quantproject-developers

[Quantproject-developers] QuantProject/b1_ADT/Collections Set.cs, 1.1, 1.2

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

Update of /cvsroot/quantproject/QuantProject/b1_ADT/Collections
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv8751/b1_ADT/Collections

Modified Files:
	Set.cs 
Log Message:
The public method Clear() has been added

Index: Set.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b1_ADT/Collections/Set.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** Set.cs	13 Jul 2007 09:59:36 -0000	1.1
--- Set.cs	20 Jul 2008 20:40:22 -0000	1.2
***************
*** 56,59 ****
--- 56,67 ----
  			return this.elements.ContainsKey( element );
  		}
+ 		
+ 		/// <summary>
+ 		/// removes all elements in the set
+ 		/// </summary>
+ 		public void Clear()
+ 		{
+ 			this.elements.Clear();
+ 		}
  	}
  }

[Quantproject-developers] QuantProject/b91_QuantProject app.config, 1.5, 1.6

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

Update of /cvsroot/quantproject/QuantProject/b91_QuantProject
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv8253/b91_QuantProject

Modified Files:
	app.config 
Log Message:
The target runtime has been changed (2.0 now)

Index: app.config
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b91_QuantProject/app.config,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** app.config	28 Aug 2005 10:08:07 -0000	1.5
--- app.config	20 Jul 2008 20:39:26 -0000	1.6
***************
*** 3,7 ****
  <configuration>
  	<startup>
! 		<supportedRuntime version="v1.1.4322" /> 
  	</startup>
  
--- 3,7 ----
  <configuration>
  	<startup>
! 		<supportedRuntime version="v2.0.50727" /> 
  	</startup>
  

[Quantproject-developers] QuantDownloader/Downloader/OpenTickDownloader/UserForms OTWebDownloader.cs, 1.2, 1.3

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader/UserForms
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv7818/Downloader/OpenTickDownloader/UserForms

Modified Files:
	OTWebDownloader.cs 
Log Message:
The form and some controls have been enlarged

Index: OTWebDownloader.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader/UserForms/OTWebDownloader.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** OTWebDownloader.cs	9 Jul 2008 22:01:36 -0000	1.2
--- OTWebDownloader.cs	20 Jul 2008 20:38:39 -0000	1.3
***************
*** 153,160 ****
  			this.dataGrid1.Dock = System.Windows.Forms.DockStyle.Right;
  			this.dataGrid1.HeaderForeColor = System.Drawing.SystemColors.ControlText;
! 			this.dataGrid1.Location = new System.Drawing.Point(352, 0);
  			this.dataGrid1.Name = "dataGrid1";
  			this.dataGrid1.ReadOnly = true;
! 			this.dataGrid1.Size = new System.Drawing.Size(301, 459);
  			this.dataGrid1.TabIndex = 1;
  			// 
--- 153,160 ----
  			this.dataGrid1.Dock = System.Windows.Forms.DockStyle.Right;
  			this.dataGrid1.HeaderForeColor = System.Drawing.SystemColors.ControlText;
! 			this.dataGrid1.Location = new System.Drawing.Point(382, 0);
  			this.dataGrid1.Name = "dataGrid1";
  			this.dataGrid1.ReadOnly = true;
! 			this.dataGrid1.Size = new System.Drawing.Size(352, 459);
  			this.dataGrid1.TabIndex = 1;
  			// 
***************
*** 172,176 ****
  			this.dateTimePickerStartingDate.Location = new System.Drawing.Point(86, 49);
  			this.dateTimePickerStartingDate.Name = "dateTimePickerStartingDate";
! 			this.dateTimePickerStartingDate.Size = new System.Drawing.Size(162, 20);
  			this.dateTimePickerStartingDate.TabIndex = 6;
  			this.dateTimePickerStartingDate.Value = new System.DateTime(2001, 1, 1, 0, 0, 0, 0);
--- 172,176 ----
  			this.dateTimePickerStartingDate.Location = new System.Drawing.Point(86, 49);
  			this.dateTimePickerStartingDate.Name = "dateTimePickerStartingDate";
! 			this.dateTimePickerStartingDate.Size = new System.Drawing.Size(231, 20);
  			this.dateTimePickerStartingDate.TabIndex = 6;
  			this.dateTimePickerStartingDate.Value = new System.DateTime(2001, 1, 1, 0, 0, 0, 0);
***************
*** 202,206 ****
  			this.groupBoxWebDownloaderOptions.Location = new System.Drawing.Point(10, 97);
  			this.groupBoxWebDownloaderOptions.Name = "groupBoxWebDownloaderOptions";
! 			this.groupBoxWebDownloaderOptions.Size = new System.Drawing.Size(320, 134);
  			this.groupBoxWebDownloaderOptions.TabIndex = 13;
  			this.groupBoxWebDownloaderOptions.TabStop = false;
--- 202,206 ----
  			this.groupBoxWebDownloaderOptions.Location = new System.Drawing.Point(10, 97);
  			this.groupBoxWebDownloaderOptions.Name = "groupBoxWebDownloaderOptions";
! 			this.groupBoxWebDownloaderOptions.Size = new System.Drawing.Size(336, 134);
  			this.groupBoxWebDownloaderOptions.TabIndex = 13;
  			this.groupBoxWebDownloaderOptions.TabStop = false;
***************
*** 228,232 ****
  			this.dateTimeOverwriteQuotesBefore.Location = new System.Drawing.Point(96, 247);
  			this.dateTimeOverwriteQuotesBefore.Name = "dateTimeOverwriteQuotesBefore";
! 			this.dateTimeOverwriteQuotesBefore.Size = new System.Drawing.Size(162, 20);
  			this.dateTimeOverwriteQuotesBefore.TabIndex = 15;
  			this.dateTimeOverwriteQuotesBefore.Value = new System.DateTime(2000, 1, 1, 0, 0, 0, 0);
--- 228,232 ----
  			this.dateTimeOverwriteQuotesBefore.Location = new System.Drawing.Point(96, 247);
  			this.dateTimeOverwriteQuotesBefore.Name = "dateTimeOverwriteQuotesBefore";
! 			this.dateTimeOverwriteQuotesBefore.Size = new System.Drawing.Size(229, 20);
  			this.dateTimeOverwriteQuotesBefore.TabIndex = 15;
  			this.dateTimeOverwriteQuotesBefore.Value = new System.DateTime(2000, 1, 1, 0, 0, 0, 0);
***************
*** 474,478 ****
  			// 
  			this.AutoScaleBaseSize = new System.Drawing.Size(5, 13);
! 			this.ClientSize = new System.Drawing.Size(653, 459);
  			this.Controls.Add(this.signallingLabel);
  			this.Controls.Add(this.startingDownloadingTimeLabel);
--- 474,478 ----
  			// 
  			this.AutoScaleBaseSize = new System.Drawing.Size(5, 13);
! 			this.ClientSize = new System.Drawing.Size(734, 459);
  			this.Controls.Add(this.signallingLabel);
  			this.Controls.Add(this.startingDownloadingTimeLabel);

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

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv7378/Downloader/OpenTickDownloader

Modified Files:
	OTTickerDownloader.cs 
Log Message:
The checkForMissingQuotes flag is now properly handled

Index: OTTickerDownloader.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader/OTTickerDownloader.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** OTTickerDownloader.cs	9 Jul 2008 22:00:49 -0000	1.2
--- OTTickerDownloader.cs	20 Jul 2008 20:37:51 -0000	1.3
***************
*** 184,195 ****
  		private void setBarsSelector()
  		{
! 			this.barsSelector =
! 				new DailyBarsSelector(
! 					this.tickersToDownload ,
! 					this.setBarsSelector_getDate( this.firstDate ) ,
! 					this.setBarsSelector_getDate( DateTime.Now ) ,
! 					this.barInterval ,
! 					this.firstBarOpenTimeInNewYorkTimeZone ,
! 					this.numberOfDailyBars );
  		}
  		private void setExchangeSelector()
--- 184,212 ----
  		private void setBarsSelector()
  		{
! 			DateTime firstDateForBarsSelector =
! 				this.setBarsSelector_getDate( this.firstDate );
! 			DateTime lastDateForBarsSelector =
! 				this.setBarsSelector_getDate( DateTime.Now );
! 			if ( this.checkForMissingQuotes )
! 				// only missing quotes are to be downloaded
! 				this.barsSelector =
! 					new MissingDailyBarsSelector(
! 						this.tickersToDownload ,
! 						this.setBarsSelector_getDate( this.firstDate ) ,
! 						this.setBarsSelector_getDate( DateTime.Now ) ,
! 						this.barInterval ,
! 						this.firstBarOpenTimeInNewYorkTimeZone ,
! 						this.numberOfDailyBars );
! 			else
! 				// all quotes are to be downloaded, even if they
! 				// are in the database already
! 				this.barsSelector =
! 					new DailyBarsSelector(
! 						this.tickersToDownload ,
! 						this.setBarsSelector_getDate( this.firstDate ) ,
! 						this.setBarsSelector_getDate( DateTime.Now ) ,
! 						this.barInterval ,
! 						this.firstBarOpenTimeInNewYorkTimeZone ,
! 						this.numberOfDailyBars );
  		}
  		private void setExchangeSelector()

[Quantproject-developers] QuantDownloader/Downloader/OpenTickDownloader/OTManagement OTManager.cs, 1.1, 1.2

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader/OTManagement
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv6919/Downloader/OpenTickDownloader/OTManagement

Modified Files:
	OTManager.cs 
Log Message:
Some code has been added, to avoid having too many pending requests (but it is commented out, and then non used, in this revision)

Index: OTManager.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader/OTManagement/OTManager.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** OTManager.cs	9 Jul 2008 22:21:09 -0000	1.1
--- OTManager.cs	20 Jul 2008 20:36:44 -0000	1.2
***************
*** 23,26 ****
--- 23,27 ----
  using System;
  using System.Collections;
+ using System.Threading;
  
  using OTFeed_NET;
***************
*** 59,63 ****
  		/// is removed
  		/// </summary>
! 		private Hashtable barRequests;
  		/// <summary>
  		/// full path for the file where messages will be logged; if
--- 60,64 ----
  		/// is removed
  		/// </summary>
! 		private Hashtable pendingBarRequests;
  		/// <summary>
  		/// full path for the file where messages will be logged; if
***************
*** 113,120 ****
  		{
  			bool wasSubmittedByThisOTManagerInstance;
! 			lock( this.barRequests )
  			{
  				wasSubmittedByThisOTManagerInstance =
! 					this.barRequests.ContainsKey( requestId );
  			}
  			return wasSubmittedByThisOTManagerInstance;
--- 114,121 ----
  		{
  			bool wasSubmittedByThisOTManagerInstance;
! 			lock( this.pendingBarRequests )
  			{
  				wasSubmittedByThisOTManagerInstance =
! 					this.pendingBarRequests.ContainsKey( requestId );
  			}
  			return wasSubmittedByThisOTManagerInstance;
***************
*** 296,300 ****
  		private void commonInitialization()
  		{
! 			this.barRequests = new Hashtable();
  			this.setOTClientEventHandlers();
  		}
--- 297,301 ----
  		private void commonInitialization()
  		{
! 			this.pendingBarRequests = new Hashtable();
  			this.setOTClientEventHandlers();
  		}
***************
*** 341,347 ****
  		{
  			BarRequest barRequest;
! 			lock ( this.barRequests )
  			{
! 				barRequest = (BarRequest)this.barRequests[ requestId ];
  			}
  			if ( barRequest == null )
--- 342,348 ----
  		{
  			BarRequest barRequest;
! 			lock ( this.pendingBarRequests )
  			{
! 				barRequest = (BarRequest)this.pendingBarRequests[ requestId ];
  			}
  			if ( barRequest == null )
***************
*** 355,361 ****
  			BarRequest barRequest =
  				this.GetBarRequest( requestId );
! 			lock ( this.barRequests )
  			{
! 				this.barRequests.Remove( requestId );
  			}
  			return barRequest;
--- 356,362 ----
  			BarRequest barRequest =
  				this.GetBarRequest( requestId );
! 			lock ( this.pendingBarRequests )
  			{
! 				this.pendingBarRequests.Remove( requestId );
  			}
  			return barRequest;
***************
*** 363,366 ****
--- 364,380 ----
  		
  		#region RequestHistData
+ 		private bool areThereTooManyPendentBarRequests()
+ 		{
+ 			bool areThereTooMany;
+ 			lock( this.pendingBarRequests )
+ 			{
+ 				areThereTooMany =
+ 					( this.pendingBarRequests.Count >=
+ 					 DownloaderConstants.MAX_NUMBER_OF_PENDING_REQUESTS_FOR_A_SINGLE_OTMANAGER );
+ 			}
+ 			return areThereTooMany;				
+ 		}
+ 		
+ 		#region requestHistDataWithoutTooManyPendentBarRequests
  		private int requestHistDataActually(
  			string exchange ,
***************
*** 392,401 ****
  					symbol ,
  					startingDateInUTC );
! 			lock ( this.barRequests )
  			{
! 				this.barRequests.Add( requestId , barRequest );
  			}
  		}
! 		public int RequestHistData(
  			string exchange ,
  			string symbol ,
--- 406,415 ----
  					symbol ,
  					startingDateInUTC );
! 			lock ( this.pendingBarRequests )
  			{
! 				this.pendingBarRequests.Add( requestId , barRequest );
  			}
  		}
! 		public int requestHistDataWithoutTooManyPendentBarRequests(
  			string exchange ,
  			string symbol ,
***************
*** 422,425 ****
--- 436,461 ----
  			return requestId;
  		}
+ 		#endregion requestHistDataWithoutTooManyPendentBarRequests
+ 		
+ 		public int RequestHistData(
+ 			string exchange ,
+ 			string symbol ,
+ 			DateTime startingDateInUTC ,
+ 			DateTime endingDateInUTC ,
+ 			OTHistoricalType oTHistoricalType ,
+ 			short intervalValue )
+ 		{
+ //			while ( this.areThereTooManyPendentBarRequests() )
+ //				Thread.Sleep( 10 );
+ 			int	requestId =
+ 					this.requestHistDataWithoutTooManyPendentBarRequests(
+ 						exchange ,
+ 						symbol ,
+ 						startingDateInUTC ,
+ 						endingDateInUTC ,
+ 						oTHistoricalType ,
+ 						intervalValue );
+ 			return requestId;
+ 		}
  		#endregion RequestHistData
  		

[Quantproject-developers] QuantDownloader/Downloader/OpenTickDownloader/ExchangeSelectors/MostLiquid MostLiquidExchangeSelectorForSingleTicker.cs, 1.1, 1.2

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader/ExchangeSelectors/MostLiquid
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv6467/Downloader/OpenTickDownloader/ExchangeSelectors/MostLiquid

Modified Files:
	MostLiquidExchangeSelectorForSingleTicker.cs 
Log Message:
A comment has been improved

Index: MostLiquidExchangeSelectorForSingleTicker.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader/ExchangeSelectors/MostLiquid/MostLiquidExchangeSelectorForSingleTicker.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** MostLiquidExchangeSelectorForSingleTicker.cs	9 Jul 2008 22:19:36 -0000	1.1
--- MostLiquidExchangeSelectorForSingleTicker.cs	20 Jul 2008 20:35:29 -0000	1.2
***************
*** 85,88 ****
--- 85,93 ----
  		}
  
+ 		/// <summary>
+ 		/// Returns the identifier for the most liquid exchange, for the given
+ 		/// ticker. If the given ticker is not found to be traded on any of the
+ 		/// possible exchanges, then an empty string is returned
+ 		/// </summary>
  		public string MostLiquidExchange
  		{

[Quantproject-developers] QuantDownloader/Downloader/OpenTickDownloader/ExchangeSelectors IExchangeSelector.cs, 1.1, 1.2

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader/ExchangeSelectors
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv6030/Downloader/OpenTickDownloader/ExchangeSelectors

Modified Files:
	IExchangeSelector.cs 
Log Message:
The interface has been patched, to handle the event that no exchange has been found, for a given ticker

Index: IExchangeSelector.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader/ExchangeSelectors/IExchangeSelector.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** IExchangeSelector.cs	9 Jul 2008 22:18:30 -0000	1.1
--- IExchangeSelector.cs	20 Jul 2008 20:34:51 -0000	1.2
***************
*** 33,37 ****
  	{
  		/// <summary>
! 		/// returns an identifier for an exchange where the ticker is traded 
  		/// </summary>
  		/// <param name="ticker"></param>
--- 33,39 ----
  	{
  		/// <summary>
! 		/// returns an identifier for an exchange where the ticker is traded;
! 		/// if the ticker is not found traded on any exchange, then
! 		/// an empty string is returned
  		/// </summary>
  		/// <param name="ticker"></param>

[Quantproject-developers] QuantDownloader/Downloader/OpenTickDownloader DownloaderConstants.cs, 1.1, 1.2

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv5578/Downloader/OpenTickDownloader

Modified Files:
	DownloaderConstants.cs 
Log Message:
A new constan has been added, to allow an OTManager to have a max number of pending requests (to avoid too many requests to be submitted)

Index: DownloaderConstants.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader/DownloaderConstants.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** DownloaderConstants.cs	9 Jul 2008 22:17:14 -0000	1.1
--- DownloaderConstants.cs	20 Jul 2008 20:33:39 -0000	1.2
***************
*** 34,37 ****
--- 34,45 ----
  		public const
  			int MAX_NUMBER_OF_BARS_TO_BE_WRITTEN_WITH_A_SINGLE_SQL_COMMAND = 1;
+ 		
+ 		/// <summary>
+ 		/// Max number of bars that a single OTManager object will have
+ 		/// pending (if new requests arrive, they will be delayed until
+ 		/// the previous ones have been satisfied)
+ 		/// </summary>
+ 		public const
+ 			int MAX_NUMBER_OF_PENDING_REQUESTS_FOR_A_SINGLE_OTMANAGER = 100;
  
  //		public DownloaderConstants()

[Quantproject-developers] QuantDownloader/Downloader/OpenTickDownloader/DatabaseManagement DataBaseWriter.cs, 1.1, 1.2

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader/DatabaseManagement
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv5121/Downloader/OpenTickDownloader/DatabaseManagement

Modified Files:
	DataBaseWriter.cs 
Log Message:
GetDateConstant() is now a public, static method

Index: DataBaseWriter.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader/DatabaseManagement/DataBaseWriter.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** DataBaseWriter.cs	9 Jul 2008 22:14:30 -0000	1.1
--- DataBaseWriter.cs	20 Jul 2008 20:32:24 -0000	1.2
***************
*** 84,100 ****
  		
  		#region getSqlCommand_getValues
- 		private string getDateConstant( DateTime dateTime )
- 		{
- 			string dateConstant =
- 				"#" +
- 				dateTime.Month + "/" +
- 				dateTime.Day + "/" +
- 				dateTime.Year + " " +
- 				dateTime.Hour + ":" +
- 				dateTime.Minute + ":" +
- 				dateTime.Second +
- 				"#";
- 			return dateConstant;
- 		}
  		private string formatDoubleForSql( double value )
  		{
--- 84,87 ----
***************
*** 110,114 ****
  				"'" + bar.Ticker + "' , " +
  				"'" + bar.Exchange + "' , " +
! 				this.getDateConstant( utcDateTimeForOpen ) + " , " +
  				bar.Interval + " , " +
  				formatDoubleForSql( bar.Open ) + " , " +
--- 97,101 ----
  				"'" + bar.Ticker + "' , " +
  				"'" + bar.Exchange + "' , " +
! 				DataBaseWriter.GetDateConstant( utcDateTimeForOpen ) + " , " +
  				bar.Interval + " , " +
  				formatDoubleForSql( bar.Open ) + " , " +
***************
*** 180,183 ****
--- 167,189 ----
  			this.writeToDataBaseThread.Start();
  		}
+ 		
+ 		/// <summary>
+ 		/// Builds a date to be used in a Sql query
+ 		/// </summary>
+ 		/// <param name="dateTime"></param>
+ 		/// <returns></returns>
+ 		public static string GetDateConstant( DateTime dateTime )
+ 		{
+ 			string dateConstant =
+ 				"#" +
+ 				dateTime.Month + "/" +
+ 				dateTime.Day + "/" +
+ 				dateTime.Year + " " +
+ 				dateTime.Hour + ":" +
+ 				dateTime.Minute + ":" +
+ 				dateTime.Second +
+ 				"#";
+ 			return dateConstant;
+ 		}
  	}
  }

[Quantproject-developers] QuantDownloader/Downloader/OpenTickDownloader/BarsSelectors DailyBarsSelector.cs, 1.1, 1.2

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader/BarsSelectors
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv4714/Downloader/OpenTickDownloader/BarsSelectors

Modified Files:
	DailyBarsSelector.cs 
Log Message:
Some changes have been applied, to make this class become a base class that can be extended

Index: DailyBarsSelector.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader/BarsSelectors/DailyBarsSelector.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** DailyBarsSelector.cs	9 Jul 2008 22:12:05 -0000	1.1
--- DailyBarsSelector.cs	20 Jul 2008 20:31:54 -0000	1.2
***************
*** 31,43 ****
  	public class DailyBarsSelector : IBarsSelector
  	{
! 		string[] tickers;
! 		DateTime firstDate;
! 		DateTime lastDate;
  		/// <summary>
  		/// lenght, in seconds, for a bar (60 for a one minute bar)
  		/// </summary>
! 		int barInterval;
! 		DateTime firstBarOpenTimeInNewYorkTimeZone;
! 		int numberOfBarsToBeDownloadedForEachDay;
  		
  		/// <summary>
--- 31,43 ----
  	public class DailyBarsSelector : IBarsSelector
  	{
! 		private string[] tickers;
! 		protected DateTime firstDate;
! 		protected DateTime lastDate;
  		/// <summary>
  		/// lenght, in seconds, for a bar (60 for a one minute bar)
  		/// </summary>
! 		protected int barInterval;
! 		protected DateTime firstBarOpenTimeInNewYorkTimeZone;
! 		protected int numberOfBarsToBeDownloadedForEachDay;
  		
  		/// <summary>
***************
*** 45,49 ****
  		/// </summary>
  		private int currentTickerIndex;
! 		private DateTime currentDate;
  		/// <summary>
  		/// (0 based) current bar in the currentDate
--- 45,49 ----
  		/// </summary>
  		private int currentTickerIndex;
! 		protected DateTime currentDate;
  		/// <summary>
  		/// (0 based) current bar in the currentDate
***************
*** 186,190 ****
  		
  		#region isTheCurrentBarSelectable
! 		private bool isAPossibleMarketDay( DateTime currentDate )
  		{
  			bool isAPossibleMarkDay =
--- 186,190 ----
  		
  		#region isTheCurrentBarSelectable
! 		protected bool isAPossibleMarketDay( DateTime currentDate )
  		{
  			bool isAPossibleMarkDay =
***************
*** 221,232 ****
  		
  		#region GetNextBarIdentifier
! 		private string getCurrentTicker()
  		{
  			string currentTicker = this.tickers[ this.currentTickerIndex ];
  			return currentTicker;
  		}
! 		private BarIdentifier getNextBarIdentifier_actually()
  		{
! 			DateTime dateTimeForBarOpenInNewYorkTimeZone =
  				new DateTime(
  					currentDate.Year ,
--- 221,234 ----
  		
  		#region GetNextBarIdentifier
! 		protected string getCurrentTicker()
  		{
  			string currentTicker = this.tickers[ this.currentTickerIndex ];
  			return currentTicker;
  		}
! 		
! 		#region getNextBarIdentifier_actually
! 		protected DateTime getDateTimeForCurrentCandidateBarOpenInNewYorkTimeZone()
  		{
! 			DateTime dateTimeForCurrentCandidateBarOpenInNewYorkTimeZone =
  				new DateTime(
  					currentDate.Year ,
***************
*** 237,247 ****
  					this.firstBarOpenTimeInNewYorkTimeZone.Second ).AddSeconds(
  				this.currentDailyBar * this.barInterval );
  			BarIdentifier barIdentifier =
  				new BarIdentifier(
  					this.getCurrentTicker() ,
! 					dateTimeForBarOpenInNewYorkTimeZone ,
  					this.barInterval );
  			return barIdentifier;
  		}
  		public BarIdentifier GetNextBarIdentifier()
  		{
--- 239,257 ----
  					this.firstBarOpenTimeInNewYorkTimeZone.Second ).AddSeconds(
  				this.currentDailyBar * this.barInterval );
+ 			return dateTimeForCurrentCandidateBarOpenInNewYorkTimeZone;
+ 		}
+ 		private BarIdentifier getNextBarIdentifier_actually()
+ 		{
+ 			DateTime dateTimeForCurrentCandidateBarOpenInNewYorkTimeZone =
+ 				this.getDateTimeForCurrentCandidateBarOpenInNewYorkTimeZone();
  			BarIdentifier barIdentifier =
  				new BarIdentifier(
  					this.getCurrentTicker() ,
! 					dateTimeForCurrentCandidateBarOpenInNewYorkTimeZone ,
  					this.barInterval );
  			return barIdentifier;
  		}
+ 		#endregion getNextBarIdentifier_actually
+ 
  		public BarIdentifier GetNextBarIdentifier()
  		{

[Quantproject-developers] QuantDownloader/Downloader/OpenTickDownloader BarsDownloader.cs, 1.1, 1.2

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv3814/Downloader/OpenTickDownloader

Modified Files:
	BarsDownloader.cs 
Log Message:
Fixed code for non present event handlers

Index: BarsDownloader.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader/BarsDownloader.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** BarsDownloader.cs	9 Jul 2008 22:10:22 -0000	1.1
--- BarsDownloader.cs	20 Jul 2008 20:30:06 -0000	1.2
***************
*** 137,141 ****
  			object sender , NewMessageEventArgs eventArgs )
  		{
! 			this.NewMessage( this , eventArgs );
  		}
  		private void initializeBarQueueFiller()
--- 137,142 ----
  			object sender , NewMessageEventArgs eventArgs )
  		{
! 			if ( this.NewMessage != null )
! 				this.NewMessage( this , eventArgs );
  		}
  		private void initializeBarQueueFiller()

[Quantproject-developers] QuantDownloader/Downloader/OpenTickDownloader BarQueueFiller.cs, 1.1, 1.2

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv3631/Downloader/OpenTickDownloader

Modified Files:
	BarQueueFiller.cs 
Log Message:
Performance improved when no market is found, for a given ticker

Index: BarQueueFiller.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader/BarQueueFiller.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** BarQueueFiller.cs	9 Jul 2008 22:08:09 -0000	1.1
--- BarQueueFiller.cs	20 Jul 2008 20:29:19 -0000	1.2
***************
*** 178,209 ****
  //		}
  		
! 		#region fillQueue_requestBars
! 		private void fillQueue_requestBar(
! 			BarIdentifier barIdentifier )
  		{
- 			string exchange =
- 				this.exchangeSelector.SelectExchange( barIdentifier.Ticker );
- 			
- 			
- //			DateTime currentDate;
- //			int currentDailyBarIndex;
- //			OTDataEntity oTDataEntity =
- //				new OTDataEntity( exchange , barIdentifier.Ticker );
  			short numberOfMinutesInEachBar =
  				Convert.ToInt16( Math.Round(
  					Convert.ToDouble( barIdentifier.Interval / 60 ) ) );
- //			DateTime dateTimeForBarOpenInNewYorkTimeZone =
- //				new DateTime(
- //					currentDate.Year ,
- //					currentDate.Month ,
- //					currentDate.Day ,
- //					this.firstBarOpenTime.Hour ,
- //					this.firstBarOpenTime.Minute ,
- //					this.firstBarOpenTime.Second ).AddMinutes(
- //				currentDailyBarIndex * numberOfMinutesInEachBar );
  			DateTime dateTimeForBarOpenInUTC =
  				TimeZoneManager.ConvertToUTC(
  					barIdentifier.DateTimeForOpenInNewYorkTimeZone );
- 				
  			int requestId = this.oTManager.RequestHistData(
  				exchange , barIdentifier.Ticker ,
--- 178,191 ----
  //		}
  		
! 		#region fillQueue_requestBar
! 		private void fillQueue_requestBar_actually(
! 			BarIdentifier barIdentifier , string exchange )
  		{
  			short numberOfMinutesInEachBar =
  				Convert.ToInt16( Math.Round(
  					Convert.ToDouble( barIdentifier.Interval / 60 ) ) );
  			DateTime dateTimeForBarOpenInUTC =
  				TimeZoneManager.ConvertToUTC(
  					barIdentifier.DateTimeForOpenInNewYorkTimeZone );
  			int requestId = this.oTManager.RequestHistData(
  				exchange , barIdentifier.Ticker ,
***************
*** 214,218 ****
  				this.NewOHLCRequest(
  					requestId , dateTimeForBarOpenInUTC ,
! 					barIdentifier.Interval );
  		}
  //		private void fillQueue_requestBars( DateTime currentDate )
--- 196,209 ----
  				this.NewOHLCRequest(
  					requestId , dateTimeForBarOpenInUTC ,
! 					barIdentifier.Interval );			
! 		}
! 		private void fillQueue_requestBar(
! 			BarIdentifier barIdentifier )
! 		{
! 			string exchange =
! 				this.exchangeSelector.SelectExchange( barIdentifier.Ticker );
! 			if ( exchange != "" )
! 				// the exchange has been actually selected
! 				this.fillQueue_requestBar_actually( barIdentifier , exchange );
  		}
  //		private void fillQueue_requestBars( DateTime currentDate )
***************
*** 224,228 ****
  //					currentDate , currentDailyBarIndex );
  //		}
! 		#endregion fillQueue_requestBars
  		
  		private void fillQueue_requestBarsForEachMarketDay()
--- 215,219 ----
  //					currentDate , currentDailyBarIndex );
  //		}
! 		#endregion fillQueue_requestBar
  		
  		private void fillQueue_requestBarsForEachMarketDay()

[Quantproject-developers] QuantDownloader/Downloader QuantDownloader_SD.csproj, 1.4, 1.5

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv2758/Downloader

Modified Files:
	QuantDownloader_SD.csproj 
Log Message:
OpenTickDownloader\BarsSelectors\MissingDailyBarsSelector.cs has been added

Index: QuantDownloader_SD.csproj
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/QuantDownloader_SD.csproj,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** QuantDownloader_SD.csproj	9 Jul 2008 22:28:42 -0000	1.4
--- QuantDownloader_SD.csproj	20 Jul 2008 20:27:52 -0000	1.5
***************
*** 58,61 ****
--- 58,62 ----
      <Compile Include="OpenTickDownloader\BarsSelectors\DailyBarsSelector.cs" />
      <Compile Include="OpenTickDownloader\BarsSelectors\IBarsSelector.cs" />
+     <Compile Include="OpenTickDownloader\BarsSelectors\MissingDailyBarsSelector.cs" />
      <Compile Include="OpenTickDownloader\DatabaseManagement\DatabaseUpdatedEventArgs.cs" />
      <Compile Include="OpenTickDownloader\DatabaseManagement\DataBaseWriter.cs" />

[Quantproject-developers] QuantDownloader/Downloader/OpenTickDownloader/BarsSelectors MissingDailyBarsSelector.cs, NONE, 1.1

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader/BarsSelectors
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv2624/Downloader/OpenTickDownloader/BarsSelectors

Added Files:
	MissingDailyBarsSelector.cs 
Log Message:
Selects daily bars, but only those who are not already in the database

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

MissingDailyBarsSelector.cs
Copyright (C) 2008 
Glauco Siliprandi

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

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

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

using System;
using System.Collections;
using System.Data;

using QuantProject.ADT.Collections;
using QuantProject.Data;
using QuantProject.DataAccess;

namespace QuantProject.Applications.Downloader.OpenTickDownloader
{
	/// <summary>
	/// Selects daily bars, but only those who are not already in the database
	/// </summary>
	public class MissingDailyBarsSelector : DailyBarsSelector
	{
		/// <summary>
		/// contains the dateTimeForOpen for those bars that are
		/// in the database, for the curren ticker and the given
		/// barInterval
		/// </summary>
		private Set barsAlreadyInTheDatabaseForTheCurrentTicker;
		
		/// <summary>
		/// the last ticker for whom the bars have been read from
		/// the database
		/// </summary>
		private string currentTicker;
		
		public MissingDailyBarsSelector(
					string[] tickers ,
			DateTime firstDate ,
			DateTime lastDate ,
			int barInterval ,
			DateTime firstBarOpenTimeInNewYorkTimeZone ,
			int numberOfBarsToBeDownloadedForEachDay ) :
			base(
				tickers ,
				firstDate ,
				lastDate ,
				barInterval ,
				firstBarOpenTimeInNewYorkTimeZone ,
				numberOfBarsToBeDownloadedForEachDay )
		{
		}
		
		#region isTheCurrentBarSelectable
		
		#region isCurrentBarInTheDatabase
		
		#region updateBarsAlreadyInTheDatabase
		
		#region updateBarsAlreadyInTheDatabase_actually
		
		#region getBarsInTheDatabase
		private string getSqlTimeConstant( DateTime time )
		{
			string sqlTimeConstant =
				time.Hour.ToString().PadLeft( 2 , '0' ) + ":" +
				time.Minute.ToString().PadLeft( 2 , '0' ) + ":" +
				time.Second.ToString().PadLeft( 2 , '0' );
			return sqlTimeConstant;
		}
		private string getSqlTimeConstantForFirstDailyBar()
		{
			string sqlTimeConstantForFirstDailyBar =
				this.getSqlTimeConstant(
					this.firstBarOpenTimeInNewYorkTimeZone );
			return sqlTimeConstantForFirstDailyBar;
		}
		
		#region getSqlTimeConstantForLastDailyBar
		private DateTime getLastBarOpenTimeInNewYorkTimeZone()
		{
			int secondsToBeAdded = this.barInterval *
				( this.numberOfBarsToBeDownloadedForEachDay - 1 );
			DateTime lastBarOpenTimeInNewYorkTimeZone =
				this.firstBarOpenTimeInNewYorkTimeZone.AddSeconds(
					secondsToBeAdded );
			return lastBarOpenTimeInNewYorkTimeZone;
		}
		private string getSqlTimeConstantForLastDailyBar()
		{
			DateTime lastBarOpenTimeInNewYorkTimeZone =
				this.getLastBarOpenTimeInNewYorkTimeZone();
			string sqlTimeConstantForLastDailyBar =
				this.getSqlTimeConstant(
					lastBarOpenTimeInNewYorkTimeZone );
			return sqlTimeConstantForLastDailyBar;
		}
		#endregion getSqlTimeConstantForLastDailyBar
		
		private DataTable getBarsInTheDatabase( string ticker )
		{
			string sql =
				"select baDateTimeForOpen from bars " +
				"where (baTicker='" + ticker + "') and " +
				"(baInterval=" + this.barInterval + ") and" +
				"(baDateTimeForOpen>=" +
				DataBaseWriter.GetDateConstant( this.firstDate ) + ") and" +
				"(baDateTimeForOpen<" +
				DataBaseWriter.GetDateConstant( this.lastDate.AddDays( 1 ) )
				+ ") and" +
				"(Format([baDateTimeForOpen],'hh:mm:ss')>='" +
				this.getSqlTimeConstantForFirstDailyBar() + "') and" +
				"(Format([baDateTimeForOpen],'hh:mm:ss')<='" +
				this.getSqlTimeConstantForLastDailyBar() + "');";
			DataTable barsInTheDatabase =
				SqlExecutor.GetDataTable( sql );
			return barsInTheDatabase;
		}
		#endregion getBarsInTheDatabase

		#region updateBarsAlreadyInTheDatabase
		private void clearBarsAlreadyInTheDatabaseForTheCurrentTicker()
		{
			if ( this.barsAlreadyInTheDatabaseForTheCurrentTicker == null )
				// this is the first time bars are added and
				// barsAlreadyInTheDatabaseForTheCurrentTicker has not
				// even been created, yet
				this.barsAlreadyInTheDatabaseForTheCurrentTicker = new Set();
		}
		private void updateBarsAlreadyInTheDatabase(
			DataTable dtBarsInTheDatabase )
		{
			this.clearBarsAlreadyInTheDatabaseForTheCurrentTicker();
			this.barsAlreadyInTheDatabaseForTheCurrentTicker.Clear();
			foreach( DataRow dataRow in dtBarsInTheDatabase.Rows )
				this.barsAlreadyInTheDatabaseForTheCurrentTicker.Add( dataRow[ 0 ] );
		}
		#endregion updateBarsAlreadyInTheDatabase
		
		private void updateBarsAlreadyInTheDatabase_actually()
		{
			DataTable dtBarsInTheDatabase =
				this.getBarsInTheDatabase( this.getCurrentTicker() );
			this.updateBarsAlreadyInTheDatabase( dtBarsInTheDatabase );
			this.currentTicker = this.getCurrentTicker();
		}
		#endregion updateBarsAlreadyInTheDatabase_actually

		private void updateBarsAlreadyInTheDatabase()
		{
			if ( this.currentTicker !=
			    this.getCurrentTicker() )
				// the current ticker has changed and so
				// this.barsAlreadyInTheDatabase is not up to date
				this.updateBarsAlreadyInTheDatabase_actually();
		}
		#endregion updateBarsAlreadyInTheDatabase
		
		private bool isCurrentBarAlreadyInTheDatabase_withSetUpdated()
		{
			DateTime dateTimeForCurrentCandidateBarOpenInNewYorkTimeZone =
				this.getDateTimeForCurrentCandidateBarOpenInNewYorkTimeZone();
			bool isAlreadyInTheDatabase =
				this.barsAlreadyInTheDatabaseForTheCurrentTicker.Contains(
					dateTimeForCurrentCandidateBarOpenInNewYorkTimeZone );
			return isAlreadyInTheDatabase;
		}
		private bool isCurrentBarAlreadyInTheDatabase()
		{
			this.updateBarsAlreadyInTheDatabase();
			bool isAlreadyInTheDatabase =
				this.isCurrentBarAlreadyInTheDatabase_withSetUpdated();
			return isAlreadyInTheDatabase;
		}
		#endregion isCurrentBarInTheDatabase

		protected override bool isTheCurrentBarSelectable()
		{
			bool isSelectable =
				( ( this.isAPossibleMarketDay( this.currentDate ) ) &&
				 ( ! this.isCurrentBarAlreadyInTheDatabase() ) );
			return isSelectable;
		}
		#endregion isTheCurrentBarSelectable
	}
}

[Quantproject-developers] QuantDownloader/Downloader QuantDownloader_SD.csproj, 1.3, 1.4

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv30275

Modified Files:
	QuantDownloader_SD.csproj 
Log Message:
- a reference to System.Configuration has been added
- OpenTickDownloader\DatabaseUpdatedEventArgs.cs has been moved to  OpenTickDownloader\DatabaseManagement\DatabaseUpdatedEventArgs.cs
- OpenTickDownloader\Bar.cs has been added
- OpenTickDownloader\BarQueue.cs has been added
- OpenTickDownloader\BarQueueFiller.cs has been added
- OpenTickDownloader\BarsDownloader.cs has been added
- OpenTickDownloader\BarsSelectors\BarIdentifier.cs has been added
- OpenTickDownloader\BarsSelectors\DailyBarsSelector.cs has been added
- OpenTickDownloader\BarsSelectors\IBarsSelector.cs has been added
- OpenTickDownloader\DatabaseManagement\DatabaseUpdatedEventArgs.cs has been added
- OpenTickDownloader\DatabaseManagement\DataBaseWriter.cs has been added
- OpenTickDownloader\DownloaderConstants.cs has been added
- OpenTickDownloader\ExchangeSelectors\IExchangeSelector.cs has been added
- OpenTickDownloader\ExchangeSelectors\MostLiquid\MostLiquidExchangeSelector.cs has been added
- OpenTickDownloader\ExchangeSelectors\MostLiquid\MostLiquidExchangeSelectorForSingleTicker.cs has been added
- OpenTickDownloader\OTManagement\BarRequest.cs has been added
- OpenTickDownloader\OTManagement\OTManager.cs has been added
- OpenTickDownloader\TimeZoneManaging\DSTPeriod.cs has been added
- OpenTickDownloader\TimeZoneManaging\TimeZoneManager.cs has been added
- folder OpenTickDownloader\BarsSelectors\ has been added
- folder OpenTickDownloader\DatabaseManagement\ has been added
- folder OpenTickDownloader\ExchangeSelectors\ has been added
- folder OpenTickDownloader\ExchangeSelectors\MostLiquid\ has been added
- folder OpenTickDownloader\OTManagement\ has been added
- folder OpenTickDownloader\TimeZoneManaging\ has been added

Index: QuantDownloader_SD.csproj
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/QuantDownloader_SD.csproj,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** QuantDownloader_SD.csproj	1 Jul 2008 17:43:04 -0000	1.3
--- QuantDownloader_SD.csproj	9 Jul 2008 22:28:42 -0000	1.4
***************
*** 36,39 ****
--- 36,40 ----
      </Reference>
      <Reference Include="System" />
+     <Reference Include="System.Configuration" />
      <Reference Include="System.Data" />
      <Reference Include="System.Drawing" />
***************
*** 50,57 ****
      <Compile Include="DataSet1.cs" />
      <Compile Include="Main.cs" />
!     <Compile Include="OpenTickDownloader\DatabaseUpdatedEventArgs.cs" />
      <Compile Include="OpenTickDownloader\DownloadedCompletedEventArgs.cs" />
      <Compile Include="OpenTickDownloader\DownloadingStartedEventArgs.cs" />
      <Compile Include="OpenTickDownloader\OTTickerDownloader.cs" />
      <Compile Include="OpenTickDownloader\UserForms\OTWebDownloader.cs" />
      <Compile Include="QuotesDataGrid.cs" />
--- 51,74 ----
      <Compile Include="DataSet1.cs" />
      <Compile Include="Main.cs" />
!     <Compile Include="OpenTickDownloader\Bar.cs" />
!     <Compile Include="OpenTickDownloader\BarQueue.cs" />
!     <Compile Include="OpenTickDownloader\BarQueueFiller.cs" />
!     <Compile Include="OpenTickDownloader\BarsDownloader.cs" />
!     <Compile Include="OpenTickDownloader\BarsSelectors\BarIdentifier.cs" />
!     <Compile Include="OpenTickDownloader\BarsSelectors\DailyBarsSelector.cs" />
!     <Compile Include="OpenTickDownloader\BarsSelectors\IBarsSelector.cs" />
!     <Compile Include="OpenTickDownloader\DatabaseManagement\DatabaseUpdatedEventArgs.cs" />
!     <Compile Include="OpenTickDownloader\DatabaseManagement\DataBaseWriter.cs" />
      <Compile Include="OpenTickDownloader\DownloadedCompletedEventArgs.cs" />
+     <Compile Include="OpenTickDownloader\DownloaderConstants.cs" />
      <Compile Include="OpenTickDownloader\DownloadingStartedEventArgs.cs" />
+     <Compile Include="OpenTickDownloader\ExchangeSelectors\IExchangeSelector.cs" />
+     <Compile Include="OpenTickDownloader\ExchangeSelectors\MostLiquid\MostLiquidExchangeSelector.cs" />
+     <Compile Include="OpenTickDownloader\ExchangeSelectors\MostLiquid\MostLiquidExchangeSelectorForSingleTicker.cs" />
+     <Compile Include="OpenTickDownloader\OTManagement\BarRequest.cs" />
+     <Compile Include="OpenTickDownloader\OTManagement\OTManager.cs" />
      <Compile Include="OpenTickDownloader\OTTickerDownloader.cs" />
+     <Compile Include="OpenTickDownloader\TimeZoneManaging\DSTPeriod.cs" />
+     <Compile Include="OpenTickDownloader\TimeZoneManaging\TimeZoneManager.cs" />
      <Compile Include="OpenTickDownloader\UserForms\OTWebDownloader.cs" />
      <Compile Include="QuotesDataGrid.cs" />
***************
*** 90,99 ****
        <DependentUpon>OTWebDownloader.cs</DependentUpon>
      </EmbeddedResource>
-     <EmbeddedResource Include="TickerSelectors\TickerSelectorForm.resx">
-       <DependentUpon>TickerSelectorForm.cs</DependentUpon>
-     </EmbeddedResource>
-     <EmbeddedResource Include="WebDownloader.resx">
-       <DependentUpon>WebDownloader.cs</DependentUpon>
-     </EmbeddedResource>
    </ItemGroup>
    <ItemGroup>
--- 107,110 ----
***************
*** 119,122 ****
--- 130,139 ----
      </ProjectReference>
      <Folder Include="OpenTickDownloader" />
+     <Folder Include="OpenTickDownloader\BarsSelectors" />
+     <Folder Include="OpenTickDownloader\DatabaseManagement" />
+     <Folder Include="OpenTickDownloader\ExchangeSelectors" />
+     <Folder Include="OpenTickDownloader\ExchangeSelectors\MostLiquid" />
+     <Folder Include="OpenTickDownloader\OTManagement" />
+     <Folder Include="OpenTickDownloader\TimeZoneManaging" />
      <Folder Include="OpenTickDownloader\UserForms" />
    </ItemGroup>

[Quantproject-developers] QuantDownloader/Downloader/OpenTickDownloader/TimeZoneManaging TimeZoneManager.cs, NONE, 1.1

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader/TimeZoneManaging
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv26765

Added Files:
	TimeZoneManager.cs 
Log Message:
Handles DateTime conversion from EST/EDT to UTC

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

TimeZoneManager.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;

namespace QuantProject.Applications.Downloader.OpenTickDownloader
{
	/// <summary>
	/// Handles DateTime conversion from EST/EDT to UTC
	/// </summary>
	public class TimeZoneManager
	{
		
		static Hashtable dSTPeriods;
		
		public TimeZoneManager()
		{
		}
		
		#region IsDaylightSavingTime
		
		#region initialize_dstPeriods
		
		#region initialize_dstPeriods_add
		private static void initialize_dstPeriods_add(
			int year , int monthForBegin , int dayForBegin ,
			int monthForEnd , int dayForEnd )
		{
			DateTime dateTimeForBegin =
				new DateTime( year , monthForBegin , dayForBegin ,
				             1 , 59 , 59 );
			DateTime dateTimeForEnd =
				new DateTime( year , monthForEnd , dayForEnd ,
				             1 , 59 , 59 );
			DSTPeriod dSTPeriod =
				new DSTPeriod( dateTimeForBegin , dateTimeForEnd );
			dSTPeriods.Add( year , dSTPeriod );
		}
		#endregion initialize_dstPeriods_add
		
		private static void initialize_dstPeriods()
		{
			// dates have been taken by this page http://www.timeanddate.com/worldclock/timezone.html?n=179
			dSTPeriods = new Hashtable();
			initialize_dstPeriods_add( 2000 , 4 , 2 , 10 , 29 );
			initialize_dstPeriods_add( 2001 , 4 , 1 , 10 , 28 );
			initialize_dstPeriods_add( 2002 , 4 , 7 , 10 , 27 );
			initialize_dstPeriods_add( 2003 , 4 , 6 , 10 , 26 );
			initialize_dstPeriods_add( 2004 , 4 , 4 , 10 , 31 );
			initialize_dstPeriods_add( 2005 , 4 , 3 , 10 , 30 );
			initialize_dstPeriods_add( 2006 , 4 , 2 , 10 , 29 );
			initialize_dstPeriods_add( 2007 , 3 , 11 , 11 , 4 );
			initialize_dstPeriods_add( 2008 , 3 , 9 , 11 , 2 );
			initialize_dstPeriods_add( 2009 , 3 , 8 , 11 , 1 );
		}
		#endregion initialize_dstPeriods
		
		/// <summary>
		/// True iif the given DateTime is a daylightSavingTime
		/// </summary>
		/// <param name="dateTimeInNewYorkTimeZone"></param>
		/// <returns></returns>
		public static bool IsDaylightSavingTime(
			DateTime dateTimeInNewYorkTimeZone )
		{
			if ( dSTPeriods == null )
				initialize_dstPeriods();
			DSTPeriod dSTPeriod =
				(DSTPeriod)dSTPeriods[ dateTimeInNewYorkTimeZone.Year ];
			bool isDaylightSavingTime =
				( dSTPeriod.Begin.CompareTo( dateTimeInNewYorkTimeZone ) < 0 ) &&
				( dSTPeriod.End.CompareTo( dateTimeInNewYorkTimeZone ) > 0 );
			return isDaylightSavingTime;				
		}
		#endregion IsDaylightSavingTime
		
		/// <summary>
		/// Converts a DateTime in the New York time zone
		/// (that can either be EST or EDT) to UTC
		/// </summary>
		/// <param name="dateTimeInNewYorkTimeZone"></param>
		/// <returns></returns>
		public static DateTime ConvertToUTC(
			DateTime dateTimeInNewYorkTimeZone )
		{
			DateTime dateTimeInUTC;
			if ( TimeZoneManager.IsDaylightSavingTime(
				dateTimeInNewYorkTimeZone ) )
				dateTimeInUTC = dateTimeInNewYorkTimeZone.AddHours( 4 );
			else
				dateTimeInUTC = dateTimeInNewYorkTimeZone.AddHours( 5 );
			return dateTimeInUTC;
		}
		
		public static DateTime ConvertToEST(
			DateTime dateTimeInUTC )
		{
			DateTime dateTimeInEST = dateTimeInUTC.AddHours( -5 );
			if ( TimeZoneManager.IsDaylightSavingTime( dateTimeInEST ) )
				dateTimeInEST = dateTimeInUTC.AddHours( -4 );
			return dateTimeInEST;
		}
	}		
}

[Quantproject-developers] QuantDownloader/Downloader/OpenTickDownloader/TimeZoneManaging DSTPeriod.cs, NONE, 1.1

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader/TimeZoneManaging
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv26220

Added Files:
	DSTPeriod.cs 
Log Message:
A period when the Daylight Saving Time is applied

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

DSTPeriod.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.Applications.Downloader.OpenTickDownloader
{
	/// <summary>
	/// A period when the Daylight Saving Time is applied
	/// </summary>
	public class DSTPeriod
	{
		private DateTime begin;
		private DateTime end;
		
		public DateTime Begin {
			get { return begin; }
		}		
		public DateTime End {
			get { return end; }
		}

		/// <summary>
		/// A period when the Daylight Saving Time is applied
		/// </summary>
		/// <param name="begin">begin of the period</param>
		/// <param name="end">end of the period</param>
		public DSTPeriod( DateTime begin , DateTime end )
		{
			this.checkParameters( begin , end );
			this.begin = begin;
			this.end = end;
		}
		
		#region checkParameters
		private void checkForSunday( DateTime dateTime )
		{
			if ( dateTime.DayOfWeek != DayOfWeek.Sunday )
				throw new Exception(
					"Begin and end of a DSTPeriod must be a Sunday!" );
		}
		private void checkParameters( DateTime begin , DateTime end )
		{
			this.checkForSunday( begin );
			this.checkForSunday( end );
		}
		#endregion checkParameters
	}
}

[Quantproject-developers] QuantDownloader/Downloader/OpenTickDownloader/OTManagement OTManager.cs, NONE, 1.1

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader/OTManagement
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv26019

Added Files:
	OTManager.cs 
Log Message:
Encapsulates the OTClient and extends its features

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

OTManager.cs
Copyright (C) 2008
Glauco Siliprandi

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

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

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

using System;
using System.Collections;

using OTFeed_NET;

using QuantProject.ADT.Messaging;
//using QuantProject.Presentation;

namespace QuantProject.Applications.Downloader.OpenTickDownloader
{
	public delegate void OnErrorEventHandler(
		OTError otError );
	public delegate void OnLoginEventHandler();
	public delegate void OnNoDataEventHandler(
		int requestId , BarRequest barRequest );
	public delegate void OnEndOfDataEventHandler(
		int requestId , BarRequest barRequest );
	public delegate void OnHistoricalOHLCEventHandler(
		OTOHLC ohlc , BarRequest barRequest );
	
	/// <summary>
	/// Encapsulates the OTClient and extends its features
	/// </summary>
	public class OTManager : IMessageSender
	{
		public event OnErrorEventHandler OnError;
		public static OnLoginEventHandler OnLogin;
		public event OnNoDataEventHandler OnNoData;
		public event OnEndOfDataEventHandler OnEndOfData;
		public event OnHistoricalOHLCEventHandler OnHistoricalOHLC;
		
		public event NewMessageEventHandler NewMessage;
		
		/// <summary>
		/// requests for wich an answering event has not been received yet;
		/// when such an event returns, it is forwarded and then the request
		/// is removed
		/// </summary>
		private Hashtable barRequests;
		/// <summary>
		/// full path for the file where messages will be logged; if
		/// this member is "" then no logging is required
		/// </summary>
//		private string logFileName;
		
		private static OTClient oTClient;
		/// <summary>
		/// used to lock OTManager.oTClient: we use a dummy BarRequest
		/// but any reference type would have done the job
		/// </summary>
//		private static BarRequest oTClientCreatorLocker =
//			new BarRequest( "A" , "A" , new DateTime( 1 , 1 , 2008 ) );
		
		static OTManager()
		{
			OTManager.oTClient = new OTClient();
			OTManager.oTClient.onLogin += new OTLoginEvent(
				OTManager.onLoginEventHandler );
			OTManager.oTClient.onStatusChanged += new OTStatusChangedEvent(
				OTManager.onStatusChangedEventHandler );
		}
		private static void onLoginEventHandler()
		{
			if ( OTManager.OnLogin != null )
				OTManager.OnLogin();
		}
		private static void onStatusChangedEventHandler( int status )
		{
			string currentStatusHasChangedTo =
				OTStatus.GetName(
					typeof( OTStatus ) , status );
			string message =
				"Current status has changed to: " +	currentStatusHasChangedTo;
//			this.riseNewMessageEvent( message );
		}

		
		/// <summary>
		/// Encapsulates the OTClient and extends its features. Using
		/// this constructor, no log is done
		/// </summary>
		public OTManager()
		{
//			this.logFileName = "";
			this.commonInitialization();
		}
		
		#region commonInitialization
		#region setOTCLientEventHandlers
		private bool wasThisRequestSubmittedByThisOTManagerInstance( int requestId )
		{
			bool wasSubmittedByThisOTManagerInstance;
			lock( this.barRequests )
			{
				wasSubmittedByThisOTManagerInstance =
					this.barRequests.ContainsKey( requestId );
			}
			return wasSubmittedByThisOTManagerInstance;
		}
		
		#region onOTClientError
		
		#region onOTClientError_actually
		private void onOTClientError_riseOnNoDataIfTheCase( OTError error )
		{
			if ( error.Code == Convert.ToInt32( OTErrorCodes.NoData ) )
				// current error event signals no data available for
				// the given ticker, for the given exchange
			{
				BarRequest barRequest = this.RemoveBarRequest(
					error.RequestId );
				if ( this.OnNoData != null )
					this.OnNoData( error.RequestId , barRequest );
			}
		}
		private void onOTClientError_logMessage( OTError error )
		{
			string message =
				"onOTClientError " + "---" +
				"Code: " + error.Code + "---" +
				"Description: " + error.Description + "---" +
				"RequestId: " + error.RequestId + "---" +
				"Type: " + error.Type;
			OTDataEntity oTDataEntity =
				OTManager.oTClient.getEntityById( error.RequestId );
			if ( oTDataEntity != null )
				// RequestId was refered to a OTDataEntity
				message = message + "---" +
					"Ticker: " + oTDataEntity.Symbol + "---" +
					"Exchange: " + oTDataEntity.Exchange;
			this.riseNewMessageEvent( message );
		}
		private void onOTClientError_actually( OTError error )
		{
			this.onOTClientError_riseOnNoDataIfTheCase( error );
			this.onOTClientError_logMessage( error );
			if ( this.OnError != null )
				this.OnError( error );			
		}
		#endregion onOTClientError_actually
		
		private void onOTClientError( OTError error )
		{
			if ( this.wasThisRequestSubmittedByThisOTManagerInstance(
				error.RequestId ) )
				// the error refers to a request submitted by this OTManager instance
				this.onOTClientError_actually( error );
		}
		#endregion onOTClientError
		
		#region onMessageEventHandler
		
		#region onMessageEventHandler_actually
		
		#region onMessageEventHandler_logMessage
		private string getCompleteMessage(
			string message , OTDataEntity oTDataEntity , int requestId )
		{
			BarRequest barRequest =	this.GetBarRequest( requestId );
//			DateTime dateTimeForRequest = (DateTime)
//				this.requestsThatAreNotCompletedYet[ requestId ];
//			this.requestsThatAreNotCompletedYet.Remove( requestId );
			string completeMessage = message + "---" +
				"Ticker: " + oTDataEntity.Symbol + "---" +
				"Exchange: " + oTDataEntity.Exchange + "---" +
				"DateTime: " + barRequest.DateTimeForOpenInUTC;
			return completeMessage;
		}
		private void onMessageEventHandler_logMessage( OTMessage oTMessage )
		{
			string message =
				"onMessageEventHandler " + "---" +
				"Code: " + oTMessage.Code + "---" +
				"Description: " + oTMessage.Description + "---" +
				"RequestId: " + oTMessage.RequestId;
			OTDataEntity oTDataEntity =
				OTManager.oTClient.getEntityById( oTMessage.RequestId );
			if ( oTDataEntity != null )
				// RequestId was refered to a OTDataEntity
				message = this.getCompleteMessage(
					message , oTDataEntity , oTMessage.RequestId );
			this.riseNewMessageEvent( message );
//			System.Windows.Forms.MessageBox.Show( message );
		}
		#endregion onMessageEventHandler_logMessage
		
		private void onMessageEventHandler_riseOnEndOfDataIfTheCase(
			OTMessage oTMessage )
		{
			if ( oTMessage.Code ==
			    Convert.ToInt32( OTMessageCodes.EndOfData ) )
				// a request has all been satisfied
			{
				BarRequest barRequest = this.RemoveBarRequest(
					oTMessage.RequestId );
				if ( this.OnEndOfData != null )
					this.OnEndOfData( oTMessage.RequestId , barRequest );
			}
		}
		private void onMessageEventHandler_actually( OTMessage oTMessage )
		{
			this.onMessageEventHandler_logMessage( oTMessage );
			this.onMessageEventHandler_riseOnEndOfDataIfTheCase( oTMessage );			
		}
		#endregion onMessageEventHandler_actually
		
		private void onMessageEventHandler( OTMessage oTMessage )
		{
			if ( this.wasThisRequestSubmittedByThisOTManagerInstance(
				oTMessage.RequestId ) )
				this.onMessageEventHandler_actually( oTMessage );
		}
		#endregion onMessageEventHandler
		
		#region onHistoricalOHLC
		#region onHistoricalOHLC_actually
		private void onHistoricalOHLC_logMessage( OTOHLC ohlc )
		{
			OTDataEntity oTDataEntity =
				OTManager.oTClient.getEntityById( ohlc.RequestId );
			string message = String.Format(
				"OHLC({7}):time={0} o={1,-6} h={2,-6} " +
				"l={3,-6} c={4,-6} v={5,-8} now is {6} " +
				"- ticker:{8} - exchange:{9}" ,
				ohlc.Timestamp,
				ohlc.OpenPrice, ohlc.HighPrice,
				ohlc.LowPrice, ohlc.ClosePrice,
				ohlc.Volume,
				DateTime.Now,
				ohlc.RequestId ,
				oTDataEntity.Symbol ,
				oTDataEntity.Exchange
			);
			this.riseNewMessageEvent( message );
		}
		private void onHistoricalOHLC_actually( OTOHLC ohlc )
		{
			this.onHistoricalOHLC_logMessage( ohlc );
			if ( this.OnHistoricalOHLC != null )
			{
				BarRequest barRequest =
					this.GetBarRequest( ohlc.RequestId );
				this.OnHistoricalOHLC( ohlc , barRequest );
			}
		}
		#endregion onHistoricalOHLC_actually
		private void onHistoricalOHLC( OTOHLC ohlc )
		{
			if ( this.wasThisRequestSubmittedByThisOTManagerInstance(
				ohlc.RequestId ) )
				this.onHistoricalOHLC_actually( ohlc );
		}
		#endregion onHistoricalOHLC
		
		private void setOTClientEventHandlers()
		{
			OTManager.oTClient.onError += new OTErrorEvent( this.onOTClientError );
			OTManager.oTClient.onMessage += new OTMessageEvent(
				this.onMessageEventHandler );
//			if ( oTClientWasJustCreated )
//				// oTClient was null. We want only one OTManager instance
//				// to monitor (and possibly log) oTClient status changes
//			{
//				OTManager.oTClient.onLogin += new OTLoginEvent(
//					OTManager.onLoginEventHandler );
//				OTManager.oTClient.onStatusChanged += new OTStatusChangedEvent(
//					OTManager.onStatusChangedEventHandler );
//			}
			OTManager.oTClient.onHistoricalOHLC +=
				new OTOHLCEvent( this.onHistoricalOHLC );
		}
		#endregion setOTCLientEventHandlers
		
		private void commonInitialization()
		{
			this.barRequests = new Hashtable();
			this.setOTClientEventHandlers();
		}
		#endregion commonInitialization


		

		public static void SubmitLogin(
			string openTickUser , string openTickPassword )
		{
			OTManager.oTClient.addHost( "feed1.opentick.com" , 10010 );
//			string username =
//				System.Configuration.ConfigurationManager.AppSettings[
//					"usrnm" ];
//			string password =
//				System.Configuration.ConfigurationManager.AppSettings[
//					"pswd" ];
			OTManager.oTClient.login( openTickUser , openTickPassword );
		}
//		/// <summary>
//		/// This method can be 
//		/// </summary>
//		public void SubmitLogin()
//		{
//			bool oTCLientWasNullWhenThisMethodBegan;
//			// TO DO add a lock to the following two statements
////			lock( ??? what could I use here??? )
////			{
////				oTCLientWasNullWhenThisMethodBegan =
////					( OTManager.oTClient == null );
////				if ( oTCLientWasNullWhenThisMethodBegan )
////					OTManager.oTClient = new OTClient();
////			}
//			this.setOTClientEventHandlers( oTCLientWasNullWhenThisMethodBegan );
//			if ( oTCLientWasNullWhenThisMethodBegan )
//				this.submitLogin();
//		}



		
		public BarRequest GetBarRequest( int requestId )
		{
			BarRequest barRequest;
			lock ( this.barRequests )
			{
				barRequest = (BarRequest)this.barRequests[ requestId ];
			}
			if ( barRequest == null )
				throw new Exception(
					"There is no request for the given requestId" );
			return barRequest;
		}
		
		public BarRequest RemoveBarRequest( int requestId )
		{
			BarRequest barRequest =
				this.GetBarRequest( requestId );
			lock ( this.barRequests )
			{
				this.barRequests.Remove( requestId );
			}
			return barRequest;
		}
		
		#region RequestHistData
		private int requestHistDataActually(
			string exchange ,
			string symbol ,
			DateTime startingDateInUTC ,
			DateTime endingDateInUTC ,
			OTHistoricalType oTHistoricalType ,
			short intervalValue )
		{
			OTDataEntity oTDataEntity =
				new OTDataEntity( exchange , symbol );
			int requestId = OTManager.oTClient.requestHistData(
				oTDataEntity , startingDateInUTC , endingDateInUTC ,
				oTHistoricalType , intervalValue );
			return requestId;
		}
		private void update_barRequests(
			int requestId ,
			string exchange ,
			string symbol ,
			DateTime startingDateInUTC ,
			DateTime endingDateInUTC ,
			OTHistoricalType oTHistoricalType ,
			short intervalValue)
		{
			BarRequest barRequest =
				new BarRequest(
					exchange ,
					symbol ,
					startingDateInUTC );
			lock ( this.barRequests )
			{
				this.barRequests.Add( requestId , barRequest );
			}
		}
		public int RequestHistData(
			string exchange ,
			string symbol ,
			DateTime startingDateInUTC ,
			DateTime endingDateInUTC ,
			OTHistoricalType oTHistoricalType ,
			short intervalValue )
		{
			int requestId = this.requestHistDataActually(
				exchange ,
				symbol ,
				startingDateInUTC ,
				endingDateInUTC ,
				oTHistoricalType ,
				intervalValue );
			this.update_barRequests(
				requestId ,
				exchange ,
				symbol ,
				startingDateInUTC ,
				endingDateInUTC ,
				oTHistoricalType ,
				intervalValue);
			return requestId;
		}
		#endregion RequestHistData
		
		private void riseNewMessageEvent( string message )
		{
			NewMessageEventArgs eArgs =
				new NewMessageEventArgs( message );
			if ( this.NewMessage != null )
				this.NewMessage( this , eArgs );
//			MessageManager.DisplayMessage(
//				message + "\n" , this.logFileName );
		}
	}
}

[Quantproject-developers] QuantDownloader/Downloader/OpenTickDownloader/OTManagement BarRequest.cs, NONE, 1.1

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader/OTManagement
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv25397

Added Files:
	BarRequest.cs 
Log Message:
A bar to be requested to the OTClient

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

BarRequest.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.Applications.Downloader.OpenTickDownloader
{
	/// <summary>
	/// A bar to be requested to the OTClient
	/// </summary>
	public class BarRequest
	{
		private string exchange;		
		private string symbol;
		private DateTime dateTimeForOpenInUTC;
				
		public string Exchange {
			get { return exchange; }
		}
		public string Symbol {
			get { return symbol; }
		}
		public DateTime DateTimeForOpenInUTC {
			get { return dateTimeForOpenInUTC; }
		}
		public BarRequest(
			string exchange ,
			string symbol ,
			DateTime dateTimeForOpenInUTC )
		{
			this.exchange = exchange;
			this.symbol = symbol;
			this.dateTimeForOpenInUTC = dateTimeForOpenInUTC;
		}
	}
}

[Quantproject-developers] QuantDownloader/Downloader/OpenTickDownloader/ExchangeSelectors/MostLiquid MostLiquidExchangeSelectorForSingleTicker.cs, NONE, 1.1

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader/ExchangeSelectors/MostLiquid
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv24813/MostLiquid

Added Files:
	MostLiquidExchangeSelectorForSingleTicker.cs 
Log Message:
Finds the most liquid exchange for a ticker

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

MostLiquidExchangeSelectorForSingleTicker.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 OTFeed_NET;

using QuantProject.ADT.Messaging;

namespace QuantProject.Applications.Downloader.OpenTickDownloader
{
	public delegate void MostLiquidExchangeFoundEventHandler(
		object sender , string ticker , string mostLiquidExchange );
	public delegate void MostLiquidExchangeNotFoundEventHandler(
		object sender , string ticker );
		
	/// <summary>
	/// Finds the most liquid exchange for a ticker
	/// </summary>
	public class MostLiquidExchangeSelectorForSingleTicker :
		IMessageSender
	{
		/// <summary>
		/// the main exchange for the ticker has been found
		/// </summary>
		public event MostLiquidExchangeFoundEventHandler
			MostLiquidExchangeFound;
		
		/// <summary>
		/// the ticker is not exchanged in any of the considered exchanges
		/// </summary>
		public event MostLiquidExchangeNotFoundEventHandler
			MostLiquidExchangeNotFound;
		
		public event NewOHLCRequestEventHandler NewOHLCRequest;
		
		public event NewMessageEventHandler NewMessage;
		
		private OTManager oTManager;
		private string ticker;
		
		private DateTime startingDate;
		private DateTime endingDate;
		private Dictionary<string , long> volumeForExchange;
		private List<int> requestIdsFromThisObject;
		
		private bool isSearchComplete;
		private bool isMostLiquidExchangeFound;
		private string mostLiquidExchange;

		
		public bool IsSearchComplete
		{
			get { return this.isSearchComplete; }
		}

		public bool IsMostLiquidExchangeFound
		{
			get
			{
				if ( !this.IsSearchComplete )
					throw new Exception( "The search is not complete, yet!" );
				return this.isMostLiquidExchangeFound;
			}
		}

		public string MostLiquidExchange
		{
			get
			{
				if ( !this.IsSearchComplete )
					throw new Exception( "The search is not complete, yet!" );
				return this.mostLiquidExchange;
			}
		}
		
		/// <summary>
		/// Finds the most liquid exchange for a ticker. Events are logged
		/// to the given text file
		/// </summary>
		/// <param name="ticker">ticker for whom the most liquid exchange is
		/// to be found</param>
		/// <param name="logFileName">full path for the file where events will
		/// be logged in</param>
//		public MostLiquidExchangeSelectorForSingleTicker(
//			string ticker , string logFileName )
//		{
//			this.oTManager = new OTManager();
//			this.commonInitialization( ticker );
//		}
		public MostLiquidExchangeSelectorForSingleTicker(
			string ticker )
		{
			this.oTManager = new OTManager();
			this.oTManager.NewMessage +=
				new NewMessageEventHandler(
					this.newMessageEventHandler );
			
			this.commonInitialization( ticker );
		}
		private void commonInitialization( string ticker )
		{
			this.ticker = ticker;
			this.isSearchComplete = false;
		}
		private void newMessageEventHandler(
			object sender , NewMessageEventArgs eventArgs )
		{
			if ( this.NewMessage != null )
				this.NewMessage( this , eventArgs );
		}
		
		#region SelectMostLiquidExchange
		private void setRequestParameters()
		{
			this.startingDate = new DateTime( 2007 , 1 , 1 );
			this.endingDate = new DateTime( 2007 , 1 , 10 );
		}
		
		#region setEventsHandlers
		
		#region compareVolumesSetResultsAndRiseEvents
		
		#region setMostLiquidExchange
		private void setMostLiquidExchange( out long volumeForMostLiquidExchange )
		{
			volumeForMostLiquidExchange = long.MinValue;
			this.mostLiquidExchange = "";
			foreach ( KeyValuePair< string , long > exchangeWithVolume in
			         this.volumeForExchange )
				if ( exchangeWithVolume.Value > volumeForMostLiquidExchange )
			{
				volumeForMostLiquidExchange = exchangeWithVolume.Value;
				this.mostLiquidExchange = exchangeWithVolume.Key;
			}
		}
		#endregion setMostLiquidExchange
		
		private void setResultsForExchangeNotFound()
		{
			this.isMostLiquidExchangeFound = false;
			if ( this.MostLiquidExchangeNotFound != null )
				this.MostLiquidExchangeNotFound( this , this.ticker );
		}
		private void setResultsForMainExchangeFound()
		{
			this.isMostLiquidExchangeFound = true;
//			MainExchangeFoundEventArgs eventArgs =
//				new MainExchangeFoundEventArgs(
//					this.ticker , this.mostLiquidExchange );
			if ( this.MostLiquidExchangeFound != null )
				this.MostLiquidExchangeFound(
					this , this.ticker , this.mostLiquidExchange );

		}
		private void compareVolumesSetResultsAndRiseEvents()
		{
			long volumeForMostLiquidExchange;
			this.setMostLiquidExchange( out volumeForMostLiquidExchange );
			if ( volumeForMostLiquidExchange <= 0 )
				// the ticker is not exchanged in any of the considered exchanges
				this.setResultsForExchangeNotFound();
			else
				// the main exchange for the ticker has been found
				this.setResultsForMainExchangeFound();
		}
		#endregion compareVolumesSetResultsAndRiseEvents

		private void addVolumeForExchange(
			string exchange , long volume )
		{
			this.volumeForExchange.Add( exchange , volume );
			if ( this.volumeForExchange.Count == 3 )
				// all three bars have been analyzed
			{
				this.compareVolumesSetResultsAndRiseEvents();
				this.isSearchComplete = true;
				this.oTManager.OnHistoricalOHLC -=
					this.onHistoricalOHLCeventHandler;
				this.oTManager.OnNoData -= this.onNoDataEventHandler;
			}
		}

		#region onHistoricalOHLCeventHandler_addVolumeForExchange
		private void onHistoricalOHLCeventHandler_addVolumeForExchangeActually(
			string exchange , long volume )
		{
//			OTDataEntity oTDataEntity = this.oTClient.getEntityById(
//				ohlc.RequestId );
			this.addVolumeForExchange(
				exchange , volume );
		}
		private void onHistoricalOHLCeventHandler_addVolumeForExchange(
			int requestId , string exchange , long volume )
		{
			if ( this.requestIdsFromThisObject.Contains( requestId ) )
			{
				this.onHistoricalOHLCeventHandler_addVolumeForExchangeActually(
					exchange , volume );				
			}
		}
		#endregion onHistoricalOHLCeventHandler_addVolumeForExchange
		
		private void onHistoricalOHLCeventHandler(
			OTOHLC ohlc , BarRequest barRequest )
		{
			this.onHistoricalOHLCeventHandler_addVolumeForExchange(
				ohlc.RequestId , barRequest.Exchange , ohlc.Volume );
		}
		private void onNoDataEventHandler(
			int requestId , BarRequest barRequest )
		{
			if ( this.requestIdsFromThisObject.Contains( requestId ) )
				// the request had been submitted by this object
//				OTDataEntity oTDataEntity =
//					this.oTClient.getEntityById( error.RequestId );
				this.addVolumeForExchange( barRequest.Exchange , 0 );
		}
		private void onEndOfDataEventHandler(
			int requestId , BarRequest barRequest )
		{
			if ( this.requestIdsFromThisObject.Contains( requestId ) )
			{
				// the request had been submitted by this object
//				OTDataEntity oTDataEntity =
//					this.oTClient.getEntityById( oTMessage.RequestId );
				if ( !this.volumeForExchange.ContainsKey(
					barRequest.Exchange ) )
				    // no data is available for this exchange
				    this.addVolumeForExchange(
				    	barRequest.Exchange , 0 );
			}
		}
		private void setEventsHandlers()
		{
			this.oTManager.OnHistoricalOHLC +=
				new OnHistoricalOHLCEventHandler(
					this.onHistoricalOHLCeventHandler );
			this.oTManager.OnNoData +=
				new OnNoDataEventHandler( this.onNoDataEventHandler );
			this.oTManager.OnEndOfData += new OnEndOfDataEventHandler(
				this.onEndOfDataEventHandler );
		}
		#endregion setEventsHandlers
		
		#region request
		
		#region riseNewOHLCRequestEvent
		private long getBarInterval()
		{
			TimeSpan timeSpan =
				this.endingDate.Subtract( this.startingDate );
			long barInterval = timeSpan.Seconds;
			return barInterval;
		}
		private void riseNewOHLCRequestEvent( int requestId )
		{
			long barInterval = this.getBarInterval();
			if ( this.NewOHLCRequest != null )
				this.NewOHLCRequest(
					requestId , this.startingDate , barInterval );
		}
		#endregion riseNewOHLCRequestEvent
		
		private void request( string exchangeCode )
		{
//			OTDataEntity oTDataEntity = new OTDataEntity(
//				exchangeCode , this.ticker );
			int requestId =
				this.oTManager.RequestHistData(
					exchangeCode , this.ticker
					, this.startingDate , this.endingDate ,
					OTHistoricalType.OhlcDaily , 10 );
			this.requestIdsFromThisObject.Add( requestId );
			this.riseNewOHLCRequestEvent( requestId );
		}
		#endregion request
		
		public void SelectMostLiquidExchange()
		{
			this.volumeForExchange = new Dictionary<string , long>();
			this.requestIdsFromThisObject = new List<int>();
			this.setRequestParameters();
			this.setEventsHandlers();
			this.request( "A" );
			this.request( "N" );
			this.request( "Q" );
		}
		#endregion SelectMostLiquidExchange
		
	}
}

[Quantproject-developers] QuantDownloader/Downloader/OpenTickDownloader/ExchangeSelectors/MostLiquid MostLiquidExchangeSelector.cs, NONE, 1.1

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader/ExchangeSelectors/MostLiquid
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv24780/MostLiquid

Added Files:
	MostLiquidExchangeSelector.cs 
Log Message:
Finds the most liquid exchange for given tickers

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

MostLiquidExchangeSelector.cs
Copyright (C) 2008 
Glauco Siliprandi

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

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

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

using System;
using System.Collections;
using System.Collections.Generic;
using System.Threading;

using OTFeed_NET;

using QuantProject.ADT.Messaging;

namespace QuantProject.Applications.Downloader.OpenTickDownloader
{
	/// <summary>
	/// Finds the most liquid exchange for given tickers
	/// </summary>
	public class MostLiquidExchangeSelector : IExchangeSelector
	{
		public event NewMessageEventHandler NewMessage;
		
//		/// <summary>
//		/// the main exchange for the ticker has been found
//		/// </summary>
//		public event MainExchangeFoundEventHandler MainExchangeFound;
//		
//		/// <summary>
//		/// the ticker is not exchanged in any of the considered exchanges
//		/// </summary>
//		public event ExchangeNotFoundEventHandler ExchangeNotFound;
//		
//		public event NewOHLCRequestEventHandler NewOHLCRequest;
		
//		private OTManager oTManager;
		/// <summary>
		/// if non empty, contains the full path to the file where
		/// OTManager's events will be logged 
		/// </summary>
//		private string logFileName;
		
		/// <summary>
		/// keys are the tickers; mostLiquidExchange[ ticker ] is the
		/// most liquid exchange for ticker
		/// </summary>
		private Hashtable mostLiquidExchange;
		
//		private DateTime startingDate;
//		private DateTime endingDate;
		
//		public MostLiquidExchangeSelector( string logFileName )
//		{
////			this.oTManager = oTManager;
//			this.logFileName = logFileName;
//			this.commonInitialization();
//		}
		public MostLiquidExchangeSelector()
		{
//			this.oTManager = oTManager;
//			this.logFileName = "";
			this.mostLiquidExchange = new Hashtable();
		}
//		private void commonInitialization()
//		{
//			this.mostLiquidExchange = new Hashtable();
//		}
		
		#region SelectExchange
		
		#region setExchange
		
		#region setExchange_setMostLiquidExchangeSelectorForSingleTicker
		private void newMessageEventHandler(
			object sender , NewMessageEventArgs eventArgs )
		{
			if ( this.NewMessage != null )
				this.NewMessage( this , eventArgs );
		}
		private MostLiquidExchangeSelectorForSingleTicker
			setExchange_setMostLiquidExchangeSelectorForSingleTicker( string ticker )
		{
			MostLiquidExchangeSelectorForSingleTicker
				mostLiquidExchangeSelectorForSingleTicker =
				new MostLiquidExchangeSelectorForSingleTicker(
					ticker );
			mostLiquidExchangeSelectorForSingleTicker.NewMessage +=
				new NewMessageEventHandler(
					this.newMessageEventHandler );
//			if ( this.logFileName == "" )
//				// no logging is required
//				mostLiquidExchangeSelectorForSingleTicker =
//					new MostLiquidExchangeSelectorForSingleTicker( ticker );
//			else
//				// logging is required
//				mostLiquidExchangeSelectorForSingleTicker =
//					new MostLiquidExchangeSelectorForSingleTicker(
//						ticker , this.logFileName );
			return mostLiquidExchangeSelectorForSingleTicker;
		}
		#endregion setExchange_setMostLiquidExchangeSelectorForSingleTicker

		private void setExchange( string ticker )
		{
			MostLiquidExchangeSelectorForSingleTicker
				mostLiquidExchangeSelectorForSingleTicker =
				this.setExchange_setMostLiquidExchangeSelectorForSingleTicker( ticker );
//			MostLiquidExchangeSelectorForSingleTicker
//				mostLiquidExchangeSelectorForSingleTicker =
//				new MostLiquidExchangeSelectorForSingleTicker(
//					ticker , this.logFileName );
			mostLiquidExchangeSelectorForSingleTicker.SelectMostLiquidExchange();
			while ( !mostLiquidExchangeSelectorForSingleTicker.IsSearchComplete )
				// the most liquid exchange has not been found, yet
				Thread.Sleep( 200 );
			this.mostLiquidExchange.Add(
				ticker ,
				mostLiquidExchangeSelectorForSingleTicker.MostLiquidExchange );
		}
		#endregion setExchange

		public string SelectExchange( string ticker )
		{
			string exchange;
			if ( !this.mostLiquidExchange.ContainsKey( ticker ) )
				// the most liquid exchang for ticker has not been computed, yet
				this.setExchange( ticker );
			exchange = (string)this.mostLiquidExchange[ ticker ];
			return exchange;
		}
		#endregion SelectExchange
	}
}

[Quantproject-developers] QuantDownloader/Downloader/OpenTickDownloader/ExchangeSelectors IExchangeSelector.cs, NONE, 1.1

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader/ExchangeSelectors
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv24291

Added Files:
	IExchangeSelector.cs 
Log Message:
Selects an exchange for a given ticker

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

BarIdentifier.cs
Copyright (C) 2008 
Glauco Siliprandi

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

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

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

using System;

using QuantProject.ADT.Messaging;

namespace QuantProject.Applications.Downloader.OpenTickDownloader
{
	/// <summary>
	/// Selects an exchange for a given ticker
	/// </summary>
	public interface IExchangeSelector : IMessageSender
	{
		/// <summary>
		/// returns an identifier for an exchange where the ticker is traded 
		/// </summary>
		/// <param name="ticker"></param>
		/// <returns></returns>
		string SelectExchange( string ticker );
	}
}

[Quantproject-developers] QuantDownloader/Downloader/OpenTickDownloader/ExchangeSelectors/MostLiquid - New directory

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader/ExchangeSelectors/MostLiquid
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv24142/MostLiquid

Log Message:
Directory /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader/ExchangeSelectors/MostLiquid added to the repository

[Quantproject-developers] QuantDownloader/Downloader/OpenTickDownloader DownloaderConstants.cs, NONE, 1.1

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv23999

Added Files:
	DownloaderConstants.cs 
Log Message:
Constants to be used by the download process

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

DownloaderConstants.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.Applications.Downloader.OpenTickDownloader
{
	/// <summary>
	/// Constants to be used by the download process
	/// </summary>
	public class DownloaderConstants
	{
		/// <summary>Number of bars that will be written by the database writer,
		/// with a single Sql command</summary>
		public const
			int MAX_NUMBER_OF_BARS_TO_BE_WRITTEN_WITH_A_SINGLE_SQL_COMMAND = 1;

//		public DownloaderConstants()
//		{
//		}
	}
}

[Quantproject-developers] QuantDownloader/Downloader/OpenTickDownloader/TimeZoneManaging - New directory

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader/TimeZoneManaging
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv23316/TimeZoneManaging

Log Message:
Directory /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader/TimeZoneManaging added to the repository