quantproject-developers

[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases/Logging TesterForFLTPTestingPositions.cs, 1.2, 1.3

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases/Logging
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv13996/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases/Logging

Modified Files:
	TesterForFLTPTestingPositions.cs 
Log Message:
A new parameter of type Timer has been added to the EndOfDayStrategyBackTester

Index: TesterForFLTPTestingPositions.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases/Logging/TesterForFLTPTestingPositions.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** TesterForFLTPTestingPositions.cs	29 Sep 2008 21:20:14 -0000	1.2
--- TesterForFLTPTestingPositions.cs	12 Nov 2008 20:43:30 -0000	1.3
***************
*** 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;
***************
*** 102,106 ****
  			FLTPSimpleStrategy fLTPSimpleStrategy =
  				new FLTPSimpleStrategy( weightedPositions ,
! 				intervalsSelector , HistoricalMarketValueProvider );
  			IAccountProvider accountProvider =
  				new SimpleAccountProvider();
--- 102,106 ----
  			FLTPSimpleStrategy fLTPSimpleStrategy =
  				new FLTPSimpleStrategy( weightedPositions ,
! 				                       intervalsSelector , HistoricalMarketValueProvider );
  			IAccountProvider accountProvider =
  				new SimpleAccountProvider();
***************
*** 108,112 ****
  			DateTime firstDateTime =
  				this.dateTimeWhenThisObjectWasLogged.AddDays(
! 				- this.numberOfInSampleDays );
  			DateTime lastDateTime =
  				this.dateTimeWhenThisObjectWasLogged;
--- 108,112 ----
  			DateTime firstDateTime =
  				this.dateTimeWhenThisObjectWasLogged.AddDays(
! 					- this.numberOfInSampleDays );
  			DateTime lastDateTime =
  				this.dateTimeWhenThisObjectWasLogged;
***************
*** 114,121 ****
  			EndOfDayStrategyBackTester endOfDayStrategyBackTester =
  				new EndOfDayStrategyBackTester(
! 				"SimpleFLTP" , fLTPSimpleStrategy ,
! 				HistoricalMarketValueProvider , accountProvider ,
! 				firstDateTime , lastDateTime ,
! 				benchmark , cashToStart , maxRunningHours );
  
  //			simpleStrategy.Account = endOfDayStrategyBackTester.Account;
--- 114,125 ----
  			EndOfDayStrategyBackTester endOfDayStrategyBackTester =
  				new EndOfDayStrategyBackTester(
! 					"SimpleFLTP" ,
! 					new QuantProject.Business.Timing.IndexBasedEndOfDayTimer(
! 						HistoricalEndOfDayTimer.GetMarketOpen( firstDateTime ) ,
! 						benchmark.Ticker ) ,
! 					fLTPSimpleStrategy ,
! 					HistoricalMarketValueProvider , accountProvider ,
! 					firstDateTime , lastDateTime ,
! 					benchmark , cashToStart , maxRunningHours );
  
  //			simpleStrategy.Account = endOfDayStrategyBackTester.Account;
***************
*** 136,140 ****
  //			WeightedPosition weightedPosition )
  //		{
! ////			double[] weights = { 1 };
  //			double[] weights = { this.getWeightedPositions_getWeight( weightedPosition ) };
  //			string[] tickers = { weightedPosition.Ticker };
--- 140,144 ----
  //			WeightedPosition weightedPosition )
  //		{
! 		////			double[] weights = { 1 };
  //			double[] weights = { this.getWeightedPositions_getWeight( weightedPosition ) };
  //			string[] tickers = { weightedPosition.Ticker };
***************
*** 168,176 ****
  			WeightedPositions weightedPositions =
  				this.testingPositions.WeightedPositions;
! 				
  			AccountReport accountReport =
  				this.getAccountReport( weightedPositions , intervalsSelector ,
! 				historicalMarketValueProvider ,
! 				benchmark , 30000 );
  			
  			Report report =
--- 172,180 ----
  			WeightedPositions weightedPositions =
  				this.testingPositions.WeightedPositions;
! 			
  			AccountReport accountReport =
  				this.getAccountReport( weightedPositions , intervalsSelector ,
! 				                      historicalMarketValueProvider ,
! 				                      benchmark , 30000 );
  			
  			Report report =
***************
*** 180,184 ****
  //				accountReportForFirstPosition.EquityLine.LastDateTime ,
  //				EndOfDaySpecificTime.OneHourAfterMarketClose );
! 				
  			//			report.Create( "PearsonDebug" , 1 ,
  			//			              lastEndOfDayDateTimeForReport ,
--- 184,188 ----
  //				accountReportForFirstPosition.EquityLine.LastDateTime ,
  //				EndOfDaySpecificTime.OneHourAfterMarketClose );
! 			
  			//			report.Create( "PearsonDebug" , 1 ,
  			//			              lastEndOfDayDateTimeForReport ,

[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases FixedLengthTwoPhasesMain.cs, 1.11, 1.12

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv13958/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases

Modified Files:
	FixedLengthTwoPhasesMain.cs 
Log Message:
A new parameter of type Timer has been added to the EndOfDayStrategyBackTester

Index: FixedLengthTwoPhasesMain.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases/FixedLengthTwoPhasesMain.cs,v
retrieving revision 1.11
retrieving revision 1.12
diff -C2 -d -r1.11 -r1.12
*** FixedLengthTwoPhasesMain.cs	29 Sep 2008 21:19:08 -0000	1.11
--- FixedLengthTwoPhasesMain.cs	12 Nov 2008 20:43:09 -0000	1.12
***************
*** 111,115 ****
  			int numberOfBestTestingPositionsToBeReturned = 20;
  			// uncomment the following line for a faster script
! 			 numberOfBestTestingPositionsToBeReturned = 5;
  			
  			IDecoderForTestingPositions decoderForWeightedPositions =
--- 111,115 ----
  			int numberOfBestTestingPositionsToBeReturned = 20;
  			// uncomment the following line for a faster script
! 			numberOfBestTestingPositionsToBeReturned = 5;
  			
  			IDecoderForTestingPositions decoderForWeightedPositions =
***************
*** 212,216 ****
  			EndOfDayStrategyBackTester endOfDayStrategyBackTester =
  				new EndOfDayStrategyBackTester(
! 					backTestId , this.strategyForBacktester ,
  					this.historicalMarketValueProviderForTheBacktesterAccount ,
  					accountProvider ,
--- 212,220 ----
  			EndOfDayStrategyBackTester endOfDayStrategyBackTester =
  				new EndOfDayStrategyBackTester(
! 					backTestId ,
! 					new QuantProject.Business.Timing.IndexBasedEndOfDayTimer(
! 						HistoricalEndOfDayTimer.GetMarketOpen( firstDateTime ) ,
! 						this.benchmark.Ticker ) ,
! 					this.strategyForBacktester ,
  					this.historicalMarketValueProviderForTheBacktesterAccount ,
  					accountProvider ,

[Quantproject-developers] QuantProject/b4_Business/a2_Strategies EndOfDayStrategyBackTester.cs, 1.10, 1.11

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv13897/b4_Business/a2_Strategies

Modified Files:
	EndOfDayStrategyBackTester.cs 
Log Message:
A new parameter of type Timer has been added to the EndOfDayStrategyBackTester

Index: EndOfDayStrategyBackTester.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/EndOfDayStrategyBackTester.cs,v
retrieving revision 1.10
retrieving revision 1.11
diff -C2 -d -r1.10 -r1.11
*** EndOfDayStrategyBackTester.cs	29 Sep 2008 21:16:18 -0000	1.10
--- EndOfDayStrategyBackTester.cs	12 Nov 2008 20:42:39 -0000	1.11
***************
*** 160,163 ****
--- 160,164 ----
  
  		public EndOfDayStrategyBackTester( string backTestID ,
+ 		                                  Timer timer ,
  		                                  IStrategyForBacktester strategyForBacktester ,
  		                                  HistoricalMarketValueProvider historicalMarketValueProvider ,
***************
*** 185,188 ****
--- 186,191 ----
  			this.cashToStart = cashToStart;
  			this.maxRunningHours = maxRunningHours;
+ 			
+ 			this.timer = timer;
  
  			this.initialize_endOfDayTimer();

[Quantproject-developers] QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator PVO_CTOLogItem.cs, 1.2, 1.3 PVO_CTOMain.cs, 1.3, 1.4 PVO_OTCLogItem.cs, 1.5, 1.6 PVO_OTCMain.cs, 1.8, 1.9 PVOLogItem.cs, 1.5, 1.6 PVOMain.cs, 1.7, 1.8

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv13897/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator

Modified Files:
	PVO_CTOLogItem.cs PVO_CTOMain.cs PVO_OTCLogItem.cs 
	PVO_OTCMain.cs PVOLogItem.cs PVOMain.cs 
Log Message:
A new parameter of type Timer has been added to the EndOfDayStrategyBackTester

Index: PVO_OTCLogItem.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/PVO_OTCLogItem.cs,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** PVO_OTCLogItem.cs	29 Sep 2008 21:17:48 -0000	1.5
--- PVO_OTCLogItem.cs	12 Nov 2008 20:42:39 -0000	1.6
***************
*** 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;
***************
*** 39,52 ****
  namespace QuantProject.Scripts.TechnicalAnalysisTesting.Oscillators.FixedLevelOscillators.PortfolioValueOscillator
  {
!   /// <summary>
!   /// LogItem for the PVO_OTC strategy
!   /// portfolio value oscillator strategy
!   /// </summary>
!   [Serializable]
!   public class PVO_OTCLogItem : PVOLogItem
!   {
  		
  		public PVO_OTCLogItem(DateTime dateTime,
!   	                      int numberOfInSampleDays)
  			: base( dateTime , numberOfInSampleDays )
  		{
--- 39,52 ----
  namespace QuantProject.Scripts.TechnicalAnalysisTesting.Oscillators.FixedLevelOscillators.PortfolioValueOscillator
  {
! 	/// <summary>
! 	/// LogItem for the PVO_OTC strategy
! 	/// portfolio value oscillator strategy
! 	/// </summary>
! 	[Serializable]
! 	public class PVO_OTCLogItem : PVOLogItem
! 	{
  		
  		public PVO_OTCLogItem(DateTime dateTime,
! 		                      int numberOfInSampleDays)
  			: base( dateTime , numberOfInSampleDays )
  		{
***************
*** 70,80 ****
  			
  			HistoricalMarketValueProvider historicalQuoteProviderForBackTester,
! 				historicalQuoteProviderForInSampleChooser,
! 				historicalQuoteProviderForStrategy;
  			historicalQuoteProviderForBackTester =
  				new HistoricalAdjustedQuoteProvider();
  			historicalQuoteProviderForInSampleChooser = historicalQuoteProviderForBackTester;
  			historicalQuoteProviderForStrategy = historicalQuoteProviderForInSampleChooser;
! 						
  			IEligiblesSelector eligiblesSelector =
  				new DummyEligibleSelector();
--- 70,80 ----
  			
  			HistoricalMarketValueProvider historicalQuoteProviderForBackTester,
! 			historicalQuoteProviderForInSampleChooser,
! 			historicalQuoteProviderForStrategy;
  			historicalQuoteProviderForBackTester =
  				new HistoricalAdjustedQuoteProvider();
  			historicalQuoteProviderForInSampleChooser = historicalQuoteProviderForBackTester;
  			historicalQuoteProviderForStrategy = historicalQuoteProviderForInSampleChooser;
! 			
  			IEligiblesSelector eligiblesSelector =
  				new DummyEligibleSelector();
***************
*** 85,103 ****
  			PVO_OTCStrategy strategy =
  				new PVO_OTCStrategy(eligiblesSelector, 1,
! 				positionsToTest, inSampleDays,
! 				benchmark ,
! 				int.MaxValue ,
! 				0 ,
! 				((PVOPositions)positionsToTest[0]).OversoldThreshold,
! 				((PVOPositions)positionsToTest[0]).OverboughtThreshold,
! 				historicalQuoteProviderForStrategy);
  			
  			EndOfDayStrategyBackTester endOfDayStrategyBackTester =
  				new EndOfDayStrategyBackTester(
! 				"PVO_OTC" , strategy ,
! 				historicalQuoteProviderForBackTester , 
! 				new SimpleAccountProvider(),
! 				firstDateTime ,
! 				lastDateTime , benchmark , cashToStart , maxRunningHours );
  
  			// TO DO check if you can do this assign in the EndOfDayStrategyBackTester
--- 85,107 ----
  			PVO_OTCStrategy strategy =
  				new PVO_OTCStrategy(eligiblesSelector, 1,
! 				                    positionsToTest, inSampleDays,
! 				                    benchmark ,
! 				                    int.MaxValue ,
! 				                    0 ,
! 				                    ((PVOPositions)positionsToTest[0]).OversoldThreshold,
! 				                    ((PVOPositions)positionsToTest[0]).OverboughtThreshold,
! 				                    historicalQuoteProviderForStrategy);
  			
  			EndOfDayStrategyBackTester endOfDayStrategyBackTester =
  				new EndOfDayStrategyBackTester(
! 					"PVO_OTC" ,
! 					new QuantProject.Business.Timing.IndexBasedEndOfDayTimer(
! 						HistoricalEndOfDayTimer.GetMarketOpen( firstDateTime ) ,
! 						benchmark.Ticker ) ,
! 					strategy ,
! 					historicalQuoteProviderForBackTester ,
! 					new SimpleAccountProvider(),
! 					firstDateTime ,
! 					lastDateTime , benchmark , cashToStart , maxRunningHours );
  
  			// TO DO check if you can do this assign in the EndOfDayStrategyBackTester
***************
*** 106,110 ****
  			endOfDayStrategyBackTester.Run();
  			BackTesterReportViewer.ShowReport( lastDateTime ,
! 				endOfDayStrategyBackTester );
  		}
  	}
--- 110,114 ----
  			endOfDayStrategyBackTester.Run();
  			BackTesterReportViewer.ShowReport( lastDateTime ,
! 			                                  endOfDayStrategyBackTester );
  		}
  	}

Index: PVO_OTCMain.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/PVO_OTCMain.cs,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** PVO_OTCMain.cs	29 Sep 2008 21:17:48 -0000	1.8
--- PVO_OTCMain.cs	12 Nov 2008 20:42:39 -0000	1.9
***************
*** 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;
***************
*** 76,80 ****
  			
  			int maxNumberOfEligiblesToBeChosen = 100;
! 						
  			string tickersGroupId = "SP500";
  			
--- 76,80 ----
  			
  			int maxNumberOfEligiblesToBeChosen = 100;
! 			
  			string tickersGroupId = "SP500";
  			
***************
*** 88,97 ****
  			IEligiblesSelector eligiblesSelector =
  				new ByPriceMostLiquidLessVolatileOTCAlwaysQuoted(
! 				tickersGroupId , temporizedGroup ,
! 				maxNumberOfEligiblesToBeChosen ,
! 				maxNumberOfMostLiquidTickersToBeChosen ,
! 			  numDaysForAverageRawOpenPriceComputation ,
! 				numDaysForVolatility ,
! 			 	minPrice , maxPrice );
  //			IEligiblesSelector eligiblesSelector =
  //				new ByPriceMostLiquidAlwaysQuoted(
--- 88,97 ----
  			IEligiblesSelector eligiblesSelector =
  				new ByPriceMostLiquidLessVolatileOTCAlwaysQuoted(
! 					tickersGroupId , temporizedGroup ,
! 					maxNumberOfEligiblesToBeChosen ,
! 					maxNumberOfMostLiquidTickersToBeChosen ,
! 					numDaysForAverageRawOpenPriceComputation ,
! 					numDaysForVolatility ,
! 					minPrice , maxPrice );
  //			IEligiblesSelector eligiblesSelector =
  //				new ByPriceMostLiquidAlwaysQuoted(
***************
*** 106,112 ****
  //			  numDaysForAverageRawOpenPriceComputation ,
  //			 	minPrice , maxPrice );
! //			eligiblesSelector = 
  //				new DummyEligibleSelector();
! //			
  			return eligiblesSelector;
  		}
--- 106,112 ----
  //			  numDaysForAverageRawOpenPriceComputation ,
  //			 	minPrice , maxPrice );
! //			eligiblesSelector =
  //				new DummyEligibleSelector();
! //
  			return eligiblesSelector;
  		}
***************
*** 134,145 ****
  			//correlation is computed only for returns
  			//between minimum and maximum
! //			IInSampleChooser inSampleChooser = 
! //				new PVO_OTCCorrelationChooser(numberOfBestTestingPositionsToBeReturned, 
  //						maxCorrelationAllowed , balancedWeightsOnVolatilityBase,
  //					  minimumAbsoluteReturnValue , maximumAbsoluteReturnValue, this.benchmark.Ticker);
! 			IInSampleChooser inSampleChooser = 
! 				new PVO_OTCCTOCorrelationChooser(numberOfBestTestingPositionsToBeReturned, 
! 						maxCorrelationAllowed , balancedWeightsOnVolatilityBase,
! 					  minimumAbsoluteReturnValue , maximumAbsoluteReturnValue, this.benchmark.Ticker);
  //			//office
  //			inSampleChooser =
--- 134,145 ----
  			//correlation is computed only for returns
  			//between minimum and maximum
! //			IInSampleChooser inSampleChooser =
! //				new PVO_OTCCorrelationChooser(numberOfBestTestingPositionsToBeReturned,
  //						maxCorrelationAllowed , balancedWeightsOnVolatilityBase,
  //					  minimumAbsoluteReturnValue , maximumAbsoluteReturnValue, this.benchmark.Ticker);
! 			IInSampleChooser inSampleChooser =
! 				new PVO_OTCCTOCorrelationChooser(numberOfBestTestingPositionsToBeReturned,
! 				                                 maxCorrelationAllowed , balancedWeightsOnVolatilityBase,
! 				                                 minimumAbsoluteReturnValue , maximumAbsoluteReturnValue, this.benchmark.Ticker);
  //			//office
  //			inSampleChooser =
***************
*** 171,180 ****
  //				inSampleDays , benchmark , numDaysBetweenEachOptimization ,
  //				oversoldThreshold , overboughtThreshold , historicalQuoteProvider);
! //			
  				= new PVO_OTCStrategy(eligiblesSelector ,
! 				minNumOfEligiblesForValidOptimization,                      inSampleChooser ,
! 				inSampleDays , benchmark , numDaysBetweenEachOptimization ,
! 				numOfClosingsBeforeExit, oversoldThreshold , overboughtThreshold ,
! 				oversoldThresholdMAX , overboughtThresholdMAX , historicalQuoteProvider);
  			return strategyForBacktester;
  		}
--- 171,180 ----
  //				inSampleDays , benchmark , numDaysBetweenEachOptimization ,
  //				oversoldThreshold , overboughtThreshold , historicalQuoteProvider);
! //
  				= new PVO_OTCStrategy(eligiblesSelector ,
! 				                      minNumOfEligiblesForValidOptimization,                      inSampleChooser ,
! 				                      inSampleDays , benchmark , numDaysBetweenEachOptimization ,
! 				                      numOfClosingsBeforeExit, oversoldThreshold , overboughtThreshold ,
! 				                      oversoldThresholdMAX , overboughtThresholdMAX , historicalQuoteProvider);
  			return strategyForBacktester;
  		}
***************
*** 198,205 ****
  			EndOfDayStrategyBackTester endOfDayStrategyBackTester =
  				new EndOfDayStrategyBackTester(
! 				backTestId , this.strategyForBacktester ,
! 				quoteProviderForBackTester , accountProvider ,
! 				firstDateTime ,	lastDateTime ,
! 				this.benchmark , cashToStart , maxRunningHours );
  			return endOfDayStrategyBackTester;
  		}
--- 198,209 ----
  			EndOfDayStrategyBackTester endOfDayStrategyBackTester =
  				new EndOfDayStrategyBackTester(
! 					backTestId ,
! 					new QuantProject.Business.Timing.IndexBasedEndOfDayTimer(
! 						HistoricalEndOfDayTimer.GetMarketOpen( firstDateTime ) ,
! 						this.benchmark.Ticker ) ,
! 					this.strategyForBacktester ,
! 					quoteProviderForBackTester , accountProvider ,
! 					firstDateTime ,	lastDateTime ,
! 					this.benchmark , cashToStart , maxRunningHours );
  			return endOfDayStrategyBackTester;
  		}
***************
*** 220,229 ****
  		{
  			string returnValue;
! 			string fullPathFileNameForMainAtHome = 
  				@"C:\Quant\QuantProject\b7_Scripts\TechnicalAnalysisTesting\Oscillators\FixedLevelOscillators\PortfolioValueOscillator\PVO_OTCMain.cs";
  			if( File.Exists(fullPathFileNameForMainAtHome) )
  				returnValue = fullPathFileNameForMainAtHome;
  			else
! 				returnValue = 
  					@"C:\Utente\MarcoVarie\Vari\qP\QuantProject\b7_Scripts\TechnicalAnalysisTesting\Oscillators\FixedLevelOscillators\PortfolioValueOscillator\PVO_OTCMain.cs";
  			
--- 224,233 ----
  		{
  			string returnValue;
! 			string fullPathFileNameForMainAtHome =
  				@"C:\Quant\QuantProject\b7_Scripts\TechnicalAnalysisTesting\Oscillators\FixedLevelOscillators\PortfolioValueOscillator\PVO_OTCMain.cs";
  			if( File.Exists(fullPathFileNameForMainAtHome) )
  				returnValue = fullPathFileNameForMainAtHome;
  			else
! 				returnValue =
  					@"C:\Utente\MarcoVarie\Vari\qP\QuantProject\b7_Scripts\TechnicalAnalysisTesting\Oscillators\FixedLevelOscillators\PortfolioValueOscillator\PVO_OTCMain.cs";
  			

Index: PVOLogItem.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/PVOLogItem.cs,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** PVOLogItem.cs	29 Sep 2008 21:18:13 -0000	1.5
--- PVOLogItem.cs	12 Nov 2008 20:42:39 -0000	1.6
***************
*** 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;
***************
*** 40,53 ****
  namespace QuantProject.Scripts.TechnicalAnalysisTesting.Oscillators.FixedLevelOscillators.PortfolioValueOscillator
  {
!   /// <summary>
!   /// LogItem for the PVO strategy
!   /// portfolio value oscillator strategy
!   /// </summary>
!   [Serializable]
!   public class PVOLogItem : LogItem
!   {
  		protected DummyTesterForTestingPositions[]
  			dummyTestersForBestTestingPositionsInSample;
!   	protected TestingPositions[] bestPVOPositionsInSample;
  		protected int numberOfEligibleTickers;
  		protected double fitnessOfFirstPVOPositionsInSample;
--- 40,53 ----
  namespace QuantProject.Scripts.TechnicalAnalysisTesting.Oscillators.FixedLevelOscillators.PortfolioValueOscillator
  {
! 	/// <summary>
! 	/// LogItem for the PVO strategy
! 	/// portfolio value oscillator strategy
! 	/// </summary>
! 	[Serializable]
! 	public class PVOLogItem : LogItem
! 	{
  		protected DummyTesterForTestingPositions[]
  			dummyTestersForBestTestingPositionsInSample;
! 		protected TestingPositions[] bestPVOPositionsInSample;
  		protected int numberOfEligibleTickers;
  		protected double fitnessOfFirstPVOPositionsInSample;
***************
*** 67,72 ****
  				if ( this.bestPVOPositionsInSample == null )
  					throw new Exception( "This property has not " +
! 						"been assigned yet! If you are loading the LogItem from " +
! 						"a log, this property was not set before logging the LogItem." );
  				return this.bestPVOPositionsInSample;
  			}
--- 67,72 ----
  				if ( this.bestPVOPositionsInSample == null )
  					throw new Exception( "This property has not " +
! 					                    "been assigned yet! If you are loading the LogItem from " +
! 					                    "a log, this property was not set before logging the LogItem." );
  				return this.bestPVOPositionsInSample;
  			}
***************
*** 79,84 ****
  				if ( this.numberOfEligibleTickers == int.MinValue )
  					throw new Exception( "This property has not " +
! 						"been assigned yet! If you are loading the LogItem from " +
! 						"a log, this property was not set before logging the LogItem." );
  				return this.numberOfEligibleTickers;
  			}
--- 79,84 ----
  				if ( this.numberOfEligibleTickers == int.MinValue )
  					throw new Exception( "This property has not " +
! 					                    "been assigned yet! If you are loading the LogItem from " +
! 					                    "a log, this property was not set before logging the LogItem." );
  				return this.numberOfEligibleTickers;
  			}
***************
*** 91,96 ****
  				if ( this.fitnessOfFirstPVOPositionsInSample == double.MinValue )
  					throw new Exception( "This property has not " +
! 						"been assigned yet! If you are loading the LogItem from " +
! 						"a log, this property was not set before logging the LogItem." );
  				return this.fitnessOfFirstPVOPositionsInSample;
  			}
--- 91,96 ----
  				if ( this.fitnessOfFirstPVOPositionsInSample == double.MinValue )
  					throw new Exception( "This property has not " +
! 					                    "been assigned yet! If you are loading the LogItem from " +
! 					                    "a log, this property was not set before logging the LogItem." );
  				return this.fitnessOfFirstPVOPositionsInSample;
  			}
***************
*** 103,108 ****
  				if ( this.fitnessOfLastPVOPositionsInSample == double.MinValue )
  					throw new Exception( "This property has not " +
! 						"been assigned yet! If you are loading the LogItem from " +
! 						"a log, this property was not set before logging the LogItem." );
  				return this.fitnessOfLastPVOPositionsInSample;
  			}
--- 103,108 ----
  				if ( this.fitnessOfLastPVOPositionsInSample == double.MinValue )
  					throw new Exception( "This property has not " +
! 					                    "been assigned yet! If you are loading the LogItem from " +
! 					                    "a log, this property was not set before logging the LogItem." );
  				return this.fitnessOfLastPVOPositionsInSample;
  			}
***************
*** 168,178 ****
  			double minimumAcceptableGain = 0.007;
  			HistoricalMarketValueProvider historicalQuoteProviderForBackTester,
! 				historicalQuoteProviderForInSampleChooser,
! 				historicalQuoteProviderForStrategy;
  			historicalQuoteProviderForBackTester =
  				new HistoricalAdjustedQuoteProvider();
  			historicalQuoteProviderForInSampleChooser = historicalQuoteProviderForBackTester;
  			historicalQuoteProviderForStrategy = historicalQuoteProviderForInSampleChooser;
! 						
  			IEligiblesSelector eligiblesSelector =
  				new DummyEligibleSelector();
--- 168,178 ----
  			double minimumAcceptableGain = 0.007;
  			HistoricalMarketValueProvider historicalQuoteProviderForBackTester,
! 			historicalQuoteProviderForInSampleChooser,
! 			historicalQuoteProviderForStrategy;
  			historicalQuoteProviderForBackTester =
  				new HistoricalAdjustedQuoteProvider();
  			historicalQuoteProviderForInSampleChooser = historicalQuoteProviderForBackTester;
  			historicalQuoteProviderForStrategy = historicalQuoteProviderForInSampleChooser;
! 			
  			IEligiblesSelector eligiblesSelector =
  				new DummyEligibleSelector();
***************
*** 182,209 ****
  			TestingPositions[] positionsToTest =
  				//new TestingPositions[1];
! 			//			int idx = PVOLogItem.rand.Next(bestPVOPositionsInSample.Length);
! 			//positionsToTest[0] = this.bestPVOPositionsInSample[0];
! 			positionsToTest = this.BestPVOPositionsInSample;
  			PVOStrategy strategy =
  				new PVOStrategy(eligiblesSelector,
! 				positionsToTest, this.numberOfInSampleDays,
! 				numDaysForOscillatingPeriodForOutOfSample,
! 				numberOfPortfolioPositions , benchmark ,
! 				int.MaxValue ,
! 				((PVOPositions)positionsToTest[0]).OversoldThreshold,
! 				((PVOPositions)positionsToTest[0]).OverboughtThreshold,
! 				historicalQuoteProviderForStrategy ,
! 				maxAcceptableCloseToCloseDrawdown , minimumAcceptableGain );
  			
  			EndOfDayStrategyBackTester endOfDayStrategyBackTester =
  				new EndOfDayStrategyBackTester(
! 				"PVO" , strategy ,
! 				historicalQuoteProviderForBackTester ,
! 				new SimpleAccountProvider(), firstDateTime ,
! 				lastDateTime , benchmark , cashToStart , maxRunningHours );
  			
  			endOfDayStrategyBackTester.Run();
  			BackTesterReportViewer.ShowReport( lastDateTime ,
! 				endOfDayStrategyBackTester );
  		}
  		
--- 182,213 ----
  			TestingPositions[] positionsToTest =
  				//new TestingPositions[1];
! 				//			int idx = PVOLogItem.rand.Next(bestPVOPositionsInSample.Length);
! 				//positionsToTest[0] = this.bestPVOPositionsInSample[0];
! 				positionsToTest = this.BestPVOPositionsInSample;
  			PVOStrategy strategy =
  				new PVOStrategy(eligiblesSelector,
! 				                positionsToTest, this.numberOfInSampleDays,
! 				                numDaysForOscillatingPeriodForOutOfSample,
! 				                numberOfPortfolioPositions , benchmark ,
! 				                int.MaxValue ,
! 				                ((PVOPositions)positionsToTest[0]).OversoldThreshold,
! 				                ((PVOPositions)positionsToTest[0]).OverboughtThreshold,
! 				                historicalQuoteProviderForStrategy ,
! 				                maxAcceptableCloseToCloseDrawdown , minimumAcceptableGain );
  			
  			EndOfDayStrategyBackTester endOfDayStrategyBackTester =
  				new EndOfDayStrategyBackTester(
! 					"PVO" ,
! 					new QuantProject.Business.Timing.IndexBasedEndOfDayTimer(
! 						HistoricalEndOfDayTimer.GetMarketOpen( firstDateTime ) ,
! 						benchmark.Ticker ) ,
! 					strategy ,
! 					historicalQuoteProviderForBackTester ,
! 					new SimpleAccountProvider(), firstDateTime ,
! 					lastDateTime , benchmark , cashToStart , maxRunningHours );
  			
  			endOfDayStrategyBackTester.Run();
  			BackTesterReportViewer.ShowReport( lastDateTime ,
! 			                                  endOfDayStrategyBackTester );
  		}
  		
***************
*** 219,223 ****
  					simulatedCreationDateTime );
  		}
! 				
  		private void showTestingPositionsClickEventHandler_setDummyTesters()
  		{
--- 223,227 ----
  					simulatedCreationDateTime );
  		}
! 		
  		private void showTestingPositionsClickEventHandler_setDummyTesters()
  		{
***************
*** 245,251 ****
  			menuItems[0] = new MenuItem("Run Strategy");
  			menuItems[1] = new MenuItem("Show TestingPositions");
! 			menuItems[0].Click += 
  				new System.EventHandler(this.runStrategyClickEventHandler);
! 			menuItems[1].Click += 
  				new System.EventHandler(this.showTestingPositionsClickEventHandler);
  			ContextMenu contextMenu = new ContextMenu(menuItems);
--- 249,255 ----
  			menuItems[0] = new MenuItem("Run Strategy");
  			menuItems[1] = new MenuItem("Show TestingPositions");
! 			menuItems[0].Click +=
  				new System.EventHandler(this.runStrategyClickEventHandler);
! 			menuItems[1].Click +=
  				new System.EventHandler(this.showTestingPositionsClickEventHandler);
  			ContextMenu contextMenu = new ContextMenu(menuItems);

Index: PVOMain.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/PVOMain.cs,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** PVOMain.cs	29 Sep 2008 21:18:13 -0000	1.7
--- PVOMain.cs	12 Nov 2008 20:42:39 -0000	1.8
***************
*** 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;
***************
*** 76,80 ****
  			
  			int maxNumberOfEligiblesToBeChosen = 100;
! 						
  			string tickersGroupId = "SP500";
  			
--- 76,80 ----
  			
  			int maxNumberOfEligiblesToBeChosen = 100;
! 			
  			string tickersGroupId = "SP500";
  			
***************
*** 88,97 ****
  			IEligiblesSelector eligiblesSelector =
  				new ByPriceMostLiquidLessVolatileCTCAlwaysQuoted(
! 				tickersGroupId , temporizedGroup ,
! 				maxNumberOfEligiblesToBeChosen ,
! 				maxNumberOfMostLiquidTickersToBeChosen ,
! 				numDaysForAverageRawOpenPriceComputation ,
! 				numDaysForVolatility ,
! 				minPrice , maxPrice );
  			//			IEligiblesSelector eligiblesSelector =
  			//				new ByPriceMostLiquidAlwaysQuoted(
--- 88,97 ----
  			IEligiblesSelector eligiblesSelector =
  				new ByPriceMostLiquidLessVolatileCTCAlwaysQuoted(
! 					tickersGroupId , temporizedGroup ,
! 					maxNumberOfEligiblesToBeChosen ,
! 					maxNumberOfMostLiquidTickersToBeChosen ,
! 					numDaysForAverageRawOpenPriceComputation ,
! 					numDaysForVolatility ,
! 					minPrice , maxPrice );
  			//			IEligiblesSelector eligiblesSelector =
  			//				new ByPriceMostLiquidAlwaysQuoted(
***************
*** 106,112 ****
  			//			  numDaysForAverageRawOpenPriceComputation ,
  			//			 	minPrice , maxPrice );
! 			eligiblesSelector = 
  				new DummyEligibleSelector();
! 			//			
  			return eligiblesSelector;
  		}
--- 106,112 ----
  			//			  numDaysForAverageRawOpenPriceComputation ,
  			//			 	minPrice , maxPrice );
! 			eligiblesSelector =
  				new DummyEligibleSelector();
! 			//
  			return eligiblesSelector;
  		}
***************
*** 135,147 ****
  			//correlation is computed only for returns
  			//between minimum and maximum
! 			IInSampleChooser inSampleChooser = 
! //				new PVO_CTCCorrelationChooser(numberOfBestTestingPositionsToBeReturned, 
  //				closeToCloseIntervalLengthForCorrelation , maxCorrelationAllowed , balancedWeightsOnVolatilityBase,
  //				minimumAbsoluteReturnValue , maximumAbsoluteReturnValue, this.benchmark.Ticker );
! 				new PVO_CTCStrongCorrelationChooser(numberOfBestTestingPositionsToBeReturned, 
! 				maxCorrelationAllowed , minimumAbsoluteReturnValue , maximumAbsoluteReturnValue,
! 				balancedWeightsOnVolatilityBase, this.benchmark.Ticker );
! 			//			IInSampleChooser inSampleChooser = 
! 			//				new PVO_OTCCTOCorrelationChooser(numberOfBestTestingPositionsToBeReturned, 
  			//						maxCorrelationAllowed , balancedWeightsOnVolatilityBase,
  			//					  minimumAbsoluteReturnValue , maximumAbsoluteReturnValue);
--- 135,147 ----
  			//correlation is computed only for returns
  			//between minimum and maximum
! 			IInSampleChooser inSampleChooser =
! //				new PVO_CTCCorrelationChooser(numberOfBestTestingPositionsToBeReturned,
  //				closeToCloseIntervalLengthForCorrelation , maxCorrelationAllowed , balancedWeightsOnVolatilityBase,
  //				minimumAbsoluteReturnValue , maximumAbsoluteReturnValue, this.benchmark.Ticker );
! 				new PVO_CTCStrongCorrelationChooser(numberOfBestTestingPositionsToBeReturned,
! 				                                    maxCorrelationAllowed , minimumAbsoluteReturnValue , maximumAbsoluteReturnValue,
! 				                                    balancedWeightsOnVolatilityBase, this.benchmark.Ticker );
! 			//			IInSampleChooser inSampleChooser =
! 			//				new PVO_OTCCTOCorrelationChooser(numberOfBestTestingPositionsToBeReturned,
  			//						maxCorrelationAllowed , balancedWeightsOnVolatilityBase,
  			//					  minimumAbsoluteReturnValue , maximumAbsoluteReturnValue);
***************
*** 152,159 ****
  //				numberOfBestTestingPositionsToBeReturned);
  			//home
! 						inSampleChooser =
! 							new PVOChooserFromSavedBackTestLog(
! 							@"C:\Utente\MarcoVarie\Vari\qP\LogArchive\2008_06_03_18_33_29_PVO_CTC_from_2001_01_01_to_2004_12_31_annlRtrn_4.72_maxDD_13.57\2008_06_03_18_33_29_PVO_CTC_from_2001_01_01_to_2004_12_31_annlRtrn_4.72_maxDD_13.57.qpL",
! 							numberOfBestTestingPositionsToBeReturned);
  			return inSampleChooser;
  		}
--- 152,159 ----
  //				numberOfBestTestingPositionsToBeReturned);
  			//home
! 			inSampleChooser =
! 				new PVOChooserFromSavedBackTestLog(
! 					@"C:\Utente\MarcoVarie\Vari\qP\LogArchive\2008_06_03_18_33_29_PVO_CTC_from_2001_01_01_to_2004_12_31_annlRtrn_4.72_maxDD_13.57\2008_06_03_18_33_29_PVO_CTC_from_2001_01_01_to_2004_12_31_annlRtrn_4.72_maxDD_13.57.qpL",
! 					numberOfBestTestingPositionsToBeReturned);
  			return inSampleChooser;
  		}
***************
*** 176,185 ****
  				//				inSampleDays , benchmark , numDaysBetweenEachOptimization ,
  				//				oversoldThreshold , overboughtThreshold , historicalQuoteProvider);
! 				//			
  				= new PVOStrategy(eligiblesSelector , inSampleChooser ,
! 				inSampleDays , closeToCloseIntervalLength , 2 , benchmark , numDaysBetweenEachOptimization ,
! 				oversoldThreshold , overboughtThreshold ,
! 				oversoldThresholdMAX , overboughtThresholdMAX , historicalQuoteProvider, 
! 				maxAcceptableDrawDown, minimumAcceptableGain );
  			return strategyForBacktester;
  		}
--- 176,185 ----
  				//				inSampleDays , benchmark , numDaysBetweenEachOptimization ,
  				//				oversoldThreshold , overboughtThreshold , historicalQuoteProvider);
! 				//
  				= new PVOStrategy(eligiblesSelector , inSampleChooser ,
! 				                  inSampleDays , closeToCloseIntervalLength , 2 , benchmark , numDaysBetweenEachOptimization ,
! 				                  oversoldThreshold , overboughtThreshold ,
! 				                  oversoldThresholdMAX , overboughtThresholdMAX , historicalQuoteProvider,
! 				                  maxAcceptableDrawDown, minimumAcceptableGain );
  			return strategyForBacktester;
  		}
***************
*** 203,210 ****
  			EndOfDayStrategyBackTester endOfDayStrategyBackTester =
  				new EndOfDayStrategyBackTester(
! 				backTestId , this.strategyForBacktester ,
! 				quoteProviderForBackTester , accountProvider ,
! 				firstDateTime ,	lastDateTime ,
! 				this.benchmark , cashToStart , maxRunningHours );
  			return endOfDayStrategyBackTester;
  		}
--- 203,214 ----
  			EndOfDayStrategyBackTester endOfDayStrategyBackTester =
  				new EndOfDayStrategyBackTester(
! 					backTestId ,
! 					new QuantProject.Business.Timing.IndexBasedEndOfDayTimer(
! 						HistoricalEndOfDayTimer.GetMarketOpen( firstDateTime ) ,
! 						this.benchmark.Ticker ) ,
! 					this.strategyForBacktester ,
! 					quoteProviderForBackTester , accountProvider ,
! 					firstDateTime ,	lastDateTime ,
! 					this.benchmark , cashToStart , maxRunningHours );
  			return endOfDayStrategyBackTester;
  		}
***************
*** 225,234 ****
  		{
  			string returnValue;
! 			string fullPathFileNameForMainAtHome = 
  				@"C:\Quant\QuantProject\b7_Scripts\TechnicalAnalysisTesting\Oscillators\FixedLevelOscillators\PortfolioValueOscillator\PVOMain.cs";
  			if( File.Exists(fullPathFileNameForMainAtHome) )
  				returnValue = fullPathFileNameForMainAtHome;
  			else
! 				returnValue = 
  					@"C:\Utente\MarcoVarie\Vari\qP\QuantProject\b7_Scripts\TechnicalAnalysisTesting\Oscillators\FixedLevelOscillators\PortfolioValueOscillator\PVOMain.cs";
  			
--- 229,238 ----
  		{
  			string returnValue;
! 			string fullPathFileNameForMainAtHome =
  				@"C:\Quant\QuantProject\b7_Scripts\TechnicalAnalysisTesting\Oscillators\FixedLevelOscillators\PortfolioValueOscillator\PVOMain.cs";
  			if( File.Exists(fullPathFileNameForMainAtHome) )
  				returnValue = fullPathFileNameForMainAtHome;
  			else
! 				returnValue =
  					@"C:\Utente\MarcoVarie\Vari\qP\QuantProject\b7_Scripts\TechnicalAnalysisTesting\Oscillators\FixedLevelOscillators\PortfolioValueOscillator\PVOMain.cs";
  			

Index: PVO_CTOLogItem.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/PVO_CTOLogItem.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** PVO_CTOLogItem.cs	29 Sep 2008 21:17:47 -0000	1.2
--- PVO_CTOLogItem.cs	12 Nov 2008 20:42:39 -0000	1.3
***************
*** 95,99 ****
  			EndOfDayStrategyBackTester endOfDayStrategyBackTester =
  				new EndOfDayStrategyBackTester(
! 				"PVO_CTO" , strategy ,
  				historicalQuoteProviderForBackTester , 
  				new SimpleAccountProvider(),
--- 95,103 ----
  			EndOfDayStrategyBackTester endOfDayStrategyBackTester =
  				new EndOfDayStrategyBackTester(
! 				"PVO_CTO" ,
! 				new QuantProject.Business.Timing.IndexBasedEndOfDayTimer(
! 					HistoricalEndOfDayTimer.GetMarketOpen( firstDateTime ) ,
! 					benchmark.Ticker ) ,
! 				strategy ,
  				historicalQuoteProviderForBackTester , 
  				new SimpleAccountProvider(),

Index: PVO_CTOMain.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/PVO_CTOMain.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** PVO_CTOMain.cs	29 Sep 2008 21:17:48 -0000	1.3
--- PVO_CTOMain.cs	12 Nov 2008 20:42:39 -0000	1.4
***************
*** 216,220 ****
  			EndOfDayStrategyBackTester endOfDayStrategyBackTester =
  				new EndOfDayStrategyBackTester(
! 					backTestId , this.strategyForBacktester ,
  					quoteProviderForBackTester , accountProvider ,
  					firstDateTime ,	lastDateTime ,
--- 216,224 ----
  			EndOfDayStrategyBackTester endOfDayStrategyBackTester =
  				new EndOfDayStrategyBackTester(
! 					backTestId ,
! 					new QuantProject.Business.Timing.IndexBasedEndOfDayTimer(
! 						HistoricalEndOfDayTimer.GetMarketOpen( firstDateTime ) ,
! 						this.benchmark.Ticker ) ,
! 					this.strategyForBacktester ,
  					quoteProviderForBackTester , accountProvider ,
  					firstDateTime ,	lastDateTime ,

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

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

Update of /cvsroot/quantproject/QuantProject/b3_Data/DataTables
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv13728/b3_Data/DataTables

Modified Files:
	Bars.cs 
Log Message:
The following new method has been added:

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


Index: Bars.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/DataTables/Bars.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** Bars.cs	9 Nov 2008 19:17:55 -0000	1.1
--- Bars.cs	12 Nov 2008 20:40:43 -0000	1.2
***************
*** 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.Runtime.Serialization;
--- 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.Runtime.Serialization;
***************
*** 31,34 ****
--- 32,36 ----
  using QuantProject.ADT.Statistics;
  using QuantProject.ADT.Histories;
+ using QuantProject.ADT.Timing;
  using QuantProject.DataAccess;
  using QuantProject.DataAccess.Tables;
***************
*** 43,47 ****
  	{
  		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";
--- 45,49 ----
  	{
  		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";
***************
*** 61,65 ****
  		public Bars( ICollection tickerCollection , DateTime dateTime )
  		{
! 			QuantProject.DataAccess.Tables.Bars.SetDataTable( 
  				tickerCollection , dateTime , this );
  		}
--- 63,67 ----
  		public Bars( ICollection tickerCollection , DateTime dateTime )
  		{
! 			QuantProject.DataAccess.Tables.Bars.SetDataTable(
  				tickerCollection , dateTime , this );
  		}
***************
*** 91,95 ****
  				if ( !marketDateTimes.ContainsKey(
  					(DateTime)dataRow[ Bars.DateTimeForOpen ] ) )
! 					dataRowsToBeRemoved.Add( dataRow );
  			return dataRowsToBeRemoved;
  		}
--- 93,97 ----
  				if ( !marketDateTimes.ContainsKey(
  					(DateTime)dataRow[ Bars.DateTimeForOpen ] ) )
! 				dataRowsToBeRemoved.Add( dataRow );
  			return dataRowsToBeRemoved;
  		}
***************
*** 103,107 ****
  			ArrayList dataRowsToBeRemoved =
  				this.removeNonContainedDateTimes_getDataRowsToBeRemoved(
! 				marketDateTimes );
  			this.removeDataRows( dataRowsToBeRemoved );
  		}
--- 105,109 ----
  			ArrayList dataRowsToBeRemoved =
  				this.removeNonContainedDateTimes_getDataRowsToBeRemoved(
! 					marketDateTimes );
  			this.removeDataRows( dataRowsToBeRemoved );
  		}
***************
*** 110,127 ****
  		public Bars( string ticker )
  		{
! 			this.fillDataTable( 
  				ticker ,
  				QuantProject.DataAccess.Tables.Bars.GetFirstBarDateTime( ticker ) ,
  				QuantProject.DataAccess.Tables.Bars.GetLastBarDateTime( ticker ) );
  		}
!     public Bars(SerializationInfo info, StreamingContext context)
!       : base(info, context)
!     {
!     }
  		private void fillDataTable( string ticker , DateTime startDateTime , DateTime endDateTime )
  		{
! 			QuantProject.DataAccess.Tables.Bars.SetDataTable( 
  				ticker , startDateTime , endDateTime , this );
! 			this.setPrimaryKeys(); 
  		}
  		private void setPrimaryKeys()
--- 112,129 ----
  		public Bars( string ticker )
  		{
! 			this.fillDataTable(
  				ticker ,
  				QuantProject.DataAccess.Tables.Bars.GetFirstBarDateTime( ticker ) ,
  				QuantProject.DataAccess.Tables.Bars.GetLastBarDateTime( ticker ) );
  		}
! 		public Bars(SerializationInfo info, StreamingContext context)
! 			: base(info, context)
! 		{
! 		}
  		private void fillDataTable( string ticker , DateTime startDateTime , DateTime endDateTime )
  		{
! 			QuantProject.DataAccess.Tables.Bars.SetDataTable(
  				ticker , startDateTime , endDateTime , this );
! 			this.setPrimaryKeys();
  		}
  		private void setPrimaryKeys()
***************
*** 132,136 ****
  		}
  
!     /// <summary>
  		/// returns date times when the ticker was exchanged, within a given
  		/// date time interval
--- 134,138 ----
  		}
  
! 		/// <summary>
  		/// returns date times when the ticker was exchanged, within a given
  		/// date time interval
***************
*** 141,182 ****
  		/// <returns></returns>
  		public static History GetMarketDateTimes( string ticker ,
! 			DateTime firstDateTime , DateTime lastDateTime )
  		{
  			Bars bars = new Bars( ticker , firstDateTime , lastDateTime );
  			History marketDateTimes = new History();
! 			int i = 0;
  			foreach ( DataRow dataRow in bars.Rows )
! 			{
! 				marketDateTimes.Add( (DateTime)dataRow[ Bars.DateTimeForOpen ] , (DateTime)dataRow[ Bars.DateTimeForOpen ] );
! 				i++;
! 			}
  			return marketDateTimes;
  		}
!     
  		#region GetCommonMarketDateTimes
  		private static Hashtable getMarketDateTimes( ICollection tickers , DateTime firstDateTime ,
! 			DateTime lastDateTime )
  		{
  			Hashtable marketDateTimes = new Hashtable();
  			foreach ( string ticker in tickers )
  				if ( !marketDateTimes.ContainsKey( ticker ) )
! 				{
! 					SortedList marketDateTimesForSingleTicker =
! 						GetMarketDateTimes( ticker , firstDateTime , lastDateTime );
! 					marketDateTimes.Add( ticker , marketDateTimesForSingleTicker );
! 				}
  			return marketDateTimes;
  		}
  		private static bool isCommonDateTime( ICollection tickers , DateTime dateTime ,
! 			Hashtable marketDateTimes )
  		{
  			bool itIsCommon = true;
  			foreach ( string ticker in tickers )
  				itIsCommon = itIsCommon &&
! 					((SortedList)marketDateTimes[ ticker ]).ContainsKey( dateTime );
  			return itIsCommon;
  		}
  		private static void getCommonMarketDateTimes_ifTheCaseAdd( ICollection tickers , DateTime dateTime ,
! 			Hashtable marketDateTimes , AdvancedSortedList commonMarketDateTimes )
  		{
  			if ( isCommonDateTime( tickers , dateTime , marketDateTimes ) )
--- 143,270 ----
  		/// <returns></returns>
  		public static History GetMarketDateTimes( string ticker ,
! 		                                         DateTime firstDateTime , DateTime lastDateTime )
  		{
  			Bars bars = new Bars( ticker , firstDateTime , lastDateTime );
  			History marketDateTimes = new History();
! //			int i = 0;
  			foreach ( DataRow dataRow in bars.Rows )
! //			{
! 				marketDateTimes.Add(
! 					(DateTime)dataRow[ Bars.DateTimeForOpen ] ,
! 					(DateTime)dataRow[ Bars.DateTimeForOpen ] );
! //				i++;
! //			}
  			return marketDateTimes;
  		}
! 		
! 		#region GetMarketDateTimes
! 		
! //		#region checkIfAreTimes
! //		private static void checkIfIsTime( DateTime timeCandidate )
! //		{
! //			if ( !ExtendedDateTime.IsTime( timeCandidate ) )
! //				// the timeCandidate does not represent a time
! //				throw new Exception(
! //					"The given DateTime was expected to be a time, but " +
! //					"it is not. Use QuantProject.ADT.ExtendedDateTime.GetTime() " +
! //					"to build such times.";
! //			}
! //		private static void checkIfAreTimes( List< DateTime > dailyTimes )
! //		{
! //			foreach ( DateTime dateTime in dailyTimes )
! //				this.checkIfIsTime( DateTime dateTime );
! //		}
! //		#endregion checkIfAreTimes
! 		
! 		#region getMarketDateTimes
! 		
! 		#region removeMissingTimes
! 		
! 		#region removeMissingTime
! 		private static bool isTimeInDailyTimes(
! 			DateTime dateTime , List< Time > dailyTimes )
! 		{
! 			Time time = new Time( dateTime );
! 			bool isInDailyTimes =
! 				dailyTimes.Contains( time );
! 			return isInDailyTimes;
! 		}
! 		private static void removeMissingTime(
! 			DateTime candidateToBeRemoved ,
! 			List< Time > dailyTimes , History marketDateTimes )
! 		{
! 			if ( !Bars.isTimeInDailyTimes( candidateToBeRemoved , dailyTimes ) )
! 				// the candidate's time is not in the given list of daily times
! 				marketDateTimes.Remove( candidateToBeRemoved );
! 		}
! 		#endregion removeMissingTime
! 		
! 		private static void removeMissingTimes(
! 			List< Time > dailyTimes , History marketDateTimes )
! 		{
! 			foreach ( DateTime dateTime in marketDateTimes )
! 				Bars.removeMissingTime(
! 					dateTime , dailyTimes , marketDateTimes );
! 		}
! 		private static History getMarketDateTimes(
! 			string ticker ,	DateTime firstDateTime , DateTime lastDateTime ,
! 			List< Time > dailyTimes )
! 		{
! 			History marketDateTimes =
! 				Bars.GetMarketDateTimes(
! 					ticker , firstDateTime  , lastDateTime );
! 			Bars.removeMissingTimes( dailyTimes , marketDateTimes );
! 			return marketDateTimes;
! 		}
! 		#endregion removeMissingTimes
! 		
! 		#endregion getMarketDateTimes
! 		
! 		/// <summary>
! 		/// returns date times when the ticker was exchanged, within a given
! 		/// date time interval, but only when the time is in dailyTimes
! 		/// </summary>
! 		/// <param name="ticker"></param>
! 		/// <param name="firstDateTime"></param>
! 		/// <param name="lastDateTime"></param>
! 		/// <param name="dailyTimes"></param>
! 		/// <returns></returns>
! 		public static History GetMarketDateTimes(
! 			string ticker ,	DateTime firstDateTime , DateTime lastDateTime ,
! 			List< Time > dailyTimes )
! 		{
! //			Bars.checkIfAreTimes( dailyTimes );
! 			History marketDateTimes =
! 				Bars.getMarketDateTimes(
! 					ticker , firstDateTime , lastDateTime , dailyTimes );
! 			return marketDateTimes;
! 		}
! 		#endregion GetMarketDateTimes
! 		
  		#region GetCommonMarketDateTimes
  		private static Hashtable getMarketDateTimes( ICollection tickers , DateTime firstDateTime ,
! 		                                            DateTime lastDateTime )
  		{
  			Hashtable marketDateTimes = new Hashtable();
  			foreach ( string ticker in tickers )
  				if ( !marketDateTimes.ContainsKey( ticker ) )
! 			{
! 				History marketDateTimesForSingleTicker =
! 					GetMarketDateTimes( ticker , firstDateTime , lastDateTime );
! 				marketDateTimes.Add( ticker , marketDateTimesForSingleTicker );
! 			}
  			return marketDateTimes;
  		}
  		private static bool isCommonDateTime( ICollection tickers , DateTime dateTime ,
! 		                                     Hashtable marketDateTimes )
  		{
  			bool itIsCommon = true;
  			foreach ( string ticker in tickers )
  				itIsCommon = itIsCommon &&
! 					((List< DateTime >)marketDateTimes[ ticker ]).Contains( dateTime );
  			return itIsCommon;
  		}
  		private static void getCommonMarketDateTimes_ifTheCaseAdd( ICollection tickers , DateTime dateTime ,
! 		                                                          Hashtable marketDateTimes , AdvancedSortedList commonMarketDateTimes )
  		{
  			if ( isCommonDateTime( tickers , dateTime , marketDateTimes ) )
***************
*** 184,188 ****
  		}
  		private static SortedList getCommonMarketDateTimes( ICollection tickers ,
! 			DateTime firstDateTime , DateTime lastDateTime , Hashtable marketDateTimes )
  		{
  			AdvancedSortedList commonMarketDateTimes = new AdvancedSortedList();
--- 272,276 ----
  		}
  		private static SortedList getCommonMarketDateTimes( ICollection tickers ,
! 		                                                   DateTime firstDateTime , DateTime lastDateTime , Hashtable marketDateTimes )
  		{
  			AdvancedSortedList commonMarketDateTimes = new AdvancedSortedList();
***************
*** 190,195 ****
  			while ( currentDateTime <= lastDateTime )
  			{
! 				getCommonMarketDateTimes_ifTheCaseAdd( tickers , 
! 					currentDateTime , marketDateTimes , commonMarketDateTimes );
  				currentDateTime = currentDateTime.AddMinutes( 1 );
  				//CHECK this statement: it could be cause great delay ...
--- 278,283 ----
  			while ( currentDateTime <= lastDateTime )
  			{
! 				getCommonMarketDateTimes_ifTheCaseAdd( tickers ,
! 				                                      currentDateTime , marketDateTimes , commonMarketDateTimes );
  				currentDateTime = currentDateTime.AddMinutes( 1 );
  				//CHECK this statement: it could be cause great delay ...
***************
*** 199,206 ****
  
  		public static SortedList GetCommonMarketDateTimes( ICollection tickers ,
! 			DateTime firstDateTime , DateTime lastDateTime )
  		{
  			Hashtable marketDateTimes = getMarketDateTimes( tickers , firstDateTime , lastDateTime );
!       return getCommonMarketDateTimes( tickers , firstDateTime , lastDateTime , marketDateTimes );
  		}
  
--- 287,294 ----
  
  		public static SortedList GetCommonMarketDateTimes( ICollection tickers ,
! 		                                                  DateTime firstDateTime , DateTime lastDateTime )
  		{
  			Hashtable marketDateTimes = getMarketDateTimes( tickers , firstDateTime , lastDateTime );
! 			return getCommonMarketDateTimes( tickers , firstDateTime , lastDateTime , marketDateTimes );
  		}
  
***************
*** 216,236 ****
  		}
  
!     /// <summary>
!     /// Gets the dateTime of the first bar contained into the Bars object
!     /// </summary>
!     /// <returns></returns>
!     public DateTime StartDateTime
!     {
!       get{ return ((DateTime)this.Rows[ 0 ][ Bars.DateTimeForOpen ]); }
!     }
!     /// <summary>
!     /// Gets the dateTime of the last bar contained into the Bars object
!     /// </summary>
!     /// <returns></returns>
!     public DateTime EndDateTime
!     {
!       get{ return ((DateTime)this.Rows[ this.Rows.Count - 1 ][ Bars.DateTimeForOpen ]); }
!     }
!      
  		#region GetHashValue
  		/*
--- 304,324 ----
  		}
  
! 		/// <summary>
! 		/// Gets the dateTime of the first bar contained into the Bars object
! 		/// </summary>
! 		/// <returns></returns>
! 		public DateTime StartDateTime
! 		{
! 			get{ return ((DateTime)this.Rows[ 0 ][ Bars.DateTimeForOpen ]); }
! 		}
! 		/// <summary>
! 		/// Gets the dateTime of the last bar contained into the Bars object
! 		/// </summary>
! 		/// <returns></returns>
! 		public DateTime EndDateTime
! 		{
! 			get{ return ((DateTime)this.Rows[ this.Rows.Count - 1 ][ Bars.DateTimeForOpen ]); }
! 		}
! 		
  		#region GetHashValue
  		/*
***************
*** 302,306 ****
  			return HashProvider.GetHashValue( getHashValue_getQuoteString( quotes ) );
  		}
! 		*/
  		#endregion
  		
--- 390,394 ----
  			return HashProvider.GetHashValue( getHashValue_getQuoteString( quotes ) );
  		}
! 		 */
  		#endregion
  		
***************
*** 325,330 ****
  			setHistory();
  			return (DateTime) history.GetKey( Math.Max( 0 ,
! 				history.IndexOfKeyOrPrevious( dateTime ) -
! 				precedingMinutes ) );
  		}
  
--- 413,418 ----
  			setHistory();
  			return (DateTime) history.GetKey( Math.Max( 0 ,
! 			                                           history.IndexOfKeyOrPrevious( dateTime ) -
! 			                                           precedingMinutes ) );
  		}
  
***************
*** 346,350 ****
  			{
  				followingDateTime =	(DateTime) history.GetKey( Math.Max( 0 ,
! 					indexOfKeyOrPrevious + followingMinutes ) );
  			}
  			catch ( ArgumentOutOfRangeException exception )
--- 434,438 ----
  			{
  				followingDateTime =	(DateTime) history.GetKey( Math.Max( 0 ,
! 				                                                        indexOfKeyOrPrevious + followingMinutes ) );
  			}
  			catch ( ArgumentOutOfRangeException exception )
***************
*** 352,430 ****
  				string message = exception.Message;
  				throw new Exception( "Quotes.GetFollowingDateTime() error: there is not " +
! 					"a dateTime for dateTime=" + dateTime.ToString() +
! 					" and followingMinutes=" + followingMinutes );
  			}
  			return followingDateTime;
  		}
!     
!     /// <summary>
!     /// Returns true if a bar is available at the given dateTime
!     /// </summary>
!     /// <param name="dateTime">dateTime</param>
!     /// <returns></returns>
!     public bool HasDateTime( DateTime dateTime )
!     {
!       /*alternative code, but primary keys need to be set first
        bool hasDate;
        hasDate = this.Rows.Contains(date.Date);
        return hasDate;*/
!       setHistory();
!       return this.history.ContainsKey(dateTime);
!     }
!     /// <summary>
!     /// If the ticker has a bar at the given dateTime, then it returns the given dateTime,
!     /// else it returns the immediate following dateTime at which a bar is available
!     /// </summary>
!     /// <param name="dateTime">dateTime</param>
!     /// <returns></returns>
!     public DateTime GetBarDateTimeOrFollowing( DateTime dateTime )
!     {
!       if( this.HasDateTime( dateTime ) )
!       {
!         return dateTime;
!       }
!       else
!       {
!         return GetBarDateTimeOrFollowing( dateTime.AddMinutes( 1 ) );
!       }
!     }
!     /// <summary>
!     /// If the ticker has a bar at the given dateTime, then it returns the given dateTime,
!     /// else it returns the immediate preceding dateTime at which a bar is available
!     /// </summary>
!     /// <param name="dateTime">dateTime</param>
!     /// <returns></returns>
!     public DateTime GetBarDateTimeOrPreceding( DateTime dateTime )
!     {
!       if( this.HasDateTime( dateTime ) )
!       {
!         return dateTime;
!       }
!       else
!       {
!         return GetBarDateTimeOrPreceding( dateTime.AddMinutes( - 1 ) );
!       }
!     }
  
!     /// <summary>
!     /// If the ticker has a bar at the given dateTime, then it returns the given dateTime,
!     /// else it returns the first valid following dateTime at which a bar is available
!     /// (or the first valid preceding dateTime, in case dateTime is >= the dateTime of the last available bar) 
!     /// </summary>
!     /// <param name="dateTime">dateTime</param>
!     /// <returns></returns>
!     public DateTime GetFirstValidBarDateTime(DateTime dateTime)
!     {
!       DateTime startDateTime =  this.StartDateTime;
!       DateTime endDateTime = this.EndDateTime;
!       if( dateTime < startDateTime || (dateTime>=startDateTime && dateTime<=endDateTime))
!       {
!         return this.GetBarDateTimeOrFollowing(dateTime);
!       }
!       else
!       {
!         return this.GetBarDateTimeOrPreceding(dateTime);
!       }
!     }
  		/// <summary>
  		/// returns the first bar dateTime for the ticker
--- 440,518 ----
  				string message = exception.Message;
  				throw new Exception( "Quotes.GetFollowingDateTime() error: there is not " +
! 				                    "a dateTime for dateTime=" + dateTime.ToString() +
! 				                    " and followingMinutes=" + followingMinutes );
  			}
  			return followingDateTime;
  		}
! 		
! 		/// <summary>
! 		/// Returns true if a bar is available at the given dateTime
! 		/// </summary>
! 		/// <param name="dateTime">dateTime</param>
! 		/// <returns></returns>
! 		public bool HasDateTime( DateTime dateTime )
! 		{
! 			/*alternative code, but primary keys need to be set first
        bool hasDate;
        hasDate = this.Rows.Contains(date.Date);
        return hasDate;*/
! 			setHistory();
! 			return this.history.ContainsKey(dateTime);
! 		}
! 		/// <summary>
! 		/// If the ticker has a bar at the given dateTime, then it returns the given dateTime,
! 		/// else it returns the immediate following dateTime at which a bar is available
! 		/// </summary>
! 		/// <param name="dateTime">dateTime</param>
! 		/// <returns></returns>
! 		public DateTime GetBarDateTimeOrFollowing( DateTime dateTime )
! 		{
! 			if( this.HasDateTime( dateTime ) )
! 			{
! 				return dateTime;
! 			}
! 			else
! 			{
! 				return GetBarDateTimeOrFollowing( dateTime.AddMinutes( 1 ) );
! 			}
! 		}
! 		/// <summary>
! 		/// If the ticker has a bar at the given dateTime, then it returns the given dateTime,
! 		/// else it returns the immediate preceding dateTime at which a bar is available
! 		/// </summary>
! 		/// <param name="dateTime">dateTime</param>
! 		/// <returns></returns>
! 		public DateTime GetBarDateTimeOrPreceding( DateTime dateTime )
! 		{
! 			if( this.HasDateTime( dateTime ) )
! 			{
! 				return dateTime;
! 			}
! 			else
! 			{
! 				return GetBarDateTimeOrPreceding( dateTime.AddMinutes( - 1 ) );
! 			}
! 		}
  
! 		/// <summary>
! 		/// If the ticker has a bar at the given dateTime, then it returns the given dateTime,
! 		/// else it returns the first valid following dateTime at which a bar is available
! 		/// (or the first valid preceding dateTime, in case dateTime is >= the dateTime of the last available bar)
! 		/// </summary>
! 		/// <param name="dateTime">dateTime</param>
! 		/// <returns></returns>
! 		public DateTime GetFirstValidBarDateTime(DateTime dateTime)
! 		{
! 			DateTime startDateTime =  this.StartDateTime;
! 			DateTime endDateTime = this.EndDateTime;
! 			if( dateTime < startDateTime || (dateTime>=startDateTime && dateTime<=endDateTime))
! 			{
! 				return this.GetBarDateTimeOrFollowing(dateTime);
! 			}
! 			else
! 			{
! 				return this.GetBarDateTimeOrPreceding(dateTime);
! 			}
! 		}
  		/// <summary>
  		/// returns the first bar dateTime for the ticker
***************
*** 438,482 ****
  
  
!     /// <summary>
!     /// Gets the close at the given dateTime
!     /// </summary>
!     /// <returns></returns>
!     public float GetClose(DateTime dateTime )
!     {
!       object[] keys = new object[1];
!       keys[0] = dateTime.Date;
!       DataRow foundRow = this.Rows.Find(keys);
!       if(foundRow==null)
!         throw new Exception("No bar for such a dateTime!");
!       return (float)foundRow[ Bars.Close ]; 
!     }
  
!     /// <summary>
!     /// Gets the first valid raw (not adjusted) close at the given date
!     /// </summary>
!     /// <returns></returns>
!     public float GetFirstValidClose(DateTime dateTime )
!     {
!       object[] keys = new object[1];
!       keys[0] = this.GetFirstValidBarDateTime(dateTime);
!       DataRow foundRow = this.Rows.Find(keys);
!       if(foundRow==null)
!         throw new Exception("No bar for such a dateTime!");
!       return (float)foundRow[Bars.Close]; 
!     }
!     
!     /// <summary>
!     /// Gets the first valid open at the given dateTime
!     /// </summary>
!     /// <returns></returns>
!     public float GetFirstValidOpen(DateTime dateTime )
!     {
!       object[] keys = new object[1];
!       keys[0] = this.GetFirstValidBarDateTime(dateTime);
!       DataRow foundRow = this.Rows.Find(keys);
!       if(foundRow==null)
!         throw new Exception("No bar for such a dateTime!");
!       return (float)foundRow[Bars.Open]; 
!     }
  	}
  }
--- 526,570 ----
  
  
! 		/// <summary>
! 		/// Gets the close at the given dateTime
! 		/// </summary>
! 		/// <returns></returns>
! 		public float GetClose(DateTime dateTime )
! 		{
! 			object[] keys = new object[1];
! 			keys[0] = dateTime.Date;
! 			DataRow foundRow = this.Rows.Find(keys);
! 			if(foundRow==null)
! 				throw new Exception("No bar for such a dateTime!");
! 			return (float)foundRow[ Bars.Close ];
! 		}
  
! 		/// <summary>
! 		/// Gets the first valid raw (not adjusted) close at the given date
! 		/// </summary>
! 		/// <returns></returns>
! 		public float GetFirstValidClose(DateTime dateTime )
! 		{
! 			object[] keys = new object[1];
! 			keys[0] = this.GetFirstValidBarDateTime(dateTime);
! 			DataRow foundRow = this.Rows.Find(keys);
! 			if(foundRow==null)
! 				throw new Exception("No bar for such a dateTime!");
! 			return (float)foundRow[Bars.Close];
! 		}
! 		
! 		/// <summary>
! 		/// Gets the first valid open at the given dateTime
! 		/// </summary>
! 		/// <returns></returns>
! 		public float GetFirstValidOpen(DateTime dateTime )
! 		{
! 			object[] keys = new object[1];
! 			keys[0] = this.GetFirstValidBarDateTime(dateTime);
! 			DataRow foundRow = this.Rows.Find(keys);
! 			if(foundRow==null)
! 				throw new Exception("No bar for such a dateTime!");
! 			return (float)foundRow[Bars.Open];
! 		}
  	}
  }

[Quantproject-developers] QuantProject/b3_Data/DataProviders/Bars/Caching DailyBarCache.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-serv13498/b3_Data/DataProviders/Bars/Caching

Modified Files:
	DailyBarCache.cs 
Log Message:
private DateTime[] dailyTimes;
is now
private List< Time > dailyTimes;

Index: DailyBarCache.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/DataProviders/Bars/Caching/DailyBarCache.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** DailyBarCache.cs	8 Nov 2008 20:19:44 -0000	1.1
--- DailyBarCache.cs	12 Nov 2008 20:38:21 -0000	1.2
***************
*** 26,29 ****
--- 26,30 ----
  using QuantProject.ADT;
  using QuantProject.ADT.Histories;
+ using QuantProject.ADT.Timing;
  using QuantProject.DataAccess;
  
***************
*** 36,40 ****
  	{
  		private int barInterval;
! 		private DateTime[] dailyTimes;
  		
  		private int roughNumberOfItemsToBeCachedWithASingleQuery;
--- 37,41 ----
  	{
  		private int barInterval;
! 		private List< Time > dailyTimes;
  		
  		private int roughNumberOfItemsToBeCachedWithASingleQuery;
***************
*** 57,61 ****
  		public DailyBarCache(
  			int barInterval ,
! 			DateTime[] dailyTimes )
  		{
  			this.checkParameters( dailyTimes );
--- 58,62 ----
  		public DailyBarCache(
  			int barInterval ,
! 			List< Time > dailyTimes )
  		{
  			this.checkParameters( dailyTimes );
***************
*** 89,113 ****
  		
  		#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(
! 			int indexForCurrentDailyTime , DateTime[] dailyTimes )
  		{
! 			DateTime currentDailyTime = dailyTimes[ indexForCurrentDailyTime ];
! 			DateTime nextDailyTime = dailyTimes[ indexForCurrentDailyTime + 1 ];
  			if ( currentDailyTime >= nextDailyTime )
  				throw new Exception(
--- 90,116 ----
  		
  		#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(
! 			int indexForCurrentDailyTime , List< Time > dailyTimes )
  		{
! 			Time currentDailyTime =
! 				dailyTimes[ indexForCurrentDailyTime ];
! 			Time nextDailyTime =
! 				dailyTimes[ indexForCurrentDailyTime + 1 ];
  			if ( currentDailyTime >= nextDailyTime )
  				throw new Exception(
***************
*** 119,125 ****
  					" while it should <" );
  		}
! 		private void checkIfDailyTimesAreInStrictAscendingOrder( DateTime[] dailyTimes )
  		{
! 			for ( int index = 0 ; index < dailyTimes.Length - 1 ; index++ )
  				this.checkIfDailyTimesAreInStrictAscendingOrder(
  					index , dailyTimes );
--- 122,128 ----
  					" while it should <" );
  		}
! 		private void checkIfDailyTimesAreInStrictAscendingOrder( List< Time > dailyTimes )
  		{
! 			for ( int index = 0 ; index < dailyTimes.Count - 1 ; index++ )
  				this.checkIfDailyTimesAreInStrictAscendingOrder(
  					index , dailyTimes );
***************
*** 127,133 ****
  		#endregion checkIfDailyTimesAreInStrictAscendingOrder
  		
! 		private void checkParameters( DateTime[] dailyTimes )
  		{
! 			this.checkDailyTimesAreActuallyTimes( dailyTimes );
  			this.checkIfDailyTimesAreInStrictAscendingOrder( dailyTimes );
  		}
--- 130,136 ----
  		#endregion checkIfDailyTimesAreInStrictAscendingOrder
  		
! 		private void checkParameters( List< Time > dailyTimes )
  		{
! //			this.checkDailyTimesAreActuallyTimes( dailyTimes );
  			this.checkIfDailyTimesAreInStrictAscendingOrder( dailyTimes );
  		}
***************
*** 170,174 ****
  			int numberOfDaysToBeCachedForASingleQuery =
  				this.roughNumberOfItemsToBeCachedWithASingleQuery /
! 				this.dailyTimes.Length;
  			return numberOfDaysToBeCachedForASingleQuery;
  		}
--- 173,177 ----
  			int numberOfDaysToBeCachedForASingleQuery =
  				this.roughNumberOfItemsToBeCachedWithASingleQuery /
! 				this.dailyTimes.Count;
  			return numberOfDaysToBeCachedForASingleQuery;
  		}

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

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

Update of /cvsroot/quantproject/QuantProject/b2_DataAccess
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv13437/b2_DataAccess

Modified Files:
	SQLBuilder.cs 
Log Message:
The signature for the method
public static string GetTimeConstant( DateTime dateTime )
has become
public static string GetTimeConstant( Time time )

Index: SQLBuilder.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b2_DataAccess/SQLBuilder.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** SQLBuilder.cs	8 Nov 2008 20:31:17 -0000	1.2
--- SQLBuilder.cs	12 Nov 2008 20:37:28 -0000	1.3
***************
*** 24,27 ****
--- 24,28 ----
  
  using QuantProject.ADT;
+ using QuantProject.ADT.Timing;
  
  namespace QuantProject.DataAccess
***************
*** 68,78 ****
  		
  		#region GetTimeConstant
! 		public static string GetTimeConstant( DateTime dateTime )
  		{
  			string timeConstant =
  				"'" +
! 				dateTime.Hour.ToString( "00" ) + "." +
! 				dateTime.Minute.ToString( "00" ) + "." +
! 				dateTime.Second.ToString( "00" ) + "'";
  			return timeConstant;
  		}
--- 69,79 ----
  		
  		#region GetTimeConstant
! 		public static string GetTimeConstant( Time time )
  		{
  			string timeConstant =
  				"'" +
! 				time.Hour.ToString( "00" ) + "." +
! 				time.Minute.ToString( "00" ) + "." +
! 				time.Second.ToString( "00" ) + "'";
  			return timeConstant;
  		}
***************
*** 80,97 ****
  		
  		#region GetFilterForTime
! 		private static void getFilterForTime_checkParameters( DateTime time )
! 		{
! //			if ( ( comparisonOperator != "=" ) &&
! //			    ( comparisonOperator != "<" ) &&
! //			    ( comparisonOperator != "<=" ) &&
! //			    ( comparisonOperator != ">" ) &&
! //			    ( comparisonOperator != ">=" ) )
  //				throw new Exception(
! //					"comparisonOperator can either be '=' or '<' or '<=' or '>' or '>='" );
! 			if ( !ExtendedDateTime.IsTime( time ) )
! 				throw new Exception(
! 					"time is actually not a time. Use the method " +
! 					"QuantProject.ADT.ExtendedDateTime.GetTime() to build your time" );
! 		}
  		
  		#region getFilterForTime_actually
--- 81,98 ----
  		
  		#region GetFilterForTime
! //		private static void getFilterForTime_checkParameters( DateTime time )
! //		{
! ////			if ( ( comparisonOperator != "=" ) &&
! ////			    ( comparisonOperator != "<" ) &&
! ////			    ( comparisonOperator != "<=" ) &&
! ////			    ( comparisonOperator != ">" ) &&
! ////			    ( comparisonOperator != ">=" ) )
! ////				throw new Exception(
! ////					"comparisonOperator can either be '=' or '<' or '<=' or '>' or '>='" );
! //			if ( !ExtendedDateTime.IsTime( time ) )
  //				throw new Exception(
! //					"time is actually not a time. Use the method " +
! //					"QuantProject.ADT.ExtendedDateTime.GetTime() to build your time" );
! //		}
  		
  		#region getFilterForTime_actually
***************
*** 121,130 ****
  		}
  		private static string getFilterForTime_actually(
! 			string fieldName , SqlComparisonOperator sqlComparisonOperator , DateTime time )
  		{
  			string filterForDailyTime =
  				"(Format([baDateTimeForOpen],'hh:mm:ss')" +
  				SQLBuilder.getSqlStringForComparisonOperator( sqlComparisonOperator ) +
! 				SQLBuilder.GetTimeConstant( time );
  			return filterForDailyTime;
  		}
--- 122,131 ----
  		}
  		private static string getFilterForTime_actually(
! 			string fieldName , SqlComparisonOperator sqlComparisonOperator , Time time )
  		{
  			string filterForDailyTime =
  				"(Format([baDateTimeForOpen],'hh:mm:ss')" +
  				SQLBuilder.getSqlStringForComparisonOperator( sqlComparisonOperator ) +
! 				SQLBuilder.GetTimeConstant( time ) + ")";
  			return filterForDailyTime;
  		}
***************
*** 141,147 ****
  		/// <returns></returns>
  		internal static string GetFilterForTime(
! 			string fieldName , SqlComparisonOperator sqlComparisonOperator , DateTime time )
  		{
! 			SQLBuilder.getFilterForTime_checkParameters( time );
  			string filterForTime =
  				SQLBuilder.getFilterForTime_actually(
--- 142,148 ----
  		/// <returns></returns>
  		internal static string GetFilterForTime(
! 			string fieldName , SqlComparisonOperator sqlComparisonOperator , Time time )
  		{
! //			SQLBuilder.getFilterForTime_checkParameters( time );
  			string filterForTime =
  				SQLBuilder.getFilterForTime_actually(

[Quantproject-developers] QuantProject/b2_DataAccess DataBase.cs, 1.10, 1.11

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

Update of /cvsroot/quantproject/QuantProject/b2_DataAccess
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv13271/b2_DataAccess

Modified Files:
	DataBase.cs 
Log Message:
The type of a parameter has been changed DateTime[] to List< Time >

Index: DataBase.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b2_DataAccess/DataBase.cs,v
retrieving revision 1.10
retrieving revision 1.11
diff -C2 -d -r1.10 -r1.11
*** DataBase.cs	8 Nov 2008 20:29:09 -0000	1.10
--- DataBase.cs	12 Nov 2008 20:36:28 -0000	1.11
***************
*** 23,31 ****
--- 23,34 ----
  using System;
  using System.Collections;
+ using System.Collections.Generic;
  using System.Data;
  using System.Data.OleDb;
  using System.Windows.Forms;
+ 
  using QuantProject.ADT;
  using QuantProject.ADT.Histories;
+ using QuantProject.ADT.Timing;
  
  namespace QuantProject.DataAccess
***************
*** 211,222 ****
  //		#endregion getFilterForDailyTime
  		
! 		private static string getFilterForDailyTimes( DateTime[] dailyTimes )
  		{
  			string filterForDailyTimes = "";
! 			foreach( DateTime dateTime in dailyTimes )
  				filterForDailyTimes =
  					filterForDailyTimes +
  					SQLBuilder.GetFilterForTime(
! 						"baDateTimeForOpen" , SqlComparisonOperator.Equal , dateTime ) +
  					" and ";
  			filterForDailyTimes = filterForDailyTimes.Substring(
--- 214,225 ----
  //		#endregion getFilterForDailyTime
  		
! 		private static string getFilterForDailyTimes( List< Time > dailyTimes )
  		{
  			string filterForDailyTimes = "";
! 			foreach( Time time in dailyTimes )
  				filterForDailyTimes =
  					filterForDailyTimes +
  					SQLBuilder.GetFilterForTime(
! 						"baDateTimeForOpen" , SqlComparisonOperator.Equal , time ) +
  					" and ";
  			filterForDailyTimes = filterForDailyTimes.Substring(
***************
*** 232,236 ****
  			DateTime firstDateTime ,
  			DateTime lastDateTime ,
! 			DateTime[] dailyTimes )
  		{
  			string sql =
--- 235,239 ----
  			DateTime firstDateTime ,
  			DateTime lastDateTime ,
! 			List< Time > dailyTimes )
  		{
  			string sql =
***************
*** 258,262 ****
  			DateTime firstDateTime ,
  			DateTime lastDateTime ,
! 			DateTime[] dailyTimes )
  		{
  			string sql = DataBase.getSqlForBarDataTable(
--- 261,265 ----
  			DateTime firstDateTime ,
  			DateTime lastDateTime ,
! 			List< Time > dailyTimes )
  		{
  			string sql = DataBase.getSqlForBarDataTable(
***************
*** 287,291 ****
  			DateTime firstDateTime ,
  			DateTime lastDateTime ,
! 			DateTime[] dailyTimes )
  		{
  			DataTable barDataTable = DataBase.getBarDataTable(
--- 290,294 ----
  			DateTime firstDateTime ,
  			DateTime lastDateTime ,
! 			List< Time > dailyTimes )
  		{
  			DataTable barDataTable = DataBase.getBarDataTable(

[Quantproject-developers] QuantProject/b3_Data Data_SD.csproj, 1.4, 1.5

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

Update of /cvsroot/quantproject/QuantProject/b3_Data
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv13177/b3_Data

Modified Files:
	Data_SD.csproj 
Log Message:
DataTables\Bars.cs has been added

Index: Data_SD.csproj
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/Data_SD.csproj,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** Data_SD.csproj	8 Nov 2008 20:22:11 -0000	1.4
--- Data_SD.csproj	12 Nov 2008 20:34:58 -0000	1.5
***************
*** 53,56 ****
--- 53,57 ----
      <Compile Include="DataProviders\Quotes\HistoricalQuotesProvider.cs" />
      <Compile Include="DataProviders\Quotes\MarketStatusSwitch.cs" />
+     <Compile Include="DataTables\Bars.cs" />
      <Compile Include="ExtendedDataTable.cs" />
      <Compile Include="FilterBuilder.cs" />

[Quantproject-developers] QuantProject/b2_DataAccess DataAccess_SD.csproj, 1.3, 1.4

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

Update of /cvsroot/quantproject/QuantProject/b2_DataAccess
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv13142/b2_DataAccess

Modified Files:
	DataAccess_SD.csproj 
Log Message:
Tables\Bars.cs has been added

Index: DataAccess_SD.csproj
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b2_DataAccess/DataAccess_SD.csproj,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** DataAccess_SD.csproj	8 Nov 2008 20:08:48 -0000	1.3
--- DataAccess_SD.csproj	12 Nov 2008 20:34:34 -0000	1.4
***************
*** 56,59 ****
--- 56,60 ----
      <Compile Include="SqlComparisonOperator.cs" />
      <Compile Include="SqlExecutor.cs" />
+     <Compile Include="Tables\Bars.cs" />
      <Compile Include="ValidationTypes.cs" />
      <Compile Include="Tables\FaultyTickers.cs" />

[Quantproject-developers] QuantProject/b4_Business Business_SD.csproj, 1.30, 1.31

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

Update of /cvsroot/quantproject/QuantProject/b4_Business
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv13062/b4_Business

Modified Files:
	Business_SD.csproj 
Log Message:
a05_Timing\IndexBasedHistoricalTimer.cs has been added

Index: Business_SD.csproj
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/Business_SD.csproj,v
retrieving revision 1.30
retrieving revision 1.31
diff -C2 -d -r1.30 -r1.31
*** Business_SD.csproj	8 Nov 2008 20:26:04 -0000	1.30
--- Business_SD.csproj	12 Nov 2008 20:34:09 -0000	1.31
***************
*** 46,49 ****
--- 46,50 ----
    </ItemGroup>
    <ItemGroup>
+     <Compile Include="a05_Timing\IndexBasedHistoricalTimer.cs" />
      <Compile Include="a05_Timing\Timer.cs" />
      <Compile Include="a07_DataProviders\HistoricalBarProvider.cs" />

[Quantproject-developers] QuantProject/b4_Business/a05_Timing IndexBasedHistoricalTimer.cs, NONE, 1.1

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a05_Timing
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv13006/b4_Business/a05_Timing

Added Files:
	IndexBasedHistoricalTimer.cs 
Log Message:
Throws out DateTime(s) at given daily times, but only if the given
index is quoted at those DateTime(s)

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

IndexBasedHistoricalTimer.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.Generic;

using QuantProject.ADT.Histories;
using QuantProject.ADT.Timing;
using QuantProject.Data.DataTables;

namespace QuantProject.Business.Timing
{
	/// <summary>
	/// Throws out DateTime(s) at given daily times, but only if the given
	/// index is quoted at those DateTime(s)
	/// </summary>
	public class IndexBasedHistoricalTimer : Timer
	{
		private string indexTicker;
		DateTime firstDateTime;
		DateTime lastDateTime;
		List< Time > dailyTimes;
		
		List< DateTime > dateTimesToBeThrown;
		private int currentDateTimeIndex;
		
		public IndexBasedHistoricalTimer(
			string indexTicker ,
			DateTime firstDateTime ,
			DateTime lastDateTime ,
			List< Time > dailyTimes )
		{
			this.indexTicker = indexTicker;
			this.firstDateTime = firstDateTime;
			this.lastDateTime = lastDateTime;
			this.dailyTimes = dailyTimes;
		}
		
		#region initializeTimer
		
		#region initialize_dateTimesToBeThrown
		private void initialize_dateTimesToBeThrown(
			History dateTimesToBeThrownHistory )
		{
			this.dateTimesToBeThrown = new List< DateTime >();
			foreach ( DateTime dateTime in dateTimesToBeThrownHistory )
				this.dateTimesToBeThrown.Add( dateTime );
		}
		private void initialize_dateTimesToBeThrown()
		{
			History dateTimesToBeThrownHistory =
				Bars.GetMarketDateTimes(
					this.indexTicker , this.firstDateTime , this.lastDateTime ,
					this.dailyTimes );
			this.initialize_dateTimesToBeThrown( dateTimesToBeThrownHistory );
		}
		#endregion initialize_dateTimesToBeThrown
		
		protected override void initializeTimer()
		{
			this.initialize_dateTimesToBeThrown();
			this.currentDateTimeIndex = 0;
			this.currentDateTime = this.dateTimesToBeThrown[ currentDateTimeIndex ];
		}
		#endregion initializeTimer
		
		#region moveNext
		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
	}
}

[Quantproject-developers] QuantProject/b1_ADT ADT_SD.csproj, 1.11, 1.12

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

Update of /cvsroot/quantproject/QuantProject/b1_ADT
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv12892/b1_ADT

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

Index: ADT_SD.csproj
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b1_ADT/ADT_SD.csproj,v
retrieving revision 1.11
retrieving revision 1.12
diff -C2 -d -r1.11 -r1.12
*** ADT_SD.csproj	7 Jun 2008 14:08:32 -0000	1.11
--- ADT_SD.csproj	12 Nov 2008 20:32:06 -0000	1.12
***************
*** 98,104 ****
--- 98,106 ----
      <Compile Include="Collections\FloatArrayManager.cs" />
      <Compile Include="Collections\Set.cs" />
+     <Compile Include="Timing\Time.cs" />
    </ItemGroup>
    <ItemGroup>
      <Folder Include="Messaging" />
+     <Folder Include="Timing" />
      <Folder Include="Optimizing\BruteForce" />
      <Folder Include="Optimizing\BruteForce\ParametersManagers" />

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

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

Update of /cvsroot/quantproject/QuantProject/b1_ADT/Timing
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv12834

Added Files:
	Time.cs 
Log Message:
Represent a time (for any possible date)

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

Time.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>
	/// Represent a time (for any possible date)
	/// </summary>
	public struct Time : IEquatable<Time> , IComparable<Time>
	{
		private DateTime standardDateTime;
		
		public int Hour
		{
			get { return this.standardDateTime.Hour; }
		}
		
		public int Minute
		{
			get { return this.standardDateTime.Minute; }
		}

		public int Second
		{
			get { return this.standardDateTime.Second; }
		}

		
		
		#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<Time>" declaration.
		
		public Time( int hour , int minute , int second )
		{
			this.standardDateTime = new DateTime(
				1900 , 1 , 1 , hour , minute , second );
		}

		public Time( DateTime dateTime )
		{
			this.standardDateTime = new DateTime(
				1900 , 1 , 1 ,
				dateTime.Hour , dateTime.Minute , dateTime.Second );
		}
		
		public override bool Equals(object obj)
		{
			if (obj is Time)
				return Equals((Time)obj); // use Equals method below
			else
				return false;
		}
		
		public bool Equals(Time 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 ==(Time lhs, Time rhs)
		{
			return lhs.Equals(rhs);
		}
		
		public static bool operator !=(Time lhs, Time rhs)
		{
			return !(lhs.Equals(rhs)); // use operator == and negate result
		}
		#endregion Equals and GetHashCode implementation
		
		public static bool operator <=(Time lhs, Time rhs)
		{
			bool isLessThanOrEqual =
				( lhs.standardDateTime <= rhs.standardDateTime );
			return isLessThanOrEqual;
		}
		
		public static bool operator >=(Time lhs, Time rhs)
		{
			bool isGreaterThanOrEqual =
				( lhs.standardDateTime >= rhs.standardDateTime );
			return isGreaterThanOrEqual;
		}
		
		public static bool operator <(Time lhs, Time rhs)
		{
			bool isLessThan =
				( lhs.standardDateTime < rhs.standardDateTime );
			return isLessThan;
		}
		
		public static bool operator >(Time lhs, Time rhs)
		{
			bool isGreaterThan =
				( lhs.standardDateTime > rhs.standardDateTime );
			return isGreaterThan;
		}
		
		public int CompareTo(Time other)
		{
			int compareTo = 0;
			if ( this < other )
				compareTo = -1;
			if ( this > other )
				compareTo = 1;
			return compareTo;
		}
	}
}

[Quantproject-developers] QuantProject/b1_ADT/Timing - New directory

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

Update of /cvsroot/quantproject/QuantProject/b1_ADT/Timing
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv12551/Timing

Log Message:
Directory /cvsroot/quantproject/QuantProject/b1_ADT/Timing added to the repository

[Quantproject-developers] QuantProject/b1_ADT/Histories History.cs, 1.14, 1.15

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

Update of /cvsroot/quantproject/QuantProject/b1_ADT/Histories
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv22539/b1_ADT/Histories

Modified Files:
	History.cs 
Log Message:
Added methods ContainsAllTheDateTimesIn and ContainsAtAGivenPercentageDateTimesIn

Index: History.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b1_ADT/Histories/History.cs,v
retrieving revision 1.14
retrieving revision 1.15
diff -C2 -d -r1.14 -r1.15
*** History.cs	29 Sep 2008 21:12:26 -0000	1.14
--- History.cs	9 Nov 2008 19:23:02 -0000	1.15
***************
*** 126,129 ****
--- 126,160 ----
  		}
  		
+ 		/// <summary>
+ 		/// Returns true iif current history contains all the
+ 		/// dateTimes contained in the given comparingHistoryOfDateTimes
+ 		/// </summary>
+ 		public bool ContainsAllTheDateTimesIn( History comparingHistoryOfDateTimes )
+ 		{
+ 			bool returnValue = true;
+ 			foreach ( DateTime dateTime in comparingHistoryOfDateTimes.Keys )
+ 				if ( ! this.ContainsKey( dateTime ) )
+ 					returnValue = false;
+ 			return returnValue;
+ 		}
+ 		
+ 		/// <summary>
+ 		/// Returns true iif current history contains at the given percentage the
+ 		/// dateTimes contained in the given comparingHistoryOfDateTimes
+ 		/// </summary>
+ 		public bool ContainsAtAGivenPercentageDateTimesIn( History comparingHistoryOfDateTimes, double percentageOfDateTimes )
+ 		{
+ 			if(percentageOfDateTimes <= 0 || percentageOfDateTimes > 100)
+ 				throw new Exception ("invalid percentage");
+ 			int numberOfContainedDateTimes = 0;
+ 			int numberOfComparingDateTimes = comparingHistoryOfDateTimes.Count;
+ 			foreach ( DateTime dateTime in comparingHistoryOfDateTimes.Keys )
+ 				if ( this.ContainsKey( dateTime ) )
+ 					numberOfContainedDateTimes++;
+ 						
+ 			return numberOfContainedDateTimes >=
+ 			    	(percentageOfDateTimes * numberOfComparingDateTimes)/100;
+ 		}
+ 		
  		public void Interpolate( ICollection dateTimeCollection ,
  			IInterpolationMethod interpolationMethod )

[Quantproject-developers] QuantProject/b3_Data/DataTables TickerDataTable.cs, 1.10, 1.11

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

Update of /cvsroot/quantproject/QuantProject/b3_Data/DataTables
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv22501/b3_Data/DataTables

Modified Files:
	TickerDataTable.cs 
Log Message:
Added method GetTickersQuotedAtAGivenPercentageOfDateTimes

Index: TickerDataTable.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/DataTables/TickerDataTable.cs,v
retrieving revision 1.10
retrieving revision 1.11
diff -C2 -d -r1.10 -r1.11
*** TickerDataTable.cs	19 Jan 2008 19:29:34 -0000	1.10
--- TickerDataTable.cs	9 Nov 2008 19:22:14 -0000	1.11
***************
*** 1,4 ****
  /*
! QuantDownloader - Quantitative Finance Library
  
  TickerDataTable.cs
--- 1,4 ----
  /*
! QuantProject - Quantitative Finance Library
  
  TickerDataTable.cs
***************
*** 236,239 ****
--- 236,327 ----
      #endregion GetTickersQuotedInEachMarketDay
      
+     #region GetTickersQuotedAtEachDateTime
+     
+     private static void getTickersQuotedAtAGivenPercentageOfDateTimes_addRow(DataRow rowToBeAdded, int numberOfTradingDateTimes,
+                                DataTable tableToWhichRowIsToBeAdded)
+     {
+       DataRow newRow = tableToWhichRowIsToBeAdded.NewRow();
+       newRow[0]= rowToBeAdded[0];
+       newRow["NumberOfBars"] = numberOfTradingDateTimes;
+       tableToWhichRowIsToBeAdded.Rows.Add(newRow);
+     }
+     
+     private static void getTickersQuotedAtAGivenPercentageOfDateTimes_handleRow(
+     	DataRow row , History marketDateTimes , double percentageOfDateTimes ,
+     	DateTime firstQuoteDate , DateTime lastQuoteDate ,
+     	DataTable tableToWhichRowIsToBeAdded )
+     {
+     	History dateTimesForTicker = Bars.GetMarketDateTimes( (string)row[0],
+     	                                      firstQuoteDate , lastQuoteDate );
+     	if( dateTimesForTicker.ContainsAtAGivenPercentageDateTimesIn( marketDateTimes , percentageOfDateTimes ) )
+     		//the current ticker has been effectively traded at the given percentage of times
+     		//for the given market date times
+     		TickerDataTable.getTickersQuotedAtAGivenPercentageOfDateTimes_addRow(
+     			row , dateTimesForTicker.Count , tableToWhichRowIsToBeAdded );
+     }
+     
+         
+     private static void addColumnNumberOfBars(DataTable tableToAnalyze)
+     {
+       if(!tableToAnalyze.Columns.Contains("NumberOfBars"))
+         tableToAnalyze.Columns.Add("NumberOfBars", System.Type.GetType("System.Int32"));
+     }
+     
+     public static DataTable GetTickersQuotedAtAGivenPercentageOfDateTimes(string marketIndex, double percentageOfDateTimes,
+                                                                           DataTable setOfTickers,
+     																																			DateTime firstBarDateTime, DateTime lastBarDateTime,
+     																																			long maxNumOfReturnedTickers)
+     {
+     	History marketDateTimesForIndex = Bars.GetMarketDateTimes(marketIndex,
+     	                                                  firstBarDateTime , lastBarDateTime);
+     	return GetTickersQuotedAtAGivenPercentageOfDateTimes(
+     		marketDateTimesForIndex , percentageOfDateTimes , setOfTickers ,
+     		firstBarDateTime , lastBarDateTime , maxNumOfReturnedTickers );
+     }
+     
+     public static DataTable GetTickersQuotedAtAGivenPercentageOfDateTimes(string marketIndex, double percentageOfDateTimes,
+                                                                           string groupID,
+     																																			DateTime firstBarDateTime, DateTime lastBarDateTime,
+     																																			long maxNumOfReturnedTickers)
+     {
+     	DataTable groupOfTicker =
+     		QuantProject.DataAccess.Tables.Tickers_tickerGroups.GetTickers(groupID);
+     	return GetTickersQuotedAtAGivenPercentageOfDateTimes(
+     		marketIndex , percentageOfDateTimes , groupOfTicker ,
+     		firstBarDateTime , lastBarDateTime , maxNumOfReturnedTickers );
+     }
+         
+     /// <summary>
+     /// Returns a dataTable containing tickers that are quoted
+     /// at a given percentage of time with respect to
+     /// a history of marketDateTimes
+     /// </summary>
+     /// <param name="percentageOfDateTimes">percentage (0 to 100) of times of quotation
+     /// with respect to a given history of marketDateTimes. For example:
+     /// with 50, it will be returned a dataTable with all the tickers 
+     /// that have at least 0,5*(number of marketDateTimes) quoted dateTimes in common
+     /// with marketDateTimes</param>
+     /// <returns></returns>
+     public static DataTable GetTickersQuotedAtAGivenPercentageOfDateTimes(
+     	History marketDateTimes, double percentageOfDateTimes, 
+     	DataTable setOfTickers,
+     	DateTime firstBarDateTime, DateTime lastBarDateTime,
+     	long maxNumOfReturnedTickers)
+     {
+     	if(percentageOfDateTimes <= 0 || percentageOfDateTimes > 100)
+     		throw new Exception ("invalid percentage");
+     	
+     	TickerDataTable.addColumnNumberOfBars(setOfTickers);
+     	DataTable returnValue = setOfTickers.Clone();
+     	foreach(DataRow row in setOfTickers.Rows)
+     		getTickersQuotedAtAGivenPercentageOfDateTimes_handleRow(
+     			row , marketDateTimes , percentageOfDateTimes ,
+     			firstBarDateTime , lastBarDateTime , returnValue );
+     	ExtendedDataTable.DeleteRows(returnValue, maxNumOfReturnedTickers);
+     	return returnValue;
+     }
+     
+     #endregion GetTickersQuotedAtAGivenPercentageOfDateTimes
+     
      public static DataTable GetTickersQuotedInEachMarketDay(string marketIndex, DataTable setOfTickers,
                                                              DateTime firstQuoteDate,

[Quantproject-developers] QuantProject/b4_Business/a2_Strategies/Eligibles ByPriceMostLiquidQuotedAtEachDateTime.cs, NONE, 1.1

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/Eligibles
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv22483/b4_Business/a2_Strategies/Eligibles

Added Files:
	ByPriceMostLiquidQuotedAtEachDateTime.cs 
Log Message:
Added eligible selector ByPriceMostLiquidQuotedAtEachDateTime

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

ByPriceMostLiquidQuotedAtEachDateTime.cs
Copyright (C) 2008
Marco Milletti

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.Data;

using QuantProject.ADT.Histories;
using QuantProject.ADT.Messaging;
using QuantProject.Data.DataTables;
using QuantProject.Data.Selectors;

namespace QuantProject.Business.Strategies.Eligibles
{
	/// <summary>
	/// Implements IEligiblesSelector for selecting a given max number of tickers through
	/// the following step-by-step selecting process:
	/// -step 1: all tickers belonging to a given group
	/// are selected (the group can be "temporized": that is tickers
	/// are returned depending on the time the selection is requested:
	/// the group SP 500 should be like that);
	/// -step 2: from tickers selected by step 1, the most liquid
	///  are selected (not more than a given max number);
	/// -step 3: from tickers selected by step 2, the ones that are
	/// always quoted at all given market dateTimes are selected (not more than a given max number);
	/// </summary>
	[Serializable]
	public class ByPriceMostLiquidQuotedAtEachDateTime : IEligiblesSelector
	{
		public event NewMessageEventHandler NewMessage;
		
		private bool temporizedGroup;
		private string tickersGroupID;
		private int maxNumberOfEligibleTickersToBeChosen;
		private int numOfDaysForAverageOpenRawPriceComputation;
		private double minPrice;
		private double maxPrice;
		private string marketIndex;
		
		public string Description
		{
			get{
				return "From_" + this.tickersGroupID + " (temporized: " +
					this.temporizedGroup.ToString() + ")\n" +
					"MaxNumOfEligibles_" + this.maxNumberOfEligibleTickersToBeChosen.ToString() + "\n" +
					"AverageRawOpenPriceRange(computed for the last " + 
					this.numOfDaysForAverageOpenRawPriceComputation.ToString() + "):\n" +
					"From_" + this.minPrice + "_to_" + this.maxPrice + "\n" +
					"Most Liquid and Always Quoted at each market day (^GSPC) for the in sample time frame";
			}
		}
				
		public ByPriceMostLiquidQuotedAtEachDateTime(
			string tickersGroupID , bool temporizedGroup, 
			int maxNumberOfEligibleTickersToBeChosen,
		 	int numOfDaysForAverageOpenRawPriceComputation, double minPrice, double maxPrice,
		  string marketIndex)
		{
			this.temporizedGroup = temporizedGroup;
			this.tickersGroupID = tickersGroupID;
			this.maxNumberOfEligibleTickersToBeChosen =
				maxNumberOfEligibleTickersToBeChosen;
			this.numOfDaysForAverageOpenRawPriceComputation =
				numOfDaysForAverageOpenRawPriceComputation;
			this.minPrice = minPrice;
			this.maxPrice = maxPrice;
			this.marketIndex = marketIndex;
		}

		private EligibleTickers getEligibleTickers_actually(
			History history )
		{
			DateTime currentDate = history.LastDateTime; 

			SelectorByGroup group;
			if(this.temporizedGroup)
			//the group is "temporized": returned set of tickers
			// depend on time
				group = new SelectorByGroup(this.tickersGroupID,
				                            currentDate);
      else//the group is not temporized
      	group = new SelectorByGroup(this.tickersGroupID);
      DataTable tickersFromGroup = group.GetTableOfSelectedTickers();

      int numOfTickersInGroupAtCurrentDate = tickersFromGroup.Rows.Count;
      SelectorByAverageRawOpenPrice byPrice =
      		new SelectorByAverageRawOpenPrice(tickersFromGroup,false,
      	                                  currentDate.AddDays(-this.numOfDaysForAverageOpenRawPriceComputation),
      	                                  currentDate,
      	                                  numOfTickersInGroupAtCurrentDate,
      	                                  this.minPrice,this.maxPrice, 0.00001, double.MaxValue);
     	DataTable dataTableByPrice =
				byPrice.GetTableOfSelectedTickers();

			SelectorByLiquidity mostLiquidSelector =
				new SelectorByLiquidity( dataTableByPrice ,
        false, history.FirstDateTime, currentDate,
        this.maxNumberOfEligibleTickersToBeChosen);
      DataTable dataTableMostLiquid =
				mostLiquidSelector.GetTableOfSelectedTickers();

//			DataSet dataSet = new DataSet();
//			dataSet.Tables.Add( dataTableMostLiquid );
//			dataSet.WriteXml( "c:\\qpReports\\pairsTrading\\eligiblesCon_ByPriceMostLiquidAlwaysQuoted.xml" );
			
      History marketDateTimes =
      	Bars.GetMarketDateTimes(this.marketIndex,history.FirstDateTime,
      	                        history.LastDateTime);
      double percentageOfDateTimes = 100.0;
      
      SelectorByQuotationAtAGivenPercentageOfDateTimes quotedAtPercOfDateTimesFromLastSelection =
        new SelectorByQuotationAtAGivenPercentageOfDateTimes( dataTableMostLiquid ,
        false, marketDateTimes,
        this.maxNumberOfEligibleTickersToBeChosen,
        percentageOfDateTimes);
      DataTable dataTableToBeReturned =
				quotedAtPercOfDateTimesFromLastSelection.GetTableOfSelectedTickers();
			
      return
				new EligibleTickers( dataTableToBeReturned );
		}
		
		private void getEligibleTickers_sendNewMessage(
			EligibleTickers eligibleTickers )
		{
			string message = "Number of Eligible tickers: " +
				eligibleTickers.Count;
			NewMessageEventArgs newMessageEventArgs =
				new NewMessageEventArgs( message );
			if(this.NewMessage != null)
				this.NewMessage( this , newMessageEventArgs );
		}
		
		/// <summary>
		/// Returns the eligible tickers
		/// </summary>
		/// <returns></returns>
		public EligibleTickers GetEligibleTickers(
			History history )
		{
			EligibleTickers eligibleTickers =
				this.getEligibleTickers_actually( history );
			this.getEligibleTickers_sendNewMessage( eligibleTickers );
			return eligibleTickers;
		}
	}
}

[Quantproject-developers] QuantProject/b3_Data/Selectors SelectorByQuotationAtAGivenPercentageOfDateTimes.cs, NONE, 1.1

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

Update of /cvsroot/quantproject/QuantProject/b3_Data/Selectors
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv22404/b3_Data/Selectors

Added Files:
	SelectorByQuotationAtAGivenPercentageOfDateTimes.cs 
Log Message:
Added SelectorByQuotationAtAGivenPercentageOfDateTimes, for selecting tickers
that have bars at a given percentage of DateTimed with respect to a given benchmark 

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

SelectorByQuotationAtAGivenPercentageOfDateTimes.cs
Copyright (C) 2008 
Marco Milletti

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 System.Data;
using System.Windows.Forms;

using QuantProject.ADT.Histories;
using QuantProject.DataAccess.Tables;
using QuantProject.Data.DataTables;

namespace QuantProject.Data.Selectors
{
  /// <summary>
  /// Class for selection on tickers quoted at a given percentage of
  /// date times provided directly or through a given market index
  /// </summary>
   public class SelectorByQuotationAtAGivenPercentageOfDateTimes : TickerSelector , ITickerSelector
  {
    private string marketIndex;
    private History marketDateTimes;
    private double percentageOfDateTimes;
    
    public SelectorByQuotationAtAGivenPercentageOfDateTimes(DataTable setOfTickersToBeSelected, 
                               bool orderInASCmode,
                               DateTime firstBarDateTime,
                               DateTime lastBarDateTime,
                               long maxNumOfReturnedTickers, string marketIndex,
                               double percentageOfDateTimes):
                                    base(setOfTickersToBeSelected, 
                                         orderInASCmode,
                                         firstBarDateTime,
                                         lastBarDateTime,
                                         maxNumOfReturnedTickers)
    {
      this.marketIndex = marketIndex;
      this.percentageOfDateTimes = percentageOfDateTimes;
    }
     public SelectorByQuotationAtAGivenPercentageOfDateTimes(string groupID, 
                                bool orderInASCmode,
                                DateTime firstBarDateTime,
                               	DateTime lastBarDateTime,
                                long maxNumOfReturnedTickers, string marketIndex,
                                double percentageOfDateTimes):
                                  base(groupID, 
                                      orderInASCmode,
                                      firstBarDateTime,
                                      lastBarDateTime,
                                      maxNumOfReturnedTickers)
    {
    	this.marketIndex = marketIndex;
    	this.percentageOfDateTimes = percentageOfDateTimes;
    }
    
    public SelectorByQuotationAtAGivenPercentageOfDateTimes(
    	DataTable setOfTickersToBeSelected , bool orderInASCmode ,
    	History marketDateTimes , long maxNumOfReturnedTickers,
      double percentageOfDateTimes):
    	base(setOfTickersToBeSelected ,
    	     orderInASCmode ,
    	     marketDateTimes.FirstDateTime ,
    	     marketDateTimes.LastDateTime ,
    	     maxNumOfReturnedTickers )
    {
    	this.marketIndex = "";
    	this.marketDateTimes = marketDateTimes;
    	this.percentageOfDateTimes = percentageOfDateTimes;
    }

		 #region GetTableOfSelectedTickers
		 private DataTable getTableOfSelectedTickers_givenDateTimes()
		 {
			 DataTable dataTable =
				 QuantProject.Data.DataTables.TickerDataTable.GetTickersQuotedAtAGivenPercentageOfDateTimes(
				 this.marketDateTimes , this.percentageOfDateTimes , this.setOfTickersToBeSelected , this.firstQuoteDate ,
				 this.lastQuoteDate , this.maxNumOfReturnedTickers );
			 return dataTable;
		 }
		 private DataTable getTableOfSelectedTickers_givenMarketIndex()
		 {
			 if(this.marketIndex == "")
				 throw new Exception("You first need to set TickerSelector's property <<MarketIndex>>!");
           
			 if(this.setOfTickersToBeSelected == null)
				 return QuantProject.Data.DataTables.TickerDataTable.GetTickersQuotedAtAGivenPercentageOfDateTimes(
					 this.marketIndex, this.percentageOfDateTimes , this.groupID, this.firstQuoteDate, this.lastQuoteDate,
					 this.maxNumOfReturnedTickers);        

			 else
				 return QuantProject.Data.DataTables.TickerDataTable.GetTickersQuotedAtAGivenPercentageOfDateTimes(
					 this.marketIndex, this.percentageOfDateTimes , this.setOfTickersToBeSelected, this.firstQuoteDate, this.lastQuoteDate,
					 this.maxNumOfReturnedTickers);
		 }
		 public DataTable GetTableOfSelectedTickers()
		 {
			 if ( this.marketDateTimes != null )
				 // marketDateTimes has been passed to the constructor
				 return this.getTableOfSelectedTickers_givenDateTimes();
			 else
				 // marketIndex has been passed to the constructor
				 return this.getTableOfSelectedTickers_givenMarketIndex();
		 }
		 #endregion GetTableOfSelectedTickers
		 
		 public void SelectAllTickers()
		 {
			 ;
		 }	
	 }
}

[Quantproject-developers] QuantProject/b3_Data/DataTables Bars.cs, NONE, 1.1

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

Update of /cvsroot/quantproject/QuantProject/b3_Data/DataTables
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv22253/b3_Data/DataTables

Added Files:
	Bars.cs 
Log Message:
Added Bars object, providing methods concerning bars 

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

Bars.cs
Copyright (C) 2008 
Marco Milletti

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 System.Data;
using System.Runtime.Serialization;
using System.Text;

using QuantProject.ADT;
using QuantProject.ADT.Collections;
using QuantProject.ADT.Statistics;
using QuantProject.ADT.Histories;
using QuantProject.DataAccess;
using QuantProject.DataAccess.Tables;

namespace QuantProject.Data.DataTables
{
	/// <summary>
	/// DataTable for bars table data
	/// </summary>
	[Serializable]
	public class Bars : DataTable
	{
		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";
		public static string Open = "baOpen";
		public static string High = "baHigh";
		public static string Low = "baLow";
		public static string Close = "baClose";
		public static string Volume = "baVolume";
		private History history;
		
		/// <summary>
		/// Builds a Bars data table containing a row for each ticker in the
		/// collection, with the bars for the given DateTime
		/// </summary>
		/// <param name="tickerCollection">Tickers whose quotes are to be fetched</param>
		/// <param name="dateTime">DateTime for the bars to be fetched</param>
		public Bars( ICollection tickerCollection , DateTime dateTime )
		{
			QuantProject.DataAccess.Tables.Bars.SetDataTable( 
				tickerCollection , dateTime , this );
		}
		public Bars( string ticker , DateTime startDateTime , DateTime endDateTime )
		{
			this.fillDataTable( ticker , startDateTime , endDateTime );
		}

		/// <summary>
		/// builds a Bars data table containing the ticker's bars for the
		/// market dateTimes contained in the marketDateTimes SortedList
		/// </summary>
		/// <param name="ticker"></param>
		/// <param name="marketDateTimes"></param>
		public Bars( string ticker , SortedList marketDateTimes )
		{
			DateTime firstDateTime = (DateTime)marketDateTimes.GetByIndex( 0 );
			DateTime lastDateTime = (DateTime)marketDateTimes.GetByIndex(
				marketDateTimes.Count - 1 );
			this.fillDataTable( ticker , firstDateTime , lastDateTime );
			this.removeNonContainedDateTimes( marketDateTimes );
		}
		#region removeNonContainedDateTimes
		private ArrayList	removeNonContainedDateTimes_getDataRowsToBeRemoved(
			SortedList marketDateTimes )
		{
			ArrayList dataRowsToBeRemoved = new ArrayList();
			foreach( DataRow dataRow in this.Rows )
				if ( !marketDateTimes.ContainsKey(
					(DateTime)dataRow[ Bars.DateTimeForOpen ] ) )
					dataRowsToBeRemoved.Add( dataRow );
			return dataRowsToBeRemoved;
		}
		private void removeDataRows( ICollection dataRowsToBeRemoved )
		{
			foreach ( DataRow dataRowToBeRemoved in dataRowsToBeRemoved )
				this.Rows.Remove( dataRowToBeRemoved );
		}
		private void removeNonContainedDateTimes( SortedList marketDateTimes )
		{
			ArrayList dataRowsToBeRemoved =
				this.removeNonContainedDateTimes_getDataRowsToBeRemoved(
				marketDateTimes );
			this.removeDataRows( dataRowsToBeRemoved );
		}
		#endregion

		public Bars( string ticker )
		{
			this.fillDataTable( 
				ticker ,
				QuantProject.DataAccess.Tables.Bars.GetFirstBarDateTime( ticker ) ,
				QuantProject.DataAccess.Tables.Bars.GetLastBarDateTime( ticker ) );
		}
    public Bars(SerializationInfo info, StreamingContext context)
      : base(info, context)
    {
    }
		private void fillDataTable( string ticker , DateTime startDateTime , DateTime endDateTime )
		{
			QuantProject.DataAccess.Tables.Bars.SetDataTable( 
				ticker , startDateTime , endDateTime , this );
			this.setPrimaryKeys(); 
		}
		private void setPrimaryKeys()
		{
			DataColumn[] columnPrimaryKeys = new DataColumn[1];
			columnPrimaryKeys[0] = this.Columns[Bars.DateTimeForOpen];
			this.PrimaryKey = columnPrimaryKeys;
		}

    /// <summary>
		/// returns date times when the ticker was exchanged, within a given
		/// date time interval
		/// </summary>
		/// <param name="ticker"></param>
		/// <param name="firstDateTime">begin interval</param>
		/// <param name="lastDateTime">end interval</param>
		/// <returns></returns>
		public static History GetMarketDateTimes( string ticker ,
			DateTime firstDateTime , DateTime lastDateTime )
		{
			Bars bars = new Bars( ticker , firstDateTime , lastDateTime );
			History marketDateTimes = new History();
			int i = 0;
			foreach ( DataRow dataRow in bars.Rows )
			{
				marketDateTimes.Add( (DateTime)dataRow[ Bars.DateTimeForOpen ] , (DateTime)dataRow[ Bars.DateTimeForOpen ] );
				i++;
			}
			return marketDateTimes;
		}
    
		#region GetCommonMarketDateTimes
		private static Hashtable getMarketDateTimes( ICollection tickers , DateTime firstDateTime ,
			DateTime lastDateTime )
		{
			Hashtable marketDateTimes = new Hashtable();
			foreach ( string ticker in tickers )
				if ( !marketDateTimes.ContainsKey( ticker ) )
				{
					SortedList marketDateTimesForSingleTicker =
						GetMarketDateTimes( ticker , firstDateTime , lastDateTime );
					marketDateTimes.Add( ticker , marketDateTimesForSingleTicker );
				}
			return marketDateTimes;
		}
		private static bool isCommonDateTime( ICollection tickers , DateTime dateTime ,
			Hashtable marketDateTimes )
		{
			bool itIsCommon = true;
			foreach ( string ticker in tickers )
				itIsCommon = itIsCommon &&
					((SortedList)marketDateTimes[ ticker ]).ContainsKey( dateTime );
			return itIsCommon;
		}
		private static void getCommonMarketDateTimes_ifTheCaseAdd( ICollection tickers , DateTime dateTime ,
			Hashtable marketDateTimes , AdvancedSortedList commonMarketDateTimes )
		{
			if ( isCommonDateTime( tickers , dateTime , marketDateTimes ) )
				commonMarketDateTimes.Add( dateTime , dateTime );
		}
		private static SortedList getCommonMarketDateTimes( ICollection tickers ,
			DateTime firstDateTime , DateTime lastDateTime , Hashtable marketDateTimes )
		{
			AdvancedSortedList commonMarketDateTimes = new AdvancedSortedList();
			DateTime currentDateTime = firstDateTime;
			while ( currentDateTime <= lastDateTime )
			{
				getCommonMarketDateTimes_ifTheCaseAdd( tickers , 
					currentDateTime , marketDateTimes , commonMarketDateTimes );
				currentDateTime = currentDateTime.AddMinutes( 1 );
				//CHECK this statement: it could be cause great delay ...
			}
			return commonMarketDateTimes;
		}

		public static SortedList GetCommonMarketDateTimes( ICollection tickers ,
			DateTime firstDateTime , DateTime lastDateTime )
		{
			Hashtable marketDateTimes = getMarketDateTimes( tickers , firstDateTime , lastDateTime );
      return getCommonMarketDateTimes( tickers , firstDateTime , lastDateTime , marketDateTimes );
		}

		#endregion
		
		/// <summary>
		/// Gets the ticker whose bars are contained into the bars object
		/// </summary>
		/// <returns></returns>
		public string Ticker
		{
			get{ return ((string)this.Rows[ 0 ][ Bars.TickerFieldName ]); }
		}

    /// <summary>
    /// Gets the dateTime of the first bar contained into the Bars object
    /// </summary>
    /// <returns></returns>
    public DateTime StartDateTime
    {
      get{ return ((DateTime)this.Rows[ 0 ][ Bars.DateTimeForOpen ]); }
    }
    /// <summary>
    /// Gets the dateTime of the last bar contained into the Bars object
    /// </summary>
    /// <returns></returns>
    public DateTime EndDateTime
    {
      get{ return ((DateTime)this.Rows[ this.Rows.Count - 1 ][ Bars.DateTimeForOpen ]); }
    }
     
		#region GetHashValue
		/*
		private string getHashValue_getQuoteString_getRowString_getSingleValueString( Object value )
		{
			string returnValue;
			if ( value.GetType() == Type.GetType( "System.DateTime" ) )
				returnValue = ( (DateTime) value ).ToString();
			else
			{
				if ( value.GetType() == Type.GetType( "System.Double" ) )
					returnValue = ( (float) value ).ToString( "F2" );
				else
					returnValue = value.ToString();
			}

			return returnValue + ";";
		}
		/// <summary>
		/// Computes the string representing the concatenation for a single quote row
		/// </summary>
		/// <param name="dataRow"></param>
		/// <returns></returns>
		private StringBuilder getHashValue_getQuoteString_getRowString( DataRowView dataRow )
		{
			StringBuilder returnValue = new StringBuilder( "" );
			foreach ( DataColumn dataColumn in dataRow.DataView.Table.Columns )
				if ( dataColumn.ColumnName != "quTicker" )
					returnValue.Append( getHashValue_getQuoteString_getRowString_getSingleValueString(
						dataRow[ dataColumn.Ordinal ] ) );
			//					returnValue += "ggg";
			//					returnValue += getHashValue_getQuoteString_getRowString_getSingleValueString(
			//						dataRow[ dataColumn ] );
			return returnValue;
		}
		/// <summary>
		/// Computes the string representing the concatenation of all the quotes
		/// </summary>
		/// <param name="ticker"></param>
		/// <returns></returns>
		private string getHashValue_getQuoteString( DataView quotes )
		{
			StringBuilder returnValue = new StringBuilder( "" );
			foreach ( DataRowView dataRow in quotes )
				returnValue.Append( getHashValue_getQuoteString_getRowString( dataRow ) );
			return returnValue.ToString();
		}
		/// <summary>
		/// Computes the hash value for the contained quotes
		/// </summary>
		/// <returns>Hash value for all the quotes</returns>
		public string GetHashValue()
		{
			DataView quotes = new DataView( this );
			return HashProvider.GetHashValue( getHashValue_getQuoteString( quotes ) );
		}
		/// <summary>
		/// Computes the hash value for the contained quotes
		/// since startDate, to endDate
		/// </summary>
		/// <param name="startDate">date where hash begins being computed</param>
		/// <param name="endDate">date where hash ends being computed</param>
		/// <returns></returns>
		public string GetHashValue( DateTime startDate , DateTime endDate )
		{
			DataView quotes = new DataView( this );
			quotes.RowFilter = "( (quDate>=" + FilterBuilder.GetDateConstant( startDate ) +
				") and (quDate<=" + FilterBuilder.GetDateConstant( endDate ) + ") )";
			return HashProvider.GetHashValue( getHashValue_getQuoteString( quotes ) );
		}
		*/
		#endregion
		
		private void setHistory()
		{
			if ( this.history == null )
				// history has not been set, yet
			{
				this.history = new History();
				this.history.Import( this , Bars.DateTimeForOpen , Bars.Close );
			}
		}
		/// <summary>
		/// returns the DateTime for the bar that is precedingMinutes before
		/// dateTime
		/// </summary>
		/// <param name="dateTime"></param>
		/// <param name="precedingMinutes"></param>
		/// <returns></returns>
		public DateTime GetPrecedingDateTime( DateTime dateTime , int precedingMinutes )
		{
			setHistory();
			return (DateTime) history.GetKey( Math.Max( 0 ,
				history.IndexOfKeyOrPrevious( dateTime ) -
				precedingMinutes ) );
		}


		/// <summary>
		/// returns the DateTime for the bar that is followingMinutes after
		/// dateTime
		/// </summary>
		/// <param name="dateTime"></param>
		/// <param name="followingMinutes"></param>
		/// <returns></returns>
		public DateTime GetFollowingDateTime( DateTime dateTime , int followingMinutes )
		{
			setHistory();
			int indexOfKeyOrPrevious =
				history.IndexOfKeyOrPrevious( dateTime );
			DateTime followingDateTime;
			try
			{
				followingDateTime =	(DateTime) history.GetKey( Math.Max( 0 ,
					indexOfKeyOrPrevious + followingMinutes ) );
			}
			catch ( ArgumentOutOfRangeException exception )
			{
				string message = exception.Message;
				throw new Exception( "Quotes.GetFollowingDateTime() error: there is not " +
					"a dateTime for dateTime=" + dateTime.ToString() +
					" and followingMinutes=" + followingMinutes );
			}
			return followingDateTime;
		}
    
    /// <summary>
    /// Returns true if a bar is available at the given dateTime
    /// </summary>
    /// <param name="dateTime">dateTime</param>
    /// <returns></returns>
    public bool HasDateTime( DateTime dateTime )
    {
      /*alternative code, but primary keys need to be set first
      bool hasDate;
      hasDate = this.Rows.Contains(date.Date);
      return hasDate;*/
      setHistory();
      return this.history.ContainsKey(dateTime);
    }
    /// <summary>
    /// If the ticker has a bar at the given dateTime, then it returns the given dateTime,
    /// else it returns the immediate following dateTime at which a bar is available
    /// </summary>
    /// <param name="dateTime">dateTime</param>
    /// <returns></returns>
    public DateTime GetBarDateTimeOrFollowing( DateTime dateTime )
    {
      if( this.HasDateTime( dateTime ) )
      {
        return dateTime;
      }
      else
      {
        return GetBarDateTimeOrFollowing( dateTime.AddMinutes( 1 ) );
      }
    }
    /// <summary>
    /// If the ticker has a bar at the given dateTime, then it returns the given dateTime,
    /// else it returns the immediate preceding dateTime at which a bar is available
    /// </summary>
    /// <param name="dateTime">dateTime</param>
    /// <returns></returns>
    public DateTime GetBarDateTimeOrPreceding( DateTime dateTime )
    {
      if( this.HasDateTime( dateTime ) )
      {
        return dateTime;
      }
      else
      {
        return GetBarDateTimeOrPreceding( dateTime.AddMinutes( - 1 ) );
      }
    }

    /// <summary>
    /// If the ticker has a bar at the given dateTime, then it returns the given dateTime,
    /// else it returns the first valid following dateTime at which a bar is available
    /// (or the first valid preceding dateTime, in case dateTime is >= the dateTime of the last available bar) 
    /// </summary>
    /// <param name="dateTime">dateTime</param>
    /// <returns></returns>
    public DateTime GetFirstValidBarDateTime(DateTime dateTime)
    {
      DateTime startDateTime =  this.StartDateTime;
      DateTime endDateTime = this.EndDateTime;
      if( dateTime < startDateTime || (dateTime>=startDateTime && dateTime<=endDateTime))
      {
        return this.GetBarDateTimeOrFollowing(dateTime);
      }
      else
      {
        return this.GetBarDateTimeOrPreceding(dateTime);
      }
    }
		/// <summary>
		/// returns the first bar dateTime for the ticker
		/// </summary>
		/// <param name="ticker"></param>
		/// <returns></returns>
		public static DateTime GetFirstBarDateTime( string ticker )
		{
			return QuantProject.DataAccess.Tables.Bars.GetFirstBarDateTime( ticker );
		}


    /// <summary>
    /// Gets the close at the given dateTime
    /// </summary>
    /// <returns></returns>
    public float GetClose(DateTime dateTime )
    {
      object[] keys = new object[1];
      keys[0] = dateTime.Date;
      DataRow foundRow = this.Rows.Find(keys);
      if(foundRow==null)
        throw new Exception("No bar for such a dateTime!");
      return (float)foundRow[ Bars.Close ]; 
    }

    /// <summary>
    /// Gets the first valid raw (not adjusted) close at the given date
    /// </summary>
    /// <returns></returns>
    public float GetFirstValidClose(DateTime dateTime )
    {
      object[] keys = new object[1];
      keys[0] = this.GetFirstValidBarDateTime(dateTime);
      DataRow foundRow = this.Rows.Find(keys);
      if(foundRow==null)
        throw new Exception("No bar for such a dateTime!");
      return (float)foundRow[Bars.Close]; 
    }
    
    /// <summary>
    /// Gets the first valid open at the given dateTime
    /// </summary>
    /// <returns></returns>
    public float GetFirstValidOpen(DateTime dateTime )
    {
      object[] keys = new object[1];
      keys[0] = this.GetFirstValidBarDateTime(dateTime);
      DataRow foundRow = this.Rows.Find(keys);
      if(foundRow==null)
        throw new Exception("No bar for such a dateTime!");
      return (float)foundRow[Bars.Open]; 
    }
	}
}

[Quantproject-developers] QuantProject/b2_DataAccess/Tables Bars.cs, NONE, 1.1

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

Update of /cvsroot/quantproject/QuantProject/b2_DataAccess/Tables
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv22014/b2_DataAccess/Tables

Added Files:
	Bars.cs 
Log Message:
Added Bars object for accessing database's table bars 

--- NEW FILE: Bars.cs ---
/*
QuantDownloader - Quantitative Finance Library

Bars.cs
Copyright (C) 2008 
Marco Milletti

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 System.Data;
using System.Text;
using System.Windows.Forms;
using QuantProject.ADT;
using QuantProject.ADT.Histories;

namespace QuantProject.DataAccess.Tables
{
	/// <summary>
	/// Class to access the Quotes table
	/// </summary>
	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";
		public static string Open = "baOpen";
		public static string High = "baHigh";
		public static string Low = "baLow";
		public static string Close = "baClose";
		public static string Volume = "baVolume";   
    
		private DataTable bars;
    
		/// <summary>
		/// Gets the ticker whose bars are contained into the Bars object
		/// </summary>
		/// <returns></returns>
		public string Ticker
		{
			get{ return ((string)this.bars.Rows[ 0 ][ Bars.TickerFieldName ]); }
		}

		public Bars( string ticker)
		{
			this.bars = Bars.GetTickerBars( ticker );
		}
		/// <summary>
		/// Creates bars for the given instrument, since the startDateTime to the endDateTime
		/// </summary>
		/// <param name="ticker"></param>
		/// <param name="startDateTime"></param>
		/// <param name="endDateTime"></param>
		public Bars( string ticker , DateTime startDateTime , DateTime endDateTime )
		{
			/// TO DO
		}
		/// <summary>
		/// Returns the dateTime of the first bar for the given ticker
		/// </summary>
		/// <param name="ticker">ticker for which the dateTime of the first bar has to be returned</param>
		/// <returns></returns>
		public static DateTime GetFirstBarDateTime( string ticker )
		{
			DataTable dataTable = SqlExecutor.GetDataTable(
				"select min(" + Bars.DateTimeForOpen + ") as minDate from bars where " + Bars.TickerFieldName + "='" + ticker + "' " +
				"group by " + Bars.TickerFieldName + ")" );
			return (DateTime)(dataTable.Rows[ 0 ][ "minDate" ]);
		}
		/// <summary>
		/// Returns the dateTime of the last bar for the given ticker
		/// </summary>
		/// <param name="ticker">ticker for which the dateTime of the last bar has to be returned</param>
		/// <returns></returns>
		public static DateTime GetLastBarDateTime( string ticker )
		{
			DataTable dataTable = SqlExecutor.GetDataTable(
				"select * from bars where " + Bars.TickerFieldName + "='" + ticker + "' " +
				"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>
    /// <returns></returns>
    public static int GetNumberOfBars( string ticker )
    {
      DataTable dataTable = SqlExecutor.GetDataTable(
        "select * from bars where " + Bars.TickerFieldName + "='" + ticker + "'" );
      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>
    /// <returns></returns>
    public static int GetNumberOfBarsWithEffectiveTrades( string ticker, DateTime firstDateTime,
                                                          DateTime lastDateTime)
    {
      DataTable dataTable = SqlExecutor.GetDataTable(
        "select * from bars WHERE " + Bars.TickerFieldName + "='" + ticker + "'" +
        " 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>
    /// <returns></returns>
    public static float GetClose( string ticker, DateTime dateTime )
    {
      DataTable dataTable = SqlExecutor.GetDataTable(
        "select " + Bars.Close +" from bars where " + Bars.TickerFieldName + "='" + ticker + "' " +
        "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>
    /// <returns></returns>
    public static float GetOpen( string ticker, DateTime dateTime )
    {
      DataTable dataTable = SqlExecutor.GetDataTable(
        "select " + Bars.Open +" from bars where " + Bars.TickerFieldName + "='" + ticker + "' " +
        "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 tickers ordered by a liquidity index
    /// </summary>
    public static DataTable GetTickersByLiquidity( bool orderInASCMode, string groupID,
                                                  DateTime firstQuoteDate,
                                                  DateTime lastQuoteDate,
                                                  long maxNumOfReturnedTickers)
    {
      string sql = "SELECT TOP " + maxNumOfReturnedTickers + " tickers.tiTicker, tickers.tiCompanyName, " +
                    "Avg([quVolume]*[quClose]) AS AverageTradedValue " +
                    "FROM quotes INNER JOIN (tickers INNER JOIN tickers_tickerGroups " +
                    "ON tickers.tiTicker = tickers_tickerGroups.ttTiId) " +
                    "ON quotes.quTicker = tickers_tickerGroups.ttTiId " +
                    "WHERE tickers_tickerGroups.ttTgId='" + groupID + "' " +
                    "AND quotes.quDate BETWEEN " +
                    SQLBuilder.GetDateConstant(firstQuoteDate) + " AND " +
                    SQLBuilder.GetDateConstant(lastQuoteDate) + 
                    "GROUP BY tickers.tiTicker, tickers.tiCompanyName " +
                    "ORDER BY Avg([quVolume]*[quClose])";
      string sortDirection = " DESC";
      if(orderInASCMode)
        sortDirection = " ASC";
      sql = sql + sortDirection;
      return SqlExecutor.GetDataTable( sql );
    }

//		/// <summary>
//		/// returns tickers ordered by liquidity, with a specified min volume
//		/// </summary>
//		/// <param name="orderInASCMode">true iff return must be ordered</param>
//		/// <param name="groupID"></param>
//		/// <param name="firstQuoteDate"></param>
//		/// <param name="lastQuoteDate"></param>
//		/// <param name="maxNumOfReturnedTickers"></param>
//		/// <param name="minVolume"></param>
//		/// <returns></returns>
//		public static DataTable GetTickersByLiquidity( bool orderInASCMode, string groupID,
//			DateTime firstQuoteDate,
//			DateTime lastQuoteDate,
//			long minVolume,
//			long maxNumOfReturnedTickers
//			)
//		{
//			string sql = "SELECT TOP " + maxNumOfReturnedTickers + " tickers.tiTicker, tickers.tiCompanyName, " +
//				"Avg([quVolume]*[quClose]) AS AverageTradedValue " +
//				"FROM quotes INNER JOIN (tickers INNER JOIN tickers_tickerGroups " +
//				"ON tickers.tiTicker = tickers_tickerGroups.ttTiId) " +
//				"ON quotes.quTicker = tickers_tickerGroups.ttTiId " +
//				"WHERE tickers_tickerGroups.ttTgId='" + groupID + "' " +
//				"AND quotes.quDate BETWEEN " +
//				SQLBuilder.GetDateConstant(firstQuoteDate) + " AND " +
//				SQLBuilder.GetDateConstant(lastQuoteDate) + 
//				"GROUP BY tickers.tiTicker, tickers.tiCompanyName " +
//				"HAVING Avg([quVolume])>=" + minVolume.ToString() + " " +
//				"ORDER BY Avg([quVolume])";
//			string sortDirection = " DESC";
//			if(orderInASCMode)
//				sortDirection = " ASC";
//			sql = sql + sortDirection;
//			return SqlExecutor.GetDataTable( sql );
//		}
//
//    
//
//    /// <summary>
//    /// Returns tickers ordered by a close to close volatility index (stdDev of adjustedCloseToClose ratio)
//    /// </summary>
//    public static DataTable GetTickersByCloseToCloseVolatility( bool orderInASCMode, string groupID,
//                                                    DateTime firstQuoteDate,
//                                                    DateTime lastQuoteDate,
//                                                    long maxNumOfReturnedTickers)
//    {
//      string sql = "SELECT TOP " + maxNumOfReturnedTickers + " tickers.tiTicker, tickers.tiCompanyName, " +
//        "StDev(quotes.quAdjustedCloseToCloseRatio) AS AdjCloseToCloseStandDev " +
//        "FROM quotes INNER JOIN (tickers INNER JOIN tickers_tickerGroups " +
//        "ON tickers.tiTicker = tickers_tickerGroups.ttTiId) " +
//        "ON quotes.quTicker = tickers_tickerGroups.ttTiId " +
//        "WHERE tickers_tickerGroups.ttTgId='" + groupID + "' " +
//        "AND quotes.quDate BETWEEN " +
//        SQLBuilder.GetDateConstant(firstQuoteDate) + " AND " +
//        SQLBuilder.GetDateConstant(lastQuoteDate) + 
//        "GROUP BY tickers.tiTicker, tickers.tiCompanyName " +
//        "ORDER BY StDev(quotes.quAdjustedCloseToCloseRatio)";
//      string sortDirection = " DESC";
//      if(orderInASCMode)
//        sortDirection = " ASC";
//      sql = sql + sortDirection;
//      return SqlExecutor.GetDataTable( sql );
//    }
//
//    /// <summary>
//    /// Returns tickers ordered by the open to close volatility index (stdDev of OTC ratio)
//    /// </summary>
//    public static DataTable GetTickersByOpenToCloseVolatility( bool orderInASCMode, string groupID,
//      DateTime firstQuoteDate,
//      DateTime lastQuoteDate,
//      long maxNumOfReturnedTickers)
//    {
//      string sql = "SELECT TOP " + maxNumOfReturnedTickers + " tickers.tiTicker, tickers.tiCompanyName, " +
//        "StDev(quotes.quClose/quotes.quOpen - 1) AS OpenToCloseStandDev " +
//        "FROM quotes INNER JOIN (tickers INNER JOIN tickers_tickerGroups " +
//        "ON tickers.tiTicker = tickers_tickerGroups.ttTiId) " +
//        "ON quotes.quTicker = tickers_tickerGroups.ttTiId " +
//        "WHERE tickers_tickerGroups.ttTgId='" + groupID + "' " +
//        "AND quotes.quDate BETWEEN " +
//        SQLBuilder.GetDateConstant(firstQuoteDate) + " AND " +
//        SQLBuilder.GetDateConstant(lastQuoteDate) + 
//        "GROUP BY tickers.tiTicker, tickers.tiCompanyName " +
//        "ORDER BY StDev(quotes.quClose/quotes.quOpen - 1)";
//      string sortDirection = " DESC";
//      if(orderInASCMode)
//        sortDirection = " ASC";
//      sql = sql + sortDirection;
//      return SqlExecutor.GetDataTable( sql );
//    }
//
//    /// <summary>
//    /// Returns tickers ordered by average close to close performance 
//    /// </summary>
//    public static DataTable GetTickersByAverageCloseToClosePerformance( bool orderInASCMode, string groupID,
//                                                          DateTime firstQuoteDate,
//                                                          DateTime lastQuoteDate,
//                                                          long maxNumOfReturnedTickers)
//    {
//      string sql = "SELECT TOP " + maxNumOfReturnedTickers + " tickers.tiTicker, tickers.tiCompanyName, " +
//        "Avg(quotes.quAdjustedCloseToCloseRatio) AS AverageCloseToClosePerformance " +
//        "FROM quotes INNER JOIN (tickers INNER JOIN tickers_tickerGroups " +
//        "ON tickers.tiTicker = tickers_tickerGroups.ttTiId) " +
//        "ON quotes.quTicker = tickers_tickerGroups.ttTiId " +
//        "WHERE tickers_tickerGroups.ttTgId='" + groupID + "' " +
//        "AND quotes.quDate BETWEEN " +
//        SQLBuilder.GetDateConstant(firstQuoteDate) + " AND " +
//        SQLBuilder.GetDateConstant(lastQuoteDate) + 
//        "GROUP BY tickers.tiTicker, tickers.tiCompanyName " +
//        "ORDER BY Avg(quotes.quAdjustedCloseToCloseRatio)";
//      string sortDirection = " DESC";
//      if(orderInASCMode)
//        sortDirection = " ASC";
//      sql = sql + sortDirection;
//      return SqlExecutor.GetDataTable( sql );
//    }
//
//    /// <summary>
//    /// Returns tickers ordered by average open to close performance (in the same bar)
//    /// </summary>
//    public static DataTable GetTickersByAverageOpenToClosePerformance( bool orderInASCMode, string groupID,
//                                                            DateTime firstQuoteDate,
//                                                            DateTime lastQuoteDate,
//                                                            double maxAbsoluteAverageOTCPerformance,
//                                                            long maxNumOfReturnedTickers)
//    {
//      string sql = "SELECT TOP " + maxNumOfReturnedTickers + " tickers.tiTicker, tickers.tiCompanyName, " +
//        "Avg(quotes.quClose/quotes.quOpen - 1) AS AverageOpenToClosePerformance " +
//        "FROM quotes INNER JOIN (tickers INNER JOIN tickers_tickerGroups " +
//        "ON tickers.tiTicker = tickers_tickerGroups.ttTiId) " +
//        "ON quotes.quTicker = tickers_tickerGroups.ttTiId " +
//        "WHERE tickers_tickerGroups.ttTgId='" + groupID + "' " +
//        "AND quotes.quDate BETWEEN " +
//        SQLBuilder.GetDateConstant(firstQuoteDate) + " AND " +
//        SQLBuilder.GetDateConstant(lastQuoteDate) + 
//        "GROUP BY tickers.tiTicker, tickers.tiCompanyName " +
//      	"HAVING Avg(quotes.quClose/quotes.quOpen - 1) <= " + maxAbsoluteAverageOTCPerformance +
//      	" AND Avg(quotes.quClose/quotes.quOpen - 1) >= -" + maxAbsoluteAverageOTCPerformance + " " +
//        "ORDER BY Avg(quotes.quClose/quotes.quOpen)";
//      string sortDirection = " DESC";
//      if(orderInASCMode)
//        sortDirection = " ASC";
//      sql = sql + sortDirection;
//      return SqlExecutor.GetDataTable( sql );
//    }
//
//    /// <summary>
//    /// returns tickers ordered by the average raw open price that is over
//    /// a given minimum, at a given time interval
//    /// </summary>
//    public static DataTable GetTickersByRawOpenPrice( bool orderInASCMode, string groupID,
//                                                      DateTime firstQuoteDate,
//                                                      DateTime lastQuoteDate,
//                                                      long maxNumOfReturnedTickers, double minPrice )
//    {
//      string sql = "SELECT TOP " + maxNumOfReturnedTickers + " quotes.quTicker, tickers.tiCompanyName, " +
//        "Avg(quotes.quOpen) AS AverageRawOpenPrice " +
//        "FROM (quotes INNER JOIN tickers ON quotes.quTicker=tickers.tiTicker) " +
//        "INNER JOIN tickers_tickerGroups ON tickers.tiTicker=tickers_tickerGroups.ttTiId " +
//        "WHERE quotes.quDate Between " + SQLBuilder.GetDateConstant(firstQuoteDate) + " " +
//        "AND " + SQLBuilder.GetDateConstant(lastQuoteDate) + " " +
//        "AND " + "tickers_tickerGroups.ttTgId='" + groupID + "' " +
//        "GROUP BY quotes.quTicker, tickers.tiCompanyName " +
//        "HAVING Avg(quotes.quOpen) >= " + minPrice + " " + 
//        "ORDER BY Avg(quotes.quOpen)";
//      string sortDirection = " DESC";
//      if(orderInASCMode)
//        sortDirection = " ASC";
//      sql = sql + sortDirection;
//      return SqlExecutor.GetDataTable( sql );
//    }
//
//    /// <summary>
//    /// returns tickers ordered by average raw open price level,
//    /// with a given standard deviation, in a given time interval
//    /// </summary>
//    public static DataTable GetTickersByRawOpenPrice( bool orderInASCMode, string groupID,
//                                                    DateTime firstQuoteDate,
//                                                    DateTime lastQuoteDate,
//                                                    long maxNumOfReturnedTickers, double minPrice,
//                                                    double maxPrice, double minStdDeviation,
//                                                    double maxStdDeviation)
//    {
//      string sql = "SELECT TOP " + maxNumOfReturnedTickers + " quotes.quTicker, tickers.tiCompanyName, " +
//                    "Avg(quotes.quOpen) AS AverageRawOpenPrice, StDev(quotes.quOpen) AS StdDevRawOpenPrice " +
//                  "FROM (quotes INNER JOIN tickers ON quotes.quTicker=tickers.tiTicker) " +
//                  "INNER JOIN tickers_tickerGroups ON tickers.tiTicker=tickers_tickerGroups.ttTiId " +
//                  "WHERE quotes.quDate Between " + SQLBuilder.GetDateConstant(firstQuoteDate) + " " +
//                  "AND " + SQLBuilder.GetDateConstant(lastQuoteDate) + " " +
//                  "AND " + "tickers_tickerGroups.ttTgId='" + groupID + "' " +
//                  "GROUP BY quotes.quTicker, tickers.tiCompanyName " +
//                  "HAVING Avg(quotes.quOpen) BETWEEN " + minPrice + " AND " + maxPrice + " " +
//                    "AND StDev(quotes.quOpen) BETWEEN " + minStdDeviation + " AND " + maxStdDeviation + " " +
//                  "ORDER BY Avg(quotes.quOpen)";
//      string sortDirection = " DESC";
//      if(orderInASCMode)
//        sortDirection = " ASC";
//      sql = sql + sortDirection;
//      return SqlExecutor.GetDataTable( sql );
//    }
    
//    /// <summary>
//    /// returns the average traded value for the given ticker in the specified interval
//    /// </summary>
//    public static double GetAverageTradedValue( string ticker,
//                                                DateTime firstQuoteDate,
//                                                DateTime lastQuoteDate)
//                                                
//    {
//      DataTable dt;
//      string sql = "SELECT quotes.quTicker, " +
//          "Avg([quVolume]*[quClose]) AS AverageTradedValue " +
//          "FROM quotes WHERE quTicker ='" + 
//          ticker + "' " +
//          "AND quotes.quDate BETWEEN " + SQLBuilder.GetDateConstant(firstQuoteDate) + 
//          " AND " + SQLBuilder.GetDateConstant(lastQuoteDate) + 
//          " GROUP BY quotes.quTicker";
//      dt = SqlExecutor.GetDataTable( sql );
//      if(dt.Rows.Count==0)
//        return 0;
//      else
//        return (double)dt.Rows[0]["AverageTradedValue"];
//     }
//
//    /// <summary>
//    /// returns the average traded volume for the given ticker in the specified interval
//    /// </summary>
//    public static double GetAverageTradedVolume( string ticker,
//      DateTime firstQuoteDate,
//      DateTime lastQuoteDate)
//                                                
//    {
//      DataTable dt;
//      string sql = "SELECT quotes.quTicker, " +
//        "Avg([quVolume]) AS AverageTradedVolume " +
//        "FROM quotes WHERE quTicker ='" + 
//        ticker + "' " +
//        "AND quotes.quDate BETWEEN " + SQLBuilder.GetDateConstant(firstQuoteDate) + 
//        " AND " + SQLBuilder.GetDateConstant(lastQuoteDate) + 
//        " GROUP BY quotes.quTicker";
//      dt = SqlExecutor.GetDataTable( sql );
//      if(dt.Rows.Count==0)
//        return 0;
//      else
//        return (double)dt.Rows[0]["AverageTradedVolume"];
//    }
//
//    /// <summary>
//    /// returns the average close to close performance value for the given ticker in the specified interval
//    /// </summary>
//    public static double GetAverageCloseToClosePerformance( string ticker,
//                                                            DateTime firstQuoteDate,
//                                                            DateTime lastQuoteDate)
//                                                
//    {
//      DataTable dt;
//      string sql = "SELECT quotes.quTicker, " +
//        "Avg([quAdjustedCloseToCloseRatio]) AS AverageCloseToClosePerformance " +
//        "FROM quotes WHERE quTicker ='" + 
//        ticker + "' " +
//        "AND quotes.quDate BETWEEN " + SQLBuilder.GetDateConstant(firstQuoteDate) + 
//        " AND " + SQLBuilder.GetDateConstant(lastQuoteDate) + 
//        " GROUP BY quotes.quTicker";
//      dt = SqlExecutor.GetDataTable( sql );
//      if(dt.Rows.Count==0)
//        return 0;
//      else
//        return (double)dt.Rows[0]["AverageCloseToClosePerformance"];
//    }
//
//    /// <summary>
//    /// returns the average open to close performance
//    /// for the given ticker in the specified interval
//    /// </summary>
//    public static double GetAverageOpenToClosePerformance(string ticker,
//                                                          DateTime firstQuoteDate,
//                                                          DateTime lastQuoteDate)
//                                                
//    {
//      DataTable dt;
//      string sql = "SELECT quotes.quTicker, " +
//        "Avg([quClose]/[quOpen] - 1) AS AverageOpenToClosePerformance " +
//        "FROM quotes WHERE quTicker ='" + 
//        ticker + "' " +
//        "AND quotes.quDate BETWEEN " + SQLBuilder.GetDateConstant(firstQuoteDate) + 
//        " AND " + SQLBuilder.GetDateConstant(lastQuoteDate) + 
//        " GROUP BY quotes.quTicker";
//      dt = SqlExecutor.GetDataTable( sql );
//      return (double)dt.Rows[0]["AverageOpenToClosePerformance"];
//    }
//
//
//    /// <summary>
//    /// returns the standard deviation of the adjusted close to close ratio
//    /// for the given ticker in the specified interval
//    /// </summary>
//    public static double GetAdjustedCloseToCloseStandardDeviation( string ticker,
//                                                                    DateTime firstQuoteDate,
//                                                                    DateTime lastQuoteDate)
//                                                
//    {
//      double adjCloseToCloseStdDev = 0.0;
//			DataTable dt;
//      string sql = "SELECT quotes.quTicker, " +
//        "StDev(quotes.quAdjustedCloseToCloseRatio) AS AdjCloseToCloseStandDev " +
//        "FROM quotes WHERE quTicker ='" + 
//        ticker + "' " +
//        "AND quotes.quDate BETWEEN " + SQLBuilder.GetDateConstant(firstQuoteDate) + 
//        " AND " + SQLBuilder.GetDateConstant(lastQuoteDate) + 
//        " GROUP BY quotes.quTicker";
//      dt = SqlExecutor.GetDataTable( sql );
//      
//			if( dt.Rows.Count > 0 &&
//				  DBNull.Value != dt.Rows[0]["AdjCloseToCloseStandDev"] )
//        adjCloseToCloseStdDev = (double)dt.Rows[0]["AdjCloseToCloseStandDev"];
//
//			return adjCloseToCloseStdDev;
//    }
//    
//    /// <summary>
//    /// returns the standard deviation of the open to close ratio
//    /// for the given ticker in the specified interval
//    /// </summary>
//    public static double GetOpenToCloseStandardDeviation( string ticker,
//                                                          DateTime firstQuoteDate,
//                                                          DateTime lastQuoteDate)
//                                                
//    {
//      DataTable dt;
//      string sql = "SELECT quotes.quTicker, " +
//        "StDev(quotes.quClose/quotes.quOpen - 1) AS OpenToCloseStandDev " +
//        "FROM quotes WHERE quTicker ='" + 
//        ticker + "' " +
//        "AND quotes.quDate BETWEEN " + SQLBuilder.GetDateConstant(firstQuoteDate) + 
//        " AND " + SQLBuilder.GetDateConstant(lastQuoteDate) + 
//        " GROUP BY quotes.quTicker";
//      dt = SqlExecutor.GetDataTable( sql );
//      return (double)dt.Rows[0]["OpenToCloseStandDev"];
//    }
//
//    /// <summary>
//    /// returns the standard deviation of the adjusted close to open ratio
//    /// for the given ticker in the specified interval
//    /// </summary>
//    public static double GetCloseToOpenStandardDeviation( string ticker,
//      DateTime firstQuoteDate,
//      DateTime lastQuoteDate)
//                                                
//    {
//      double returnValue = Double.MaxValue;
//      
//      DataTable dt;
//      string sql = "SELECT quotes.quTicker, " +
//        "StDev(quotes.quClose/quotes.quOpen) AS CloseToOpenStandDev " +
//        "FROM quotes WHERE quTicker ='" + 
//        ticker + "' " +
//        "AND quotes.quDate BETWEEN " + SQLBuilder.GetDateConstant(firstQuoteDate) + 
//        " AND " + SQLBuilder.GetDateConstant(lastQuoteDate) + 
//        " GROUP BY quotes.quTicker";
//      dt = SqlExecutor.GetDataTable( sql );
//      if(dt.Rows.Count > 0)
//      {  
//        if( dt.Rows[0]["CloseToOpenStandDev"] is double )
//        //cast is possible
//            returnValue = (double)dt.Rows[0]["CloseToOpenStandDev"];
//      }
//      return returnValue;
//    } 
//    
//    /// <summary>
//    /// returns the average raw open price for the given ticker, 
//    /// at the specified time interval 
//    /// </summary>
//    public static double GetAverageRawOpenPrice( string ticker,
//                                                DateTime firstQuoteDate,
//                                                DateTime lastQuoteDate)
//                                                
//    {
//      double returnValue = 0;
//    	DataTable dt;
//      string sql = "SELECT quotes.quTicker, tickers.tiCompanyName, " +
//                    "Avg(quotes.quOpen) AS AverageRawOpenPrice " +
//                  "FROM (quotes INNER JOIN tickers ON quotes.quTicker=tickers.tiTicker) " +
//                  "INNER JOIN tickers_tickerGroups ON tickers.tiTicker=tickers_tickerGroups.ttTiId " +
//                  "WHERE quotes.quTicker ='" + ticker + 
//      			  "' AND quotes.quDate Between " + SQLBuilder.GetDateConstant(firstQuoteDate) + " " +
//                  "AND " + SQLBuilder.GetDateConstant(lastQuoteDate) + " " +
//                  "GROUP BY quotes.quTicker, tickers.tiCompanyName";
//      dt = SqlExecutor.GetDataTable( sql );
//      if(dt.Rows.Count > 0)
//      {  
//        if( dt.Rows[0]["AverageRawOpenPrice"] is double )
//        //cast is possible
//            returnValue = (double)dt.Rows[0]["AverageRawOpenPrice"];
//      }
//      return returnValue;
//      	
//     }
//
//	/// <summary>
//    /// returns raw open price's standard deviation for the given ticker,
//    /// at the specified time interval
//	/// </summary>
//    public static double GetRawOpenPriceStdDeviation( string ticker,
//                                                DateTime firstQuoteDate,
//                                                DateTime lastQuoteDate)
//                                                
//    {
//      double returnValue = Double.MaxValue;
//			DataTable dt;
//      string sql = "SELECT quotes.quTicker, tickers.tiCompanyName, " +
//                    "StDev(quotes.quOpen) AS RawOpenPriceStdDev " +
//                  "FROM (quotes INNER JOIN tickers ON quotes.quTicker=tickers.tiTicker) " +
//                  "INNER JOIN tickers_tickerGroups ON tickers.tiTicker=tickers_tickerGroups.ttTiId " +
//                  "WHERE quotes.quTicker ='" + ticker + 
//      			  "' AND quotes.quDate Between " + SQLBuilder.GetDateConstant(firstQuoteDate) + " " +
//                  "AND " + SQLBuilder.GetDateConstant(lastQuoteDate) + " " +
//                  "GROUP BY quotes.quTicker, tickers.tiCompanyName";
//      dt = SqlExecutor.GetDataTable( sql );
//      if(dt.Rows.Count > 0)
//      {  
//        if( dt.Rows[0]["RawOpenPriceStdDev"] is double )
//        //cast is possible
//            returnValue = (double)dt.Rows[0]["RawOpenPriceStdDev"];
//      }
//      return returnValue;
//     }
//    
//	  /// <summary>
//    /// Returns number of days for which raw close was greater than raw open 
//    /// for the given interval of days (for the given ticker).
//    /// </summary>
//    public static int GetNumberOfOpenToCloseWinningDays(string ticker,
//                                                   DateTime firstQuoteDate,
//                               										 DateTime lastQuoteDate)
//    {
//      DataTable dt;
//      int returnValue = 0;
//    	string sql = "SELECT Count(*) AS CloseToOpenWinningDays " +
//      						"FROM quotes WHERE " + 
//    							"quotes.quDate Between " + SQLBuilder.GetDateConstant(firstQuoteDate) + " " +
//                  "AND " + SQLBuilder.GetDateConstant(lastQuoteDate) + " " +
//                  "AND " + "quotes.quTicker='" + ticker + "' " +
//    							"AND quotes.quClose > quotes.quOpen";
//    	
//     	dt = SqlExecutor.GetDataTable( sql );
//     	if(dt.Rows.Count > 0)
//     	{
//     		if(dt.Rows[0][0] is int)
//     			returnValue = (int)dt.Rows[0][0];
//     	}
//     	return returnValue;
//    }
	
  	/// <summary>
		/// returns the bars DataTable for the given ticker
		/// </summary>
		/// <param name="instrumentKey">ticker whose bars are to be returned</param>
		/// <returns></returns>
		public static DataTable GetTickerBars( string instrumentKey )
		{
			string sql = "select * from bars where " + Bars.TickerFieldName + "='" + instrumentKey + "' " +
				"order by " + Bars.DateTimeForOpen;
			return SqlExecutor.GetDataTable( sql );
		}
    
    /// <summary>
    /// returns the bars DataTable for the given ticker
    /// </summary>
    /// <param name="instrumentKey">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>
    /// <returns></returns>
    public static DataTable GetTickerBars( string instrumentKey, DateTime firstBarDateTime,
                                              DateTime lastBarDateTime)
    {
      string sql = "select * from bars where " + Bars.TickerFieldName + "='" + instrumentKey + "' " +
        "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
		/// </summary>
		/// <param name="tickerOrGroupID">The symbol of a ticker or the groupID corresponding to a specific set of tickers</param>
		/// <param name="startDateTime"></param>
		/// <param name="endDateTime"></param>
		/// <returns></returns>
		public static void SetDataTable( string tickerOrGroupID , DateTime startDateTime , DateTime endDateTime ,
			DataTable dataTable)
		{
			string sql;
			if(Tickers_tickerGroups.HasTickers(tickerOrGroupID))
				sql =	"select * from bars INNER JOIN tickers_tickerGroups ON " +
					"bars." + Bars.TickerFieldName + "=tickers_tickerGroups." + Tickers_tickerGroups.Ticker + " " +
					"where " + Tickers_tickerGroups.GroupID + "='" + tickerOrGroupID + "' " +
					"and " + Bars.DateTimeForOpen + ">=" + SQLBuilder.GetDateTimeConstant( startDateTime ) + " " +
					"and " + Bars.DateTimeForOpen + "<=" + SQLBuilder.GetDateTimeConstant( endDateTime ) + " " +
					"order by " + Bars.DateTimeForOpen;
			else
				sql =	"select * from bars " +
					"where " + Bars.TickerFieldName + "='" + tickerOrGroupID + "' " +
					"and " + Bars.DateTimeForOpen + ">=" + SQLBuilder.GetDateTimeConstant( startDateTime ) + " " +
					"and " + Bars.DateTimeForOpen + "<=" + SQLBuilder.GetDateTimeConstant( endDateTime ) + " " +
					"order by " + Bars.DateTimeForOpen;
			
			SqlExecutor.SetDataTable( sql , dataTable );
		}

		#region SetDataTable for tickerList
		private static string setDataTable_getTickerListWhereClause_getSingleTickerWhereClause(
			string ticker )
		{
			return "(" + Bars.TickerFieldName + "='" + ticker + "')";
		}
		private static string setDataTable_getTickerListWhereClause( ICollection tickerCollection )
		{
			string returnValue = "";
			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 + " )";
		}
		/// <summary>
		/// Builds a Bars data table containing a row for each ticker in the
		/// collection, with the bars for the given DateTime
		/// </summary>
		/// <param name="tickerCollection">Tickers whose quotes are to be fetched</param>
		/// <param name="dateTime">Date for the quotes to be fetched</param>
		/// <param name="dataTable">Output parameter</param>
		public static void SetDataTable( ICollection tickerCollection , DateTime dateTime , DataTable dataTable)
		{
			string sql;
			sql =	"select * from bars " +
				"where " + setDataTable_getTickerListWhereClause( tickerCollection ) +
				" and " + Bars.DateTimeForOpen + "=" + SQLBuilder.GetDateTimeConstant( dateTime ) + " " +
				"order by " + Bars.TickerFieldName;
			
			SqlExecutor.SetDataTable( sql , dataTable );
		}
		#endregion

	}
}

[Quantproject-developers] QuantProject/b4_Business/a2_Strategies/returnsManagement/time CloseToCloseIntervals.cs, 1.5, 1.6 CloseToOpenIntervals.cs, 1.3, 1.4 DailyOpenToCloseIntervals.cs, 1.4, 1.5 OpenToCloseCloseToOpenIntervals.cs, 1.3, 1.4 OpenToOpenIntervals.cs, 1.2, 1.3

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/returnsManagement/time
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv10013/b4_Business/a2_Strategies/returnsManagement/time

Modified Files:
	CloseToCloseIntervals.cs CloseToOpenIntervals.cs 
	DailyOpenToCloseIntervals.cs 
	OpenToCloseCloseToOpenIntervals.cs OpenToOpenIntervals.cs 
Log Message:
Added Serializable attribute

Index: CloseToOpenIntervals.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/returnsManagement/time/CloseToOpenIntervals.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** CloseToOpenIntervals.cs	29 Sep 2008 21:15:13 -0000	1.3
--- CloseToOpenIntervals.cs	9 Nov 2008 16:36:21 -0000	1.4
***************
*** 30,33 ****
--- 30,34 ----
  	/// Close to Open intervals to be used to compute close to open returns
  	/// </summary>
+ 	[Serializable]
  	public class CloseToOpenIntervals : ReturnIntervals
  	{

Index: CloseToCloseIntervals.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/returnsManagement/time/CloseToCloseIntervals.cs,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** CloseToCloseIntervals.cs	29 Sep 2008 21:15:13 -0000	1.5
--- CloseToCloseIntervals.cs	9 Nov 2008 16:36:21 -0000	1.6
***************
*** 30,33 ****
--- 30,34 ----
  	/// Close to close intervals to be used to compute close to close returns
  	/// </summary>
+ 	[Serializable]
  	public class CloseToCloseIntervals : ReturnIntervals
  	{

Index: OpenToCloseCloseToOpenIntervals.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/returnsManagement/time/OpenToCloseCloseToOpenIntervals.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** OpenToCloseCloseToOpenIntervals.cs	29 Sep 2008 21:17:13 -0000	1.3
--- OpenToCloseCloseToOpenIntervals.cs	9 Nov 2008 16:36:21 -0000	1.4
***************
*** 33,36 ****
--- 33,37 ----
  	/// by the next open to close return, and so on
  	/// </summary>
+ 	[Serializable]
  	public class OpenToCloseCloseToOpenIntervals : ReturnIntervals
  	{
***************
*** 65,69 ****
  				(DateTime)this.marketDaysForBenchmark.GetKey( i + 1 );
  			ReturnInterval returnCTOInterval = new ReturnInterval(
! 				HistoricalEndOfDayTimer.GetMarketClose( dateTimeForCTOEnd ) ,
  				HistoricalEndOfDayTimer.GetMarketOpen( dateTimeForCTOEnd ) );
  //				new EndOfDayDateTime( dateTimeForOTC ,
--- 66,70 ----
  				(DateTime)this.marketDaysForBenchmark.GetKey( i + 1 );
  			ReturnInterval returnCTOInterval = new ReturnInterval(
! 				HistoricalEndOfDayTimer.GetMarketClose( dateTimeForOTC ) ,
  				HistoricalEndOfDayTimer.GetMarketOpen( dateTimeForCTOEnd ) );
  //				new EndOfDayDateTime( dateTimeForOTC ,

Index: DailyOpenToCloseIntervals.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/returnsManagement/time/DailyOpenToCloseIntervals.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** DailyOpenToCloseIntervals.cs	29 Sep 2008 21:15:14 -0000	1.4
--- DailyOpenToCloseIntervals.cs	9 Nov 2008 16:36:21 -0000	1.5
***************
*** 30,33 ****
--- 30,34 ----
  	/// Open to close intervals to be used to compute open to close returns
  	/// </summary>
+ 	[Serializable]
  	public class DailyOpenToCloseIntervals : ReturnIntervals
  	{

Index: OpenToOpenIntervals.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/returnsManagement/time/OpenToOpenIntervals.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** OpenToOpenIntervals.cs	29 Sep 2008 21:17:13 -0000	1.2
--- OpenToOpenIntervals.cs	9 Nov 2008 16:36:21 -0000	1.3
***************
*** 30,33 ****
--- 30,34 ----
  	/// Open to Open intervals to be used to compute open to open returns
  	/// </summary>
+ 	[Serializable]
  	public class OpenToOpenIntervals : ReturnIntervals
  	{

[Quantproject-developers] QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/InSampleChoosers PVO_CTCCorrelationChooser.cs, 1.5, 1.6 PVO_CTCStrongCorrelationChooser.cs, 1.2, 1.3 PVO_CTOCorrelationChooser.cs, 1.1, 1.2 PVO_OTCCorrelationChooser.cs, 1.4, 1.5 PVO_OTCCTOCorrelationChooser.cs, 1.2, 1.3 PVO_OTOCorrelationChooser.cs, 1.2, 1.3 PVOChooserFromSavedBackTestLog.cs, 1.3, 1.4 PVOCorrelationChooser.cs, 1.6, 1.7 PVOGeneticChooser.cs, 1.2, 1.3

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/InSampleChoosers
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv10013/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/InSampleChoosers

Modified Files:
	PVO_CTCCorrelationChooser.cs 
	PVO_CTCStrongCorrelationChooser.cs 
	PVO_CTOCorrelationChooser.cs PVO_OTCCorrelationChooser.cs 
	PVO_OTCCTOCorrelationChooser.cs PVO_OTOCorrelationChooser.cs 
	PVOChooserFromSavedBackTestLog.cs PVOCorrelationChooser.cs 
	PVOGeneticChooser.cs 
Log Message:
Added Serializable attribute

Index: PVO_CTCStrongCorrelationChooser.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/InSampleChoosers/PVO_CTCStrongCorrelationChooser.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** PVO_CTCStrongCorrelationChooser.cs	29 Sep 2008 21:18:49 -0000	1.2
--- PVO_CTCStrongCorrelationChooser.cs	9 Nov 2008 16:36:21 -0000	1.3
***************
*** 42,45 ****
--- 42,46 ----
  	/// requested number of PVOPositions (positions for the PVO strategy)
  	/// </summary>
+ 	[Serializable]
  	public class PVO_CTCStrongCorrelationChooser : IInSampleChooser
  	{

Index: PVO_CTCCorrelationChooser.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/InSampleChoosers/PVO_CTCCorrelationChooser.cs,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** PVO_CTCCorrelationChooser.cs	29 Sep 2008 21:18:49 -0000	1.5
--- PVO_CTCCorrelationChooser.cs	9 Nov 2008 16:36:21 -0000	1.6
***************
*** 42,45 ****
--- 42,46 ----
  	/// requested number of PVOPositions (positions for the PVO strategy)
  	/// </summary>
+ 	[Serializable]
  	public class PVO_CTCCorrelationChooser : PVOCorrelationChooser
  	{

Index: PVO_OTCCorrelationChooser.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/InSampleChoosers/PVO_OTCCorrelationChooser.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** PVO_OTCCorrelationChooser.cs	14 Aug 2008 23:28:06 -0000	1.4
--- PVO_OTCCorrelationChooser.cs	9 Nov 2008 16:36:21 -0000	1.5
***************
*** 42,45 ****
--- 42,46 ----
  	/// requested number of PVOPositions (positions for the PVO strategy)
  	/// </summary>
+ 	[Serializable]
  	public class PVO_OTCCorrelationChooser : PVOCorrelationChooser
  	{

Index: PVOGeneticChooser.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/InSampleChoosers/PVOGeneticChooser.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** PVOGeneticChooser.cs	29 Sep 2008 21:19:05 -0000	1.2
--- PVOGeneticChooser.cs	9 Nov 2008 16:36:21 -0000	1.3
***************
*** 40,43 ****
--- 40,44 ----
  	/// In sample genetic analyzer for the Portfolio Value Oscillator 
  	/// </summary>
+ 	[Serializable]
  	public class PVOGeneticChooser : GeneticChooser
  	{

Index: PVO_OTCCTOCorrelationChooser.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/InSampleChoosers/PVO_OTCCTOCorrelationChooser.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** PVO_OTCCTOCorrelationChooser.cs	14 Aug 2008 23:28:06 -0000	1.2
--- PVO_OTCCTOCorrelationChooser.cs	9 Nov 2008 16:36:21 -0000	1.3
***************
*** 42,45 ****
--- 42,46 ----
  	/// requested number of PVOPositions (positions for the PVO strategy)
  	/// </summary>
+ 	[Serializable]
  	public class PVO_OTCCTOCorrelationChooser : PVOCorrelationChooser
  	{

Index: PVO_OTOCorrelationChooser.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/InSampleChoosers/PVO_OTOCorrelationChooser.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** PVO_OTOCorrelationChooser.cs	29 Sep 2008 21:18:49 -0000	1.2
--- PVO_OTOCorrelationChooser.cs	9 Nov 2008 16:36:21 -0000	1.3
***************
*** 43,46 ****
--- 43,47 ----
  	/// requested number of PVOPositions (positions for the PVO strategy)
  	/// </summary>
+ 	[Serializable]
  	public class PVO_OTOCorrelationChooser : PVOCorrelationChooser
  	{

Index: PVOChooserFromSavedBackTestLog.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/InSampleChoosers/PVOChooserFromSavedBackTestLog.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** PVOChooserFromSavedBackTestLog.cs	29 Sep 2008 21:19:05 -0000	1.3
--- PVOChooserFromSavedBackTestLog.cs	9 Nov 2008 16:36:21 -0000	1.4
***************
*** 35,39 ****
  	/// already saved in a BackTestLog saved to disk
  	/// </summary>
! 	public class PVOChooserFromSavedBackTestLog : BasicChooserFromSavedBackTestLog 
  	{
  				
--- 35,40 ----
  	/// already saved in a BackTestLog saved to disk
  	/// </summary>
! 	[Serializable]
! 	public class PVOChooserFromSavedBackTestLog : BasicChooserFromSavedBackTestLog
  	{
  				

Index: PVO_CTOCorrelationChooser.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/InSampleChoosers/PVO_CTOCorrelationChooser.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** PVO_CTOCorrelationChooser.cs	14 Aug 2008 23:43:18 -0000	1.1
--- PVO_CTOCorrelationChooser.cs	9 Nov 2008 16:36:21 -0000	1.2
***************
*** 42,45 ****
--- 42,46 ----
  	/// requested number of PVOPositions (positions for the PVO strategy)
  	/// </summary>
+ 	[Serializable]
  	public class PVO_CTOCorrelationChooser : PVOCorrelationChooser
  	{

Index: PVOCorrelationChooser.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/InSampleChoosers/PVOCorrelationChooser.cs,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** PVOCorrelationChooser.cs	14 Aug 2008 23:28:06 -0000	1.6
--- PVOCorrelationChooser.cs	9 Nov 2008 16:36:21 -0000	1.7
***************
*** 42,45 ****
--- 42,46 ----
  	/// requested number of PVOPositions (positions for the PVO strategy)
  	/// </summary>
+ 	[Serializable]
  	public abstract class PVOCorrelationChooser : IInSampleChooser
  	{

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

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/EndOfDayStrategies
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv10013/b4_Business/a2_Strategies/EndOfDayStrategies

Modified Files:
	EndOfDayTimerHandler.cs 
Log Message:
Added Serializable attribute

Index: EndOfDayTimerHandler.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/EndOfDayStrategies/EndOfDayTimerHandler.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** EndOfDayTimerHandler.cs	29 Sep 2008 21:02:49 -0000	1.1
--- EndOfDayTimerHandler.cs	9 Nov 2008 16:36:21 -0000	1.2
***************
*** 30,33 ****
--- 30,34 ----
  	/// Abstract class to be extended by end of day timer handlers
  	/// </summary>
+ 	[Serializable]
  	public abstract class EndOfDayTimerHandler
  	{

[Quantproject-developers] QuantProject/b4_Business/a2_Strategies/TickersRelationships CorrelationProvider.cs, 1.6, 1.7

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/TickersRelationships
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv10013/b4_Business/a2_Strategies/TickersRelationships

Modified Files:
	CorrelationProvider.cs 
Log Message:
Added Serializable attribute

Index: CorrelationProvider.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/TickersRelationships/CorrelationProvider.cs,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** CorrelationProvider.cs	29 Sep 2008 21:15:12 -0000	1.6
--- CorrelationProvider.cs	9 Nov 2008 16:36:21 -0000	1.7
***************
*** 212,216 ****
  			if( this.pearsonCorrelations == null )
  				this.getOrderedTickersPearsonCorrelations_setCorrelations();
! 			this.showOutputToConsole();
  			return this.pearsonCorrelations;
  		}
--- 212,216 ----
  			if( this.pearsonCorrelations == null )
  				this.getOrderedTickersPearsonCorrelations_setCorrelations();
! 			//this.showOutputToConsole();
  			return this.pearsonCorrelations;
  		}