}//constructor
#endregion Constructors, Initialization & Destructor
#region Methods
#region Data initialization
private void initDataVariables()
{ // Initializes data variables - to check if recalculation is necessary
m_enFrequency = cProperties.Frequency;
m_drRange = new cDateRange(m_objRelevantSec.DateRange.StartDate, m_objRelevantSec.DateRange.EndDate);
//if (m_dtMainRates != null) m_dtMainRates.Clear();
//m_dtMainRates = new List<Rate>();
}//initDataVariables
}//getClosestDateRowIndex
private static DateTime getNextDate(DateTime dtCurr, enumDateFreq enCalcFreq)
{ // retrieves the next date available based on the selected frequency
TimeSpan tsPeriod = new TimeSpan(4, 12, 0, 0) + new TimeSpan(2, 12, 0, 0); // one week
DateTime dtFinal = dtCurr;
switch (enCalcFreq)
{
case enumDateFreq.Daily:
return(dtFinal.AddDays(-1));
case enumDateFreq.Weekly:
return(dtFinal - tsPeriod);
}
return(dtFinal);
}//getNextDate
} //calculatePriceReturns
public static void calculatePriceReturns(List <Entities.dbo.Price> dtPrices, ref List <Rate> dtOut, cDateRange cDrCalc, enumDateFreq enCalcFreq, int iPosStart, int iPosEnd, String idSec, String strSymbol)
{ // Calculates price returns for the given table of prices
DateTime dtCurrent = DateTime.Now, dtNextVal;
int iNextIndex = 0;
for (int iRows = iPosStart; iRows <= iPosEnd;)
{ // Goes through prices backwards
dtCurrent = dtPrices[iRows].dDate;
if ((dtCurrent < cDrCalc.StartDate) || (dtCurrent > cDrCalc.EndDate))
{
iRows++; continue;
} // No calculations if exceeds calculation range
dtNextVal = getNextDate(dtCurrent, enCalcFreq);
iNextIndex = getClosestDateRowIndex(dtPrices, iRows, dtNextVal, cDrCalc);
if ((iNextIndex == -1) || (iNextIndex >= iPosEnd) || ((iPosEnd - iRows) < 7))
{
return; // Finished
}
double dRateVal = getCalcRateVal(Convert.ToDouble(dtPrices[iRows].fClose), Convert.ToDouble(dtPrices[iNextIndex].fClose)); // calculated rate
dtOut.Add(new Rate {
Date = dtCurrent, RateVal = dRateVal
});
if (iNextIndex > iRows)
{
iRows = iNextIndex;
}
else
{
iRows++;
}
} //main for
} //calculatePriceReturns
public static void calculatePriceReturns(List <Entities.dbo.Price> dtPrices, ref List <Rate> dtOut, cDateRange cDrCalc, enumDateFreq enCalcFreq, String idSec, String strSymbol)
{
calculatePriceReturns(dtPrices, ref dtOut, cDrCalc, enCalcFreq, 0, dtPrices.Count - 1, idSec, strSymbol);
} //calculatePriceReturns
