[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables RoundTrades.cs, 1.2, 1.3

[Marco M. <mi...@us...>]

Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv1812/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables

Modified Files:
	RoundTrades.cs 
Log Message:
The table RoundTrades in report has been fixed.
Old reports are still deserializable.

Index: RoundTrades.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables/RoundTrades.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** RoundTrades.cs	15 Feb 2005 19:09:05 -0000	1.2
--- RoundTrades.cs	29 Mar 2009 18:15:50 -0000	1.3
***************
*** 12,20 ****
  	{
      private ReportTable transactionTable;
! 
      public RoundTrades( string reportName , ReportTable transactionTable ) :
        base( reportName + " - Round Trades" )
  		{
        this.transactionTable = transactionTable;
        this.DataTable = this.getRoundTrades();
      }
--- 12,33 ----
  	{
      private ReportTable transactionTable;
!     private string fieldNameForTicker;
! 		private string fieldNameForDateTime;
! 		private string fieldNameForTransactionType;
! 		
! 		private void setFieldNames()
! 		{
! 			this.fieldNameForTicker = 
! 				QuantProject.Business.Financial.Accounting.Reporting.Tables.Transactions.FieldNameForTicker;
! 			this.fieldNameForDateTime = 
! 				QuantProject.Business.Financial.Accounting.Reporting.Tables.Transactions.FieldNameForDateTime;
! 			this.fieldNameForTransactionType = 
! 				QuantProject.Business.Financial.Accounting.Reporting.Tables.Transactions.FieldNameForTransactionType;
! 		}
      public RoundTrades( string reportName , ReportTable transactionTable ) :
        base( reportName + " - Round Trades" )
  		{
        this.transactionTable = transactionTable;
+       this.setFieldNames();
        this.DataTable = this.getRoundTrades();
      }
***************
*** 22,26 ****
--- 35,41 ----
      private void getRoundTradeTable_setColumns( DataTable roundTradeDataTable )
      {
+       roundTradeDataTable.Columns.Add( fieldNameForTicker , Type.GetType( "System.String" ) );
        roundTradeDataTable.Columns.Add( "Trade" , Type.GetType( "System.String" ) );
+       roundTradeDataTable.Columns.Add( "Quantity"  , Type.GetType( "System.Int32" ) );
        roundTradeDataTable.Columns.Add( "EntryDate"  , Type.GetType( "System.DateTime" ) );
        roundTradeDataTable.Columns.Add( "EntryPrice" , Type.GetType( "System.Double" ) );
***************
*** 30,88 ****
        roundTradeDataTable.Columns.Add( "Profit"  , Type.GetType( "System.Double" ) );
        roundTradeDataTable.Columns.Add( "%Profit"  , Type.GetType( "System.Double" ) );
!       roundTradeDataTable.Columns.Add( "#bars"  , Type.GetType( "System.Int32" ) );
!       roundTradeDataTable.Columns.Add( "ProfitPerBar"  , Type.GetType( "System.Double" ) );
        //roundTradeDataTable.Columns.Add( "AccountValue"  , Type.GetType( "System.Double" ) );
        //roundTradeDataTable.Columns.Add( "PnL"  , Type.GetType( "System.Double" ) );
      }
!     private void getRoundTradeTable_setRow( DataRow dataRow , DataTable roundTradeDataTable )
      {
!       DataRow roundTrade;
!       switch ( (string)dataRow[ "TransactionType" ] )
!       {
!         case "BuyLong":
!           roundTrade = roundTradeDataTable.NewRow();
!           roundTrade[ "Trade" ] = "Long";
!           roundTrade[ "EntryDate" ] = dataRow[ "DateTime" ];
!           roundTrade[ "EntryPrice" ] = dataRow[ "Price" ];
!           roundTradeDataTable.Rows.Add( roundTrade );
!           break;
!         case "Sell":
!           roundTrade = roundTradeDataTable.Rows[ roundTradeDataTable.Rows.Count - 1 ];
!           roundTrade[ "ExitDate" ] = dataRow[ "DateTime" ];
!           roundTrade[ "ExitPrice" ] = dataRow[ "Price" ];
!           roundTrade[ "%chg" ] =
!             ((double)roundTrade[ "ExitPrice" ] - (double)roundTrade[ "EntryPrice" ])/
!             ((double)roundTrade[ "EntryPrice" ])*100;
!           roundTrade[ "%Profit" ] = roundTrade[ "%chg" ];
!           roundTrade[ "#bars" ] =
!             ((TimeSpan)((DateTime)roundTrade[ "ExitDate" ] - (DateTime)roundTrade[ "EntryDate" ])).Days;
!           roundTrade[ "ProfitPerBar" ] = (double)roundTrade[ "%chg" ] / (int)roundTrade[ "#bars" ];
!           break;
!         case "SellShort":
!           roundTrade = roundTradeDataTable.NewRow();
!           roundTrade[ "Trade" ] = "Short";
!           roundTrade[ "EntryDate" ] = dataRow[ "DateTime" ];
!           roundTrade[ "EntryPrice" ] = dataRow[ "Price" ];
!           roundTradeDataTable.Rows.Add( roundTrade );
!           break;
!         case "Cover":
!           roundTrade = roundTradeDataTable.Rows[ roundTradeDataTable.Rows.Count - 1 ];
!           roundTrade[ "ExitDate" ] = dataRow[ "DateTime" ];
!           roundTrade[ "ExitPrice" ] = dataRow[ "Price" ];
!           roundTrade[ "%chg" ] =
!             ((double)roundTrade[ "ExitPrice" ] - (double)roundTrade[ "EntryPrice" ])/
!             ((double)roundTrade[ "EntryPrice" ])*100;
!           roundTrade[ "%Profit" ] = - ((double)roundTrade[ "%chg" ]);
!           roundTrade[ "#bars" ] =
!             ((TimeSpan)((DateTime)roundTrade[ "ExitDate" ] - (DateTime)roundTrade[ "EntryDate" ])).Days;
!           roundTrade[ "ProfitPerBar" ] = (double)roundTrade[ "%chg" ] / (int)roundTrade[ "#bars" ];
!           break;
!       }
! 
      }
      private void getRoundTradeTable_setRows( DataTable roundTradeDataTable )
      {
!       foreach (DataRow dataRow in this.transactionTable.DataTable.Rows )
!         getRoundTradeTable_setRow( dataRow , roundTradeDataTable );
      }
      private DataTable getRoundTrades()
--- 45,114 ----
        roundTradeDataTable.Columns.Add( "Profit"  , Type.GetType( "System.Double" ) );
        roundTradeDataTable.Columns.Add( "%Profit"  , Type.GetType( "System.Double" ) );
!       roundTradeDataTable.Columns.Add( "#minutes"  , Type.GetType( "System.Int32" ) );
!       roundTradeDataTable.Columns.Add( "ProfitPerMinute"  , Type.GetType( "System.Double" ) );
        //roundTradeDataTable.Columns.Add( "AccountValue"  , Type.GetType( "System.Double" ) );
        //roundTradeDataTable.Columns.Add( "PnL"  , Type.GetType( "System.Double" ) );
      }
!     private void getRoundTradeTable_addRow( int rowIndex, DataRow dataRow , DataTable roundTradeDataTable )
      {
! 			DateTime startDateTimeOfTrade = (DateTime)dataRow[fieldNameForDateTime];
! 			DateTime endDateTimeOfTrade = new DateTime(1900,1,1);
! 			string currentTicker = (string)dataRow[fieldNameForTicker];
! 			string currentTradeType = (string)dataRow[fieldNameForTransactionType];
! 			double signForRoundTradeProfit = 1.0;
!     	if(currentTradeType == "SellShort")
!     		signForRoundTradeProfit = -1.0;
! 			double entryPrice = (double)dataRow["Price"];
! 			double exitPrice = 0.0;
! 			int instrumentQuantity = (int)dataRow["Quantity"];
! 			for (int j = rowIndex + 1; j < this.transactionTable.DataTable.Rows.Count ; j++)
! 			{
! 				if( currentTicker == (string)this.transactionTable.DataTable.Rows[ j ][fieldNameForTicker] &&
! 				    ((currentTradeType == "BuyLong" && 
! 				     (string)this.transactionTable.DataTable.Rows[ j ][fieldNameForTransactionType] == "Sell")
! 				     ||
! 				     (currentTradeType == "SellShort" && 
! 				     (string)this.transactionTable.DataTable.Rows[ j ][fieldNameForTransactionType] == "Cover")
! 				    ) )
! 				{
! 					endDateTimeOfTrade = 
! 						(DateTime)this.transactionTable.DataTable.Rows[ j ][fieldNameForDateTime];
! 					exitPrice = (double)this.transactionTable.DataTable.Rows[ j ]["Price"];
! 					j = this.transactionTable.DataTable.Rows.Count;
! 				}
! 			}
! 			TimeSpan timeSpanBetweenEnterAndExit = 
! 				endDateTimeOfTrade.Subtract(startDateTimeOfTrade);
!       DataRow roundTrade = roundTradeDataTable.NewRow();
!       roundTrade[ fieldNameForTicker ] = currentTicker;
!       roundTrade[ "Trade" ] = currentTradeType;
!       roundTrade[ "Quantity" ] = instrumentQuantity;
!       roundTrade[ "EntryDate" ] = startDateTimeOfTrade;
!       roundTrade[ "ExitDate" ] = endDateTimeOfTrade;
!       roundTrade[ "EntryPrice" ] = entryPrice;
!       roundTrade[ "ExitPrice" ] = exitPrice;
!       roundTrade[ "%chg" ] = (exitPrice - entryPrice)/entryPrice * 100.0;
!       roundTrade[ "%Profit" ] = signForRoundTradeProfit * (double)roundTrade[ "%chg" ];
!       roundTrade[ "Profit" ] = signForRoundTradeProfit * instrumentQuantity * (exitPrice - entryPrice);
!       roundTrade[ "#minutes" ] = timeSpanBetweenEnterAndExit.TotalMinutes;
!       roundTrade[ "ProfitPerMinute" ] = (double)roundTrade[ "%Profit" ] / (int)roundTrade[ "#minutes" ];
!       roundTradeDataTable.Rows.Add(roundTrade);
      }
+     private bool doesCurrentRowIndexPointToABuyLongOrASellShort( int rowIndex )
+ 		{
+ 			bool returnValue;
+ 			string currentTransactionType =
+ 				(string)this.transactionTable.DataTable.Rows[ rowIndex ][fieldNameForTransactionType];
+ 			returnValue =
+ 				( currentTransactionType == "BuyLong" || currentTransactionType == "SellShort" );
+ 			return returnValue;
+ 		}
      private void getRoundTradeTable_setRows( DataTable roundTradeDataTable )
      {
!       for(int rowIndex = 0; rowIndex < this.transactionTable.DataTable.Rows.Count; rowIndex++ )
!       	if( this.doesCurrentRowIndexPointToABuyLongOrASellShort( rowIndex ) )
! 					getRoundTradeTable_addRow( rowIndex,
!       	                           	 transactionTable.DataTable.Rows[rowIndex],
!       	                             roundTradeDataTable );
      }
      private DataTable getRoundTrades()
***************
*** 94,98 ****
      }
      #endregion
- 
  	}
  }
--- 120,123 ----