[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting AccountReport.cs,1.4,1.5

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting
In directory sc8-pr-cvs1:/tmp/cvs-serv19812/b4_Business/a1_Financial/a2_Accounting/h5_Reporting

Modified Files:
	AccountReport.cs 
Log Message:
Summary report has been enhanced:
- 'Larges winning trade' added
- 'Largest losing trade' added
- 'Total number of long trades' added
- 'Number winning long trades' added
- 'Average long trade % return' added
- 'Total number of short trades' added
- 'Number winning short trades' added
- 'Average short trade % return' added

Index: AccountReport.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/AccountReport.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** AccountReport.cs	2 Nov 2003 18:26:04 -0000	1.4
--- AccountReport.cs	3 Nov 2003 22:26:35 -0000	1.5
***************
*** 421,424 ****
--- 421,478 ----
        summary[ "Value" ] = avgReturn;
      }
+     private void getSummaryTable_setRow_LargestWinningTradePercentage( DataRow summary )
+     {
+       summary[ "Information" ] = "Largest winning trade";
+       summary[ "Value" ] =
+         (double) this.roundTrades.DataTable.Compute( "max([%Profit])" , "([%Profit]>0)" );
+     }
+     private void getSummaryTable_setRow_LargestLosingTradePercentage( DataRow summary )
+     {
+       summary[ "Information" ] = "Largest losing trade";
+       summary[ "Value" ] =
+         (double) this.roundTrades.DataTable.Compute( "min([%Profit])" , "([%Profit]<0)" );
+     }
+     private void getSummaryTable_setRow_TotalNumberOfLongTrades( DataRow summary )
+     {
+       double totalROA = this.totalPnl / ( this.finalAccountValue - this.totalPnl );
+       summary[ "Information" ] = "Total # of long trades";
+       DataRow[] DataRows =
+         this.roundTrades.DataTable.Select( "((Trade='Long')and(ExitPrice is not null))" );
+       summary[ "Value" ] = DataRows.Length;
+     }
+     private void getSummaryTable_setRow_NumberWinningLongTrades( DataRow summary )
+     {
+       summary[ "Information" ] = "Number winning long trades";
+       DataRow[] DataRows = this.roundTrades.DataTable.Select( "((Trade='Long')and([%Profit] > 0))" );
+       summary[ "Value" ] = DataRows.Length;
+     }
+     private void getSummaryTable_setRow_AverageLongTradePercentageReturn( DataRow summary )
+     {
+       summary[ "Information" ] = "Average long trade % Return";
+       double avgReturn =
+         (double) this.roundTrades.DataTable.Compute( "avg([%Profit])" , "(Trade='Long')" );
+       summary[ "Value" ] = avgReturn;
+     }
+     private void getSummaryTable_setRow_TotalNumberOfShortTrades( DataRow summary )
+     {
+       double totalROA = this.totalPnl / ( this.finalAccountValue - this.totalPnl );
+       summary[ "Information" ] = "Total # of short trades";
+       DataRow[] DataRows =
+         this.roundTrades.DataTable.Select( "((Trade='Short')and(ExitPrice is not null))" );
+       summary[ "Value" ] = DataRows.Length;
+     }
+     private void getSummaryTable_setRow_NumberWinningShortTrades( DataRow summary )
+     {
+       summary[ "Information" ] = "Number winning short trades";
+       DataRow[] DataRows = this.roundTrades.DataTable.Select( "((Trade='Short')and([%Profit] > 0))" );
+       summary[ "Value" ] = DataRows.Length;
+     }
+     private void getSummaryTable_setRow_AverageShortTradePercentageReturn( DataRow summary )
+     {
+       summary[ "Information" ] = "Average short trade % Return";
+       double avgReturn =
+         (double) this.roundTrades.DataTable.Compute( "avg([%Profit])" , "(Trade='Short')" );
+       summary[ "Value" ] = avgReturn;
+     }
      private void getSummary_setRow( DataTable summaryDataTable ,
        getSummaryTable_setRow getSummaryTable_setRow_object )
***************
*** 444,447 ****
--- 498,517 ----
        getSummary_setRow( summaryDataTable ,
          new getSummaryTable_setRow( getSummaryTable_setRow_AverageTradePercentageReturn ) );
+       getSummary_setRow( summaryDataTable ,
+         new getSummaryTable_setRow( getSummaryTable_setRow_LargestWinningTradePercentage ) );
+       getSummary_setRow( summaryDataTable ,
+         new getSummaryTable_setRow( getSummaryTable_setRow_LargestLosingTradePercentage ) );
+       getSummary_setRow( summaryDataTable ,
+         new getSummaryTable_setRow( getSummaryTable_setRow_TotalNumberOfLongTrades ) );
+       getSummary_setRow( summaryDataTable ,
+         new getSummaryTable_setRow( getSummaryTable_setRow_NumberWinningLongTrades ) );
+       getSummary_setRow( summaryDataTable ,
+         new getSummaryTable_setRow( getSummaryTable_setRow_AverageLongTradePercentageReturn ) );
+       getSummary_setRow( summaryDataTable ,
+         new getSummaryTable_setRow( getSummaryTable_setRow_TotalNumberOfShortTrades ) );
+       getSummary_setRow( summaryDataTable ,
+         new getSummaryTable_setRow( getSummaryTable_setRow_NumberWinningShortTrades ) );
+       getSummary_setRow( summaryDataTable ,
+         new getSummaryTable_setRow( getSummaryTable_setRow_AverageShortTradePercentageReturn ) );
      }
      #endregion