[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryR
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From: Glauco S. <gla...@us...> - 2006-06-08 21:09:23
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Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv26503/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows Added Files: PercentagePositivePeriods.cs Log Message: Summary row that computes the percentage of strategy returns greater than zero --- NEW FILE: PercentagePositivePeriods.cs --- /* QuantProject - Quantitative Finance Library PercentagePositivePeriods.cs Copyright (C) 2003 Glauco Siliprandi This program is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 2 of the License, or (at your option) any later version. This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details. You should have received a copy of the GNU General Public License along with this program; if not, write to the Free Software Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. */ using System; using System.Data; using QuantProject.ADT; using QuantProject.Business.Financial.Accounting.Reporting.Tables; using QuantProject.Business.Financial.Instruments; namespace QuantProject.Business.Financial.Accounting.Reporting.SummaryRows { /// <summary> /// Summary row that computes the percentage of strategy /// returns greater than zero /// </summary> [Serializable] public class PercentagePositivePeriods : PercentageSummaryRow { public PercentagePositivePeriods( Summary summary ) { this.rowDescription = "% positive periods"; this.rowValue = (double)summary.NumberPositivePeriods.Value * 100/ ((double)summary.NumberPositivePeriods.Value + (double)summary.NumberNegativePeriods.Value); } } } |