[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables Su
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[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables Summary.cs,1.4,1.5
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From: <gla...@us...> - 2003-11-16 17:19:30
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Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables
In directory sc8-pr-cvs1:/tmp/cvs-serv25981/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables
Modified Files:
Summary.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
Index: Summary.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables/Summary.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** Summary.cs 13 Nov 2003 23:22:43 -0000 1.4
--- Summary.cs 16 Nov 2003 17:18:45 -0000 1.5
***************
*** 35,38 ****
--- 35,42 ----
get { return finalAccountValue; }
}
+ public double IntervalDays
+ {
+ get { return intervalDays; }
+ }
public Summary( AccountReport accountReport ) :
base( accountReport.Name + " - Summary" )
***************
*** 48,133 ****
}
#region "getSummaryTable_setRows"
! private delegate void getSummaryTable_setRow( DataRow summary );
! 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_NumberWinningTrades( DataRow summary )
! {
! summary[ "Information" ] = "Number winning trades";
! DataRow[] DataRows = this.accountReport.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.accountReport.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.accountReport.RoundTrades.DataTable.Compute( "max([%Profit])" , "([%Profit]>0)" );
! }
! private void getSummaryTable_setRow_LargestLosingTradePercentage( DataRow summary )
! {
! summary[ "Information" ] = "Largest losing trade";
! summary[ "Value" ] =
! (double) this.accountReport.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.accountReport.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.accountReport.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.accountReport.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.accountReport.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.accountReport.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.accountReport.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 getSummary_setRow( SummaryRow summaryRow , DataTable summaryDataTable )
{
--- 52,129 ----
}
#region "getSummaryTable_setRows"
! // private delegate void getSummaryTable_setRow( DataRow summary );
! // private void getSummaryTable_setRow_NumberWinningTrades( DataRow summary )
! // {
! // summary[ "Information" ] = "Number winning trades";
! // DataRow[] DataRows = this.accountReport.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.accountReport.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.accountReport.RoundTrades.DataTable.Compute( "max([%Profit])" , "([%Profit]>0)" );
! // }
! // private void getSummaryTable_setRow_LargestLosingTradePercentage( DataRow summary )
! // {
! // summary[ "Information" ] = "Largest losing trade";
! // summary[ "Value" ] =
! // (double) this.accountReport.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.accountReport.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.accountReport.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.accountReport.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.accountReport.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.accountReport.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.accountReport.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 getSummary_setRow( SummaryRow summaryRow , DataTable summaryDataTable )
{
***************
*** 142,169 ****
getSummary_setRow( new ReturnOnAccount( this ) , summaryDataTable );
getSummary_setRow( new BuyAndHoldPercentageReturn( this ) , summaryDataTable );
! 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 ) );
! 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
--- 138,159 ----
getSummary_setRow( new ReturnOnAccount( this ) , summaryDataTable );
getSummary_setRow( new BuyAndHoldPercentageReturn( this ) , summaryDataTable );
! getSummary_setRow( new AnnualSystemPercentageReturn( this ) , summaryDataTable );
getSummary_setRow( new MaxEquityDrawDown( this ) , summaryDataTable );
getSummary_setRow( new TotalNumberOfTrades( this ) , summaryDataTable );
! getSummary_setRow( new NumberWinningTrades( this ) , summaryDataTable );
! getSummary_setRow( new AverageTradePercentageReturn( this ) , summaryDataTable );
! getSummary_setRow( new LargestWinningTradePercentage( this ) , summaryDataTable );
! getSummary_setRow( new LargestLosingTradePercentage( this ) , summaryDataTable );
! getSummary_setRow( new TotalNumberOfLongTrades( this ) , summaryDataTable );
! getSummary_setRow( new NumberWinningLongTrades( this ) , summaryDataTable );
! getSummary_setRow( new AverageLongTradePercentageReturn( this ) , summaryDataTable );
! getSummary_setRow( new TotalNumberOfShortTrades( this ) , summaryDataTable );
! getSummary_setRow( new NumberWinningShortTrades( this ) , summaryDataTable );
! // 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
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