public void Diagnose(commonTypes.AppTypes.PriceDataType dataType, double allowVariantPerc, ref databases.tmpDS.priceDiagnoseDataTable priceDiagnoseTbl)
{
string dataFld = "";
switch (dataType)
{
case AppTypes.PriceDataType.High:
dataFld = priceDataTbl.highPriceColumn.ColumnName;
break;
case AppTypes.PriceDataType.Low:
dataFld = priceDataTbl.lowPriceColumn.ColumnName;
break;
case AppTypes.PriceDataType.Open:
dataFld = priceDataTbl.openPriceColumn.ColumnName;
break;
case AppTypes.PriceDataType.Volume:
dataFld = priceDataTbl.volumeColumn.ColumnName;
break;
default:
dataFld = priceDataTbl.closePriceColumn.ColumnName;
break;
}
databases.tmpDS.priceDiagnoseRow priceDiagnoseRow;
double d1, d2;
for (int idx = 1; idx < priceDataTbl.Count; idx++)
{
if (priceDataTbl[idx].RowState == System.Data.DataRowState.Deleted) continue;
d1 = (double)priceDataTbl[idx-1][dataFld];
d2 = (double)priceDataTbl[idx][dataFld];
if (d1 == 0) continue;
if (Math.Abs((d2 - d1)/d1) < allowVariantPerc) continue;
priceDiagnoseRow = priceDiagnoseTbl.NewpriceDiagnoseRow();
priceDiagnoseRow.code = this.DataStockCode;
priceDiagnoseRow.date1 = priceDataTbl[idx-1].onDate;
priceDiagnoseRow.date2 = priceDataTbl[idx].onDate;
priceDiagnoseRow.price1 = d1;
priceDiagnoseRow.price2 = d2;
priceDiagnoseRow.variance = (d2 - d1) / d1;
priceDiagnoseTbl.AddpriceDiagnoseRow(priceDiagnoseRow);
}
}
/// <summary>
/// Diagnose price data for abnomal variance in price
/// </summary>
/// <param name="priceDataTbl"></param>
/// <param name="checkVariancePerc"></param>
/// <param name="checkVariance"></param>
/// <param name="precision"></param>
/// <param name="priceDiagnoseTbl"></param>
public static void DiagnosePrice_CloseAndNextOpen(databases.baseDS.priceDataDataTable priceDataTbl,
double checkVariancePerc, double checkVariance,byte precision, databases.tmpDS.priceDiagnoseDataTable priceDiagnoseTbl)
{
string dataFld1 = priceDataTbl.closePriceColumn.ColumnName;
string dataFld2 = priceDataTbl.openPriceColumn.ColumnName;
databases.baseDS.priceDataRow priceRow1, priceRow2;
databases.tmpDS.priceDiagnoseRow priceDiagnoseRow;
DataView myView = new DataView(priceDataTbl);
myView.Sort = priceDataTbl.onDateColumn.ColumnName;
double d1, d2,variancePerc;
for (int idx = 1; idx < myView.Count; idx++)
{
d1 = double.Parse(myView[idx-1][dataFld1].ToString());
d2 = double.Parse(myView[idx][dataFld2].ToString());
if (d1 == 0) continue;
variancePerc = (d2 / d1) - 1;
//if (Math.Abs(d2 - d1) <= checkVariance ||
if (Math.Abs(Math.Round(variancePerc, precision)) <= checkVariancePerc) continue;
priceRow1 = (databases.baseDS.priceDataRow)myView[idx-1].Row;
priceRow2 = (databases.baseDS.priceDataRow)myView[idx].Row;
priceDiagnoseRow = priceDiagnoseTbl.NewpriceDiagnoseRow();
priceDiagnoseRow.code = priceRow2.stockCode;
priceDiagnoseRow.date1 = priceRow1.onDate;
priceDiagnoseRow.date2 = priceRow2.onDate;
priceDiagnoseRow.price1 = d1;
priceDiagnoseRow.price2 = d2;
priceDiagnoseRow.variance = variancePerc;
priceDiagnoseTbl.AddpriceDiagnoseRow(priceDiagnoseRow);
}
}
