[Quantproject-developers] QuantProject/b3_Data/DataTables Quotes.cs, 1.26, 1.27

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

Update of /cvsroot/quantproject/QuantProject/b3_Data/DataTables
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv26439/b3_Data/DataTables

Modified Files:
	Quotes.cs 
Log Message:
Conflict resolution

Index: Quotes.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/DataTables/Quotes.cs,v
retrieving revision 1.26
retrieving revision 1.27
diff -C2 -d -r1.26 -r1.27
*** Quotes.cs	29 Jun 2006 17:53:33 -0000	1.26
--- Quotes.cs	2 Jul 2006 19:07:26 -0000	1.27
***************
*** 609,659 ****
                                            0);
      }
-     /// <summary>
-     /// returns tickers of a given set of tickers ordered by close to close 
-     /// correlation to a given benchmark
-     /// </summary>
-     public static DataTable GetTickersByCloseToCloseCorrelationToBenchmark( bool orderByASC,
-       DataTable setOfTickers, string benchmark,
-       DateTime firstQuoteDate,
-       DateTime lastQuoteDate,
-       long maxNumOfReturnedTickers, int numDaysBetweenEachClose)
-     {
-       if(!setOfTickers.Columns.Contains("CloseToCloseCorrelationToBenchmark"))
-         setOfTickers.Columns.Add("CloseToCloseCorrelationToBenchmark", System.Type.GetType("System.Double"));
-       float[] benchmarkRatios = GetArrayOfCloseToCloseRatios(benchmark, ref firstQuoteDate, lastQuoteDate, numDaysBetweenEachClose);
-       foreach(DataRow row in setOfTickers.Rows)
-       {
-         float[] tickerRatios = GetArrayOfCloseToCloseRatios((string)row[0], 
-           ref firstQuoteDate, lastQuoteDate, numDaysBetweenEachClose );
-       	if(tickerRatios.Length == benchmarkRatios.Length)
-       		row["CloseToCloseCorrelationToBenchmark"] =
-           	Math.Abs(BasicFunctions.PearsonCorrelationCoefficient(benchmarkRatios, tickerRatios));
-       }
-       DataTable tableToReturn = ExtendedDataTable.CopyAndSort(setOfTickers,
-                                                               "CloseToCloseCorrelationToBenchmark>=0.0",
-                                                               "CloseToCloseCorrelationToBenchmark",
-                                                               orderByASC);
-       ExtendedDataTable.DeleteRows(tableToReturn, maxNumOfReturnedTickers);
-       return tableToReturn;
-     }
      
!     /// <summary>
!     /// returns tickers of a given set of tickers ordered by close to close 
!     /// correlation to a given benchmark
!     /// </summary>
!     public static DataTable GetTickersByCloseToCloseCorrelationToBenchmark( bool orderByASC,
! 																					      string groupID, string benchmark,
! 																					      DateTime firstQuoteDate,
! 																					      DateTime lastQuoteDate,
! 																					      long maxNumOfReturnedTickers,
! 																					      int numDaysBetweenEachClose)
      {
!       DataTable tickersOfGroup = new Tickers_tickerGroups(groupID);
!       return GetTickersByCloseToCloseCorrelationToBenchmark(orderByASC,
! 																					      tickersOfGroup, benchmark,
! 																					      firstQuoteDate,
! 																					      lastQuoteDate,
! 																					      maxNumOfReturnedTickers,
! 																					      numDaysBetweenEachClose);
      }
      
--- 609,619 ----
                                            0);
      }
      
!     public static float[] GetArrayOfAdjustedCloseQuotes(string ticker,
!                                                         DateTime firstQuoteDate,
!                                                         DateTime lastQuoteDate)
      {
!       Quotes tickerQuotes = new Quotes(ticker, firstQuoteDate, lastQuoteDate);
!       return ExtendedDataTable.GetArrayOfFloatFromColumn(tickerQuotes,"quAdjustedClose");
      }
      
***************
*** 680,683 ****
--- 640,644 ----
  		}
      
+ 
      private History history;
  
***************
*** 971,974 ****
--- 932,949 ----
      }
  
+     /// <summary>
+     /// Gets the first valid close to close ratio at the given date
+     /// </summary>
+     /// <returns></returns>
+     public float GetFirstValidCloseToCloseRatio(DateTime date )
+     {
+       object[] keys = new object[1];
+       keys[0] = this.GetFirstValidQuoteDate(date.Date);
+       DataRow foundRow = this.Rows.Find(keys);
+       if(foundRow==null)
+         throw new Exception("No quote for such a date!");
+       return (float)foundRow[Quotes.AdjustedCloseToCloseRatio]; 
+     }
+ 
  //		public DateTime GetPrecedingDate( DateTime quoteDate , int precedingDays )
  //		{