[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows TotalNumberOfTrades.cs,1.2,1.3 LargestWinningTradePercentage.cs,1.2,1.3 LargestLosingTradePercentage.cs,1.2,1.3 AverageTradePercentageReturn.cs,1.2,1.3 AverageShortTradePercentageReturn.cs,1.2,1.3 AverageLongTradePercentageReturn.cs,1.2,1.3

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv16858/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows

Modified Files:
	TotalNumberOfTrades.cs LargestWinningTradePercentage.cs 
	LargestLosingTradePercentage.cs 
	AverageTradePercentageReturn.cs 
	AverageShortTradePercentageReturn.cs 
	AverageLongTradePercentageReturn.cs 
Log Message:
Added try catch to avoid run time errors
when there are no round trades

Index: AverageLongTradePercentageReturn.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows/AverageLongTradePercentageReturn.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** AverageLongTradePercentageReturn.cs	15 Feb 2005 19:09:02 -0000	1.2
--- AverageLongTradePercentageReturn.cs	19 Feb 2005 16:02:15 -0000	1.3
***************
*** 16,21 ****
  		{
        this.rowDescription = "Average long trade % Return";
!       double avgReturn =
!         (double) summary.AccountReport.RoundTrades.DataTable.Compute( "avg([%Profit])" , "(Trade='Long')" );
        this.rowValue = avgReturn;
      }
--- 16,29 ----
  		{
        this.rowDescription = "Average long trade % Return";
! 			double avgReturn = 0.0;
! 			try
! 			{
! 				avgReturn =
! 					(double) summary.AccountReport.RoundTrades.DataTable.Compute( "avg([%Profit])" , "(Trade='Long')" );
! 			}
! 			catch (Exception ex)
! 			{
! 				ex = ex; // to avoid compilation warning;
! 			}
        this.rowValue = avgReturn;
      }

Index: LargestWinningTradePercentage.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows/LargestWinningTradePercentage.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** LargestWinningTradePercentage.cs	15 Feb 2005 19:09:03 -0000	1.2
--- LargestWinningTradePercentage.cs	19 Feb 2005 16:02:15 -0000	1.3
***************
*** 16,21 ****
  		{
        this.rowDescription = "Largest winning trade";
!       this.rowValue =
!         (double) summary.AccountReport.RoundTrades.DataTable.Compute( "max([%Profit])" , "([%Profit]>0)" );
      }
  	}
--- 16,28 ----
  		{
        this.rowDescription = "Largest winning trade";
! 			try
! 			{
! 				this.rowValue =
! 					(double) summary.AccountReport.RoundTrades.DataTable.Compute( "max([%Profit])" , "([%Profit]>0)" );
! 			}
! 			catch (Exception ex)
! 			{
! 				ex = ex; // to avoid compilation warning;
! 			}
      }
  	}

Index: AverageShortTradePercentageReturn.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows/AverageShortTradePercentageReturn.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** AverageShortTradePercentageReturn.cs	15 Feb 2005 19:09:02 -0000	1.2
--- AverageShortTradePercentageReturn.cs	19 Feb 2005 16:02:15 -0000	1.3
***************
*** 16,22 ****
  		{
        this.rowDescription = "Average short trade % Return";
!       double avgReturn =
!         (double) summary.AccountReport.RoundTrades.DataTable.Compute(
!           "avg([%Profit])" , "(Trade='Short')" );
        this.rowValue = avgReturn;
      }
--- 16,30 ----
  		{
        this.rowDescription = "Average short trade % Return";
! 			double avgReturn = 0.0;
! 			try
! 			{
! 				avgReturn =
! 					(double) summary.AccountReport.RoundTrades.DataTable.Compute(
! 					"avg([%Profit])" , "(Trade='Short')" );
! 			}
! 			catch (Exception ex)
! 			{
! 				ex = ex; // to avoid compilation warning;
! 			}
        this.rowValue = avgReturn;
      }

Index: AverageTradePercentageReturn.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows/AverageTradePercentageReturn.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** AverageTradePercentageReturn.cs	15 Feb 2005 19:09:02 -0000	1.2
--- AverageTradePercentageReturn.cs	19 Feb 2005 16:02:15 -0000	1.3
***************
*** 16,21 ****
  		{
        this.rowDescription = "Average trade % Return";
!       double avgReturn = (double) summary.AccountReport.RoundTrades.DataTable.Compute( "avg([%Profit])" , "true" );
!       this.rowValue = avgReturn;
      }
  	}
--- 16,27 ----
  		{
        this.rowDescription = "Average trade % Return";
! 			try
! 			{
! 				this.rowValue = (double) summary.AccountReport.RoundTrades.DataTable.Compute( "avg([%Profit])" , "true" );
! 			}
! 			catch (Exception ex)
! 			{
! 				ex = ex; // to avoid compilation warning;
! 			}
      }
  	}

Index: LargestLosingTradePercentage.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows/LargestLosingTradePercentage.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** LargestLosingTradePercentage.cs	15 Feb 2005 19:09:03 -0000	1.2
--- LargestLosingTradePercentage.cs	19 Feb 2005 16:02:15 -0000	1.3
***************
*** 16,21 ****
  		{
        this.rowDescription = "Largest losing trade";
!       this.rowValue =
!         (double) summary.AccountReport.RoundTrades.DataTable.Compute( "min([%Profit])" , "([%Profit]<0)" );
      }
  	}
--- 16,28 ----
  		{
        this.rowDescription = "Largest losing trade";
! 			try
! 			{
! 				this.rowValue =
! 					(double) summary.AccountReport.RoundTrades.DataTable.Compute( "min([%Profit])" , "([%Profit]<0)" );
! 			}
! 			catch (Exception ex)
! 			{
! 				ex = ex; // to avoid compilation warning;
! 			}
      }
  	}

Index: TotalNumberOfTrades.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows/TotalNumberOfTrades.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** TotalNumberOfTrades.cs	15 Feb 2005 19:09:04 -0000	1.2
--- TotalNumberOfTrades.cs	19 Feb 2005 16:02:15 -0000	1.3
***************
*** 15,21 ****
        double totalROA = summary.TotalPnl / ( summary.FinalAccountValue - summary.TotalPnl );
        this.rowDescription = "Total # of trades";
!       DataRow[] DataRows =
!         summary.AccountReport.RoundTrades.DataTable.Select( "(ExitPrice is not null)" );
!       this.rowValue = DataRows.Length;
      }
  	}
--- 15,28 ----
        double totalROA = summary.TotalPnl / ( summary.FinalAccountValue - summary.TotalPnl );
        this.rowDescription = "Total # of trades";
! 			try
! 			{
! 				DataRow[] DataRows =
! 					summary.AccountReport.RoundTrades.DataTable.Select( "(ExitPrice is not null)" );
! 				this.rowValue = DataRows.Length;
! 			}
! 			catch (Exception ex)
! 			{
! 				ex = ex; // to avoid compilation warning;
! 			}
      }
  	}