[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables Su
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From: <gla...@us...> - 2003-11-28 16:20:01
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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-serv11305/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables
Modified Files:
Summary.cs
Log Message:
The Summary class now contains two public
properties: ReturnOnAccount and AnnualSystemPercentageReturn.
(Some old commented code has been removed)
Index: Summary.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables/Summary.cs,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** Summary.cs 24 Nov 2003 20:07:43 -0000 1.6
--- Summary.cs 28 Nov 2003 16:19:58 -0000 1.7
***************
*** 39,42 ****
--- 39,44 ----
get { return intervalDays; }
}
+ public double ReturnOnAccount;
+ public double AnnualSystemPercentageReturn;
public Summary( AccountReport accountReport ) :
base( accountReport.Name + " - Summary" )
***************
*** 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 )
{
--- 54,57 ----
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