedTickers)
+     {
+ 			int marketDaysForTheGivenMarket = 
+                     TickerDataTable.getNumberOfTradingDays(marketIndex, firstQuoteDate, lastQuoteDate);
+       TickerDataTable.getTickersQuotedNotAtEachMarketDay_addColumns(setOfTickers);
+       DataTable returnValue = setOfTickers.Clone();
+       int numberOfMissingQuotes = 0;
+       foreach(DataRow row in setOfTickers.Rows)
+       {
+       	DataTable tickerQuotes = new Quotes((string)row[0],firstQuoteDate,lastQuoteDate);
+       	numberOfMissingQuotes = marketDaysForTheGivenMarket - tickerQuotes.Rows.Count;
+       	if( numberOfMissingQuotes > 0 )
+         //the current ticker has NOT been effectively traded at each market day
+           TickerDataTable.getTickersQuotedNotAtEachMarketDay_addRow(row, marketDaysForTheGivenMarket,
+         	                                                          numberOfMissingQuotes,
+                                                                  		returnValue);
+       }
+       ExtendedDataTable.DeleteRows(returnValue, maxNumOfReturnedTickers);
+       
+       return returnValue;
+    }
+ 
    }
  }