[Quantproject-developers] QuantProject/b1_ADT/Statistics AdvancedFunctions.cs,1.1,1.2

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

Update of /cvsroot/quantproject/QuantProject/b1_ADT/Statistics
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv11230/b1_ADT/Statistics

Modified Files:
	AdvancedFunctions.cs 
Log Message:
GetSharpeRatio method has been added

Index: AdvancedFunctions.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b1_ADT/Statistics/AdvancedFunctions.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** AdvancedFunctions.cs	24 Jun 2005 22:32:10 -0000	1.1
--- AdvancedFunctions.cs	3 Sep 2005 23:56:26 -0000	1.2
***************
*** 22,25 ****
--- 22,26 ----
  
  using System;
+ using System.Collections;
  
  namespace QuantProject.ADT.Statistics
***************
*** 116,119 ****
--- 117,127 ----
      }
  
+ 		public static double GetSharpeRatio( ICollection returns )
+ 		{
+ 			double sharpeRatio =
+ 				BasicFunctions.GetSimpleAverage( returns ) /
+ 				BasicFunctions.GetStdDev( returns );
+ 			return sharpeRatio;
+ 		}
    }