[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows AnnualSystemPercentageReturn.cs,NONE,1.1 AverageLongTradePercentageReturn.cs,NONE,1.1 AverageShortTradePercentageReturn.cs,NONE,1.1 AverageTradePercentageReturn.cs,NONE,1.1 LargestLosingTradePercentage.cs,NONE,1.1 LargestWinningTradePercentage.cs,NONE,1.1 NumberWinningLongTrades.cs,NONE,1.1 NumberWinningShortTrades.cs,NONE,1.1 NumberWinningTrades.cs,NONE,1.1 TotalNumberOfLongTrades.cs,NONE,1.1 TotalNumberOfShortTrades.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-serv25981/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows

Added Files:
	AnnualSystemPercentageReturn.cs 
	AverageLongTradePercentageReturn.cs 
	AverageShortTradePercentageReturn.cs 
	AverageTradePercentageReturn.cs 
	LargestLosingTradePercentage.cs 
	LargestWinningTradePercentage.cs NumberWinningLongTrades.cs 
	NumberWinningShortTrades.cs NumberWinningTrades.cs 
	TotalNumberOfLongTrades.cs TotalNumberOfShortTrades.cs 
Log Message:
The Account Report Summary object has been updated.
The following have become summary row devoted object (they were
delegate in the previous revision):
- AnnualSystemPercentageReturn
- AverageLongTradePercentageReturn
- AverageShortTradePercentageReturn
- AverageTradePercentageReturn
- LargestLosingTradePercentage
- LargestWinningTradePercentage
- NumberWinningLongTrades
- NumberWinningShortTrades
- NumberWinningTrades
- TotalNumberOfLongTrades
- TotalNumberOfShortTrades

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

namespace QuantProject.Business.Financial.Accounting.Reporting.SummaryRows
{
	/// <summary>
	/// Summary description for TotalNumberOfTrades.
	/// </summary>
	public class AnnualSystemPercentageReturn : SummaryRow
	{
		public AnnualSystemPercentageReturn( Summary summary )
		{
      double totalROA = summary.TotalPnl / ( summary.FinalAccountValue - summary.TotalPnl );
      this.rowDescription = "Annual system % return";
      this.rowValue = ( ( Math.Pow( 1 + totalROA ,
        1.0 / ( (double)summary.IntervalDays/365.0 ) ) ) - 1 ) * 100;
    }
	}
}

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

namespace QuantProject.Business.Financial.Accounting.Reporting.SummaryRows
{
	/// <summary>
	/// Summary description for TotalNumberOfTrades.
	/// </summary>
	public class AverageLongTradePercentageReturn : SummaryRow
	{
		public AverageLongTradePercentageReturn( Summary summary )
		{
      this.rowDescription = "Average long trade % Return";
      double avgReturn =
        (double) summary.AccountReport.RoundTrades.DataTable.Compute( "avg([%Profit])" , "(Trade='Long')" );
      this.rowValue = avgReturn;
    }
	}
}

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

namespace QuantProject.Business.Financial.Accounting.Reporting.SummaryRows
{
	/// <summary>
	/// Summary description for TotalNumberOfTrades.
	/// </summary>
	public class AverageShortTradePercentageReturn : SummaryRow
	{
		public AverageShortTradePercentageReturn( Summary summary )
		{
      this.rowDescription = "Average short trade % Return";
      double avgReturn =
        (double) summary.AccountReport.RoundTrades.DataTable.Compute(
          "avg([%Profit])" , "(Trade='Short')" );
      this.rowValue = avgReturn;
    }
	}
}

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

namespace QuantProject.Business.Financial.Accounting.Reporting.SummaryRows
{
	/// <summary>
	/// Summary description for TotalNumberOfTrades.
	/// </summary>
	public class AverageTradePercentageReturn : SummaryRow
	{
		public AverageTradePercentageReturn( Summary summary )
		{
      this.rowDescription = "Average trade % Return";
      double avgReturn = (double) summary.AccountReport.RoundTrades.DataTable.Compute( "avg([%Profit])" , "true" );
      this.rowValue = avgReturn;
    }
	}
}

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

namespace QuantProject.Business.Financial.Accounting.Reporting.SummaryRows
{
	/// <summary>
	/// Summary description for TotalNumberOfTrades.
	/// </summary>
	public class LargestLosingTradePercentage : SummaryRow
	{
		public LargestLosingTradePercentage( Summary summary )
		{
      this.rowDescription = "Largest losing trade";
      this.rowValue =
        (double) summary.AccountReport.RoundTrades.DataTable.Compute( "min([%Profit])" , "([%Profit]<0)" );
    }
	}
}

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

namespace QuantProject.Business.Financial.Accounting.Reporting.SummaryRows
{
	/// <summary>
	/// Summary description for TotalNumberOfTrades.
	/// </summary>
	public class LargestWinningTradePercentage : SummaryRow
	{
		public LargestWinningTradePercentage( Summary summary )
		{
      this.rowDescription = "Largest winning trade";
      this.rowValue =
        (double) summary.AccountReport.RoundTrades.DataTable.Compute( "max([%Profit])" , "([%Profit]>0)" );
    }
	}
}

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

namespace QuantProject.Business.Financial.Accounting.Reporting.SummaryRows
{
	/// <summary>
	/// Summary description for TotalNumberOfTrades.
	/// </summary>
	public class NumberWinningLongTrades : SummaryRow
	{
		public NumberWinningLongTrades( Summary summary )
		{
      this.rowDescription = "Number winning long trades";
      DataRow[] DataRows = summary.AccountReport.RoundTrades.DataTable.Select( "((Trade='Long')and([%Profit] > 0))" );
      this.rowValue = DataRows.Length;
    }
	}
}

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

namespace QuantProject.Business.Financial.Accounting.Reporting.SummaryRows
{
	/// <summary>
	/// Summary description for TotalNumberOfTrades.
	/// </summary>
	public class NumberWinningShortTrades : SummaryRow
	{
		public NumberWinningShortTrades( Summary summary )
		{
      this.rowDescription = "Number winning short trades";
      DataRow[] DataRows = summary.AccountReport.RoundTrades.DataTable.Select(
        "((Trade='Short')and([%Profit] > 0))" );
      this.rowValue = DataRows.Length;
    }
	}
}

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

namespace QuantProject.Business.Financial.Accounting.Reporting.SummaryRows
{
	/// <summary>
	/// Summary description for TotalNumberOfTrades.
	/// </summary>
	public class NumberWinningTrades : SummaryRow
	{
		public NumberWinningTrades( Summary summary )
		{
      this.rowDescription = "Number winning trades";
      DataRow[] DataRows = summary.AccountReport.RoundTrades.DataTable.Select( "([%Profit] > 0)" );
      this.rowValue = DataRows.Length;
    }
	}
}

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

namespace QuantProject.Business.Financial.Accounting.Reporting.SummaryRows
{
	/// <summary>
	/// Summary description for TotalNumberOfTrades.
	/// </summary>
	public class TotalNumberOfLongTrades : SummaryRow
	{
		public TotalNumberOfLongTrades( Summary summary )
		{
      double totalROA = summary.TotalPnl / ( summary.FinalAccountValue - summary.TotalPnl );
      this.rowDescription = "Total # of long trades";
      DataRow[] DataRows =
        summary.AccountReport.RoundTrades.DataTable.Select( "((Trade='Long')and(ExitPrice is not null))" );
      this.rowValue = DataRows.Length;
    }
	}
}

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

namespace QuantProject.Business.Financial.Accounting.Reporting.SummaryRows
{
	/// <summary>
	/// Summary description for TotalNumberOfTrades.
	/// </summary>
	public class TotalNumberOfShortTrades : SummaryRow
	{
		public TotalNumberOfShortTrades( Summary summary )
		{
      double totalROA = summary.TotalPnl / ( summary.FinalAccountValue - summary.TotalPnl );
      this.rowDescription = "Total # of short trades";
      DataRow[] DataRows =
        summary.AccountReport.RoundTrades.DataTable.Select( "((Trade='Short')and(ExitPrice is not null))" );
      this.rowValue = DataRows.Length;
    }
	}
}