Update of /cvsroot/quantproject/QuantProject/b3_Data/DataTables
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv23694/b3_Data/DataTables
Modified Files:
Quotes.cs
Log Message:
public static History GetAdjustedCloseHistory( string ticker,
DateTime firstQuoteDate,
DateTime lastQuoteDate )
has been added.
public static float[] GetArrayOfCloseToCloseRatios(
string ticker ,
DateTime firstQuoteDate ,
DateTime lastQuoteDate )
has been added.
GetMarketDays returns a History now (it returned a SortedList in the previous version).
Index: Quotes.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/DataTables/Quotes.cs,v
retrieving revision 1.33
retrieving revision 1.34
diff -C2 -d -r1.33 -r1.34
*** Quotes.cs 9 Apr 2007 17:48:47 -0000 1.33
--- Quotes.cs 13 Jul 2007 10:07:59 -0000 1.34
***************
*** 2,12 ****
using System.Collections;
using System.Data;
using System.Text;
using QuantProject.ADT;
using QuantProject.ADT.Statistics;
using QuantProject.ADT.Histories;
using QuantProject.DataAccess;
using QuantProject.DataAccess.Tables;
- using System.Runtime.Serialization;
namespace QuantProject.Data.DataTables
--- 2,14 ----
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
***************
*** 720,732 ****
}
! public static float[] GetArrayOfCloseToCloseRatios(string ticker,
! ref DateTime firstQuoteDate,
! DateTime lastQuoteDate,
! int numDaysBetweenEachClose)
! {
! return GetArrayOfCloseToCloseRatios(ticker, ref firstQuoteDate, lastQuoteDate, numDaysBetweenEachClose,
! 0);
! }
!
public static float[] GetArrayOfAdjustedCloseQuotes(string ticker,
DateTime firstQuoteDate,
--- 722,734 ----
}
! public static float[] GetArrayOfCloseToCloseRatios(string ticker,
! ref DateTime firstQuoteDate,
! DateTime lastQuoteDate,
! int numDaysBetweenEachClose)
! {
! return GetArrayOfCloseToCloseRatios(ticker, ref firstQuoteDate, lastQuoteDate, numDaysBetweenEachClose,
! 0);
! }
!
public static float[] GetArrayOfAdjustedCloseQuotes(string ticker,
DateTime firstQuoteDate,
***************
*** 736,739 ****
--- 738,787 ----
return ExtendedDataTable.GetArrayOfFloatFromColumn(tickerQuotes,"quAdjustedClose");
}
+ #region GetAdjustedCloseHistory
+ private static History getAdjustedCloseHistory( Quotes tickerQuotes )
+ {
+ History adjustedCloseHistory = new History();
+ foreach ( DataRow dataRow in tickerQuotes.Rows )
+ adjustedCloseHistory.Add( dataRow[ Quotes.Date ] ,
+ dataRow[ Quotes.AdjustedClose ] );
+ return adjustedCloseHistory;
+ }
+ /// <summary>
+ /// Returns the History of the adjusted close quotes, for the given ticker,
+ /// since the firstQuoteDate to the lastQuoteDate
+ /// </summary>
+ /// <param name="ticker"></param>
+ /// <param name="firstQuoteDate"></param>
+ /// <param name="lastQuoteDate"></param>
+ /// <returns></returns>
+ public static History GetAdjustedCloseHistory( string ticker,
+ DateTime firstQuoteDate,
+ DateTime lastQuoteDate )
+ {
+ Quotes tickerQuotes = new Quotes( ticker , firstQuoteDate , lastQuoteDate);
+ return getAdjustedCloseHistory( tickerQuotes );
+ }
+ #endregion GetAdjustedCloseHistory
+ #region GetArrayOfCloseToCloseRatios
+ /// <summary>
+ /// Returns the array of the adjusted close to adjusted close ratios, for
+ /// the given ticker, within the given period of time
+ /// </summary>
+ /// <param name="ticker"></param>
+ /// <param name="firstQuoteDate"></param>
+ /// <param name="lastQuoteDate"></param>
+ /// <returns></returns>
+ public static float[] GetArrayOfCloseToCloseRatios(
+ string ticker ,
+ DateTime firstQuoteDate ,
+ DateTime lastQuoteDate )
+ {
+ float[] arrayOfAdjustedCloseQuotes =
+ GetArrayOfAdjustedCloseQuotes( ticker , firstQuoteDate , lastQuoteDate );
+ float[] arrayOfCloseToCloseRatios =
+ FloatArrayManager.GetRatios( arrayOfAdjustedCloseQuotes );
+ return arrayOfCloseToCloseRatios;
+ }
+ #endregion
/// <summary>
***************
*** 745,754 ****
/// <param name="lastDate">end interval</param>
/// <returns></returns>
! public static SortedList GetMarketDays( string ticker ,
DateTime firstDate , DateTime lastDate )
{
Quotes quotes = new Quotes( ticker , firstDate , lastDate );
// DateTime[] marketDays = new DateTime[ quotes.Rows.Count ];
! SortedList marketDays = new SortedList();
int i = 0;
foreach ( DataRow dataRow in quotes.Rows )
--- 793,802 ----
/// <param name="lastDate">end interval</param>
/// <returns></returns>
! public static History GetMarketDays( string ticker ,
DateTime firstDate , DateTime lastDate )
{
Quotes quotes = new Quotes( ticker , firstDate , lastDate );
// DateTime[] marketDays = new DateTime[ quotes.Rows.Count ];
! History marketDays = new History();
int i = 0;
foreach ( DataRow dataRow in quotes.Rows )
|
