[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables Su
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From: Glauco S. <gla...@us...> - 2005-04-17 23:05:12
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Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv30722/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables Modified Files: Summary.cs Log Message: - added NumberWinningPeriods - added NumberLosingPeriods - added NumberEvenPeriods - added PercentageWinningPeriods Index: Summary.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables/Summary.cs,v retrieving revision 1.14 retrieving revision 1.15 diff -C2 -d -r1.14 -r1.15 *** Summary.cs 30 Mar 2005 23:40:59 -0000 1.14 --- Summary.cs 17 Apr 2005 23:05:02 -0000 1.15 *************** *** 19,23 **** private double totalPnl; private double benchmarkPercentageReturn; ! private double finalAccountValue; private long intervalDays; private MaxEquityDrawDown maxEquityDrawDown; --- 19,23 ---- private double totalPnl; private double benchmarkPercentageReturn; ! private double finalAccountValue; private long intervalDays; private MaxEquityDrawDown maxEquityDrawDown; *************** *** 56,59 **** --- 56,69 ---- public double ReturnOnAccount; public double AnnualSystemPercentageReturn; + public int NumberWinningPeriods; + public int NumberLosingPeriods; + public int NumberEvenPeriods; + public double PercentageWinningPeriods + { + get + { + return this.NumberWinningPeriods*100/(this.NumberWinningPeriods+this.NumberLosingPeriods); + } + } public double MaxEquityDrawDown { *************** *** 145,151 **** getSummary_setRow( new TotalNetProfit( this ) , summaryDataTable ); getSummary_setRow( new ReturnOnAccount( this ) , summaryDataTable ); ! getSummary_setRow( new BenchmarkPercentageReturn( this , this.historicalQuoteProvider ) , summaryDataTable ); ! getSummary_setRow( new AnnualSystemPercentageReturn( this ) , summaryDataTable ); this.maxEquityDrawDown = new MaxEquityDrawDown( this ); getSummary_setRow( this.maxEquityDrawDown , summaryDataTable ); --- 155,166 ---- getSummary_setRow( new TotalNetProfit( this ) , summaryDataTable ); getSummary_setRow( new ReturnOnAccount( this ) , summaryDataTable ); ! getSummary_setRow( new BenchmarkPercentageReturn( this , this.historicalQuoteProvider ) , summaryDataTable ); ! getSummary_setRow( new NumberWinningPeriods( this ) , summaryDataTable ); ! getSummary_setRow( new NumberLosingPeriods( this ) , summaryDataTable ); ! getSummary_setRow( new NumberEvenPeriods( this ) , summaryDataTable ); ! getSummary_setRow( new PercentageWinningPeriods( this ) , summaryDataTable ); ! //this.getSummary_setRows_forEquityVsBenchmarkComparison(); ! getSummary_setRow( new AnnualSystemPercentageReturn( this ) , summaryDataTable ); this.maxEquityDrawDown = new MaxEquityDrawDown( this ); getSummary_setRow( this.maxEquityDrawDown , summaryDataTable ); |