[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables
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glauco_1
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From: Glauco S. <gla...@us...> - 2006-06-08 18:42:56
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Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv22632/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables Modified Files: Summary.cs Log Message: - property ExpectancyScore has been added - property NumberPositivePeriods has been added - property NumberNegativePeriods has been added - property PercentagePositivePeriods has been added Index: Summary.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables/Summary.cs,v retrieving revision 1.18 retrieving revision 1.19 diff -C2 -d -r1.18 -r1.19 *** Summary.cs 15 Oct 2005 18:23:22 -0000 1.18 --- Summary.cs 8 Jun 2006 18:42:37 -0000 1.19 *************** *** 26,29 **** --- 26,30 ---- private MaxEquityDrawDown maxEquityDrawDown; private SharpeRatio sharpeRatio; + private ExpectancyScore expectancyScore; private TotalNumberOfTrades totalNumberOfTrades; private NumberWinningTrades numberWinningTrades; *************** *** 37,40 **** --- 38,44 ---- private TotalNumberOfShortTrades totalNumberOfShortTrades; private TotalCommissionAmount totalCommissionAmount; + private NumberPositivePeriods numberPositivePeriods; + private NumberNegativePeriods numberNegativePeriods; + private PercentagePositivePeriods percentagePositivePeriods; private NumberWinningPeriods numberWinningPeriods; private NumberLosingPeriods numberLosingPeriods; *************** *** 80,87 **** --- 84,110 ---- get { return this.sharpeRatio; } } + public ExpectancyScore ExpectancyScore + { + get { return this.expectancyScore; } + } public TotalCommissionAmount TotalCommissionAmount { get { return this.totalCommissionAmount; } } + public NumberPositivePeriods NumberPositivePeriods + { + get { return this.numberPositivePeriods; } + } + public NumberNegativePeriods NumberNegativePeriods + { + get { return this.numberNegativePeriods; } + } + public PercentagePositivePeriods PercentagePositivePeriods + { + get + { + return this.percentagePositivePeriods; + } + } public NumberWinningPeriods NumberWinningPeriods { *************** *** 146,151 **** { this.accountReport = accountReport; - this.numberWinningPeriods = new NumberWinningPeriods( this ); - this.numberLosingPeriods = new NumberLosingPeriods( this ); this.getSummary(); } --- 169,172 ---- *************** *** 168,241 **** equityDataTable.Columns.Add( "Value" , Type.GetType( "System.Double" ) ); } - #region "getSummaryTable_setRows" - // private void getSummary_setRow( SummaryRow summaryRow , DataTable summaryDataTable ) - // { - // if ( summaryRow.Value != null ) - // { - // DataRow summary = summaryDataTable.NewRow(); - // summary[ "Information" ] = summaryRow.Description; - // summary[ "Value" ] = summaryRow.Value; - // summaryDataTable.Rows.Add( summary ); - // } - // } - // private void getSummaryTable_setRows( DataTable summaryDataTable ) - // { - //// 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 ); - // this.totalNumberOfTrades = new TotalNumberOfTrades( this ); - //// getSummary_setRow( this.totalNumberOfTrades , summaryDataTable ); - // this.numberWinningTrades = new NumberWinningTrades( this ); - //// getSummary_setRow( this.numberWinningTrades , summaryDataTable ); - // this.averageTradePercentageReturn = new AverageTradePercentageReturn( this ); - //// getSummary_setRow( this.averageTradePercentageReturn , summaryDataTable ); - // this.largestWinningTradePercentage = new LargestWinningTradePercentage( this ); - //// getSummary_setRow( this.largestWinningTradePercentage , summaryDataTable ); - // this.largestLosingTradePercentage = new LargestLosingTradePercentage( this ); - //// getSummary_setRow( this.largestLosingTradePercentage , summaryDataTable ); - // this.totalNumberOfLongTrades = new TotalNumberOfLongTrades( this ); - //// getSummary_setRow( this.totalNumberOfLongTrades , summaryDataTable ); - // this.numberWinningLongTrades = new NumberWinningLongTrades( this ); - //// getSummary_setRow( this.numberWinningLongTrades , summaryDataTable ); - // this.averageLongTradePercentageReturn = new AverageLongTradePercentageReturn( this ); - //// getSummary_setRow( this.averageLongTradePercentageReturn , summaryDataTable ); - // this.totalNumberOfShortTrades = new TotalNumberOfShortTrades( this ); - //// getSummary_setRow( this.totalNumberOfShortTrades , summaryDataTable ); - // this.numberWinningShortTrades = new NumberWinningShortTrades( this ); - //// getSummary_setRow( this.numberWinningShortTrades , summaryDataTable ); - // this.totalCommissionAmount = new TotalCommissionAmount( this ); - //// getSummary_setRow( this.totalCommissionAmount , summaryDataTable ); - // // getSummary_setRow( summaryDataTable , - //// new getSummaryTable_setRow( getSummaryTable_setRow_TotalNumberOfShortTrades ) ); - //// getSummary_setRow( summaryDataTable , - //// new getSummaryTable_setRow( getSummaryTable_setRow_NumberWinningShortTrades ) ); - //// getSummary_setRow( summaryDataTable , - //// new getSummaryTable_setRow( getSummaryTable_setRow_AverageShortTradePercentageReturn ) ); - // } - #endregion - // private DataTable getSummaryDataTable() - // { - // DataTable summaryDataTable = new DataTable(); - // getSummaryTable_setColumns( summaryDataTable ); - // getSummaryTable_setRows( summaryDataTable ); - // return summaryDataTable; - // } private void getSummary() { --- 189,192 ---- *************** *** 255,262 **** --- 206,217 ---- this.numberLosingPeriods = new NumberLosingPeriods( this ); this.percentageWinningPeriods = new PercentageWinningPeriods( this ); + this.numberPositivePeriods = new NumberPositivePeriods( this ); + this.numberNegativePeriods = new NumberNegativePeriods( this ); + this.percentagePositivePeriods = new PercentagePositivePeriods( this ); this.totalNetProfit = new TotalNetProfit( this ); this.annualSystemPercentageReturn = new AnnualSystemPercentageReturn( this ); this.maxEquityDrawDown = new MaxEquityDrawDown( this ); this.sharpeRatio = new SharpeRatio( this.accountReport.EquityLine ); + this.expectancyScore = new ExpectancyScore( this.accountReport.EquityLine ); this.totalNumberOfTrades = new TotalNumberOfTrades( this ); this.numberWinningTrades = new NumberWinningTrades( this ); |