quantproject-developers

[Quantproject-developers] QuantDownloader/Downloader/QuotesEditor ValidationTabPage.cs,1.2,1.3

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader/QuotesEditor
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv9205/Downloader/QuotesEditor

Modified Files:
	ValidationTabPage.cs 
Log Message:
Now the ConstantsProvider is used to provide the SuspiciousRatio constant

Index: ValidationTabPage.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/QuotesEditor/ValidationTabPage.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** ValidationTabPage.cs	26 Apr 2004 15:48:04 -0000	1.2
--- ValidationTabPage.cs	8 May 2004 17:30:55 -0000	1.3
***************
*** 1,5 ****
  using System;
  using System.Windows.Forms;
- using QuantProject.Applications.Downloader.Validate;
  using QuantProject.Business.Validation;
  
--- 1,4 ----
***************
*** 36,40 ****
        base.OnEnter( e );
        this.validateDataTable.Rows.Clear();
!       this.validateDataTable.AddRows( this.ticker , this.suspiciousRatio );
      }
  	}
--- 35,39 ----
        base.OnEnter( e );
        this.validateDataTable.Rows.Clear();
!       this.validateDataTable.AddRows( ((QuotesEditor)this.FindForm()).Ticker );
      }
  	}

[Quantproject-developers] QuantDownloader/Downloader/Validate ValidateDataGrid.cs,1.5,1.6

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader/Validate
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv9205/Downloader/Validate

Modified Files:
	ValidateDataGrid.cs 
Log Message:
Now the ConstantsProvider is used to provide the SuspiciousRatio constant

Index: ValidateDataGrid.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/Validate/ValidateDataGrid.cs,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** ValidateDataGrid.cs	26 Apr 2004 15:48:05 -0000	1.5
--- ValidateDataGrid.cs	8 May 2004 17:30:54 -0000	1.6
***************
*** 21,25 ****
        this.validateDataTable = new ValidateDataTable();
        this.DataSource = validateDataTable;
!       validateDataTable.AddRows( tickerIsLike , Convert.ToDouble( suspiciousRatio ) );
        return this.validateDataTable;
      }
--- 21,25 ----
        this.validateDataTable = new ValidateDataTable();
        this.DataSource = validateDataTable;
!       validateDataTable.AddRows( tickerIsLike );
        return this.validateDataTable;
      }
***************
*** 31,35 ****
  //        // styles have not been defined yet
  //        validate_setTableStyle();
!       validateDataTable.AddRows(Convert.ToDouble( suspiciousRatio ) );
        return this.validateDataTable;
      }
--- 31,35 ----
  //        // styles have not been defined yet
  //        validate_setTableStyle();
!       validateDataTable.AddRows( "pippo" );
        return this.validateDataTable;
      }

[Quantproject-developers] QuantDownloader/Downloader/QuotesEditor/RangeToRange RangeToRangeDataGrid.cs,1.3,1.4

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader/QuotesEditor/RangeToRange
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv8921/Downloader/QuotesEditor/RangeToRange

Modified Files:
	RangeToRangeDataGrid.cs 
Log Message:
The namespace QuantProject.Applications.Downloader.Validate
is not used anymore

Index: RangeToRangeDataGrid.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/QuotesEditor/RangeToRange/RangeToRangeDataGrid.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** RangeToRangeDataGrid.cs	26 Apr 2004 15:48:04 -0000	1.3
--- RangeToRangeDataGrid.cs	8 May 2004 17:29:38 -0000	1.4
***************
*** 1,4 ****
  using System;
- using QuantProject.Applications.Downloader.Validate;
  using QuantProject.Business.Validation;
  using QuantProject.DataAccess.Tables;
--- 1,3 ----

[Quantproject-developers] QuantDownloader/Downloader/QuotesEditor ValidationTabControl.cs,1.1,1.2 VisualValidationDataGrid.cs,1.3,1.4

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader/QuotesEditor
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv8713/Downloader/QuotesEditor

Modified Files:
	ValidationTabControl.cs VisualValidationDataGrid.cs 
Log Message:
The namespace QuantProject.Applications.Downloader.Validate
is not used anymore

Index: ValidationTabControl.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/QuotesEditor/ValidationTabControl.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** ValidationTabControl.cs	21 Mar 2004 16:51:23 -0000	1.1
--- ValidationTabControl.cs	8 May 2004 17:28:17 -0000	1.2
***************
*** 1,5 ****
  using System;
  using System.Windows.Forms;
! using QuantProject.Applications.Downloader.Validate;
  
  namespace QuantProject.Applications.Downloader
--- 1,5 ----
  using System;
  using System.Windows.Forms;
! using QuantProject.Business.Validation;
  
  namespace QuantProject.Applications.Downloader

Index: VisualValidationDataGrid.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/QuotesEditor/VisualValidationDataGrid.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** VisualValidationDataGrid.cs	26 Apr 2004 15:48:04 -0000	1.3
--- VisualValidationDataGrid.cs	8 May 2004 17:28:17 -0000	1.4
***************
*** 24,28 ****
  using System.Data;
  using System.Windows.Forms;
- using QuantProject.Applications.Downloader.Validate;
  using QuantProject.Business.Validation;
  using QuantProject.DataAccess.Tables;
--- 24,27 ----

[Quantproject-developers] QuantDownloader/Downloader/QuotesEditor/OHLC OHLCdataGrid.cs,1.4,1.5 OHLCtabPage.cs,1.1,1.2 OHLCuserControl.cs,1.3,1.4

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader/QuotesEditor/OHLC
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv8314/Downloader/QuotesEditor/OHLC

Modified Files:
	OHLCdataGrid.cs OHLCtabPage.cs OHLCuserControl.cs 
Log Message:
The namespace QuantProject.Applications.Downloader.Validate
is not used anymore

Index: OHLCtabPage.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/QuotesEditor/OHLC/OHLCtabPage.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** OHLCtabPage.cs	21 Mar 2004 16:58:40 -0000	1.1
--- OHLCtabPage.cs	8 May 2004 17:26:04 -0000	1.2
***************
*** 3,7 ****
  using System.Drawing;
  using System.Windows.Forms;
! using QuantProject.Applications.Downloader.Validate;
  
  namespace QuantProject.Applications.Downloader
--- 3,7 ----
  using System.Drawing;
  using System.Windows.Forms;
! using QuantProject.Business.Validation;
  
  namespace QuantProject.Applications.Downloader

Index: OHLCuserControl.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/QuotesEditor/OHLC/OHLCuserControl.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** OHLCuserControl.cs	26 Apr 2004 15:48:04 -0000	1.3
--- OHLCuserControl.cs	8 May 2004 17:26:04 -0000	1.4
***************
*** 27,31 ****
  using System.Data;
  using System.Windows.Forms;
- using QuantProject.Applications.Downloader.Validate;
  using QuantProject.Business.Validation;
  
--- 27,30 ----

Index: OHLCdataGrid.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/QuotesEditor/OHLC/OHLCdataGrid.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** OHLCdataGrid.cs	26 Apr 2004 15:48:04 -0000	1.4
--- OHLCdataGrid.cs	8 May 2004 17:26:04 -0000	1.5
***************
*** 24,28 ****
  using System.Data;
  using System.Windows.Forms;
- using QuantProject.Applications.Downloader.Validate;
  using QuantProject.Business.Validation;
  
--- 24,27 ----

[Quantproject-developers] QuantDownloader/Downloader/QuotesEditor/CloseToClose CloseToCloseTabPage.cs,1.1,1.2

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader/QuotesEditor/CloseToClose
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv8314/Downloader/QuotesEditor/CloseToClose

Modified Files:
	CloseToCloseTabPage.cs 
Log Message:
The namespace QuantProject.Applications.Downloader.Validate
is not used anymore

Index: CloseToCloseTabPage.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/QuotesEditor/CloseToClose/CloseToCloseTabPage.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** CloseToCloseTabPage.cs	21 Mar 2004 16:59:31 -0000	1.1
--- CloseToCloseTabPage.cs	8 May 2004 17:26:03 -0000	1.2
***************
*** 2,6 ****
  using System.Drawing;
  using System.Windows.Forms;
! using QuantProject.Applications.Downloader.Validate;
  
  namespace QuantProject.Applications.Downloader
--- 2,6 ----
  using System.Drawing;
  using System.Windows.Forms;
! using QuantProject.Business.Validation;
  
  namespace QuantProject.Applications.Downloader

[Quantproject-developers] QuantDownloader/Downloader/QuotesEditor/CloseToClose CloseToCloseDataGrid.cs,1.3,1.4

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader/QuotesEditor/CloseToClose
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv8039/Downloader/QuotesEditor/CloseToClose

Modified Files:
	CloseToCloseDataGrid.cs 
Log Message:
The namespace QuantProject.Applications.Downloader.Validate
is not used anymore

Index: CloseToCloseDataGrid.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/QuotesEditor/CloseToClose/CloseToCloseDataGrid.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** CloseToCloseDataGrid.cs	26 Apr 2004 15:48:03 -0000	1.3
--- CloseToCloseDataGrid.cs	8 May 2004 17:24:23 -0000	1.4
***************
*** 25,29 ****
  using System.Windows.Forms;
  using QuantProject.DataAccess.Tables;
- using QuantProject.Applications.Downloader.Validate;
  using QuantProject.Business.Validation;
  
--- 25,28 ----

[Quantproject-developers] QuantProject/b4_Business/a0_Validation Validator.cs,1.1,1.2

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a0_Validation
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv7845/b4_Business/a0_Validation

Modified Files:
	Validator.cs 
Log Message:
The IsValid method has been added

Index: Validator.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a0_Validation/Validator.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** Validator.cs	26 Apr 2004 15:37:59 -0000	1.1
--- Validator.cs	8 May 2004 17:23:03 -0000	1.2
***************
*** 1,6 ****
  using System;
  using System.Data;
  using QuantProject.DataAccess;
- using QuantProject.DataAccess.Tables;
  
  namespace QuantProject.Business.Validation
--- 1,6 ----
  using System;
  using System.Data;
+ using QuantProject.Data.DataTables;
  using QuantProject.DataAccess;
  
  namespace QuantProject.Business.Validation
***************
*** 17,31 ****
  			//
  		}
! 		#region IsValid
! 		private static bool isValid_withoutNewBeguinningQuotes( string ticker , DataTable validatedTicker )
  		{
! 			bool returnValue = ( ( validatedTicker.Rows.Count > 0 ) &&
! 				( (string)validatedTicker.Rows[ 0 ][ ValidatedTickers.HashValue ] ==
! 				ValidatedTickers.GetHashValue( ticker , (DateTime)validatedTicker.Rows[ 0 ][ ValidatedTickers.StartDate ] ,
! 				(DateTime)validatedTicker.Rows[ 0 ][ ValidatedTickers.EndDate ] ) ) );
! 			if ( returnValue )
! 				// the validated period is st qui!!!!
! 				returnValue = returnValue;
! 			return returnValue;
  		}
  		/// <summary>
--- 17,32 ----
  			//
  		}
! 		/// <summary>
! 		/// Validates (if the case) the given ticker from startDate to endDate
! 		/// </summary>
! 		/// <param name="ticker"></param>
! 		/// <param name="startDate"></param>
! 		/// <param name="endDate"></param>
! 		/// <returns>True if and only if the ticker is validated for the given range</returns>
! 		private static bool Validate( string ticker , DateTime startDate , DateTime endDate )
  		{
! 			ValidateDataTable validateDataTable = new ValidateDataTable();
! 			validateDataTable.AddRows( ticker , startDate , endDate );
! 			return ( validateDataTable.Rows.Count == 0 );
  		}
  		/// <summary>
***************
*** 34,49 ****
  		/// <param name="ticker">Instrument's ticker</param>
  		/// <returns></returns>
! 		public static bool IsValid( string ticker )
  		{
! 			DataTable validatedTicker =
! 				SqlExecutor.GetDataTable( "select * from validatedTickers where vvTicker='" + ticker + "'" );
! //			if ( ( validatedTicker.Rows.Count > 0 ) &&
! //				( (DateTime)validatedTicker.Rows[ 0 ][ ValidatedTickers.StartDate ] <
! //					Quotes.GetStartDate( ticker ) ) )
! //				// new quotes have been added at the beguinning of the ticker quotes, since when it was validated
! //				ValidatedTickers.RemoveValidation( ticker );
! 			return isValid_withoutNewBeguinningQuotes( ticker , validatedTicker );
  		}
- 		#endregion
  	}
  }
--- 35,46 ----
  		/// <param name="ticker">Instrument's ticker</param>
  		/// <returns></returns>
! 		public static bool IsValid( string ticker , DateTime startDate , DateTime endDate )
  		{
! 			QuantProject.Data.DataTables.ValidatedTickers validatedTickers =
! 				new QuantProject.Data.DataTables.ValidatedTickers( ticker );
! 			return ( ( validatedTickers.Rows.Count > 0 ) &&
! 				( (DateTime)validatedTickers.Rows[ 0 ][ ValidatedTickers.StartDate ] > startDate ) &&
! 				( (DateTime)validatedTickers.Rows[ 0 ][ ValidatedTickers.EndDate ] > endDate ) );
  		}
  	}
  }

[Quantproject-developers] QuantProject/b4_Business/a0_Validation ValidateDataTable.cs,1.1,1.2

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a0_Validation
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv7666/b4_Business/a0_Validation

Modified Files:
	ValidateDataTable.cs 
Log Message:
- the new Quotes DataTable class is used for quotes to be validated
- now the ConstantsProvider is used to provide the SuspiciousRatio constant

Index: ValidateDataTable.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a0_Validation/ValidateDataTable.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** ValidateDataTable.cs	26 Apr 2004 15:37:59 -0000	1.1
--- ValidateDataTable.cs	8 May 2004 17:21:50 -0000	1.2
***************
*** 2,6 ****
--- 2,9 ----
  using System.Data;
  using System.Data.OleDb;
+ using QuantProject.ADT;
+ using QuantProject.Business.Validation.Validators;
  using QuantProject.DataAccess;
+ using QuantProject.Data.DataTables;
  
  namespace QuantProject.Business.Validation
***************
*** 93,115 ****
  			//this.Rows.Add( quotesRow );
  		}
! 		public void AddRows( string tickerIsLike , double suspiciousRatio )
  		{
! 			QuotesToBeValidated quotesToBeValidated = new QuotesToBeValidated( tickerIsLike );
! 			quotesToBeValidated.SuspiciousRatio = suspiciousRatio;
! 			quotesToBeValidated.SuspiciousDataRow +=
! 				new SuspiciousDataRowEventHandler( suspiciousDataRowEventHandler );
! 			//      new QuotesToBeValidated.SuspiciousDataRowEventHandler( suspiciousDataRowEventHandler );
! 			quotesToBeValidated.Validate();
  			this.AcceptChanges();
  		}
! 		public void AddRows(double suspiciousRatio )
  		{
! 			QuotesToBeValidated quotesToBeValidated = new QuotesToBeValidated(this.tableOfTickersToBeValidated);
! 			quotesToBeValidated.SuspiciousRatio = suspiciousRatio;
! 			quotesToBeValidated.SuspiciousDataRow +=
! 				new SuspiciousDataRowEventHandler( suspiciousDataRowEventHandler );
  			//      new QuotesToBeValidated.SuspiciousDataRowEventHandler( suspiciousDataRowEventHandler );
! 			quotesToBeValidated.Validate();
! 			this.AcceptChanges();
  		}
  		/// <summary>
--- 96,140 ----
  			//this.Rows.Add( quotesRow );
  		}
! 		private void addRows_with_quotesToBeValidated( Quotes quotes )
  		{
! //			quotesToBeValidated.SuspiciousDataRow +=
! //				new SuspiciousDataRowEventHandler( suspiciousDataRowEventHandler );
! 			//			quotesToBeValidated.Validate();
! 			MultiValidator multiValidator = new MultiValidator();
! //			multiValidator.SuspiciousRatio = this.suspiciousRatio;
! 			multiValidator.SuspiciousDataRow +=
! 				new SuspiciousDataRowEventHandler( this.suspiciousDataRowEventHandler );
! 			multiValidator.Validate( quotes );
  			this.AcceptChanges();
  		}
! 		public void AddRows( string tickerIsLike )
  		{
! 			Quotes quotesToBeValidated = new Quotes( tickerIsLike );
! //			quotesToBeValidated.SuspiciousDataRow +=
! //				new SuspiciousDataRowEventHandler( suspiciousDataRowEventHandler );
  			//      new QuotesToBeValidated.SuspiciousDataRowEventHandler( suspiciousDataRowEventHandler );
! 			this.addRows_with_quotesToBeValidated( quotesToBeValidated );
! 		}
! //		public void AddRows(double suspiciousRatio )
! //		{
! //			QuotesToBeValidated quotesToBeValidated = new QuotesToBeValidated(this.tableOfTickersToBeValidated);
! //			quotesToBeValidated.SuspiciousRatio = suspiciousRatio;
! //			quotesToBeValidated.SuspiciousDataRow +=
! //				new SuspiciousDataRowEventHandler( suspiciousDataRowEventHandler );
! //			//      new QuotesToBeValidated.SuspiciousDataRowEventHandler( suspiciousDataRowEventHandler );
! //			quotesToBeValidated.Validate();
! //			this.AcceptChanges();
! //		}
! 		/// <summary>
! 		/// Add suspicious rows for the given instrument, since the startDate to the endDate
! 		/// </summary>
! 		/// <param name="ticker"></param>
! 		/// <param name="startDate"></param>
! 		/// <param name="endDate"></param>
! 		public void AddRows( string ticker , DateTime startDate , DateTime endDate )
! 		{
! 			Quotes quotesToBeValidated =
! 				new Quotes( ticker , startDate , endDate );
! 			this.addRows_with_quotesToBeValidated( quotesToBeValidated );
  		}
  		/// <summary>

[Quantproject-developers] QuantProject/b3_Data/Selectors TickerSelector.cs,1.1,1.2

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

Update of /cvsroot/quantproject/QuantProject/b3_Data/Selectors
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv7277/b3_Data/Selectors

Modified Files:
	TickerSelector.cs 
Log Message:
Quotes becomes QuantProject.DataAccess.Tables.Quotes to resolve ambiguity

Index: TickerSelector.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/Selectors/TickerSelector.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** TickerSelector.cs	25 Apr 2004 17:32:56 -0000	1.1
--- TickerSelector.cs	8 May 2004 17:19:41 -0000	1.2
***************
*** 48,52 ****
      {
         //TODO: implement switching code to the proper method of selection
!        return Quotes.GetMostLiquidTickers(this.selectionRule.GroupID,
                                              this.selectionRule.FirstQuoteDate,
                                              this.selectionRule.LastQuoteDate,
--- 48,52 ----
      {
         //TODO: implement switching code to the proper method of selection
!        return QuantProject.DataAccess.Tables.Quotes.GetMostLiquidTickers(this.selectionRule.GroupID,
                                              this.selectionRule.FirstQuoteDate,
                                              this.selectionRule.LastQuoteDate,

[Quantproject-developers] QuantProject/b2_DataAccess SqlExecutor.cs,1.2,1.3

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

Update of /cvsroot/quantproject/QuantProject/b2_DataAccess
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv7009/b2_DataAccess

Modified Files:
	SqlExecutor.cs 
Log Message:
The SetDataTable static method has been added

Index: SqlExecutor.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b2_DataAccess/SqlExecutor.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** SqlExecutor.cs	17 Apr 2004 14:01:16 -0000	1.2
--- SqlExecutor.cs	8 May 2004 17:17:47 -0000	1.3
***************
*** 23,26 ****
--- 23,31 ----
  			return dataTable;
  		}
+ 		public static void SetDataTable( string SqlQuery , DataTable dataTable )
+ 		{
+ 			OleDbDataAdapter oleDbDataAdapter = new OleDbDataAdapter( SqlQuery , ConnectionProvider.OleDbConnection );
+ 			oleDbDataAdapter.Fill( dataTable );
+ 		}
  		public static void ExecuteNonQuery( string SqlNonQuery )
  		{

[Quantproject-developers] QuantProject/b4_Business/a0_Validation/Validators RangeToRangeValidator.cs,1.1,1.2

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a0_Validation/Validators
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv6876/b4_Business/a0_Validation/Validators

Modified Files:
	RangeToRangeValidator.cs 
Log Message:
- the new Quotes DataTable class is used for quotes to be validated
- now the ConstantsProvider is used to provide the SuspiciousRatio constant

Index: RangeToRangeValidator.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a0_Validation/Validators/RangeToRangeValidator.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** RangeToRangeValidator.cs	29 Apr 2004 12:30:05 -0000	1.1
--- RangeToRangeValidator.cs	8 May 2004 17:16:42 -0000	1.2
***************
*** 2,8 ****
  using System.Collections;
  using System.Data;
  using QuantProject.ADT.Histories;
- using QuantProject.DataAccess.Tables;
  using QuantProject.Business.Validation;
  
  namespace QuantProject.Business.Validation.Validators
--- 2,9 ----
  using System.Collections;
  using System.Data;
+ using QuantProject.ADT;
  using QuantProject.ADT.Histories;
  using QuantProject.Business.Validation;
+ using QuantProject.Data.DataTables;
  
  namespace QuantProject.Business.Validation.Validators
***************
*** 14,27 ****
    {
      private DataTable dataTableToBeValidated;
-     private double suspiciousRatio = 3;
  
  		private ArrayList rangeToRangeVisuallyValidated;
  
-     public double SuspiciousRatio
-     {
-       get { return this.suspiciousRatio; }
-       set { this.suspiciousRatio = value; }
-     }
- 
      public RangeToRangeValidator()
      {
--- 15,21 ----
***************
*** 58,62 ****
        DataRow quoteRow , double currentValue , double averageValue )
      {
!       if ( ( Math.Abs( currentValue / averageValue ) > this.suspiciousRatio ) &&
  				( this.rangeToRangeVisuallyValidated.IndexOf( quoteRow[ "quDate" ] ) < 0 ) )
          // the current close to close value is suspiciously larger
--- 52,56 ----
        DataRow quoteRow , double currentValue , double averageValue )
      {
!       if ( ( Math.Abs( currentValue / averageValue ) > ConstantsProvider.SuspiciousRatio ) &&
  				( this.rangeToRangeVisuallyValidated.IndexOf( quoteRow[ "quDate" ] ) < 0 ) )
          // the current close to close value is suspiciously larger
***************
*** 87,91 ****
      private int validate_currentTicker( string currentTicker , int currentTickerStartingRowIndex )
      {
! 			this.rangeToRangeVisuallyValidated = VisuallyValidatedQuotes.GetRangeToRangeValidated( currentTicker );
        History rangeToRange = new History();
        History rangeToRangeMovingAverage;
--- 81,86 ----
      private int validate_currentTicker( string currentTicker , int currentTickerStartingRowIndex )
      {
! 			this.rangeToRangeVisuallyValidated =
! 				QuantProject.DataAccess.Tables.VisuallyValidatedQuotes.GetRangeToRangeValidated( currentTicker );
        History rangeToRange = new History();
        History rangeToRangeMovingAverage;
***************
*** 103,107 ****
      /// </summary>
      /// <param name="dataTableToBeValidated">Quote rows to be validated</param>
!     public void Validate( DataTable dataTableToBeValidated )
      {
        int currentRowIndex = 0;
--- 98,102 ----
      /// </summary>
      /// <param name="dataTableToBeValidated">Quote rows to be validated</param>
!     public void Validate( Quotes dataTableToBeValidated )
      {
        int currentRowIndex = 0;

[Quantproject-developers] QuantProject/b4_Business/a0_Validation IValidator.cs,1.1,1.2

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a0_Validation
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv6769/b4_Business/a0_Validation

Modified Files:
	IValidator.cs 
Log Message:
The Validate method now requires a DataTables.Quotes object

Index: IValidator.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a0_Validation/IValidator.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** IValidator.cs	26 Apr 2004 15:37:59 -0000	1.1
--- IValidator.cs	8 May 2004 17:15:50 -0000	1.2
***************
*** 1,4 ****
--- 1,5 ----
  using System;
  using System.Data;
+ using QuantProject.Data.DataTables;
  
  namespace QuantProject.Business.Validation
***************
*** 13,17 ****
  	{
      event SuspiciousDataRowEventHandler SuspiciousDataRow;
!     void Validate( DataTable dataTable );
    }
  }
--- 14,18 ----
  	{
      event SuspiciousDataRowEventHandler SuspiciousDataRow;
!     void Validate( Quotes quotes );
    }
  }

[Quantproject-developers] QuantProject/b2_DataAccess/Tables ValidatedTickers.cs,1.2,1.3

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

Update of /cvsroot/quantproject/QuantProject/b2_DataAccess/Tables
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv6579/b2_DataAccess/Tables

Modified Files:
	ValidatedTickers.cs 
Log Message:
The SetDataTable static method has been added

Index: ValidatedTickers.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b2_DataAccess/Tables/ValidatedTickers.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** ValidatedTickers.cs	26 Apr 2004 15:41:41 -0000	1.2
--- ValidatedTickers.cs	8 May 2004 17:14:32 -0000	1.3
***************
*** 35,38 ****
--- 35,54 ----
  			return quotes.GetHashValue( startDate , endDate );
  		}
+ 
+ 		/// <summary>
+ 		/// Returns (if present) the validated ticker row
+ 		/// </summary>
+ 		/// <param name="ticker"></param>
+ 		/// <param name="startDate"></param>
+ 		/// <param name="endDate"></param>
+ 		/// <returns></returns>
+ 		public static void SetDataTable( string ticker , DataTable dataTable)
+ 		{
+ 			string sql =
+ 				"select * from validatedTickers " +
+ 				"where " + ValidatedTickers.Ticker + "='" + ticker + "'";
+ 			SqlExecutor.SetDataTable( sql , dataTable );
+ 		}
+ 
  	}
  }

[Quantproject-developers] QuantProject/b4_Business/a0_Validation QuotesToBeValidated.cs,1.1,NONE

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a0_Validation
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv6365/b4_Business/a0_Validation

Removed Files:
	QuotesToBeValidated.cs 
Log Message:
Replaced by the Quotes DataTable class

--- QuotesToBeValidated.cs DELETED ---

[Quantproject-developers] QuantProject/b2_DataAccess/Tables Quotes.cs,1.4,1.5

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

Update of /cvsroot/quantproject/QuantProject/b2_DataAccess/Tables
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv6123/b2_DataAccess/Tables

Modified Files:
	Quotes.cs 
Log Message:
- static fields have been created for field names
- the SetDataTable static method has been added

Index: Quotes.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b2_DataAccess/Tables/Quotes.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** Quotes.cs	25 Apr 2004 17:37:52 -0000	1.4
--- Quotes.cs	8 May 2004 17:10:33 -0000	1.5
***************
*** 14,17 ****
--- 14,30 ----
  		private DataTable quotes;
       
+ 		// these static fields provide field name in the database table
+ 		// They are intended to be used through intellisense when necessary
+ 		public static string TickerFieldName = "quTicker";	// Ticker cannot be simply used because
+ 																												// it is already used below
+ 		public static string Date = "quDate";
+ 		public static string Open = "quOpen";
+ 		public static string High = "quHigh";
+ 		public static string Low = "quLow";
+ 		public static string Close = "quClose";
+ 		public static string Volume = "quVolume";
+ 		public static string AdjustedClose = "quAdjustedClose";
+ 		public static string AdjustedCloseToCloseRatio = "quAdjustedCloseToCloseRatio";
+ 
  
  		/// <summary>
***************
*** 29,32 ****
--- 42,55 ----
  		}
  		/// <summary>
+ 		/// Creates quotes for the given instrument, since the startDate to the endDate
+ 		/// </summary>
+ 		/// <param name="ticker"></param>
+ 		/// <param name="startDate"></param>
+ 		/// <param name="endDate"></param>
+ 		public Quotes( string ticker , DateTime startDate , DateTime endDate )
+ 		{
+ 			/// TO DO
+ 		}
+ 		/// <summary>
  		/// Returns the first date for the given ticker
  		/// </summary>
***************
*** 245,248 ****
--- 268,288 ----
  			return SqlExecutor.GetDataTable( sql );
  		}
+ 		/// <summary>
+ 		/// 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 );
+ 			SqlExecutor.SetDataTable( sql , dataTable );
+ 		}
  
  		/// <summary>

[Quantproject-developers] QuantProject/b4_Business/a0_Validation/Validators OHLCvalidator.cs,1.1,1.2

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a0_Validation/Validators
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv5698/b4_Business/a0_Validation/Validators

Modified Files:
	OHLCvalidator.cs 
Log Message:
The new Quotes DataTable class is used for quotes to be validated

Index: OHLCvalidator.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a0_Validation/Validators/OHLCvalidator.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** OHLCvalidator.cs	29 Apr 2004 12:29:31 -0000	1.1
--- OHLCvalidator.cs	8 May 2004 17:07:50 -0000	1.2
***************
*** 2,5 ****
--- 2,6 ----
  using System.Data;
  using QuantProject.Business.Validation;
+ using QuantProject.Data.DataTables;
  
  namespace QuantProject.Business.Validation.Validators
***************
*** 61,67 ****
      /// </summary>
      /// <param name="dataTable">Quote rows to be validated</param>
!     public void Validate( DataTable dataTable )
      {
!       foreach ( DataRow quotesRow in dataTable.Rows )
          this.validate_currentQuotesRow( quotesRow );
      }
--- 62,68 ----
      /// </summary>
      /// <param name="dataTable">Quote rows to be validated</param>
!     public void Validate( Quotes quotes )
      {
!       foreach ( DataRow quotesRow in quotes.Rows )
          this.validate_currentQuotesRow( quotesRow );
      }

[Quantproject-developers] QuantProject/b4_Business/a0_Validation/Validators MultiValidator.cs,1.1,1.2

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a0_Validation/Validators
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv5550/b4_Business/a0_Validation/Validators

Modified Files:
	MultiValidator.cs 
Log Message:
- the new Quotes DataTable class is used for quotes to be validated
- now the ConstantsProvider is used to provide the SuspiciousRatio constant

Index: MultiValidator.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a0_Validation/Validators/MultiValidator.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** MultiValidator.cs	29 Apr 2004 12:29:12 -0000	1.1
--- MultiValidator.cs	8 May 2004 17:06:55 -0000	1.2
***************
*** 2,5 ****
--- 2,6 ----
  using System.Data;
  using QuantProject.Business.Validation;
+ using QuantProject.Data.DataTables;
  
  namespace QuantProject.Business.Validation.Validators
***************
*** 10,21 ****
  	public class MultiValidator : IValidator
  	{
-     private double suspiciousRatio;
- 
-     public double SuspiciousRatio
-     {
-       get { return this.suspiciousRatio; }
-       set { this.suspiciousRatio = value; }
-     }
- 
  		public MultiValidator()
  		{
--- 11,14 ----
***************
*** 36,45 ****
      /// </summary>
      /// <param name="dataTable">Quote rows to be validated</param>
!     private void validate_OHLC( DataTable dataTable )
      {
        OHLCvalidator oHLCvalidator = new OHLCvalidator();
        oHLCvalidator.SuspiciousDataRow +=
          new SuspiciousDataRowEventHandler( suspiciousDataRowHandler );
!       oHLCvalidator.Validate( dataTable );
      }
  		/// <summary>
--- 29,38 ----
      /// </summary>
      /// <param name="dataTable">Quote rows to be validated</param>
!     private void validate_OHLC( Quotes quotes )
      {
        OHLCvalidator oHLCvalidator = new OHLCvalidator();
        oHLCvalidator.SuspiciousDataRow +=
          new SuspiciousDataRowEventHandler( suspiciousDataRowHandler );
!       oHLCvalidator.Validate( quotes );
      }
  		/// <summary>
***************
*** 47,57 ****
  		/// </summary>
  		/// <param name="dataTable">Quote rows to be validated</param>
! 		private void validate_CloseToClose( DataTable dataTable )
  		{
  			CloseToCloseValidator closeToCloseValidator = new CloseToCloseValidator();
- 			closeToCloseValidator.SuspiciousRatio = this.suspiciousRatio;
  			closeToCloseValidator.SuspiciousDataRow +=
  				new SuspiciousDataRowEventHandler( suspiciousDataRowHandler );
! 			closeToCloseValidator.Validate( dataTable );
  		}
  		/// <summary>
--- 40,49 ----
  		/// </summary>
  		/// <param name="dataTable">Quote rows to be validated</param>
! 		private void validate_CloseToClose( Quotes quotes )
  		{
  			CloseToCloseValidator closeToCloseValidator = new CloseToCloseValidator();
  			closeToCloseValidator.SuspiciousDataRow +=
  				new SuspiciousDataRowEventHandler( suspiciousDataRowHandler );
! 			closeToCloseValidator.Validate( quotes );
  		}
  		/// <summary>
***************
*** 59,69 ****
  		/// </summary>
  		/// <param name="dataTable">Quote rows to be validated</param>
! 		private void validate_RangeToRange( DataTable dataTable )
  		{
  			RangeToRangeValidator rangeToRangeValidator = new RangeToRangeValidator();
- 			rangeToRangeValidator.SuspiciousRatio = this.suspiciousRatio;
  			rangeToRangeValidator.SuspiciousDataRow +=
  				new SuspiciousDataRowEventHandler( suspiciousDataRowHandler );
! 			rangeToRangeValidator.Validate( dataTable );
  		}
  		/// <summary>
--- 51,60 ----
  		/// </summary>
  		/// <param name="dataTable">Quote rows to be validated</param>
! 		private void validate_RangeToRange( Quotes quotes )
  		{
  			RangeToRangeValidator rangeToRangeValidator = new RangeToRangeValidator();
  			rangeToRangeValidator.SuspiciousDataRow +=
  				new SuspiciousDataRowEventHandler( suspiciousDataRowHandler );
! 			rangeToRangeValidator.Validate( quotes );
  		}
  		/// <summary>
***************
*** 71,79 ****
      /// </summary>
      /// <param name="dataTable">Contains the quotes rows to be validated</param>
!     public void Validate( DataTable dataTable )
      {
!       this.validate_OHLC( dataTable );
! 			this.validate_CloseToClose( dataTable );
! 			this.validate_RangeToRange( dataTable );
  		}
  		/// <summary>
--- 62,70 ----
      /// </summary>
      /// <param name="dataTable">Contains the quotes rows to be validated</param>
!     public void Validate( Quotes quotes )
      {
!       this.validate_OHLC( quotes );
! 			this.validate_CloseToClose( quotes );
! 			this.validate_RangeToRange( quotes );
  		}
  		/// <summary>

[Quantproject-developers] QuantProject/b4_Business/a0_Validation/Validators CloseToCloseValidator.cs,1.1,1.2

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a0_Validation/Validators
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv5409/b4_Business/a0_Validation/Validators

Modified Files:
	CloseToCloseValidator.cs 
Log Message:
- the new Quotes DataTable class is used for quotes to be validated
- now the ConstantsProvider is used to provide the SuspiciousRatio constant

Index: CloseToCloseValidator.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a0_Validation/Validators/CloseToCloseValidator.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** CloseToCloseValidator.cs	29 Apr 2004 12:28:40 -0000	1.1
--- CloseToCloseValidator.cs	8 May 2004 17:05:55 -0000	1.2
***************
*** 1,6 ****
--- 1,8 ----
  using System;  
  using System.Data;
+ using QuantProject.ADT;
  using QuantProject.ADT.Histories;
  using QuantProject.Business.Validation;
+ using QuantProject.Data.DataTables;
  
  namespace QuantProject.Business.Validation.Validators
***************
*** 12,22 ****
    {
      private DataTable dataTableToBeValidated;
-     private double suspiciousRatio = 2;
- 
-     public double SuspiciousRatio
-     {
-       get { return this.suspiciousRatio; }
-       set { this.suspiciousRatio = value; }
-     }
  
      public CloseToCloseValidator()
--- 14,17 ----
***************
*** 52,56 ****
        DataRow quoteRow , double currentValue , double averageValue )
      {
!       if ( Math.Abs( currentValue / averageValue ) > this.suspiciousRatio )
          // the current close to close value is suspiciously larger
          // than the average close to close ratio
--- 47,51 ----
        DataRow quoteRow , double currentValue , double averageValue )
      {
!       if ( Math.Abs( currentValue / averageValue ) > ConstantsProvider.SuspiciousRatio )
          // the current close to close value is suspiciously larger
          // than the average close to close ratio
***************
*** 98,102 ****
      /// </summary>
      /// <param name="dataTableToBeValidated">Quote rows to be validated</param>
!     public void Validate( DataTable dataTableToBeValidated )
      {
        int currentRowIndex = 0;
--- 93,97 ----
      /// </summary>
      /// <param name="dataTableToBeValidated">Quote rows to be validated</param>
!     public void Validate( Quotes dataTableToBeValidated )
      {
        int currentRowIndex = 0;

[Quantproject-developers] QuantProject/b4_Business/a0_Validation/Validators RangeToRangeValidator.cs,NONE,1.1

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a0_Validation/Validators
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv14673

Added Files:
	RangeToRangeValidator.cs 
Log Message:
Searches for range to range divergences

--- NEW FILE: RangeToRangeValidator.cs ---
using System;
using System.Collections;
using System.Data;
using QuantProject.ADT.Histories;
using QuantProject.DataAccess.Tables;
using QuantProject.Business.Validation;

namespace QuantProject.Business.Validation.Validators
{
	/// <summary>
	/// Searches for range to range divergences
	/// </summary>
  public class RangeToRangeValidator : IValidator
  {
    private DataTable dataTableToBeValidated;
    private double suspiciousRatio = 3;

		private ArrayList rangeToRangeVisuallyValidated;

    public double SuspiciousRatio
    {
      get { return this.suspiciousRatio; }
      set { this.suspiciousRatio = value; }
    }

    public RangeToRangeValidator()
    {
      //
      // TODO: Add constructor logic here
      //
    }

    public event SuspiciousDataRowEventHandler SuspiciousDataRow;

    #region "Validate"
    private int validate_currentTicker_set_rangeToRange(
      string currentTicker , int currentTickerStartingRowIndex , History rangeToRange )
    {
      rangeToRange.Clear();
      int localCurrentRowIndex = currentTickerStartingRowIndex + 1;
      rangeToRange.Add( this.dataTableToBeValidated.Rows[ currentTickerStartingRowIndex ][ "quDate" ] ,
        null );
      while ( ( localCurrentRowIndex < this.dataTableToBeValidated.Rows.Count ) &&
        ( (string)this.dataTableToBeValidated.Rows[ localCurrentRowIndex ][ "quTicker" ]
        == currentTicker ) )
      {
				double currentRange =
					( Convert.ToDouble( this.dataTableToBeValidated.Rows[ localCurrentRowIndex ][ "quHigh" ] ) -
					Convert.ToDouble( this.dataTableToBeValidated.Rows[ localCurrentRowIndex ][ "quLow" ] ) ) *
					Convert.ToDouble( this.dataTableToBeValidated.Rows[ localCurrentRowIndex ][ "quAdjustedClose" ] ) /
					Convert.ToDouble( this.dataTableToBeValidated.Rows[ localCurrentRowIndex ][ "quClose" ] );
				rangeToRange.Add( this.dataTableToBeValidated.Rows[ localCurrentRowIndex ][ "quDate" ] , currentRange );
        localCurrentRowIndex++;
      }
      return localCurrentRowIndex;
    }
    private void validate_currentTicker_withHistories_validateRow(
      DataRow quoteRow , double currentValue , double averageValue )
    {
      if ( ( Math.Abs( currentValue / averageValue ) > this.suspiciousRatio ) &&
				( this.rangeToRangeVisuallyValidated.IndexOf( quoteRow[ "quDate" ] ) < 0 ) )
        // the current close to close value is suspiciously larger
        // than the average close to close ratio
				// and it has not been visually validated yet
        this.SuspiciousDataRow( this , new SuspiciousDataRowEventArgs(
          quoteRow , ValidationWarning.SuspiciousRangeToRangeRatio ) );
    }
    private void validate_currentTicker_withHistories(
      History rangeToRange , History rangeToRangeMovingAverage ,
      int currentTickerStartingRowIndex , int nextTickerStartingRowIndex )
    {
      for (int i = currentTickerStartingRowIndex ; i < nextTickerStartingRowIndex ;
        i++ )
        if ( rangeToRangeMovingAverage.GetByIndex( i - currentTickerStartingRowIndex ) != null )
          try
          {
            validate_currentTicker_withHistories_validateRow(
              this.dataTableToBeValidated.Rows[ i ] ,
              Convert.ToDouble(rangeToRange.GetByIndex( i - currentTickerStartingRowIndex )) ,
              (double)(rangeToRangeMovingAverage.GetByIndex( i - currentTickerStartingRowIndex )) );
          }
          catch (Exception ex)
          {
            Console.WriteLine( ex.ToString() );
          }
    }
    private int validate_currentTicker( string currentTicker , int currentTickerStartingRowIndex )
    {
			this.rangeToRangeVisuallyValidated = VisuallyValidatedQuotes.GetRangeToRangeValidated( currentTicker );
      History rangeToRange = new History();
      History rangeToRangeMovingAverage;
      int nextTickerStartingRowIndex =
        validate_currentTicker_set_rangeToRange( currentTicker , currentTickerStartingRowIndex ,
          rangeToRange );
      rangeToRangeMovingAverage = rangeToRange.GetSimpleMovingAverage( 20 );
      validate_currentTicker_withHistories( rangeToRange , rangeToRangeMovingAverage ,
        currentTickerStartingRowIndex , nextTickerStartingRowIndex );
      return nextTickerStartingRowIndex;
    }

    /// <summary>
    /// Validates range to range divergencies
    /// </summary>
    /// <param name="dataTableToBeValidated">Quote rows to be validated</param>
    public void Validate( DataTable dataTableToBeValidated )
    {
      int currentRowIndex = 0;
      string currentTicker;
      this.dataTableToBeValidated = dataTableToBeValidated;
      while ( currentRowIndex < dataTableToBeValidated.Rows.Count )
      {
        currentTicker = (string)this.dataTableToBeValidated.Rows[ currentRowIndex ][ "quTicker" ];
        currentRowIndex = validate_currentTicker( currentTicker , currentRowIndex );
      }
    }
    #endregion

	}
}

[Quantproject-developers] QuantProject/b4_Business/a0_Validation/Validators OHLCvalidator.cs,NONE,1.1

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a0_Validation/Validators
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv14479

Added Files:
	OHLCvalidator.cs 
Log Message:
Validates OHLC quote values

--- NEW FILE: OHLCvalidator.cs ---
using System;
using System.Data;
using QuantProject.Business.Validation;

namespace QuantProject.Business.Validation.Validators
{
	/// <summary>
	/// Validates OHLC quotes values
	/// </summary>
	public class OHLCvalidator : IValidator
	{
    public event SuspiciousDataRowEventHandler SuspiciousDataRow;

		public OHLCvalidator()
		{
			//
			// TODO: Add constructor logic here
			//
		}
    #region "Validate"
    #region "validate_currentQuotesRow_checkLogicalErrors"
    /// <summary>
    /// Adds a row if not ((Low <= Open) and (Open <= High) and (Low <= Close) and (Close <= High))
    /// </summary>
    /// <param name="quotesRow">Row of quotes to be checked</param>
    private void validate_currentQuotesRow_checkLogicalErrors_checkOHLC( DataRow quotesRow )
    {
      if (!
        ( ( Convert.ToDouble( quotesRow[ "quLow" ] ) <=
        ( Convert.ToDouble( quotesRow[ "quOpen" ] ) ) ) &&
        ( Convert.ToDouble( quotesRow[ "quOpen" ] ) <=
        ( Convert.ToDouble( quotesRow[ "quHigh" ] ) ) ) &&
        ( Convert.ToDouble( quotesRow[ "quLow" ] ) <=
        ( Convert.ToDouble( quotesRow[ "quClose" ] ) ) ) &&
        ( Convert.ToDouble( quotesRow[ "quClose" ] ) <=
        ( Convert.ToDouble( quotesRow[ "quHigh" ] ) ) )
        )
        )
        SuspiciousDataRow( this , new SuspiciousDataRowEventArgs(
          quotesRow , ValidationWarning.OpenHighLowCloseLogicalInconsistency ) );
    }
    /// <summary>
    /// Adds an error row if quotesRow doesn't respect logical constraints
    /// </summary>
    /// <param name="quotesRow">Row of quotes to be checked</param>
    private void validate_currentQuotesRow_checkLogicalErrors( DataRow quotesRow )
    {
      validate_currentQuotesRow_checkLogicalErrors_checkOHLC( quotesRow );
    }
    #endregion
    /// <summary>
    /// Adds errors for the current quotesRow (if any)
    /// </summary>
    /// <param name="quotesRow">Row of quotes to be checked</param>
    private void validate_currentQuotesRow( DataRow quotesRow )
    {
      validate_currentQuotesRow_checkLogicalErrors( quotesRow );
    }
    /// <summary>
    /// Validates Open High Low Close consistencies
    /// </summary>
    /// <param name="dataTable">Quote rows to be validated</param>
    public void Validate( DataTable dataTable )
    {
      foreach ( DataRow quotesRow in dataTable.Rows )
        this.validate_currentQuotesRow( quotesRow );
    }
  }
  #endregion
}

[Quantproject-developers] QuantProject/b4_Business/a0_Validation/Validators MultiValidator.cs,NONE,1.1

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a0_Validation/Validators
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv14381

Added Files:
	MultiValidator.cs 
Log Message:
Calls several different quotes' validators

--- NEW FILE: MultiValidator.cs ---
using System;
using System.Data;
using QuantProject.Business.Validation;

namespace QuantProject.Business.Validation.Validators
{
	/// <summary>
	/// Calls several different quotes' validators
	/// </summary>
	public class MultiValidator : IValidator
	{
    private double suspiciousRatio;

    public double SuspiciousRatio
    {
      get { return this.suspiciousRatio; }
      set { this.suspiciousRatio = value; }
    }

		public MultiValidator()
		{
			//
			// TODO: Add constructor logic here
			//
		}
    public event SuspiciousDataRowEventHandler SuspiciousDataRow;

    #region "Validate"
    private void suspiciousDataRowHandler( Object sender ,
      SuspiciousDataRowEventArgs eventArgs )
    {
      SuspiciousDataRow( this , eventArgs );
    }
    /// <summary>
    /// Validates the Open High Low Close consistencies
    /// </summary>
    /// <param name="dataTable">Quote rows to be validated</param>
    private void validate_OHLC( DataTable dataTable )
    {
      OHLCvalidator oHLCvalidator = new OHLCvalidator();
      oHLCvalidator.SuspiciousDataRow +=
        new SuspiciousDataRowEventHandler( suspiciousDataRowHandler );
      oHLCvalidator.Validate( dataTable );
    }
		/// <summary>
		/// Validates the Close to Close differencies
		/// </summary>
		/// <param name="dataTable">Quote rows to be validated</param>
		private void validate_CloseToClose( DataTable dataTable )
		{
			CloseToCloseValidator closeToCloseValidator = new CloseToCloseValidator();
			closeToCloseValidator.SuspiciousRatio = this.suspiciousRatio;
			closeToCloseValidator.SuspiciousDataRow +=
				new SuspiciousDataRowEventHandler( suspiciousDataRowHandler );
			closeToCloseValidator.Validate( dataTable );
		}
		/// <summary>
		/// Validates the Range to Range differencies
		/// </summary>
		/// <param name="dataTable">Quote rows to be validated</param>
		private void validate_RangeToRange( DataTable dataTable )
		{
			RangeToRangeValidator rangeToRangeValidator = new RangeToRangeValidator();
			rangeToRangeValidator.SuspiciousRatio = this.suspiciousRatio;
			rangeToRangeValidator.SuspiciousDataRow +=
				new SuspiciousDataRowEventHandler( suspiciousDataRowHandler );
			rangeToRangeValidator.Validate( dataTable );
		}
		/// <summary>
    /// Validates the quotes rows
    /// </summary>
    /// <param name="dataTable">Contains the quotes rows to be validated</param>
    public void Validate( DataTable dataTable )
    {
      this.validate_OHLC( dataTable );
			this.validate_CloseToClose( dataTable );
			this.validate_RangeToRange( dataTable );
		}
		/// <summary>
		/// Validates the instrument quotes for the given ticker
		/// </summary>
		/// <param name="ticker">Instrument's ticker</param>
		public void Validate( string ticker )
		{

		}
  }
  #endregion
}

[Quantproject-developers] QuantProject/b4_Business/a0_Validation/Validators CloseToCloseValidator.cs,NONE,1.1

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a0_Validation/Validators
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv14296

Added Files:
	CloseToCloseValidator.cs 
Log Message:
Searches for close to close divergences

--- NEW FILE: CloseToCloseValidator.cs ---
using System;  
using System.Data;
using QuantProject.ADT.Histories;
using QuantProject.Business.Validation;

namespace QuantProject.Business.Validation.Validators
{
	/// <summary>
	/// Searches for close to close divergences
	/// </summary>
  public class CloseToCloseValidator : IValidator
  {
    private DataTable dataTableToBeValidated;
    private double suspiciousRatio = 2;

    public double SuspiciousRatio
    {
      get { return this.suspiciousRatio; }
      set { this.suspiciousRatio = value; }
    }

    public CloseToCloseValidator()
    {
      //
      // TODO: Add constructor logic here
      //
    }

    public event SuspiciousDataRowEventHandler SuspiciousDataRow;

    #region "Validate"
    private int validate_currentTicker_set_closeToClose(
      string currentTicker , int currentTickerStartingRowIndex , History closeToClose )
    {
      closeToClose.Clear();
      int localCurrentRowIndex = currentTickerStartingRowIndex + 1;
      closeToClose.Add( this.dataTableToBeValidated.Rows[ currentTickerStartingRowIndex ][ "quDate" ] ,
        null );
      while ( ( localCurrentRowIndex < this.dataTableToBeValidated.Rows.Count ) &&
        ( (string)this.dataTableToBeValidated.Rows[ localCurrentRowIndex ][ "quTicker" ]
        == currentTicker ) )
      {
        closeToClose.Add( this.dataTableToBeValidated.Rows[ localCurrentRowIndex ][ "quDate" ] ,
          Math.Abs(
          Convert.ToDouble( this.dataTableToBeValidated.Rows[ localCurrentRowIndex ][ "quAdjustedClose" ] ) -
          Convert.ToDouble( this.dataTableToBeValidated.Rows[ localCurrentRowIndex - 1 ][ "quAdjustedClose" ] ) ) );
        localCurrentRowIndex++;
      }
      return localCurrentRowIndex;
    }
    private void validate_currentTicker_withHistories_validateRow(
      DataRow quoteRow , double currentValue , double averageValue )
    {
      if ( Math.Abs( currentValue / averageValue ) > this.suspiciousRatio )
        // the current close to close value is suspiciously larger
        // than the average close to close ratio
        this.SuspiciousDataRow( this , new SuspiciousDataRowEventArgs(
          quoteRow , ValidationWarning.SuspiciousCloseToCloseRatio ) );
    }
    private void validate_currentTicker_withHistories(
      History closeToClose , History closeToCloseMovingAverage ,
      int currentTickerStartingRowIndex , int nextTickerStartingRowIndex )
    {
      for (int i = currentTickerStartingRowIndex ; i < nextTickerStartingRowIndex ;
        i++ )
        if ( closeToCloseMovingAverage.GetByIndex( i - currentTickerStartingRowIndex ) != null )
          try
          {
//            validate_currentTicker_withHistories_validateRow(
//              this.dataTableToBeValidated.Rows[ i ] ,
//              (double)closeToClose.GetByIndex( i - currentTickerStartingRowIndex ) ,
//              (double)closeToCloseMovingAverage.GetByIndex( i - currentTickerStartingRowIndex ) );
            validate_currentTicker_withHistories_validateRow(
              this.dataTableToBeValidated.Rows[ i ] ,
              Convert.ToDouble(closeToClose.GetByIndex( i - currentTickerStartingRowIndex )) ,
              (double)(closeToCloseMovingAverage.GetByIndex( i - currentTickerStartingRowIndex )) );
          }
          catch (Exception ex)
          {
            Console.WriteLine( ex.ToString() );
          }
    }
    private int validate_currentTicker( string currentTicker , int currentTickerStartingRowIndex )
    {
      History closeToClose = new History();
      History closeToCloseMovingAverage;
      int nextTickerStartingRowIndex =
        validate_currentTicker_set_closeToClose( currentTicker , currentTickerStartingRowIndex ,
          closeToClose );
      closeToCloseMovingAverage = closeToClose.GetSimpleMovingAverage( 20 );
      validate_currentTicker_withHistories( closeToClose , closeToCloseMovingAverage ,
        currentTickerStartingRowIndex , nextTickerStartingRowIndex );
      return nextTickerStartingRowIndex;
    }

    /// <summary>
    /// Validates close to close divergencies
    /// </summary>
    /// <param name="dataTableToBeValidated">Quote rows to be validated</param>
    public void Validate( DataTable dataTableToBeValidated )
    {
      int currentRowIndex = 0;
      string currentTicker;
      this.dataTableToBeValidated = dataTableToBeValidated;
      while ( currentRowIndex < dataTableToBeValidated.Rows.Count )
      {
        currentTicker = (string)this.dataTableToBeValidated.Rows[ currentRowIndex ][ "quTicker" ];
        currentRowIndex = validate_currentTicker( currentTicker , currentRowIndex );
      }
    }
    #endregion

	}
}

[Quantproject-developers] QuantDownloader/Downloader/Validate/Validators CloseToCloseValidator.cs,1.5,NONE MultiValidator.cs,1.4,NONE OHLCvalidator.cs,1.3,NONE RangeToRangeValidator.cs,1.3,NONE

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader/Validate/Validators
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv13335

Removed Files:
	CloseToCloseValidator.cs MultiValidator.cs OHLCvalidator.cs 
	RangeToRangeValidator.cs 
Log Message:
Remove validators from old position

--- MultiValidator.cs DELETED ---

--- CloseToCloseValidator.cs DELETED ---

--- OHLCvalidator.cs DELETED ---

--- RangeToRangeValidator.cs DELETED ---

[Quantproject-developers] QuantDownloader/Downloader/Validate/Validators CloseToCloseValidator.cs,1.4,1.5

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader/Validate/Validators
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv11512

Modified Files:
	CloseToCloseValidator.cs 
Log Message:
Force commit again

Index: CloseToCloseValidator.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/Validate/Validators/CloseToCloseValidator.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** CloseToCloseValidator.cs	29 Apr 2004 12:11:31 -0000	1.4
--- CloseToCloseValidator.cs	29 Apr 2004 12:13:51 -0000	1.5
***************
*** 1,3 ****
! using System; 
  using System.Data;
  using QuantProject.ADT.Histories;
--- 1,3 ----
! using System;  
  using System.Data;
  using QuantProject.ADT.Histories;