[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables
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From: Marco M. <mi...@us...> - 2008-04-25 17:13:53
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Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv17325/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables Modified Files: StatisticsSummary.cs Log Message: AverageReturnOnMonday has been replaced by AverageReturnOnMondayWithOpenPositions Added the classes for average return computation on days with open positions (with distinction by day of week) Index: StatisticsSummary.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables/StatisticsSummary.cs,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** StatisticsSummary.cs 6 Feb 2008 20:40:23 -0000 1.1 --- StatisticsSummary.cs 25 Apr 2008 17:13:42 -0000 1.2 *************** *** 21,26 **** private IHistoricalQuoteProvider historicalQuoteProvider; ! private AverageReturnOnMonday averageReturnOnMonday; ! public AccountReport AccountReport { --- 21,31 ---- private IHistoricalQuoteProvider historicalQuoteProvider; ! private AverageReturnOnMondayWithOpenPositions averageReturnOnMondayWithOpenPositions; ! private AverageReturnOnTuesdayWithOpenPositions averageReturnOnTuesdayWithOpenPositions; ! private AverageReturnOnWednesdayWithOpenPositions averageReturnOnWednesdayWithOpenPositions; ! private AverageReturnOnThursdayWithOpenPositions averageReturnOnThursdayWithOpenPositions; ! private AverageReturnOnFridayWithOpenPositions averageReturnOnFridayWithOpenPositions; ! private AverageReturnOnDayWithOpenPositions averageReturnOnDayWithOpenPositions; ! public AccountReport AccountReport { *************** *** 28,34 **** } ! public AverageReturnOnMonday AverageReturnOnMonday { ! get { return this.averageReturnOnMonday; } } --- 33,64 ---- } ! public AverageReturnOnMondayWithOpenPositions AverageReturnOnMondayWithOpenPositions { ! get { return this.averageReturnOnMondayWithOpenPositions; } ! } ! ! public AverageReturnOnTuesdayWithOpenPositions AverageReturnOnTuesdayWithOpenPositions ! { ! get { return this.averageReturnOnTuesdayWithOpenPositions; } ! } ! ! public AverageReturnOnWednesdayWithOpenPositions AverageReturnOnWednesdayWithOpenPositions ! { ! get { return this.averageReturnOnWednesdayWithOpenPositions; } ! } ! ! public AverageReturnOnThursdayWithOpenPositions AverageReturnOnThursdayWithOpenPositions ! { ! get { return this.averageReturnOnThursdayWithOpenPositions; } ! } ! ! public AverageReturnOnFridayWithOpenPositions AverageReturnOnFridayWithOpenPositions ! { ! get { return this.averageReturnOnFridayWithOpenPositions; } ! } ! ! public AverageReturnOnDayWithOpenPositions AverageReturnOnDayWithOpenPositions ! { ! get { return this.averageReturnOnDayWithOpenPositions; } } *************** *** 112,116 **** throw new Exception( "A StatisticsSummary computation has been requested, but the equity line is empty" ); ! this.averageReturnOnMonday = new AverageReturnOnMonday(this); } --- 142,152 ---- throw new Exception( "A StatisticsSummary computation has been requested, but the equity line is empty" ); ! this.averageReturnOnMondayWithOpenPositions = new AverageReturnOnMondayWithOpenPositions(this); ! this.averageReturnOnTuesdayWithOpenPositions = new AverageReturnOnTuesdayWithOpenPositions(this); ! this.averageReturnOnWednesdayWithOpenPositions = new AverageReturnOnWednesdayWithOpenPositions(this); ! this.averageReturnOnThursdayWithOpenPositions = new AverageReturnOnThursdayWithOpenPositions(this); ! this.averageReturnOnFridayWithOpenPositions = new AverageReturnOnFridayWithOpenPositions(this); ! this.averageReturnOnDayWithOpenPositions = ! new AverageReturnOnDayWithOpenPositions(this); } |