[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows AverageNumberOfTransactionsPerDay.cs, 1.3, 1.4 BenchmarkPercentageReturn.cs, 1.2, 1.3

[Glauco S. <gla...@us...>]

Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv13426/a2_Accounting/h5_Reporting/SummaryRows

Modified Files:
	AverageNumberOfTransactionsPerDay.cs 
	BenchmarkPercentageReturn.cs 
Log Message:
The new revision moves toward an intraday enabled framework.

EndOfDayDate time has been removed, DateTime is used now. The code has been changed accordingly.

Index: BenchmarkPercentageReturn.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows/BenchmarkPercentageReturn.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** BenchmarkPercentageReturn.cs	19 Jun 2005 14:55:09 -0000	1.2
--- BenchmarkPercentageReturn.cs	29 Sep 2008 21:13:46 -0000	1.3
***************
*** 13,37 ****
  	/// </summary>
  	[Serializable]
!   public class BenchmarkPercentageReturn : PercentageSummaryRow
  	{
  		public BenchmarkPercentageReturn( Summary summary ,
! 			IHistoricalQuoteProvider historicalQuoteProvider )
  		{
!       if ( summary.AccountReport.Benchmark != "" )
!       {
!         // the report has to compare to a buy and hold benchmark
! 				double beginningMarketValue = historicalQuoteProvider.GetMarketValue(
  					summary.AccountReport.Benchmark ,
! 					new EndOfDayDateTime( summary.AccountReport.StartDateTime , EndOfDaySpecificTime.MarketOpen ) );
! 				double finalMarketValue = historicalQuoteProvider.GetMarketValue(
  					summary.AccountReport.Benchmark ,
! 					summary.AccountReport.EndDateTime );
  //				summary.BenchmarkPercentageReturn = ( finalMarketValue - beginningMarketValue ) /
  //					beginningMarketValue * 100;
!         this.rowDescription = "Buy & hold % return";
  				this.rowValue = ( finalMarketValue - beginningMarketValue ) /
  					beginningMarketValue * 100;
!       }
!     }
  	}
  }
--- 13,40 ----
  	/// </summary>
  	[Serializable]
! 	public class BenchmarkPercentageReturn : PercentageSummaryRow
  	{
  		public BenchmarkPercentageReturn( Summary summary ,
! 		                                 HistoricalMarketValueProvider historicalMarketValueProvider )
  		{
! 			if ( summary.AccountReport.Benchmark != "" )
! 			{
! 				// the report has to compare to a buy and hold benchmark
! 				double beginningMarketValue = historicalMarketValueProvider.GetMarketValue(
  					summary.AccountReport.Benchmark ,
! 					HistoricalEndOfDayTimer.GetMarketOpen(
! 						summary.AccountReport.StartDateTime ) );
! //					new EndOfDayDateTime( summary.AccountReport.StartDateTime , EndOfDaySpecificTime.MarketOpen ) );
! 				double finalMarketValue = historicalMarketValueProvider.GetMarketValue(
  					summary.AccountReport.Benchmark ,
! 					HistoricalEndOfDayTimer.GetMarketClose(
! 						summary.AccountReport.EndDateTime ) );
  //				summary.BenchmarkPercentageReturn = ( finalMarketValue - beginningMarketValue ) /
  //					beginningMarketValue * 100;
! 				this.rowDescription = "Buy & hold % return";
  				this.rowValue = ( finalMarketValue - beginningMarketValue ) /
  					beginningMarketValue * 100;
! 			}
! 		}
  	}
  }

Index: AverageNumberOfTransactionsPerDay.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows/AverageNumberOfTransactionsPerDay.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** AverageNumberOfTransactionsPerDay.cs	7 Dec 2007 19:08:37 -0000	1.3
--- AverageNumberOfTransactionsPerDay.cs	29 Sep 2008 21:13:46 -0000	1.4
***************
*** 47,51 ****
  				summary.AccountReport.Benchmark,
  				summary.AccountReport.StartDateTime,
! 				summary.AccountReport.EndDateTime.DateTime);
  			this.rowValue = (double)totalNumberOfTransactions / (double)marketDays.Count;
  		}
--- 47,51 ----
  				summary.AccountReport.Benchmark,
  				summary.AccountReport.StartDateTime,
! 				summary.AccountReport.EndDateTime);
  			this.rowValue = (double)totalNumberOfTransactions / (double)marketDays.Count;
  		}