quantproject-developers

[Quantproject-developers] QuantProject/b4_Business/a07_DataProviders HistoricalEndOfDayDataStreamer.cs, 1.6, NONE

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a07_DataProviders
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv3314/b4_Business/a07_DataProviders

Removed Files:
	HistoricalEndOfDayDataStreamer.cs 
Log Message:
a07_DataProviders\HistoricalEndOfDayDataStreamer.cs has been replaced by a07_DataProviders\HistoricalDataStreamer.cs

--- HistoricalEndOfDayDataStreamer.cs DELETED ---

[Quantproject-developers] QuantProject/b4_Business/a07_DataProviders HistoricalDataStreamer.cs, NONE, 1.1

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a07_DataProviders
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv3233/b4_Business/a07_DataProviders

Added Files:
	HistoricalDataStreamer.cs 
Log Message:
a07_DataProviders\HistoricalEndOfDayDataStreamer.cs has been replaced by a07_DataProviders\HistoricalDataStreamer.cs

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

HistoricalDataStreamer.cs
Copyright (C) 2008
Glauco Siliprandi

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

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

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

using QuantProject.ADT;
using QuantProject.Business.Timing;
using QuantProject.Data.DataProviders;
using QuantProject.Data.DataProviders.Quotes;

namespace QuantProject.Business.DataProviders
{
	/// <summary>
	/// IDataStreamer implementation using end of day historical data
	/// </summary>
	[Serializable]
	public class HistoricalDataStreamer : IDataStreamer
	{
		private Timer timer;
		private HistoricalMarketValueProvider historicalMarketValueProvider;

		public HistoricalDataStreamer(
			Timer timer ,
			HistoricalMarketValueProvider historicalMarketValueProvider )
		{
			this.timer = timer;
			this.historicalMarketValueProvider = historicalMarketValueProvider;
		}

		/// <summary>
		/// Returns the current bid for the given ticker
		/// </summary>
		/// <param name="ticker"></param>
		/// <returns></returns>
		public double GetCurrentBid( string ticker )
		{
			double currentBid =
				this.historicalMarketValueProvider.GetMarketValue(
					ticker ,
					this.timer.GetCurrentDateTime() );
			return currentBid;
		}

		/// <summary>
		/// Returns the current ask for the given ticker
		/// </summary>
		/// <param name="ticker"></param>
		/// <returns></returns>
		public double GetCurrentAsk( string ticker )
		{
			return this.GetCurrentBid( ticker );
		}

		/// <summary>
		/// true iif the ticker was exchanged at the given date time
		/// </summary>
		/// <param name="ticker"></param>
		/// <returns></returns>
		public bool IsExchanged( string ticker )
		{
			return this.historicalMarketValueProvider.WasExchanged(
				ticker , this.timer.GetCurrentDateTime() );
		}
	}
}

[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Strategies PairsTradingIntradayStrategy.cs, 1.1, 1.2

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Strategies
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv341/b7_Scripts/WalkForwardTesting/PairsTrading/Strategies

Modified Files:
	PairsTradingIntradayStrategy.cs 
Log Message:
bug fixed: positions can be open only if optimal in sample positions are available

Index: PairsTradingIntradayStrategy.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Strategies/PairsTradingIntradayStrategy.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** PairsTradingIntradayStrategy.cs	17 Nov 2008 19:47:26 -0000	1.1
--- PairsTradingIntradayStrategy.cs	20 Nov 2008 20:57:53 -0000	1.2
***************
*** 36,39 ****
--- 36,40 ----
  	/// Pairs trading strategy with intraday bars
  	/// </summary>
+ 	[Serializable]
  	public class PairsTradingIntradayStrategy : BasicStrategyForBacktester
  	{
***************
*** 104,107 ****
--- 105,111 ----
  		{
  			bool areToBeOpened = ( this.time() == this.lastTimeToTestInefficiency );
+ 			areToBeOpened =
+ 				( areToBeOpened &&
+ 				 ( this.bestTestingPositionsInSample != null ) );
  			return ( areToBeOpened );
  		}

[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Strategies PairsTradingStrategy.cs, 1.6, 1.7

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Strategies
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv303/b7_Scripts/WalkForwardTesting/PairsTrading/Strategies

Modified Files:
	PairsTradingStrategy.cs 
Log Message:
bug fixed: positions can be open only if optimal in sample positions are available

Index: PairsTradingStrategy.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Strategies/PairsTradingStrategy.cs,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** PairsTradingStrategy.cs	17 Nov 2008 19:53:58 -0000	1.6
--- PairsTradingStrategy.cs	20 Nov 2008 20:57:38 -0000	1.7
***************
*** 106,109 ****
--- 106,111 ----
  				( this.now() ==
  				this.lastIntervalAppended().Begin );
+ 			bool areToBeOpened =
+ 				( beginsTheLastInterval && this.bestTestingPositionsInSample != null );
  			return ( beginsTheLastInterval );
  		}

[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading PairsTradingMain.cs, 1.21, 1.22

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv32637/b7_Scripts/WalkForwardTesting/PairsTrading

Modified Files:
	PairsTradingMain.cs 
Log Message:
minor change: changed the backtest period

Index: PairsTradingMain.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/PairsTradingMain.cs,v
retrieving revision 1.21
retrieving revision 1.22
diff -C2 -d -r1.21 -r1.22
*** PairsTradingMain.cs	17 Nov 2008 19:49:02 -0000	1.21
--- PairsTradingMain.cs	20 Nov 2008 20:56:34 -0000	1.22
***************
*** 97,100 ****
--- 97,102 ----
  			dailyTimes.Add( new Time( 14 , 0 , 0 ) );
  			dailyTimes.Add( new Time( 15 , 0 , 0 ) );
+ //			dailyTimes.Add( new Time(
+ //				HistoricalEndOfDayTimer.GetOneHourAfterMarketClose( DateTime.Now ) ) );
  			return dailyTimes;
  		}
***************
*** 274,278 ****
  			// uncomment the following two lines for a faster script
  			firstDateTime = new DateTime( 2006 , 2 , 1 );
! 			lastDateTime = new DateTime( 2006 , 2 , 28 );
  
  			double maxRunningHours = 0.05;
--- 276,280 ----
  			// uncomment the following two lines for a faster script
  			firstDateTime = new DateTime( 2006 , 2 , 1 );
! 			lastDateTime = new DateTime( 2006 , 2 , 15 );
  
  			double maxRunningHours = 0.05;

[Quantproject-developers] QuantProject/b4_Business/a2_Strategies EndOfDayStrategyBackTester.cs, 1.12, 1.13

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv32461/b4_Business/a2_Strategies

Modified Files:
	EndOfDayStrategyBackTester.cs 
Log Message:
the backtester was bug about deciding when to stop (and to produce and save the report)

Index: EndOfDayStrategyBackTester.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/EndOfDayStrategyBackTester.cs,v
retrieving revision 1.12
retrieving revision 1.13
diff -C2 -d -r1.12 -r1.13
*** EndOfDayStrategyBackTester.cs	18 Nov 2008 23:01:52 -0000	1.12
--- EndOfDayStrategyBackTester.cs	20 Nov 2008 20:55:36 -0000	1.13
***************
*** 153,157 ****
  		private void checkThisPropertyRequiresBacktestIsCompleted()
  		{
! 			if ( this.actualLastDateTime == DateTime.MinValue )
  				// the timer has not been stopped yet
  				throw new Exception( "This property cannot be invoked " +
--- 153,158 ----
  		private void checkThisPropertyRequiresBacktestIsCompleted()
  		{
! //			if ( this.actualLastDateTime == DateTime.MinValue )
! 			if ( !this.timer.IsDone )
  				// the timer has not been stopped yet
  				throw new Exception( "This property cannot be invoked " +
***************
*** 294,297 ****
--- 295,312 ----
  		}
  		#endregion run_addEventHandlers
+ 		
+ 		private void completeTheScript()
+ 		{
+ 			this.actualLastDateTime =
+ 				ExtendedDateTime.Min(
+ 					this.lastDateTime , this.timer.GetCurrentDateTime() );
+ 			this.realDateTimeWhenTheBackTestIsStopped = DateTime.Now;
+ 			this.accountReport = this.account.CreateReport(
+ 				"" , 1 ,
+ 				this.timer.GetCurrentDateTime() , this.benchmark.Ticker ,
+ 				this.historicalMarketValueProvider );
+ 			this.accountReport.Name = this.Description;
+ 		}
+ 		
  		/// <summary>
  		/// Performes the actual backtest
***************
*** 308,311 ****
--- 323,327 ----
  			//			this.progressBarForm.Show();
  			this.timer.Start();
+ 			this.completeTheScript();
  		}
  		#endregion Run
***************
*** 313,354 ****
  		#region newDateTimeEventHandler
  		
! 		private bool isTimeToStop( DateTime currentTime )
  		{
  			DateTime maxEndingDateTimeForScript =
  				this.startingTimeForScript.AddHours( this.maxRunningHours );
  			DateTime realTime = DateTime.Now;
! 			bool scriptTimeElapsed = ( realTime >= maxEndingDateTimeForScript );
  			bool stopBacktestIfMaxRunningHoursHasBeenReached =
  				this.strategyForBacktester.StopBacktestIfMaxRunningHoursHasBeenReached;
  			return
  				( ( currentTime > this.lastDateTime ) ||
! 				 ( scriptTimeElapsed &&
! 				  stopBacktestIfMaxRunningHoursHasBeenReached ) );
  		}
! //		private void removeTimerEventHandlers()
! //		{
! //			foreach( NewDateTimeEventHandler newDateTimeEventHandler in
! //			        this.timer.NewDateTime.GetInvocationList())
! //			{
! //				this.timer.NewDateTime -= newDateTimeEventHandler;
! //			}
! //		}
  		
  		#region stopTheScript
  		private void stopTheScript( DateTime currentDateTime )
  		{
! 			this.actualLastDateTime =
! 				ExtendedDateTime.Min( this.lastDateTime , currentDateTime );
  			this.timer.Stop();
! //			this.removeTimerEventHandlers();
! //			this.timer.NewDateTime -=
! //				new NewDateTimeEventHandler(
! //					this.strategyForBacktester.NewDateTimeEventHandler );
! 			this.realDateTimeWhenTheBackTestIsStopped = DateTime.Now;
! 			this.accountReport = this.account.CreateReport(
! 				"" ,
! 				1 , currentDateTime , this.benchmark.Ticker ,
! 				this.historicalMarketValueProvider );
! 			this.accountReport.Name = this.Description;
  		}
  //		private void stopTheScriptIfTheCase( Object sender )
--- 329,370 ----
  		#region newDateTimeEventHandler
  		
! 		#region isTimeToStop
! 		private bool getIsMaxScriptRealTimeElapsed()
  		{
  			DateTime maxEndingDateTimeForScript =
  				this.startingTimeForScript.AddHours( this.maxRunningHours );
  			DateTime realTime = DateTime.Now;
! 			bool isMaxScriptRealTimeElapsed = ( realTime >= maxEndingDateTimeForScript );
! 			return isMaxScriptRealTimeElapsed;
! 		}
! 		private bool isTimeToStop( DateTime currentTime )
! 		{
! 			bool isMaxScriptRealTimeElapsed =
! 				this.getIsMaxScriptRealTimeElapsed();
  			bool stopBacktestIfMaxRunningHoursHasBeenReached =
  				this.strategyForBacktester.StopBacktestIfMaxRunningHoursHasBeenReached;
+ 			bool hasTheTimerAlreadyThrownOutAllItsNewDateTime =	this.timer.IsDone;
  			return
  				( ( currentTime > this.lastDateTime ) ||
! 				 ( isMaxScriptRealTimeElapsed &&
! 				  stopBacktestIfMaxRunningHoursHasBeenReached ) ||
! 				 hasTheTimerAlreadyThrownOutAllItsNewDateTime );
  		}
! 		#endregion isTimeToStop
  		
  		#region stopTheScript
  		private void stopTheScript( DateTime currentDateTime )
  		{
! //			this.actualLastDateTime =
! //				ExtendedDateTime.Min( this.lastDateTime , currentDateTime );
! 
  			this.timer.Stop();
! 
! //			this.realDateTimeWhenTheBackTestIsStopped = DateTime.Now;
! //			this.accountReport = this.account.CreateReport(
! //				"" ,
! //				1 , currentDateTime , this.benchmark.Ticker ,
! //				this.historicalMarketValueProvider );
! //			this.accountReport.Name = this.Description;
  		}
  //		private void stopTheScriptIfTheCase( Object sender )

[Quantproject-developers] QuantProject/b4_Business/a2_Strategies BasicStrategyForBacktester.cs, 1.1, 1.2

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv32202/b4_Business/a2_Strategies

Modified Files:
	BasicStrategyForBacktester.cs 
Log Message:
now optimal positions can be updated only one hour after market close

Index: BasicStrategyForBacktester.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/BasicStrategyForBacktester.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** BasicStrategyForBacktester.cs	17 Nov 2008 19:46:06 -0000	1.1
--- BasicStrategyForBacktester.cs	20 Nov 2008 20:53:51 -0000	1.2
***************
*** 80,83 ****
--- 80,87 ----
  				   && ( ( this.lastOptimizationDateTime == DateTime.MinValue ) ) ) ||
  				 ( currentSimulatedDateTime >= dateTimeForNextOptimization ) );
+ 			areToBeUpdated = (
+ 				areToBeUpdated &&
+ 				HistoricalEndOfDayTimer.IsOneHourAfterMarketClose(
+ 					currentSimulatedDateTime ) );
  			return areToBeUpdated;
  		}

[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables Summary.cs, 1.22, 1.23

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv31977/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables

Modified Files:
	Summary.cs 
Log Message:
the class BenchmarkPercentageReturn has been changed to always used an HistoricalAdjustedQuoteProvider for this computation (not tested, yet)

Index: Summary.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables/Summary.cs,v
retrieving revision 1.22
retrieving revision 1.23
diff -C2 -d -r1.22 -r1.23
*** Summary.cs	29 Sep 2008 21:14:43 -0000	1.22
--- Summary.cs	20 Nov 2008 20:52:28 -0000	1.23
***************
*** 265,269 ****
  			this.returnOnAccount = new ReturnOnAccount( this );
  			this.benchmarkPercentageReturn =
! 				new BenchmarkPercentageReturn( this , this.historicalMarketValueProvider );
  			this.numberWinningPeriods = new NumberWinningPeriods( this );
  			this.numberLosingPeriods = new NumberLosingPeriods( this );
--- 265,270 ----
  			this.returnOnAccount = new ReturnOnAccount( this );
  			this.benchmarkPercentageReturn =
! 				new BenchmarkPercentageReturn( this );
! //				                              , this.historicalMarketValueProvider );
  			this.numberWinningPeriods = new NumberWinningPeriods( this );
  			this.numberLosingPeriods = new NumberLosingPeriods( this );

[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows BenchmarkPercentageReturn.cs, 1.3, 1.4

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv31813/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows

Modified Files:
	BenchmarkPercentageReturn.cs 
Log Message:
it has been changed to always used an HistoricalAdjustedQuoteProvider for this computation (not tested, yet)

Index: BenchmarkPercentageReturn.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows/BenchmarkPercentageReturn.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** BenchmarkPercentageReturn.cs	29 Sep 2008 21:13:46 -0000	1.3
--- BenchmarkPercentageReturn.cs	20 Nov 2008 20:51:10 -0000	1.4
***************
*** 15,21 ****
  	public class BenchmarkPercentageReturn : PercentageSummaryRow
  	{
! 		public BenchmarkPercentageReturn( Summary summary ,
! 		                                 HistoricalMarketValueProvider historicalMarketValueProvider )
  		{
  			if ( summary.AccountReport.Benchmark != "" )
  			{
--- 15,23 ----
  	public class BenchmarkPercentageReturn : PercentageSummaryRow
  	{
! 		public BenchmarkPercentageReturn( Summary summary )
! //		                                 HistoricalMarketValueProvider historicalMarketValueProvider )
  		{
+ 			HistoricalAdjustedQuoteProvider historicalMarketValueProvider =
+ 				new HistoricalAdjustedQuoteProvider();
  			if ( summary.AccountReport.Benchmark != "" )
  			{

[Quantproject-developers] QuantProject/b4_Business/a07_DataProviders HistoricalMarketValueProvider.cs, 1.1, 1.2

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a07_DataProviders
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv31656/b4_Business/a07_DataProviders

Modified Files:
	HistoricalMarketValueProvider.cs 
Log Message:
the method
public bool WasExchanged( string ticker , DateTime dateTime );
is now abstract


Index: HistoricalMarketValueProvider.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a07_DataProviders/HistoricalMarketValueProvider.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** HistoricalMarketValueProvider.cs	29 Sep 2008 21:02:42 -0000	1.1
--- HistoricalMarketValueProvider.cs	20 Nov 2008 20:49:58 -0000	1.2
***************
*** 60,70 ****
  		/// <param name="dateTime"></param>
  		/// <returns></returns>
! 		public bool WasExchanged( string ticker ,
! 		                         DateTime dateTime )
! 		{
! 			bool wasExchanged =
! 				HistoricalQuotesProvider.WasExchanged( ticker , dateTime );
! 			return wasExchanged;
! 		}
  		
  		#region GetQuotes
--- 60,78 ----
  		/// <param name="dateTime"></param>
  		/// <returns></returns>
! //		public bool WasExchanged( string ticker ,
! //		                         DateTime dateTime )
! //		{
! //			bool wasExchanged =
! //				HistoricalQuotesProvider.WasExchanged( ticker , dateTime );
! //			return wasExchanged;
! //		}
! 		
! 		/// <summary>
! 		/// True iif the given ticker was traded at the given DateTime
! 		/// </summary>
! 		/// <param name="ticker"></param>
! 		/// <param name="dateTime"></param>
! 		/// <returns></returns>
! 		public abstract bool WasExchanged( string ticker , DateTime dateTime );
  		
  		#region GetQuotes

[Quantproject-developers] QuantProject/b4_Business/a07_DataProviders HistoricalBarProvider.cs, 1.2, 1.3

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a07_DataProviders
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv31544/b4_Business/a07_DataProviders

Modified Files:
	HistoricalBarProvider.cs 
Log Message:
- marked as Serializable

- it now implements the method
public bool WasExchanged(string ticker, DateTime dateTime)


Index: HistoricalBarProvider.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a07_DataProviders/HistoricalBarProvider.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** HistoricalBarProvider.cs	18 Nov 2008 23:01:28 -0000	1.2
--- HistoricalBarProvider.cs	20 Nov 2008 20:48:50 -0000	1.3
***************
*** 31,34 ****
--- 31,35 ----
  	/// Returns historical bars
  	/// </summary>
+ 	[Serializable]
  	public class HistoricalBarProvider : HistoricalMarketValueProvider
  	{
***************
*** 65,68 ****
--- 66,76 ----
  			return "barProvider";
  		}
+ 		
+ 		public override bool WasExchanged(string ticker, DateTime dateTime)
+ 		{
+ 			bool wasExchanged =
+ 				this.historicalBarProvider.WasExchanged( ticker , dateTime );
+ 			return wasExchanged;
+ 		}
  	}
  }

[Quantproject-developers] QuantProject/b4_Business/a07_DataProviders HistoricalAdjustedQuoteProvider.cs, 1.7, 1.8 HistoricalRawQuoteProvider.cs, 1.6, 1.7

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a07_DataProviders
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv31440/b4_Business/a07_DataProviders

Modified Files:
	HistoricalAdjustedQuoteProvider.cs 
	HistoricalRawQuoteProvider.cs 
Log Message:
now HistoricalQuoteProvider is inherited (it was HistoricalMarketValueProvider in the previous revision)

Index: HistoricalRawQuoteProvider.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a07_DataProviders/HistoricalRawQuoteProvider.cs,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** HistoricalRawQuoteProvider.cs	29 Sep 2008 21:22:23 -0000	1.6
--- HistoricalRawQuoteProvider.cs	20 Nov 2008 20:47:57 -0000	1.7
***************
*** 33,37 ****
  	/// </summary>
  	[Serializable]
! 	public class HistoricalRawQuoteProvider : HistoricalMarketValueProvider
  	{
  		public HistoricalRawQuoteProvider()
--- 33,37 ----
  	/// </summary>
  	[Serializable]
! 	public class HistoricalRawQuoteProvider : HistoricalQuoteProvider
  	{
  		public HistoricalRawQuoteProvider()
***************
*** 55,58 ****
--- 55,65 ----
  			return "raw";
  		}
+ 		
+ //		public override bool WasExchanged(string ticker, DateTime dateTime)
+ //		{
+ //			bool wasExchanged =
+ //				HistoricalQuotesProvider.WasExchanged( ticker , dateTime );
+ //			return wasExchanged;
+ //		}
  	}
  }

Index: HistoricalAdjustedQuoteProvider.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a07_DataProviders/HistoricalAdjustedQuoteProvider.cs,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** HistoricalAdjustedQuoteProvider.cs	29 Sep 2008 21:22:23 -0000	1.7
--- HistoricalAdjustedQuoteProvider.cs	20 Nov 2008 20:47:57 -0000	1.8
***************
*** 33,37 ****
  	/// </summary>
  	[Serializable]
! 	public class HistoricalAdjustedQuoteProvider : HistoricalMarketValueProvider
  	{
  		public HistoricalAdjustedQuoteProvider()
--- 33,37 ----
  	/// </summary>
  	[Serializable]
! 	public class HistoricalAdjustedQuoteProvider : HistoricalQuoteProvider
  	{
  		public HistoricalAdjustedQuoteProvider()
***************
*** 98,101 ****
--- 98,108 ----
  			return "adj";
  		}
+ 		
+ //		public override bool WasExchanged(string ticker, DateTime dateTime)
+ //		{
+ //			bool wasExchanged =
+ //				HistoricalQuotesProvider.WasExchanged( ticker , dateTime );
+ //			return wasExchanged;
+ //		}
  	}
  }

[Quantproject-developers] QuantProject/b4_Business/a05_Timing IndexBasedHistoricalTimer.cs, 1.3, 1.4

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a05_Timing
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv31305/b4_Business/a05_Timing

Modified Files:
	IndexBasedHistoricalTimer.cs 
Log Message:
- the method
protected bool isDone()
has been overridden (implemented)

- now a NewDateTime event is sent out (every market day) for one hour after market close (to be used by strategies, for in sample optimization)

Index: IndexBasedHistoricalTimer.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a05_Timing/IndexBasedHistoricalTimer.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** IndexBasedHistoricalTimer.cs	18 Nov 2008 23:00:33 -0000	1.3
--- IndexBasedHistoricalTimer.cs	20 Nov 2008 20:46:55 -0000	1.4
***************
*** 34,37 ****
--- 34,38 ----
  	/// index is quoted at those DateTime(s)
  	/// </summary>
+ 	[Serializable]
  	public class IndexBasedHistoricalTimer : Timer
  	{
***************
*** 62,65 ****
--- 63,128 ----
  		
  		#region initialize_dateTimesToBeThrown
+ 		
+ 		#region addDateTimeAndIfTheCaseAddEndOfDayDateTime
+ 		
+ 		#region addOneHourAfterMarketCloseDateTimeIfTheCase
+ 		
+ 		#region isOneHourAfterMarktetCloseToBeInserted
+ 		private bool isOneHourAfterMarktetCloseToBeInserted_withOneAdded(
+ 			DateTime nextDateTimeToBeAdded )
+ 		{
+ 			Date dateForLastDateTimeAdded =
+ 				new Date( this.dateTimesToBeThrown[ this.dateTimesToBeThrown.Count - 1 ] );
+ 			Date dateForNextDateTimeToBeAdded =
+ 				new Date( nextDateTimeToBeAdded );
+ 			bool isToBeInserted = ( dateForNextDateTimeToBeAdded > dateForLastDateTimeAdded );
+ 			return isToBeInserted;
+ 		}
+ 		private bool isOneHourAfterMarktetCloseToBeInserted( DateTime nextDateTimeToBeAdded )
+ 		{
+ 			bool isToBeInserted = false;
+ 			if ( this.dateTimesToBeThrown.Count > 0 )
+ 				// at least one DateTime has already been added
+ 				isToBeInserted = isOneHourAfterMarktetCloseToBeInserted_withOneAdded(
+ 					nextDateTimeToBeAdded );
+ 			return isToBeInserted;
+ 		}
+ 		#endregion isOneHourAfterMarktetCloseToBeInserted
+ 		
+ 		#region addOneHourAfterMarketCloseDateTime
+ 		private DateTime getOneHourAfterMarketCloseForLastDateTimeAdded()
+ 		{
+ 			DateTime dateTimeForLastDateTimeAdded =
+ 				this.dateTimesToBeThrown[ this.dateTimesToBeThrown.Count - 1 ];
+ 			DateTime oneHourAfterMarketCloseForLastDateTimeAdded =
+ 				HistoricalEndOfDayTimer.GetOneHourAfterMarketClose(
+ 					dateTimeForLastDateTimeAdded );
+ 			return oneHourAfterMarketCloseForLastDateTimeAdded;
+ 		}
+ 		private void addOneHourAfterMarketCloseDateTime( DateTime dateTime )
+ 		{
+ 			DateTime oneHourAfterMarketCloseForLastDateTimeAdded =
+ 				this.getOneHourAfterMarketCloseForLastDateTimeAdded();
+ 			this.dateTimesToBeThrown.Add(
+ 				oneHourAfterMarketCloseForLastDateTimeAdded );			
+ 		}
+ 		#endregion addOneHourAfterMarketCloseDateTime
+ 		
+ 		private void addOneHourAfterMarketCloseDateTimeIfTheCase(
+ 			DateTime nextDateTimeToBeAdded )
+ 		{
+ 			if ( this.isOneHourAfterMarktetCloseToBeInserted( nextDateTimeToBeAdded ) )
+ 				this.addOneHourAfterMarketCloseDateTime( nextDateTimeToBeAdded );
+ 		}
+ 		#endregion addOneHourAfterMarketCloseDateTimeIfTheCase
+ 		
+ 		private void addDateTimeAndIfTheCaseAddOneHourAfterMarketCloseDateTime(
+ 			DateTime nextDateTimeToBeAdded )
+ 		{
+ 			this.addOneHourAfterMarketCloseDateTimeIfTheCase( nextDateTimeToBeAdded );
+ 			this.dateTimesToBeThrown.Add( nextDateTimeToBeAdded );
+ 		}
+ 		#endregion addDateTimeAndIfTheCaseAddEndOfDayDateTime
+ 		
  		private void initialize_dateTimesToBeThrown(
  			History dateTimesToBeThrownHistory )
***************
*** 67,71 ****
  			this.dateTimesToBeThrown = new List< DateTime >();
  			foreach ( DateTime dateTime in dateTimesToBeThrownHistory.Keys )
! 				this.dateTimesToBeThrown.Add( dateTime );
  		}
  		private void initialize_dateTimesToBeThrown()
--- 130,134 ----
  			this.dateTimesToBeThrown = new List< DateTime >();
  			foreach ( DateTime dateTime in dateTimesToBeThrownHistory.Keys )
! 				this.addDateTimeAndIfTheCaseAddOneHourAfterMarketCloseDateTime( dateTime );
  		}
  		private void initialize_dateTimesToBeThrown()
***************
*** 90,109 ****
  		private void checkIfNoMoreDateTimesAreToBeThrown()
  		{
! 			if ( this.currentDateTimeIndex >= this.dateTimesToBeThrown.Count )
  				throw new Exception(
  					"This timer has no other DateTime(s) to be thrown out. " +
  					"This should never happen, the backtest should have invoked the method " +
! 					"QuantProject.Business.Timing.Timer.Stop() before gettint to this " +
  					"point." );
! 			}
! 		private void moveNext_actually()
  		{
! 			this.currentDateTimeIndex++;
! 			this.currentDateTime = this.dateTimesToBeThrown[ currentDateTimeIndex ];
  		}
  		protected override void moveNext()
  		{
! 			this.checkIfNoMoreDateTimesAreToBeThrown();
! 			this.moveNext_actually();
  		}
  		#endregion moveNext
--- 153,182 ----
  		private void checkIfNoMoreDateTimesAreToBeThrown()
  		{
! 			if ( this.currentDateTimeIndex >= this.dateTimesToBeThrown.Count - 1 )
  				throw new Exception(
  					"This timer has no other DateTime(s) to be thrown out. " +
  					"This should never happen, the backtest should have invoked the method " +
! 					"QuantProject.Business.Timing.Timer.Stop() before getting to this " +
  					"point." );
! 		}
! 		
! 		protected override bool isDone()
  		{
! 			bool isThisTimerDone =
! 				( this.currentDateTimeIndex >= ( this.dateTimesToBeThrown.Count - 1 ) );
! 			return isThisTimerDone;
  		}
+ //
+ //		private void moveNext_actually()
+ //		{
+ //			this.currentDateTimeIndex++;
+ //			this.currentDateTime = this.dateTimesToBeThrown[ currentDateTimeIndex ];
+ //			this.setCompleteIfTheCase();
+ //		}
+ 		
  		protected override void moveNext()
  		{
! 			this.currentDateTimeIndex++;
! 			this.currentDateTime = this.dateTimesToBeThrown[ currentDateTimeIndex ];
  		}
  		#endregion moveNext

[Quantproject-developers] QuantProject/b4_Business/a05_Timing Timer.cs, 1.1, 1.2

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a05_Timing
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv30975/b4_Business/a05_Timing

Modified Files:
	Timer.cs 
Log Message:
- a new property has been added:
public bool IsDone

- some bugs have been fixed

Index: Timer.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a05_Timing/Timer.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** Timer.cs	29 Sep 2008 21:02:41 -0000	1.1
--- Timer.cs	20 Nov 2008 20:44:14 -0000	1.2
***************
*** 38,51 ****
  		public event NewDateTimeEventHandler NewDateTime;
  		
! 		protected bool isActive;	// true iff the timer is started and not stopped
  		protected DateTime currentDateTime;
  		
! 		public bool IsActive
  		{
! 			get { return this.isActive; }
  		}
  		
  		public Timer()
  		{
  		}
  		
--- 38,60 ----
  		public event NewDateTimeEventHandler NewDateTime;
  		
! 		private bool hasTheTimerBeenStarted;
! 		private bool hasTheTimerBeenStopped;	// true iff the timer was stop
  		protected DateTime currentDateTime;
  		
! 		#region IsDone
! 		protected abstract bool isDone();
! 		/// <summary>
! 		/// true iif all DateTime(s) have been thrown out by this timer
! 		/// </summary>
! 		public bool IsDone
  		{
! 			get { return this.isDone(); }
  		}
+ 		#endregion IsDone
  		
  		public Timer()
  		{
+ 			this.hasTheTimerBeenStarted = false;
+ 			this.hasTheTimerBeenStopped = false;
  		}
  		
***************
*** 59,65 ****
  		public virtual DateTime GetCurrentDateTime()
  		{
! 			if ( !this.isActive )
  				throw new Exception(
- 					"Either Start() has not been invoked yet, or " +
  					"Stop() has already been invoked" );
  			return this.currentDateTime;
--- 68,76 ----
  		public virtual DateTime GetCurrentDateTime()
  		{
! 			if ( !this.hasTheTimerBeenStarted )
! 				throw new Exception(
! 					"Start() has not been invoked yet" );
! 			if ( this.hasTheTimerBeenStopped )
  				throw new Exception(
  					"Stop() has already been invoked" );
  			return this.currentDateTime;
***************
*** 72,76 ****
  		{
  			this.initializeTimer();
! 			this.isActive = true;
  		}
  		#endregion activateTimer
--- 83,87 ----
  		{
  			this.initializeTimer();
! 			this.hasTheTimerBeenStarted = true;
  		}
  		#endregion activateTimer
***************
*** 91,107 ****
  						this.currentDateTime.Minute ,
  						this.currentDateTime.Second ) );
! 			
! //			if ( ( this.MarketOpen != null ) && ( this.currentTime.EndOfDaySpecificTime ==
! //			                                     EndOfDaySpecificTime.MarketOpen ) )
! //				this.MarketOpen( this , new EndOfDayTimingEventArgs( this.currentTime ) );
! //			if ( ( this.FiveMinutesBeforeMarketClose != null ) && ( this.currentTime.EndOfDaySpecificTime ==
! //			                                                       EndOfDaySpecificTime.FiveMinutesBeforeMarketClose ) )
! //				this.FiveMinutesBeforeMarketClose( this , new EndOfDayTimingEventArgs( this.currentTime ) );
! //			if ( ( this.MarketClose != null ) && ( this.currentTime.EndOfDaySpecificTime ==
! //			                                      EndOfDaySpecificTime.MarketClose ) )
! //				this.MarketClose( this , new EndOfDayTimingEventArgs( this.currentTime ) );
! //			if ( ( this.OneHourAfterMarketClose != null ) && ( this.currentTime.EndOfDaySpecificTime ==
! //			                                                  EndOfDaySpecificTime.OneHourAfterMarketClose ) )
! //				this.OneHourAfterMarketClose( this , new EndOfDayTimingEventArgs( this.currentTime ) );
  		}
  		/// <summary>
--- 102,111 ----
  						this.currentDateTime.Minute ,
  						this.currentDateTime.Second ) );
! 		}
! 		private void moveNextIfPossible()
! 		{
! 			if ( !this.IsDone )
! 				// there is at least one more bar to be thrown out, yet
! 				this.moveNext();
  		}
  		/// <summary>
***************
*** 111,118 ****
  		{
  			this.activateTimer();
! 			while ( this.isActive )
  			{
  				this.callEvents();
! 				this.moveNext();
  			}
  		}
--- 115,122 ----
  		{
  			this.activateTimer();
! 			while ( !this.hasTheTimerBeenStopped && !this.IsDone )
  			{
  				this.callEvents();
! 				this.moveNextIfPossible();
  			}
  		}
***************
*** 124,128 ****
  		public void Stop()
  		{
! 			this.isActive = false;
  		}
  	}
--- 128,132 ----
  		public void Stop()
  		{
! 			this.hasTheTimerBeenStopped = true;
  		}
  	}

[Quantproject-developers] QuantProject/b4_Business/a05_Timing HistoricalEndOfDayTimer.cs, 1.10, 1.11

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a05_Timing
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv30919/b4_Business/a05_Timing

Modified Files:
	HistoricalEndOfDayTimer.cs 
Log Message:
- a new property has been added:
public bool IsDone

- some bugs have been fixed

Index: HistoricalEndOfDayTimer.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a05_Timing/HistoricalEndOfDayTimer.cs,v
retrieving revision 1.10
retrieving revision 1.11
diff -C2 -d -r1.10 -r1.11
*** HistoricalEndOfDayTimer.cs	29 Sep 2008 21:22:23 -0000	1.10
--- HistoricalEndOfDayTimer.cs	20 Nov 2008 20:43:43 -0000	1.11
***************
*** 120,123 ****
--- 120,128 ----
  		}
  		#endregion moveNext
+ 		
+ 		protected override bool isDone()
+ 		{
+ 			return false;
+ 		}
  
  		/// <summary>

[Quantproject-developers] QuantProject/b3_Data/DataProviders/Bars/Caching IBarCache.cs, 1.1, 1.2

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

Update of /cvsroot/quantproject/QuantProject/b3_Data/DataProviders/Bars/Caching
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv30800/b3_Data/DataProviders/Bars/Caching

Modified Files:
	IBarCache.cs 
Log Message:
- a new method has been added:
bool WasExchanged( string ticker , DateTime dateTime );

- comments have been improved

Index: IBarCache.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/DataProviders/Bars/Caching/IBarCache.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** IBarCache.cs	8 Nov 2008 20:20:19 -0000	1.1
--- IBarCache.cs	20 Nov 2008 20:42:23 -0000	1.2
***************
*** 30,34 ****
--- 30,49 ----
  	public interface IBarCache
  	{
+ 		/// <summary>
+ 		/// the value of the ticker at the given dateTime; a MissingBarException
+ 		/// is thrown if the database doesn't contain the requested bar
+ 		/// </summary>
+ 		/// <param name="ticker"></param>
+ 		/// <param name="dateTime"></param>
+ 		/// <returns></returns>
  		double GetMarketValue( string ticker , DateTime dateTime );
+ 		
+ 		/// <summary>
+ 		/// true iif the ticker was exchange at the given dateTime
+ 		/// </summary>
+ 		/// <param name="ticker"></param>
+ 		/// <param name="dateTime"></param>
+ 		/// <returns></returns>
+ 		bool WasExchanged( string ticker , DateTime dateTime );
  	}
  }

[Quantproject-developers] QuantProject/b3_Data/DataProviders/Bars/Caching DailyBarCache.cs, 1.2, 1.3

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

Update of /cvsroot/quantproject/QuantProject/b3_Data/DataProviders/Bars/Caching
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv30724/b3_Data/DataProviders/Bars/Caching

Modified Files:
	DailyBarCache.cs 
Log Message:
Several bugs have been fixed, but it doesn't work fine, yet

Index: DailyBarCache.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/DataProviders/Bars/Caching/DailyBarCache.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** DailyBarCache.cs	12 Nov 2008 20:38:21 -0000	1.2
--- DailyBarCache.cs	20 Nov 2008 20:41:30 -0000	1.3
***************
*** 73,80 ****
  				maxNumberOfItemsIn_barOpenValues ,
  				numberOfItemsToBeRemovedFrom_barOpenValues_whenCacheIsCleanedUp );
! 				
  //			this.barOpenValues = new Dictionary< DateTime , Dictionary< string , double > >();
  //			this.numberOfBarsIn_barOpenValues = 0;
! 				
  			int maxNumberOfItemsIn_barsMissingInTheDatabase = 100000;
  			int numberOfItemsToBeRemovedFrom_barsMissingInTheDatabase_whenCacheIsCleanedUp =
--- 73,80 ----
  				maxNumberOfItemsIn_barOpenValues ,
  				numberOfItemsToBeRemovedFrom_barOpenValues_whenCacheIsCleanedUp );
! 			
  //			this.barOpenValues = new Dictionary< DateTime , Dictionary< string , double > >();
  //			this.numberOfBarsIn_barOpenValues = 0;
! 			
  			int maxNumberOfItemsIn_barsMissingInTheDatabase = 100000;
  			int numberOfItemsToBeRemovedFrom_barsMissingInTheDatabase_whenCacheIsCleanedUp =
***************
*** 89,108 ****
  		#region checkParameters
  		
- 		#region checkDailyTimesAreActuallyTimes
- //		private void checkIfItActuallyIsATime( DateTime dateTime )
- //		{
- //			if ( !ExtendedDateTime.IsTime( dateTime ) )
- //				throw new Exception(
- //					"dailyTimes have to be times: use the method " +
- //					"QuantProject.ADT.ExtendedDateTime.GetTime() " +
- //					"to build them" );
- //		}
- //		private void checkDailyTimesAreActuallyTimes( DateTime[] dailyTimes )
- //		{
- //			foreach ( DateTime dateTime in dailyTimes )
- //				this.checkIfItActuallyIsATime( dateTime );
- //		}
- 		#endregion checkDailyTimesAreActuallyTimes
- 		
  		#region checkIfDailyTimesAreInStrictAscendingOrder
  		private void checkIfDailyTimesAreInStrictAscendingOrder(
--- 89,92 ----
***************
*** 186,190 ****
  		#endregion getLastDateTime
  		
! 		private History getBarOpenValues( string ticker, DateTime firstDateTime )
  		{
  			DateTime lastDateTime = this.getLastDateTime( firstDateTime );
--- 170,174 ----
  		#endregion getLastDateTime
  		
! 		private History getBarOpenValuesFromDatabase( string ticker, DateTime firstDateTime )
  		{
  			DateTime lastDateTime = this.getLastDateTime( firstDateTime );
***************
*** 202,209 ****
  		
  		private void addBarOpenValue(
! 			string ticker, DateTime dateTime , History barOpenValuesFromQuery )
  		{
! 			double barOpenValue =
! 				(double)barOpenValuesFromQuery[ dateTime ];
  			this.barOpenValues.AddBar(
  				ticker , dateTime , barOpenValue );
--- 186,193 ----
  		
  		private void addBarOpenValue(
! 			string ticker, DateTime dateTime , History barOpenValuesFromDatabase )
  		{
! 			float barOpenValue =
! 				(float)barOpenValuesFromDatabase[ dateTime ];
  			this.barOpenValues.AddBar(
  				ticker , dateTime , barOpenValue );
***************
*** 211,218 ****
  		
  		private void update_barOpenValues(
! 			string ticker, History barOpenValuesFromQuery )
  		{
! 			foreach ( DateTime dateTime in barOpenValuesFromQuery.TimeLine )
! 				this.addBarOpenValue( ticker , dateTime , barOpenValuesFromQuery );
  		}
  		#endregion update_barOpenValues
--- 195,202 ----
  		
  		private void update_barOpenValues(
! 			string ticker, History barOpenValuesFromDatabase )
  		{
! 			foreach ( DateTime dateTime in barOpenValuesFromDatabase.TimeLine )
! 				this.addBarOpenValue( ticker , dateTime , barOpenValuesFromDatabase );
  		}
  		#endregion update_barOpenValues
***************
*** 221,242 ****
  		
  		#region getDateTimesForMissingBarsToBeAdded
- //		private List< DateTime > getDateTimesIn_barOpenValues()
- //		{
- //			List< DateTime > dateTimesIn_barOpenValues =
- //				new List<DateTime>( this.barOpenValues.Bars.Keys );
- //			dateTimesIn_barOpenValues.Sort();
- //			return dateTimesIn_barOpenValues;
- //		}
  		
! 		#region removeThisDateIfItIsNotToBeAddedToMissingBars
! 		
! //		private bool isIn_barsMissingInTheDatabase(
! //			string ticker , DateTime dateTime )
! //		{
! //			bool isInCacheForMissingBars =
! //				( ( this.barsMissingInTheDatabase.Bars.ContainsKey( dateTime ) ) &&
! //				 this.barOpenValues.Bars[ dateTime ].ContainsKey( ticker ) );
! //			return isInCacheForMissingBars;
! //		}
  		private bool hasToBeAddedToMissingBars(
  			string ticker ,
--- 205,210 ----
  		
  		#region getDateTimesForMissingBarsToBeAdded
  		
! 		#region addThisDateIfItHasToBeAddedToMissingBars
  		private bool hasToBeAddedToMissingBars(
  			string ticker ,
***************
*** 253,281 ****
  			return hasToBeAdded;
  		}
! 		private void removeThisDateIfItIsNotToBeAddedToMissingBars(
  			string ticker ,
  			DateTime firstDateTime ,
  			DateTime lastDateTime ,
  			DateTime candidateDateTime ,
! 			List< DateTime >  dateTimesForMissingBarsToBeAdded )
  		{
! 			if ( !this.hasToBeAddedToMissingBars(
  				ticker , firstDateTime , lastDateTime , candidateDateTime ) )
! 				dateTimesForMissingBarsToBeAdded.Remove( candidateDateTime );
  		}
! 		private void removeThisDateIfItIsNotToBeAddedToMissingBars(
  			string ticker ,
  			DateTime firstDateTime ,
  			DateTime lastDateTime ,
  			int indexFor_dateTimesForMissingBarsToBeAdded ,
! 			List< DateTime >  dateTimesForMissingBarsToBeAdded )
  		{
  			DateTime candidateDateTime =
! 				dateTimesForMissingBarsToBeAdded[ indexFor_dateTimesForMissingBarsToBeAdded ];
! 			this.removeThisDateIfItIsNotToBeAddedToMissingBars(
  				ticker , firstDateTime , lastDateTime , candidateDateTime ,
! 				dateTimesForMissingBarsToBeAdded );
  		}
! 		#endregion removeThisDateIfItIsNotToBeAddedToMissingBars
  		
  		private List< DateTime > getDateTimesForMissingBarsToBeAdded(
--- 221,251 ----
  			return hasToBeAdded;
  		}
! 		private void addThisDateIfItHasToBeAddedToMissingBars(
  			string ticker ,
  			DateTime firstDateTime ,
  			DateTime lastDateTime ,
  			DateTime candidateDateTime ,
! 			List< DateTime > dateTimesIn_barOpenValues ,
! 			List< DateTime > dateTimesForMissingBarsToBeAdded )
  		{
! 			if ( this.hasToBeAddedToMissingBars(
  				ticker , firstDateTime , lastDateTime , candidateDateTime ) )
! 				dateTimesForMissingBarsToBeAdded.Add( candidateDateTime );
  		}
! 		private void addThisDateIfItHasToBeAddedToMissingBars(
  			string ticker ,
  			DateTime firstDateTime ,
  			DateTime lastDateTime ,
  			int indexFor_dateTimesForMissingBarsToBeAdded ,
! 			List< DateTime >  dateTimesIn_barOpenValues ,
! 			List< DateTime > dateTimesForMissingBarsToBeAdded )
  		{
  			DateTime candidateDateTime =
! 				dateTimesIn_barOpenValues[ indexFor_dateTimesForMissingBarsToBeAdded ];
! 			this.addThisDateIfItHasToBeAddedToMissingBars(
  				ticker , firstDateTime , lastDateTime , candidateDateTime ,
! 				dateTimesIn_barOpenValues , dateTimesForMissingBarsToBeAdded );
  		}
! 		#endregion addThisDateIfItHasToBeAddedToMissingBars
  		
  		private List< DateTime > getDateTimesForMissingBarsToBeAdded(
***************
*** 283,299 ****
  			DateTime firstDateTime ,
  			DateTime lastDateTime ,
! 			List< DateTime >  dateTimesForMissingBarsToBeAdded )
  		{
  			int indexFor_dateTimesForMissingBarsToBeAdded = 0;
  			while ( ( indexFor_dateTimesForMissingBarsToBeAdded <
! 			         dateTimesForMissingBarsToBeAdded.Count ) &&
! 			       ( dateTimesForMissingBarsToBeAdded[
  			       	indexFor_dateTimesForMissingBarsToBeAdded ] <=
  			        lastDateTime ) )
! 				this.removeThisDateIfItIsNotToBeAddedToMissingBars(
  					ticker , firstDateTime , lastDateTime ,
  					indexFor_dateTimesForMissingBarsToBeAdded ,
! 					dateTimesForMissingBarsToBeAdded );
! 			return dateTimesForMissingBarsToBeAdded;
  		}
  		private List< DateTime > getDateTimesForMissingBarsToBeAdded(
--- 253,274 ----
  			DateTime firstDateTime ,
  			DateTime lastDateTime ,
! 			List< DateTime > dateTimesIn_barOpenValues
! 		)
  		{
+ 			List< DateTime > dateTimesForMissingBarsToBeAdded = new List< DateTime >();
  			int indexFor_dateTimesForMissingBarsToBeAdded = 0;
  			while ( ( indexFor_dateTimesForMissingBarsToBeAdded <
! 			         dateTimesIn_barOpenValues.Count ) &&
! 			       ( dateTimesIn_barOpenValues[
  			       	indexFor_dateTimesForMissingBarsToBeAdded ] <=
  			        lastDateTime ) )
! 			{
! 				this.addThisDateIfItHasToBeAddedToMissingBars(
  					ticker , firstDateTime , lastDateTime ,
  					indexFor_dateTimesForMissingBarsToBeAdded ,
! 					dateTimesIn_barOpenValues , dateTimesForMissingBarsToBeAdded );
! 				indexFor_dateTimesForMissingBarsToBeAdded++;
! 			}
! 			return dateTimesIn_barOpenValues;
  		}
  		private List< DateTime > getDateTimesForMissingBarsToBeAdded(
***************
*** 319,391 ****
  		#endregion getDateTimesForMissingBarsToBeAdded
  
- 		#region update_barsMissingInTheDatabase
- //		
- //		#region addBarTo_barsMissingInTheDatabase
- //		
- //		#region removeValuesFrom_barsMissingInTheDatabase_ifMaxSizeHasBeenReached
- //		
- //		#region removeValuesFrom_barsMissingInTheDatabase
- //		
- //		#region initializeMembersForCleaningUp_barsMissingInTheDatabase
- //		private void initialize_dateTimesForCleaningUp_barsMissingInTheDatabase()
- //		{
- //			this.dateTimesForCleaningUp_barsMissingInTheDatabase =
- //				new List<DateTime>( this.barsMissingInTheDatabase.Keys );
- //			this.dateTimesForCleaningUp_barsMissingInTheDatabase.Sort();
- //		}
- //		
- //		#region initialize_tickersForCleaningUp_barsMissingInTheDatabase
- //		private List< string >
- //			getTickersForTheCurrentDateTimeToBeCleanedUpInMissingBars()
- //		{
- //			DateTime currentDateTimeForCleaningUp_barsMissingInTheDatabase =
- //				this.dateTimesForCleaningUp_barsMissingInTheDatabase[ 0 ];
- //			List< string >
- //				tickersForTheCurrentDateTimeToBeCleanedUpInMissingBars =
- //				this.barsMissingInTheDatabase[
- //					currentDateTimeForCleaningUp_barsMissingInTheDatabase ];
- //			return tickersForTheCurrentDateTimeToBeCleanedUpInMissingBars;
- //		}
- //		private void initialize_tickersForCleaningUp_barsMissingInTheDatabase()
- //		{
- //			this.tickersForCleaningUp_barOpenValues =
- //				this.getTickersForTheCurrentDateTimeToBeCleanedUpInMissingBars();
- //		}
- //		#endregion initialize_tickersForCleaningUp_barsMissingInTheDatabase
- //		
- //		private void initializeMembersForCleaningUp_barsMissingInTheDatabase()
- //		{
- //			this.initialize_dateTimesForCleaningUp_barsMissingInTheDatabase();
- //			this.initialize_tickersForCleaningUp_barsMissingInTheDatabase();
- //		}
- //		#endregion initializeMembersForCleaningUp_barsMissingInTheDatabase
- //		
- //		private void removeValuesFrom_barsMissingInTheDatabase()
- //		{
- //			this.initializeMembersForCleaningUp_barsMissingInTheDatabase();
- //			while ( this.numberOfBarsIn_barsMissingInTheDatabase >
- //			       this.maxNumberOfItemsIn_barsMissingInTheDatabase -
- //			       this.numberOfItemsToBeRemovedFrom_barsMissingInTheDatabase_whenCacheIsCleanedUp )
- //				this.removeNextItemFrom_barsMissingInTheDatabase();
- //		}
- //		#endregion removeValuesFrom_barsMissingInTheDatabase
- //		
- //		private void removeValuesFrom_barsMissingInTheDatabase_ifMaxSizeHasBeenReached()
- //		{
- //			if ( this.numberOfBarsIn_barsMissingInTheDatabase >=
- //			    this.maxNumberOfItemsIn_barsMissingInTheDatabase )
- //				// the cache for missing bars is full
- //				this.removeValuesFrom_barsMissingInTheDatabase();
- //		}
- //		#endregion removeValuesFrom_barsMissingInTheDatabase_ifMaxSizeHasBeenReached
- //		
- //		private void addBarTo_barsMissingInTheDatabase(
- //			string ticker, DateTime dateTime )
- //		{
- //			this.removeValuesFrom_barsMissingInTheDatabase_ifMaxSizeHasBeenReached();
- //			this.addBarTo_barsMissingInTheDatabase_withFreeSpaceAssured();
- //		}
- //		#endregion addBarTo_barsMissingInTheDatabase
- //		
  		private void update_barsMissingInTheDatabase(
  			string ticker, List< DateTime > dateTimesForMissingBarsToBeAdded )
--- 294,297 ----
***************
*** 395,402 ****
  //				this.addBarTo_barsMissingInTheDatabase( ticker , dateTime );
  		}
- 		#endregion update_barsMissingInTheDatabase
  		
  		private void update_barsMissingInTheDatabase(
! 			string ticker, DateTime firstDateTime , History barOpenValues )
  		{
  			List< DateTime > dateTimesForMissingBarsToBeAdded =
--- 301,307 ----
  //				this.addBarTo_barsMissingInTheDatabase( ticker , dateTime );
  		}
  		
  		private void update_barsMissingInTheDatabase(
! 			string ticker, DateTime firstDateTime )
  		{
  			List< DateTime > dateTimesForMissingBarsToBeAdded =
***************
*** 409,423 ****
  		
  		private void updateDictionaries(
! 			string ticker, DateTime dateTime , History barOpenValues )
  		{
! 			this.update_barOpenValues( ticker, barOpenValues );
! 			this.update_barsMissingInTheDatabase(
! 				ticker , dateTime , barOpenValues );
  		}
  
  		private void updateDictionaries( string ticker, DateTime dateTime )
  		{
! 			History barOpenValues = this.getBarOpenValues( ticker , dateTime );
! 			this.updateDictionaries( ticker , dateTime , barOpenValues );
  		}
  		#endregion updateDictionaries
--- 314,328 ----
  		
  		private void updateDictionaries(
! 			string ticker, DateTime dateTime , History barOpenValuesFromDatabase )
  		{
! 			this.update_barOpenValues( ticker, barOpenValuesFromDatabase );
! 			this.update_barsMissingInTheDatabase( ticker , dateTime );
  		}
  
  		private void updateDictionaries( string ticker, DateTime dateTime )
  		{
! 			History barOpenValuesFromDatabase =
! 				this.getBarOpenValuesFromDatabase( ticker , dateTime );
! 			this.updateDictionaries( ticker , dateTime , barOpenValuesFromDatabase );
  		}
  		#endregion updateDictionaries
***************
*** 435,439 ****
  				marketValue = this.barOpenValues.GetBarValue( ticker , dateTime );
  			return marketValue;
! 		}		
  		#endregion getMarketValueWithUpdatedDictionaries
  		
--- 340,344 ----
  				marketValue = this.barOpenValues.GetBarValue( ticker , dateTime );
  			return marketValue;
! 		}
  		#endregion getMarketValueWithUpdatedDictionaries
  		
***************
*** 484,487 ****
--- 389,400 ----
  		}
  		#endregion GetMarketValue
+ 		
+ 		public bool WasExchanged( string ticker , DateTime dateTime )
+ 		{
+ 			// forces bar caching
+ 			this.GetMarketValue( ticker , dateTime );
+ 			bool wasExchanged = this.barOpenValues.ContainsBar( ticker , dateTime );
+ 			return wasExchanged;
+ 		}
  	}
  }

[Quantproject-developers] QuantProject/b3_Data/DataProviders/Bars HistoricalBarProvider.cs, 1.1, 1.2

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

Update of /cvsroot/quantproject/QuantProject/b3_Data/DataProviders/Bars
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv30639/b3_Data/DataProviders/Bars

Modified Files:
	HistoricalBarProvider.cs 
Log Message:
- the class has been marked as Serializable
- but the private cache has been marked as non NonSerialized (to get smaller reports)

Index: HistoricalBarProvider.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/DataProviders/Bars/HistoricalBarProvider.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** HistoricalBarProvider.cs	8 Nov 2008 20:24:09 -0000	1.1
--- HistoricalBarProvider.cs	20 Nov 2008 20:40:49 -0000	1.2
***************
*** 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;
***************
*** 30,35 ****
--- 30,37 ----
  	/// Returns historical bars, playing with caching
  	/// </summary>
+ 	[Serializable]
  	public class HistoricalBarProvider
  	{
+ 		[NonSerialized]
  		IBarCache barCache;
  		
***************
*** 41,47 ****
  		public double GetMarketValue( string ticker , DateTime dateTime )
  		{
! 			double marketValue = barCache.GetMarketValue( ticker , dateTime );
  			return marketValue;
  		}
  	}
  }
--- 43,61 ----
  		public double GetMarketValue( string ticker , DateTime dateTime )
  		{
! 			double marketValue = this.barCache.GetMarketValue( ticker , dateTime );
  			return marketValue;
  		}
+ 		
+ 		/// <summary>
+ 		/// true iif the ticker was exchange at the given dateTime
+ 		/// </summary>
+ 		/// <param name="ticker"></param>
+ 		/// <param name="dateTime"></param>
+ 		/// <returns></returns>
+ 		public bool WasExchanged(
+ 			string ticker , DateTime dateTime )
+ 		{
+ 			return this.barCache.WasExchanged( ticker , dateTime );
+ 		}
  	}
  }

[Quantproject-developers] QuantProject/b2_DataAccess DataBase.cs, 1.11, 1.12

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

Update of /cvsroot/quantproject/QuantProject/b2_DataAccess
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv30455/b2_DataAccess

Modified Files:
	DataBase.cs 
Log Message:
A bug has been fixed in the following method:

public static History GetBarOpenHistory(
			string ticker ,
			int barInterval ,
			DateTime firstDateTime ,
			DateTime lastDateTime ,
			List< Time > dailyTimes )

Index: DataBase.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b2_DataAccess/DataBase.cs,v
retrieving revision 1.11
retrieving revision 1.12
diff -C2 -d -r1.11 -r1.12
*** DataBase.cs	12 Nov 2008 20:36:28 -0000	1.11
--- DataBase.cs	20 Nov 2008 20:39:03 -0000	1.12
***************
*** 222,228 ****
  					SQLBuilder.GetFilterForTime(
  						"baDateTimeForOpen" , SqlComparisonOperator.Equal , time ) +
! 					" and ";
  			filterForDailyTimes = filterForDailyTimes.Substring(
! 				0 , filterForDailyTimes.Length - " and ".Length );
  			return filterForDailyTimes;
  		}
--- 222,228 ----
  					SQLBuilder.GetFilterForTime(
  						"baDateTimeForOpen" , SqlComparisonOperator.Equal , time ) +
! 					" or ";
  			filterForDailyTimes = filterForDailyTimes.Substring(
! 				0 , filterForDailyTimes.Length - " or ".Length );
  			return filterForDailyTimes;
  		}
***************
*** 238,242 ****
  		{
  			string sql =
! 				"select baOpen from bars " +
  				"where (baTicker='" + ticker + "') and " +
  				"(baInterval=" + barInterval + ") and" +
--- 238,243 ----
  		{
  			string sql =
! 				"select " + BarFieldNames.DateTimeForOpen + "," + BarFieldNames.Open +
! 				" from bars " +
  				"where (baTicker='" + ticker + "') and " +
  				"(baInterval=" + barInterval + ") and" +
***************
*** 245,250 ****
  				"(baDateTimeForOpen<=" +
  				SQLBuilder.GetDateTimeConstant( lastDateTime )
! 				+ ") and" +
! 				DataBase.getFilterForDailyTimes( dailyTimes );
  //			"(Format([baDateTimeForOpen],'hh:mm:ss')>='" +
  //				DataBase.getSqlTimeConstantForFirstDailyBar() + "') and" +
--- 246,252 ----
  				"(baDateTimeForOpen<=" +
  				SQLBuilder.GetDateTimeConstant( lastDateTime )
! 				+ ") and (" +
! 				DataBase.getFilterForDailyTimes( dailyTimes ) +
! 				")";
  //			"(Format([baDateTimeForOpen],'hh:mm:ss')>='" +
  //				DataBase.getSqlTimeConstantForFirstDailyBar() + "') and" +

[Quantproject-developers] QuantProject/b1_ADT/Timing Time.cs, 1.3, 1.4

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

Update of /cvsroot/quantproject/QuantProject/b1_ADT/Timing
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv30351/b1_ADT/Timing

Modified Files:
	Time.cs 
Log Message:
marked as serializable

Index: Time.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b1_ADT/Timing/Time.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** Time.cs	18 Nov 2008 22:31:29 -0000	1.3
--- Time.cs	20 Nov 2008 20:37:59 -0000	1.4
***************
*** 28,49 ****
  	/// Represent a time (for any possible date)
  	/// </summary>
  	public struct Time : IEquatable<Time> , IComparable<Time>
  	{
  		public static bool IsValidTimeFormat ( string stringRepresentingTime )
  		{
! 			int hour = Convert.ToInt32(stringRepresentingTime.Substring(0,2));
! 			int minute = Convert.ToInt32(stringRepresentingTime.Substring(3,2));
! 			int second = Convert.ToInt32(stringRepresentingTime.Substring(6,2));
! 			string firstSeparator = stringRepresentingTime.Substring(2,1);
! 			string secondSeparator = stringRepresentingTime.Substring(5,1);
  			
! 			return (stringRepresentingTime.Length == 8) &&
! 						 (hour >= 0 && hour <= 24) &&
! 						 (firstSeparator == ":") &&
! 				     (minute >= 0 && minute <= 59) &&
! 				     (secondSeparator == ":") &&
! 						 (second >= 0 && second <= 59);
  		}
! 				
  		/// <summary>
  		/// Returns a new DateTime, having the date as the given dateTime
--- 28,76 ----
  	/// Represent a time (for any possible date)
  	/// </summary>
+ 	[Serializable]
  	public struct Time : IEquatable<Time> , IComparable<Time>
  	{
+ 		#region IsValidTimeFormat
  		public static bool IsValidTimeFormat ( string stringRepresentingTime )
  		{
! 			bool returnValue = false;
! 			char[] chars = stringRepresentingTime.ToCharArray();
! 			if( 
! 			   //first - hour
! 			   (chars[0]=='0' || chars[0]=='1' || chars[0]=='2') &&
! 			   //second - hour
! 			   ( (chars[0]=='0' || chars[0]=='1') &&
! 			   		(chars[1]=='0' || chars[1]=='1' || chars[1]=='2' ||
! 			    	chars[1]=='3' || chars[1]=='4' || chars[1]=='5' ||
! 			    	chars[1]=='6' || chars[1]=='7' || chars[1]=='8' || chars[1]=='9')	||
! 			     	chars[0] == '2' && 
! 			     	(chars[1]=='0' || chars[1]=='1' || chars[1]=='2' ||
! 			    	chars[1]=='3' || chars[1]=='4') ) &&
! 			   //third - separator
! 			   (chars[2]==':') &&
! 			   //fourth - minute
! 				 (chars[3]=='0' || chars[3]=='1' || chars[3]=='2' ||
! 			    chars[3]=='3' || chars[3]=='4' || chars[3]=='5') &&
! 			   //fifth - minute
! 				 (chars[4]=='0' || chars[4]=='1' || chars[4]=='2' ||
! 			    	chars[4]=='3' || chars[4]=='4' || chars[4]=='5' ||
! 			    	chars[4]=='6' || chars[4]=='7' || chars[4]=='8' || chars[4]=='9') &&
! 			   //sixth - separator
! 			   (chars[5]==':') &&
! 			   //seventh - second
! 				 (chars[6]=='0' || chars[6]=='1' || chars[6]=='2' ||
! 			    chars[6]=='3' || chars[6]=='4' || chars[6]=='5') &&
! 			   //eighth - second
! 				 (chars[7]=='0' || chars[7]=='1' || chars[7]=='2' ||
! 			    	chars[7]=='3' || chars[7]=='4' || chars[7]=='5' ||
! 			    	chars[7]=='6' || chars[7]=='7' || chars[7]=='8' || chars[7]=='9') 
! 			  )
! 					returnValue = true;
  			
! 			return returnValue;
  		}
! 		#endregion isValidTimeFormat
! 		
! 		
  		/// <summary>
  		/// Returns a new DateTime, having the date as the given dateTime
***************
*** 58,62 ****
  			                     time.Hour , time.Minute , time.Second );
  		}
! 				
  		private DateTime standardDateTime;
  		
--- 85,90 ----
  			                     time.Hour , time.Minute , time.Second );
  		}
! 		
! 		
  		private DateTime standardDateTime;
  		
***************
*** 94,98 ****
  			int minute = Convert.ToInt32(stringRepresentingTime.Substring(3,2));
  			int second = Convert.ToInt32(stringRepresentingTime.Substring(6,2));
- 			
  			return new DateTime(1900, 1, 1, hour, minute, second);
  		}
--- 122,125 ----
***************
*** 100,104 ****
  		private void time_checkParameter ( string stringRepresentingTime )
  		{
! 			if( !Time.IsValidTimeFormat( stringRepresentingTime ) )
  				throw new Exception("string is not in the requested time-format hh:mm:ss");
  		}
--- 127,132 ----
  		private void time_checkParameter ( string stringRepresentingTime )
  		{
! 			if( stringRepresentingTime.Length != 8 || 
! 			    !Time.IsValidTimeFormat( stringRepresentingTime ) )
  				throw new Exception("string is not in the requested time-format hh:mm:ss");
  		}

[Quantproject-developers] QuantProject/b1_ADT/Histories History.cs, 1.15, 1.16

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

Update of /cvsroot/quantproject/QuantProject/b1_ADT/Histories
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv30205/b1_ADT/Histories

Modified Files:
	History.cs 
Log Message:
A new property has been added:
public List< DateTime > DateTimes

Index: History.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b1_ADT/Histories/History.cs,v
retrieving revision 1.15
retrieving revision 1.16
diff -C2 -d -r1.15 -r1.16
*** History.cs	9 Nov 2008 19:23:02 -0000	1.15
--- History.cs	20 Nov 2008 20:36:30 -0000	1.16
***************
*** 3,7 ****
  
  History.cs
! Copyright (C) 2003 
  Glauco Siliprandi
  
--- 3,7 ----
  
  History.cs
! Copyright (C) 2003
  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;
  using System.Collections;
  using System.Data;
  using QuantProject.ADT;
--- 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 QuantProject.ADT;
***************
*** 106,110 ****
  			foreach ( DateTime dateTime in selectingHistory.Keys )
  				if ( this.ContainsKey( dateTime ) )
! 					returnValue.Add( dateTime , this.GetValue( dateTime ) );
  			return returnValue;
  		}
--- 107,111 ----
  			foreach ( DateTime dateTime in selectingHistory.Keys )
  				if ( this.ContainsKey( dateTime ) )
! 				returnValue.Add( dateTime , this.GetValue( dateTime ) );
  			return returnValue;
  		}
***************
*** 122,126 ****
  			foreach ( DateTime dateTime in comparingHistory.Keys )
  				if ( ! this.ContainsKey( ExtendedDateTime.GetDate( dateTime ) ) )
! 					returnValue = false;
  			return returnValue;
  		}
--- 123,127 ----
  			foreach ( DateTime dateTime in comparingHistory.Keys )
  				if ( ! this.ContainsKey( ExtendedDateTime.GetDate( dateTime ) ) )
! 				returnValue = false;
  			return returnValue;
  		}
***************
*** 135,139 ****
  			foreach ( DateTime dateTime in comparingHistoryOfDateTimes.Keys )
  				if ( ! this.ContainsKey( dateTime ) )
! 					returnValue = false;
  			return returnValue;
  		}
--- 136,140 ----
  			foreach ( DateTime dateTime in comparingHistoryOfDateTimes.Keys )
  				if ( ! this.ContainsKey( dateTime ) )
! 				returnValue = false;
  			return returnValue;
  		}
***************
*** 151,166 ****
  			foreach ( DateTime dateTime in comparingHistoryOfDateTimes.Keys )
  				if ( this.ContainsKey( dateTime ) )
! 					numberOfContainedDateTimes++;
! 						
  			return numberOfContainedDateTimes >=
! 			    	(percentageOfDateTimes * numberOfComparingDateTimes)/100;
  		}
  		
  		public void Interpolate( ICollection dateTimeCollection ,
! 			IInterpolationMethod interpolationMethod )
  		{
  			foreach ( DateTime dateTime in dateTimeCollection )
  				if ( !this.ContainsKey( dateTime ) )
! 					this.Add( dateTime , interpolationMethod.GetValue( this , dateTime ) );
  		}
  
--- 152,167 ----
  			foreach ( DateTime dateTime in comparingHistoryOfDateTimes.Keys )
  				if ( this.ContainsKey( dateTime ) )
! 				numberOfContainedDateTimes++;
! 			
  			return numberOfContainedDateTimes >=
! 				(percentageOfDateTimes * numberOfComparingDateTimes)/100;
  		}
  		
  		public void Interpolate( ICollection dateTimeCollection ,
! 		                        IInterpolationMethod interpolationMethod )
  		{
  			foreach ( DateTime dateTime in dateTimeCollection )
  				if ( !this.ContainsKey( dateTime ) )
! 				this.Add( dateTime , interpolationMethod.GetValue( this , dateTime ) );
  		}
  
***************
*** 229,233 ****
  			History returnValue = new History();
  			foreach ( DateTime key in this.Keys )
! 			{				
  				double currentValue = this.multiplyBy_getCurrentValue( key );
  				returnValue.Add( key , currentValue * factor );
--- 230,234 ----
  			History returnValue = new History();
  			foreach ( DateTime key in this.Keys )
! 			{
  				double currentValue = this.multiplyBy_getCurrentValue( key );
  				returnValue.Add( key , currentValue * factor );
***************
*** 259,264 ****
  		//millo
  
! 	  #region "GetFunctionHistory"
! 	  
  		/// <summary>
  		/// Gets a History object based on a statistical available function
--- 260,265 ----
  		//millo
  
! 		#region "GetFunctionHistory"
! 		
  		/// <summary>
  		/// Gets a History object based on a statistical available function
***************
*** 280,295 ****
  		/// /// <param name="endDateTime">
  		/// It sets the end date for the time interval containing the returned History
! 		/// </param> 
  		/// 
  		public History GetFunctionHistory(Function functionToBeCalculated, int onEachPeriodOf,
! 			DateTime startDateTime , DateTime endDateTime )
  		{
  			History functionHistory = new History();
! 			int currentHistoryIndex = this.IndexOfKeyOrPrevious(startDateTime); 
  			double[] data = new double[onEachPeriodOf];
  			//the array contains the set of data whose length is specified by the user
  			double periodIndex = 0;
  			//in the while statement, if it isn't equal to Floor(currentHistoryIndex/onEachPeriodOf)
! 			//the current index belongs to the period with periodIndex increased by one  
  			int cursorThroughDataArray = 0;
  			while (
--- 281,296 ----
  		/// /// <param name="endDateTime">
  		/// It sets the end date for the time interval containing the returned History
! 		/// </param>
  		/// 
  		public History GetFunctionHistory(Function functionToBeCalculated, int onEachPeriodOf,
! 		                                  DateTime startDateTime , DateTime endDateTime )
  		{
  			History functionHistory = new History();
! 			int currentHistoryIndex = this.IndexOfKeyOrPrevious(startDateTime);
  			double[] data = new double[onEachPeriodOf];
  			//the array contains the set of data whose length is specified by the user
  			double periodIndex = 0;
  			//in the while statement, if it isn't equal to Floor(currentHistoryIndex/onEachPeriodOf)
! 			//the current index belongs to the period with periodIndex increased by one
  			int cursorThroughDataArray = 0;
  			while (
***************
*** 297,317 ****
  				( ((IComparable)this.GetKey( currentHistoryIndex )).CompareTo( endDateTime ) <= 0 ) )
  			{
! 			  
  
  				if (Math.Floor(Convert.ToDouble(currentHistoryIndex/onEachPeriodOf)) == periodIndex &&
! 					cursorThroughDataArray < onEachPeriodOf)
  
  					//currentHistoryIndex belongs to the current period
! 				{	
  					data[cursorThroughDataArray] = Convert.ToDouble(this.GetByIndex(currentHistoryIndex));
  					cursorThroughDataArray++;
  					functionHistory.Add(this.GetKey( currentHistoryIndex ), null);
  					currentHistoryIndex++;
! 				  
  				}
  				else
  					//currentHistoryIndex doesn't belong to the current period
  					//so a new item can be added to the object History to be returned
! 				{	
  					cursorThroughDataArray = 0;
  					DateTime dateTime = (DateTime)this.GetKey( currentHistoryIndex - onEachPeriodOf);
--- 298,318 ----
  				( ((IComparable)this.GetKey( currentHistoryIndex )).CompareTo( endDateTime ) <= 0 ) )
  			{
! 				
  
  				if (Math.Floor(Convert.ToDouble(currentHistoryIndex/onEachPeriodOf)) == periodIndex &&
! 				    cursorThroughDataArray < onEachPeriodOf)
  
  					//currentHistoryIndex belongs to the current period
! 				{
  					data[cursorThroughDataArray] = Convert.ToDouble(this.GetByIndex(currentHistoryIndex));
  					cursorThroughDataArray++;
  					functionHistory.Add(this.GetKey( currentHistoryIndex ), null);
  					currentHistoryIndex++;
! 					
  				}
  				else
  					//currentHistoryIndex doesn't belong to the current period
  					//so a new item can be added to the object History to be returned
! 				{
  					cursorThroughDataArray = 0;
  					DateTime dateTime = (DateTime)this.GetKey( currentHistoryIndex - onEachPeriodOf);
***************
*** 320,329 ****
  						case Function.SimpleAverage:
  							functionHistory.SetByIndex(currentHistoryIndex - onEachPeriodOf,
! 								BasicFunctions.SimpleAverage(data));
  							//functionHistory.Add( dateTime , BasicFunctions.SimpleAverage(data) );
  							break;
  						case Function.StandardDeviation :
  							functionHistory.SetByIndex(currentHistoryIndex - onEachPeriodOf,
! 								BasicFunctions.StdDev(data));
  							//functionHistory.Add( dateTime , BasicFunctions.StdDev(data) );
  							break;
--- 321,330 ----
  						case Function.SimpleAverage:
  							functionHistory.SetByIndex(currentHistoryIndex - onEachPeriodOf,
! 							                           BasicFunctions.SimpleAverage(data));
  							//functionHistory.Add( dateTime , BasicFunctions.SimpleAverage(data) );
  							break;
  						case Function.StandardDeviation :
  							functionHistory.SetByIndex(currentHistoryIndex - onEachPeriodOf,
! 							                           BasicFunctions.StdDev(data));
  							//functionHistory.Add( dateTime , BasicFunctions.StdDev(data) );
  							break;
***************
*** 338,498 ****
  		}
  
! 	#endregion
! 	  
! 	  /// <summary>
! 	  /// It returns true if the current History item value is not null
! 	  /// and is less than the immediate previous History item whose value is not null
! 	  /// </summary>
! 	  /// <param name="dateTime">The date key for current History item</param>
! 	  public bool IsDecreased(DateTime dateTime)
! 	  {	
! 		  bool isDecreased = false;
! 		  int index = this.IndexOfKey(dateTime);
! 		  int previousIndex = index - 1;
! 		  if ( index <= 0)
! 			  isDecreased = false;
! 		  else
! 		  {
! 			  if(this.GetByIndex(index) != null) 
! 			  {
  					while (this.GetByIndex(previousIndex) == null)
! 					{  
  						previousIndex --;
  					}
  
! 			 		isDecreased = Convert.ToDouble( this.GetByIndex(index)) <
! 			  				      Convert.ToDouble( this.GetByIndex(previousIndex) );
! 			  }
! 		  }
! 		  return isDecreased;
! 	  }
  
  
!     #region "GetSimpleMovingAverage( int , DateTime , int )"
!     private double currentContributionToCurrentSum(
!       int index,
!       DateTime dateTime ,
!       int numPeriods
!       )
!     {
!       double currentContribution;
!       currentContribution = Convert.ToDouble( this.GetByIndex( index ) );
!       if ( index >= numPeriods )
!         currentContribution -= 
!           Convert.ToDouble( this.GetByIndex( index - numPeriods ) );
!       return currentContribution;
!     }
!   
!     public History GetSimpleMovingAverage( int numPeriods , DateTime startDateTime , DateTime endDateTime )
!     {
!       History simpleMovingAverage = new History();
!       int index = this.IndexOfKeyOrPrevious( startDateTime );
!       double currentSum = 0;
!       while (
!         ( index < this.Count ) &&
!         ( ((IComparable)this.GetKey( index )).CompareTo( endDateTime ) <= 0 ) )
!       {
!         DateTime dateTime = (DateTime)this.GetKey( index );
!         currentSum = currentSum +
!           currentContributionToCurrentSum( index , dateTime , numPeriods );
!         if ( index < ( numPeriods - 1 ) )
!           // current period is not after numPeriods
!           simpleMovingAverage.Add( this.GetKey( index ) , null );
!         else
!         {
!           simpleMovingAverage.Add( dateTime , currentSum/numPeriods );
!         }
!         index++;
!       }
!       return simpleMovingAverage;
!     }
! #endregion
  
!     public History GetSimpleMovingAverage( int numPeriods )
!     {
! //      History simpleMovingAverage = new History();
! //      double currentSum = 0;
! //      foreach (DictionaryEntry dictionaryEntry in this)
! //      {
! //        currentSum = currentSum +
! //          currentContributionToCurrentSum( dictionaryEntry , numPeriods );
! //        if ( this.IndexOfKey( dictionaryEntry.Key ) >= numPeriods )
! //        {
! //          simpleMovingAverage.Add( dictionaryEntry.Key , currentSum/numPeriods );
! //        }
! //        else
! //          // current period is not after numPeriods
! //          simpleMovingAverage.Add( dictionaryEntry.Key , null );
! //      }
! //      return simpleMovingAverage;
  
!       return GetSimpleMovingAverage( numPeriods ,
!         (DateTime) this.GetKey( 0 ) , (DateTime) this.GetKey( this.Count - 1 ) );
!     }
  
!     #region "Cross"
!     private bool wasLessThan( History history , DateTime dateTime )
!     {
!       int backStep = 1;
!       while ((backStep < this.IndexOfKey( dateTime )) &&
!         (this.GetByIndex(history.IndexOfKey( dateTime )-backStep) != null) &&
!         (history.GetByIndex(history.IndexOfKey( dateTime )-backStep) != null) &&
!         (Convert.ToDouble( this.GetByIndex(this.IndexOfKey( dateTime )-backStep) )==
!         Convert.ToDouble(history.GetByIndex(history.IndexOfKey( dateTime )-backStep)
!         )))
!         backStep ++;
!       return
!         (this.GetByIndex(history.IndexOfKey( dateTime )-backStep) != null) &&
!         (history.GetByIndex(history.IndexOfKey( dateTime )-backStep) != null) &&
!         (Convert.ToDouble( this.GetByIndex(this.IndexOfKey( dateTime )-backStep) )<
!         Convert.ToDouble(history.GetByIndex(history.IndexOfKey( dateTime )-backStep)
!         ));
!     }
!     public bool Cross( History history , DateTime dateTime )
!     {
!       bool cross;
!       if ( ( this.IndexOfKey( dateTime ) <= 0 ) || ( history.IndexOfKey( dateTime ) <= 0 ) )
!         cross = false;
!       else
!       {
!         cross = ( ( Convert.ToDouble( this[ dateTime ] ) ) > 
!           ( Convert.ToDouble( history[ dateTime ] ) ) ) &&
!           ( wasLessThan( history , dateTime ) );
!       }
!       return cross;
!     }
!     #endregion
  
!     #region "ToString"
!     private string singleToString( DateTime dateTime , Object historyValue )
!     {
!       return "\nDate: " + dateTime +
!         "    Value: " + historyValue.ToString();
!     }
!     private string dictionaryEntryToString( DictionaryEntry dictionaryEntry )
!     {
!       string returnString = "";
!       if ( dictionaryEntry.Value.GetType() != Type.GetType( "System.Collections.ArrayList" ) )
!         // a single value is stored for this DateTime
!         returnString = singleToString( (DateTime)dictionaryEntry.Key , dictionaryEntry.Value );
!       else
!         // possibly multivalues are stored for this DateTime
!         foreach (Object historyValue in ((ArrayList)dictionaryEntry.Value) )
!           returnString += singleToString( (DateTime)dictionaryEntry.Key , historyValue );
!       return returnString;
!     }
!     public override string ToString()
!     {
!       string toString = "";
!       foreach ( DictionaryEntry dictionaryEntry in this )
!         toString += dictionaryEntryToString( dictionaryEntry );
!       return toString;
!     }
!     #endregion
  
!     public void ReportToConsole()
!     {
!       Console.Write( this.ToString() );
!     }
!   }
  }
--- 339,512 ----
  		}
  
! 		#endregion
! 		
! 		/// <summary>
! 		/// It returns true if the current History item value is not null
! 		/// and is less than the immediate previous History item whose value is not null
! 		/// </summary>
! 		/// <param name="dateTime">The date key for current History item</param>
! 		public bool IsDecreased(DateTime dateTime)
! 		{
! 			bool isDecreased = false;
! 			int index = this.IndexOfKey(dateTime);
! 			int previousIndex = index - 1;
! 			if ( index <= 0)
! 				isDecreased = false;
! 			else
! 			{
! 				if(this.GetByIndex(index) != null)
! 				{
  					while (this.GetByIndex(previousIndex) == null)
! 					{
  						previousIndex --;
  					}
  
! 					isDecreased = Convert.ToDouble( this.GetByIndex(index)) <
! 						Convert.ToDouble( this.GetByIndex(previousIndex) );
! 				}
! 			}
! 			return isDecreased;
! 		}
  
  
! 		#region "GetSimpleMovingAverage( int , DateTime , int )"
! 		private double currentContributionToCurrentSum(
! 			int index,
! 			DateTime dateTime ,
! 			int numPeriods
! 		)
! 		{
! 			double currentContribution;
! 			currentContribution = Convert.ToDouble( this.GetByIndex( index ) );
! 			if ( index >= numPeriods )
! 				currentContribution -=
! 					Convert.ToDouble( this.GetByIndex( index - numPeriods ) );
! 			return currentContribution;
! 		}
! 		
! 		public History GetSimpleMovingAverage( int numPeriods , DateTime startDateTime , DateTime endDateTime )
! 		{
! 			History simpleMovingAverage = new History();
! 			int index = this.IndexOfKeyOrPrevious( startDateTime );
! 			double currentSum = 0;
! 			while (
! 				( index < this.Count ) &&
! 				( ((IComparable)this.GetKey( index )).CompareTo( endDateTime ) <= 0 ) )
! 			{
! 				DateTime dateTime = (DateTime)this.GetKey( index );
! 				currentSum = currentSum +
! 					currentContributionToCurrentSum( index , dateTime , numPeriods );
! 				if ( index < ( numPeriods - 1 ) )
! 					// current period is not after numPeriods
! 					simpleMovingAverage.Add( this.GetKey( index ) , null );
! 				else
! 				{
! 					simpleMovingAverage.Add( dateTime , currentSum/numPeriods );
! 				}
! 				index++;
! 			}
! 			return simpleMovingAverage;
! 		}
! 		#endregion
  
! 		public History GetSimpleMovingAverage( int numPeriods )
! 		{
! 			//      History simpleMovingAverage = new History();
! 			//      double currentSum = 0;
! 			//      foreach (DictionaryEntry dictionaryEntry in this)
! 			//      {
! 			//        currentSum = currentSum +
! 			//          currentContributionToCurrentSum( dictionaryEntry , numPeriods );
! 			//        if ( this.IndexOfKey( dictionaryEntry.Key ) >= numPeriods )
! 			//        {
! 			//          simpleMovingAverage.Add( dictionaryEntry.Key , currentSum/numPeriods );
! 			//        }
! 			//        else
! 			//          // current period is not after numPeriods
! 			//          simpleMovingAverage.Add( dictionaryEntry.Key , null );
! 			//      }
! 			//      return simpleMovingAverage;
  
! 			return GetSimpleMovingAverage( numPeriods ,
! 			                              (DateTime) this.GetKey( 0 ) , (DateTime) this.GetKey( this.Count - 1 ) );
! 		}
  
! 		#region "Cross"
! 		private bool wasLessThan( History history , DateTime dateTime )
! 		{
! 			int backStep = 1;
! 			while ((backStep < this.IndexOfKey( dateTime )) &&
! 			       (this.GetByIndex(history.IndexOfKey( dateTime )-backStep) != null) &&
! 			       (history.GetByIndex(history.IndexOfKey( dateTime )-backStep) != null) &&
! 			       (Convert.ToDouble( this.GetByIndex(this.IndexOfKey( dateTime )-backStep) )==
! 			        Convert.ToDouble(history.GetByIndex(history.IndexOfKey( dateTime )-backStep)
! 			                        )))
! 				backStep ++;
! 			return
! 				(this.GetByIndex(history.IndexOfKey( dateTime )-backStep) != null) &&
! 				(history.GetByIndex(history.IndexOfKey( dateTime )-backStep) != null) &&
! 				(Convert.ToDouble( this.GetByIndex(this.IndexOfKey( dateTime )-backStep) )<
! 				 Convert.ToDouble(history.GetByIndex(history.IndexOfKey( dateTime )-backStep)
! 				                 ));
! 		}
! 		public bool Cross( History history , DateTime dateTime )
! 		{
! 			bool cross;
! 			if ( ( this.IndexOfKey( dateTime ) <= 0 ) || ( history.IndexOfKey( dateTime ) <= 0 ) )
! 				cross = false;
! 			else
! 			{
! 				cross = ( ( Convert.ToDouble( this[ dateTime ] ) ) >
! 				         ( Convert.ToDouble( history[ dateTime ] ) ) ) &&
! 					( wasLessThan( history , dateTime ) );
! 			}
! 			return cross;
! 		}
! 		#endregion
  
! 		public List< DateTime > DateTimes
! 		{
! 			get
! 			{
! 				List<DateTime> dateTimes =
! 					new List<DateTime>();
! 				foreach ( DateTime dateTime in this.Keys )
! 					dateTimes.Add( dateTime );
! 				return dateTimes;
! 			}
! 		}
  
! 		
! 		#region "ToString"
! 		private string singleToString( DateTime dateTime , Object historyValue )
! 		{
! 			return "\nDate: " + dateTime +
! 				"    Value: " + historyValue.ToString();
! 		}
! 		private string dictionaryEntryToString( DictionaryEntry dictionaryEntry )
! 		{
! 			string returnString = "";
! 			if ( dictionaryEntry.Value.GetType() != Type.GetType( "System.Collections.ArrayList" ) )
! 				// a single value is stored for this DateTime
! 				returnString = singleToString( (DateTime)dictionaryEntry.Key , dictionaryEntry.Value );
! 			else
! 				// possibly multivalues are stored for this DateTime
! 				foreach (Object historyValue in ((ArrayList)dictionaryEntry.Value) )
! 				returnString += singleToString( (DateTime)dictionaryEntry.Key , historyValue );
! 			return returnString;
! 		}
! 		public override string ToString()
! 		{
! 			string toString = "";
! 			foreach ( DictionaryEntry dictionaryEntry in this )
! 				toString += dictionaryEntryToString( dictionaryEntry );
! 			return toString;
! 		}
! 		#endregion
! 
! 		public void ReportToConsole()
! 		{
! 			Console.Write( this.ToString() );
! 		}
! 	}
  }

[Quantproject-developers] QuantProject/b4_Business Business_SD.csproj, 1.33, 1.34

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

Update of /cvsroot/quantproject/QuantProject/b4_Business
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv30060/b4_Business

Modified Files:
	Business_SD.csproj 
Log Message:
a07_DataProviders\HistoricalQuoteProvider.cs has been added

Index: Business_SD.csproj
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/Business_SD.csproj,v
retrieving revision 1.33
retrieving revision 1.34
diff -C2 -d -r1.33 -r1.34
*** Business_SD.csproj	17 Nov 2008 19:46:39 -0000	1.33
--- Business_SD.csproj	20 Nov 2008 20:35:34 -0000	1.34
***************
*** 50,53 ****
--- 50,54 ----
      <Compile Include="a07_DataProviders\HistoricalBarProvider.cs" />
      <Compile Include="a07_DataProviders\HistoricalMarketValueProvider.cs" />
+     <Compile Include="a07_DataProviders\HistoricalQuoteProvider.cs" />
      <Compile Include="a07_DataProviders\TickerNotExchangedException.cs" />
      <Compile Include="a1_Financial\a2_Accounting\AccountProviding\IAccountProvider.cs" />

[Quantproject-developers] QuantProject/b4_Business/a07_DataProviders HistoricalQuoteProvider.cs, 1.7, 1.8

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a07_DataProviders
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv29957/b4_Business/a07_DataProviders

Added Files:
	HistoricalQuoteProvider.cs 
Log Message:
To be extended by those HistoricalMarketValueProvider who will use the Quote table

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

HistoricalQuoteProvider.cs
Copyright (C) 2008
Glauco Siliprandi

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

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

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

using System;

using QuantProject.Data.DataProviders.Quotes;

namespace QuantProject.Business.DataProviders
{
	/// <summary>
	/// To be extended by those HistoricalMarketValueProvider who will use the Quote table
	/// </summary>
	public abstract class HistoricalQuoteProvider : HistoricalMarketValueProvider
	{
		public HistoricalQuoteProvider()
		{
		}
		
		protected abstract override string getDescription();

		
		public override bool WasExchanged(string ticker, DateTime dateTime)
		{
			bool wasExchanged =
				HistoricalQuotesProvider.WasExchanged( ticker , dateTime );
			return wasExchanged;
		}
	}
}

[Quantproject-developers] QuantProject/b1_ADT ADT_SD.csproj, 1.12, 1.13

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

Update of /cvsroot/quantproject/QuantProject/b1_ADT
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv28723/b1_ADT

Modified Files:
	ADT_SD.csproj 
Log Message:
Timing\Date.cs has been added

Index: ADT_SD.csproj
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b1_ADT/ADT_SD.csproj,v
retrieving revision 1.12
retrieving revision 1.13
diff -C2 -d -r1.12 -r1.13
*** ADT_SD.csproj	12 Nov 2008 20:32:06 -0000	1.12
--- ADT_SD.csproj	20 Nov 2008 20:26:29 -0000	1.13
***************
*** 98,101 ****
--- 98,102 ----
      <Compile Include="Collections\FloatArrayManager.cs" />
      <Compile Include="Collections\Set.cs" />
+     <Compile Include="Timing\Date.cs" />
      <Compile Include="Timing\Time.cs" />
    </ItemGroup>

[Quantproject-developers] QuantProject/b1_ADT/Timing Date.cs, NONE, 1.1

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

Update of /cvsroot/quantproject/QuantProject/b1_ADT/Timing
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv28641/b1_ADT/Timing

Added Files:
	Date.cs 
Log Message:
Represents a date (for any possible time)

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

Date.cs
Copyright (C) 2008
Glauco Siliprandi

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

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

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

using System;

namespace QuantProject.ADT.Timing
{
	/// <summary>
	/// Represents a date (for any possible time)
	/// </summary>
	public struct Date : IEquatable<Date>
	{
		DateTime standardDateTime;
		
		// Represents a date (for any possible time)
		public Date( DateTime dateTime )
		{
			this.standardDateTime =
				new DateTime(
					dateTime.Year , dateTime.Month , dateTime.Day , 0 , 0 , 0 );
		}
		
		// Represents a date (for any possible time)
		public Date( int year , int month , int day )
		{
			this.standardDateTime =
				new DateTime( year , month , day , 0 , 0 , 0 );
		}

		
		#region Equals and GetHashCode implementation
		// The code in this region is useful if you want to use this structure in collections.
		// If you don't need it, you can just remove the region and the ": IEquatable<Date>" declaration.
		
		public override bool Equals(object obj)
		{
			if (obj is Date)
				return Equals((Date)obj); // use Equals method below
			else
				return false;
		}
		
		public bool Equals(Date other)
		{
			// add comparisions for all members here
			return this.standardDateTime == other.standardDateTime;
		}
		
		public override int GetHashCode()
		{
			// combine the hash codes of all members here (e.g. with XOR operator ^)
			return standardDateTime.GetHashCode();
		}
		
		public static bool operator ==(Date lhs, Date rhs)
		{
			return lhs.Equals(rhs);
		}
		
		public static bool operator !=(Date lhs, Date rhs)
		{
			return !(lhs.Equals(rhs)); // use operator == and negate result
		}
		
		public static bool operator <=(Date lhs, Date rhs)
		{
			bool isLessThanOrEqual =
				( lhs.standardDateTime <= rhs.standardDateTime );
			return isLessThanOrEqual;
		}
		
		public static bool operator >=(Date lhs, Date rhs)
		{
			bool isGreaterThanOrEqual =
				( lhs.standardDateTime >= rhs.standardDateTime );
			return isGreaterThanOrEqual;
		}
		
		public static bool operator <(Date lhs, Date rhs)
		{
			bool isLessThan =
				( lhs.standardDateTime < rhs.standardDateTime );
			return isLessThan;
		}
		
		public static bool operator >(Date lhs, Date rhs)
		{
			bool isGreaterThan =
				( lhs.standardDateTime > rhs.standardDateTime );
			return isGreaterThan;
		}
		#endregion
	}
}