[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting AccountRe
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[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting AccountReport.cs,1.5,1.6
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From: <gla...@us...> - 2003-11-08 20:54:59
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Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting
In directory sc8-pr-cvs1:/tmp/cvs-serv12622/b4_Business/a1_Financial/a2_Accounting/h5_Reporting
Modified Files:
AccountReport.cs
Log Message:
Added Report.Tables objects: splitted the AccountReport object in one
table object for Transactions, RoundTrades, Equity and Summary.
Index: AccountReport.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/AccountReport.cs,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** AccountReport.cs 3 Nov 2003 22:26:35 -0000 1.5
--- AccountReport.cs 8 Nov 2003 20:54:41 -0000 1.6
***************
*** 39,53 ****
private Account account;
private Account accountCopy = new Account( "AccountCopy" );
private ExtendedDateTime endDateTime;
private string buyAndHoldTicker;
! private double totalPnl;
! private double finalAccountValue;
! private double buyAndHoldPercentageReturn;
! private long intervalDays;
! private ReportTable transactionTable;
private ReportTable roundTrades;
private ReportTable equity;
private ReportTable summary;
public ReportTable TransactionTable
{
--- 39,72 ----
private Account account;
private Account accountCopy = new Account( "AccountCopy" );
+ private string reportName;
private ExtendedDateTime endDateTime;
private string buyAndHoldTicker;
! //private long numDaysForInterval;
! private DataTable detailedDataTable;
! private Tables.Transactions transactionTable;
private ReportTable roundTrades;
private ReportTable equity;
private ReportTable summary;
+ public string Name
+ {
+ get { return reportName; }
+ }
+ public ExtendedDateTime EndDateTime
+ {
+ get { return endDateTime; }
+ }
+ public string BuyAndHoldTicker
+ {
+ get { return buyAndHoldTicker; }
+ }
+ // public long NumDaysForInterval
+ // {
+ // get { return numDaysForInterval; }
+ // }
+ public DataTable DetailedDataTable
+ {
+ get { return detailedDataTable; }
+ }
public ReportTable TransactionTable
{
***************
*** 147,151 ****
detailedDataTable.Rows.Add( dataRow );
}
! private void addRowForPnl( int numDaysForInterval , DateTime currentDate ,
System.Data.DataTable detailedDataTable )
{
--- 166,170 ----
detailedDataTable.Rows.Add( dataRow );
}
! private void addRowForPnl( long numDaysForInterval , DateTime currentDate ,
System.Data.DataTable detailedDataTable )
{
***************
*** 155,159 ****
addRowForPnl_actually( currentDate , detailedDataTable );
}
! private void setRows( int numDaysForInterval , System.Data.DataTable detailedDataTable )
{
DateTime currentDate = (DateTime) account.Transactions.GetKey( 0 );
--- 174,178 ----
addRowForPnl_actually( currentDate , detailedDataTable );
}
! private void setRows( long numDaysForInterval , System.Data.DataTable detailedDataTable )
{
DateTime currentDate = (DateTime) account.Transactions.GetKey( 0 );
***************
*** 177,181 ****
}
#endregion
! private System.Data.DataTable getDetailedDataTable( int numDaysForInterval )
{
System.Data.DataTable detailedDataTable = new System.Data.DataTable();
--- 196,200 ----
}
#endregion
! private System.Data.DataTable getDetailedDataTable( long numDaysForInterval )
{
System.Data.DataTable detailedDataTable = new System.Data.DataTable();
***************
*** 185,556 ****
}
#endregion
- #region "getTransactionTable"
- private void getTransactionTable_setColumns( DataTable detailedDataTable ,
- DataTable transactionsDataTable )
- {
- transactionsDataTable.Columns.Add( "DateTime" , Type.GetType( "System.DateTime" ) );
- transactionsDataTable.Columns.Add( "BarComponent" , Type.GetType( "System.String" ) );
- transactionsDataTable.Columns.Add( "TransactionType" , Type.GetType( "System.String" ) );
- transactionsDataTable.Columns.Add( "InstrumentKey" , Type.GetType( "System.String" ) );
- transactionsDataTable.Columns.Add( "Quantity" , Type.GetType( "System.Int32" ) );
- transactionsDataTable.Columns.Add( "Price" , Type.GetType( "System.Double" ) );
- transactionsDataTable.Columns.Add( "TransactionAmount" , Type.GetType( "System.Double" ) );
- transactionsDataTable.Columns.Add( "AccountCash" , Type.GetType( "System.Double" ) );
- transactionsDataTable.Columns.Add( "PortfolioValue" , Type.GetType( "System.Double" ) );
- transactionsDataTable.Columns.Add( "AccountValue" , Type.GetType( "System.Double" ) );
- transactionsDataTable.Columns.Add( "PnL" , Type.GetType( "System.Double" ) );
- }
- private void getTransactionTable_setRows( DataTable detailedDataTable ,
- DataTable transactionsDataTable )
- {
- foreach ( DataRow detailedRow in detailedDataTable.Rows )
- if ( detailedRow[ "TransactionType" ] != System.DBNull.Value )
- // current detailed row reports a transaction
- {
- DataRow dataRow = transactionsDataTable.NewRow();
- dataRow[ "DateTime" ] = detailedRow[ "DateTime" ];
- dataRow[ "BarComponent" ] = detailedRow[ "BarComponent" ];
- dataRow[ "TransactionType" ] = detailedRow[ "TransactionType" ];
- dataRow[ "InstrumentKey" ] = detailedRow[ "InstrumentKey" ];
- dataRow[ "Quantity" ] = detailedRow[ "Quantity" ];
- dataRow[ "Price" ] = detailedRow[ "Price" ];
- dataRow[ "TransactionAmount" ] = detailedRow[ "TransactionAmount" ];
- dataRow[ "AccountCash" ] = detailedRow[ "AccountCash" ];
- dataRow[ "PortfolioValue" ] = detailedRow[ "PortfolioValue" ];
- dataRow[ "AccountValue" ] = detailedRow[ "AccountValue" ];
- dataRow[ "PnL" ] = detailedRow[ "PnL" ];
- transactionsDataTable.Rows.Add( dataRow );
- }
- }
- private DataTable getTransactionTable_actually( DataTable detailedDataTable )
- {
- DataTable transactionsDataTable = new DataTable();
- getTransactionTable_setColumns( detailedDataTable , transactionsDataTable );
- getTransactionTable_setRows( detailedDataTable , transactionsDataTable );
- return transactionsDataTable;
- }
- private ReportTable getTransactionTable( string reportName , DataTable detailedDataTable )
- {
- DataTable transactionsDataTable = getTransactionTable_actually( detailedDataTable );
- return new ReportTable( reportName + " - Transactions" ,
- transactionsDataTable );
- //ExcelManager.Add( reportTable ); daCanc
- }
#endregion
- #region "getRoundTrades"
- private void getRoundTradeTable_setColumns( DataTable roundTradeDataTable )
- {
- roundTradeDataTable.Columns.Add( "Trade" , Type.GetType( "System.String" ) );
- roundTradeDataTable.Columns.Add( "EntryDate" , Type.GetType( "System.DateTime" ) );
- roundTradeDataTable.Columns.Add( "EntryPrice" , Type.GetType( "System.Double" ) );
- roundTradeDataTable.Columns.Add( "ExitDate" , Type.GetType( "System.DateTime" ) );
- roundTradeDataTable.Columns.Add( "ExitPrice" , Type.GetType( "System.Double" ) );
- roundTradeDataTable.Columns.Add( "%chg" , Type.GetType( "System.Double" ) );
- 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 getRoundTradeDataTable()
! {
! DataTable roundTradeDataTable = new DataTable();
! getRoundTradeTable_setColumns( roundTradeDataTable );
! getRoundTradeTable_setRows( roundTradeDataTable );
! return roundTradeDataTable;
! }
! private ReportTable getRoundTrades( string reportName )
! {
! DataTable roundTradeDataTable = getRoundTradeDataTable();
! return new ReportTable( reportName + " - Round Trades" ,
! roundTradeDataTable );
! }
! #endregion
! #region "getEquity"
! private void getEquityTable_setColumns( DataTable equityDataTable )
! {
! equityDataTable.Columns.Add( "Date" , Type.GetType( "System.DateTime" ) );
! equityDataTable.Columns.Add( "PnL" , Type.GetType( "System.Double" ) );
! equityDataTable.Columns.Add( "AccountValue" , Type.GetType( "System.Double" ) );
! equityDataTable.Columns.Add( "%chg" , Type.GetType( "System.Double" ) );
! }
! private void getEquityTable_setRows( DataTable equityDataTable , DataTable detailedDataTable )
! {
! foreach (DataRow detailedRow in detailedDataTable.Rows )
! if ( detailedRow[ "TransactionType" ] == System.DBNull.Value )
! // current detailed row reports an equity row
! {
! DataRow dataRow = equityDataTable.NewRow();
! dataRow[ "Date" ] = detailedRow[ "DateTime" ];
! dataRow[ "PnL" ] = detailedRow[ "PnL" ];
! dataRow[ "AccountValue" ] = detailedRow[ "AccountValue" ];
! if ( equityDataTable.Rows.Count > 0 )
! dataRow[ "%chg" ] = ((double)dataRow[ "AccountValue" ] -
! (double)equityDataTable.Rows[ equityDataTable.Rows.Count - 1 ][ "AccountValue" ])/
! (double)equityDataTable.Rows[ equityDataTable.Rows.Count - 1 ][ "AccountValue" ]*
! 100;
! equityDataTable.Rows.Add( dataRow );
! }
! }
! private DataTable getEquityDataTable( DataTable detailedDataTable )
! {
! DataTable equityDataTable = new DataTable();
! getEquityTable_setColumns( equityDataTable );
! getEquityTable_setRows( equityDataTable , detailedDataTable );
! return equityDataTable;
! }
! private ReportTable getEquity( string reportName , DataTable detailedDataTable )
! {
! DataTable equityDataTable = getEquityDataTable( detailedDataTable );
! return new ReportTable( reportName + " - Equity" ,
! equityDataTable );
! }
!
! #endregion
! #region "getSummary"
! private void getSummaryTable_setColumns( DataTable equityDataTable )
! {
! equityDataTable.Columns.Add( "Information" , Type.GetType( "System.String" ) );
! equityDataTable.Columns.Add( "Value" , Type.GetType( "System.Double" ) );
! }
! #region "getSummaryTable_setRows"
! private delegate void getSummaryTable_setRow( DataRow summary );
! private void getSummaryTable_setRow_TotalNetProfit( DataRow summary )
! {
! summary[ "Information" ] = "Total net profit";
! summary[ "Value" ] = this.totalPnl;
! }
! private void getSummaryTable_setRow_ReturnOnAccount( DataRow summary )
! {
! summary[ "Information" ] = "Return on account";
! summary[ "Value" ] = this.totalPnl / ( this.finalAccountValue - this.totalPnl ) * 100;
! }
! private void getSummaryTable_setRow_BuyAndHoldPercentageReturn( DataRow summary )
! {
! if ( this.buyAndHoldTicker != "" )
! {
! // the report has to compare to a buy and hold benchmark
! Instrument buyAndHoldInstrument = new Instrument( this.buyAndHoldTicker );
! this.buyAndHoldPercentageReturn =
! ( buyAndHoldInstrument.GetMarketValue( this.endDateTime ) -
! buyAndHoldInstrument.GetMarketValue(
! new ExtendedDateTime( this.StartDateTime , BarComponent.Open ) ) ) /
! buyAndHoldInstrument.GetMarketValue(
! new ExtendedDateTime( this.StartDateTime , BarComponent.Open ) ) * 100;
! summary[ "Information" ] = "Buy & hold % return";
! summary[ "Value" ] = this.buyAndHoldPercentageReturn;
! }
! }
! private void getSummaryTable_setRow_AnnualSystemPercentageReturn( DataRow summary )
! {
! double totalROA = this.totalPnl / ( this.finalAccountValue - this.totalPnl );
! summary[ "Information" ] = "Annual system % return";
! summary[ "Value" ] = ( ( Math.Pow( 1 + totalROA ,
! 1.0 / ( (double)this.intervalDays/365.0 ) ) ) - 1 ) * 100;
! // r = [(1+T)^(1/n)]-1
! }
! private void getSummaryTable_setRow_TotalNumberOfTrades( DataRow summary )
! {
! double totalROA = this.totalPnl / ( this.finalAccountValue - this.totalPnl );
! summary[ "Information" ] = "Total # of trades";
! DataRow[] DataRows = this.roundTrades.DataTable.Select( "(ExitPrice is not null)" );
! summary[ "Value" ] = DataRows.Length;
! }
! private void getSummaryTable_setRow_NumberWinningTrades( DataRow summary )
! {
! summary[ "Information" ] = "Number winning trades";
! DataRow[] DataRows = this.roundTrades.DataTable.Select( "([%Profit] > 0)" );
! summary[ "Value" ] = DataRows.Length;
! }
! private void getSummaryTable_setRow_AverageTradePercentageReturn( DataRow summary )
! {
! summary[ "Information" ] = "Average trade % Return";
! double avgReturn = (double) this.roundTrades.DataTable.Compute( "avg([%Profit])" , "true" );
! 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 )
! {
! DataRow summary = summaryDataTable.NewRow();
! getSummaryTable_setRow_object( summary );
! summaryDataTable.Rows.Add( summary );
! }
! private void getSummaryTable_setRows( DataTable summaryDataTable )
! {
! getSummary_setRow( summaryDataTable ,
! new getSummaryTable_setRow( getSummaryTable_setRow_TotalNetProfit ) );
! getSummary_setRow( summaryDataTable ,
! new getSummaryTable_setRow( getSummaryTable_setRow_ReturnOnAccount ) );
! getSummary_setRow( summaryDataTable ,
! new getSummaryTable_setRow( getSummaryTable_setRow_BuyAndHoldPercentageReturn ) );
! getSummary_setRow( summaryDataTable ,
! new getSummaryTable_setRow( getSummaryTable_setRow_AnnualSystemPercentageReturn ) );
! getSummary_setRow( summaryDataTable ,
! new getSummaryTable_setRow( getSummaryTable_setRow_TotalNumberOfTrades ) );
! getSummary_setRow( summaryDataTable ,
! new getSummaryTable_setRow( getSummaryTable_setRow_NumberWinningTrades ) );
! 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
! private DataTable getSummaryDataTable()
! {
! DataTable summaryDataTable = new DataTable();
! getSummaryTable_setColumns( summaryDataTable );
! getSummaryTable_setRows( summaryDataTable );
! return summaryDataTable;
! }
! private ReportTable getSummary( string reportName )
! {
! this.totalPnl =
! (double)this.equity.DataTable.Rows[ this.equity.DataTable.Rows.Count - 1 ][ "PnL" ];
! this.finalAccountValue =
! (double)this.equity.DataTable.Rows[ this.equity.DataTable.Rows.Count - 1 ][ "AccountValue" ];
! this.intervalDays =
! ((TimeSpan)((DateTime)this.equity.DataTable.Rows[ this.equity.DataTable.Rows.Count - 1 ][ "Date" ] -
! (DateTime)this.equity.DataTable.Rows[ 0 ][ "Date" ])).Days;
! DataTable summaryDataTable = getSummaryDataTable();
! return new ReportTable( reportName + " - Summary" ,
! summaryDataTable );
! }
!
! #endregion
! public AccountReport Create( string reportName , int numDaysForInterval ,
ExtendedDateTime endDateTime , string buyAndHoldTicker )
{
this.endDateTime = endDateTime;
this.buyAndHoldTicker = buyAndHoldTicker;
! DataTable detailedDataTable = getDetailedDataTable( numDaysForInterval );
! this.transactionTable = getTransactionTable( reportName , detailedDataTable );
! this.roundTrades = getRoundTrades( reportName );
! this.equity = getEquity( reportName , detailedDataTable );
! this.summary = getSummary( reportName );
return this;
}
- #endregion
! public AccountReport Create( string reportName , int numDaysForInterval ,
ExtendedDateTime endDateTime )
{
--- 204,227 ----
}
#endregion
#endregion
! public AccountReport Create( string reportName , long numDaysForInterval ,
ExtendedDateTime endDateTime , string buyAndHoldTicker )
{
+ this.reportName = reportName;
this.endDateTime = endDateTime;
this.buyAndHoldTicker = buyAndHoldTicker;
! detailedDataTable = getDetailedDataTable( numDaysForInterval );
! this.transactionTable = new Tables.Transactions( reportName , detailedDataTable );
! // this.transactionTable = getTransactionTable( reportName , detailedDataTable );
! this.roundTrades = new Tables.RoundTrades( reportName , this.transactionTable );
! this.equity = new Tables.Equity( reportName , detailedDataTable );
! //this.equity = getEquity( reportName , detailedDataTable );
! //this.summary = getSummary( reportName );
! this.summary = new Tables.Summary( this );
return this;
}
! public AccountReport Create( string reportName , long numDaysForInterval ,
ExtendedDateTime endDateTime )
{
|
