="justify"> {= true;
}
{= curPrice;
}
}
{(skipNum lt; (curParam.minerDateThreshold - 1))
{++;
}
{= 1;=false; (determineChangeType (prevPrice: previousPrice.BidPrice, curPrice:
curPrice.BidPrice, changeThreshold: curParam.ChangeThreshold)!=
curChange)
{(curChange, dateStart: startPrice.DateTick, dateEnd:
previousPrice.DateTick, secId: CurSec.SecId, fieldType: FieldType.Bid);=previousPrice;=curPrice;=determineChangeType (prevPrice: startPrice.BidPrice, curPrice:
previousPrice.BidPrice, changeThreshold: curParam.ChangeThreshold);
}
{= curPrice;
}
}
}
}
}
} (isSkip == true)
{(changeType: curChange, dateStart: startPrice.DateTick,
dateEnd: previousPrice.DateTick, secId: CurSec.SecId, fieldType: .Bid); (changeType:
determineChangeType (previousPrice.BidPrice, curPrice: lastPrice.BidPrice,
changeThreshold: curParam.ChangeThreshold), dateStart:
previousPrice.DateTick, dateEnd: lastPrice.DateTick, secId: CurSec.SecId,
fieldType: FieldType.Bid);
}
{(isFirst!=true)
{(changeType: curChange, dateStart: startPrice.DateTick,
dateEnd: lastPrice.DateTick, secId: CurSec.SecId, fieldType: .Bid);
}
}
} void insertNewPriceFact (ChangeType changeType, int dateStart, int
dateEnd, int secId, FieldType fieldType)
{dbContext=new
FactEventAnalysisDBDataContext () ;. PriceFactsTable newFact=new
FactEventAnalyzer.PriceFactsTable () ;. ChangeType=changeType.ToString () ;. DateStart=dateStart; .DateEnd=dateEnd; .SecID=secId; .FieldType=fieldType.ToString () ;. PriceFactsTables. InsertOnSubmit (newFact) ;. SubmitChanges ();
} void insertNewSpikeFact (ChangeType changeType, int date, int secId,
FieldType fieldType)
{dbContext=new
FactEventAnalysisDBDataContext () ;. SpikeFactsTable newSpikeFact=new
FactEventAnalyzer.SpikeFactsTable () ;. Date=date; .FieldType=fieldType.ToString () ;. SecId=secId; .SpikeType=changeType.ToString ();
. SpikeFactsTables.InsertOnSubmit (newSpikeFact) ;. SubmitChanges ();
} void produceCoraxFacts (Parameters curParam)
{? insertedSecs=0, insertedCoraxes=0; startDate=DateTime.Now; dbContext=new
FactEventAnalysisDBDataContext () ;. usp_clearFactsTables (dateFrom: curParam.DateFrom, dateTo:
curParam.DateTo, secIdFrom: curParam.SecIdFrom, secIdTo:
curParam.SecIdTo, isPrices: false, isCorax: true, isSpike: false) ;. fileLogger.writeToLog ( Corax Facts are cleared, it took +
(DateTime.Now - startDate) .TotalSeconds) ;. usp_populateCoraxFactsTable (curParam.DateFrom,
curParam.DateTo, curParam.SecIdFrom, curParam.SecIdTo, ref
insertedSecs, ref insertedCoraxes);
. fileLogger.writeToLog ( Corax Facts are produced. n Start time:
+ startDate.ToString () +
n Finish time: + System.DateTime.Now.ToString () +
n Securities processed: + InsertedSecs.ToString () +
n Facts inserted: + InsertedCoraxes.ToString () +
n Total runtime: + (System.DateTime.Now -) .TotalSeconds.ToString ());
} void produceSpikeFacts (FactEventAnalysisDBDataContext
DbContext, FactEventAnalyzer.SecuritiesSource CurSec, Parameters)
{PriceQuery=from price in DbContext.PricesSourcesprice.SecId.Equals (CurSec.SecId) amp; amp; price.DateTick gt;=
curParam.DateFrom amp; amp; price.DateTick lt;=curParam.DateToprice.DateTickprice; isFirst=true; .PricesSource prevPrice=new
FactEventAnalyzer.PricesSource (); (FactEventAnalyzer.PricesSource curPrice in PriceQuery)
{(isFirst == true)
{...
