[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows MaxEquityDrawDown.cs,NONE,1.1

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows
In directory sc8-pr-cvs1:/tmp/cvs-serv13129/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows

Added Files:
	MaxEquityDrawDown.cs 
Log Message:
First version for the max drawdown calculation

--- NEW FILE: MaxEquityDrawDown.cs ---
using System;
using System.Data;
using QuantProject.Business.Financial.Accounting.Reporting.Tables;

namespace QuantProject.Business.Financial.Accounting.Reporting.SummaryRows
{
	/// <summary>
	/// Summary description for TotalNumberOfTrades.
	/// </summary>
	public class MaxEquityDrawDown : SummaryRow
	{
    private Summary summary;
    private double drawDown;
    private double maxEquityValue;
    private void updateDrawDownForCurrentRow( DataRow dataRow )
    {
      this.maxEquityValue = Math.Max( this.maxEquityValue , (double)dataRow[ "AccountValue" ] );
      this.drawDown =
        Math.Max( this.drawDown , this.maxEquityValue - (double)dataRow[ "AccountValue" ] );
    }
    private void setDrawDown()
    {
      drawDown = 0.0;
      maxEquityValue = double.MinValue;
      foreach ( DataRow row in summary.AccountReport.Equity.DataTable.Rows )
        updateDrawDownForCurrentRow( row );
    }
		public MaxEquityDrawDown( Summary summary )
		{
      this.summary = summary;
      this.rowDescription = "Max equity drawdown (%)";
      setDrawDown();
      this.rowValue = this.drawDown/this.maxEquityValue*100;

    }
	}
}