[Quantproject-developers] QuantProject/b3_Data/DataTables Quotes.cs, 1.33, 1.34

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

Update of /cvsroot/quantproject/QuantProject/b3_Data/DataTables
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv23694/b3_Data/DataTables

Modified Files:
	Quotes.cs 
Log Message:
public static History GetAdjustedCloseHistory( string ticker,
 			DateTime firstQuoteDate,
 			DateTime lastQuoteDate )
has been added.

public static float[] GetArrayOfCloseToCloseRatios(
 			string ticker ,
 			DateTime firstQuoteDate ,
 			DateTime lastQuoteDate )
has been added.

GetMarketDays returns a History now (it returned a SortedList in the previous version).

Index: Quotes.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/DataTables/Quotes.cs,v
retrieving revision 1.33
retrieving revision 1.34
diff -C2 -d -r1.33 -r1.34
*** Quotes.cs	9 Apr 2007 17:48:47 -0000	1.33
--- Quotes.cs	13 Jul 2007 10:07:59 -0000	1.34
***************
*** 2,12 ****
  using System.Collections;
  using System.Data;
  using System.Text;
  using QuantProject.ADT;
  using QuantProject.ADT.Statistics;
  using QuantProject.ADT.Histories;
  using QuantProject.DataAccess;
  using QuantProject.DataAccess.Tables;
- using System.Runtime.Serialization;
  
  namespace QuantProject.Data.DataTables
--- 2,14 ----
  using System.Collections;
  using System.Data;
+ using System.Runtime.Serialization;
  using System.Text;
+ 
  using QuantProject.ADT;
+ using QuantProject.ADT.Collections;
  using QuantProject.ADT.Statistics;
  using QuantProject.ADT.Histories;
  using QuantProject.DataAccess;
  using QuantProject.DataAccess.Tables;
  
  namespace QuantProject.Data.DataTables
***************
*** 720,732 ****
      }
      
!     public static float[] GetArrayOfCloseToCloseRatios(string ticker,
!                                                         ref DateTime firstQuoteDate,
!                                                         DateTime lastQuoteDate,
!                                                         int numDaysBetweenEachClose)
!     {
!       return GetArrayOfCloseToCloseRatios(ticker, ref firstQuoteDate, lastQuoteDate, numDaysBetweenEachClose,
!                                           0);
!     }
!     
      public static float[] GetArrayOfAdjustedCloseQuotes(string ticker,
                                                          DateTime firstQuoteDate,
--- 722,734 ----
      }
      
! 		public static float[] GetArrayOfCloseToCloseRatios(string ticker,
! 			ref DateTime firstQuoteDate,
! 			DateTime lastQuoteDate,
! 			int numDaysBetweenEachClose)
! 		{
! 			return GetArrayOfCloseToCloseRatios(ticker, ref firstQuoteDate, lastQuoteDate, numDaysBetweenEachClose,
! 				0);
! 		}
! 
      public static float[] GetArrayOfAdjustedCloseQuotes(string ticker,
                                                          DateTime firstQuoteDate,
***************
*** 736,739 ****
--- 738,787 ----
        return ExtendedDataTable.GetArrayOfFloatFromColumn(tickerQuotes,"quAdjustedClose");
      }
+ 		#region GetAdjustedCloseHistory
+ 		private static History getAdjustedCloseHistory( Quotes tickerQuotes )
+ 		{
+ 			History adjustedCloseHistory = new History();
+ 			foreach ( DataRow dataRow in tickerQuotes.Rows )
+ 				adjustedCloseHistory.Add( dataRow[ Quotes.Date ] ,
+ 					dataRow[ Quotes.AdjustedClose ] );
+ 			return adjustedCloseHistory;
+ 		}
+ 		/// <summary>
+ 		/// Returns the History of the adjusted close quotes, for the given ticker,
+ 		/// since the firstQuoteDate to the lastQuoteDate
+ 		/// </summary>
+ 		/// <param name="ticker"></param>
+ 		/// <param name="firstQuoteDate"></param>
+ 		/// <param name="lastQuoteDate"></param>
+ 		/// <returns></returns>
+ 		public static History GetAdjustedCloseHistory( string ticker,
+ 			DateTime firstQuoteDate,
+ 			DateTime lastQuoteDate )
+ 		{
+ 			Quotes tickerQuotes = new Quotes( ticker , firstQuoteDate , lastQuoteDate);
+ 			return getAdjustedCloseHistory( tickerQuotes );
+ 		}
+ 		#endregion GetAdjustedCloseHistory
+ 		#region GetArrayOfCloseToCloseRatios
+ 		/// <summary>
+ 		/// Returns the array of the adjusted close to adjusted close ratios, for
+ 		/// the given ticker, within the given period of time
+ 		/// </summary>
+ 		/// <param name="ticker"></param>
+ 		/// <param name="firstQuoteDate"></param>
+ 		/// <param name="lastQuoteDate"></param>
+ 		/// <returns></returns>
+ 		public static float[] GetArrayOfCloseToCloseRatios(
+ 			string ticker ,
+ 			DateTime firstQuoteDate ,
+ 			DateTime lastQuoteDate )
+ 		{
+ 			float[] arrayOfAdjustedCloseQuotes =
+ 				GetArrayOfAdjustedCloseQuotes( ticker , firstQuoteDate , lastQuoteDate );
+ 			float[] arrayOfCloseToCloseRatios =
+ 				FloatArrayManager.GetRatios( arrayOfAdjustedCloseQuotes );
+ 			return arrayOfCloseToCloseRatios;
+ 		}
+ 		#endregion
      
  		/// <summary>
***************
*** 745,754 ****
  		/// <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 )
--- 793,802 ----
  		/// <param name="lastDate">end interval</param>
  		/// <returns></returns>
! 		public static History GetMarketDays( string ticker ,
  			DateTime firstDate , DateTime lastDate )
  		{
  			Quotes quotes = new Quotes( ticker , firstDate , lastDate );
  //			DateTime[] marketDays = new DateTime[ quotes.Rows.Count ];
! 			History marketDays = new History();
  			int i = 0;
  			foreach ( DataRow dataRow in quotes.Rows )