quantproject-developers

[Quantproject-developers] QuantProject/b3_Data b3_Data.csproj,1.7,1.8

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

Update of /cvsroot/quantproject/QuantProject/b3_Data
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv22600/b3_Data

Modified Files:
	b3_Data.csproj 
Log Message:
Automatic changes by vsnet

Index: b3_Data.csproj
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/b3_Data.csproj,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** b3_Data.csproj	25 Jul 2004 12:04:05 -0000	1.7
--- b3_Data.csproj	1 Aug 2004 00:37:38 -0000	1.8
***************
*** 117,120 ****
--- 117,136 ----
                      HintPath = "..\..\..\..\..\..\WINDOWS\Microsoft.NET\Framework\v1.0.3705\System.Windows.Forms.dll"
                  />
+                 <Reference
+                     Name = "stdole"
+                     Guid = "{00020430-0000-0000-C000-000000000046}"
+                     VersionMajor = "2"
+                     VersionMinor = "0"
+                     Lcid = "0"
+                     WrapperTool = "primary"
+                 />
+                 <Reference
+                     Name = "Microsoft.Office.Core"
+                     Guid = "{2DF8D04C-5BFA-101B-BDE5-00AA0044DE52}"
+                     VersionMajor = "2"
+                     VersionMinor = "3"
+                     Lcid = "0"
+                     WrapperTool = "primary"
+                 />
              </References>
          </Build>

[Quantproject-developers] QuantProject/b91_QuantProject Main.cs,1.4,1.5

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

Update of /cvsroot/quantproject/QuantProject/b91_QuantProject
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv22360/b91_QuantProject

Modified Files:
	Main.cs 
Log Message:
RunOneRankWithWindowsReport is the default script now

Index: Main.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b91_QuantProject/Main.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** Main.cs	17 Apr 2004 14:02:09 -0000	1.4
--- Main.cs	1 Aug 2004 00:35:58 -0000	1.5
***************
*** 224,231 ****
        //try
        {
!         //new RunMSFTsimpleTest().Run();
! 		new RunMSFTsimpleTest_2().Run();
!         //new RunOneRank().Run();
!         //new RunMSFTwalkForward().Run();
          //new RunMultiTestOneRank().Run();
  
--- 224,232 ----
        //try
        {
! //        new RunMSFTsimpleTest().Run();
! //		new RunMSFTsimpleTest_2().Run();
! 				//new RunOneRankWithExcelReport().Run();
! 				new RunOneRankWithWindowsReport().Run();
! 				//new RunMSFTwalkForward().Run();
          //new RunMultiTestOneRank().Run();
  

[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables Summary.cs,1.7,1.8

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv22224/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables

Modified Files:
	Summary.cs 
Log Message:
Added pubblic classes to allow external objects to
access all account summary values

Index: Summary.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables/Summary.cs,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** Summary.cs	28 Nov 2003 16:19:58 -0000	1.7
--- Summary.cs	1 Aug 2004 00:34:49 -0000	1.8
***************
*** 18,22 ****
      private double finalAccountValue;
      private long intervalDays;
!     public AccountReport AccountReport
      {
        get { return accountReport; }
--- 18,33 ----
      private double finalAccountValue;
      private long intervalDays;
! 		private MaxEquityDrawDown maxEquityDrawDown;
! 		private TotalNumberOfTrades totalNumberOfTrades;
! 		private NumberWinningTrades numberWinningTrades;
! 		private AverageTradePercentageReturn averageTradePercentageReturn;
! 		private LargestWinningTradePercentage largestWinningTradePercentage;
! 		private LargestLosingTradePercentage largestLosingTradePercentage;
! 		private NumberWinningLongTrades numberWinningLongTrades;
! 		private AverageLongTradePercentageReturn averageLongTradePercentageReturn;
! 		private NumberWinningShortTrades numberWinningShortTrades;
! 		private TotalNumberOfLongTrades totalNumberOfLongTrades;
! 		private TotalNumberOfShortTrades totalNumberOfShortTrades;
! 		public AccountReport AccountReport
      {
        get { return accountReport; }
***************
*** 41,44 ****
--- 52,101 ----
      public double ReturnOnAccount;
      public double AnnualSystemPercentageReturn;
+ 		public double MaxEquityDrawDown
+ 		{
+ 			get { return (double)this.maxEquityDrawDown.rowValue; }
+ 		}
+ 		public double TotalNumberOfTrades
+ 		{
+ 			get { return (int)this.totalNumberOfTrades.rowValue; }
+ 		}
+ 		public double NumberWinningTrades
+ 		{
+ 			get { return (long)this.numberWinningTrades.rowValue; }
+ 		}
+ 		public double AverageTradePercentageReturn
+ 		{
+ 			get { return (double)this.averageTradePercentageReturn.rowValue; }
+ 		}
+ 		public double LargestWinningTradePercentage
+ 		{
+ 			get { return (double)this.largestWinningTradePercentage.rowValue; }
+ 		}
+ 		public double LargestLosingTradePercentage
+ 		{
+ 			get { return (double)this.largestLosingTradePercentage.rowValue; }
+ 		}
+ 		public double NumberWinningLongTrades
+ 		{
+ 			get { return (int)this.numberWinningLongTrades.rowValue; }
+ 		}
+ 		public double AverageLongTradePercentageReturn
+ 		{
+ 			get { return (double)this.averageLongTradePercentageReturn.rowValue; }
+ 		}
+ 		public double NumberWinningShortTrades
+ 		{
+ 			get { return (int)this.numberWinningShortTrades.rowValue; }
+ 		}
+ 		public double TotalNumberOfLongTrades
+ 		{
+ 			get { return (int)this.totalNumberOfLongTrades.rowValue; }
+ 		}
+ 		public double TotalNumberOfShortTrades
+ 		{
+ 			get { return (int)this.totalNumberOfShortTrades.rowValue; }
+ 		}
+ 
+ 
      public Summary( AccountReport accountReport ) :
        base( accountReport.Name + " - Summary" )
***************
*** 70,84 ****
        getSummary_setRow( new BuyAndHoldPercentageReturn( this ) , summaryDataTable );
        getSummary_setRow( new AnnualSystemPercentageReturn( this ) , summaryDataTable );
!       getSummary_setRow( new MaxEquityDrawDown( this ) , summaryDataTable );
!       getSummary_setRow( new TotalNumberOfTrades( this ) , summaryDataTable );
!       getSummary_setRow( new NumberWinningTrades( this ) , summaryDataTable );
!       getSummary_setRow( new AverageTradePercentageReturn( this ) , summaryDataTable );
!       getSummary_setRow( new LargestWinningTradePercentage( this ) , summaryDataTable );
!       getSummary_setRow( new LargestLosingTradePercentage( this ) , summaryDataTable );
!       getSummary_setRow( new TotalNumberOfLongTrades( this ) , summaryDataTable );
!       getSummary_setRow( new NumberWinningLongTrades( this ) , summaryDataTable );
!       getSummary_setRow( new AverageLongTradePercentageReturn( this ) , summaryDataTable );
!       getSummary_setRow( new TotalNumberOfShortTrades( this ) , summaryDataTable );
!       getSummary_setRow( new NumberWinningShortTrades( this ) , summaryDataTable );
        //      getSummary_setRow( summaryDataTable ,
  //        new getSummaryTable_setRow( getSummaryTable_setRow_TotalNumberOfShortTrades ) );
--- 127,152 ----
        getSummary_setRow( new BuyAndHoldPercentageReturn( this ) , summaryDataTable );
        getSummary_setRow( new AnnualSystemPercentageReturn( this ) , summaryDataTable );
! 			this.maxEquityDrawDown = new MaxEquityDrawDown( this );
!       getSummary_setRow( this.maxEquityDrawDown , summaryDataTable );
! 			this.totalNumberOfTrades = new TotalNumberOfTrades( this );
!       getSummary_setRow( this.totalNumberOfTrades , summaryDataTable );
! 			this.numberWinningTrades = new NumberWinningTrades( this );
!       getSummary_setRow( this.numberWinningTrades , summaryDataTable );
! 			this.averageTradePercentageReturn = new AverageTradePercentageReturn( this );
!       getSummary_setRow( this.averageTradePercentageReturn , summaryDataTable );
! 			this.largestWinningTradePercentage = new LargestWinningTradePercentage( this );
!       getSummary_setRow( this.largestWinningTradePercentage , summaryDataTable );
! 			this.largestLosingTradePercentage = new LargestLosingTradePercentage( this );
!       getSummary_setRow( this.largestLosingTradePercentage , summaryDataTable );
! 			this.totalNumberOfLongTrades = new TotalNumberOfLongTrades( this );
!       getSummary_setRow( this.totalNumberOfLongTrades , summaryDataTable );
! 			this.numberWinningLongTrades = new NumberWinningLongTrades( this );
!       getSummary_setRow( this.numberWinningLongTrades , summaryDataTable );
! 			this.averageLongTradePercentageReturn = new AverageLongTradePercentageReturn( this );
!       getSummary_setRow( this.averageLongTradePercentageReturn , summaryDataTable );
! 			this.totalNumberOfShortTrades = new TotalNumberOfShortTrades( this );
!       getSummary_setRow( this.totalNumberOfShortTrades , summaryDataTable );
! 			this.numberWinningShortTrades = new NumberWinningShortTrades( this );
!       getSummary_setRow( this.numberWinningShortTrades , summaryDataTable );
        //      getSummary_setRow( summaryDataTable ,
  //        new getSummaryTable_setRow( getSummaryTable_setRow_TotalNumberOfShortTrades ) );

[Quantproject-developers] QuantProject/b7_Scripts/SimpleTesting/OneRank RunOneRank.cs,1.1,1.2

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/SimpleTesting/OneRank
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv22079/b7_Scripts/SimpleTesting/OneRank

Modified Files:
	RunOneRank.cs 
Log Message:
Changed to become the base class for
RunOneRankWithExcelReport and
RunOneRankWithWindowsReport

Index: RunOneRank.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/SimpleTesting/OneRank/RunOneRank.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** RunOneRank.cs	24 Nov 2003 19:36:24 -0000	1.1
--- RunOneRank.cs	1 Aug 2004 00:33:26 -0000	1.2
***************
*** 32,35 ****
--- 32,36 ----
  using QuantProject.Business.Scripting;
  using QuantProject.Presentation.MicrosoftExcel;
+ using QuantProject.Presentation.Reporting.WindowsForm;
  
  namespace QuantProject.Scripts
***************
*** 40,43 ****
--- 41,49 ----
  	public class RunOneRank : Script
  	{
+ 		protected Account account;
+ 		protected string ticker;
+ 		protected DateTime startDateTime;
+ 		protected DateTime endDateTime;
+ 
      public RunOneRank()
      {
***************
*** 46,57 ****
      {
        //this.testTicker( "FSELX" , new DateTime( 2003 , 5 , 20 ) , new DateTime( 2003 , 9 , 26 ) );
!       this.testTicker( "REPIX" , new DateTime( 2003 , 7 , 1 ) , new DateTime( 2003 , 11 , 20 ) );
      }
!     private void testTicker( string ticker , DateTime startDateTime , DateTime endDateTime )
      {
        QuoteCache.Add( new Instrument( ticker ) , BarComponent.Open );
        QuoteCache.Add( new Instrument( ticker ) , BarComponent.Close );
        //QuoteCache.Add( new Instrument( "MSFT" ) , BarComponent.Close );
!       QuoteCache.SetCache( startDateTime , endDateTime );
  
        TradingSystems tradingSystems = new TradingSystems();
--- 52,66 ----
      {
        //this.testTicker( "FSELX" , new DateTime( 2003 , 5 , 20 ) , new DateTime( 2003 , 9 , 26 ) );
! 			this.ticker = "REPIX";
! 			this.startDateTime = new DateTime( 2003 , 7 , 1 );
! 			this.endDateTime = new DateTime( 2003 , 11 , 20 );
!       this.testTicker();
      }
!     private void testTicker()
      {
        QuoteCache.Add( new Instrument( ticker ) , BarComponent.Open );
        QuoteCache.Add( new Instrument( ticker ) , BarComponent.Close );
        //QuoteCache.Add( new Instrument( "MSFT" ) , BarComponent.Close );
!       QuoteCache.SetCache( this.startDateTime , this.endDateTime );
  
        TradingSystems tradingSystems = new TradingSystems();
***************
*** 77,87 ****
          new ExtendedDateTime( endDateTime , BarComponent.Close ) ) ).ReportToConsole();
  
!       //      tester.Account.AccountReport.ReportToExcel( "MSFT" ,
!       //        new ExtendedDateTime( endDateTime , BarComponent.Close ) );
! 
!       AccountReport accountReport = tester.Account.CreateReport( ticker , 7 ,
!         new ExtendedDateTime( endDateTime , BarComponent.Close ) , ticker );
!       ExcelManager.Add( accountReport );
!       ExcelManager.ShowReport();
      }
  	}
--- 86,92 ----
          new ExtendedDateTime( endDateTime , BarComponent.Close ) ) ).ReportToConsole();
  
! //			uncomment the four lines below to use the Excel reporting feature
! 			this.account = tester.Account;
! 			
      }
  	}

[Quantproject-developers] QuantProject/b5_Presentation/Reporting/WindowsForm EquityChartTabPage.cs,1.1,1.2

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

Update of /cvsroot/quantproject/QuantProject/b5_Presentation/Reporting/WindowsForm
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv21850/b5_Presentation/Reporting/WindowsForm

Modified Files:
	EquityChartTabPage.cs 
Log Message:
Added copyright note and main comment

Index: EquityChartTabPage.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b5_Presentation/Reporting/WindowsForm/EquityChartTabPage.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** EquityChartTabPage.cs	1 Aug 2004 00:19:57 -0000	1.1
--- EquityChartTabPage.cs	1 Aug 2004 00:31:53 -0000	1.2
***************
*** 1,2 ****
--- 1,23 ----
+ /*
+ QuantProject - Quantitative Finance Library
+ 
+ EquityChartTabPage.cs
+ Copyright (C) 2003 
+ Glauco Siliprandi
+ 
+ This program is free software; you can redistribute it and/or
+ modify it under the terms of the GNU General Public License
+ as published by the Free Software Foundation; either version 2
+ of the License, or (at your option) any later version.
+ 
+ This program is distributed in the hope that it will be useful,
+ but WITHOUT ANY WARRANTY; without even the implied warranty of
+ MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ GNU General Public License for more details.
+ 
+ You should have received a copy of the GNU General Public License
+ along with this program; if not, write to the Free Software
+ Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
+ */
  using System;
  using System.Windows.Forms;
***************
*** 8,12 ****
  {
  	/// <summary>
! 	/// Summary description for ReportTabControl.
  	/// </summary>
  	public class EquityChartTabPage : TabPage
--- 29,33 ----
  {
  	/// <summary>
! 	/// TabPage for the equity chart for the report form
  	/// </summary>
  	public class EquityChartTabPage : TabPage

[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables Equity.cs,1.1,1.2

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv21693/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables

Modified Files:
	Equity.cs 
Log Message:
Added static field names for external reference

Index: Equity.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables/Equity.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** Equity.cs	8 Nov 2003 20:56:38 -0000	1.1
--- Equity.cs	1 Aug 2004 00:30:47 -0000	1.2
***************
*** 10,13 ****
--- 10,18 ----
  	public class Equity : ReportTable
  	{
+ 		public static string Date = "Date";
+ 		public static string PnL = "PnL";
+ 		public static string AccountValue = "AccountValue";
+ 		public static string PercentageChange = "%chg";
+ 
      public Equity( string reportName , DataTable detailedDataTable ) :
        base( reportName + " - Equity" )

[Quantproject-developers] QuantProject/b1_ADT ConstantsProvider.cs,1.6,1.7

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

Update of /cvsroot/quantproject/QuantProject/b1_ADT
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv21405/b1_ADT

Modified Files:
	ConstantsProvider.cs 
Log Message:
Added the formatting constant FormatWithTwoDecimals

Index: ConstantsProvider.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b1_ADT/ConstantsProvider.cs,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** ConstantsProvider.cs	13 Jun 2004 11:10:01 -0000	1.6
--- ConstantsProvider.cs	1 Aug 2004 00:28:54 -0000	1.7
***************
*** 24,27 ****
--- 24,28 ----
      // max num days allowed by the data source (yahoo)
      public static double MaxNumDaysDownloadedAtEachConnection = 200;
+ 		public static string FormatWithTwoDecimals = "0:#,#.00";
  	}
  }

[Quantproject-developers] QuantProject/b5_Presentation/Charting Chart.cs,1.2,1.3

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

Update of /cvsroot/quantproject/QuantProject/b5_Presentation/Charting
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv21192/b5_Presentation/Charting

Modified Files:
	Chart.cs 
Log Message:
Used double instead of float (to avoid a run time error)

Index: Chart.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b5_Presentation/Charting/Chart.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** Chart.cs	7 Jul 2004 20:25:26 -0000	1.2
--- Chart.cs	1 Aug 2004 00:27:14 -0000	1.3
***************
*** 86,90 ****
  				DataRow dataRow = dataTable.NewRow();
  				dataRow[ "X" ] = (DateTime)chartPlot.History.GetKey( i );
! 				dataRow[ "Y" ] = (float)chartPlot.History.GetByIndex( i );
  				dataTable.Rows.Add( dataRow );
  			}
--- 86,90 ----
  				DataRow dataRow = dataTable.NewRow();
  				dataRow[ "X" ] = (DateTime)chartPlot.History.GetKey( i );
! 				dataRow[ "Y" ] = Convert.ToDouble( chartPlot.History.GetByIndex( i ) );
  				dataTable.Rows.Add( dataRow );
  			}

[Quantproject-developers] QuantProject/b5_Presentation/Reporting/WindowsForm SummaryTabPage.cs,NONE,1.1

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

Update of /cvsroot/quantproject/QuantProject/b5_Presentation/Reporting/WindowsForm
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv21007/b5_Presentation/Reporting/WindowsForm

Added Files:
	SummaryTabPage.cs 
Log Message:
TabPage to display the summary within the report form

--- NEW FILE: SummaryTabPage.cs ---
/*
QuantProject - Quantitative Finance Library

SummaryTabPage.cs
Copyright (C) 2003 
Glauco Siliprandi

This program is free software; you can redistribute it and/or
modify it under the terms of the GNU General Public License
as published by the Free Software Foundation; either version 2
of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
GNU General Public License for more details.

You should have received a copy of the GNU General Public License
along with this program; if not, write to the Free Software
Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
*/
using System;
using System.Drawing;
using System.Windows.Forms;
using QuantProject.ADT;
using QuantProject.Business.Financial.Accounting.Reporting;
using QuantProject.Presentation;

namespace QuantProject.Presentation.Reporting.WindowsForm
{
	/// <summary>
	/// TabPage to show the summary within the report form
	/// </summary>
	public class SummaryTabPage : TabPage
	{
//		private int currentLabel;
		private int xForLabels = 17;
		private int labelsWidth = 150;
		private int yStart = 17;
		private int yStep = 25;

		private System.Windows.Forms.Label lblValTotalNetProfit;
		private System.Windows.Forms.Label lblTotalNetProfit;
		private System.Windows.Forms.Label lblReturnOnAccount;
		private System.Windows.Forms.Label lblValReturnOnAccount;
		private System.Windows.Forms.Label lblAnnualSystemPercReturn;
		private System.Windows.Forms.Label lblValAnnualSystemPercReturn;
		private System.Windows.Forms.Label lblMaxEquityDrawDown;
		private System.Windows.Forms.Label lblValMaxEquityDrawDown;
		private System.Windows.Forms.Label lblTotalNumberOfTrades;
		private System.Windows.Forms.Label lblValTotalNumberOfTrades;
		private System.Windows.Forms.Label lblNumberWinningTrades;
		private System.Windows.Forms.Label lblValNumberWinningTrades;
		private System.Windows.Forms.Label lblAverageTradePercReturn;
		private System.Windows.Forms.Label lblValAverageTradePercReturn;
		private System.Windows.Forms.Label lblLargestWinningTrade;
		private System.Windows.Forms.Label lblValLargestWinningTrade;
		private System.Windows.Forms.Label lblLargestLosingTrade;
		private System.Windows.Forms.Label lblValLargestLosingTrade;
		private System.Windows.Forms.Label lblTotalNumberOfLongTrades;
		private System.Windows.Forms.Label lblValTotalNumberOfLongTrades;
		private System.Windows.Forms.Label lblAverageLongTradePercReturn;
		private System.Windows.Forms.Label lblValAverageLongTradePercReturn;
		private System.Windows.Forms.Label lblNumberWinningShortTrades;
		private System.Windows.Forms.Label lblValNumberWinningShortTrades;
		private System.Windows.Forms.Label lblBuyAndHoldPercReturn;
		private System.Windows.Forms.Label lblValBuyAndHoldPercReturn;
		private System.Windows.Forms.Label lblNumberWinningLongTrades;
		private System.Windows.Forms.Label lblValNumberWinningLongTrades;
		private System.Windows.Forms.Label lblTotalNumberOfShortTrades;
		private System.Windows.Forms.Label lblValTotalNumberOfShortTrades;

		private AccountReport accountReport;

		private Point getPointForTextLabel( int labelPosition )
		{
			return new Point( xForLabels , yStart + labelPosition * yStep );
		}
		private void addTextLabel( Label label , string name , string text )
		{
			this.Controls.Add( label );
//			label.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
			label.Location = getPointForTextLabel( ( this.Controls.Count - 1 ) / 2 );
			label.Width = this.labelsWidth;
			label.Name = name;
			label.Text = text;
			label.TextAlign = System.Drawing.ContentAlignment.MiddleRight;
		}
		private void addValueLabel( Label label , string name )
		{
			this.Controls.Add( label );
			//			label.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
			label.Location = getPointForValueLabel( ( this.Controls.Count / 2 ) - 1 );
			label.Name = name;
			label.TextAlign = System.Drawing.ContentAlignment.MiddleLeft;
		}

		private Point getPointForValueLabel( int labelPosition )
		{
			return new Point( xForLabels + labelsWidth + 3 ,
				yStart + labelPosition * yStep );
		}
		private void myInitializeComponent()
		{
			this.lblTotalNetProfit = new System.Windows.Forms.Label();
			this.lblValTotalNetProfit = new System.Windows.Forms.Label();
			this.lblReturnOnAccount = new System.Windows.Forms.Label();
			this.lblValReturnOnAccount = new System.Windows.Forms.Label();
			this.lblBuyAndHoldPercReturn = new System.Windows.Forms.Label();
			this.lblValBuyAndHoldPercReturn = new System.Windows.Forms.Label();
			this.lblAnnualSystemPercReturn = new System.Windows.Forms.Label();
			this.lblValAnnualSystemPercReturn = new System.Windows.Forms.Label();
			this.lblMaxEquityDrawDown = new System.Windows.Forms.Label();
			this.lblValMaxEquityDrawDown = new System.Windows.Forms.Label();
			this.lblTotalNumberOfTrades = new System.Windows.Forms.Label();
			this.lblValTotalNumberOfTrades = new System.Windows.Forms.Label();
			this.lblNumberWinningTrades = new System.Windows.Forms.Label();
			this.lblValNumberWinningTrades = new System.Windows.Forms.Label();
			this.lblAverageTradePercReturn = new System.Windows.Forms.Label();
			this.lblValAverageTradePercReturn = new System.Windows.Forms.Label();
			this.lblLargestWinningTrade = new System.Windows.Forms.Label();
			this.lblValLargestWinningTrade = new System.Windows.Forms.Label();
			this.lblLargestLosingTrade = new System.Windows.Forms.Label();
			this.lblValLargestLosingTrade = new System.Windows.Forms.Label();
			this.lblTotalNumberOfLongTrades = new System.Windows.Forms.Label();
			this.lblValTotalNumberOfLongTrades = new System.Windows.Forms.Label();
			this.lblNumberWinningLongTrades = new System.Windows.Forms.Label();
			this.lblValNumberWinningLongTrades = new System.Windows.Forms.Label();
			this.lblAverageLongTradePercReturn = new System.Windows.Forms.Label();
			this.lblValAverageLongTradePercReturn = new System.Windows.Forms.Label();
			this.lblTotalNumberOfShortTrades = new System.Windows.Forms.Label();
			this.lblValTotalNumberOfShortTrades = new System.Windows.Forms.Label();
			this.lblNumberWinningShortTrades = new System.Windows.Forms.Label();
			this.lblValNumberWinningShortTrades = new System.Windows.Forms.Label();
			// 
			// lblTotalNetProfit
			// 
			this.addTextLabel( lblTotalNetProfit , "lblTotalNetProfit" ,
				"Total net profit:" );
			// 
			// lblValTotalNetProfit
			// 
			this.addValueLabel( lblValTotalNetProfit , "lblValTotalNetProfit" );
			// 
			// lblReturnOnAccount
			// 
			this.addTextLabel( lblReturnOnAccount , "lblReturnOnAccount" ,
				"Return on account:" );
			// 
			// lblValReturnOnAccount
			// 
			this.addValueLabel( lblValReturnOnAccount , "lblValReturnOnAccount" );
			// 
			// lblBuyAndHoldPercReturn
			// 
			this.addTextLabel( lblBuyAndHoldPercReturn , "lblBuyAndHoldPercReturn" ,
				"Buy & hold % return:" );
			// 
			// lblValBuyAndHoldPercReturn
			// 
			this.addValueLabel( lblValBuyAndHoldPercReturn , "lblValBuyAndHoldPercReturn" );
			// 
			// lblAnnualSystemPercReturn
			// 
			this.addTextLabel( lblAnnualSystemPercReturn , "lblAnnualSystemPercReturn" ,
				"Annual system % return:" );
			// 
			// lblValAnnualSystemPercReturn
			// 
			this.addValueLabel( lblValAnnualSystemPercReturn , "lblValAnnualSystemPercReturn" );
			// 
			// lblMaxEquityDrawDown
			// 
			this.addTextLabel( lblMaxEquityDrawDown , "lblMaxEquityDrawDown" ,
				"Max equity drawydown (%):" );
			// 
			// lblValMaxEquityDrawDown
			// 
			this.addValueLabel( lblValMaxEquityDrawDown , "lblValMaxEquityDrawDown" );
			// 
			// lblTotalNumberOfTrades
			// 
			this.addTextLabel( lblTotalNumberOfTrades , "lblTotalNumberOfTrades" ,
				"Total # of trades:" );
			// 
			// lblValTotalNumberOfTrades
			// 
			this.addValueLabel( lblValTotalNumberOfTrades , "lblValTotalNumberOfTrades" );
			// 
			// lblNumberWinningTrades
			// 
			this.addTextLabel( lblNumberWinningTrades , "lblNumberWinningTrades" ,
				"Number winning trades:" );
			// 
			// lblValNumberWinningTrades
			// 
			this.addValueLabel( lblValNumberWinningTrades , "lblValNumberWinningTrades" );
			// 
			// lblAverageTradePercReturn
			// 
			this.addTextLabel( lblNumberWinningTrades , "lblNumberWinningTrades" ,
				"Average trade % return:" );
			// 
			// lblValAverageTradePercReturn
			// 
			this.addValueLabel( lblValAverageTradePercReturn , "lblValAverageTradePercReturn" );
			// 
			// lblLargestWinningTrade
			// 
			this.addTextLabel( lblNumberWinningTrades , "lblNumberWinningTrades" ,
				"Largest winning trade:" );
			// 
			// lblValLargestWinningTrade
			// 
			this.addValueLabel( lblValLargestWinningTrade , "lblValLargestWinningTrade" );
			// 
			// lblLargestLosingTrade
			// 
			this.addTextLabel( lblNumberWinningTrades , "lblNumberWinningTrades" ,
				"Largest losing trade:" );
			// 
			// lblValLargestLosingTrade
			// 
			this.addValueLabel( lblValLargestLosingTrade , "lblValLargestLosingTrade" );
			// 
			// lblTotalNumberOfLongTrades
			// 
			this.addTextLabel( lblTotalNumberOfLongTrades , "lblTotalNumberOfLongTrades" ,
				"Total # of long trades:" );
			// 
			// lblValTotalNumberOfLongTrades
			// 
			this.addValueLabel( lblValTotalNumberOfLongTrades , "lblValTotalNumberOfLongTrades" );
			// 
			// lblNumberWinningLongTrades
			// 
			this.addTextLabel( lblNumberWinningLongTrades , "lblNumberWinningLongTrades" ,
				"Number winning long trades:" );
			// 
			// lblValNumberWinningLongTrades
			// 
			this.addValueLabel( lblValNumberWinningLongTrades , "lblValNumberWinningLongTrades" );
			// 
			// lblAverageLongTradePercReturn
			// 
			this.addTextLabel( lblAverageLongTradePercReturn , "lblAverageLongTradePercReturn" ,
				"Average long trade % return:" );
			// 
			// lblValAverageLongTradePercReturn
			// 
			this.addValueLabel( lblValAverageLongTradePercReturn , "lblValAverageLongTradePercReturn" );
			// 
			// lblTotalNumberOfShortTrades
			// 
			this.addTextLabel( lblTotalNumberOfShortTrades , "lblTotalNumberOfShortTrades" ,
				"Total numbero of short trades:" );
			// 
			// lblValTotalNumberOfShortTrades
			// 
			this.addValueLabel( lblValTotalNumberOfShortTrades , "lblValTotalNumberOfShortTrades" );
			// 
			// lblNumberWinningShortTrades
			// 
			this.addTextLabel( lblNumberWinningShortTrades , "lblNumberWinningShortTrades" ,
				"Number winning short trades:" );
			// 
			// lblValNumberWinningShortTrades
			// 
			this.addValueLabel( lblValNumberWinningShortTrades , "lblValNumberWinningShortTrades" );
		}
	
		private void addControls()
		{
//			this.Controls.Add( this.lblValTotalNetProfit );
//			this.Controls.Add( this.lblReturnOnAccount );
//			this.Controls.Add( this.lblValReturnOnAccount );
			this.Controls.Add( this.lblBuyAndHoldPercReturn );
			this.Controls.Add( this.lblValBuyAndHoldPercReturn );
			this.Controls.Add( this.lblAnnualSystemPercReturn );
			this.Controls.Add( this.lblValAnnualSystemPercReturn );
			this.Controls.Add( this.lblMaxEquityDrawDown );
			this.Controls.Add( this.lblValMaxEquityDrawDown );
			this.Controls.Add( this.lblTotalNumberOfShortTrades );
			this.Controls.Add( this.lblValTotalNumberOfTrades );
			this.Controls.Add( this.lblAverageTradePercReturn );
			this.Controls.Add( this.lblValAverageTradePercReturn );
			this.Controls.Add( this.lblLargestWinningTrade );
			this.Controls.Add( this.lblValLargestWinningTrade );
			this.Controls.Add( this.lblLargestLosingTrade );
			this.Controls.Add( this.lblValLargestLosingTrade );
			this.Controls.Add( this.lblTotalNumberOfLongTrades );
			this.Controls.Add( this.lblValTotalNumberOfLongTrades );
			this.Controls.Add( this.lblNumberWinningLongTrades );
			this.Controls.Add( this.lblValNumberWinningLongTrades );
			this.Controls.Add( this.lblAverageLongTradePercReturn );
			this.Controls.Add( this.lblValAverageLongTradePercReturn );
			this.Controls.Add( this.lblTotalNumberOfShortTrades );
			this.Controls.Add( this.lblValTotalNumberOfTrades );
			this.Controls.Add( this.lblNumberWinningShortTrades );
			this.Controls.Add( this.lblValNumberWinningShortTrades );
		}
		private void setSummaryValues()
		{
			this.lblValTotalNetProfit.Text =
				FormatProvider.ConvertToStringWithTwoDecimals( this.accountReport.Summary.TotalPnl );
			this.lblValReturnOnAccount.Text =
				FormatProvider.ConvertToStringWithTwoDecimals( this.accountReport.Summary.ReturnOnAccount );
			this.lblValBuyAndHoldPercReturn.Text =
				FormatProvider.ConvertToStringWithTwoDecimals( this.accountReport.Summary.BuyAndHoldPercentageReturn );
			this.lblValAnnualSystemPercReturn.Text =
				FormatProvider.ConvertToStringWithTwoDecimals( this.accountReport.Summary.AnnualSystemPercentageReturn );
			this.lblValMaxEquityDrawDown.Text =
				FormatProvider.ConvertToStringWithTwoDecimals( this.accountReport.Summary.MaxEquityDrawDown );
			this.lblValTotalNumberOfTrades.Text =
				FormatProvider.ConvertToStringWithTwoDecimals( this.accountReport.Summary.TotalNumberOfTrades );
			this.lblValAverageTradePercReturn.Text =
				FormatProvider.ConvertToStringWithTwoDecimals( this.accountReport.Summary.AverageTradePercentageReturn );
			this.lblValLargestWinningTrade.Text =
				FormatProvider.ConvertToStringWithTwoDecimals( this.accountReport.Summary.LargestWinningTradePercentage );
			this.lblValLargestLosingTrade.Text =
				FormatProvider.ConvertToStringWithTwoDecimals( this.accountReport.Summary.LargestLosingTradePercentage );
			this.lblValTotalNumberOfLongTrades.Text =
				FormatProvider.ConvertToStringWithTwoDecimals( this.accountReport.Summary.TotalNumberOfLongTrades );
			this.lblValNumberWinningLongTrades.Text =
				FormatProvider.ConvertToStringWithTwoDecimals( this.accountReport.Summary.NumberWinningLongTrades );
			this.lblValAverageLongTradePercReturn.Text =
				FormatProvider.ConvertToStringWithTwoDecimals( this.accountReport.Summary.AverageLongTradePercentageReturn );
			this.lblValTotalNumberOfShortTrades.Text =
				FormatProvider.ConvertToStringWithTwoDecimals( this.accountReport.Summary.TotalNumberOfShortTrades );
		}
		public SummaryTabPage( AccountReport accountReport )
		{
			this.accountReport = accountReport;
			this.myInitializeComponent();
			this.addControls();
			this.Text = "Summary";
			this.setSummaryValues();
		}
	}
}

[Quantproject-developers] QuantProject/b7_Scripts/SimpleTesting/OneRank RunOneRankWithWindowsReport.cs,NONE,1.1

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/SimpleTesting/OneRank
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv20878/b7_Scripts/SimpleTesting/OneRank

Added Files:
	RunOneRankWithWindowsReport.cs 
Log Message:
An example script to show the Windows report feature

--- NEW FILE: RunOneRankWithWindowsReport.cs ---
/*
QuantProject - Quantitative Finance Library

RunOneRankWithWindowsReport.cs
Copyright (C) 2003 
Glauco Siliprandi

This program is free software; you can redistribute it and/or
modify it under the terms of the GNU General Public License
as published by the Free Software Foundation; either version 2
of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
GNU General Public License for more details.

You should have received a copy of the GNU General Public License
along with this program; if not, write to the Free Software
Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
*/

using System;
using QuantProject.ADT;
using QuantProject.ADT.Histories;
using QuantProject.ADT.Optimizing;
using QuantProject.Business.Financial.Accounting;
using QuantProject.Business.Financial.Accounting.Reporting;
using QuantProject.Business.Financial.Instruments;
using QuantProject.Business.Testing;
using QuantProject.Business.Strategies;
using QuantProject.Business.Scripting;
using QuantProject.Presentation.MicrosoftExcel;
using QuantProject.Presentation.Reporting.WindowsForm;

namespace QuantProject.Scripts
{
	/// <summary>
	/// An example script to show the Windows report feature
	/// </summary>
	public class RunOneRankWithWindowsReport : RunOneRank
	{
    public RunOneRankWithWindowsReport()
    {
    }
    public override void Run()
    {
			base.Run();
			Report report = new Report( this.account );
			report.Show( this.ticker , 7 ,
				new ExtendedDateTime( this.endDateTime , BarComponent.Close ) , this.ticker );		
		}
	}
}

[Quantproject-developers] QuantProject/b7_Scripts/SimpleTesting/OneRank RunOneRankWithExcelReport.cs,NONE,1.1

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/SimpleTesting/OneRank
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv20780/b7_Scripts/SimpleTesting/OneRank

Added Files:
	RunOneRankWithExcelReport.cs 
Log Message:
An example script to show the Excel report feature

--- NEW FILE: RunOneRankWithExcelReport.cs ---
/*
QuantProject - Quantitative Finance Library

RunOneRankWithExcelReport.cs
Copyright (C) 2003 
Glauco Siliprandi

This program is free software; you can redistribute it and/or
modify it under the terms of the GNU General Public License
as published by the Free Software Foundation; either version 2
of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
GNU General Public License for more details.

You should have received a copy of the GNU General Public License
along with this program; if not, write to the Free Software
Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
*/

using System;
using QuantProject.ADT;
using QuantProject.ADT.Histories;
using QuantProject.ADT.Optimizing;
using QuantProject.Business.Financial.Accounting;
using QuantProject.Business.Financial.Accounting.Reporting;
using QuantProject.Business.Financial.Instruments;
using QuantProject.Business.Testing;
using QuantProject.Business.Strategies;
using QuantProject.Business.Scripting;
using QuantProject.Presentation.MicrosoftExcel;
using QuantProject.Presentation.Reporting.WindowsForm;

namespace QuantProject.Scripts
{
	/// <summary>
	/// An example script to show the Excel report feature
	/// </summary>
	public class RunOneRankWithExcelReport : RunOneRank
	{
    public RunOneRankWithExcelReport()
    {
    }
    public override void Run()
    {
			base.Run();
			AccountReport accountReport = this.account.CreateReport( this.ticker , 7 ,
				new ExtendedDateTime( endDateTime , BarComponent.Close ) , ticker );
			ExcelManager.Add( accountReport );
			ExcelManager.ShowReport();
		}
	}
}

[Quantproject-developers] QuantProject/b5_Presentation FormatProvider.cs,NONE,1.1

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

Update of /cvsroot/quantproject/QuantProject/b5_Presentation
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv20569/b5_Presentation

Added Files:
	FormatProvider.cs 
Log Message:
This class contains static methods to format strings for the report form

--- NEW FILE: FormatProvider.cs ---
/*
QuantProject - Quantitative Finance Library

FormatProvider.cs
Copyright (C) 2003 
Glauco Siliprandi

This program is free software; you can redistribute it and/or
modify it under the terms of the GNU General Public License
as published by the Free Software Foundation; either version 2
of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
GNU General Public License for more details.

You should have received a copy of the GNU General Public License
along with this program; if not, write to the Free Software
Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
*/
using System;

namespace QuantProject.Presentation
{
	/// <summary>
	/// This class contains static methods to format string for the report form
	/// </summary>
	public class FormatProvider
	{
		public FormatProvider()
		{
			//
			// TODO: Add constructor logic here
			//
		}
		public static string ConvertToStringWithTwoDecimals( double number )
		{
			return String.Format("{0:#,#.00}", number);
		}
	}
}

[Quantproject-developers] QuantProject/b5_Presentation/Reporting/WindowsForm EquityChartTabPage.cs,NONE,1.1

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

Update of /cvsroot/quantproject/QuantProject/b5_Presentation/Reporting/WindowsForm
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv20298/b5_Presentation/Reporting/WindowsForm

Added Files:
	EquityChartTabPage.cs 
Log Message:
TabPage for the equity chart for the report form

--- NEW FILE: EquityChartTabPage.cs ---
using System;
using System.Windows.Forms;
using QuantProject.ADT.Histories;
using QuantProject.Business.Financial.Accounting.Reporting;
using QuantProject.Presentation.Charting;

namespace QuantProject.Presentation.Reporting.WindowsForm
{
	/// <summary>
	/// Summary description for ReportTabControl.
	/// </summary>
	public class EquityChartTabPage : TabPage
	{
		private AccountReport accountReport;
		private Chart equityChart;

		public EquityChartTabPage( AccountReport accountReport )
		{
			this.Text = "Equity Line";
			this.accountReport = accountReport;
			this.equityChart = new Chart();
			this.equityChart.Dock = DockStyle.Fill;
			History historyToBeCharted = new History();
			historyToBeCharted.Import( this.accountReport.Equity.DataTable ,
				QuantProject.Business.Financial.Accounting.Reporting.Tables.Equity.Date ,
				QuantProject.Business.Financial.Accounting.Reporting.Tables.Equity.AccountValue );
			this.equityChart.Add( historyToBeCharted );
			this.Controls.Add( this.equityChart );
		}
//		protected override void OnPaint(System.Windows.Forms.PaintEventArgs e)
//		{
//			this.VisualValidationDataGrid.Height = this.Height - 10;
//			this.VisualValidationChart.PrecedingDays = ConstantsProvider.PrecedingDaysForVisualValidation;
//			this.VisualValidationChart.Width = this.Width - this.VisualValidationDataGridWidth - 5;
//			this.VisualValidationChart.Height = this.Height - 10;
//			base.OnPaint( e );
//		}	
	}
}

[Quantproject-developers] QuantProject/b5_Presentation/Reporting/WindowsForm ReportTabControl.cs,NONE,1.1

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

Update of /cvsroot/quantproject/QuantProject/b5_Presentation/Reporting/WindowsForm
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv20185/b5_Presentation/Reporting/WindowsForm

Added Files:
	ReportTabControl.cs 
Log Message:
TabControl for the report form

--- NEW FILE: ReportTabControl.cs ---
/*
QuantProject - Quantitative Finance Library

ReportTabControl.cs
Copyright (C) 2003 
Glauco Siliprandi

This program is free software; you can redistribute it and/or
modify it under the terms of the GNU General Public License
as published by the Free Software Foundation; either version 2
of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
GNU General Public License for more details.

You should have received a copy of the GNU General Public License
along with this program; if not, write to the Free Software
Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
*/
using System;
using System.Windows.Forms;
using QuantProject.Business.Financial.Accounting.Reporting;

namespace QuantProject.Presentation.Reporting.WindowsForm
{
	/// <summary>
	/// TabControl for the report form
	/// </summary>
	public class ReportTabControl : TabControl
	{
		private AccountReport accountReport;
		private TabPage equityChart;
		private TabPage summary;

		public ReportTabControl( AccountReport accountReport )
		{
			this.accountReport = accountReport;
			this.Dock = DockStyle.Fill;
			this.equityChart = new EquityChartTabPage( this.accountReport );
			this.Controls.Add( this.equityChart );
			this.summary = new SummaryTabPage( this.accountReport );
			this.Controls.Add( this.summary );
		}
	}
}

[Quantproject-developers] QuantProject/b5_Presentation/Reporting/WindowsForm Report.cs,NONE,1.1

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

Update of /cvsroot/quantproject/QuantProject/b5_Presentation/Reporting/WindowsForm
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv20017/b5_Presentation/Reporting/WindowsForm

Added Files:
	Report.cs 
Log Message:
Windows Form account report

--- NEW FILE: Report.cs ---
/*
QuantProject - Quantitative Finance Library

Report.cs
Copyright (C) 2003 
Glauco Siliprandi

This program is free software; you can redistribute it and/or
modify it under the terms of the GNU General Public License
as published by the Free Software Foundation; either version 2
of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
GNU General Public License for more details.

You should have received a copy of the GNU General Public License
along with this program; if not, write to the Free Software
Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
*/
using System;
using System.Windows.Forms;
using QuantProject.ADT;
using QuantProject.Business.Financial.Accounting;
using QuantProject.Business.Financial.Accounting.Reporting;

namespace QuantProject.Presentation.Reporting.WindowsForm
{
	/// <summary>
	/// Windows Form account report
	/// </summary>
	public class Report : Form
	{
		private Account account;
		private AccountReport accountReport;
		private ReportTabControl reportTabControl;

		public Report( Account account )
		{
			this.account = account;
		}

		/// <summary>
		/// Populates the form and displays itself
		/// </summary>
		private void show_set_accountReport( string reportName ,
			int numDaysForInterval , ExtendedDateTime endDateTime , string buyAndHoldTicker )
		{
			if ( this.accountReport == null )
				this.accountReport = this.account.CreateReport( reportName ,
					numDaysForInterval , endDateTime , buyAndHoldTicker );
		}
		private void show_populateForm()
		{
			this.Location = new System.Drawing.Point( 1000,500);
			this.Width = 500;
			this.reportTabControl = new ReportTabControl( this.accountReport );
			this.Controls.Add( this.reportTabControl );
		}
		public void Show( string reportName ,
			int numDaysForInterval , ExtendedDateTime endDateTime , string buyAndHoldTicker )
		{
			this.show_set_accountReport( reportName ,
				numDaysForInterval , endDateTime , buyAndHoldTicker );
			this.show_populateForm();
			base.ShowDialog();
		}
	}
}

[Quantproject-developers] QuantProject/b5_Presentation/Reporting/WindowsForm - New directory

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

Update of /cvsroot/quantproject/QuantProject/b5_Presentation/Reporting/WindowsForm
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv19736/WindowsForm

Log Message:
Directory /cvsroot/quantproject/QuantProject/b5_Presentation/Reporting/WindowsForm added to the repository

[Quantproject-developers] QuantProject/b5_Presentation/Reporting - New directory

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

Update of /cvsroot/quantproject/QuantProject/b5_Presentation/Reporting
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv19631/Reporting

Log Message:
Directory /cvsroot/quantproject/QuantProject/b5_Presentation/Reporting added to the repository

[Quantproject-developers] QuantDownloader/Downloader/TickerSelectors TickerSelectorForm.cs,1.4,1.5

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader/TickerSelectors
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv5579/Downloader/TickerSelectors

Modified Files:
	TickerSelectorForm.cs 
Log Message:
Added checkBox to the form in order to visually interact with the TickerSelector class

Index: TickerSelectorForm.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/TickerSelectors/TickerSelectorForm.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** TickerSelectorForm.cs	27 Jun 2004 19:21:42 -0000	1.4
--- TickerSelectorForm.cs	25 Jul 2004 12:14:18 -0000	1.5
***************
*** 57,60 ****
--- 57,61 ----
      private System.Windows.Forms.TextBox textBoxMaxNumOfReturnedTickers;
      private System.Windows.Forms.Label label3;
+     private System.Windows.Forms.CheckBox checkBoxASCMode;
      private DataTable tableOfSelectedTickers;
  
***************
*** 66,73 ****
        this.dataGrid1.ContextMenu = new TickerViewerMenu(this);
        //TODO: complete comboBox's code with all possible types of selections
!       this.comboBoxAvailableSelectionRules.Text = "Most liquid instruments";
!       this.comboBoxAvailableSelectionRules.Items.Add("Most liquid instruments");
!       this.comboBoxAvailableSelectionRules.Text = "Best performing instruments";
!       this.comboBoxAvailableSelectionRules.Items.Add("Best performing instruments");
  
    	}
--- 67,74 ----
        this.dataGrid1.ContextMenu = new TickerViewerMenu(this);
        //TODO: complete comboBox's code with all possible types of selections
!       this.comboBoxAvailableSelectionRules.Text = "Liquidity";
!       this.comboBoxAvailableSelectionRules.Items.Add("Liquidity");
!       this.comboBoxAvailableSelectionRules.Text = "Performance";
!       this.comboBoxAvailableSelectionRules.Items.Add("Performance");
  
    	}
***************
*** 123,126 ****
--- 124,128 ----
        this.dateTimePickerFirstDate = new System.Windows.Forms.DateTimePicker();
        this.splitter1 = new System.Windows.Forms.Splitter();
+       this.checkBoxASCMode = new System.Windows.Forms.CheckBox();
        ((System.ComponentModel.ISupportInitialize)(this.dataGrid1)).BeginInit();
        this.panel2.SuspendLayout();
***************
*** 163,166 ****
--- 165,169 ----
        // 
        this.groupBoxSelectionRule.Controls.AddRange(new System.Windows.Forms.Control[] {
+                                                                                         this.checkBoxASCMode,
                                                                                          this.label3,
                                                                                          this.comboBoxAvailableSelectionRules,
***************
*** 175,179 ****
        this.groupBoxSelectionRule.Location = new System.Drawing.Point(8, 16);
        this.groupBoxSelectionRule.Name = "groupBoxSelectionRule";
!       this.groupBoxSelectionRule.Size = new System.Drawing.Size(376, 144);
        this.groupBoxSelectionRule.TabIndex = 14;
        this.groupBoxSelectionRule.TabStop = false;
--- 178,182 ----
        this.groupBoxSelectionRule.Location = new System.Drawing.Point(8, 16);
        this.groupBoxSelectionRule.Name = "groupBoxSelectionRule";
!       this.groupBoxSelectionRule.Size = new System.Drawing.Size(376, 184);
        this.groupBoxSelectionRule.TabIndex = 14;
        this.groupBoxSelectionRule.TabStop = false;
***************
*** 269,272 ****
--- 272,283 ----
        this.splitter1.TabStop = false;
        // 
+       // checkBoxASCMode
+       // 
+       this.checkBoxASCMode.Location = new System.Drawing.Point(176, 144);
+       this.checkBoxASCMode.Name = "checkBoxASCMode";
+       this.checkBoxASCMode.Size = new System.Drawing.Size(152, 24);
+       this.checkBoxASCMode.TabIndex = 27;
+       this.checkBoxASCMode.Text = "Order by ASC mode";
+       // 
        // TickerSelectorForm
        // 
***************
*** 288,317 ****
  
  
- 
- 
- 
- 
- 		
- 	
      // implementation of ITickerSelector interface
  
  		public DataTable GetTableOfSelectedTickers()
  		{
- 			/*
-       DataTable dataTableOfDataGrid1 = (DataTable)this.dataGrid1.DataSource;
- 			DataTable tableOfSelectedTickers = new DataTable();
-       TickerDataTable.AddColumnsOfTickerTable(tableOfSelectedTickers);
- 			int indexOfRow = 0;
- 			while(indexOfRow != dataTableOfDataGrid1.Rows.Count)
- 			{
- 				if(this.dataGrid1.IsSelected(indexOfRow))
- 				{
- 					DataRow dataRow = tableOfSelectedTickers.NewRow(); 
- 					dataRow["Ticker"] = (string)dataTableOfDataGrid1.Rows[indexOfRow][0];
- 					dataRow["CompanyName"] = (string)dataTableOfDataGrid1.Rows[indexOfRow][1];
- 					tableOfSelectedTickers.Rows.Add(dataRow);
- 				}
- 				indexOfRow++;
- 			}*/
  			return TickerSelector.GetTableOfManuallySelectedTickers(this.dataGrid1);
  		}
--- 299,306 ----
***************
*** 331,354 ****
      private void buttonSelectTickers_Click(object sender, System.EventArgs e)
      {
!         SelectionRule rule = new SelectionRule(this.GetTypeOfRuleSelectedByUser(), this.textBoxGroupID.Text, 
!                                             this.dateTimePickerFirstDate.Value,
!                                             this.dateTimePickerLastDate.Value,
!                                             Int32.Parse(this.textBoxMaxNumOfReturnedTickers.Text));
!         TickerSelector selector;
!         if(this.textBoxGroupID.Text != "")
!           selector= new TickerSelector(rule);
!         else
!           selector= new TickerSelector(this.tableOfSelectedTickers,rule);
!         this.dataGrid1.DataSource = selector.GetTableOfSelectedTickers();
!         this.dataGrid1.Refresh();
      }
  
!     private SelectionType GetTypeOfRuleSelectedByUser()
      {
!       SelectionType typeSelected = SelectionType.MostLiquid;
!       if(this.comboBoxAvailableSelectionRules.Text == "Most liquid instruments")
!         typeSelected = SelectionType.MostLiquid;      
!       else if (this.comboBoxAvailableSelectionRules.Text == "Best performing instruments")
!         typeSelected = SelectionType.BestPerformer;
        return typeSelected;  
      }    
--- 320,348 ----
      private void buttonSelectTickers_Click(object sender, System.EventArgs e)
      {
!       Cursor.Current = Cursors.WaitCursor;  
!       TickerSelector selector;
!       if(this.textBoxGroupID.Text != "")
!         selector= new TickerSelector(this.getTypeOfRuleSelectedByUser(), this.checkBoxASCMode.Checked, this.textBoxGroupID.Text, 
!                                       this.dateTimePickerFirstDate.Value,
!                                       this.dateTimePickerLastDate.Value,
!                                       Int32.Parse(this.textBoxMaxNumOfReturnedTickers.Text));
!       else
!         selector= new TickerSelector(this.tableOfSelectedTickers, this.getTypeOfRuleSelectedByUser(),
!                                       this.checkBoxASCMode.Checked, this.textBoxGroupID.Text, 
!                                       this.dateTimePickerFirstDate.Value,
!                                       this.dateTimePickerLastDate.Value,
!                                       Int32.Parse(this.textBoxMaxNumOfReturnedTickers.Text));
!       this.dataGrid1.DataSource = selector.GetTableOfSelectedTickers();
!       this.dataGrid1.Refresh();
!       Cursor.Current = Cursors.Default;
      }
  
!     private SelectionType getTypeOfRuleSelectedByUser()
      {
!       SelectionType typeSelected = SelectionType.Liquidity;
!       if(this.comboBoxAvailableSelectionRules.Text == "Liquidity")
!         typeSelected = SelectionType.Liquidity;      
!       else if (this.comboBoxAvailableSelectionRules.Text == "Performance")
!         typeSelected = SelectionType.Performance;
        return typeSelected;  
      }    

[Quantproject-developers] QuantDownloader/Downloader TickerDownloader.cs,1.10,1.11

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv5354/Downloader

Modified Files:
	TickerDownloader.cs 
Log Message:
Cleaned code in TickerDownloader class.

Index: TickerDownloader.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/TickerDownloader.cs,v
retrieving revision 1.10
retrieving revision 1.11
diff -C2 -d -r1.10 -r1.11
*** TickerDownloader.cs	4 Jul 2004 17:53:36 -0000	1.10
--- TickerDownloader.cs	25 Jul 2004 12:12:15 -0000	1.11
***************
*** 29,32 ****
--- 29,34 ----
      private DataTable downloadedValuesFromSource = new DataTable("quotes");
      private OleDbSingleTableAdapter adapter;
+     private Stream stream;
+     private StreamReader streamReader;
      
      public TickerDownloader( WebDownloader myForm, DataRow currentDataTickerRow, string quTicker , int numRows )
***************
*** 179,186 ****
      /// Adds rows to the table (member of the object) containing the downloaded values
      /// </summary>
!     private void addValuesToTable( StreamReader streamReader )
      {
        string Line;
        string[] LineIn;
        Line = streamReader.ReadLine();
        Line = streamReader.ReadLine();
--- 181,190 ----
      /// Adds rows to the table (member of the object) containing the downloaded values
      /// </summary>
!     private void addCurrentStreamToTable()
      {
        string Line;
        string[] LineIn;
+       if(this.streamReader==null)
+         return;
        Line = streamReader.ReadLine();
        Line = streamReader.ReadLine();
***************
*** 210,255 ****
  	  private void importTickerForCurrentTimeFrame( DateTime currBeginDate , DateTime currEndDate )
      {
-       int a = currBeginDate.Month - 1;
-       int b = currBeginDate.Day;
-       int c = currBeginDate.Year;
-       int d = currEndDate.Month - 1;
-       int e = currEndDate.Day;
-       int f = currEndDate.Year;
-       int numTrials = 1;
- 
-       while (numTrials < 5)
-       {
-         this.p_myForm.Refresh();
          try
          {
!           HttpWebRequest Req = (HttpWebRequest)WebRequest.Create("http:" + "//ichart.yahoo.com/table.csv?a=" 
!             + a + "&b=" + b + "&c=" + c +"&d=" + d + "&e=" + e + "&f=" + f + "&s=" + p_quTicker + "&y=0&g=d&ignore=.csv");
!           Req.Method = "GET";
!           Req.Timeout = ConstantsProvider.TimeOutValue;
!           HttpWebResponse hwr = (HttpWebResponse)Req.GetResponse();
!           Stream strm = hwr.GetResponseStream();
!           StreamReader sr = new StreamReader(strm);
! 
!           //DataBaseImporter dataBaseImporter =
!             //new DataBaseImporter( this.oleDbConnection1 , sr, this.p_myForm.radioButtonOverWriteYes.Checked );
!           //dataBaseImporter.ImportTicker( p_quTicker );
!           this.addValuesToTable(sr);
!           
!           sr.Close();
!           strm.Close();
!           //hwr.Close();
!           
! 		      updateCurrentStatus( d + "/" + e + "/" + f );
!           numTrials = 6 ;
          }
          catch (Exception exception)
          {
            MessageBox.Show( exception.ToString() );
!           updateCurrentStatus( "Trial: " + numTrials );
            numTrials++;
            if (numTrials > 5)
!             addTickerToFaultyTickers();
          }
-       }
      }
      
--- 214,235 ----
  	  private void importTickerForCurrentTimeFrame( DateTime currBeginDate , DateTime currEndDate )
      {
          try
          {
!           this.p_myForm.Refresh();
!           this.setStreamsFromYahoo(currBeginDate, currEndDate);
!           this.addCurrentStreamToTable();
!           this.updateCurrentStatus(currEndDate.ToShortDateString());
!           if(this.streamReader!=null)
!             this.streamReader.Close();
! 		      //this.updateCurrentStatus( d + "/" + e + "/" + f );
          }
          catch (Exception exception)
          {
            MessageBox.Show( exception.ToString() );
!           /*updateCurrentStatus( "Trial: " + numTrials );
            numTrials++;
            if (numTrials > 5)
!             addTickerToFaultyTickers();*/
          }
      }
      
***************
*** 361,367 ****
          //download is executed
          {
-           this.updateCurrentStatusAdjustedClose("OK");
            this.downloadedValuesFromSource = this.getTableOfDownloadedValues();
            this.commitDownloadedValuesToDatabase();
          }
        }
--- 341,347 ----
          //download is executed
          {
            this.downloadedValuesFromSource = this.getTableOfDownloadedValues();
            this.commitDownloadedValuesToDatabase();
+           this.updateCurrentStatusAdjustedClose("OK");
          }
        }
***************
*** 392,398 ****
        string Line;
        string[] LineIn = null;
!       StreamReader streamReader = this.getStreamReaderFromSource(adjustedCloseDate, 0);
!       Line = streamReader.ReadLine();
!       Line = streamReader.ReadLine();
        if ( Line != null && ! Line.StartsWith("<"))
        {
--- 372,378 ----
        string Line;
        string[] LineIn = null;
!       this.setStreamsFromYahoo(adjustedCloseDate, 0);
!       Line = this.streamReader.ReadLine();
!       Line = this.streamReader.ReadLine();
        if ( Line != null && ! Line.StartsWith("<"))
        {
***************
*** 500,503 ****
--- 480,485 ----
      {
        string Line;
+       if(streamReader == null)
+         return false;
        Line = streamReader.ReadLine();
        // column headers are read
***************
*** 514,533 ****
          }
          numDays++;
- 
        }
        return isOneDateAvailableInNextDaysToBeTested;
- 
      }
      
!     private StreamReader getStreamReaderFromSource( DateTime initialDateOfTheTimeWindow,
!                                                     int daysOfTheTimeWindow )
      {
-       int a = initialDateOfTheTimeWindow.Month - 1;
-       int b = initialDateOfTheTimeWindow.Day;
-       int c = initialDateOfTheTimeWindow.Year;
        DateTime endDateOfTheTimeWindow = initialDateOfTheTimeWindow.AddDays(daysOfTheTimeWindow);
!       int d = endDateOfTheTimeWindow.Month - 1;
!       int e = endDateOfTheTimeWindow.Day;
!       int f = endDateOfTheTimeWindow.Year;
        HttpWebRequest Req;
        HttpWebResponse hwr;
--- 496,519 ----
          }
          numDays++;
        }
        return isOneDateAvailableInNextDaysToBeTested;
      }
      
!     private void setStreamsFromYahoo( DateTime initialDateOfTheTimeWindow,int daysOfTheTimeWindow)
!                                       
      {
        DateTime endDateOfTheTimeWindow = initialDateOfTheTimeWindow.AddDays(daysOfTheTimeWindow);
!       this.setStreamsFromYahoo(initialDateOfTheTimeWindow, endDateOfTheTimeWindow);
!     }
! 
!     /*
!     private StreamReader getStreamReaderFromYahoo(DateTime startDate, DateTime endDate)
!     {
!       int a = startDate.Month - 1;
!       int b = startDate.Day;
!       int c = startDate.Year;
!       int d = endDate.Month - 1;
!       int e = endDate.Day;
!       int f = endDate.Year;
        HttpWebRequest Req;
        HttpWebResponse hwr;
***************
*** 539,548 ****
          try
          {
! //					Req = (HttpWebRequest)WebRequest.Create("http:" + "//table.finance.yahoo.com/table.csv?a=" 
! //						+ a + "&b=" + b + "&c=" + c +"&d=" + d + "&e=" + e + "&f=" + f + "&s=" + p_quTicker + "&y=0&g=d&ignore=.csv");
! 					string url = "http:" + "//ichart.yahoo.com/table.csv?a="
! 						+ a + "&b=" + b + "&c=" + c +"&d=" + d + "&e=" + e + "&f=" + f + "&s=" + p_quTicker + "&y=0&g=d&ignore=.csv";
! 					Req = (HttpWebRequest)WebRequest.Create( url );
! 					Req.Method = "GET";
            Req.Timeout = ConstantsProvider.TimeOutValue;
            hwr = (HttpWebResponse)Req.GetResponse();
--- 525,534 ----
          try
          {
!           //					Req = (HttpWebRequest)WebRequest.Create("http:" + "//table.finance.yahoo.com/table.csv?a=" 
!           //						+ a + "&b=" + b + "&c=" + c +"&d=" + d + "&e=" + e + "&f=" + f + "&s=" + p_quTicker + "&y=0&g=d&ignore=.csv");
!           string url = "http:" + "//ichart.yahoo.com/table.csv?a="
!             + a + "&b=" + b + "&c=" + c +"&d=" + d + "&e=" + e + "&f=" + f + "&s=" + p_quTicker + "&y=0&g=d&ignore=.csv";
!           Req = (HttpWebRequest)WebRequest.Create( url );
!           Req.Method = "GET";
            Req.Timeout = ConstantsProvider.TimeOutValue;
            hwr = (HttpWebResponse)Req.GetResponse();
***************
*** 560,579 ****
        return sr;
      }
! 
!     private bool getResponseForTimeWindow( DateTime initialDateOfTheTimeWindow,
!                                             int daysOfTheTimeWindow )
      {
!       int a = initialDateOfTheTimeWindow.Month - 1;
!       int b = initialDateOfTheTimeWindow.Day;
!       int c = initialDateOfTheTimeWindow.Year;
!       DateTime endDateOfTheTimeWindow = initialDateOfTheTimeWindow.AddDays(daysOfTheTimeWindow);
!       int d = endDateOfTheTimeWindow.Month - 1;
!       int e = endDateOfTheTimeWindow.Day;
!       int f = endDateOfTheTimeWindow.Year;
        HttpWebRequest Req;
        HttpWebResponse hwr;
!       Stream strm;
!       StreamReader sr;
!       bool response = false;
        int numTrials = 1;
        while(numTrials < 5)
--- 546,565 ----
        return sr;
      }
! */
!     private void setStreamsFromYahoo(DateTime startDate, DateTime endDate)
      {
!       int a = startDate.Month - 1;
!       int b = startDate.Day;
!       int c = startDate.Year;
!       int d = endDate.Month - 1;
!       int e = endDate.Day;
!       int f = endDate.Year;
        HttpWebRequest Req;
        HttpWebResponse hwr;
!       string url;
!       //url = "http:" + "//ichart.yahoo.com/table.csv?a="
!       //      + a + "&b=" + b + "&c=" + c +"&d=" + d + "&e=" + e + "&f=" + f + "&s=" + p_quTicker + "&y=0&g=d&ignore=.csv";
!       url = "http:" + "//table.finance.yahoo.com/table.csv?a=" 
!       		+ a + "&b=" + b + "&c=" + c +"&d=" + d + "&e=" + e + "&f=" + f + "&s=" + p_quTicker + "&y=0&g=d&ignore=.csv";
        int numTrials = 1;
        while(numTrials < 5)
***************
*** 581,605 ****
          try
          {
!           Req = (HttpWebRequest)WebRequest.Create("http:" + "//ichart.yahoo.com/table.csv?a=" 
!             + a + "&b=" + b + "&c=" + c +"&d=" + d + "&e=" + e + "&f=" + f + "&s=" + p_quTicker + "&y=0&g=d&ignore=.csv");
            Req.Method = "GET";
            Req.Timeout = ConstantsProvider.TimeOutValue;
            hwr = (HttpWebResponse)Req.GetResponse();
!           strm = hwr.GetResponseStream();
!           sr = new StreamReader(strm);
!           response = this.isAtLeastOneDateAvailable(sr, daysOfTheTimeWindow );
!           sr.Close();
!           strm.Close();
!           //hwr.Close();
            numTrials = 6;
          }
          catch (Exception exception)
          {
            string notUsed = exception.ToString();
            numTrials++;
          }
        }
        return response;
      }
      private DateTime getMiddleDate(DateTime startingDate,
                                     DateTime endingDate)
--- 567,601 ----
          try
          {
!           Req = (HttpWebRequest)WebRequest.Create( url );
            Req.Method = "GET";
            Req.Timeout = ConstantsProvider.TimeOutValue;
            hwr = (HttpWebResponse)Req.GetResponse();
!           this.stream = hwr.GetResponseStream();
!           this.streamReader = new StreamReader(this.stream);
            numTrials = 6;
          }
+         
          catch (Exception exception)
          {
            string notUsed = exception.ToString();
            numTrials++;
+           //if(numTrials==6)
+             //throw new Exception("It has not been possible to set streams from Yahoo: \n\n" +
+             //                    "Check the connection to the internet or the following url: \n\n" +
+             //                    url,exception);
          }
        }
+     }
+ 
+ 
+     private bool getResponseForTimeWindow( DateTime initialDateOfTheTimeWindow,
+                                             int daysOfTheTimeWindow )
+     {
+       this.setStreamsFromYahoo(initialDateOfTheTimeWindow, daysOfTheTimeWindow);
+       bool response = false;
+       response = this.isAtLeastOneDateAvailable(this.streamReader,daysOfTheTimeWindow );
        return response;
      }
+     
      private DateTime getMiddleDate(DateTime startingDate,
                                     DateTime endingDate)
***************
*** 615,619 ****
                                                  DateTime endingDate)
      {
-       
        if(startingDate == this.INITIAL_DATE)
        // at the first call, when the actual parameters are INITIAL_DATE and now
--- 611,614 ----

[Quantproject-developers] QuantProject/b3_Data/Selectors SelectionType.cs,1.2,1.3 TickerSelector.cs,1.4,1.5

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

Update of /cvsroot/quantproject/QuantProject/b3_Data/Selectors
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv5067/b3_Data/Selectors

Modified Files:
	SelectionType.cs TickerSelector.cs 
Log Message:
Changed names to the SelectionType enum and updated TickerSelector class

Index: SelectionType.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/Selectors/SelectionType.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** SelectionType.cs	3 Jul 2004 19:19:56 -0000	1.2
--- SelectionType.cs	25 Jul 2004 12:10:02 -0000	1.3
***************
*** 30,37 ****
    public enum SelectionType
    {
!     MostLiquid,
!     BestPerformer/*
!     LessVolatile,
!     LessStatisticallyCorrelated*/
    }
  }
\ No newline at end of file
--- 30,37 ----
    public enum SelectionType
    {
!     Liquidity,
!     Performance/*
!     Volatility,
!     StatisticalCorrelation*/
    }
  }
\ No newline at end of file

Index: TickerSelector.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/Selectors/TickerSelector.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** TickerSelector.cs	27 Jun 2004 19:20:31 -0000	1.4
--- TickerSelector.cs	25 Jul 2004 12:10:02 -0000	1.5
***************
*** 33,89 ****
    /// </summary>
    /// <remarks>
!   /// Filter/selection results depend on the SelectionRule used for the instanciation 
!   /// of a new TickerSelector
    /// </remarks>
- 	
    public class TickerSelector : ITickerSelector
    {
      private DataTable setOfTickersToBeSelected = null;
!     private SelectionRule selectionRule;
      
!     public TickerSelector(DataTable setOfTickersToBeSelected, SelectionRule selectionRule)
      {
        this.setOfTickersToBeSelected = setOfTickersToBeSelected;
!       this.selectionRule = selectionRule;
      }
      
!     public TickerSelector(SelectionRule selectionRule)
      {
!       this.selectionRule = selectionRule;
      }
      
      //implementation of ITickerSelector
      public DataTable GetTableOfSelectedTickers()
      {
!        if(this.setOfTickersToBeSelected == null &&
!           this.selectionRule.TypeOfSelection == SelectionType.MostLiquid)
!        {
!          return QuantProject.DataAccess.Tables.Quotes.GetMostLiquidTickers(this.selectionRule.GroupID,
!                                             this.selectionRule.FirstQuoteDate,
!                                             this.selectionRule.LastQuoteDate,
!                                             this.selectionRule.MaxNumOfReturnedTickers);
!        }
!        else if(this.setOfTickersToBeSelected != null &&
!                this.selectionRule.TypeOfSelection == SelectionType.MostLiquid)
!        {
!          return QuantProject.DataAccess.Tables.Quotes.GetMostLiquidTickers(this.setOfTickersToBeSelected, 
!                                             this.selectionRule.FirstQuoteDate,
!                                             this.selectionRule.LastQuoteDate,
!                                             this.selectionRule.MaxNumOfReturnedTickers);    
!        }
!        else if(this.setOfTickersToBeSelected == null &&
!          this.selectionRule.TypeOfSelection == SelectionType.BestPerformer)
!        {
!          return TickerDataTable.GetBestPerformingTickers(this.selectionRule.GroupID, 
!                                                         this.selectionRule.FirstQuoteDate,
!                                                         this.selectionRule.LastQuoteDate,
!                                                         this.selectionRule.MaxNumOfReturnedTickers);    
!        }
  
!        else
!        return new DataTable();
!        //this line should never be reached!!
      }
      
      public void SelectAllTickers()
      {
--- 33,184 ----
    /// </summary>
    /// <remarks>
!   /// Selection depends on the parameters used in the construction of a new TickerSelector object
    /// </remarks>
    public class TickerSelector : ITickerSelector
    {
      private DataTable setOfTickersToBeSelected = null;
!     private SelectionType typeOfSelection;
!     private string groupID = "";
!     private DateTime firstQuoteDate = QuantProject.ADT.ConstantsProvider.InitialDateTimeForDownload;
!     private DateTime lastQuoteDate = DateTime.Now;
!     private long maxNumOfReturnedTickers = 0;
!     private bool isOrderedInASCMode; 
      
!     #region properties
!     /// <summary>
!     /// It gets the GroupID from which tickers have to be selected
!     /// </summary>
!     public string GroupID
!     {
!       get{return this.groupID;}
!     }
!     /// <summary>
!     /// It gets the first date of selection for the quotes
!     /// </summary>
!     public DateTime FirstQuoteDate
!     {
!       get{return this.firstQuoteDate;}
!     }
!     /// <summary>
!     /// It gets the last date of selection for the quotes
!     /// </summary>
!     public DateTime LastQuoteDate
!     {
!       get{return this.lastQuoteDate;}
!     }   
!     
!     /// <summary>
!     /// It gets the max number of tickers to be returned
!     /// </summary>
!     public long MaxNumOfReturnedTickers
!     {
!       get{return this.maxNumOfReturnedTickers;}
!     }
!     /// <summary>
!     /// It gets the type of selection provided by the Ticker Selector
!     /// </summary>
!     public SelectionType TypeOfSelection
!     {
!       get{return this.typeOfSelection;}
!     }
! 
!     /// <summary>
!     /// It gets / sets the order type for the ticker selector
!     /// </summary>
!     public bool IsOrderedInASCMode
!     {
!       get{return this.isOrderedInASCMode;}
!       set{this.isOrderedInASCMode = value;}
!     }
!     
!     #endregion
! 
!     public TickerSelector(DataTable setOfTickersToBeSelected, SelectionType typeOfSelection,
!                           bool orderInASCmode,
!                           string groupID,
!                           DateTime firstQuoteDate,
!                           DateTime lastQuoteDate,
!                           long maxNumOfReturnedTickers)
      {
        this.setOfTickersToBeSelected = setOfTickersToBeSelected;
!       this.commonInitialization(typeOfSelection, orderInASCmode, groupID, firstQuoteDate,lastQuoteDate,maxNumOfReturnedTickers);
      }
      
!     public TickerSelector(SelectionType typeOfSelection,
!                           bool orderInASCmode,
!                           string groupID,
!                           DateTime firstQuoteDate,
!                           DateTime lastQuoteDate,
!                           long maxNumOfReturnedTickers)
      {
!       this.commonInitialization(typeOfSelection, orderInASCmode, groupID, firstQuoteDate,lastQuoteDate,maxNumOfReturnedTickers);
      }
      
+     private void commonInitialization(SelectionType typeOfSelection,
+                                       bool orderInASCmode,
+                                       string groupID,
+                                       DateTime firstQuoteDate,
+                                       DateTime lastQuoteDate,
+                                       long maxNumOfReturnedTickers)
+     {
+       this.typeOfSelection = typeOfSelection;
+       this.isOrderedInASCMode = orderInASCmode;
+       this.groupID = groupID;
+       this.firstQuoteDate = firstQuoteDate;
+       this.lastQuoteDate = lastQuoteDate;
+       this.maxNumOfReturnedTickers = maxNumOfReturnedTickers;
+     }    
+   
+ 
      //implementation of ITickerSelector
      public DataTable GetTableOfSelectedTickers()
      {
!       switch (this.typeOfSelection)
!       {
!         case SelectionType.Liquidity:
!           return this.getTickersByLiquidity();
!         case SelectionType.Performance:
!           return this.getTickersByPerformance();
!         //this line should never be reached!
!         default:
!           return new DataTable();
!       }
!        
!     }
!     
!     private DataTable getTickersByLiquidity()
!     {
!       if(this.setOfTickersToBeSelected == null)
!         return QuantProject.DataAccess.Tables.Quotes.GetTickersByLiquidity(this.isOrderedInASCMode,
!                                                                         this.groupID,
!                                                                         this.firstQuoteDate,
!                                                                         this.lastQuoteDate,
!                                                                         this.maxNumOfReturnedTickers);        
  
!       else
!         return QuantProject.Data.DataTables.Quotes.GetTickersByLiquidity(this.isOrderedInASCMode,
!                                                                         this.setOfTickersToBeSelected, 
!                                                                         this.firstQuoteDate,
!                                                                         this.lastQuoteDate,
!                                                                         this.maxNumOfReturnedTickers);
      }
      
+     private DataTable getTickersByPerformance()
+     {
+       if(this.setOfTickersToBeSelected == null)
+          return TickerDataTable.GetTickersByPerformance(this.isOrderedInASCMode,
+                                                         this.groupID, 
+                                                         this.firstQuoteDate,
+                                                         this.lastQuoteDate,
+                                                         this.maxNumOfReturnedTickers);
+       else
+         return TickerDataTable.GetTickersByPerformance(this.isOrderedInASCMode,
+                                                         this.setOfTickersToBeSelected,
+                                                         this.firstQuoteDate,
+                                                         this.lastQuoteDate,
+                                                         this.maxNumOfReturnedTickers);
+       
+     }
+ 
      public void SelectAllTickers()
      {
***************
*** 96,106 ****
  	  /// </summary>
  	  /// <param name="dataGrid">The data grid from which the user has selected tickers</param>
-     
-     
      public static DataTable GetTableOfManuallySelectedTickers(DataGrid dataGrid)
      {
        DataTable dataTableOfDataGrid = (DataTable)dataGrid.DataSource;
!       DataTable tableOfSelectedTickers = new DataTable();
!       TickerDataTable.AddColumnsOfTickerTable(tableOfSelectedTickers);
        int indexOfRow = 0;
        while(indexOfRow != dataTableOfDataGrid.Rows.Count)
--- 191,198 ----
  	  /// </summary>
  	  /// <param name="dataGrid">The data grid from which the user has selected tickers</param>
      public static DataTable GetTableOfManuallySelectedTickers(DataGrid dataGrid)
      {
        DataTable dataTableOfDataGrid = (DataTable)dataGrid.DataSource;
!       DataTable tableOfSelectedTickers = dataTableOfDataGrid.Clone();
        int indexOfRow = 0;
        while(indexOfRow != dataTableOfDataGrid.Rows.Count)
***************
*** 108,118 ****
          if(dataGrid.IsSelected(indexOfRow))
          {
!           DataRow dataRow = tableOfSelectedTickers.NewRow(); 
!           dataRow[0] = dataTableOfDataGrid.Rows[indexOfRow][0];
!           //dataRow["tiTicker"] = dataTableOfDataGrid.Rows[indexOfRow][0];
! 
!           dataRow[1] = dataTableOfDataGrid.Rows[indexOfRow][1];
!           //dataRow["tiCompanyName"] = dataTableOfDataGrid.Rows[indexOfRow][0];
!           tableOfSelectedTickers.Rows.Add(dataRow);
          }
          indexOfRow++;
--- 200,204 ----
          if(dataGrid.IsSelected(indexOfRow))
          {
!           tableOfSelectedTickers.ImportRow(dataTableOfDataGrid.Rows[indexOfRow]);
          }
          indexOfRow++;

[Quantproject-developers] QuantProject/b2_DataAccess/Tables Quotes.cs,1.13,1.14 Tickers_tickerGroups.cs,1.2,1.3

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

Update of /cvsroot/quantproject/QuantProject/b2_DataAccess/Tables
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv4857/b2_DataAccess/Tables

Modified Files:
	Quotes.cs Tickers_tickerGroups.cs 
Log Message:
New methods to:
- ExtendedDataTable class;
- Quotes and Tickers_tickerGroups in DataAccess layer;
- Quotes and TickerDataTable in Data layer

Index: Quotes.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b2_DataAccess/Tables/Quotes.cs,v
retrieving revision 1.13
retrieving revision 1.14
diff -C2 -d -r1.13 -r1.14
*** Quotes.cs	27 Jun 2004 19:16:15 -0000	1.13
--- Quotes.cs	25 Jul 2004 12:08:53 -0000	1.14
***************
*** 93,96 ****
--- 93,97 ----
      /// <summary>
      /// Returns the adjusted close value for the given ticker at the specified date
+     /// is returned
      /// </summary>
      /// <param name="ticker">ticker for which the adj close has to be returned</param>
***************
*** 103,107 ****
--- 104,144 ----
        return (float)dataTable.Rows[0][0];
      }
+ /* moved now to the quotes object in the data layer, where the names are slightly different
+       
+     /// <summary>
+     /// Returns true if a quote is available for the given ticker at the given date
+     /// </summary>
+     /// <param name="ticker">ticker for which the check has to be done</param>
+     /// <param name="date">date of the check</param>
+     /// <returns></returns>
+     public static bool IsQuoteAvailable( string ticker, DateTime date )
+     {
+       DataTable dataTable = SqlExecutor.GetDataTable(
+         "select quAdjustedClose from quotes where quTicker='" + ticker + "' " +
+         "and quDate=" + SQLBuilder.GetDateConstant(date) );
+       string booleanStringValue = "false";
+       if(dataTable.Rows.Count>0)
+         booleanStringValue = "True";
+       return Boolean.Parse(booleanStringValue);
+     }
  
+     public static DateTime GetFollowingValidQuoteDate( string ticker, DateTime date )
+     {
+       if(Quotes.IsQuoteAvailable(ticker, date))
+       {
+         return date;
+       }
+       else return GetFollowingValidQuoteDate(ticker, date.AddDays(1));
+     }
+     
+     public static DateTime GetPrecedingValidQuoteDate( string ticker, DateTime date )
+     {
+       if(Quotes.IsQuoteAvailable(ticker, date))
+       {
+         return date;
+       }
+       else return GetPrecedingValidQuoteDate(ticker, date.Subtract(new TimeSpan(1,0,0)));
+     }
+ */
      /// <summary>
      /// It provides updating the database for each closeToCloseRatio contained in the given table
***************
*** 352,356 ****
      /// </summary>
  
!     public static DataTable GetMostLiquidTickers( string groupID,
                                                    DateTime firstQuoteDate,
                                                    DateTime lastQuoteDate,
--- 389,393 ----
      /// </summary>
  
!     public static DataTable GetTickersByLiquidity( bool orderInASCMode, string groupID,
                                                    DateTime firstQuoteDate,
                                                    DateTime lastQuoteDate,
***************
*** 367,409 ****
                      SQLBuilder.GetDateConstant(lastQuoteDate) + 
                      "GROUP BY tickers.tiTicker, tickers.tiCompanyName " +
!                     "ORDER BY Avg([quVolume]*[quAdjustedClose]) DESC";
! 
        return SqlExecutor.GetDataTable( sql );
      }
      /// <summary>
!     /// returns most liquid tickers within the given set of tickers
      /// </summary>
! 
!     public static DataTable GetMostLiquidTickers( DataTable setOfTickers,
!                                                   DateTime firstQuoteDate,
!                                                   DateTime lastQuoteDate,
!                                                   long maxNumOfReturnedTickers)
      {
-       setOfTickers.Columns.Add("IndexOfLiquidity", System.Type.GetType("System.Double"));
-       DataTable getMostLiquidTicker = setOfTickers.Clone(); 
        DataTable dt;
!       foreach(DataRow row in setOfTickers.Rows)
!       {
!         string sql = "SELECT quotes.quTicker, " +
!                     "Avg([quVolume]*[quAdjustedClose]) AS AverageTradedValue " +
!                     "FROM quotes WHERE quTicker ='" + 
!                     (string)row[0] + "' " +
!                     "AND quotes.quDate BETWEEN " + SQLBuilder.GetDateConstant(firstQuoteDate) + 
!                     " AND " + SQLBuilder.GetDateConstant(lastQuoteDate) + 
!                     " GROUP BY quotes.quTicker";
!         dt = SqlExecutor.GetDataTable( sql );
!         row["IndexOfLiquidity"] = (double)dt.Rows[0]["AverageTradedValue"];
!       }
!       DataRow[] orderedRows = setOfTickers.Select("", "IndexOfLiquidity DESC");
!       object[] valuesToAdd = new object[3];
!       for(long i = 0;i<maxNumOfReturnedTickers && i<setOfTickers.Rows.Count;i++)
!       {
!         valuesToAdd[0]=orderedRows[i][0];
!         valuesToAdd[1]=orderedRows[i][1];
!         valuesToAdd[2]=orderedRows[i][2];
!         getMostLiquidTicker.Rows.Add(valuesToAdd);
!       }
!       return getMostLiquidTicker;
!     }
  
  		#region GetHashValue
--- 404,437 ----
                      SQLBuilder.GetDateConstant(lastQuoteDate) + 
                      "GROUP BY tickers.tiTicker, tickers.tiCompanyName " +
!                     "ORDER BY Avg([quVolume]*[quAdjustedClose])";
!       string sortDirection = " DESC";
!       if(orderInASCMode)
!         sortDirection = " ASC";
!       sql = sql + sortDirection;
        return SqlExecutor.GetDataTable( sql );
      }
+     
      /// <summary>
!     /// returns the average traded value for the given ticker in the specified interval
      /// </summary>
!     public static double GetAverageTradedValue( string ticker,
!                                                 DateTime firstQuoteDate,
!                                                 DateTime lastQuoteDate)
!                                                 
      {
        DataTable dt;
!       string sql = "SELECT quotes.quTicker, " +
!           "Avg([quVolume]*[quAdjustedClose]) AS AverageTradedValue " +
!           "FROM quotes WHERE quTicker ='" + 
!           ticker + "' " +
!           "AND quotes.quDate BETWEEN " + SQLBuilder.GetDateConstant(firstQuoteDate) + 
!           " AND " + SQLBuilder.GetDateConstant(lastQuoteDate) + 
!           " GROUP BY quotes.quTicker";
!       dt = SqlExecutor.GetDataTable( sql );
!       if(dt.Rows.Count==0)
!         return 0;
!       else
!         return (double)dt.Rows[0]["AverageTradedValue"];
!      }
  
  		#region GetHashValue
***************
*** 501,518 ****
  		/// Returns the quotes for the given instrument , since startDate to endDate
  		/// </summary>
! 		/// <param name="ticker"></param>
  		/// <param name="startDate"></param>
  		/// <param name="endDate"></param>
  		/// <returns></returns>
! 		public static void SetDataTable( string ticker , DateTime startDate , DateTime endDate ,
  			DataTable dataTable)
  		{
! 			string sql =
! 				"select * from quotes " +
! 				"where " + Quotes.TickerFieldName + "='" + ticker + "' " +
!         "and " + Quotes.Date + ">=" + SQLBuilder.GetDateConstant( startDate ) + " " +
!         "and " + Quotes.Date + "<=" + SQLBuilder.GetDateConstant( endDate ) + " " +
! 				"order by " + Quotes.Date;
! 			SqlExecutor.SetDataTable( sql , dataTable );
  		}
  
--- 529,555 ----
  		/// Returns the quotes for the given instrument , since startDate to endDate
  		/// </summary>
! 		/// <param name="tickerOrGroupID">The symbol of a ticker or the groupID corresponding to a specific set of tickers</param>
  		/// <param name="startDate"></param>
  		/// <param name="endDate"></param>
  		/// <returns></returns>
! 		public static void SetDataTable( string tickerOrGroupID , DateTime startDate , DateTime endDate ,
  			DataTable dataTable)
  		{
! 			string sql;
!       if(Tickers_tickerGroups.HasTickers(tickerOrGroupID))
! 			  sql =	"select * from quotes INNER JOIN tickers_tickerGroups ON " +
!               "quotes." + Quotes.TickerFieldName + "=tickers_tickerGroups." + Tickers_tickerGroups.Ticker + " " +
! 				      "where " + Tickers_tickerGroups.GroupID + "='" + tickerOrGroupID + "' " +
!               "and " + Quotes.Date + ">=" + SQLBuilder.GetDateConstant( startDate ) + " " +
!               "and " + Quotes.Date + "<=" + SQLBuilder.GetDateConstant( endDate ) + " " +
! 				      "order by " + Quotes.Date;
!       else
!         sql =	"select * from quotes " +
!               "where " + Quotes.TickerFieldName + "='" + tickerOrGroupID + "' " +
!               "and " + Quotes.Date + ">=" + SQLBuilder.GetDateConstant( startDate ) + " " +
!               "and " + Quotes.Date + "<=" + SQLBuilder.GetDateConstant( endDate ) + " " +
!               "order by " + Quotes.Date;
! 			
!       SqlExecutor.SetDataTable( sql , dataTable );
  		}
  

Index: Tickers_tickerGroups.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b2_DataAccess/Tables/Tickers_tickerGroups.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** Tickers_tickerGroups.cs	27 Jun 2004 19:20:30 -0000	1.2
--- Tickers_tickerGroups.cs	25 Jul 2004 12:08:53 -0000	1.3
***************
*** 92,95 ****
--- 92,107 ----
      }
  
+     /// <summary>
+     /// It returns true if some tickers are grouped in the given groupID
+     /// </summary>
+     public static bool HasTickers( string groupID)
+     {
+       /// TO DO use a join in order to return a table with tiTicker and company name  
+       DataTable tickers = SqlExecutor.GetDataTable("SELECT " + Tickers_tickerGroups.Ticker + " FROM tickers_tickerGroups " +
+         "WHERE " + Tickers_tickerGroups.GroupID + "='" +
+         groupID + "'");
+       return tickers.Rows.Count > 0;
+     }
+ 
     
    }

[Quantproject-developers] QuantProject/b3_Data/DataTables Quotes.cs,1.3,1.4 TickerDataTable.cs,1.2,1.3

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

Update of /cvsroot/quantproject/QuantProject/b3_Data/DataTables
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv4857/b3_Data/DataTables

Modified Files:
	Quotes.cs TickerDataTable.cs 
Log Message:
New methods to:
- ExtendedDataTable class;
- Quotes and Tickers_tickerGroups in DataAccess layer;
- Quotes and TickerDataTable in Data layer

Index: Quotes.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/DataTables/Quotes.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** Quotes.cs	27 May 2004 16:45:38 -0000	1.3
--- Quotes.cs	25 Jul 2004 12:08:53 -0000	1.4
***************
*** 25,28 ****
--- 25,52 ----
  		public static string AdjustedCloseToCloseRatio = "quAdjustedCloseToCloseRatio";
  
+     /// <summary>
+     /// returns most liquid tickers within the given set of tickers
+     /// </summary>
+ 
+     public static DataTable GetTickersByLiquidity( bool orderByASC,
+                                                   DataTable setOfTickers,
+                                                   DateTime firstQuoteDate,
+                                                   DateTime lastQuoteDate,
+                                                   long maxNumOfReturnedTickers)
+     {
+       if(!setOfTickers.Columns.Contains("AverageTradedValue"))
+         setOfTickers.Columns.Add("AverageTradedValue", System.Type.GetType("System.Double"));
+       foreach(DataRow row in setOfTickers.Rows)
+       {
+         row["AverageTradedValue"] = 
+             QuantProject.DataAccess.Tables.Quotes.GetAverageTradedValue((string)row[0],
+                                                                         firstQuoteDate,
+                                                                         lastQuoteDate);
+       }
+       DataTable getMostLiquidTicker = ExtendedDataTable.CopyAndSort(setOfTickers,"AverageTradedValue", orderByASC);
+       ExtendedDataTable.DeleteRows(getMostLiquidTicker, maxNumOfReturnedTickers);
+       return getMostLiquidTicker;
+     }
+ 
  		private History history;
  
***************
*** 36,43 ****
--- 60,93 ----
  		}
  
+     /// <summary>
+     /// Gets the date of the first quote contained into the Quotes object
+     /// </summary>
+     /// <returns></returns>
+     public DateTime StartDate
+     {
+       get{ return ((DateTime)this.Rows[ 0 ][ Quotes.Date ]); }
+     }
+     /// <summary>
+     /// Gets the date of the last quote contained into the Quotes object
+     /// </summary>
+     /// <returns></returns>
+     public DateTime EndDate
+     {
+       get{ return ((DateTime)this.Rows[ this.Rows.Count - 1 ][ Quotes.Date ]); }
+     }
+      
+     private void setPrimaryKeys()
+     {
+       DataColumn[] columnPrimaryKeys = new DataColumn[1];
+       columnPrimaryKeys[0] = this.Columns[Quotes.Date];
+       this.PrimaryKey = columnPrimaryKeys;
+     }
+     
+ 
  		private void fillDataTable( string ticker , DateTime startDate , DateTime endDate )
  		{
  			QuantProject.DataAccess.Tables.Quotes.SetDataTable( 
  				ticker , startDate , endDate , this );
+       this.setPrimaryKeys(); 
  		}
  		public Quotes( string ticker , DateTime startDate , DateTime endDate )
***************
*** 158,165 ****
  			setHistory();
  			return (DateTime) history.GetKey( Math.Max( 0 ,
! 				history.IndexOfKeyOrPrevious( quoteDate ) -
  				followingDays ) );
  		}
      
  
  //		public DateTime GetPrecedingDate( DateTime quoteDate , int precedingDays )
--- 208,299 ----
  			setHistory();
  			return (DateTime) history.GetKey( Math.Max( 0 ,
! 				history.IndexOfKeyOrPrevious( quoteDate ) +
  				followingDays ) );
  		}
      
+     /// <summary>
+     /// Returns true if a quote is available at the given date
+     /// </summary>
+     /// <param name="date">date</param>
+     /// <returns></returns>
+     public bool HasDate( DateTime date )
+     {
+       /*alternative code, but primary keys need to be set first
+       bool hasDate;
+       hasDate = this.Rows.Contains(date.Date);
+       return hasDate;*/
+       setHistory();
+       return this.history.ContainsKey(date.Date);
+     }
+     /// <summary>
+     /// If the ticker has a quote at the given date, then it returns the given date,
+     /// else it returns the immediate following date at which a quote is available
+     /// </summary>
+     /// <param name="date">date</param>
+     /// <returns></returns>
+     public DateTime GetQuoteDateOrFollowing(DateTime date )
+     {
+       if(this.HasDate(date))
+       {
+         return date;
+       }
+       else
+       {
+         return GetQuoteDateOrFollowing(date.AddDays(1));
+       }
+     }
+     /// <summary>
+     /// If the ticker has a quote at the given date, then it returns the given date,
+     /// else it returns the immediate preceding date at which a quote is available
+     /// </summary>
+     /// <param name="date">date</param>
+     /// <returns></returns>
+     public DateTime GetQuoteDateOrPreceding( DateTime date )
+     {
+       if(this.HasDate(date))
+       {
+         return date;
+       }
+       else
+       {
+         return GetQuoteDateOrPreceding(date.AddDays(-1));
+       }
+     }
+ 
+     /// <summary>
+     /// If the ticker has a quote at the given date, then it returns the given date,
+     /// else it returns the first valid following date at which a quote is available
+     /// (or the first valid preceding date, in case date is >= the last available quote) 
+     /// </summary>
+     /// <param name="date">date</param>
+     /// <returns></returns>
+     public DateTime GetFirstValidQuoteDate(DateTime date)
+     {
+       DateTime startDate =  this.StartDate;
+       DateTime endDate = this.EndDate;
+       if(date<startDate || (date>=startDate && date<=endDate))
+       {
+         return this.GetQuoteDateOrFollowing(date);
+       }
+       else
+       {
+         return this.GetQuoteDateOrPreceding(date);
+       }
+     }
+ 
+     /// <summary>
+     /// Gets the adjusted close at the given date
+     /// </summary>
+     /// <returns></returns>
+     public float GetAdjustedClose(DateTime date )
+     {
+       object[] keys = new object[1];
+       keys[0] = date.Date;
+       DataRow foundRow = this.Rows.Find(keys);
+       if(foundRow==null)
+         throw new Exception("No quote for such a date!");
+       return (float)foundRow[Quotes.AdjustedClose]; 
+     }
+ 
  
  //		public DateTime GetPrecedingDate( DateTime quoteDate , int precedingDays )
***************
*** 173,174 ****
--- 307,309 ----
  	}
  }
+ 

Index: TickerDataTable.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/DataTables/TickerDataTable.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** TickerDataTable.cs	27 Jun 2004 19:20:31 -0000	1.2
--- TickerDataTable.cs	25 Jul 2004 12:08:53 -0000	1.3
***************
*** 59,63 ****
      }
      
!     public static DataTable GetBestPerformingTickers(string groupID,
                                                        DateTime firstQuoteDate,
                                                        DateTime lastQuoteDate,
--- 59,63 ----
      }
      
!     public static DataTable GetTickersByPerformance(bool orderByASC, string groupID,
                                                        DateTime firstQuoteDate,
                                                        DateTime lastQuoteDate,
***************
*** 65,95 ****
      {
        DataTable groupOfTicker = Tickers_tickerGroups.GetTickers(groupID);
!       //TO DO change to a structure compatible with TickerDataTable
!       groupOfTicker.Columns.Add("SimpleReturn", System.Type.GetType("System.Double"));
!       try
        {
!         double firstQuote, lastQuote;
!         foreach(DataRow row in groupOfTicker.Rows)
          {
!           firstQuote = QuantProject.DataAccess.Tables.Quotes.GetAdjustedClose((string)row[0],
!                                                                               firstQuoteDate);
!           lastQuote = QuantProject.DataAccess.Tables.Quotes.GetAdjustedClose((string)row[0],
!                                                                               lastQuoteDate);
            row["SimpleReturn"] = (lastQuote - firstQuote) / firstQuote;
          }
- 
        }
!       catch(Exception ex)
!       {
!         System.Windows.Forms.MessageBox.Show(ex.ToString());
!       }
!       ExtendedDataTable.Sort(groupOfTicker, "SimpleReturn");
        ExtendedDataTable.DeleteRows(groupOfTicker, maxNumOfReturnedTickers);
        return groupOfTicker;              
        
      }
  
  
! 
    }
  }
--- 65,132 ----
      {
        DataTable groupOfTicker = Tickers_tickerGroups.GetTickers(groupID);
!       //also possible, but slower:
!       //return TickerDataTable.GetBestPerformingTickers(orderByASC, groupOfTicker, firstQuoteDate,
!       //                                                lastQuoteDate, maxNumOfReturnedTickers);
! 
!       TickerDataTable.addColumnsForPerformanceAnalysis(groupOfTicker);
!       DateTime firstAvailableQuoteDate, lastAvailableQuoteDate;
!       double firstQuote, lastQuote;
!       QuantProject.Data.DataTables.GroupQuotes tickerQuotes = 
!                                 new QuantProject.Data.DataTables.GroupQuotes(
!                                           groupID, new DateTime(1980,1,1), DateTime.Now);
!       foreach(DataRow row in groupOfTicker.Rows)
        {
!         if(tickerQuotes.GetNumberOfQuotes((string)row[0])>0)
          {
!           firstAvailableQuoteDate = tickerQuotes.GetFirstValidQuoteDate((string)row[0], firstQuoteDate);
!           lastAvailableQuoteDate =  tickerQuotes.GetFirstValidQuoteDate((string)row[0], lastQuoteDate);
!           firstQuote = tickerQuotes.GetAdjustedClose((string)row[0],firstAvailableQuoteDate);
!           lastQuote = tickerQuotes.GetAdjustedClose((string)row[0],lastAvailableQuoteDate);
            row["SimpleReturn"] = (lastQuote - firstQuote) / firstQuote;
+           row["PeriodForSimpleReturn"] = "From " + firstAvailableQuoteDate.ToShortDateString() + " to " + lastAvailableQuoteDate.ToShortDateString();
          }
        }
!       ExtendedDataTable.Sort(groupOfTicker, "SimpleReturn", orderByASC);
        ExtendedDataTable.DeleteRows(groupOfTicker, maxNumOfReturnedTickers);
        return groupOfTicker;              
        
      }
+     
+     public static DataTable GetTickersByPerformance(bool orderByASC, DataTable setOfTickers,
+                                                     DateTime firstQuoteDate,
+                                                     DateTime lastQuoteDate,
+                                                     long maxNumOfReturnedTickers)
+     {
+       TickerDataTable.addColumnsForPerformanceAnalysis(setOfTickers);
+       DateTime firstAvailableQuoteDate, lastAvailableQuoteDate;
+       double firstQuote, lastQuote;
+       foreach(DataRow row in setOfTickers.Rows)
+       {
+         if(QuantProject.DataAccess.Tables.Quotes.GetNumberOfQuotes((string)row[0]) > 0)
+         {
+           QuantProject.Data.DataTables.Quotes quotesOfCurrentTicker =
+                               new QuantProject.Data.DataTables.Quotes((string)row[0]);
+           firstAvailableQuoteDate = quotesOfCurrentTicker.GetFirstValidQuoteDate(firstQuoteDate);
+           lastAvailableQuoteDate =  quotesOfCurrentTicker.GetFirstValidQuoteDate(lastQuoteDate);
+           firstQuote = quotesOfCurrentTicker.GetAdjustedClose(firstAvailableQuoteDate);
+           lastQuote = quotesOfCurrentTicker.GetAdjustedClose(lastAvailableQuoteDate);
+           row["SimpleReturn"] = (lastQuote - firstQuote) / firstQuote;
+           row["PeriodForSimpleReturn"] = "From " + firstAvailableQuoteDate.ToShortDateString() + " to " + lastAvailableQuoteDate.ToShortDateString();
+         }
+       }
+       ExtendedDataTable.Sort(setOfTickers, "SimpleReturn", orderByASC);
+       ExtendedDataTable.DeleteRows(setOfTickers, maxNumOfReturnedTickers);
+       return setOfTickers;              
+     }
  
+     private static void addColumnsForPerformanceAnalysis(DataTable tableToAnalyze)
+     {
+       if(!tableToAnalyze.Columns.Contains("SimpleReturn"))
+         tableToAnalyze.Columns.Add("SimpleReturn", System.Type.GetType("System.Double"));
+       if(!tableToAnalyze.Columns.Contains("PeriodForSimpleReturn"))
+         tableToAnalyze.Columns.Add("PeriodForSimpleReturn", System.Type.GetType("System.String"));
+     }
  
!     
    }
  }

[Quantproject-developers] QuantProject/b1_ADT ExtendedDataTable.cs,1.2,1.3

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

Update of /cvsroot/quantproject/QuantProject/b1_ADT
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv4857/b1_ADT

Modified Files:
	ExtendedDataTable.cs 
Log Message:
New methods to:
- ExtendedDataTable class;
- Quotes and Tickers_tickerGroups in DataAccess layer;
- Quotes and TickerDataTable in Data layer

Index: ExtendedDataTable.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b1_ADT/ExtendedDataTable.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** ExtendedDataTable.cs	27 Jun 2004 19:15:02 -0000	1.2
--- ExtendedDataTable.cs	25 Jul 2004 12:08:52 -0000	1.3
***************
*** 19,49 ****
      /// Sort the given DataTable by the specified field, in a DESC mode
      /// </summary>
!     
!     public static void Sort(DataTable tableToSort, string sortingFieldName)
      {
        DataTable copyOfTableToSort = tableToSort.Copy();
!       DataRow[] orderedRows = copyOfTableToSort.Select("", sortingFieldName + " DESC");
!       int numRows = tableToSort.Rows.Count;
!       int numColumns = tableToSort.Columns.Count;
!       object[] valuesToAdd = new object[numColumns];
        tableToSort.Rows.Clear();
!       for(int i = 0;i<numRows;i++)
        {
!         for(int j = 0;j<numColumns;j++)
!         {
!           valuesToAdd[j]=orderedRows[i][j];
!         }
!         tableToSort.Rows.Add(valuesToAdd);
        }
-       tableToSort.AcceptChanges();
-       
      }
!     public static void DeleteRows(DataTable tableWithRowsToDelete, long indexOfRowFromWhichDeletionHasToBeDone)
      {
!       for(long i = indexOfRowFromWhichDeletionHasToBeDone;i<tableWithRowsToDelete.Rows.Count;i++)
        {
!         tableWithRowsToDelete.Rows.RemoveAt((int)i);
        }
-       tableWithRowsToDelete.AcceptChanges();
      }
  
--- 19,59 ----
      /// Sort the given DataTable by the specified field, in a DESC mode
      /// </summary>
!     public static void Sort(DataTable tableToSort, string sortingFieldName, bool sortByASC)
      {
        DataTable copyOfTableToSort = tableToSort.Copy();
!       string sortDirection = " DESC";
!       if(sortByASC)
!         sortDirection = " ASC";
!       DataRow[] orderedRows = copyOfTableToSort.Select("", sortingFieldName + sortDirection);
        tableToSort.Rows.Clear();
!       for(int i = 0;i<orderedRows.Length;i++)
        {
!         tableToSort.ImportRow(orderedRows[i]);
        }
      }
!     
!     /// <summary>
!     /// Copy the given DataTable into another DataTable, sorting by the specified field, in a DESC mode
!     /// </summary>
!     public static DataTable CopyAndSort(DataTable tableToCopyAndSort, string sortingFieldName, bool sortByASC)
      {
!       DataTable copyOfTableToCopyAndSort = tableToCopyAndSort.Clone();
!       string sortDirection = " DESC";
!       if(sortByASC)
!          sortDirection = " ASC";
!       DataRow[] orderedRows = tableToCopyAndSort.Select("", sortingFieldName + sortDirection);
!       for(int i = 0;i<orderedRows.Length;i++)
        {
!         copyOfTableToCopyAndSort.ImportRow(orderedRows[i]);
!       }
!       return copyOfTableToCopyAndSort;
!     }
!     
!     public static void DeleteRows(DataTable table, long fromIndex)
!     {
!       for(long i = table.Rows.Count - 1;i>=fromIndex; i=table.Rows.Count-1)
!       {
!         table.Rows.RemoveAt((int)i);
        }
      }
  

[Quantproject-developers] QuantProject/b3_Data b3_Data.csproj,1.6,1.7

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

Update of /cvsroot/quantproject/QuantProject/b3_Data
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv4129/b3_Data

Modified Files:
	b3_Data.csproj 
Log Message:
Added GroupQuotes to the project and removed SelectionRule class.

Index: b3_Data.csproj
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/b3_Data.csproj,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** b3_Data.csproj	7 Jul 2004 20:23:13 -0000	1.6
--- b3_Data.csproj	25 Jul 2004 12:04:05 -0000	1.7
***************
*** 142,145 ****
--- 142,150 ----
                  />
                  <File
+                     RelPath = "DataTables\GroupQuotes.cs"
+                     SubType = "Component"
+                     BuildAction = "Compile"
+                 />
+                 <File
                      RelPath = "DataTables\Quotes.cs"
                      SubType = "Component"
***************
*** 187,195 ****
                  />
                  <File
-                     RelPath = "Selectors\SelectionRule.cs"
-                     SubType = "Code"
-                     BuildAction = "Compile"
-                 />
-                 <File
                      RelPath = "Selectors\SelectionType.cs"
                      SubType = "Code"
--- 192,195 ----

[Quantproject-developers] QuantProject/b5_Presentation b5_Presentation.csproj,1.4,1.5

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

Update of /cvsroot/quantproject/QuantProject/b5_Presentation
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv4129/b5_Presentation

Modified Files:
	b5_Presentation.csproj 
Log Message:
Added GroupQuotes to the project and removed SelectionRule class.

Index: b5_Presentation.csproj
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b5_Presentation/b5_Presentation.csproj,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** b5_Presentation.csproj	7 Jul 2004 20:24:48 -0000	1.4
--- b5_Presentation.csproj	25 Jul 2004 12:04:05 -0000	1.5
***************
*** 120,124 ****
                      Name = "scpl"
                      AssemblyName = "scpl"
!                     HintPath = "..\b91_QuantProject\bin\Debug\scpl.dll"
                  />
              </References>
--- 120,124 ----
                      Name = "scpl"
                      AssemblyName = "scpl"
!                     HintPath = "..\..\lib\scpl.dll"
                  />
              </References>