Thread: [Quantproject-developers] QuantProject/b3_Data/DataTables Bars.cs, 1.3, 1.4
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glauco_1
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From: Glauco S. <gla...@us...> - 2008-11-18 22:59:38
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Update of /cvsroot/quantproject/QuantProject/b3_Data/DataTables In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv9228/b3_Data/DataTables Modified Files: Bars.cs Log Message: a bug has been fixed int the method public static History GetMarketDateTimes( string ticker , DateTime firstDateTime , DateTime lastDateTime , List< Time > dailyTimes, int intervalFrameInSeconds ) Index: Bars.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b3_Data/DataTables/Bars.cs,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** Bars.cs 14 Nov 2008 15:51:18 -0000 1.3 --- Bars.cs 18 Nov 2008 22:59:29 -0000 1.4 *************** *** 65,69 **** { ! QuantProject.DataAccess.Tables.Bars.SetDataTable( tickerCollection , dateTime , this, intervalFrameInSeconds ); --- 65,69 ---- { ! QuantProject.DataAccess.Tables.Bars.SetDataTable( tickerCollection , dateTime , this, intervalFrameInSeconds ); *************** *** 119,129 **** QuantProject.DataAccess.Tables.Bars.GetFirstBarDateTime( ticker, intervalFrameInSeconds ) , QuantProject.DataAccess.Tables.Bars.GetLastBarDateTime( ticker, intervalFrameInSeconds ), ! intervalFrameInSeconds); } ! public Bars(SerializationInfo info, StreamingContext context) ! : base(info, context) ! { ! } private void fillDataTable( string ticker , DateTime startDateTime , DateTime endDateTime, int intervalFrameInSeconds ) --- 119,129 ---- QuantProject.DataAccess.Tables.Bars.GetFirstBarDateTime( ticker, intervalFrameInSeconds ) , QuantProject.DataAccess.Tables.Bars.GetLastBarDateTime( ticker, intervalFrameInSeconds ), ! intervalFrameInSeconds); } ! public Bars(SerializationInfo info, StreamingContext context) ! : base(info, context) ! { ! } private void fillDataTable( string ticker , DateTime startDateTime , DateTime endDateTime, int intervalFrameInSeconds ) *************** *** 131,137 **** { ! QuantProject.DataAccess.Tables.Bars.SetDataTable( ticker , startDateTime , endDateTime , this, intervalFrameInSeconds ); ! this.setPrimaryKeys(); } --- 131,137 ---- { ! QuantProject.DataAccess.Tables.Bars.SetDataTable( ticker , startDateTime , endDateTime , this, intervalFrameInSeconds ); ! this.setPrimaryKeys(); } *************** *** 153,157 **** /// <returns></returns> public static History GetMarketDateTimes( string ticker , ! DateTime firstDateTime , DateTime lastDateTime, int intervalFrameInSeconds ) { --- 153,157 ---- /// <returns></returns> public static History GetMarketDateTimes( string ticker , ! DateTime firstDateTime , DateTime lastDateTime, int intervalFrameInSeconds ) { *************** *** 192,196 **** #region removeMissingTimes ! #region removeMissingTime private static bool isTimeInDailyTimes( DateTime dateTime , List< Time > dailyTimes ) --- 192,200 ---- #region removeMissingTimes ! #region getDateTimesToBeRemoved ! ! #region addDateTimesToBeRemoved ! ! #region addMissingTimeIfTheCase private static bool isTimeInDailyTimes( DateTime dateTime , List< Time > dailyTimes ) *************** *** 201,221 **** 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 , --- 205,254 ---- return isInDailyTimes; } ! private static void addMissingTimeIfTheCase( DateTime candidateToBeRemoved , ! List< Time > dailyTimes , List< DateTime > dateTimesToBeRemoved ) { if ( !Bars.isTimeInDailyTimes( candidateToBeRemoved , dailyTimes ) ) // the candidate's time is not in the given list of daily times ! dateTimesToBeRemoved.Add( candidateToBeRemoved ); ! } ! #endregion addMissingTimeIfTheCase ! ! private static void addDateTimesToBeRemoved( ! List< Time > dailyTimes , History marketDateTimes , ! List< DateTime > dateTimesToBeRemoved) ! { ! foreach ( DateTime dateTime in marketDateTimes.Keys ) ! Bars.addMissingTimeIfTheCase( ! dateTime , dailyTimes , dateTimesToBeRemoved ); ! } ! #endregion addDateTimesToBeRemoved ! ! private static List< DateTime > getDateTimesToBeRemoved( ! List< Time > dailyTimes , History marketDateTimes ) ! { ! List< DateTime > dateTimesToBeRemoved = new List< DateTime >(); ! Bars.addDateTimesToBeRemoved( ! dailyTimes , marketDateTimes , dateTimesToBeRemoved ); ! return dateTimesToBeRemoved; ! } ! #endregion getDateTimesToBeRemoved ! ! private static void removeMissingTimes( ! List< DateTime > dateTimesToBeRemoved , History marketDateTimes ) ! { ! foreach ( DateTime dateTime in dateTimesToBeRemoved ) ! marketDateTimes.Remove( dateTime ); } private static void removeMissingTimes( List< Time > dailyTimes , History marketDateTimes ) { ! List< DateTime > dateTimesToBeRemoved = Bars.getDateTimesToBeRemoved( ! dailyTimes , marketDateTimes ); ! Bars.removeMissingTimes( dateTimesToBeRemoved , marketDateTimes ); } + #endregion removeMissingTimes + private static History getMarketDateTimes( string ticker , DateTime firstDateTime , DateTime lastDateTime , *************** *** 228,232 **** return marketDateTimes; } - #endregion removeMissingTimes #endregion getMarketDateTimes --- 261,264 ---- *************** *** 255,259 **** #region GetCommonMarketDateTimes private static Hashtable getMarketDateTimes( ICollection tickers , DateTime firstDateTime , ! DateTime lastDateTime, int intervalFrameInSeconds ) { --- 287,291 ---- #region GetCommonMarketDateTimes private static Hashtable getMarketDateTimes( ICollection tickers , DateTime firstDateTime , ! DateTime lastDateTime, int intervalFrameInSeconds ) { *************** *** 261,269 **** foreach ( string ticker in tickers ) if ( !marketDateTimes.ContainsKey( ticker ) ) ! { ! SortedList marketDateTimesForSingleTicker = ! GetMarketDateTimes( ticker , firstDateTime , lastDateTime, intervalFrameInSeconds ); ! marketDateTimes.Add( ticker , marketDateTimesForSingleTicker ); ! } return marketDateTimes; --- 293,301 ---- foreach ( string ticker in tickers ) if ( !marketDateTimes.ContainsKey( ticker ) ) ! { ! SortedList marketDateTimesForSingleTicker = ! GetMarketDateTimes( ticker , firstDateTime , lastDateTime, intervalFrameInSeconds ); ! marketDateTimes.Add( ticker , marketDateTimesForSingleTicker ); ! } return marketDateTimes; *************** *** 300,308 **** public static SortedList GetCommonMarketDateTimes( ICollection tickers , ! DateTime firstDateTime , DateTime lastDateTime, int intervalFrameInSeconds ) { Hashtable marketDateTimes = getMarketDateTimes( tickers , firstDateTime , lastDateTime, intervalFrameInSeconds ); ! return getCommonMarketDateTimes( tickers , firstDateTime , lastDateTime , marketDateTimes ); } --- 332,340 ---- public static SortedList GetCommonMarketDateTimes( ICollection tickers , ! DateTime firstDateTime , DateTime lastDateTime, int intervalFrameInSeconds ) { Hashtable marketDateTimes = getMarketDateTimes( tickers , firstDateTime , lastDateTime, intervalFrameInSeconds ); ! return getCommonMarketDateTimes( tickers , firstDateTime , lastDateTime , marketDateTimes ); } |