[Quantproject-developers] QuantProject/b4_Business/a2_Strategies/EquityEvaluation WinningPeriods.cs, NONE, 1.1

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/EquityEvaluation
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv15105

Added Files:
	WinningPeriods.cs 
Log Message:
Equity line evaluator, measuring the percentage of winning periods on the total number of non flat periods

--- NEW FILE: WinningPeriods.cs ---
/*
QuantProject - Quantitative Finance Library

WinningPeriods.cs
Copyright (C) 2006
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;

namespace QuantProject.Business.Strategies.EquityEvaluation
{
	/// <summary>
	/// Equity line evaluator, measuring the percentage of winning
	/// periods on the total number of non flat periods
	/// </summary>
	public class WinningPeriods : IEquityEvaluator
	{
		public WinningPeriods()
		{
		}
		public double GetReturnsEvaluation( double[] returns )
		{
			int winningPeriods = 0;
			int losingPeriods = 0;
			for ( int i = 0 ; i < returns.Length ; i++ )
			{
				if ( returns[ i ] > 0 )
					winningPeriods++;
				if ( returns[ i ] < 0 )
					losingPeriods++;
			}
			return ( Convert.ToDouble( winningPeriods ) /
				Convert.ToDouble( winningPeriods + losingPeriods ) );
		}
	}
}