[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows PercentageWinningPeriods.cs,NONE,1.1 NumberWinningPeriods.cs,NONE,1.1 NumberLosingPeriods.cs,NONE,1.1 NumberEvenPeriods.cs,NONE,1.1

[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-serv1805/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows

Added Files:
	PercentageWinningPeriods.cs NumberWinningPeriods.cs 
	NumberLosingPeriods.cs NumberEvenPeriods.cs 
Log Message:
Account report rummary rows that compute the Equity Line vs Benchmark comparison

--- NEW FILE: NumberEvenPeriods.cs ---
/*
QuantProject - Quantitative Finance Library

NumberEvenPeriods.cs
Copyright (C) 2003 
Glauco Siliprandi

This program is free software; you can redistribute it and/or
modify it under the terms of the GNU General Public License
as published by the Free Software Foundation; either version 2
of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
GNU General Public License for more details.

You should have received a copy of the GNU General Public License
along with this program; if not, write to the Free Software
Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
*/

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 row that computes the Equity Line vs Benchmark comparison
	/// </summary>
	[Serializable]
	public class NumberEvenPeriods : SummaryRow
	{
		public NumberEvenPeriods( Summary summary )
		{
			this.rowDescription = "# even periods";
			this.rowValue = summary.NumberEvenPeriods;
		}
	}
}

--- NEW FILE: NumberWinningPeriods.cs ---
/*
QuantProject - Quantitative Finance Library

NumberWinningPeriods.cs
Copyright (C) 2003 
Glauco Siliprandi

This program is free software; you can redistribute it and/or
modify it under the terms of the GNU General Public License
as published by the Free Software Foundation; either version 2
of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
GNU General Public License for more details.

You should have received a copy of the GNU General Public License
along with this program; if not, write to the Free Software
Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
*/

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 row that computes the Equity Line vs Benchmark comparison
	/// </summary>
	[Serializable]
	public class NumberWinningPeriods : SummaryRow
	{
		private Summary summary;

		private void setWinningLosingAndEvenPeriods_forPeriod( int i )
		{
			double equityHistoryGain =
				( (double)this.summary.AccountReport.EquityHistory.GetByIndex( i + 1 ) -
				(double)this.summary.AccountReport.EquityHistory.GetByIndex( i ) ) /
				(double)this.summary.AccountReport.EquityHistory.GetByIndex( i );
			double benchmarkGain =
				( (double)this.summary.AccountReport.BenchmarkEquityLine.GetByIndex( i + 1 ) -
				(double)this.summary.AccountReport.BenchmarkEquityLine.GetByIndex( i ) ) /
				(double)this.summary.AccountReport.BenchmarkEquityLine.GetByIndex( i );
			if ( ( equityHistoryGain - benchmarkGain ) > ConstantsProvider.MinForDifferentGains )
				this.summary.NumberWinningPeriods++;
			else
			{
				if ( ( benchmarkGain - equityHistoryGain ) > ConstantsProvider.MinForDifferentGains )
					this.summary.NumberLosingPeriods++;
				else
					this.summary.NumberEvenPeriods++;
			}
		}

		public void SetWinningLosingAndEvenPeriods()
		{
			this.summary.NumberWinningPeriods = 0;
			this.summary.NumberLosingPeriods = 0;
			this.summary.NumberEvenPeriods = 0;
			for ( int i=0; i<this.summary.AccountReport.EquityHistory.Count - 1 ; i++ )
				this.setWinningLosingAndEvenPeriods_forPeriod( i );
		}
		public NumberWinningPeriods( Summary summary )
		{
			this.summary = summary;
			this.SetWinningLosingAndEvenPeriods();
			this.rowDescription = "# winning periods";
			this.rowValue = this.summary.NumberWinningPeriods;
		}
	}
}

--- NEW FILE: NumberLosingPeriods.cs ---
/*
QuantProject - Quantitative Finance Library

NumberLosingPeriods.cs
Copyright (C) 2003 
Glauco Siliprandi

This program is free software; you can redistribute it and/or
modify it under the terms of the GNU General Public License
as published by the Free Software Foundation; either version 2
of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
GNU General Public License for more details.

You should have received a copy of the GNU General Public License
along with this program; if not, write to the Free Software
Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
*/

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 row that computes the Equity Line vs Benchmark comparison
	/// </summary>
	[Serializable]
	public class NumberLosingPeriods : SummaryRow
	{
		public NumberLosingPeriods( Summary summary )
		{
			this.rowDescription = "# losing periods";
			this.rowValue = summary.NumberLosingPeriods;
		}
	}
}

--- NEW FILE: PercentageWinningPeriods.cs ---
/*
QuantProject - Quantitative Finance Library

PercentageWinningPeriods.cs
Copyright (C) 2003 
Glauco Siliprandi

This program is free software; you can redistribute it and/or
modify it under the terms of the GNU General Public License
as published by the Free Software Foundation; either version 2
of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
GNU General Public License for more details.

You should have received a copy of the GNU General Public License
along with this program; if not, write to the Free Software
Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
*/

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 row that computes the Equity Line vs Benchmark comparison
	/// </summary>
	[Serializable]
	public class PercentageWinningPeriods : SummaryRow
	{
		public PercentageWinningPeriods( Summary summary )
		{
			this.rowDescription = "# losing periods";
			this.rowValue = summary.PercentageWinningPeriods;
		}
	}
}