[Quantproject-developers] QuantProject/b3_Data/DataTables Quotes.cs, 1.27, 1.28

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

Update of /cvsroot/quantproject/QuantProject/b3_Data/DataTables
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv9859/b3_Data/DataTables

Modified Files:
	Quotes.cs 
Log Message:
- a new constructor
public Quotes( string ticker , SortedList marketDays )
has been added. It builds a Quotes data table containing the ticker's quotes for the market days contained in the marketDays SortedList
- the new public static method GetCommonMarketDays has been added (it returns the common market days for a given set of ticker, in a given date's interval)
- the public static method
GetFirstQuoteDate( string ticker )
has been added


Index: Quotes.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/DataTables/Quotes.cs,v
retrieving revision 1.27
retrieving revision 1.28
diff -C2 -d -r1.27 -r1.28
*** Quotes.cs	2 Jul 2006 19:07:26 -0000	1.27
--- Quotes.cs	22 Jul 2006 20:56:09 -0000	1.28
***************
*** 44,53 ****
  			this.fillDataTable( ticker , startDate , endDate );
  		}
  		public Quotes( string ticker )
  		{
  			this.fillDataTable( 
  				ticker ,
! 				QuantProject.DataAccess.Tables.Quotes.GetStartDate( ticker ) ,
! 				QuantProject.DataAccess.Tables.Quotes.GetEndDate( ticker ) );
  		}
      public Quotes(SerializationInfo info, StreamingContext context)
--- 44,75 ----
  			this.fillDataTable( ticker , startDate , endDate );
  		}
+ 
+ 		/// <summary>
+ 		/// builds a Quotes data table containing the ticker's quotes for the
+ 		/// market days contained in the marketDays SortedList
+ 		/// </summary>
+ 		/// <param name="ticker"></param>
+ 		/// <param name="marketDays"></param>
+ 		public Quotes( string ticker , SortedList marketDays )
+ 		{
+ 			DateTime firstDate = (DateTime)marketDays.GetByIndex( 0 );
+ 			DateTime lastDate = (DateTime)marketDays.GetByIndex(
+ 				marketDays.Count - 1 );
+ 			this.fillDataTable( ticker , firstDate , lastDate );
+ 			this.removeNonContainedDates( marketDays );
+ 		}
+ 		private void removeNonContainedDates( SortedList marketDays )
+ 		{
+ 			foreach( DataRow dataRow in this.Rows )
+ 				if ( marketDays.ContainsKey(
+ 					(DateTime)dataRow[ Quotes.Date ] ) )
+ 					this.Rows.Remove( dataRow );
+ 		}
  		public Quotes( string ticker )
  		{
  			this.fillDataTable( 
  				ticker ,
! 				QuantProject.DataAccess.Tables.Quotes.GetFirstQuoteDate( ticker ) ,
! 				QuantProject.DataAccess.Tables.Quotes.GetLastQuoteDate( ticker ) );
  		}
      public Quotes(SerializationInfo info, StreamingContext context)
***************
*** 626,638 ****
  		/// <param name="lastDate">end interval</param>
  		/// <returns></returns>
! 		public static DateTime[] GetMarketDays( string ticker ,
  			DateTime firstDate , DateTime lastDate )
  		{
  			Quotes quotes = new Quotes( ticker , firstDate , lastDate );
! 			DateTime[] marketDays = new DateTime[ quotes.Rows.Count ];
  			int i = 0;
  			foreach ( DataRow dataRow in quotes.Rows )
  			{
! 				marketDays[ i ] = (DateTime)dataRow[ Quotes.Date ];
  				i++;
  			}
--- 648,662 ----
  		/// <param name="lastDate">end interval</param>
  		/// <returns></returns>
! 		public static SortedList GetMarketDays( string ticker ,
  			DateTime firstDate , DateTime lastDate )
  		{
  			Quotes quotes = new Quotes( ticker , firstDate , lastDate );
! //			DateTime[] marketDays = new DateTime[ quotes.Rows.Count ];
! 			SortedList marketDays = new SortedList();
  			int i = 0;
  			foreach ( DataRow dataRow in quotes.Rows )
  			{
! //				marketDays[ i ] = (DateTime)dataRow[ Quotes.Date ];
! 				marketDays.Add( (DateTime)dataRow[ Quotes.Date ] , (DateTime)dataRow[ Quotes.Date ] );
  				i++;
  			}
***************
*** 641,645 ****
      
  
!     private History history;
  
  		/// <summary>
--- 665,720 ----
      
  
! 		#region GetCommonMarketDays
! 		private static Hashtable getMarketDays( ICollection tickers , DateTime firstDate ,
! 			DateTime lastDate )
! 		{
! 			Hashtable marketDays = new Hashtable();
! 			foreach ( string ticker in tickers )
! 				if ( !marketDays.ContainsKey( ticker ) )
! 				{
! 					SortedList marketDaysForSingleTicker =
! 						GetMarketDays( ticker , firstDate , lastDate );
! 					marketDays.Add( ticker , marketDaysForSingleTicker );
! 				}
! 			return marketDays;
! 		}
! 		private static bool isCommonDate( ICollection tickers , DateTime dateTime ,
! 			Hashtable marketDays )
! 		{
! 			bool itIsCommon = true;
! 			foreach ( string ticker in tickers )
! 				itIsCommon = itIsCommon &&
! 					((SortedList)marketDays[ ticker ]).ContainsKey( dateTime );
! 			return itIsCommon;
! 		}
! 		private static void getCommonMarketDays_ifTheCaseAdd( ICollection tickers , DateTime dateTime ,
! 			Hashtable marketDays , AdvancedSortedList commonMarketDays )
! 		{
! 			if ( isCommonDate( tickers , dateTime , marketDays ) )
! 				commonMarketDays.Add( dateTime , dateTime );
! 		}
! 		private static SortedList getCommonMarketDays( ICollection tickers ,
! 			DateTime firstDate , DateTime lastDate , Hashtable marketDays )
! 		{
! 			AdvancedSortedList commonMarketDays = new AdvancedSortedList();
! 			DateTime currentDateTime = firstDate;
! 			while ( currentDateTime <= lastDate )
! 			{
! 				getCommonMarketDays_ifTheCaseAdd( tickers , 
! 					currentDateTime , marketDays , commonMarketDays );
! 				currentDateTime = currentDateTime.AddDays( 1 );
! 			}
! 			return commonMarketDays;
! 		}
! 
! 		public static SortedList GetCommonMarketDays( ICollection tickers ,
! 			DateTime firstDate , DateTime lastDate )
! 		{
! 			Hashtable marketDays = getMarketDays( tickers , firstDate , lastDate );
!       return getCommonMarketDays( tickers , firstDate , lastDate , marketDays );
! 		}
! 
! 		#endregion
! 		private History history;
  
  		/// <summary>
***************
*** 861,864 ****
--- 936,949 ----
        }
      }
+ 		/// <summary>
+ 		/// returns the first quote date for the ticker
+ 		/// </summary>
+ 		/// <param name="ticker"></param>
+ 		/// <returns></returns>
+ 		public static DateTime GetFirstQuoteDate( string ticker )
+ 		{
+ 			return QuantProject.DataAccess.Tables.Quotes.GetFirstQuoteDate( ticker );
+ 		}
+ 
  
      /// <summary>