[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables Summary.cs,1.1,1.2

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables
In directory sc8-pr-cvs1:/tmp/cvs-serv12653/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables

Modified Files:
	Summary.cs 
Log Message:
- Added the Max equity drawdown.
- 'Total number of trades' now is computed by a
devoted object (it was a delegate before this revision)

Index: Summary.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables/Summary.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** Summary.cs	8 Nov 2003 20:57:54 -0000	1.1
--- Summary.cs	9 Nov 2003 19:42:15 -0000	1.2
***************
*** 4,7 ****
--- 4,8 ----
  using QuantProject.Business.Financial.Instruments;
  using QuantProject.Business.Financial.Accounting.Reporting;
+ using QuantProject.Business.Financial.Accounting.Reporting.SummaryRows;
  
  namespace QuantProject.Business.Financial.Accounting.Reporting.Tables
***************
*** 10,15 ****
  	/// Summary description for Summary.
  	/// </summary>
! 	public class Summary : ReportTable
! 	{
      private AccountReport accountReport;
      private double totalPnl;
--- 11,16 ----
  	/// Summary description for Summary.
  	/// </summary>
!   public class Summary : ReportTable
!   {
      private AccountReport accountReport;
      private double totalPnl;
***************
*** 17,20 ****
--- 18,33 ----
      private double finalAccountValue;
      private long intervalDays;
+     public AccountReport AccountReport
+     {
+       get { return accountReport; }
+     }
+     public double TotalPnl
+     {
+       get { return totalPnl; }
+     }
+     public double FinalAccountValue
+     {
+       get { return finalAccountValue; }
+     }
      public Summary( AccountReport accountReport ) :
        base( accountReport.Name + " - Summary" )
***************
*** 65,83 ****
        //        r = [(1+T)^(1/n)]-1
      }
-     private void getSummaryTable_setRow_MaxEquityDrawdown( 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.accountReport.RoundTrades.DataTable.Select( "(ExitPrice is not null)" );
-       summary[ "Value" ] = DataRows.Length;
-     }
      private void getSummaryTable_setRow_NumberWinningTrades( DataRow summary )
      {
--- 78,81 ----
***************
*** 153,156 ****
--- 151,161 ----
        summaryDataTable.Rows.Add( summary );
      }
+     private void getSummary_setRow( SummaryRow summaryRow , DataTable summaryDataTable )
+     {
+       DataRow summary = summaryDataTable.NewRow();
+       summary[ "Information" ] = summaryRow.Description;
+       summary[ "Value" ] = summaryRow.Value;
+       summaryDataTable.Rows.Add( summary );
+     }
      private void getSummaryTable_setRows( DataTable summaryDataTable )
      {
***************
*** 163,170 ****
        getSummary_setRow( summaryDataTable ,
          new getSummaryTable_setRow( getSummaryTable_setRow_AnnualSystemPercentageReturn ) );
!       getSummary_setRow( summaryDataTable ,
!         new getSummaryTable_setRow( getSummaryTable_setRow_MaxEquityDrawdown ) );
!       getSummary_setRow( summaryDataTable ,
!         new getSummaryTable_setRow( getSummaryTable_setRow_TotalNumberOfTrades ) );
        getSummary_setRow( summaryDataTable ,
          new getSummaryTable_setRow( getSummaryTable_setRow_NumberWinningTrades ) );
--- 168,173 ----
        getSummary_setRow( summaryDataTable ,
          new getSummaryTable_setRow( getSummaryTable_setRow_AnnualSystemPercentageReturn ) );
!       getSummary_setRow( new MaxEquityDrawDown( this ) , summaryDataTable );
!       getSummary_setRow( new TotalNumberOfTrades( this ) , summaryDataTable );
        getSummary_setRow( summaryDataTable ,
          new getSummaryTable_setRow( getSummaryTable_setRow_NumberWinningTrades ) );