public List <DateDelta> MonthlyDeltas()
{
List <DateDelta> monthlyDeltas = new List <DateDelta>();
// if no records, return empty list
if ((m_recs == null) || (m_recs.Count == 0))
{
return(monthlyDeltas);
}
BenchmarkIndexFileRecord monthBeginRec = m_recs[0];
BenchmarkIndexFileRecord currRec = m_recs[0];
monthlyDeltas.Add(new DateDelta(monthBeginRec.Date));
monthlyDeltas[monthlyDeltas.Count - 1].Delta = 0;
for (int i = 0; i < m_recs.Count; i++)
{
// new month
if ((m_recs[i].Date.Month != monthBeginRec.Date.Month) ||
(m_recs[i].Date.Year != monthBeginRec.Date.Year))
{
monthBeginRec = m_recs[i];
monthlyDeltas.Add(new DateDelta(monthBeginRec.Date));
}
// calculate current delta
currRec = m_recs[i];
decimal diff = currRec.AdjustedClose - monthBeginRec.AdjustedClose;
decimal delta = diff / monthBeginRec.AdjustedClose;
monthlyDeltas[monthlyDeltas.Count - 1].Date = currRec.Date;
monthlyDeltas[monthlyDeltas.Count - 1].Delta = delta;
}
return(monthlyDeltas);
}
public List <BenchmarkIndexFileRecord> Records()
{
// return list to be used outside of this class
// ? save m_recs at end of proc
// ? so we can compare?
List <BenchmarkIndexFileRecord> recs = new List <BenchmarkIndexFileRecord>();
string line;
string[] fields = null;
string field = string.Empty;
for (int i = 1; i < m_lines.Length; i++)
{
line = m_lines[i];
// skip blank lines
if (line.Trim().Length == 0)
{
continue;
}
fields = line.Split(',');
// create new record object
BenchmarkIndexFileRecord rec = new BenchmarkIndexFileRecord();
field = fields[Date_Idx];
field = field.Replace("\"", "");
rec.Date = DateTime.Parse(field);
field = fields[Open_Idx];
field = field.Replace("\"", "");
rec.Open = Decimal.Parse(field);
field = fields[High_Idx];
field = field.Replace("\"", "");
rec.High = Decimal.Parse(field);
field = fields[Low_Idx];
field = field.Replace("\"", "");
rec.Low = Decimal.Parse(field);
field = fields[Close_Idx];
field = field.Replace("\"", "");
rec.Close = Decimal.Parse(field);
field = fields[Volume_Idx];
field = field.Replace(".0", "");
field = field.Replace("\"", "");
rec.Volume = Int64.Parse(field);
field = fields[AdjustedClose_Idx];
field = field.Replace("\"", "");
rec.AdjustedClose = Decimal.Parse(field);
/*
* field = fields[StDt1_Idx];
* field = field.Replace("\"", "");
* if (field.Trim() != String.Empty)
* rec.StDt1 = DateTime.Parse(field);
*/
recs.Add(rec);
}
m_recs = recs;
return(recs);
}
