[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRo
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glauco_1
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From: Glauco S. <gla...@us...> - 2005-06-07 15:06:51
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Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv19891/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows Modified Files: MaxEquityDrawDown.cs Log Message: Bug fixed. Max Draw Down is properly computed, now Index: MaxEquityDrawDown.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows/MaxEquityDrawDown.cs,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** MaxEquityDrawDown.cs 15 Feb 2005 19:09:03 -0000 1.2 --- MaxEquityDrawDown.cs 7 Jun 2005 15:06:21 -0000 1.3 *************** *** 17,22 **** { this.maxEquityValue = Math.Max( this.maxEquityValue , (double)dataRow[ "AccountValue" ] ); ! this.drawDown = ! Math.Max( this.drawDown , this.maxEquityValue - (double)dataRow[ "AccountValue" ] ); } private void setDrawDown() --- 17,23 ---- { this.maxEquityValue = Math.Max( this.maxEquityValue , (double)dataRow[ "AccountValue" ] ); ! this.drawDown = Math.Max( this.drawDown , ! ( ( this.maxEquityValue - (double)dataRow[ "AccountValue" ] ) / ! this.maxEquityValue ) ); } private void setDrawDown() *************** *** 32,37 **** this.rowDescription = "Max equity drawdown (%)"; setDrawDown(); ! this.rowValue = this.drawDown/this.maxEquityValue*100; ! } } --- 33,37 ---- this.rowDescription = "Max equity drawdown (%)"; setDrawDown(); ! this.rowValue = this.drawDown*100; } } |