Thread: [Quantproject-developers] QuantProject/b3_Data/DataProviders/Bars/Caching DailyBarCache.cs, 1.2, 1

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

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

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

Thread: [Quantproject-developers] QuantProject/b3_Data/DataProviders/Bars/Caching DailyBarCache.cs, 1.2, 1

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