[Quantproject-developers] QuantProject/b3_Data/DataTables Quotes.cs, 1.31, 1.32

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

Update of /cvsroot/quantproject/QuantProject/b3_Data/DataTables
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv29317/b3_Data/DataTables

Modified Files:
	Quotes.cs 
Log Message:
Added RecalculateCloseToCloseRatios method, in order to recalculate CTC ratios from adjusted close quotes stored in the database.

Index: Quotes.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/DataTables/Quotes.cs,v
retrieving revision 1.31
retrieving revision 1.32
diff -C2 -d -r1.31 -r1.32
*** Quotes.cs	17 Sep 2006 21:36:09 -0000	1.31
--- Quotes.cs	7 Oct 2006 09:46:22 -0000	1.32
***************
*** 1092,1095 ****
--- 1092,1149 ----
  //				precedingDays ) );
  //		}
+     
+     #region RecalculateCloseToCloseRatios
+ 
+     private float recalculateCloseToCloseRatios_getAdjCloseJustBeforeCurrentFirstClose()
+     {
+       float returnValue = float.MinValue;
+       DateTime firstCurrentDate = (DateTime)this.Rows[0][Quotes.Date];
+       int daysBeforeCurrent = 1;
+       if(firstCurrentDate > DataAccess.Tables.Quotes.GetFirstQuoteDate(this.Ticker) )
+       //there exist other quotes in the database that precede first current quote
+       {
+         while(returnValue == float.MinValue)
+         {
+           try{
+             returnValue = 
+               DataAccess.Tables.Quotes.GetAdjustedClose(this.Ticker,
+                                                       firstCurrentDate.AddDays(
+                                                        -daysBeforeCurrent)   );
+             
+           }
+           catch(Exception ex){ex = ex;}
+           finally{
+             daysBeforeCurrent++;
+           }
+         }
+       }
+       return returnValue;
+     }
+     
+     /// <summary>
+     /// Recalculate close to close ratios
+     /// overwriting the value(if present) stored in the
+     /// database
+     /// </summary>
+     /// <returns></returns>
+      	public void RecalculateCloseToCloseRatios()
+     {
+       float adjustedCloseJustBeforeTheCurrentFirstClose =
+         this.recalculateCloseToCloseRatios_getAdjCloseJustBeforeCurrentFirstClose();
+       for(int i = 0; i<this.Rows.Count; i++)
+       {
+         if(i == 0 && adjustedCloseJustBeforeTheCurrentFirstClose > float.MinValue)
+         //there exists a valid quote just before the first current close
+           this.Rows[i][Quotes.AdjustedCloseToCloseRatio] =
+             (float)this.Rows[i][Quotes.AdjustedClose] / 
+              adjustedCloseJustBeforeTheCurrentFirstClose;
+         else if(i>0)
+           this.Rows[i][Quotes.AdjustedCloseToCloseRatio] =
+             (float)this.Rows[i][Quotes.AdjustedClose] / 
+             (float)this.Rows[i - 1][Quotes.AdjustedClose];
+       }
+     }
+     #endregion
+ 
  	}
  }