quantproject-developers

[Quantproject-developers] QuantDownloader/Downloader/OpenTickDownloader BarQueueFiller.cs, 1.4, 1.5

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv25891/Downloader/OpenTickDownloader

Modified Files:
	BarQueueFiller.cs 
Log Message:
Now bars received from OpenTick are formally checked, before being accepted

Index: BarQueueFiller.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader/BarQueueFiller.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** BarQueueFiller.cs	11 Jan 2009 20:38:14 -0000	1.4
--- BarQueueFiller.cs	18 Jan 2009 18:27:09 -0000	1.5
***************
*** 3,7 ****
  
  BarQueueFiller.cs
! Copyright (C) 2008 
  Glauco Siliprandi
  
--- 3,7 ----
  
  BarQueueFiller.cs
! Copyright (C) 2008
  Glauco Siliprandi
  
***************
*** 19,23 ****
  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;
--- 19,23 ----
  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;
***************
*** 32,36 ****
  	public delegate void NewOHLCRequestEventHandler(
  		int requestId , DateTime dateTimeForRequest , long barInterval );
! 		
  	/// <summary>
  	/// Downloads all the bars for a given ticker and
--- 32,36 ----
  	public delegate void NewOHLCRequestEventHandler(
  		int requestId , DateTime dateTimeForRequest , long barInterval );
! 	
  	/// <summary>
  	/// Downloads all the bars for a given ticker and
***************
*** 48,51 ****
--- 48,52 ----
  		
  		private BarQueue barQueue;
+ 		private DateTime minDateTimeForAcceptablesBars;
  		
  		private IExchangeSelector exchangeSelector;
***************
*** 75,79 ****
  			IExchangeSelector exchangeSelector ,
  			OTManager oTManager ,
! 			BarQueue barQueue 
  		)
  		{
--- 76,80 ----
  			IExchangeSelector exchangeSelector ,
  			OTManager oTManager ,
! 			BarQueue barQueue
  		)
  		{
***************
*** 87,91 ****
  				new NewMessageEventHandler(
  					this.newMessageEventHandler );
! 			this.barQueue = barQueue;			
  		}
  		private void newMessageEventHandler(
--- 88,93 ----
  				new NewMessageEventHandler(
  					this.newMessageEventHandler );
! 			this.barQueue = barQueue;
! 			this.minDateTimeForAcceptablesBars = new DateTime( 1950 , 1 , 1 );
  		}
  		private void newMessageEventHandler(
***************
*** 98,103 ****
  		#region fillQueue
  		
! 		#region onHistoricalOHLC
  		
  		#region getBar
  		private long getBar_getInterval( OTOHLC ohlc )
--- 100,137 ----
  		#region fillQueue
  		
! 		#region onHistoricalOHLCEventHandler
  		
+ 		#region isAcceptable
+ 		private bool isAcceptableDateTime( OTOHLC ohlc )
+ 		{
+ 			bool isAcceptable =
+ 				(
+ 					( ohlc.Timestamp >= this.minDateTimeForAcceptablesBars ) &&
+ 					( ohlc.Timestamp <= DateTime.Now )
+ 				);
+ 			return isAcceptable;
+ 		}
+ 		private bool areAcceptableOHLCvalues( OTOHLC ohlc )
+ 		{
+ 			bool areAcceptable =
+ 				(
+ 					( ohlc.LowPrice > 0 ) &&
+ 					( ohlc.OpenPrice <= ohlc.HighPrice ) &&
+ 					( ohlc.OpenPrice >= ohlc.LowPrice ) &&
+ 					( ohlc.ClosePrice <= ohlc.HighPrice ) &&
+ 					( ohlc.ClosePrice >= ohlc.LowPrice )
+ 				);
+ 			return areAcceptable;
+ 		}
+ 		private bool isAcceptable( OTOHLC ohlc )
+ 		{
+ 			bool isOk =
+ 				( this.isAcceptableDateTime( ohlc ) ) &&
+ 				( this.areAcceptableOHLCvalues( ohlc ) );
+ 			return isOk;
+ 		}
+ 		#endregion isAcceptable
+ 		
+ 		#region enqueueBar
  		#region getBar
  		private long getBar_getInterval( OTOHLC ohlc )
***************
*** 126,138 ****
  		}
  		#endregion getBar
!         private void onHistoricalOHLCEventHandler(
  			OTOHLC ohlc , BarRequest barRequest )
!         {
!         	Bar bar = this.getBar( ohlc );
!         	this.barQueue.Enqueue( bar );
!         }
!         
!         #endregion onHistoricalOHLC
!         
  		private void fillQueue_setEventHandlers()
  		{
--- 160,181 ----
  		}
  		#endregion getBar
! 		
! 		private void enqueueBar( OTOHLC ohlc )
! 		{
! 				Bar bar = this.getBar( ohlc );
! 				this.barQueue.Enqueue( bar );
! 		}
! 		#endregion enqueueBar
! 		
! 		private void onHistoricalOHLCEventHandler(
  			OTOHLC ohlc , BarRequest barRequest )
! 		{
! 			if ( this.isAcceptable( ohlc ) )
! 				// the bar is acceptable
! 				this.enqueueBar( ohlc );
! 		}
! 		
! 		#endregion onHistoricalOHLCEventHandler
! 		
  		private void fillQueue_setEventHandlers()
  		{
***************
*** 143,147 ****
  		
  		#region fillQueue_requestBarsForEachMarketDay
! 	
  		#region fillQueue_requestBar
  		private void fillQueue_requestBar_actually(
--- 186,190 ----
  		
  		#region fillQueue_requestBarsForEachMarketDay
! 		
  		#region fillQueue_requestBar
  		private void fillQueue_requestBar_actually(
***************
*** 162,166 ****
  				this.NewOHLCRequest(
  					requestId , dateTimeForBarOpenInUTC ,
! 					barIdentifier.Interval );			
  		}
  		private void fillQueue_requestBar(
--- 205,209 ----
  				this.NewOHLCRequest(
  					requestId , dateTimeForBarOpenInUTC ,
! 					barIdentifier.Interval );
  		}
  		private void fillQueue_requestBar(
***************
*** 182,186 ****
  		}
  		#endregion fillQueue_requestBarsForEachMarketDay
! 			
  		private void fillQueue()
  		{
--- 225,229 ----
  		}
  		#endregion fillQueue_requestBarsForEachMarketDay
! 		
  		private void fillQueue()
  		{

[Quantproject-developers] QuantProject/b2_DataAccess DataBase.cs, 1.14, 1.15

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

Update of /cvsroot/quantproject/QuantProject/b2_DataAccess
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv2285/b2_DataAccess

Modified Files:
	DataBase.cs 
Log Message:
The method
IsExceptionForForbiddenDataDuplication()
has been removed (written that way, it didn't work for any OS language)

Index: DataBase.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b2_DataAccess/DataBase.cs,v
retrieving revision 1.14
retrieving revision 1.15
diff -C2 -d -r1.14 -r1.15
*** DataBase.cs	11 Jan 2009 20:16:35 -0000	1.14
--- DataBase.cs	14 Jan 2009 23:37:51 -0000	1.15
***************
*** 311,337 ****
  		#endregion GetBarOpenHistory
  		
! 		/// <summary>
! 		/// true iif exception is risen by the attempt to duplicate a value in
! 		/// a table
! 		/// </summary>
! 		/// <param name="exception"></param>
! 		/// <returns></returns>
! 		public static bool IsExceptionForForbiddenDataDuplication(
! 			Exception exception )
! 		{
! 			bool isExceptionForForbiddenDataDuplication =
! 				(
! 					(
! 						( exception is OleDbException ) &&
! 						exception.Message.Contains( "duplicate values" )
! 					)
! 					||
! 					(
! 						( exception is MySqlException ) &&
! 						exception.Message.Contains( "Duplicate entry" )
! 					)
! 				);
! 			return isExceptionForForbiddenDataDuplication;
! 		}
  	}
  }
--- 311,337 ----
  		#endregion GetBarOpenHistory
  		
! //		/// <summary>
! //		/// true iif exception is risen by the attempt to duplicate a value in
! //		/// a table
! //		/// </summary>
! //		/// <param name="exception"></param>
! //		/// <returns></returns>
! //		public static bool IsExceptionForForbiddenDataDuplication(
! //			Exception exception )
! //		{
! //			bool isExceptionForForbiddenDataDuplication =
! //				(
! //					(
! //						( exception is OleDbException ) &&
! //						exception.Message.Contains( "duplicate values" )
! //					)
! //					||
! //					(
! //						( exception is MySqlException ) &&
! //						exception.Message.Contains( "Duplicate entry" )
! //					)
! //				);
! //			return isExceptionForForbiddenDataDuplication;
! //		}
  	}
  }

[Quantproject-developers] QuantProject/b2_DataAccess/Tables Bars.cs, 1.6, 1.7

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

Update of /cvsroot/quantproject/QuantProject/b2_DataAccess/Tables
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv2199/b2_DataAccess/Tables

Modified Files:
	Bars.cs 
Log Message:
- a new method has been added:
public static DataTable GetTickerBars(
string ticker , string exchange , DateTime firstBarDateTime , DateTime lastBarDateTime , long intervalFrameInSeconds )
- a new method has been added:
public static bool ContainsBar( string ticker , string exchange , DateTime dateTimeForOpenInESTTime , long interval )
- a try catch has been removed from the method AddBar() (exceptions have to be managed by the caller)

Index: Bars.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b2_DataAccess/Tables/Bars.cs,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** Bars.cs	11 Jan 2009 20:15:17 -0000	1.6
--- Bars.cs	14 Jan 2009 23:36:27 -0000	1.7
***************
*** 250,253 ****
--- 250,280 ----
  			return SqlExecutor.GetDataTable( sql );
  		}
+ 		
+ 		/// <summary>
+ 		/// returns the bars DataTable for the given ticker
+ 		/// </summary>
+ 		/// <param name="ticker">ticker whose quotes are to be returned</param>
+ 		/// <param name="exchange">the exchange where the ticker was traded</param>
+ 		/// <param name="firstBarDateTime">The first bar date time</param>
+ 		/// <param name="lastBarDateTime">The last bar date time</param>
+ 		/// <param name="intervalFrameInSeconds">interval frame in seconds for
+ 		/// the ticker's bars</param>
+ 		/// <returns></returns>
+ 		public static DataTable GetTickerBars(
+ 			string ticker , string exchange ,
+ 			DateTime firstBarDateTime , DateTime lastBarDateTime , long intervalFrameInSeconds )
+ 		{
+ 			string sql = "select * from bars " +
+ 				"where " + Bars.TickerFieldName + "='" + ticker + "' and " +
+ 				Bars.Exchange + "='" + exchange + "' and " +
+ 				Bars.IntervalFrameInSeconds + "=" + intervalFrameInSeconds + " " +
+ 				"and " + Bars.DateTimeForOpen + " between " +
+ 				SQLBuilder.GetDateTimeConstant(firstBarDateTime) + " " +
+ 				"and " + SQLBuilder.GetDateTimeConstant(lastBarDateTime) + " " +
+ 				"order by " + Bars.DateTimeForOpen;
+ 			return SqlExecutor.GetDataTable( sql );
+ 		}
+ 
+ 		
  		/// <summary>
  		/// Returns the bars for the given instrument , since startDateTime to endDateTime
***************
*** 537,552 ****
  					ticker , exchange , dateTimeForOpenInESTTime , interval ,
  					open , high , low , close , volume );
! 			try
! 			{
! 				SqlExecutor.ExecuteNonQuery( sqlCommand );
! 			}
! 			catch( Exception exception )
! 			{
! 				if ( !DataBase.IsExceptionForForbiddenDataDuplication( exception ) )
! 					// the exception is not due to a duplicated bar
! 					throw exception;
! 			}
  		}
  		#endregion AddBar
  	}
  }
--- 564,595 ----
  					ticker , exchange , dateTimeForOpenInESTTime , interval ,
  					open , high , low , close , volume );
! //			try
! //			{
! 			SqlExecutor.ExecuteNonQuery( sqlCommand );
! //			}
! //			catch( Exception exception )
! //			{
! //				if ( !DataBase.IsExceptionForForbiddenDataDuplication( exception ) )
! //					// the exception is not due to a duplicated bar
! //					throw exception;
! //			}
  		}
  		#endregion AddBar
+ 		
+ 		/// <summary>
+ 		/// true iif the database contains a bar for the given key values
+ 		/// </summary>
+ 		/// <param name="ticker"></param>
+ 		/// <param name="exchange"></param>
+ 		/// <param name="dateTimeForOpenInESTTime"></param>
+ 		/// <param name="interval"></param>
+ 		public static bool ContainsBar(
+ 			string ticker , string exchange , DateTime dateTimeForOpenInESTTime , long interval )
+ 		{
+ 			DataTable bars = Bars.GetTickerBars(
+ 				ticker , exchange , dateTimeForOpenInESTTime , dateTimeForOpenInESTTime , interval );
+ 			bool containsBar = ( bars.Rows.Count > 0 );
+ 			return containsBar;
+ 		}
  	}
  }

[Quantproject-developers] QuantDownloader/Downloader/OpenTickDownloader/DatabaseManagement DataBaseWriter.cs, 1.4, 1.5

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader/DatabaseManagement
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv2030/Downloader/OpenTickDownloader/DatabaseManagement

Modified Files:
	DataBaseWriter.cs 
Log Message:
Bars with a duplicate key are skipped now

Index: DataBaseWriter.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader/DatabaseManagement/DataBaseWriter.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** DataBaseWriter.cs	11 Jan 2009 20:38:14 -0000	1.4
--- DataBaseWriter.cs	14 Jan 2009 23:32:39 -0000	1.5
***************
*** 3,7 ****
  
  DataBaseWriter.cs
! Copyright (C) 2008 
  Glauco Siliprandi
  
--- 3,7 ----
  
  DataBaseWriter.cs
! Copyright (C) 2008
  Glauco Siliprandi
  
***************
*** 19,23 ****
  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;
--- 19,23 ----
  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;
***************
*** 82,93 ****
  		}
  		
  		private void writeToDataBaseActually( Bar bar )
  		{
  			DateTime dateTimeForOpenInESTTime =
  				TimeZoneManager.ConvertToEST( bar.DateTimeForOpenInUTCTime );
! 			Bars.AddBar(
! 				bar.Ticker , bar.Exchange , dateTimeForOpenInESTTime , bar.Interval ,
! 				bar.Open , bar.High , bar.Low , bar.Close , bar.Volume );
  		}
  		private void riseDatabaseUpdatedEvent( Bar bar )
  		{
--- 82,114 ----
  		}
  		
+ 		#region writeToDataBaseActually
+ 		private void throwExceptionIfOtherThanBarAlreadyInTheDatabase(
+ 			string ticker , string exchange , DateTime dateTimeForOpenInESTTime , long interval ,
+ 			Exception exception )
+ 		{
+ 			if ( !Bars.ContainsBar(
+ 				ticker , exchange , dateTimeForOpenInESTTime , interval ) )
+ 				// exception was not due to a duplicate key
+ 				throw exception;
+ 		}
  		private void writeToDataBaseActually( Bar bar )
  		{
  			DateTime dateTimeForOpenInESTTime =
  				TimeZoneManager.ConvertToEST( bar.DateTimeForOpenInUTCTime );
! 			try
! 			{
! 				Bars.AddBar(
! 					bar.Ticker , bar.Exchange , dateTimeForOpenInESTTime , bar.Interval ,
! 					bar.Open , bar.High , bar.Low , bar.Close , bar.Volume );
! 			}
! 			catch ( Exception exception )
! 			{
! 				this.throwExceptionIfOtherThanBarAlreadyInTheDatabase(
! 					bar.Ticker , bar.Exchange , dateTimeForOpenInESTTime , bar.Interval ,
! 					exception );
! 			}
  		}
+ 		#endregion writeToDataBaseActually
+ 		
  		private void riseDatabaseUpdatedEvent( Bar bar )
  		{
***************
*** 114,119 ****
  				this.writeToDataBaseActually();
  		}
! 		#endregion writeToDataBaseIfEnoughBars		
! 			
  		private void writeToDataBase()
  		{
--- 135,140 ----
  				this.writeToDataBaseActually();
  		}
! 		#endregion writeToDataBaseIfEnoughBars
! 		
  		private void writeToDataBase()
  		{
***************
*** 122,126 ****
  				this.writeToDataBaseIfEnoughBars();
  				Thread.Sleep( 50 );
! 			}			
  		}
  		#endregion writeToDataBase
--- 143,147 ----
  				this.writeToDataBaseIfEnoughBars();
  				Thread.Sleep( 50 );
! 			}
  		}
  		#endregion writeToDataBase
***************
*** 132,135 ****
--- 153,180 ----
  			this.writeToDataBaseThread.Start();
  		}
+ 		
+ 		// uncomment the two following methods to test if writeToDataBaseActually
+ 		// properly handles duplicate keys attempt
+ //		public static void TestAddBar()
+ //		{
+ //			DataBaseWriter dataBaseWriter = new DataBaseWriter(
+ //				new BarQueue( 1 ) , 1 );
+ //			dataBaseWriter.TestAddBarForInstance();
+ //		}
+ //		public void TestAddBarForInstance()
+ //		{
+ //			Bar bar = new Bar(
+ //				"AAPL" , "Q" , new DateTime( 2009 , 1 , 2 , 15 , 52 , 0 ) , 60 ,
+ //				1 , 4 , 3 , 2 , 10000 );
+ //			// the following statement should actually add a bar, if no bar with the same
+ //			// key is in the database
+ //			this.writeToDataBaseActually( bar );
+ //			bar = new Bar(
+ //				"AAPL" , "Q" , new DateTime( 2009 , 1 , 2 , 15 , 52 , 0 ) , 60 ,
+ //				1 , 4 , 3 , 2 , 20000 );
+ //			// the following statement will not add the bar, because a bar with the
+ //			// same key has just been added above, but NO EXCEPTION will be risen
+ //			this.writeToDataBaseActually( bar );
+ //		}
  	}
  }

[Quantproject-developers] QuantDownloader/Downloader app.config, 1.2, NONE

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv2319

Removed Files:
	app.config 
Log Message:
The file has been removed from the repository

--- app.config DELETED ---

[Quantproject-developers] QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator PVOPositions.cs, 1.4, 1.5 PVOStrategyIntraday.cs, 1.2, 1.3 PVOStrategyIntradayMain.cs, 1.2, 1.3

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv16997/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator

Modified Files:
	PVOPositions.cs PVOStrategyIntraday.cs 
	PVOStrategyIntradayMain.cs 
Log Message:
Updated files for the PVO strategy intraday

Index: PVOStrategyIntraday.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/PVOStrategyIntraday.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** PVOStrategyIntraday.cs	1 Jan 2009 13:44:57 -0000	1.2
--- PVOStrategyIntraday.cs	12 Jan 2009 18:11:01 -0000	1.3
***************
*** 103,107 ****
--- 103,109 ----
  		protected double inefficiencyLengthInMinutes;
  		protected double maxOpeningLengthInMinutes;
+ 		protected double minutesFromLastInefficiencyTimeToWaitBeforeOpening;
  		protected Time lastEntryTime;
+ 		protected Time lastInefficiencyTime;
  		protected List<Time> openingTimesForAvailableBars;
  		protected double currentAccountValue;
***************
*** 169,172 ****
--- 171,175 ----
  		                             HistoricalMarketValueProvider historicalMarketValueProviderForOutOfSample,
  		                             double inefficiencyLengthInMinutes,
+ 		                             double minutesFromLastInefficiencyTimeToWaitBeforeOpening,
  																 double maxOpeningLengthInMinutes,
  																 List<Time> openingTimesForAvailableBars,
***************
*** 186,189 ****
--- 189,194 ----
  			this.historicalMarketValueProviderForOutOfSample = historicalMarketValueProviderForOutOfSample;
  			this.inefficiencyLengthInMinutes = inefficiencyLengthInMinutes;
+ 			this.minutesFromLastInefficiencyTimeToWaitBeforeOpening = 
+ 				minutesFromLastInefficiencyTimeToWaitBeforeOpening;
  			this.maxOpeningLengthInMinutes = maxOpeningLengthInMinutes;
  			this.openingTimesForAvailableBars = openingTimesForAvailableBars;
***************
*** 194,197 ****
--- 199,203 ----
  			this.pvoStrategyIntraday_checkTimeParameters();
  			this.lastEntryTime = new Time("00:00:00");
+ 			this.lastInefficiencyTime = new Time("00:00:00");
  //			this.optimalPositionsHaveBeenUpdated = false;
  		}
***************
*** 210,213 ****
--- 216,220 ----
  		                       HistoricalMarketValueProvider historicalMarketValueProviderForOutOfSample,
  		                       double inefficiencyLengthInMinutes,
+ 		                       double minutesFromLastInefficiencyTimeToWaitBeforeOpening,
  													 double maxOpeningLengthInMinutes,
  													 List<Time> openingTimesForAvailableBars,
***************
*** 222,225 ****
--- 229,233 ----
  		                       historicalMarketValueProviderForOutOfSample,
  		                       inefficiencyLengthInMinutes,
+ 		                       minutesFromLastInefficiencyTimeToWaitBeforeOpening,
  		                       maxOpeningLengthInMinutes,
  		                       openingTimesForAvailableBars,
***************
*** 239,242 ****
--- 247,251 ----
  		                       HistoricalMarketValueProvider historicalMarketValueProviderForOutOfSample,
  		                       double inefficiencyLengthInMinutes,
+ 		                       double minutesFromLastInefficiencyTimeToWaitBeforeOpening,
  		                       double maxOpeningLengthInMinutes,
  													 List<Time> openingTimesForAvailableBars,
***************
*** 251,254 ****
--- 260,264 ----
  		                       historicalMarketValueProviderForOutOfSample,
  		                       inefficiencyLengthInMinutes,
+ 		                       minutesFromLastInefficiencyTimeToWaitBeforeOpening,
  		                       maxOpeningLengthInMinutes,
  		                       openingTimesForAvailableBars,
***************
*** 269,272 ****
--- 279,283 ----
  		                       HistoricalMarketValueProvider historicalMarketValueProviderForOutOfSample,
  		                       double inefficiencyLengthInMinutes,
+ 		                       double minutesFromLastInefficiencyTimeToWaitBeforeOpening,
  		                       double maxOpeningLengthInMinutes,
  													 List<Time> openingTimesForAvailableBars,
***************
*** 281,284 ****
--- 292,296 ----
  		                       historicalMarketValueProviderForOutOfSample,
  		                       inefficiencyLengthInMinutes,
+ 		                       minutesFromLastInefficiencyTimeToWaitBeforeOpening,
  		                       maxOpeningLengthInMinutes,
  		                       openingTimesForAvailableBars,
***************
*** 297,300 ****
--- 309,313 ----
  		                       HistoricalMarketValueProvider historicalMarketValueProviderForOutOfSample,
  		                       double inefficiencyLengthInMinutes,
+ 		                       double minutesFromLastInefficiencyTimeToWaitBeforeOpening,
  		                       double maxOpeningLengthInMinutes,
  													 List<Time> openingTimesForAvailableBars,
***************
*** 308,311 ****
--- 321,325 ----
  		                       historicalMarketValueProviderForOutOfSample,
  		                       inefficiencyLengthInMinutes,
+ 		                       minutesFromLastInefficiencyTimeToWaitBeforeOpening,
  		                       maxOpeningLengthInMinutes,
  													 openingTimesForAvailableBars,
***************
*** 452,455 ****
--- 466,470 ----
  				  	AccountManager.ClosePositions( this.account );
  				  	this.lastEntryTime = new Time("00:00:00");
+ 				  	this.lastInefficiencyTime = new Time("00:00:00");
  			}
  		}
***************
*** 522,526 ****
  		}
  		#endregion newDateTimeEventHandler_openPositions
! 			
  		#region newDateTimeEventHandler_updateStatus
  		private void newDateTimeEventHandler_setPositionsAndStatus(Time currentDailyTime)
--- 537,576 ----
  		}
  		#endregion newDateTimeEventHandler_openPositions
! 		
! 		#region newDateTimeEventHandler_inefficiencyIsMovingBack
! 		private bool newDateTimeEventHandler_inefficiencyIsMovingBack(Time currentDailyTime)
! 		{
! 			bool returnValue = false;
! 			DateTime beginOfOscillatingPeriod =
! 				Time.GetDateTimeFromMerge( this.now() , this.lastInefficiencyTime );
! 			DateTime endOfOscillatingPeriod = 
! 				Time.GetDateTimeFromMerge( this.now() , currentDailyTime );
! 			PVOPositionsStatus currentStatusForCurrentPositions =
! 				PVOPositionsStatus.InTheMiddle;
! 			double coefficientForThresholdLevelComputationForMovingBackSignal = 
! 				this.minutesFromLastInefficiencyTimeToWaitBeforeOpening/this.inefficiencyLengthInMinutes;
! 			if(this.positionsForOutOfSample != null)
! 				try{
! 					currentStatusForCurrentPositions =
! 						this.positionsForOutOfSample.GetStatus( beginOfOscillatingPeriod, endOfOscillatingPeriod,
! 					                                          this.benchmark.Ticker, this.historicalMarketValueProviderForOutOfSample,
! 					                                          this.oversoldThreshold * coefficientForThresholdLevelComputationForMovingBackSignal,
! 					                                          0.50,
! 					                                          this.overboughtThreshold * coefficientForThresholdLevelComputationForMovingBackSignal,
! 					                                          0.50);
! 							
! 			}catch(Exception ex){string str = ex.ToString();}
! 			returnValue = ( (currentStatusForCurrentPositions == PVOPositionsStatus.Overbought &&
! 			          this.positionsForOutOfSampleStatus == PVOPositionsStatus.Oversold) || 
! 			          (currentStatusForCurrentPositions == PVOPositionsStatus.Oversold  &&
! 			           this.positionsForOutOfSampleStatus == PVOPositionsStatus.Overbought) );
! 			if( returnValue == false )
! 				this.positionsForOutOfSample = null; //it forces a new research for inefficiencies
! 			return returnValue;
! 		}
! 		
! 		
! 		#endregion newDateTimeEventHandler_inefficiencyIsMovingBack
! 				
  		#region newDateTimeEventHandler_updateStatus
  		private void newDateTimeEventHandler_setPositionsAndStatus(Time currentDailyTime)
***************
*** 530,536 ****
  			DateTime endOfOscillatingPeriod = 
  				Time.GetDateTimeFromMerge(this.now() , currentDailyTime);
! 			this.positionsForOutOfSample = null;
  			this.positionsForOutOfSampleStatus =
  				PVOPositionsStatus.InTheMiddle;
  			for(int i = 0; i<this.chosenPVOPositions.Length; i++)
  			{
--- 580,587 ----
  			DateTime endOfOscillatingPeriod = 
  				Time.GetDateTimeFromMerge(this.now() , currentDailyTime);
! //			this.positionsForOutOfSample = null;
  			this.positionsForOutOfSampleStatus =
  				PVOPositionsStatus.InTheMiddle;
+ 			this.lastInefficiencyTime = new Time("00:00:00");
  			for(int i = 0; i<this.chosenPVOPositions.Length; i++)
  			{
***************
*** 541,545 ****
  						                                                     this.benchmark.Ticker, this.historicalMarketValueProviderForOutOfSample,
  						                                                     this.oversoldThresholdMAX, this.overboughtThresholdMAX);
! 					}catch(Exception ex){string str = ex.ToString();}
  					
  				if(this.positionsForOutOfSampleStatus == PVOPositionsStatus.Oversold ||
--- 592,597 ----
  						                                                     this.benchmark.Ticker, this.historicalMarketValueProviderForOutOfSample,
  						                                                     this.oversoldThresholdMAX, this.overboughtThresholdMAX);
! 								
! 				}catch(Exception ex){string str = ex.ToString();}
  					
  				if(this.positionsForOutOfSampleStatus == PVOPositionsStatus.Oversold ||
***************
*** 547,550 ****
--- 599,603 ----
  				{
  					this.positionsForOutOfSample = (PVOPositions)this.chosenPVOPositions[i];
+ 					this.lastInefficiencyTime = currentDailyTime;
  					i = this.chosenPVOPositions.Length;//exit from for
  				}
***************
*** 593,608 ****
  			this.newDateTimeEventHandler_updateStopLossAndTakeProfitConditions();
  			this.newDateTimeEventHandler_closePositions(currentTime);
  			if( currentTime < getLastEventTimeWithCachedBars() &&
  			   	currentTime >=
  			    getFirstEventTimeWithCachedBars().AddMinutes(inefficiencyLengthInMinutes) &&
! 			    this.chosenPVOPositions != null )
! 			//it's possible to compute inefficiency and optimization
! 			//has been done
! 			{			
  				this.newDateTimeEventHandler_setPositionsAndStatus(currentTime);
  				this.newDateTimeEventHandler_openPositions(currentTime);
! 			}
  			if( currentTime == getLastEventTimeWithCachedBars() )
  				this.newDateTimeEventHandler_updateTestingPositions( dateTime );
  		}
  		
--- 646,674 ----
  			this.newDateTimeEventHandler_updateStopLossAndTakeProfitConditions();
  			this.newDateTimeEventHandler_closePositions(currentTime);
+ 			
  			if( currentTime < getLastEventTimeWithCachedBars() &&
  			   	currentTime >=
  			    getFirstEventTimeWithCachedBars().AddMinutes(inefficiencyLengthInMinutes) &&
! 			    this.chosenPVOPositions != null && this.positionsForOutOfSample == null )
! 			//it's possible to compute inefficiency and optimization has been done and no inefficiency
! 			//has been found	
  				this.newDateTimeEventHandler_setPositionsAndStatus(currentTime);
+ 			
+ 			if( currentTime ==
+ 			    this.lastInefficiencyTime.AddMinutes(this.minutesFromLastInefficiencyTimeToWaitBeforeOpening) &&
+ 			    this.newDateTimeEventHandler_inefficiencyIsMovingBack(currentTime) )
+ 			//it's time for checking if inefficiency is moving back and the last inefficiency found is
+ 			//moving back
  				this.newDateTimeEventHandler_openPositions(currentTime);
! 			
  			if( currentTime == getLastEventTimeWithCachedBars() )
+ 			//it's time for new optimization, if the case
+ 			{
  				this.newDateTimeEventHandler_updateTestingPositions( dateTime );
+ 				this.positionsForOutOfSample = null;
+ 				this.positionsForOutOfSampleStatus = PVOPositionsStatus.InTheMiddle;
+ 				this.lastInefficiencyTime = new Time(0,0,0);
+ 			}
+ 				
  		}
  		

Index: PVOStrategyIntradayMain.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/PVOStrategyIntradayMain.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** PVOStrategyIntradayMain.cs	1 Jan 2009 13:44:57 -0000	1.2
--- PVOStrategyIntradayMain.cs	12 Jan 2009 18:11:01 -0000	1.3
***************
*** 66,69 ****
--- 66,70 ----
  		private double inefficiencyLengthInMinutes;
  		private double maxOpeningLengthInMinutes;
+ 		private double minutesFromLastInefficiencyTimeToWaitBeforeOpening;
  		private Timer timerForBackTester;
  		private DateTime firstDateTime;
***************
*** 74,78 ****
  		{
  			//this.benchmark = new Benchmark( "^GSPC" );
! 			this.inefficiencyLengthInMinutes = 30;
  			this.maxOpeningLengthInMinutes = 120;
  			
--- 75,80 ----
  		{
  			//this.benchmark = new Benchmark( "^GSPC" );
! 			this.inefficiencyLengthInMinutes = 120;
! 			this.minutesFromLastInefficiencyTimeToWaitBeforeOpening = 30;
  			this.maxOpeningLengthInMinutes = 120;
  			
***************
*** 97,102 ****
  		protected override IEligiblesSelector getEligiblesSelector()
  		{
! 			
! 			int maxNumberOfEligiblesToBeChosen = 100;
  						
  			string tickersGroupId = "SP500";
--- 99,104 ----
  		protected override IEligiblesSelector getEligiblesSelector()
  		{
! 			int maxNumberOfMostLiquidTickersToBeChosen = 100;
! 			int maxNumberOfEligiblesToBeChosen = 50;
  						
  			string tickersGroupId = "SP500";
***************
*** 104,112 ****
  			bool temporizedGroup = true;
  			int numDaysForAverageRawOpenPriceComputation = 10;
! 			double minPrice = 30;
! 			double maxPrice = 75;
! 			
! 			int maxNumberOfMostLiquidTickersToBeChosen = 150;
! 			int numDaysForVolatility = 10;
  						
  //			IEligiblesSelector eligiblesSelector =
--- 106,113 ----
  			bool temporizedGroup = true;
  			int numDaysForAverageRawOpenPriceComputation = 10;
! 			double minPrice = 25.0;
! 			double maxPrice = 500.0;
! 						
! 			int numDaysForVolatility = 15;
  						
  //			IEligiblesSelector eligiblesSelector =
***************
*** 117,121 ****
  //			 	minPrice , maxPrice, intervalFrameInSeconds ,
  //			 	this.benchmark.Ticker );
! //			
  			IEligiblesSelector eligiblesSelector =
  				new ByPriceMostLiquidLessVolatileOTCAlwaysQuoted(
--- 118,122 ----
  //			 	minPrice , maxPrice, intervalFrameInSeconds ,
  //			 	this.benchmark.Ticker );
! //		LAST	GOOD
  			IEligiblesSelector eligiblesSelector =
  				new ByPriceMostLiquidLessVolatileOTCAlwaysQuoted(
***************
*** 160,164 ****
  			double maxCorrelationAllowed = 0.96;
  			int numberOfBestTestingPositionsToBeReturned = 50;
! 			numberOfBestTestingPositionsToBeReturned = 50;
  			bool balancedWeightsOnVolatilityBase = true;
  			float minimumAbsoluteReturnValue = 0.000001f;
--- 161,165 ----
  			double maxCorrelationAllowed = 0.96;
  			int numberOfBestTestingPositionsToBeReturned = 50;
! //			numberOfBestTestingPositionsToBeReturned = 50;
  			bool balancedWeightsOnVolatilityBase = true;
  			float minimumAbsoluteReturnValue = 0.000001f;
***************
*** 186,190 ****
  //			inSampleChooser =
  //				new PVOChooserFromSavedBackTestLog(
! //				@"C:\Utente\MarcoVarie\Vari\qP\LogArchive\2008_05_04_18_54_45_PVO_OTC_from_2006_01_01_to_2008_04_28_annlRtrn_93.08_maxDD_5.18\2008_05_04_18_54_45_PVO_OTC_from_2006_01_01_to_2008_04_28_annlRtrn_93.08_maxDD_5.18.qpL",
  //				numberOfBestTestingPositionsToBeReturned);
  			return inSampleChooser;
--- 187,191 ----
  //			inSampleChooser =
  //				new PVOChooserFromSavedBackTestLog(
! //				@"C:\Utente\MarcoVarie\Vari\qP\LogArchive\2009_01_07_18_51_09_PVOIntraday_from_2006_01_01_to_2007_12_31_annlRtrn_15.67_maxDD_2.91\2009_01_07_18_51_09_PVOIntraday_from_2006_01_01_to_2007_12_31_annlRtrn_15.67_maxDD_2.91.qpL",
  //				numberOfBestTestingPositionsToBeReturned);
  			return inSampleChooser;
***************
*** 194,206 ****
  		{
  			//int inSampleDays = 90;
! 			int inSampleDays = 150;
  			int numDaysBetweenEachOptimization = 5;
  			int minNumOfEligiblesForValidOptimization = 20;
! 			double oversoldThreshold = 0.0065;
! 			double overboughtThreshold = 0.0065;
! 			double oversoldThresholdMAX = 0.02;
! 			double overboughtThresholdMAX = 0.02;
! 			double stopLoss = 0.02;
! 			double takeProfit = 0.005;
  			
  			IStrategyForBacktester strategyForBacktester
--- 195,207 ----
  		{
  			//int inSampleDays = 90;
! 			int inSampleDays = 120;
  			int numDaysBetweenEachOptimization = 5;
  			int minNumOfEligiblesForValidOptimization = 20;
! 			double oversoldThreshold = 0.0055;
! 			double overboughtThreshold = 0.0055;
! 			double oversoldThresholdMAX = 0.015;
! 			double overboughtThresholdMAX = 0.015;
! 			double stopLoss = 0.01;
! 			double takeProfit = 0.0045;
  			
  			IStrategyForBacktester strategyForBacktester
***************
*** 216,220 ****
  				historicalMarketValueProviderForInSample,
  			  historicalMarketValueProviderForOutOfSample,
! 			  inefficiencyLengthInMinutes , maxOpeningLengthInMinutes, this.getDailyTimes(),
  			  stopLoss , takeProfit );
  			return strategyForBacktester;
--- 217,223 ----
  				historicalMarketValueProviderForInSample,
  			  historicalMarketValueProviderForOutOfSample,
! 			  inefficiencyLengthInMinutes , 
! 			  this.minutesFromLastInefficiencyTimeToWaitBeforeOpening, 
! 			  maxOpeningLengthInMinutes, this.getDailyTimes(),
  			  stopLoss , takeProfit );
  			return strategyForBacktester;
***************
*** 237,240 ****
--- 240,244 ----
  			dailyTimes.Add(new Time("14:30:00") );
  			dailyTimes.Add(new Time("15:00:00") );
+ 			dailyTimes.Add(new Time("15:30:00") );
  			dailyTimes.Add(new Time("16:00:00") );
  			return dailyTimes;

Index: PVOPositions.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/PVOPositions.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** PVOPositions.cs	29 Sep 2008 21:18:13 -0000	1.4
--- PVOPositions.cs	12 Jan 2009 18:11:01 -0000	1.5
***************
*** 128,132 ****
--- 128,134 ----
  		                                    string benchmark,
  		                                    HistoricalMarketValueProvider quoteProvider,
+ 		                                    double oversoldThreshold,
  		                                    double maxOversoldThreshold,
+ 		                                    double overboughtThreshold,
  		                                    double maxOverboughtThreshold)
  		{
***************
*** 136,143 ****
  				this.getOscillatingPeriodReturn(beginOfPeriod, endOfPeriod, benchmark,
  				                                quoteProvider);
! 			if(oscillatingPeriodReturn >= this.overboughtThreshold &&
  			   oscillatingPeriodReturn <= maxOverboughtThreshold)
  				returnValue = PVOPositionsStatus.Overbought;
! 			else if(oscillatingPeriodReturn <= -this.oversoldThreshold &&
  			        Math.Abs(oscillatingPeriodReturn) <= maxOversoldThreshold)
  				returnValue = PVOPositionsStatus.Oversold;
--- 138,145 ----
  				this.getOscillatingPeriodReturn(beginOfPeriod, endOfPeriod, benchmark,
  				                                quoteProvider);
! 			if(oscillatingPeriodReturn >= overboughtThreshold &&
  			   oscillatingPeriodReturn <= maxOverboughtThreshold)
  				returnValue = PVOPositionsStatus.Overbought;
! 			else if(oscillatingPeriodReturn <= -oversoldThreshold &&
  			        Math.Abs(oscillatingPeriodReturn) <= maxOversoldThreshold)
  				returnValue = PVOPositionsStatus.Oversold;
***************
*** 151,154 ****
--- 153,169 ----
  		}
  		
+ 		public PVOPositionsStatus GetStatus(DateTime beginOfPeriod,
+ 		                                    DateTime endOfPeriod,
+ 		                                    string benchmark,
+ 		                                    HistoricalMarketValueProvider quoteProvider,
+ 		                                    double maxOversoldThreshold,
+ 		                                    double maxOverboughtThreshold)
+ 		{
+ 			return this.GetStatus(beginOfPeriod, endOfPeriod,
+ 		                        benchmark, quoteProvider,
+ 		                        this.oversoldThreshold, maxOversoldThreshold,
+ 		                        this.overboughtThreshold, maxOverboughtThreshold );
+ 		}
+ 		
  		public bool AreAllTickersMovingTogetherUpOrDown(DateTime beginOfPeriod,
  		                                                DateTime endOfPeriod,

[Quantproject-developers] QuantDownloader/Downloader/OpenTickDownloader/DatabaseManagement DataBaseWriter.cs, 1.3, 1.4

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader/DatabaseManagement
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv17077/Downloader/OpenTickDownloader/DatabaseManagement

Modified Files:
	DataBaseWriter.cs 
Log Message:
Old commented code has been removed

Index: DataBaseWriter.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader/DatabaseManagement/DataBaseWriter.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** DataBaseWriter.cs	4 Jan 2009 17:46:44 -0000	1.3
--- DataBaseWriter.cs	11 Jan 2009 20:38:14 -0000	1.4
***************
*** 82,123 ****
  		}
  		
- //		#region getSqlCommand
- //		
- //		#region getSqlCommand_getValues
- //		private string formatDoubleForSql( double value )
- //		{
- //			string formattedValue =
- //				value.ToString().Replace( ',' , '.' );
- //			return formattedValue;
- //		}
- //		private string getSqlCommand_getValues( Bar bar )
- //		{
- //			DateTime utcDateTimeForOpen =
- //				TimeZoneManager.ConvertToEST( bar.DateTimeForOpenInUTCTime );
- //			string values =
- //				"'" + bar.Ticker + "' , " +
- //				"'" + bar.Exchange + "' , " +
- //				DataBaseWriter.GetDateConstant( utcDateTimeForOpen ) + " , " +
- //				bar.Interval + " , " +
- //				formatDoubleForSql( bar.Open ) + " , " +
- //				formatDoubleForSql( bar.High ) + " , " +
- //				formatDoubleForSql( bar.Low ) + " , " +
- //				formatDoubleForSql( bar.Close ) + " , " +
- //				bar.Volume;
- //			return values;
- //		}
- //		#endregion getSqlCommand_getValues
- //		
- //		private string getSqlCommand( Bar bar )
- //		{
- //			string sqlCommand =
- //				"INSERT INTO bars " +
- //				"( baTicker, baExchange, baDateTimeForOpen, baInterval, baOpen, baHigh, baLow, baClose, baVolume ) " +
- //				"SELECT " + this.getSqlCommand_getValues( bar ) + ";";
- ////				"SELECT 'MSFT' , 'Q' , #12/13/2004 15:16:17# , 60 , 30.2 , 30.5 , 29.9 , 30.3 , 100000 ;";
- //			return sqlCommand;
- //		}
- //		#endregion getSqlCommand
- 		
  		private void writeToDataBaseActually( Bar bar )
  		{
--- 82,85 ----
***************
*** 127,133 ****
  				bar.Ticker , bar.Exchange , dateTimeForOpenInESTTime , bar.Interval ,
  				bar.Open , bar.High , bar.Low , bar.Close , bar.Volume );
- //			string sqlCommand =
- //				this.getSqlCommand( bar );
- //			SqlExecutor.ExecuteNonQuery( sqlCommand );
  		}
  		private void riseDatabaseUpdatedEvent( Bar bar )
--- 89,92 ----
***************
*** 173,195 ****
  			this.writeToDataBaseThread.Start();
  		}
- 		
- //		/// <summary>
- //		/// Builds a date to be used in a Sql query
- //		/// </summary>
- //		/// <param name="dateTime"></param>
- //		/// <returns></returns>
- //		public static string GetDateConstant( DateTime dateTime )
- //		{
- //			string dateConstant =
- //				"#" +
- //				dateTime.Month + "/" +
- //				dateTime.Day + "/" +
- //				dateTime.Year + " " +
- //				dateTime.Hour + ":" +
- //				dateTime.Minute + ":" +
- //				dateTime.Second +
- //				"#";
- //			return dateConstant;
- //		}
  	}
  }
--- 132,135 ----

[Quantproject-developers] QuantDownloader/Downloader/OpenTickDownloader BarQueueFiller.cs, 1.3, 1.4 BarsDownloader.cs, 1.2, 1.3

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv17077/Downloader/OpenTickDownloader

Modified Files:
	BarQueueFiller.cs BarsDownloader.cs 
Log Message:
Old commented code has been removed

Index: BarsDownloader.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader/BarsDownloader.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** BarsDownloader.cs	20 Jul 2008 20:30:06 -0000	1.2
--- BarsDownloader.cs	11 Jan 2009 20:38:14 -0000	1.3
***************
*** 3,7 ****
  
  BarsDownloader.cs
! Copyright (C) 2008 
  Glauco Siliprandi
  
--- 3,7 ----
  
  BarsDownloader.cs
! Copyright (C) 2008
  Glauco Siliprandi
  
***************
*** 19,23 ****
  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;
--- 19,23 ----
  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;
***************
*** 48,66 ****
  		private OTManager oTManager;
  		
- //		private string ticker;
- //		private DateTime firstDate;
- //		private DateTime lastDate;
- //		private int barInterval;
- //		private DateTime firstBarOpenTime;
- //		private int numberOfBarsToBeDownloadedForEachDay;
- 		
  		private BarQueue barQueue;
  		private BarQueueFiller barQueueFiller;
  		private DataBaseWriter dataBaseWriter;
  		
- //		private MainExchangeFinder mainExchangeFinder;
- 		
- //		public event ExchangeNotFoundEventHandler ExchangeNotFound;
- 
  		/// <summary>
  		/// Downloads and writes to database the requested bars
--- 48,55 ----
***************
*** 82,92 ****
  			string openTickUser ,
  			string openTickPassword
- //			,
- //			string ticker ,
- //			DateTime firstDate ,
- //			DateTime lastDate ,
- //			int barInterval ,
- //			DateTime firstBarOpenTime ,
- //			int numberOfBarsToBeDownloadedForEachDay
  		)
  		{
--- 71,74 ----
***************
*** 96,123 ****
  			this.openTickPassword = openTickPassword;
  			this.oTManager = new OTManager();
- //			this.ticker = ticker;
- //			this.firstDate = firstDate;
- //			this.lastDate = lastDate;
- //			this.barInterval = barInterval;
- //			this.firstBarOpenTime = firstBarOpenTime;
- //			this.numberOfBarsToBeDownloadedForEachDay =
- //				numberOfBarsToBeDownloadedForEachDay;
  		}
  		
  		#region DownloadBars
- 		
- //		private void runMainExchangeFinder()
- //		{
- //			// consider using this.oTClient.requestListSymbols( string exchange );
- ////			this.mainExchangeFinder =
- ////				new MainExchangeFinder( this.oTClient , this.ticker );
- //			this.mainExchangeFinder.NewOHLCRequest +=
- //				new NewOHLCRequestEventHandler( this.newOHLCRequestEventHandler );
- //			mainExchangeFinder.FindMainExchange();
- //			while ( !mainExchangeFinder.IsSearchComplete )
- //				// the main exchange has not been found, yet
- //				Thread.Sleep( 200 );
- //		}
- 
  		private void initializeBarQueue()
  		{
--- 78,84 ----
***************
*** 147,158 ****
  					this.exchangeSelector ,
  					this.oTManager ,
! //					this.ticker ,
! //					this.mainExchangeFinder.MainExchange ,
! //					this.firstDate ,
! //					this.lastDate ,
! //					this.barInterval ,
! //					this.firstBarOpenTime ,
! //					this.numberOfBarsToBeDownloadedForEachDay ,
! 					this.barQueue 
  				);
  			this.barQueueFiller.NewOHLCRequest +=
--- 108,112 ----
  					this.exchangeSelector ,
  					this.oTManager ,
! 					this.barQueue
  				);
  			this.barQueueFiller.NewOHLCRequest +=
***************
*** 198,217 ****
  		private void onLoginEventHandler()
  		{
! //			this.runMainExchangeFinder();
! //			if ( this.mainExchangeFinder.IsMainExchangeFound )
! //				// the main exchange has been found and
! //			{
! 				this.initializeDownloadingObjects();
! 				this.startThreadToFillBarQueue();
! 				this.startThreadToWriteBarsFromBuffersToTheDatabase();
! //			}
! //			else
! //				this.ExchangeNotFound( this , this.ticker );
! 
! //			this.downloadBarsThread = new Thread(
! //				new ThreadStart( this.downloadBars ) );
! //			this.downloadBarsThread.Start();
! 			
! //			this.testForDaylightSavingTime();
  		}
  		
--- 152,158 ----
  		private void onLoginEventHandler()
  		{
! 			this.initializeDownloadingObjects();
! 			this.startThreadToFillBarQueue();
! 			this.startThreadToWriteBarsFromBuffersToTheDatabase();
  		}
  		

Index: BarQueueFiller.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader/BarQueueFiller.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** BarQueueFiller.cs	18 Aug 2008 21:03:52 -0000	1.3
--- BarQueueFiller.cs	11 Jan 2009 20:38:14 -0000	1.4
***************
*** 47,57 ****
  		private OTManager oTManager;
  		
- //		private string ticker;
- //		private string exchange;
- //		private DateTime firstDate;
- //		private DateTime lastDate;
- //		private long barInterval;
- //		private DateTime firstBarOpenTime;
- //		private int numberOfBarsToBeDownloadedForEachDay;
  		private BarQueue barQueue;
  		
--- 47,50 ----
***************
*** 59,64 ****
  
  		private Thread fillQueueThread;
- //		private bool working;
- //		private DateTime currentDate;
  
  		/// <summary>
--- 52,55 ----
***************
*** 84,94 ****
  			IExchangeSelector exchangeSelector ,
  			OTManager oTManager ,
- //			string ticker ,
- //			string exchange ,
- //			DateTime firstDate ,
- //			DateTime lastDate ,
- //			long barInterval ,
- //			DateTime firstBarOpenTime ,
- //			int numberOfBarsToBeDownloadedForEachDay ,
  			BarQueue barQueue 
  		)
--- 75,78 ----
***************
*** 103,114 ****
  				new NewMessageEventHandler(
  					this.newMessageEventHandler );
- //			this.ticker = ticker;
- //			this.exchange = exchange;
- //			this.firstDate = firstDate;
- //			this.lastDate = lastDate;
- //			this.barInterval = barInterval;
- //			this.firstBarOpenTime = firstBarOpenTime;
- //			this.numberOfBarsToBeDownloadedForEachDay =
- //				numberOfBarsToBeDownloadedForEachDay;
  			this.barQueue = barQueue;			
  		}
--- 87,90 ----
***************
*** 167,181 ****
  		
  		#region fillQueue_requestBarsForEachMarketDay
! //		private bool isAPossibleMarketDay( DateTime currentDate )
! //		{
! //			bool isAPossibleMarkDay =
! //				( currentDate.DayOfWeek != DayOfWeek.Saturday ) &&
! //				( currentDate.DayOfWeek != DayOfWeek.Sunday ) &&
! //				!( ( currentDate.Month == 1 ) && ( currentDate.Day == 1 ) ) &&
! //				!( ( currentDate.Month == 12 ) && ( currentDate.Day == 25 ) );
! //			
! //			return isAPossibleMarkDay;
! //		}
! 		
  		#region fillQueue_requestBar
  		private void fillQueue_requestBar_actually(
--- 143,147 ----
  		
  		#region fillQueue_requestBarsForEachMarketDay
! 	
  		#region fillQueue_requestBar
  		private void fillQueue_requestBar_actually(
***************
*** 207,218 ****
  				this.fillQueue_requestBar_actually( barIdentifier , exchange );
  		}
- //		private void fillQueue_requestBars( DateTime currentDate )
- //		{
- //			for ( int currentDailyBarIndex = 0 ;
- //			     currentDailyBarIndex < this.numberOfBarsToBeDownloadedForEachDay ;
- //			     currentDailyBarIndex++ )
- //				this.fillQueue_requestBar(
- //					currentDate , currentDailyBarIndex );
- //		}
  		#endregion fillQueue_requestBar
  		
--- 173,176 ----
***************
*** 222,232 ****
  				this.fillQueue_requestBar(
  					this.barsSelector.GetNextBarIdentifier() );
- //			DateTime currentDate = this.firstDate;
- //			while ( currentDate <= this.lastDate )
- //			{
- //				if ( this.isAPossibleMarketDay( currentDate ) )
- //					this.fillQueue_requestBars( currentDate );
- //				currentDate = currentDate.AddDays( 1 );
- //			}
  		}
  		#endregion fillQueue_requestBarsForEachMarketDay
--- 180,183 ----

[Quantproject-developers] QuantDownloader/Downloader/OpenTickDownloader/OTManagement OTManager.cs, 1.3, 1.4

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader/OTManagement
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv17077/Downloader/OpenTickDownloader/OTManagement

Modified Files:
	OTManager.cs 
Log Message:
Old commented code has been removed

Index: OTManager.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader/OTManagement/OTManager.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** OTManager.cs	30 Nov 2008 22:42:37 -0000	1.3
--- OTManager.cs	11 Jan 2009 20:38:14 -0000	1.4
***************
*** 68,77 ****
  		
  		private static OTClient oTClient;
- 		/// <summary>
- 		/// used to lock OTManager.oTClient: we use a dummy BarRequest
- 		/// but any reference type would have done the job
- 		/// </summary>
- //		private static BarRequest oTClientCreatorLocker =
- //			new BarRequest( "A" , "A" , new DateTime( 1 , 1 , 2008 ) );
  		
  		static OTManager()
--- 68,71 ----
***************
*** 105,109 ****
  		public OTManager()
  		{
- //			this.logFileName = "";
  			this.commonInitialization();
  		}
--- 99,102 ----
***************
*** 181,187 ****
  		{
  			BarRequest barRequest =	this.GetBarRequest( requestId );
- //			DateTime dateTimeForRequest = (DateTime)
- //				this.requestsThatAreNotCompletedYet[ requestId ];
- //			this.requestsThatAreNotCompletedYet.Remove( requestId );
  			string completeMessage = message + "---" +
  				"Ticker: " + oTDataEntity.Symbol + "---" +
--- 174,177 ----
***************
*** 281,293 ****
  			OTManager.oTClient.onMessage += new OTMessageEvent(
  				this.onMessageEventHandler );
- //			if ( oTClientWasJustCreated )
- //				// oTClient was null. We want only one OTManager instance
- //				// to monitor (and possibly log) oTClient status changes
- //			{
- //				OTManager.oTClient.onLogin += new OTLoginEvent(
- //					OTManager.onLoginEventHandler );
- //				OTManager.oTClient.onStatusChanged += new OTStatusChangedEvent(
- //					OTManager.onStatusChangedEventHandler );
- //			}
  			OTManager.oTClient.onHistoricalOHLC +=
  				new OTOHLCEvent( this.onHistoricalOHLC );
--- 271,274 ----
***************
*** 310,342 ****
  			OTManager.oTClient.addHost( "feed1.opentick.com" , 10010 );
  			//OTManager.oTClient.addHost( "delayed1.opentick.com" , 10010 );
- //			string username =
- //				System.Configuration.ConfigurationManager.AppSettings[
- //					"usrnm" ];
- //			string password =
- //				System.Configuration.ConfigurationManager.AppSettings[
- //					"pswd" ];
  			OTManager.oTClient.login( openTickUser , openTickPassword );
  		}
- //		/// <summary>
- //		/// This method can be 
- //		/// </summary>
- //		public void SubmitLogin()
- //		{
- //			bool oTCLientWasNullWhenThisMethodBegan;
- //			// TO DO add a lock to the following two statements
- ////			lock( ??? what could I use here??? )
- ////			{
- ////				oTCLientWasNullWhenThisMethodBegan =
- ////					( OTManager.oTClient == null );
- ////				if ( oTCLientWasNullWhenThisMethodBegan )
- ////					OTManager.oTClient = new OTClient();
- ////			}
- //			this.setOTClientEventHandlers( oTCLientWasNullWhenThisMethodBegan );
- //			if ( oTCLientWasNullWhenThisMethodBegan )
- //				this.submitLogin();
- //		}
- 
- 
- 
  		
  		public BarRequest GetBarRequest( int requestId )
--- 291,296 ----

[Quantproject-developers] QuantDownloader/Downloader/OpenTickDownloader OTTickerDownloader.cs, 1.6, 1.7

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv17034/Downloader/OpenTickDownloader

Modified Files:
	OTTickerDownloader.cs 
Log Message:
- old commented code has been removed
- the log creation statement has been commented out

Index: OTTickerDownloader.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader/OTTickerDownloader.cs,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** OTTickerDownloader.cs	7 Jan 2009 23:27:15 -0000	1.6
--- OTTickerDownloader.cs	11 Jan 2009 20:37:47 -0000	1.7
***************
*** 46,62 ****
  		private List<Time> dailyTimes;
  		private DateTime firstDate;
- //		/// <summary>
- //		/// time (date doesn't matter for this member) for the first
- //		/// bar to be downloaded, each day
- //		/// </summary>
- //		private DateTime firstBarOpenTimeInNewYorkTimeZone;
  		/// <summary>
  		/// number of seconds in each bar
  		/// </summary>
  		private int barInterval;
- //		/// <summary>
- //		/// number of bars to be downloaded for each day
- //		/// </summary>
- //		private int numberOfDailyBars;
  		private DateTime dateTimeForOverWritingQuotes;//before this
  		//date quotes should be overwritten automatically
--- 46,53 ----
***************
*** 110,118 ****
  			List<Time> dailyTimes ,
  			DateTime firstDate,
- //			int fromHour ,
- //			int fromMinute ,
- //			int fromSecond ,
  			int barInterval ,
- //			int numberOfDailyBars ,
  			DateTime dateTimeForOverWritingQuotes,
  			bool checkForMissingQuotes,
--- 101,105 ----
***************
*** 133,141 ****
  			this.dailyTimes = dailyTimes;
  			this.firstDate = firstDate;
- //			this.firstBarOpenTimeInNewYorkTimeZone =
- //				new DateTime(
- //					1 , 1 , 1 , fromHour , fromMinute , fromSecond );
  			this.barInterval = barInterval;
- //			this.numberOfDailyBars = numberOfDailyBars;
  			this.dateTimeForOverWritingQuotes = dateTimeForOverWritingQuotes;
  			this.checkForMissingQuotes = checkForMissingQuotes;
--- 120,124 ----
***************
*** 203,208 ****
  						this.barInterval ,
  						this.dailyTimes );
- //						this.firstBarOpenTimeInNewYorkTimeZone ,
- //						this.numberOfDailyBars );
  			else
  				// all quotes are to be downloaded, even if they
--- 186,189 ----
***************
*** 215,220 ****
  						this.barInterval ,
  						this.dailyTimes );
- //						this.firstBarOpenTimeInNewYorkTimeZone ,
- //						this.numberOfDailyBars );
  		}
  		private void setExchangeSelector()
--- 196,199 ----
***************
*** 244,255 ****
  		private void setBarsDownloader()
  		{
- //			DailyBarsSelector barsSelector =
- //				new DailyBarsSelector(
- //					new string[]{ "GE" , "MSFT" } ,
- //					new DateTime( 2002 , 3 , 1 ) ,
- //					new DateTime( 2002 , 4 , 30 ) ,
- //					60 ,
- //					new DateTime( 1 , 1 , 1 , 9 , 29 , 0 ) ,
- //					3 );
  			this.barsDownloader =
  				new BarsDownloader(
--- 223,226 ----
***************
*** 259,265 ****
  					this.openTickPassword );
  			this.setBarsDownloader_setEventHandlers();
- //			this.barsDownloader.NewOHLCRequest +=
- //				new NewOHLCRequestEventHandler (
- //					this.newOHLCRequestEventHandler );
  		}
  		#endregion setBarsDownloader
--- 230,233 ----
***************
*** 281,286 ****
  			this.messageManager =
  				new MessageManager( this.getLogFileName() );
! 			this.messageManager.Monitor(
! 				this.barsDownloader );
  		}
  		#endregion setMessageManager
--- 249,254 ----
  			this.messageManager =
  				new MessageManager( this.getLogFileName() );
! 			// uncomment the following line if you want to see the log file
! //			this.messageManager.Monitor( this.barsDownloader );
  		}
  		#endregion setMessageManager

[Quantproject-developers] QuantProject/b2_DataAccess DataBase.cs, 1.13, 1.14

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

Update of /cvsroot/quantproject/QuantProject/b2_DataAccess
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv15676/b2_DataAccess

Modified Files:
	DataBase.cs 
Log Message:
A new boolean method has been added to detect if a given exception is due to an attempt to insert a record that would lead to a duplicate a key in the database

Index: DataBase.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b2_DataAccess/DataBase.cs,v
retrieving revision 1.13
retrieving revision 1.14
diff -C2 -d -r1.13 -r1.14
*** DataBase.cs	30 Dec 2008 00:11:44 -0000	1.13
--- DataBase.cs	11 Jan 2009 20:16:35 -0000	1.14
***************
*** 29,32 ****
--- 29,34 ----
  using System.Windows.Forms;
  
+ using MySql.Data.MySqlClient;
+ 
  using QuantProject.ADT;
  using QuantProject.ADT.Histories;
***************
*** 308,311 ****
--- 310,337 ----
  		}
  		#endregion GetBarOpenHistory
+ 		
+ 		/// <summary>
+ 		/// true iif exception is risen by the attempt to duplicate a value in
+ 		/// a table
+ 		/// </summary>
+ 		/// <param name="exception"></param>
+ 		/// <returns></returns>
+ 		public static bool IsExceptionForForbiddenDataDuplication(
+ 			Exception exception )
+ 		{
+ 			bool isExceptionForForbiddenDataDuplication =
+ 				(
+ 					(
+ 						( exception is OleDbException ) &&
+ 						exception.Message.Contains( "duplicate values" )
+ 					)
+ 					||
+ 					(
+ 						( exception is MySqlException ) &&
+ 						exception.Message.Contains( "Duplicate entry" )
+ 					)
+ 				);
+ 			return isExceptionForForbiddenDataDuplication;
+ 		}
  	}
  }

[Quantproject-developers] QuantProject/b2_DataAccess/Tables Bars.cs, 1.5, 1.6

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

Update of /cvsroot/quantproject/QuantProject/b2_DataAccess/Tables
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv15587/b2_DataAccess/Tables

Modified Files:
	Bars.cs 
Log Message:
If a duplicate bar is asked to be inserted, now the exception is handled (and the program can go on)

Index: Bars.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b2_DataAccess/Tables/Bars.cs,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** Bars.cs	7 Jan 2009 23:23:07 -0000	1.5
--- Bars.cs	11 Jan 2009 20:15:17 -0000	1.6
***************
*** 537,541 ****
  					ticker , exchange , dateTimeForOpenInESTTime , interval ,
  					open , high , low , close , volume );
! 			SqlExecutor.ExecuteNonQuery( sqlCommand );
  		}
  		#endregion AddBar
--- 537,550 ----
  					ticker , exchange , dateTimeForOpenInESTTime , interval ,
  					open , high , low , close , volume );
! 			try
! 			{
! 				SqlExecutor.ExecuteNonQuery( sqlCommand );
! 			}
! 			catch( Exception exception )
! 			{
! 				if ( !DataBase.IsExceptionForForbiddenDataDuplication( exception ) )
! 					// the exception is not due to a duplicated bar
! 					throw exception;
! 			}
  		}
  		#endregion AddBar

[Quantproject-developers] QuantDownloader/Downloader/OpenTickDownloader/UserForms OTWebDownloader.cs, 1.7, 1.8

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader/UserForms
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv23797/Downloader/OpenTickDownloader/UserForms

Modified Files:
	OTWebDownloader.cs 
Log Message:
the form now downloads (not necessarily adiacent) daily bars according to a given list of Time(s)

Index: OTWebDownloader.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader/UserForms/OTWebDownloader.cs,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** OTWebDownloader.cs	6 Jan 2009 17:24:33 -0000	1.7
--- OTWebDownloader.cs	7 Jan 2009 23:28:20 -0000	1.8
***************
*** 461,470 ****
  	  			new OTTickerDownloader(
  	  				this.TickersToDownload,
! 	  				this.StartingNewYorkDateTime,
! 	  				this.CheckedDailyTimes[0].Hour ,
! 	  				this.CheckedDailyTimes[0].Minute ,
! 	  				this.CheckedDailyTimes[0].Second ,
  	  				Convert.ToInt32( this.timeFrameInSeconds.Value ) ,
! 	  				1 ,
  	  				this.dateTimeOverwriteQuotesBefore.Value,
  	  				this.checkBoxCheckingForMissingQuotes.Checked,
--- 461,472 ----
  	  			new OTTickerDownloader(
  	  				this.TickersToDownload,
! 	  				this.CheckedDailyTimes ,
! 	  				this.dateTimePickerStartingDate.Value ,
! //	  				this.StartingNewYorkDateTime,
! //	  				this.CheckedDailyTimes[0].Hour ,
! //	  				this.CheckedDailyTimes[0].Minute ,
! //	  				this.CheckedDailyTimes[0].Second ,
  	  				Convert.ToInt32( this.timeFrameInSeconds.Value ) ,
! //	  				1 ,
  	  				this.dateTimeOverwriteQuotesBefore.Value,
  	  				this.checkBoxCheckingForMissingQuotes.Checked,

[Quantproject-developers] QuantDownloader/Downloader/OpenTickDownloader OTTickerDownloader.cs, 1.5, 1.6

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv23732/Downloader/OpenTickDownloader

Modified Files:
	OTTickerDownloader.cs 
Log Message:
the class now downloads (not necessarely adiacent) daily bars according to a given list of Time(s)

Index: OTTickerDownloader.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader/OTTickerDownloader.cs,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** OTTickerDownloader.cs	3 Jan 2009 18:38:31 -0000	1.5
--- OTTickerDownloader.cs	7 Jan 2009 23:27:15 -0000	1.6
***************
*** 21,24 ****
--- 21,25 ----
   */
  using System;
+ using System.Collections.Generic;
  using System.Data;
  using System.Threading;
***************
*** 26,29 ****
--- 27,31 ----
  
  using QuantProject.ADT;
+ using QuantProject.ADT.Timing;
  using QuantProject.Presentation;
  
***************
*** 42,59 ****
  	{
  		private string[] tickersToDownload;
  		private DateTime firstDate;
! 		/// <summary>
! 		/// time (date doesn't matter for this member) for the first
! 		/// bar to be downloaded, each day
! 		/// </summary>
! 		private DateTime firstBarOpenTimeInNewYorkTimeZone;
  		/// <summary>
  		/// number of seconds in each bar
  		/// </summary>
  		private int barInterval;
! 		/// <summary>
! 		/// number of bars to be downloaded for each day
! 		/// </summary>
! 		private int numberOfDailyBars;
  		private DateTime dateTimeForOverWritingQuotes;//before this
  		//date quotes should be overwritten automatically
--- 44,62 ----
  	{
  		private string[] tickersToDownload;
+ 		private List<Time> dailyTimes;
  		private DateTime firstDate;
! //		/// <summary>
! //		/// time (date doesn't matter for this member) for the first
! //		/// bar to be downloaded, each day
! //		/// </summary>
! //		private DateTime firstBarOpenTimeInNewYorkTimeZone;
  		/// <summary>
  		/// number of seconds in each bar
  		/// </summary>
  		private int barInterval;
! //		/// <summary>
! //		/// number of bars to be downloaded for each day
! //		/// </summary>
! //		private int numberOfDailyBars;
  		private DateTime dateTimeForOverWritingQuotes;//before this
  		//date quotes should be overwritten automatically
***************
*** 105,114 ****
  		public OTTickerDownloader(
  			string[] tickersToDownload,
  			DateTime firstDate,
! 			int fromHour ,
! 			int fromMinute ,
! 			int fromSecond ,
  			int barInterval ,
! 			int numberOfDailyBars ,
  			DateTime dateTimeForOverWritingQuotes,
  			bool checkForMissingQuotes,
--- 108,118 ----
  		public OTTickerDownloader(
  			string[] tickersToDownload,
+ 			List<Time> dailyTimes ,
  			DateTime firstDate,
! //			int fromHour ,
! //			int fromMinute ,
! //			int fromSecond ,
  			int barInterval ,
! //			int numberOfDailyBars ,
  			DateTime dateTimeForOverWritingQuotes,
  			bool checkForMissingQuotes,
***************
*** 127,136 ****
  			                                        openTickPassword);
  			this.tickersToDownload = tickersToDownload;
  			this.firstDate = firstDate;
! 			this.firstBarOpenTimeInNewYorkTimeZone =
! 				new DateTime(
! 					1 , 1 , 1 , fromHour , fromMinute , fromSecond );
  			this.barInterval = barInterval;
! 			this.numberOfDailyBars = numberOfDailyBars;
  			this.dateTimeForOverWritingQuotes = dateTimeForOverWritingQuotes;
  			this.checkForMissingQuotes = checkForMissingQuotes;
--- 131,141 ----
  			                                        openTickPassword);
  			this.tickersToDownload = tickersToDownload;
+ 			this.dailyTimes = dailyTimes;
  			this.firstDate = firstDate;
! //			this.firstBarOpenTimeInNewYorkTimeZone =
! //				new DateTime(
! //					1 , 1 , 1 , fromHour , fromMinute , fromSecond );
  			this.barInterval = barInterval;
! //			this.numberOfDailyBars = numberOfDailyBars;
  			this.dateTimeForOverWritingQuotes = dateTimeForOverWritingQuotes;
  			this.checkForMissingQuotes = checkForMissingQuotes;
***************
*** 197,202 ****
  						this.setBarsSelector_getDate( DateTime.Now ) ,
  						this.barInterval ,
! 						this.firstBarOpenTimeInNewYorkTimeZone ,
! 						this.numberOfDailyBars );
  			else
  				// all quotes are to be downloaded, even if they
--- 202,208 ----
  						this.setBarsSelector_getDate( DateTime.Now ) ,
  						this.barInterval ,
! 						this.dailyTimes );
! //						this.firstBarOpenTimeInNewYorkTimeZone ,
! //						this.numberOfDailyBars );
  			else
  				// all quotes are to be downloaded, even if they
***************
*** 208,218 ****
  						this.setBarsSelector_getDate( DateTime.Now ) ,
  						this.barInterval ,
! 						this.firstBarOpenTimeInNewYorkTimeZone ,
! 						this.numberOfDailyBars );
  		}
  		private void setExchangeSelector()
  		{
!         	this.exchangeSelector =
!         		new MostLiquidExchangeSelector();
  		}
  		#region setBarsDownloaderAndRunIt
--- 214,225 ----
  						this.setBarsSelector_getDate( DateTime.Now ) ,
  						this.barInterval ,
! 						this.dailyTimes );
! //						this.firstBarOpenTimeInNewYorkTimeZone ,
! //						this.numberOfDailyBars );
  		}
  		private void setExchangeSelector()
  		{
! 			this.exchangeSelector =
! 				new MostLiquidExchangeSelector();
  		}
  		#region setBarsDownloaderAndRunIt
***************
*** 264,268 ****
  //				@"C:\Quant\OpenTickDownloader\textFilesForLoggingNotification\textFileForLoggingNotification";
  			string logFileName =
! 				Application.StartupPath + "\\textFileForLoggingNotification";			
  			logFileName = logFileName + "_" +
  				ExtendedDateTime.GetCompleteShortDescriptionForFileName(
--- 271,275 ----
  //				@"C:\Quant\OpenTickDownloader\textFilesForLoggingNotification\textFileForLoggingNotification";
  			string logFileName =
! 				Application.StartupPath + "\\textFileForLoggingNotification";
  			logFileName = logFileName + "_" +
  				ExtendedDateTime.GetCompleteShortDescriptionForFileName(

[Quantproject-developers] QuantDownloader/Downloader/OpenTickDownloader/BarsSelectors MissingDailyBarsSelector.cs, 1.2, 1.3

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader/BarsSelectors
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv23628/Downloader/OpenTickDownloader/BarsSelectors

Modified Files:
	MissingDailyBarsSelector.cs 
Log Message:
the class now selects missing daily bars according to a given list of Time(s)

Index: MissingDailyBarsSelector.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader/BarsSelectors/MissingDailyBarsSelector.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** MissingDailyBarsSelector.cs	4 Jan 2009 17:47:57 -0000	1.2
--- MissingDailyBarsSelector.cs	7 Jan 2009 23:25:44 -0000	1.3
***************
*** 23,26 ****
--- 23,27 ----
  using System;
  using System.Collections;
+ using System.Collections.Generic;
  using System.Data;
  
***************
*** 55,60 ****
  			DateTime lastDate ,
  			int barInterval ,
! 			DateTime firstBarOpenTimeInNewYorkTimeZone ,
! 			int numberOfBarsToBeDownloadedForEachDay ) :
  			base(
  				tickers ,
--- 56,63 ----
  			DateTime lastDate ,
  			int barInterval ,
! 			List<Time> dailyTimes ) :
! 			
! //			DateTime firstBarOpenTimeInNewYorkTimeZone ,
! //			int numberOfBarsToBeDownloadedForEachDay ) :
  			base(
  				tickers ,
***************
*** 62,67 ****
  				lastDate ,
  				barInterval ,
! 				firstBarOpenTimeInNewYorkTimeZone ,
! 				numberOfBarsToBeDownloadedForEachDay )
  		{
  		}
--- 65,71 ----
  				lastDate ,
  				barInterval ,
! 				dailyTimes )
! //				firstBarOpenTimeInNewYorkTimeZone ,
! //				numberOfBarsToBeDownloadedForEachDay )
  		{
  		}
***************
*** 114,138 ****
  		
  		
! 		private Time getLastBarOpenTimeInNewYorkTimeZone()
! 		{
! 			int secondsToBeAdded = this.barInterval *
! 				( this.numberOfBarsToBeDownloadedForEachDay - 1 );
! 			DateTime lastBarOpenDateTimeInNewYorkTimeZone =
! 				this.firstBarOpenTimeInNewYorkTimeZone.AddSeconds(
! 					secondsToBeAdded );
! 			Time lastBarOpenTimeInNewYorkTimeZone =
! 				new Time( lastBarOpenDateTimeInNewYorkTimeZone );
! 			return lastBarOpenTimeInNewYorkTimeZone;
! 		}
  		
  		private DataTable getBarsInTheDatabase( string ticker )
  		{
! 			Time lastBarOpenTimeInNewYorkTimeZone =
! 				this.getLastBarOpenTimeInNewYorkTimeZone();
  			DataTable barsInTheDatabase =
  				new QuantProject.Data.DataTables.Bars(
  					ticker , this.firstDate , this.lastDate ,
! 					new Time( this.firstBarOpenTimeInNewYorkTimeZone ) ,
! 					lastBarOpenTimeInNewYorkTimeZone ,
  					this.barInterval );
  //			string sql =
--- 118,146 ----
  		
  		
! //		private Time getLastBarOpenTimeInNewYorkTimeZone()
! //		{
! ////			int secondsToBeAdded = this.barInterval *
! ////				( this.numberOfBarsToBeDownloadedForEachDay - 1 );
! ////			DateTime lastBarOpenDateTimeInNewYorkTimeZone =
! ////				this.firstBarOpenTimeInNewYorkTimeZone.AddSeconds(
! ////					secondsToBeAdded );
! ////			Time lastBarOpenTimeInNewYorkTimeZone =
! ////				new Time( lastBarOpenDateTimeInNewYorkTimeZone );
! //			int indexForTheLastDailyTime = this.dailyTimes.Count - 1;
! //			Time lastBarOpenTimeInNewYorkTimeZone =
! //				this.dailyTimes[ indexForTheLastDailyTime ];
! //			return lastBarOpenTimeInNewYorkTimeZone;
! //		}
  		
  		private DataTable getBarsInTheDatabase( string ticker )
  		{
! //			Time lastBarOpenTimeInNewYorkTimeZone =
! //				this.getLastBarOpenTimeInNewYorkTimeZone();
  			DataTable barsInTheDatabase =
  				new QuantProject.Data.DataTables.Bars(
  					ticker , this.firstDate , this.lastDate ,
! 					this.dailyTimes ,
! //					new Time( this.firstBarOpenTimeInNewYorkTimeZone ) ,
! //					lastBarOpenTimeInNewYorkTimeZone ,
  					this.barInterval );
  //			string sql =

[Quantproject-developers] QuantDownloader/Downloader/OpenTickDownloader/BarsSelectors DailyBarsSelector.cs, 1.3, 1.4

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader/BarsSelectors
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv23591/Downloader/OpenTickDownloader/BarsSelectors

Modified Files:
	DailyBarsSelector.cs 
Log Message:
the class now selects daily bars according to a given list of Time(s)

Index: DailyBarsSelector.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader/BarsSelectors/DailyBarsSelector.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** DailyBarsSelector.cs	3 Jan 2009 18:45:12 -0000	1.3
--- DailyBarsSelector.cs	7 Jan 2009 23:25:18 -0000	1.4
***************
*** 3,7 ****
  
  DailyBarsSelector.cs
! Copyright (C) 2008 
  Glauco Siliprandi
  
--- 3,7 ----
  
  DailyBarsSelector.cs
! Copyright (C) 2008
  Glauco Siliprandi
  
***************
*** 19,26 ****
  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.Applications.Downloader.OpenTickDownloader
--- 19,29 ----
  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.Collections.Generic;
+ 
+ using QuantProject.ADT.Timing;
  
  namespace QuantProject.Applications.Downloader.OpenTickDownloader
***************
*** 38,43 ****
  		/// </summary>
  		protected int barInterval;
! 		protected DateTime firstBarOpenTimeInNewYorkTimeZone;
! 		protected int numberOfBarsToBeDownloadedForEachDay;
  		
  		/// <summary>
--- 41,47 ----
  		/// </summary>
  		protected int barInterval;
! 		protected List<Time> dailyTimes;
! //		protected DateTime firstBarOpenTimeInNewYorkTimeZone;
! //		protected int numberOfBarsToBeDownloadedForEachDay;
  		
  		/// <summary>
***************
*** 50,54 ****
  		/// </summary>
  		private int currentDailyBar;
! 				
  		public bool AreAllBarsAlredyGiven
  		{
--- 54,58 ----
  		/// </summary>
  		private int currentDailyBar;
! 		
  		public bool AreAllBarsAlredyGiven
  		{
***************
*** 58,63 ****
  					( this.currentTickerIndex == ( this.tickers.Length - 1 ) ) &&
  					( ( this.currentDate.CompareTo( this.lastDate ) == 0 ) &&
! 					( this.currentDailyBar ==
! 					  this.numberOfBarsToBeDownloadedForEachDay - 1 ) );
  				return areAllBarsAlredyGiven; }
  		}
--- 62,68 ----
  					( this.currentTickerIndex == ( this.tickers.Length - 1 ) ) &&
  					( ( this.currentDate.CompareTo( this.lastDate ) == 0 ) &&
! 					 ( this.currentDailyBar ==
! 					  this.dailyTimes.Count - 1 ) );
! //					  this.numberOfBarsToBeDownloadedForEachDay - 1 ) );
  				return areAllBarsAlredyGiven; }
  		}
***************
*** 82,90 ****
  			DateTime lastDate ,
  			int barInterval ,
! 			DateTime firstBarOpenTimeInNewYorkTimeZone ,
! 			int numberOfBarsToBeDownloadedForEachDay )
  		{
  			this.checkParameters(
! 			firstDate , lastDate , numberOfBarsToBeDownloadedForEachDay );
  			
  			this.tickers = tickers;
--- 87,97 ----
  			DateTime lastDate ,
  			int barInterval ,
! 			List<Time> dailyTimes )
! //			DateTime firstBarOpenTimeInNewYorkTimeZone ,
! //			int numberOfBarsToBeDownloadedForEachDay )
  		{
  			this.checkParameters(
! 				firstDate , lastDate , dailyTimes );
! //			numberOfBarsToBeDownloadedForEachDay );
  			
  			this.tickers = tickers;
***************
*** 92,104 ****
  			this.lastDate = lastDate;
  			this.barInterval = barInterval;
! 			this.firstBarOpenTimeInNewYorkTimeZone =
! 				firstBarOpenTimeInNewYorkTimeZone;
! 			this.numberOfBarsToBeDownloadedForEachDay =
! 				numberOfBarsToBeDownloadedForEachDay;
  			
  			this.currentTickerIndex = 0;
  			this.currentDate = this.firstDate.AddDays( - 1 );
  			this.currentDailyBar =
! 				numberOfBarsToBeDownloadedForEachDay - 1;
  			
  			this.moveToTheNextSelectedBar();
--- 99,113 ----
  			this.lastDate = lastDate;
  			this.barInterval = barInterval;
! 			this.dailyTimes = dailyTimes;
! //			this.firstBarOpenTimeInNewYorkTimeZone =
! //				firstBarOpenTimeInNewYorkTimeZone;
! //			this.numberOfBarsToBeDownloadedForEachDay =
! //				numberOfBarsToBeDownloadedForEachDay;
  			
  			this.currentTickerIndex = 0;
  			this.currentDate = this.firstDate.AddDays( - 1 );
  			this.currentDailyBar =
! 				this.dailyTimes.Count - 1;
! //				numberOfBarsToBeDownloadedForEachDay - 1;
  			
  			this.moveToTheNextSelectedBar();
***************
*** 116,128 ****
  		private void checkParameters(
  			DateTime firstDate , DateTime lastDate ,
! 			int numberOfBarsToBeDownloadedForEachDay )
  		{
  			this.checkParameters_checkNoTime( firstDate );
  			this.checkParameters_checkNoTime( lastDate );
  			if ( firstDate.CompareTo( lastDate ) > 0 )
! 				throw new Exception( "firstDate cannot follow lastDate!" );
! 			if ( numberOfBarsToBeDownloadedForEachDay <= 0 )
  				throw new Exception(
! 					"numberOfBarsToBeDownloadedForEachDay must be greater than zero!" );
  		}
  		#endregion checkParameters
--- 125,141 ----
  		private void checkParameters(
  			DateTime firstDate , DateTime lastDate ,
! 			List<Time> dailyTimes )
! //			int numberOfBarsToBeDownloadedForEachDay )
  		{
  			this.checkParameters_checkNoTime( firstDate );
  			this.checkParameters_checkNoTime( lastDate );
  			if ( firstDate.CompareTo( lastDate ) > 0 )
! 				throw new Exception( "firstDate cannot follow lastDate" );
! 			if ( dailyTimes.Count == 0 )
  				throw new Exception(
! 					"At least one daily bar has to be chosen" );
! //			if ( numberOfBarsToBeDownloadedForEachDay <= 0 )
! //				throw new Exception(
! //					"numberOfBarsToBeDownloadedForEachDay must be greater than zero!" );
  		}
  		#endregion checkParameters
***************
*** 161,165 ****
  		{
  			if ( this.currentDailyBar ==
! 			    ( this.numberOfBarsToBeDownloadedForEachDay - 1 ) )
  				// the current bar identifier is the last one for the
  				// current (ticker,date)
--- 174,179 ----
  		{
  			if ( this.currentDailyBar ==
! 			    ( this.dailyTimes.Count - 1 ) )
! //			    ( this.numberOfBarsToBeDownloadedForEachDay - 1 ) )
  				// the current bar identifier is the last one for the
  				// current (ticker,date)
***************
*** 210,214 ****
  //				!this.isTheCurrentBarSelectable() )
  			while ( !this.AreAllBarsAlredyGiven &&
! 				!this.isTheCurrentBarSelectable() )
  				this.doNextStep();
  //			DateTime currentDate = this.firstDate;
--- 224,228 ----
  //				!this.isTheCurrentBarSelectable() )
  			while ( !this.AreAllBarsAlredyGiven &&
! 			       !this.isTheCurrentBarSelectable() )
  				this.doNextStep();
  //			DateTime currentDate = this.firstDate;
***************
*** 232,235 ****
--- 246,250 ----
  		protected DateTime getDateTimeForCurrentCandidateBarOpenInNewYorkTimeZone()
  		{
+ 			Time currentDailyTime = this.dailyTimes[ this.currentDailyBar ];
  			DateTime dateTimeForCurrentCandidateBarOpenInNewYorkTimeZone =
  				new DateTime(
***************
*** 237,244 ****
  					currentDate.Month ,
  					currentDate.Day ,
! 					this.firstBarOpenTimeInNewYorkTimeZone.Hour ,
! 					this.firstBarOpenTimeInNewYorkTimeZone.Minute ,
! 					this.firstBarOpenTimeInNewYorkTimeZone.Second ).AddSeconds(
! 				this.currentDailyBar * this.barInterval );
  			return dateTimeForCurrentCandidateBarOpenInNewYorkTimeZone;
  		}
--- 252,262 ----
  					currentDate.Month ,
  					currentDate.Day ,
! 					currentDailyTime.Hour ,
! 					currentDailyTime.Minute ,
! 					currentDailyTime.Second );
! //					this.firstBarOpenTimeInNewYorkTimeZone.Hour ,
! //					this.firstBarOpenTimeInNewYorkTimeZone.Minute ,
! //					this.firstBarOpenTimeInNewYorkTimeZone.Second ).AddSeconds(
! //				this.currentDailyBar * this.barInterval );
  			return dateTimeForCurrentCandidateBarOpenInNewYorkTimeZone;
  		}

[Quantproject-developers] QuantProject/b3_Data/DataTables Bars.cs, 1.5, 1.6

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

Update of /cvsroot/quantproject/QuantProject/b3_Data/DataTables
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv23478/b3_Data/DataTables

Modified Files:
	Bars.cs 
Log Message:
- a new constructor has been added, to fill the DataTable with daily bars selected by a list of Time(s)

Index: Bars.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/DataTables/Bars.cs,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** Bars.cs	4 Jan 2009 17:50:22 -0000	1.5
--- Bars.cs	7 Jan 2009 23:23:54 -0000	1.6
***************
*** 74,78 ****
  		}
  
- 		#region Bars
  		/// <summary>
  		/// returns all daily bars between firstBarOpenTimeInNewYorkTimeZone and
--- 74,77 ----
***************
*** 96,100 ****
  			this.setPrimaryKeys();
  		}
! 		#endregion Bars
  
  		
--- 95,117 ----
  			this.setPrimaryKeys();
  		}
! 		
! 		/// <summary>
! 		/// returns all daily bars at the given daily times
! 		/// </summary>
! 		/// <param name="ticker"></param>
! 		/// <param name="startDateTime"></param>
! 		/// <param name="endDateTime"></param>
! 		/// <param name="dailyTimes"></param>
! 		/// <param name="intervalFrameInSeconds"></param>
! 		public Bars(
! 			string ticker , DateTime startDateTime , DateTime endDateTime ,
! 			List<Time> dailyTimes ,	int intervalFrameInSeconds )
! 		{
! 			QuantProject.DataAccess.Tables.Bars.SetDataTable(
! 				ticker , startDateTime , endDateTime ,
! 				dailyTimes ,
! 				this , intervalFrameInSeconds );
! 			this.setPrimaryKeys();			
! 		}
  
  		

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

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

Update of /cvsroot/quantproject/QuantProject/b2_DataAccess/Tables
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv23410/b2_DataAccess/Tables

Modified Files:
	Bars.cs 
Log Message:
- the method
public static void SetDataTable()
has been overloaded to fill the DataTable with daily bars selected by a list of Time(s)
- all the class' code has been reindentent

Index: Bars.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b2_DataAccess/Tables/Bars.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** Bars.cs	4 Jan 2009 17:49:26 -0000	1.4
--- Bars.cs	7 Jan 2009 23:23:07 -0000	1.5
***************
*** 3,7 ****
  
  Bars.cs
! Copyright (C) 2008 
  Marco Milletti
  
--- 3,7 ----
  
  Bars.cs
! Copyright (C) 2008
  Marco Milletti
  
***************
*** 19,26 ****
  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.Collections;
  using System.Data;
  using System.Text;
--- 19,27 ----
  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.Collections;
+ using System.Collections.Generic;
  using System.Data;
  using System.Text;
***************
*** 38,45 ****
  	public class Bars
  	{
!     // these static fields provide field name in the database table
  		// They are intended to be used through intellisense when necessary
  		public static string TickerFieldName = "baTicker";	// Ticker cannot be simply used because
! 		public static string Exchange = "baExchange";		
  		public static string DateTimeForOpen = "baDateTimeForOpen";
  		public static string IntervalFrameInSeconds = "baInterval";
--- 39,46 ----
  	public class Bars
  	{
! 		// these static fields provide field name in the database table
  		// They are intended to be used through intellisense when necessary
  		public static string TickerFieldName = "baTicker";	// Ticker cannot be simply used because
! 		public static string Exchange = "baExchange";
  		public static string DateTimeForOpen = "baDateTimeForOpen";
  		public static string IntervalFrameInSeconds = "baInterval";
***************
*** 48,53 ****
  		public static string Low = "baLow";
  		public static string Close = "baClose";
! 		public static string Volume = "baVolume";   
!     		
  		public Bars( string ticker)
  		{
--- 49,54 ----
  		public static string Low = "baLow";
  		public static string Close = "baClose";
! 		public static string Volume = "baVolume";
! 		
  		public Bars( string ticker)
  		{
***************
*** 69,73 ****
  			DataTable dataTable = SqlExecutor.GetDataTable(
  				"select min(" + Bars.DateTimeForOpen + ") as minDate from bars " +
! 				"where " + Bars.TickerFieldName + "='" + ticker + "' and " + 
  				Bars.IntervalFrameInSeconds + "='" + intervalFrameInSeconds + "' " +
  				"group by " + Bars.TickerFieldName + ")" );
--- 70,74 ----
  			DataTable dataTable = SqlExecutor.GetDataTable(
  				"select min(" + Bars.DateTimeForOpen + ") as minDate from bars " +
! 				"where " + Bars.TickerFieldName + "='" + ticker + "' and " +
  				Bars.IntervalFrameInSeconds + "='" + intervalFrameInSeconds + "' " +
  				"group by " + Bars.TickerFieldName + ")" );
***************
*** 83,219 ****
  		{
  			DataTable dataTable = SqlExecutor.GetDataTable(
! 				"select * from bars where " + Bars.TickerFieldName + "='" + ticker + "' and " + 
  				Bars.IntervalFrameInSeconds + "='" + intervalFrameInSeconds + "' " +
  				"order by " + Bars.DateTimeForOpen + " DESC");
  			return (DateTime)(dataTable.Rows[0][ Bars.DateTimeForOpen ]);
  		}
!     /// <summary>
!     /// Returns the number of Bars for the given ticker
!     /// </summary>
!     /// <param name="ticker">ticker for which the number of bars has to be returned</param>
!     /// <param name="intervalFrameInSeconds">interval frame in seconds for the ticker's bars</param>
!     /// <returns></returns>
!     public static int GetNumberOfBars( string ticker, int intervalFrameInSeconds )
!     {
!       DataTable dataTable = SqlExecutor.GetDataTable(
!         "select * from bars " + 
!         "where " + Bars.TickerFieldName + "='" + ticker + "' and " +
  				Bars.IntervalFrameInSeconds + "='" + intervalFrameInSeconds + "' " );
!       return dataTable.Rows.Count;
!     }
  
!     /// <summary>
!     /// Returns the number of bars at which the given ticker has been effectively traded
!     /// (volume > 0)
!     /// </summary>
!     /// <param name="ticker">ticker for which the number of bars has to be returned</param>
!     /// <param name="intervalFrameInSeconds">interval frame in seconds for the ticker's bars</param>
!     /// <returns></returns>
!     public static int GetNumberOfBarsWithEffectiveTrades( string ticker, DateTime firstDateTime,
!                                                           DateTime lastDateTime, int intervalFrameInSeconds)
!     {
!       DataTable dataTable = SqlExecutor.GetDataTable(
!         "select * from bars " + 
!         "WHERE " + Bars.TickerFieldName + "='" + ticker + "' and " + 
  				Bars.IntervalFrameInSeconds + "='" + intervalFrameInSeconds + "' " +
!         "and " + Bars.Volume + ">0" + " and " + Bars.DateTimeForOpen + " BETWEEN " + SQLBuilder.GetDateConstant(firstDateTime) + " " +
!         "and " + SQLBuilder.GetDateConstant(lastDateTime) );
!       return dataTable.Rows.Count;
!     }
!     
!     /// <summary>
!     /// Returns the close for the given ticker at the specified date
!     /// time
!     /// </summary>
!     /// <param name="ticker">ticker for which the close has to be returned</param>
!     /// <param name="intervalFrameInSeconds">interval frame in seconds for the ticker's bars</param>
!     /// <returns></returns>
!     public static float GetClose( string ticker, DateTime dateTime, int intervalFrameInSeconds )
!     {
!       DataTable dataTable = SqlExecutor.GetDataTable(
!         "select " + Bars.Close + " from bars " + 
!         "where " + Bars.TickerFieldName + "='" + ticker + "' and " + 
  				Bars.IntervalFrameInSeconds + "='" + intervalFrameInSeconds + "' " +
!         "and " + Bars.DateTimeForOpen + "=" + SQLBuilder.GetDateConstant(dateTime) );
!       return (float)dataTable.Rows[0][0];
!     }
!     /// <summary>
!     /// Returns the open for the given ticker at the specified date
!     /// time
!     /// </summary>
!     /// <param name="ticker">ticker for which the raw open has to be returned</param>
!     /// <param name="intervalFrameInSeconds">interval frame in seconds for the ticker's bars</param>
!     /// <returns></returns>
!     public static float GetOpen( string ticker, DateTime dateTime, int intervalFrameInSeconds )
!     {
!       DataTable dataTable = SqlExecutor.GetDataTable(
!         "select " + Bars.Open + " from bars " + 
!         "where " + Bars.TickerFieldName + "='" + ticker + "' and " + 
  				Bars.IntervalFrameInSeconds + "='" + intervalFrameInSeconds + "' " +
!         "and " + Bars.DateTimeForOpen + "=" + SQLBuilder.GetDateConstant(dateTime) );
!       return (float)dataTable.Rows[0][0];
!     }
!     
!     
! //    /// <summary>
! //    /// It provides deletion of the quote from the table "quotes" for
! //    /// the given ticker for a specified date
! //    /// </summary>
! //    public static void Delete( string ticker, DateTime dateOfTheQuoteToBeDeleted )
! //    {
! //      try
! //      {
! //      SqlExecutor.ExecuteNonQuery("DELETE * FROM quotes " +
! //                                  "WHERE quTicker ='" +
! //                                  ticker + "' AND quDate =" +
! //                                  SQLBuilder.GetDateConstant(dateOfTheQuoteToBeDeleted));
! //      }
! //      catch(Exception ex)
! //      {
! //        string notUsed = ex.ToString();
! //      }
! //    }
! //    /// <summary>
! //    /// It provides deletion of the quote from the table "quotes" for
! //    /// the given ticker for the specified interval
! //    /// </summary>
! //    public static void Delete( string ticker, DateTime fromDate,
! //                                DateTime toDate)
! //    {
! //      try
! //      {
! //        SqlExecutor.ExecuteNonQuery("DELETE * FROM quotes " +
! //          "WHERE quTicker ='" +
! //          ticker + "' AND quDate >=" +
! //          SQLBuilder.GetDateConstant(fromDate) + " " +
! //          "AND quDate<=" + SQLBuilder.GetDateConstant(toDate));
! //      }
! //      catch(Exception ex)
! //      {
! //        string notUsed = ex.ToString();
! //      }
! //    }
! //    /// <summary>
! //    /// It provides addition of the given quote's values into table "quotes" 
! //    /// </summary>
! //    public static void Add( string ticker, DateTime date, double open, 
! //                            double high, double low, double close,
! //                            double volume, double adjustedClose)
! //    {
! //      try
! //      {
! //      SqlExecutor.ExecuteNonQuery("INSERT INTO quotes(quTicker, quDate, quOpen, " +
! //                                  "quHigh, quLow, quClose, quVolume, quAdjustedClose) " +
! //                                  "VALUES('" + ticker + "', " + SQLBuilder.GetDateConstant(date) + ", " +
! //                                  open + ", " + high + ", " + low + ", " + close + ", " +
! //                                  volume + ", " + adjustedClose + ")");
! //      }
! //      catch(Exception ex)
! //      {
! //        string notUsed = ex.ToString();
! //      }
! //    }             
!   	
!   	/// <summary>
  		/// returns the bars DataTable for the given ticker
  		/// </summary>
--- 84,220 ----
  		{
  			DataTable dataTable = SqlExecutor.GetDataTable(
! 				"select * from bars where " + Bars.TickerFieldName + "='" + ticker + "' and " +
  				Bars.IntervalFrameInSeconds + "='" + intervalFrameInSeconds + "' " +
  				"order by " + Bars.DateTimeForOpen + " DESC");
  			return (DateTime)(dataTable.Rows[0][ Bars.DateTimeForOpen ]);
  		}
! 		/// <summary>
! 		/// Returns the number of Bars for the given ticker
! 		/// </summary>
! 		/// <param name="ticker">ticker for which the number of bars has to be returned</param>
! 		/// <param name="intervalFrameInSeconds">interval frame in seconds for the ticker's bars</param>
! 		/// <returns></returns>
! 		public static int GetNumberOfBars( string ticker, int intervalFrameInSeconds )
! 		{
! 			DataTable dataTable = SqlExecutor.GetDataTable(
! 				"select * from bars " +
! 				"where " + Bars.TickerFieldName + "='" + ticker + "' and " +
  				Bars.IntervalFrameInSeconds + "='" + intervalFrameInSeconds + "' " );
! 			return dataTable.Rows.Count;
! 		}
  
! 		/// <summary>
! 		/// Returns the number of bars at which the given ticker has been effectively traded
! 		/// (volume > 0)
! 		/// </summary>
! 		/// <param name="ticker">ticker for which the number of bars has to be returned</param>
! 		/// <param name="intervalFrameInSeconds">interval frame in seconds for the ticker's bars</param>
! 		/// <returns></returns>
! 		public static int GetNumberOfBarsWithEffectiveTrades( string ticker, DateTime firstDateTime,
! 		                                                     DateTime lastDateTime, int intervalFrameInSeconds)
! 		{
! 			DataTable dataTable = SqlExecutor.GetDataTable(
! 				"select * from bars " +
! 				"WHERE " + Bars.TickerFieldName + "='" + ticker + "' and " +
  				Bars.IntervalFrameInSeconds + "='" + intervalFrameInSeconds + "' " +
! 				"and " + Bars.Volume + ">0" + " and " + Bars.DateTimeForOpen + " BETWEEN " + SQLBuilder.GetDateConstant(firstDateTime) + " " +
! 				"and " + SQLBuilder.GetDateConstant(lastDateTime) );
! 			return dataTable.Rows.Count;
! 		}
! 		
! 		/// <summary>
! 		/// Returns the close for the given ticker at the specified date
! 		/// time
! 		/// </summary>
! 		/// <param name="ticker">ticker for which the close has to be returned</param>
! 		/// <param name="intervalFrameInSeconds">interval frame in seconds for the ticker's bars</param>
! 		/// <returns></returns>
! 		public static float GetClose( string ticker, DateTime dateTime, int intervalFrameInSeconds )
! 		{
! 			DataTable dataTable = SqlExecutor.GetDataTable(
! 				"select " + Bars.Close + " from bars " +
! 				"where " + Bars.TickerFieldName + "='" + ticker + "' and " +
  				Bars.IntervalFrameInSeconds + "='" + intervalFrameInSeconds + "' " +
! 				"and " + Bars.DateTimeForOpen + "=" + SQLBuilder.GetDateConstant(dateTime) );
! 			return (float)dataTable.Rows[0][0];
! 		}
! 		/// <summary>
! 		/// Returns the open for the given ticker at the specified date
! 		/// time
! 		/// </summary>
! 		/// <param name="ticker">ticker for which the raw open has to be returned</param>
! 		/// <param name="intervalFrameInSeconds">interval frame in seconds for the ticker's bars</param>
! 		/// <returns></returns>
! 		public static float GetOpen( string ticker, DateTime dateTime, int intervalFrameInSeconds )
! 		{
! 			DataTable dataTable = SqlExecutor.GetDataTable(
! 				"select " + Bars.Open + " from bars " +
! 				"where " + Bars.TickerFieldName + "='" + ticker + "' and " +
  				Bars.IntervalFrameInSeconds + "='" + intervalFrameInSeconds + "' " +
! 				"and " + Bars.DateTimeForOpen + "=" + SQLBuilder.GetDateConstant(dateTime) );
! 			return (float)dataTable.Rows[0][0];
! 		}
! 		
! 		
! 		//    /// <summary>
! 		//    /// It provides deletion of the quote from the table "quotes" for
! 		//    /// the given ticker for a specified date
! 		//    /// </summary>
! 		//    public static void Delete( string ticker, DateTime dateOfTheQuoteToBeDeleted )
! 		//    {
! 		//      try
! 		//      {
! 		//      SqlExecutor.ExecuteNonQuery("DELETE * FROM quotes " +
! 		//                                  "WHERE quTicker ='" +
! 		//                                  ticker + "' AND quDate =" +
! 		//                                  SQLBuilder.GetDateConstant(dateOfTheQuoteToBeDeleted));
! 		//      }
! 		//      catch(Exception ex)
! 		//      {
! 		//        string notUsed = ex.ToString();
! 		//      }
! 		//    }
! 		//    /// <summary>
! 		//    /// It provides deletion of the quote from the table "quotes" for
! 		//    /// the given ticker for the specified interval
! 		//    /// </summary>
! 		//    public static void Delete( string ticker, DateTime fromDate,
! 		//                                DateTime toDate)
! 		//    {
! 		//      try
! 		//      {
! 		//        SqlExecutor.ExecuteNonQuery("DELETE * FROM quotes " +
! 		//          "WHERE quTicker ='" +
! 		//          ticker + "' AND quDate >=" +
! 		//          SQLBuilder.GetDateConstant(fromDate) + " " +
! 		//          "AND quDate<=" + SQLBuilder.GetDateConstant(toDate));
! 		//      }
! 		//      catch(Exception ex)
! 		//      {
! 		//        string notUsed = ex.ToString();
! 		//      }
! 		//    }
! 		//    /// <summary>
! 		//    /// It provides addition of the given quote's values into table "quotes"
! 		//    /// </summary>
! 		//    public static void Add( string ticker, DateTime date, double open,
! 		//                            double high, double low, double close,
! 		//                            double volume, double adjustedClose)
! 		//    {
! 		//      try
! 		//      {
! 		//      SqlExecutor.ExecuteNonQuery("INSERT INTO quotes(quTicker, quDate, quOpen, " +
! 		//                                  "quHigh, quLow, quClose, quVolume, quAdjustedClose) " +
! 		//                                  "VALUES('" + ticker + "', " + SQLBuilder.GetDateConstant(date) + ", " +
! 		//                                  open + ", " + high + ", " + low + ", " + close + ", " +
! 		//                                  volume + ", " + adjustedClose + ")");
! 		//      }
! 		//      catch(Exception ex)
! 		//      {
! 		//        string notUsed = ex.ToString();
! 		//      }
! 		//    }
! 		
! 		/// <summary>
  		/// returns the bars DataTable for the given ticker
  		/// </summary>
***************
*** 223,252 ****
  		public static DataTable GetTickerBars( string ticker, int intervalFrameInSeconds )
  		{
! 			string sql = "select * from bars " + 
! 				"where " + Bars.TickerFieldName + "='" + ticker + "' and " + 
  				Bars.IntervalFrameInSeconds + "='" + intervalFrameInSeconds + "' " +
  				"order by " + Bars.DateTimeForOpen;
  			return SqlExecutor.GetDataTable( sql );
  		}
!     
!     /// <summary>
!     /// returns the bars DataTable for the given ticker
!     /// </summary>
!     /// <param name="ticker">ticker whose quotes are to be returned</param>
!     /// <param name="firstBarDateTime">The first bar date time</param>
!     /// <param name="lastBarDateTime">The last bar date time</param>
!     /// <param name="intervalFrameInSeconds">interval frame in seconds for the ticker's bars</param>
!     /// <returns></returns>
!     public static DataTable GetTickerBars( string ticker, DateTime firstBarDateTime,
!                                               DateTime lastBarDateTime, int intervalFrameInSeconds)
!     {
!       string sql = "select * from bars " + 
!       	"where " + Bars.TickerFieldName + "='" + ticker + "' and " + 
  				Bars.IntervalFrameInSeconds + "='" + intervalFrameInSeconds + "' " +
!         "and " + Bars.DateTimeForOpen + " between " + SQLBuilder.GetDateConstant(firstBarDateTime) + " " +
!         "and " + SQLBuilder.GetDateConstant(lastBarDateTime) + " " +
!         "order by " + Bars.DateTimeForOpen;
!       return SqlExecutor.GetDataTable( sql );
!     }
  		/// <summary>
  		/// Returns the bars for the given instrument , since startDateTime to endDateTime
--- 224,253 ----
  		public static DataTable GetTickerBars( string ticker, int intervalFrameInSeconds )
  		{
! 			string sql = "select * from bars " +
! 				"where " + Bars.TickerFieldName + "='" + ticker + "' and " +
  				Bars.IntervalFrameInSeconds + "='" + intervalFrameInSeconds + "' " +
  				"order by " + Bars.DateTimeForOpen;
  			return SqlExecutor.GetDataTable( sql );
  		}
! 		
! 		/// <summary>
! 		/// returns the bars DataTable for the given ticker
! 		/// </summary>
! 		/// <param name="ticker">ticker whose quotes are to be returned</param>
! 		/// <param name="firstBarDateTime">The first bar date time</param>
! 		/// <param name="lastBarDateTime">The last bar date time</param>
! 		/// <param name="intervalFrameInSeconds">interval frame in seconds for the ticker's bars</param>
! 		/// <returns></returns>
! 		public static DataTable GetTickerBars( string ticker, DateTime firstBarDateTime,
! 		                                      DateTime lastBarDateTime, int intervalFrameInSeconds)
! 		{
! 			string sql = "select * from bars " +
! 				"where " + Bars.TickerFieldName + "='" + ticker + "' and " +
  				Bars.IntervalFrameInSeconds + "='" + intervalFrameInSeconds + "' " +
! 				"and " + Bars.DateTimeForOpen + " between " + SQLBuilder.GetDateConstant(firstBarDateTime) + " " +
! 				"and " + SQLBuilder.GetDateConstant(lastBarDateTime) + " " +
! 				"order by " + Bars.DateTimeForOpen;
! 			return SqlExecutor.GetDataTable( sql );
! 		}
  		/// <summary>
  		/// Returns the bars for the given instrument , since startDateTime to endDateTime
***************
*** 258,262 ****
  		/// <returns></returns>
  		public static void SetDataTable( string tickerOrGroupID , DateTime startDateTime , DateTime endDateTime ,
! 			DataTable dataTable, int intervalFrameInSeconds)
  		{
  			string sql;
--- 259,263 ----
  		/// <returns></returns>
  		public static void SetDataTable( string tickerOrGroupID , DateTime startDateTime , DateTime endDateTime ,
! 		                                DataTable dataTable, int intervalFrameInSeconds)
  		{
  			string sql;
***************
*** 264,268 ****
  				sql =	"select * from bars INNER JOIN tickers_tickerGroups ON " +
  					"bars." + Bars.TickerFieldName + "=tickers_tickerGroups." + Tickers_tickerGroups.Ticker + " " +
! 					"where " + Tickers_tickerGroups.GroupID + "='" + tickerOrGroupID + "' and " + 
  					Bars.IntervalFrameInSeconds + "=" + intervalFrameInSeconds + " " +
  					"and " + Bars.DateTimeForOpen + ">=" + SQLBuilder.GetDateTimeConstant( startDateTime ) + " " +
--- 265,269 ----
  				sql =	"select * from bars INNER JOIN tickers_tickerGroups ON " +
  					"bars." + Bars.TickerFieldName + "=tickers_tickerGroups." + Tickers_tickerGroups.Ticker + " " +
! 					"where " + Tickers_tickerGroups.GroupID + "='" + tickerOrGroupID + "' and " +
  					Bars.IntervalFrameInSeconds + "=" + intervalFrameInSeconds + " " +
  					"and " + Bars.DateTimeForOpen + ">=" + SQLBuilder.GetDateTimeConstant( startDateTime ) + " " +
***************
*** 271,275 ****
  			else
  				sql =	"select * from bars " +
! 					"where " + Bars.TickerFieldName + "='" + tickerOrGroupID + "' and " + 
  					Bars.IntervalFrameInSeconds + "=" + intervalFrameInSeconds + " " +
  					"and " + Bars.DateTimeForOpen + ">=" + SQLBuilder.GetDateTimeConstant( startDateTime ) + " " +
--- 272,276 ----
  			else
  				sql =	"select * from bars " +
! 					"where " + Bars.TickerFieldName + "='" + tickerOrGroupID + "' and " +
  					Bars.IntervalFrameInSeconds + "=" + intervalFrameInSeconds + " " +
  					"and " + Bars.DateTimeForOpen + ">=" + SQLBuilder.GetDateTimeConstant( startDateTime ) + " " +
***************
*** 291,300 ****
  			foreach (string ticker in tickerCollection)
  				if ( returnValue == "" )
! 					// this is the first ticker to handle
! 					returnValue += setDataTable_getTickerListWhereClause_getSingleTickerWhereClause( ticker );
! 				else
! 					// this is not the first ticker to handle
! 					returnValue += " or " +
! 						setDataTable_getTickerListWhereClause_getSingleTickerWhereClause( ticker );
  			return "( " + returnValue + " )";
  		}
--- 292,301 ----
  			foreach (string ticker in tickerCollection)
  				if ( returnValue == "" )
! 				// this is the first ticker to handle
! 				returnValue += setDataTable_getTickerListWhereClause_getSingleTickerWhereClause( ticker );
! 			else
! 				// this is not the first ticker to handle
! 				returnValue += " or " +
! 					setDataTable_getTickerListWhereClause_getSingleTickerWhereClause( ticker );
  			return "( " + returnValue + " )";
  		}
***************
*** 311,315 ****
  			string sql;
  			sql =	"select * from bars " +
! 				"where " + setDataTable_getTickerListWhereClause( tickerCollection ) + " and " + 
  				Bars.IntervalFrameInSeconds + "='" + intervalFrameInSeconds + "' " +
  				" and " + Bars.DateTimeForOpen + "=" + SQLBuilder.GetDateTimeConstant( dateTime ) + " " +
--- 312,316 ----
  			string sql;
  			sql =	"select * from bars " +
! 				"where " + setDataTable_getTickerListWhereClause( tickerCollection ) + " and " +
  				Bars.IntervalFrameInSeconds + "='" + intervalFrameInSeconds + "' " +
  				" and " + Bars.DateTimeForOpen + "=" + SQLBuilder.GetDateTimeConstant( dateTime ) + " " +
***************
*** 319,326 ****
  		}
  		#endregion
! 	
  		#region SetDataTable
  		
- 		#region getSql
  		private static string getSql(
  			string ticker , DateTime firstDate , DateTime lastDate ,
--- 320,326 ----
  		}
  		#endregion
! 		
  		#region SetDataTable
  		
  		private static string getSql(
  			string ticker , DateTime firstDate , DateTime lastDate ,
***************
*** 339,343 ****
  				SQLBuilder.GetFilterForTime(
  					"baDateTimeForOpen" , SqlComparisonOperator.GreaterThanOrEqual ,
! 					firstBarOpenTimeInNewYorkTimeZone ) + 
  //				"(Format([baDateTimeForOpen],'hh:mm:ss')>='" +
  //				this.getSqlTimeConstantForFirstDailyBar() +
--- 339,343 ----
  				SQLBuilder.GetFilterForTime(
  					"baDateTimeForOpen" , SqlComparisonOperator.GreaterThanOrEqual ,
! 					firstBarOpenTimeInNewYorkTimeZone ) +
  //				"(Format([baDateTimeForOpen],'hh:mm:ss')>='" +
  //				this.getSqlTimeConstantForFirstDailyBar() +
***************
*** 351,355 ****
  			return sql;
  		}
- 		#endregion getSql
  		
  		/// <summary>
--- 351,354 ----
***************
*** 378,381 ****
--- 377,474 ----
  		
  		
+ 		#region SetDataTable
+ 
+ 		#region getSql
+ 		
+ 		#region getFilterForTimeList
+ 		
+ 		#region getFilterForTimeList_withTailToBeRemoved
+ 		private static string getFilterForTimeList( Time time )
+ 		{
+ 			string filterForTimeList =
+ 				SQLBuilder.GetFilterForTime(
+ 					"baDateTimeForOpen" , SqlComparisonOperator.Equal , time ) +
+ 				" OR ";
+ 			return filterForTimeList;
+ 		}
+ 		private static string getFilterForTimeList_withTailToBeRemoved(
+ 			List<Time> dailyTimes )
+ 		{
+ 			string filterForTimeList_withTailToBeRemoved = "";
+ 			foreach ( Time time in dailyTimes )
+ 				filterForTimeList_withTailToBeRemoved +=
+ 					Bars.getFilterForTimeList( time );
+ 			return filterForTimeList_withTailToBeRemoved;
+ 		}
+ 		#endregion getFilterForTimeList_withTailToBeRemoved
+ 		
+ 		private static string getFilterForTimeList(
+ 			List<Time> dailyTimes )
+ 		{
+ 			// TO DO
+ 			// a "where ... in ..." statement could be used here, it would lead to a
+ 			// shorter Sql statement
+ 			string filterWithTailToBeRemoved =
+ 				Bars.getFilterForTimeList_withTailToBeRemoved( dailyTimes );
+ 			string filterForTimeList =
+ 				filterWithTailToBeRemoved.Substring(
+ 					0 , filterWithTailToBeRemoved.Length - " OR ".Length );
+ 			return filterForTimeList;
+ 		}
+ 		#endregion getFilterForTimeList
+ 		
+ 		private static string getSql(
+ 			string ticker , DateTime firstDate , DateTime lastDate ,
+ 			List<Time> dailyTimes , int intervalFrameInSeconds )
+ 		{
+ 			string sql =
+ 				"select baDateTimeForOpen from bars " +
+ 				"where (baTicker='" + ticker + "') and " +
+ 				"(baInterval=" + intervalFrameInSeconds + ") and" +
+ 				"(baDateTimeForOpen>=" +
+ 				SQLBuilder.GetDateConstant( firstDate ) + ") and" +
+ 				"(baDateTimeForOpen<" +
+ 				SQLBuilder.GetDateConstant( lastDate.AddDays( 1 ) )
+ 				+ ") and (" +
+ 				Bars.getFilterForTimeList( dailyTimes ) +
+ //				SQLBuilder.GetFilterForTime(
+ //					"baDateTimeForOpen" , SqlComparisonOperator.GreaterThanOrEqual ,
+ //					firstBarOpenTimeInNewYorkTimeZone ) +
+ 				////				"(Format([baDateTimeForOpen],'hh:mm:ss')>='" +
+ 				////				this.getSqlTimeConstantForFirstDailyBar() +
+ //				") and (" +
+ //				SQLBuilder.GetFilterForTime(
+ //					"baDateTimeForOpen" , SqlComparisonOperator.LessThanOrEqual ,
+ //					lastBarOpenTimeInNewYorkTimeZone ) +
+ 				////				"(Format([baDateTimeForOpen],'hh:mm:ss')<='" +
+ 				////				this.getSqlTimeConstantForLastDailyBar() +
+ 				");";
+ 			return sql;
+ 		}
+ 		#endregion getSql
+ 		
+ 		/// <summary>
+ 		/// fills the parameter dataTable with all the daily bars at the given
+ 		/// daily times
+ 		/// </summary>
+ 		/// <param name="ticker"></param>
+ 		/// <param name="firstDate"></param>
+ 		/// <param name="lastDate"></param>
+ 		/// <param name="dailyTimes"></param>
+ 		/// <param name="dataTable"></param>
+ 		/// <param name="intervalFrameInSeconds"></param>
+ 		public static void SetDataTable(
+ 			string ticker , DateTime firstDate , DateTime lastDate ,
+ 			List<Time> dailyTimes ,
+ 			DataTable dataTable, int intervalFrameInSeconds )
+ 		{
+ 			string sql = Bars.getSql(
+ 				ticker , firstDate , lastDate ,
+ 				dailyTimes ,
+ 				intervalFrameInSeconds );
+ 			SqlExecutor.SetDataTable( sql , dataTable );
+ 		}
+ 		#endregion SetDataTable
+ 		
  		#region AddBar
  		

[Quantproject-developers] QuantProject/b1_ADT/Timing Time.cs, 1.7, 1.8

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

Update of /cvsroot/quantproject/QuantProject/b1_ADT/Timing
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv14728/b1_ADT/Timing

Modified Files:
	Time.cs 
Log Message:
Added method GetFormattedString(), which returns a string of type "hh:mm:ss"
for the current Time instance.

Index: Time.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b1_ADT/Timing/Time.cs,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** Time.cs	16 Dec 2008 23:18:20 -0000	1.7
--- Time.cs	6 Jan 2009 17:32:40 -0000	1.8
***************
*** 219,222 ****
--- 219,243 ----
  		}
  		
+ 		/// <summary>
+ 		/// Returns a formatted string ("hh:mm:ss") for the current instance
+ 		/// </summary>
+ 		/// <returns></returns>
+ 		public string GetFormattedString()
+ 		{
+ 			string hour, minute, second;
+ 			hour = this.Hour.ToString();
+ 			if( hour.Length < 2 )
+ 				hour = "0" + hour;
+ 			minute = this.Minute.ToString();
+ 			if( minute.Length < 2 )
+ 				minute = "0" + minute;
+ 			second = this.Second.ToString();
+ 			if ( second.Length < 2 )
+ 				second = "0" + second;
+ 			string returnValue = hour + ":" + minute + ":" + second;
+ 			
+ 			return returnValue;
+ 		}
+ 		
  		#region CheckStrictlyAscending
  		private static void checkStrictlyAscending(

[Quantproject-developers] QuantProject/b91_QuantProject QuantProject_SD.csproj, 1.2, 1.3

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

Update of /cvsroot/quantproject/QuantProject/b91_QuantProject
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv14527/b91_QuantProject

Modified Files:
	QuantProject_SD.csproj 
Log Message:
Updated SD project's file

Index: QuantProject_SD.csproj
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b91_QuantProject/QuantProject_SD.csproj,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** QuantProject_SD.csproj	29 Aug 2007 10:34:59 -0000	1.2
--- QuantProject_SD.csproj	6 Jan 2009 17:28:36 -0000	1.3
***************
*** 40,43 ****
--- 40,44 ----
    <ItemGroup>
      <Reference Include="System" />
+     <Reference Include="System.Configuration" />
      <Reference Include="System.Data" />
      <Reference Include="System.Drawing" />

[Quantproject-developers] QuantProject/b4_Business/a2_Strategies/InSample BasicChooserFromSavedBackTestLog.cs, 1.4, 1.5

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/InSample
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv14476/b4_Business/a2_Strategies/InSample

Modified Files:
	BasicChooserFromSavedBackTestLog.cs 
Log Message:
Added the Serializable attribute

Index: BasicChooserFromSavedBackTestLog.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/InSample/BasicChooserFromSavedBackTestLog.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** BasicChooserFromSavedBackTestLog.cs	29 Sep 2008 21:14:23 -0000	1.4
--- BasicChooserFromSavedBackTestLog.cs	6 Jan 2009 17:27:08 -0000	1.5
***************
*** 41,44 ****
--- 41,45 ----
  	/// log items already saved in a BackTestLog saved to disk
  	/// </summary>
+ 	[Serializable]
  	public abstract class BasicChooserFromSavedBackTestLog : IInSampleChooser
  	{

[Quantproject-developers] QuantDownloader/Downloader/OpenTickDownloader/UserForms OTWebDownloader.cs, 1.6, 1.7

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader/UserForms
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv14342/Downloader/OpenTickDownloader/UserForms

Modified Files:
	OTWebDownloader.cs 
Log Message:
The interface for the OT Ticker Downloader has been changed:
now it is possible to select manually the daily times for the bar to be downloaded.
The box "number of bars" has been deleted.




Index: OTWebDownloader.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader/UserForms/OTWebDownloader.cs,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** OTWebDownloader.cs	30 Nov 2008 22:42:37 -0000	1.6
--- OTWebDownloader.cs	6 Jan 2009 17:24:33 -0000	1.7
***************
*** 23,26 ****
--- 23,27 ----
  using System.Drawing;
  using System.Collections;
+ using System.Collections.Generic;
  using System.ComponentModel;
  using System.Windows.Forms;
***************
*** 30,33 ****
--- 31,36 ----
  using System.IO;
  using System.Threading;
+ 
+ using QuantProject.ADT.Timing;
  using QuantProject.DataAccess;
  using QuantProject.DataAccess.Tables;
***************
*** 60,64 ****
      private string[] tickersToDownload;
      private SortedList downloadingTickersSortedList;
!     private int indexOfCurrentUpdatingTicker;
      private DateTime currentUpdatingTickerDateTimeOfLastBarUpdate;
      
--- 63,67 ----
      private string[] tickersToDownload;
      private SortedList downloadingTickersSortedList;
! 		private int indexOfCurrentUpdatingTicker;
      private DateTime currentUpdatingTickerDateTimeOfLastBarUpdate;
      
***************
*** 128,140 ****
  			this.timeFrameInSeconds = new System.Windows.Forms.NumericUpDown();
  			this.label2 = new System.Windows.Forms.Label();
- 			this.label3 = new System.Windows.Forms.Label();
- 			this.fromHour = new System.Windows.Forms.NumericUpDown();
- 			this.label4 = new System.Windows.Forms.Label();
- 			this.label5 = new System.Windows.Forms.Label();
- 			this.fromMin = new System.Windows.Forms.NumericUpDown();
- 			this.label6 = new System.Windows.Forms.Label();
- 			this.numberOfBars = new System.Windows.Forms.NumericUpDown();
- 			this.fromSec = new System.Windows.Forms.NumericUpDown();
- 			this.label7 = new System.Windows.Forms.Label();
  			this.txtOpenTickUser = new System.Windows.Forms.TextBox();
  			this.label8 = new System.Windows.Forms.Label();
--- 131,134 ----
***************
*** 147,157 ****
  			this.startingDownloadingTimeLabel = new System.Windows.Forms.Label();
  			this.signallingLabel = new System.Windows.Forms.Label();
  			((System.ComponentModel.ISupportInitialize)(this.dataGrid1)).BeginInit();
  			this.groupBoxWebDownloaderOptions.SuspendLayout();
  			((System.ComponentModel.ISupportInitialize)(this.timeFrameInSeconds)).BeginInit();
- 			((System.ComponentModel.ISupportInitialize)(this.fromHour)).BeginInit();
- 			((System.ComponentModel.ISupportInitialize)(this.fromMin)).BeginInit();
- 			((System.ComponentModel.ISupportInitialize)(this.numberOfBars)).BeginInit();
- 			((System.ComponentModel.ISupportInitialize)(this.fromSec)).BeginInit();
  			this.SuspendLayout();
  			// 
--- 141,149 ----
  			this.startingDownloadingTimeLabel = new System.Windows.Forms.Label();
  			this.signallingLabel = new System.Windows.Forms.Label();
+ 			this.checkedListOfDailyTimes = new System.Windows.Forms.CheckedListBox();
+ 			this.button1 = new System.Windows.Forms.Button();
  			((System.ComponentModel.ISupportInitialize)(this.dataGrid1)).BeginInit();
  			this.groupBoxWebDownloaderOptions.SuspendLayout();
  			((System.ComponentModel.ISupportInitialize)(this.timeFrameInSeconds)).BeginInit();
  			this.SuspendLayout();
  			// 
***************
*** 164,173 ****
  			this.dataGrid1.Name = "dataGrid1";
  			this.dataGrid1.ReadOnly = true;
! 			this.dataGrid1.Size = new System.Drawing.Size(352, 459);
  			this.dataGrid1.TabIndex = 1;
  			// 
  			// buttonDownloadQuotesOfSelectedTickers
  			// 
! 			this.buttonDownloadQuotesOfSelectedTickers.Location = new System.Drawing.Point(6, 408);
  			this.buttonDownloadQuotesOfSelectedTickers.Name = "buttonDownloadQuotesOfSelectedTickers";
  			this.buttonDownloadQuotesOfSelectedTickers.Size = new System.Drawing.Size(72, 32);
--- 156,165 ----
  			this.dataGrid1.Name = "dataGrid1";
  			this.dataGrid1.ReadOnly = true;
! 			this.dataGrid1.Size = new System.Drawing.Size(352, 469);
  			this.dataGrid1.TabIndex = 1;
  			// 
  			// buttonDownloadQuotesOfSelectedTickers
  			// 
! 			this.buttonDownloadQuotesOfSelectedTickers.Location = new System.Drawing.Point(5, 418);
  			this.buttonDownloadQuotesOfSelectedTickers.Name = "buttonDownloadQuotesOfSelectedTickers";
  			this.buttonDownloadQuotesOfSelectedTickers.Size = new System.Drawing.Size(72, 32);
***************
*** 208,214 ****
  			this.groupBoxWebDownloaderOptions.Controls.Add(this.dateTimePickerStartingDate);
  			this.groupBoxWebDownloaderOptions.Controls.Add(this.labelStartingDateTime);
! 			this.groupBoxWebDownloaderOptions.Location = new System.Drawing.Point(10, 97);
  			this.groupBoxWebDownloaderOptions.Name = "groupBoxWebDownloaderOptions";
! 			this.groupBoxWebDownloaderOptions.Size = new System.Drawing.Size(336, 134);
  			this.groupBoxWebDownloaderOptions.TabIndex = 13;
  			this.groupBoxWebDownloaderOptions.TabStop = false;
--- 200,206 ----
  			this.groupBoxWebDownloaderOptions.Controls.Add(this.dateTimePickerStartingDate);
  			this.groupBoxWebDownloaderOptions.Controls.Add(this.labelStartingDateTime);
! 			this.groupBoxWebDownloaderOptions.Location = new System.Drawing.Point(12, 122);
  			this.groupBoxWebDownloaderOptions.Name = "groupBoxWebDownloaderOptions";
! 			this.groupBoxWebDownloaderOptions.Size = new System.Drawing.Size(336, 141);
  			this.groupBoxWebDownloaderOptions.TabIndex = 13;
  			this.groupBoxWebDownloaderOptions.TabStop = false;
***************
*** 217,221 ****
  			// radioButtonDownloadOnlyAfterMax
  			// 
! 			this.radioButtonDownloadOnlyAfterMax.Location = new System.Drawing.Point(8, 75);
  			this.radioButtonDownloadOnlyAfterMax.Name = "radioButtonDownloadOnlyAfterMax";
  			this.radioButtonDownloadOnlyAfterMax.Size = new System.Drawing.Size(307, 55);
--- 209,213 ----
  			// radioButtonDownloadOnlyAfterMax
  			// 
! 			this.radioButtonDownloadOnlyAfterMax.Location = new System.Drawing.Point(6, 79);
  			this.radioButtonDownloadOnlyAfterMax.Name = "radioButtonDownloadOnlyAfterMax";
  			this.radioButtonDownloadOnlyAfterMax.Size = new System.Drawing.Size(307, 55);
***************
*** 226,230 ****
  			// label1
  			// 
! 			this.label1.Location = new System.Drawing.Point(10, 243);
  			this.label1.Name = "label1";
  			this.label1.Size = new System.Drawing.Size(80, 41);
--- 218,222 ----
  			// label1
  			// 
! 			this.label1.Location = new System.Drawing.Point(10, 269);
  			this.label1.Name = "label1";
  			this.label1.Size = new System.Drawing.Size(80, 41);
***************
*** 234,238 ****
  			// dateTimeOverwriteQuotesBefore
  			// 
! 			this.dateTimeOverwriteQuotesBefore.Location = new System.Drawing.Point(96, 247);
  			this.dateTimeOverwriteQuotesBefore.Name = "dateTimeOverwriteQuotesBefore";
  			this.dateTimeOverwriteQuotesBefore.Size = new System.Drawing.Size(229, 20);
--- 226,230 ----
  			// dateTimeOverwriteQuotesBefore
  			// 
! 			this.dateTimeOverwriteQuotesBefore.Location = new System.Drawing.Point(98, 269);
  			this.dateTimeOverwriteQuotesBefore.Name = "dateTimeOverwriteQuotesBefore";
  			this.dateTimeOverwriteQuotesBefore.Size = new System.Drawing.Size(229, 20);
***************
*** 247,251 ****
  									0,
  									0});
! 			this.timeFrameInSeconds.Location = new System.Drawing.Point(114, 56);
  			this.timeFrameInSeconds.Maximum = new decimal(new int[] {
  									3600,
--- 239,243 ----
  									0,
  									0});
! 			this.timeFrameInSeconds.Location = new System.Drawing.Point(299, 55);
  			this.timeFrameInSeconds.Maximum = new decimal(new int[] {
  									3600,
***************
*** 269,273 ****
  			// label2
  			// 
! 			this.label2.Location = new System.Drawing.Point(6, 58);
  			this.label2.Name = "label2";
  			this.label2.Size = new System.Drawing.Size(102, 20);
--- 261,265 ----
  			// label2
  			// 
! 			this.label2.Location = new System.Drawing.Point(191, 57);
  			this.label2.Name = "label2";
  			this.label2.Size = new System.Drawing.Size(102, 20);
***************
*** 275,394 ****
  			this.label2.Text = "Time Frame (sec.)";
  			// 
- 			// label3
- 			// 
- 			this.label3.Location = new System.Drawing.Point(6, 26);
- 			this.label3.Name = "label3";
- 			this.label3.Size = new System.Drawing.Size(46, 23);
- 			this.label3.TabIndex = 19;
- 			this.label3.Text = "From:";
- 			// 
- 			// fromHour
- 			// 
- 			this.fromHour.Location = new System.Drawing.Point(72, 25);
- 			this.fromHour.Maximum = new decimal(new int[] {
- 									16,
- 									0,
- 									0,
- 									0});
- 			this.fromHour.Minimum = new decimal(new int[] {
- 									9,
- 									0,
- 									0,
- 									0});
- 			this.fromHour.Name = "fromHour";
- 			this.fromHour.Size = new System.Drawing.Size(42, 20);
- 			this.fromHour.TabIndex = 20;
- 			this.fromHour.Value = new decimal(new int[] {
- 									9,
- 									0,
- 									0,
- 									0});
- 			// 
- 			// label4
- 			// 
- 			this.label4.Location = new System.Drawing.Point(44, 27);
- 			this.label4.Name = "label4";
- 			this.label4.Size = new System.Drawing.Size(22, 13);
- 			this.label4.TabIndex = 21;
- 			this.label4.Text = "H.";
- 			// 
- 			// label5
- 			// 
- 			this.label5.Location = new System.Drawing.Point(120, 27);
- 			this.label5.Name = "label5";
- 			this.label5.Size = new System.Drawing.Size(30, 13);
- 			this.label5.TabIndex = 23;
- 			this.label5.Text = "Min.";
- 			// 
- 			// fromMin
- 			// 
- 			this.fromMin.Location = new System.Drawing.Point(156, 25);
- 			this.fromMin.Maximum = new decimal(new int[] {
- 									59,
- 									0,
- 									0,
- 									0});
- 			this.fromMin.Name = "fromMin";
- 			this.fromMin.Size = new System.Drawing.Size(45, 20);
- 			this.fromMin.TabIndex = 22;
- 			this.fromMin.Value = new decimal(new int[] {
- 									30,
- 									0,
- 									0,
- 									0});
- 			// 
- 			// label6
- 			// 
- 			this.label6.Location = new System.Drawing.Point(169, 58);
- 			this.label6.Name = "label6";
- 			this.label6.Size = new System.Drawing.Size(68, 20);
- 			this.label6.TabIndex = 25;
- 			this.label6.Text = "n° of bars";
- 			// 
- 			// numberOfBars
- 			// 
- 			this.numberOfBars.Location = new System.Drawing.Point(243, 56);
- 			this.numberOfBars.Maximum = new decimal(new int[] {
- 									10000,
- 									0,
- 									0,
- 									0});
- 			this.numberOfBars.Minimum = new decimal(new int[] {
- 									1,
- 									0,
- 									0,
- 									0});
- 			this.numberOfBars.Name = "numberOfBars";
- 			this.numberOfBars.Size = new System.Drawing.Size(59, 20);
- 			this.numberOfBars.TabIndex = 24;
- 			this.numberOfBars.Value = new decimal(new int[] {
- 									1,
- 									0,
- 									0,
- 									0});
- 			// 
- 			// fromSec
- 			// 
- 			this.fromSec.Location = new System.Drawing.Point(257, 24);
- 			this.fromSec.Maximum = new decimal(new int[] {
- 									59,
- 									0,
- 									0,
- 									0});
- 			this.fromSec.Name = "fromSec";
- 			this.fromSec.Size = new System.Drawing.Size(45, 20);
- 			this.fromSec.TabIndex = 26;
- 			// 
- 			// label7
- 			// 
- 			this.label7.Location = new System.Drawing.Point(219, 26);
- 			this.label7.Name = "label7";
- 			this.label7.Size = new System.Drawing.Size(30, 13);
- 			this.label7.TabIndex = 27;
- 			this.label7.Text = "Sec.";
- 			// 
  			// txtOpenTickUser
  			// 
! 			this.txtOpenTickUser.Location = new System.Drawing.Point(63, 361);
  			this.txtOpenTickUser.Name = "txtOpenTickUser";
  			this.txtOpenTickUser.Size = new System.Drawing.Size(78, 20);
--- 267,273 ----
  			this.label2.Text = "Time Frame (sec.)";
  			// 
  			// txtOpenTickUser
  			// 
! 			this.txtOpenTickUser.Location = new System.Drawing.Point(63, 382);
  			this.txtOpenTickUser.Name = "txtOpenTickUser";
  			this.txtOpenTickUser.Size = new System.Drawing.Size(78, 20);
***************
*** 397,401 ****
  			// label8
  			// 
! 			this.label8.Location = new System.Drawing.Point(6, 361);
  			this.label8.Name = "label8";
  			this.label8.Size = new System.Drawing.Size(37, 23);
--- 276,280 ----
  			// label8
  			// 
! 			this.label8.Location = new System.Drawing.Point(6, 382);
  			this.label8.Name = "label8";
  			this.label8.Size = new System.Drawing.Size(37, 23);
***************
*** 405,409 ****
  			// label9
  			// 
! 			this.label9.Location = new System.Drawing.Point(169, 361);
  			this.label9.Name = "label9";
  			this.label9.Size = new System.Drawing.Size(58, 23);
--- 284,288 ----
  			// label9
  			// 
! 			this.label9.Location = new System.Drawing.Point(169, 382);
  			this.label9.Name = "label9";
  			this.label9.Size = new System.Drawing.Size(58, 23);
***************
*** 413,417 ****
  			// txtOpenTickPassword
  			// 
! 			this.txtOpenTickPassword.Location = new System.Drawing.Point(247, 361);
  			this.txtOpenTickPassword.Name = "txtOpenTickPassword";
  			this.txtOpenTickPassword.Size = new System.Drawing.Size(78, 20);
--- 292,296 ----
  			// txtOpenTickPassword
  			// 
! 			this.txtOpenTickPassword.Location = new System.Drawing.Point(247, 382);
  			this.txtOpenTickPassword.Name = "txtOpenTickPassword";
  			this.txtOpenTickPassword.Size = new System.Drawing.Size(78, 20);
***************
*** 421,425 ****
  			// checkBoxCheckingForMissingQuotes
  			// 
! 			this.checkBoxCheckingForMissingQuotes.Location = new System.Drawing.Point(12, 331);
  			this.checkBoxCheckingForMissingQuotes.Name = "checkBoxCheckingForMissingQuotes";
  			this.checkBoxCheckingForMissingQuotes.Size = new System.Drawing.Size(315, 24);
--- 300,304 ----
  			// checkBoxCheckingForMissingQuotes
  			// 
! 			this.checkBoxCheckingForMissingQuotes.Location = new System.Drawing.Point(12, 352);
  			this.checkBoxCheckingForMissingQuotes.Name = "checkBoxCheckingForMissingQuotes";
  			this.checkBoxCheckingForMissingQuotes.Size = new System.Drawing.Size(315, 24);
***************
*** 430,434 ****
  			// checkBoxOverWrite
  			// 
! 			this.checkBoxOverWrite.Location = new System.Drawing.Point(12, 287);
  			this.checkBoxOverWrite.Name = "checkBoxOverWrite";
  			this.checkBoxOverWrite.Size = new System.Drawing.Size(246, 38);
--- 309,313 ----
  			// checkBoxOverWrite
  			// 
! 			this.checkBoxOverWrite.Location = new System.Drawing.Point(12, 308);
  			this.checkBoxOverWrite.Name = "checkBoxOverWrite";
  			this.checkBoxOverWrite.Size = new System.Drawing.Size(246, 38);
***************
*** 439,453 ****
  			// label10
  			// 
! 			this.label10.Location = new System.Drawing.Point(93, -1);
  			this.label10.Name = "label10";
  			this.label10.Size = new System.Drawing.Size(131, 23);
  			this.label10.TabIndex = 34;
! 			this.label10.Text = "New York Local Time";
  			// 
  			// endingDownloadingTimeLabel
  			// 
! 			this.endingDownloadingTimeLabel.Location = new System.Drawing.Point(84, 436);
  			this.endingDownloadingTimeLabel.Name = "endingDownloadingTimeLabel";
! 			this.endingDownloadingTimeLabel.Size = new System.Drawing.Size(262, 23);
  			this.endingDownloadingTimeLabel.TabIndex = 36;
  			this.endingDownloadingTimeLabel.Text = ".";
--- 318,332 ----
  			// label10
  			// 
! 			this.label10.Location = new System.Drawing.Point(12, 0);
  			this.label10.Name = "label10";
  			this.label10.Size = new System.Drawing.Size(131, 23);
  			this.label10.TabIndex = 34;
! 			this.label10.Text = "New York Local Times";
  			// 
  			// endingDownloadingTimeLabel
  			// 
! 			this.endingDownloadingTimeLabel.Location = new System.Drawing.Point(83, 452);
  			this.endingDownloadingTimeLabel.Name = "endingDownloadingTimeLabel";
! 			this.endingDownloadingTimeLabel.Size = new System.Drawing.Size(262, 20);
  			this.endingDownloadingTimeLabel.TabIndex = 36;
  			this.endingDownloadingTimeLabel.Text = ".";
***************
*** 455,461 ****
  			// startingDownloadingTimeLabel
  			// 
! 			this.startingDownloadingTimeLabel.Location = new System.Drawing.Point(84, 392);
  			this.startingDownloadingTimeLabel.Name = "startingDownloadingTimeLabel";
! 			this.startingDownloadingTimeLabel.Size = new System.Drawing.Size(262, 23);
  			this.startingDownloadingTimeLabel.TabIndex = 37;
  			this.startingDownloadingTimeLabel.Text = ".";
--- 334,340 ----
  			// startingDownloadingTimeLabel
  			// 
! 			this.startingDownloadingTimeLabel.Location = new System.Drawing.Point(83, 405);
  			this.startingDownloadingTimeLabel.Name = "startingDownloadingTimeLabel";
! 			this.startingDownloadingTimeLabel.Size = new System.Drawing.Size(262, 22);
  			this.startingDownloadingTimeLabel.TabIndex = 37;
  			this.startingDownloadingTimeLabel.Text = ".";
***************
*** 463,475 ****
  			// signallingLabel
  			// 
! 			this.signallingLabel.Location = new System.Drawing.Point(84, 415);
  			this.signallingLabel.Name = "signallingLabel";
! 			this.signallingLabel.Size = new System.Drawing.Size(274, 12);
  			this.signallingLabel.TabIndex = 38;
  			// 
  			// OTWebDownloader
  			// 
  			this.AutoScaleBaseSize = new System.Drawing.Size(5, 13);
! 			this.ClientSize = new System.Drawing.Size(734, 459);
  			this.Controls.Add(this.signallingLabel);
  			this.Controls.Add(this.startingDownloadingTimeLabel);
--- 342,375 ----
  			// signallingLabel
  			// 
! 			this.signallingLabel.Location = new System.Drawing.Point(83, 427);
  			this.signallingLabel.Name = "signallingLabel";
! 			this.signallingLabel.Size = new System.Drawing.Size(274, 23);
  			this.signallingLabel.TabIndex = 38;
  			// 
+ 			// checkedListOfDailyTimes
+ 			// 
+ 			this.checkedListOfDailyTimes.FormattingEnabled = true;
+ 			this.checkedListOfDailyTimes.Location = new System.Drawing.Point(12, 22);
+ 			this.checkedListOfDailyTimes.Name = "checkedListOfDailyTimes";
+ 			this.checkedListOfDailyTimes.Size = new System.Drawing.Size(173, 94);
+ 			this.checkedListOfDailyTimes.TabIndex = 39;
+ 			// 
+ 			// button1
+ 			// 
+ 			this.button1.Location = new System.Drawing.Point(227, 12);
+ 			this.button1.Name = "button1";
+ 			this.button1.Size = new System.Drawing.Size(66, 23);
+ 			this.button1.TabIndex = 40;
+ 			this.button1.Text = "button1";
+ 			this.button1.UseVisualStyleBackColor = true;
+ 			this.button1.Visible = false;
+ 			this.button1.Click += new System.EventHandler(this.Button1Click);
+ 			// 
  			// OTWebDownloader
  			// 
  			this.AutoScaleBaseSize = new System.Drawing.Size(5, 13);
! 			this.ClientSize = new System.Drawing.Size(734, 469);
! 			this.Controls.Add(this.button1);
! 			this.Controls.Add(this.checkedListOfDailyTimes);
  			this.Controls.Add(this.signallingLabel);
  			this.Controls.Add(this.startingDownloadingTimeLabel);
***************
*** 482,494 ****
  			this.Controls.Add(this.label8);
  			this.Controls.Add(this.txtOpenTickUser);
- 			this.Controls.Add(this.label7);
- 			this.Controls.Add(this.fromSec);
- 			this.Controls.Add(this.label6);
- 			this.Controls.Add(this.numberOfBars);
- 			this.Controls.Add(this.label5);
- 			this.Controls.Add(this.fromMin);
- 			this.Controls.Add(this.label4);
- 			this.Controls.Add(this.fromHour);
- 			this.Controls.Add(this.label3);
  			this.Controls.Add(this.label2);
  			this.Controls.Add(this.timeFrameInSeconds);
--- 382,385 ----
***************
*** 505,515 ****
  			this.groupBoxWebDownloaderOptions.ResumeLayout(false);
  			((System.ComponentModel.ISupportInitialize)(this.timeFrameInSeconds)).EndInit();
- 			((System.ComponentModel.ISupportInitialize)(this.fromHour)).EndInit();
- 			((System.ComponentModel.ISupportInitialize)(this.fromMin)).EndInit();
- 			((System.ComponentModel.ISupportInitialize)(this.numberOfBars)).EndInit();
- 			((System.ComponentModel.ISupportInitialize)(this.fromSec)).EndInit();
  			this.ResumeLayout(false);
  			this.PerformLayout();
      }
  		private System.Windows.Forms.Label signallingLabel;
  		private System.Windows.Forms.Label endingDownloadingTimeLabel;
--- 396,404 ----
  			this.groupBoxWebDownloaderOptions.ResumeLayout(false);
  			((System.ComponentModel.ISupportInitialize)(this.timeFrameInSeconds)).EndInit();
  			this.ResumeLayout(false);
  			this.PerformLayout();
      }
+ 		private System.Windows.Forms.Button button1;
+ 		private System.Windows.Forms.CheckedListBox checkedListOfDailyTimes;
  		private System.Windows.Forms.Label signallingLabel;
  		private System.Windows.Forms.Label endingDownloadingTimeLabel;
***************
*** 523,536 ****
  		private System.Windows.Forms.TextBox txtOpenTickUser;
  		private System.Windows.Forms.NumericUpDown timeFrameInSeconds;
- 		private System.Windows.Forms.Label label7;
- 		private System.Windows.Forms.NumericUpDown fromSec;
- 		private System.Windows.Forms.NumericUpDown numberOfBars;
  		private System.Windows.Forms.DateTimePicker dateTimeOverwriteQuotesBefore;
- 		private System.Windows.Forms.Label label6;
- 		private System.Windows.Forms.NumericUpDown fromMin;
- 		private System.Windows.Forms.Label label5;
- 		private System.Windows.Forms.Label label4;
- 		private System.Windows.Forms.NumericUpDown fromHour;
- 		private System.Windows.Forms.Label label3;
  		private System.Windows.Forms.Label label2;
  		private System.Windows.Forms.Label label1;
--- 412,416 ----
***************
*** 576,588 ****
      {
  	  	try{
  	  		OTTickerDownloader tickerDownloader =
  	  			new OTTickerDownloader(
  	  				this.TickersToDownload,
  	  				this.StartingNewYorkDateTime,
! 	  				Convert.ToInt32( this.fromHour.Value ) ,
! 	  				Convert.ToInt32( this.fromMin.Value ) ,
! 	  				Convert.ToInt32( this.fromSec.Value ) ,
  	  				Convert.ToInt32( this.timeFrameInSeconds.Value ) ,
! 	  				Convert.ToInt32( this.numberOfBars.Value ) ,
  	  				this.dateTimeOverwriteQuotesBefore.Value,
  	  				this.checkBoxCheckingForMissingQuotes.Checked,
--- 456,470 ----
      {
  	  	try{
+ 	  		if(this.CheckedDailyTimes.Count == 0)
+ 	  			throw new Exception("Check at least one daily time!");
  	  		OTTickerDownloader tickerDownloader =
  	  			new OTTickerDownloader(
  	  				this.TickersToDownload,
  	  				this.StartingNewYorkDateTime,
! 	  				this.CheckedDailyTimes[0].Hour ,
! 	  				this.CheckedDailyTimes[0].Minute ,
! 	  				this.CheckedDailyTimes[0].Second ,
  	  				Convert.ToInt32( this.timeFrameInSeconds.Value ) ,
! 	  				1 ,
  	  				this.dateTimeOverwriteQuotesBefore.Value,
  	  				this.checkBoxCheckingForMissingQuotes.Checked,
***************
*** 654,663 ****
        get
        {
!       	return new DateTime(this.dateTimePickerStartingDate.Value.Year,
!       			             this.dateTimePickerStartingDate.Value.Month,
!       			             this.dateTimePickerStartingDate.Value.Day,
!       			             Convert.ToInt32(this.fromHour.Value),
!       			             Convert.ToInt32(this.fromMin.Value),
!       			             Convert.ToInt32(this.fromSec.Value));
        }
      }
--- 536,543 ----
        get
        {
!       	return Time.GetDateTimeFromMerge( new DateTime(this.dateTimePickerStartingDate.Value.Year,
!       			             											this.dateTimePickerStartingDate.Value.Month,
!       			             											this.dateTimePickerStartingDate.Value.Day) ,
!       			             									new Time((string)this.checkedListOfDailyTimes.CheckedItems[0]) );
        }
      }
***************
*** 669,679 ****
        }
      }
!     public int NumberOfBars
      {
!       get
        {
!       	return Convert.ToInt32(this.numberOfBars.Value);
        }
      }
      public string[] TickersToDownload
      {
--- 549,569 ----
        }
      }
!     
!     public List<Time> CheckedDailyTimes
      {
!      	get
        {
!      		List<Time> checkedDailyTimes = 
!      			new List<Time>();
!      		for(int i = 0; 
!      		    i < this.checkedListOfDailyTimes.CheckedItems.Count;
!      		    i++)
!      			checkedDailyTimes.Add(new Time((string)this.checkedListOfDailyTimes.CheckedItems[i]) );
!      			
!       	return checkedDailyTimes;
        }
      }
+ 		
+ 
      public string[] TickersToDownload
      {
***************
*** 699,703 ****
      }
      
!     #endregion
      
      private void otWebDownloaderLoad_setStyleForDataGrid()
--- 589,593 ----
      }
      
!     #endregion properties
      
      private void otWebDownloaderLoad_setStyleForDataGrid()
***************
*** 762,769 ****
      	this.otWebDownloaderLoad_setStyleForDataGrid();
      }
      
! 		private void otWebDownloaderLoad(object sender, EventArgs e)
  		{
  			this.otWebDownloaderLoad_fillDataGridWithTickersToBeDownloaded();
  		}
  								
--- 652,672 ----
      	this.otWebDownloaderLoad_setStyleForDataGrid();
      }
+     		
+     private void otWebDownloaderLoad_populateCheckedListOfDailyTimes()
+     {
+     	Time firstTimeToAdd = new Time(9,30,0);
+     	Time lastTimeToAdd = new Time(16,0,0);
+     	Time currentTimeToAdd = firstTimeToAdd;
+     	while( currentTimeToAdd <= lastTimeToAdd )
+     	{
+     		this.checkedListOfDailyTimes.Items.Add(currentTimeToAdd.GetFormattedString(), false);
+     		currentTimeToAdd = currentTimeToAdd.AddMinutes( 1 );
+     	}
+     }
      
!     private void otWebDownloaderLoad(object sender, EventArgs e)
  		{
  			this.otWebDownloaderLoad_fillDataGridWithTickersToBeDownloaded();
+ 			this.otWebDownloaderLoad_populateCheckedListOfDailyTimes();
  		}
  								
***************
*** 842,845 ****
--- 745,754 ----
  			this.OTWebDownloaderPaint_refreshEndingDownloadingTimeLabel();
  		}
+ 		
+ 		void Button1Click(object sender, EventArgs e)
+ 		{
+ 			List<Time> listDT = 
+ 				this.CheckedDailyTimes;
+ 		}
  	}
  }

[Quantproject-developers] QuantProject/b2_DataAccess SQLBuilder.cs, 1.5, 1.6

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

Update of /cvsroot/quantproject/QuantProject/b2_DataAccess
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv7102/b2_DataAccess

Modified Files:
	SQLBuilder.cs 
Log Message:
A new method
internal static string FormatDoubleForSql( double value )
has been added

Index: SQLBuilder.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b2_DataAccess/SQLBuilder.cs,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** SQLBuilder.cs	30 Dec 2008 00:14:52 -0000	1.5
--- SQLBuilder.cs	4 Jan 2009 17:51:12 -0000	1.6
***************
*** 265,268 ****
--- 265,280 ----
  			return setStandardDeviationFunctionName;
  		}
+ 		
+ 		/// <summary>
+ 		/// returns a string that can be used in a Sql query
+ 		/// </summary>
+ 		/// <param name="value"></param>
+ 		/// <returns></returns>
+ 		internal static string FormatDoubleForSql( double value )
+ 		{
+ 			string formattedValue =
+ 				value.ToString().Replace( ',' , '.' );
+ 			return formattedValue;
+ 		}
  	}
  }

[Quantproject-developers] QuantProject/b3_Data/DataTables Bars.cs, 1.4, 1.5

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

Update of /cvsroot/quantproject/QuantProject/b3_Data/DataTables
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv6860/b3_Data/DataTables

Modified Files:
	Bars.cs 
Log Message:
A new constructor has been adde, to build a Bars DataTable with all daily bars between two given Time(s)

Index: Bars.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/DataTables/Bars.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** Bars.cs	18 Nov 2008 22:59:29 -0000	1.4
--- Bars.cs	4 Jan 2009 17:50:22 -0000	1.5
***************
*** 74,77 ****
--- 74,102 ----
  		}
  
+ 		#region Bars
+ 		/// <summary>
+ 		/// returns all daily bars between firstBarOpenTimeInNewYorkTimeZone and
+ 		/// lastBarOpenTimeInNewYorkTimeZone
+ 		/// </summary>
+ 		/// <param name="ticker"></param>
+ 		/// <param name="startDateTime"></param>
+ 		/// <param name="endDateTime"></param>
+ 		/// <param name="firstBarOpenTimeInNewYorkTimeZone"></param>
+ 		/// <param name="lastBarOpenTimeInNewYorkTimeZone"></param>
+ 		/// <param name="intervalFrameInSeconds"></param>
+ 		public Bars(
+ 			string ticker , DateTime startDateTime , DateTime endDateTime ,
+ 			Time firstBarOpenTimeInNewYorkTimeZone , Time lastBarOpenTimeInNewYorkTimeZone ,
+ 			int intervalFrameInSeconds )
+ 		{
+ 			QuantProject.DataAccess.Tables.Bars.SetDataTable(
+ 				ticker , startDateTime , endDateTime ,
+ 				firstBarOpenTimeInNewYorkTimeZone , lastBarOpenTimeInNewYorkTimeZone ,
+ 				this , intervalFrameInSeconds );
+ 			this.setPrimaryKeys();
+ 		}
+ 		#endregion Bars
+ 
+ 		
  		/// <summary>
  		/// builds a Bars data table containing the ticker's bars for the

[Quantproject-developers] QuantProject/b2_DataAccess/Tables Bars.cs, 1.3, 1.4

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

Update of /cvsroot/quantproject/QuantProject/b2_DataAccess/Tables
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv6571/b2_DataAccess/Tables

Modified Files:
	Bars.cs 
Log Message:
A new method
public static void AddBar()
has been added. Use this method whenever a new bar has to be added to the database

Index: Bars.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b2_DataAccess/Tables/Bars.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** Bars.cs	18 Nov 2008 22:56:54 -0000	1.3
--- Bars.cs	4 Jan 2009 17:49:26 -0000	1.4
***************
*** 26,31 ****
--- 26,33 ----
  using System.Text;
  using System.Windows.Forms;
+ 
  using QuantProject.ADT;
  using QuantProject.ADT.Histories;
+ using QuantProject.ADT.Timing;
  
  namespace QuantProject.DataAccess.Tables
***************
*** 317,320 ****
--- 319,450 ----
  		}
  		#endregion
+ 	
+ 		#region SetDataTable
+ 		
+ 		#region getSql
+ 		private static string getSql(
+ 			string ticker , DateTime firstDate , DateTime lastDate ,
+ 			Time firstBarOpenTimeInNewYorkTimeZone , Time lastBarOpenTimeInNewYorkTimeZone ,
+ 			int intervalFrameInSeconds )
+ 		{
+ 			string sql =
+ 				"select baDateTimeForOpen from bars " +
+ 				"where (baTicker='" + ticker + "') and " +
+ 				"(baInterval=" + intervalFrameInSeconds + ") and" +
+ 				"(baDateTimeForOpen>=" +
+ 				SQLBuilder.GetDateConstant( firstDate ) + ") and" +
+ 				"(baDateTimeForOpen<" +
+ 				SQLBuilder.GetDateConstant( lastDate.AddDays( 1 ) )
+ 				+ ") and (" +
+ 				SQLBuilder.GetFilterForTime(
+ 					"baDateTimeForOpen" , SqlComparisonOperator.GreaterThanOrEqual ,
+ 					firstBarOpenTimeInNewYorkTimeZone ) + 
+ //				"(Format([baDateTimeForOpen],'hh:mm:ss')>='" +
+ //				this.getSqlTimeConstantForFirstDailyBar() +
+ 				") and (" +
+ 				SQLBuilder.GetFilterForTime(
+ 					"baDateTimeForOpen" , SqlComparisonOperator.LessThanOrEqual ,
+ 					lastBarOpenTimeInNewYorkTimeZone ) +
+ //				"(Format([baDateTimeForOpen],'hh:mm:ss')<='" +
+ //				this.getSqlTimeConstantForLastDailyBar() +
+ 				");";
+ 			return sql;
+ 		}
+ 		#endregion getSql
+ 		
+ 		/// <summary>
+ 		/// fills the parameter dataTable with all the daily bars between
+ 		/// firstBarOpenTimeInNewYorkTimeZone and lastBarOpenTimeInNewYorkTimeZone
+ 		/// </summary>
+ 		/// <param name="ticker"></param>
+ 		/// <param name="firstDate"></param>
+ 		/// <param name="lastDate"></param>
+ 		/// <param name="firstBarOpenTimeInNewYorkTimeZone"></param>
+ 		/// <param name="lastBarOpenTimeInNewYorkTimeZone"></param>
+ 		/// <param name="dataTable"></param>
+ 		/// <param name="intervalFrameInSeconds"></param>
+ 		public static void SetDataTable(
+ 			string ticker , DateTime firstDate , DateTime lastDate ,
+ 			Time firstBarOpenTimeInNewYorkTimeZone , Time lastBarOpenTimeInNewYorkTimeZone ,
+ 			DataTable dataTable, int intervalFrameInSeconds )
+ 		{
+ 			string sql = Bars.getSql(
+ 				ticker , firstDate , lastDate ,
+ 				firstBarOpenTimeInNewYorkTimeZone , lastBarOpenTimeInNewYorkTimeZone ,
+ 				intervalFrameInSeconds );
+ 			SqlExecutor.SetDataTable( sql , dataTable );
+ 		}
+ 		#endregion SetDataTable
+ 		
+ 		
+ 		#region AddBar
+ 		
+ 		#region getSqlCommand
+ 		
+ //		#region getSqlCommand_getValues
+ //		private string getSqlCommandFor_AddBar( double value )
+ //		{
+ //			string formattedValue =
+ //				value.ToString().Replace( ',' , '.' );
+ //			return formattedValue;
+ //		}
+ 		private static string getSqlCommandFor_AddBar_getValues(
+ 			string ticker , string exchange , DateTime dateTimeForOpenInESTTime , long interval ,
+ 			double open , double high , double low , double close , double volume )
+ 		{
+ 			string values =
+ 				"'" + ticker + "' , " +
+ 				"'" + exchange + "' , " +
+ 				SQLBuilder.GetDateTimeConstant( dateTimeForOpenInESTTime ) + " , " +
+ 				interval + " , " +
+ 				SQLBuilder.FormatDoubleForSql( open ) + " , " +
+ 				SQLBuilder.FormatDoubleForSql( high ) + " , " +
+ 				SQLBuilder.FormatDoubleForSql( low ) + " , " +
+ 				SQLBuilder.FormatDoubleForSql( close ) + " , " +
+ 				volume + " , " +
+ 				SQLBuilder.GetDateTimeConstant( DateTime.Now );
+ 			return values;
+ 		}
+ //		#endregion getSqlCommand_getValues
+ 		
+ 		private static string getSqlCommandFor_AddBar(
+ 			string ticker , string exchange , DateTime dateTimeForOpenInESTTime , long interval ,
+ 			double open , double high , double low , double close , double volume )
+ 		{
+ 			string sqlCommand =
+ 				"INSERT INTO bars " +
+ 				"( baTicker, baExchange, baDateTimeForOpen, baInterval, " +
+ 				"baOpen, baHigh, baLow, baClose, baVolume, baWhenAdded ) " +
+ 				"SELECT " +
+ 				Bars.getSqlCommandFor_AddBar_getValues(
+ 					ticker , exchange , dateTimeForOpenInESTTime , interval ,
+ 					open , high , low , close , volume ) + ";";
+ 			return sqlCommand;
+ 		}
+ 		#endregion getSqlCommand
+ 		
+ 		/// <summary>
+ 		/// Adds a bar to the database. A new record is added to the table 'bars'
+ 		/// </summary>
+ 		/// <param name="ticker"></param>
+ 		/// <param name="exchange"></param>
+ 		/// <param name="dateTimeForOpenInESTTime"></param>
+ 		/// <param name="interval"></param>
+ 		/// <param name="open"></param>
+ 		/// <param name="high"></param>
+ 		/// <param name="low"></param>
+ 		/// <param name="close"></param>
+ 		/// <param name="volume"></param>
+ 		public static void AddBar(
+ 			string ticker , string exchange , DateTime dateTimeForOpenInESTTime , long interval ,
+ 			double open , double high , double low , double close , double volume )
+ 		{
+ 			string sqlCommand =
+ 				Bars.getSqlCommandFor_AddBar(
+ 					ticker , exchange , dateTimeForOpenInESTTime , interval ,
+ 					open , high , low , close , volume );
+ 			SqlExecutor.ExecuteNonQuery( sqlCommand );
+ 		}
+ 		#endregion AddBar
  	}
  }