[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables Su
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glauco_1
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From: Glauco S. <gla...@us...> - 2005-06-19 14:47:07
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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-serv9349/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables Modified Files: Summary.cs Log Message: Reordered the process to populate the summary. Now, to add a summary item, you just need to add a new SummaryRow object to the QuantProject.Business.Financial.Accounting.Reporting.Tables.Summary object. Index: Summary.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables/Summary.cs,v retrieving revision 1.15 retrieving revision 1.16 diff -C2 -d -r1.15 -r1.16 *** Summary.cs 17 Apr 2005 23:05:02 -0000 1.15 --- Summary.cs 19 Jun 2005 14:46:59 -0000 1.16 *************** *** 18,24 **** private IHistoricalQuoteProvider historicalQuoteProvider; private double totalPnl; ! private double benchmarkPercentageReturn; private double finalAccountValue; private long intervalDays; private MaxEquityDrawDown maxEquityDrawDown; private TotalNumberOfTrades totalNumberOfTrades; --- 18,27 ---- private IHistoricalQuoteProvider historicalQuoteProvider; private double totalPnl; ! private BenchmarkPercentageReturn benchmarkPercentageReturn; ! private AnnualSystemPercentageReturn annualSystemPercentageReturn; private double finalAccountValue; private long intervalDays; + private TotalNetProfit totalNetProfit; + private ReturnOnAccount returnOnAccount; private MaxEquityDrawDown maxEquityDrawDown; private TotalNumberOfTrades totalNumberOfTrades; *************** *** 33,36 **** --- 36,42 ---- private TotalNumberOfShortTrades totalNumberOfShortTrades; private TotalCommissionAmount totalCommissionAmount; + private NumberWinningPeriods numberWinningPeriods; + private NumberLosingPeriods numberLosingPeriods; + private PercentageWinningPeriods percentageWinningPeriods; public AccountReport AccountReport { *************** *** 41,48 **** get { return totalPnl; } } ! public double BenchmarkPercentageReturn { get { return this.benchmarkPercentageReturn; } - set { this.benchmarkPercentageReturn = value; } } public double FinalAccountValue --- 47,61 ---- get { return totalPnl; } } ! public TotalNetProfit TotalNetProfit ! { ! get { return this.totalNetProfit; } ! } ! public ReturnOnAccount ReturnOnAccount ! { ! get { return this.returnOnAccount; } ! } ! public BenchmarkPercentageReturn BenchmarkPercentageReturn { get { return this.benchmarkPercentageReturn; } } public double FinalAccountValue *************** *** 54,118 **** get { return intervalDays; } } ! 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 ! { ! get { return Convert.ToDouble( this.maxEquityDrawDown.Value ); } ! } ! public double TotalNumberOfTrades { ! get { return (int)this.totalNumberOfTrades.Value; } } ! public int NumberWinningTrades { ! get { return (int)this.numberWinningTrades.Value; } } ! public double AverageTradePercentageReturn { ! get { return Convert.ToDouble( this.averageTradePercentageReturn.Value ); } } ! public double LargestWinningTradePercentage { ! get { return Convert.ToDouble( this.largestWinningTradePercentage.Value ); } } ! public double LargestLosingTradePercentage { ! get { return Convert.ToDouble( this.largestLosingTradePercentage.Value ); } } ! public double NumberWinningLongTrades { ! get { return (int)this.numberWinningLongTrades.Value; } } ! public double AverageLongTradePercentageReturn { ! get { return Convert.ToDouble( this.averageLongTradePercentageReturn.Value ); } } ! public double NumberWinningShortTrades { ! get { return (int)this.numberWinningShortTrades.Value; } } ! public double TotalNumberOfLongTrades { ! get { return (int)this.totalNumberOfLongTrades.Value; } } ! public double TotalNumberOfShortTrades { ! get { return (int)this.totalNumberOfShortTrades.Value; } } - public double TotalCommissionAmount - { - get { return Convert.ToDouble( this.totalCommissionAmount.Value ); } - } --- 67,139 ---- get { return intervalDays; } } ! public AnnualSystemPercentageReturn AnnualSystemPercentageReturn ! { ! get { return this.annualSystemPercentageReturn; } ! } ! public MaxEquityDrawDown MaxEquityDrawDown ! { ! get { return this.maxEquityDrawDown; } ! } ! public TotalCommissionAmount TotalCommissionAmount ! { ! get { return this.totalCommissionAmount; } ! } ! public NumberWinningPeriods NumberWinningPeriods ! { ! get { return this.numberWinningPeriods; } ! } ! public NumberLosingPeriods NumberLosingPeriods ! { ! get { return this.numberLosingPeriods; } ! } public int NumberEvenPeriods; ! public PercentageWinningPeriods PercentageWinningPeriods { get { ! return this.percentageWinningPeriods; } } ! public TotalNumberOfTrades TotalNumberOfTrades { ! get { return this.totalNumberOfTrades; } } ! public NumberWinningTrades NumberWinningTrades { ! get { return this.numberWinningTrades; } } ! public AverageTradePercentageReturn AverageTradePercentageReturn { ! get { return this.averageTradePercentageReturn; } } ! public LargestWinningTradePercentage LargestWinningTradePercentage { ! get { return this.largestWinningTradePercentage; } } ! public LargestLosingTradePercentage LargestLosingTradePercentage { ! get { return this.largestLosingTradePercentage; } } ! public TotalNumberOfLongTrades TotalNumberOfLongTrades { ! get { return this.totalNumberOfLongTrades; } } ! public NumberWinningLongTrades NumberWinningLongTrades { ! get { return this.numberWinningLongTrades; } } ! public AverageLongTradePercentageReturn AverageLongTradePercentageReturn { ! get { return this.averageLongTradePercentageReturn; } } ! public TotalNumberOfShortTrades TotalNumberOfShortTrades { ! get { return this.totalNumberOfShortTrades; } } ! public NumberWinningShortTrades NumberWinningShortTrades { ! get { return this.numberWinningShortTrades; } } *************** *** 120,123 **** --- 141,146 ---- { this.accountReport = accountReport; + this.numberWinningPeriods = new NumberWinningPeriods( this ); + this.numberLosingPeriods = new NumberLosingPeriods( this ); this.getSummary(); } *************** *** 154,166 **** { 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 ); --- 177,197 ---- { getSummary_setRow( new TotalNetProfit( this ) , summaryDataTable ); ! this.returnOnAccount = new ReturnOnAccount( this ); ! getSummary_setRow( this.returnOnAccount , summaryDataTable ); ! this.benchmarkPercentageReturn = ! new BenchmarkPercentageReturn( this , this.historicalQuoteProvider ); ! getSummary_setRow( this.benchmarkPercentageReturn , summaryDataTable ); ! this.numberWinningPeriods = new NumberWinningPeriods( this ); ! getSummary_setRow( this.numberWinningPeriods , summaryDataTable ); ! this.numberLosingPeriods = new NumberLosingPeriods( this ); ! getSummary_setRow( this.numberLosingPeriods , summaryDataTable ); getSummary_setRow( new NumberEvenPeriods( this ) , summaryDataTable ); ! this.percentageWinningPeriods = new PercentageWinningPeriods( this ); ! getSummary_setRow( this.percentageWinningPeriods , summaryDataTable ); //this.getSummary_setRows_forEquityVsBenchmarkComparison(); ! this.totalNetProfit = new TotalNetProfit( this ); ! this.annualSystemPercentageReturn = new AnnualSystemPercentageReturn( this ); ! getSummary_setRow( this.annualSystemPercentageReturn , summaryDataTable ); this.maxEquityDrawDown = new MaxEquityDrawDown( this ); getSummary_setRow( this.maxEquityDrawDown , summaryDataTable ); |