[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryR
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From: Marco M. <mi...@us...> - 2007-08-29 09:20:20
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Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv28752/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows Added Files: AverageNumberOfTransactionsPerDay.cs Log Message: Added new class for a new line in summary report. Summary has not been modified yet (and so the report), because deserialization doesn't manage old reports at the moment. --- NEW FILE: AverageNumberOfTransactionsPerDay.cs --- /* QuantProject - Quantitative Finance Library AverageNumberOfTransactionsPerDay.cs Copyright (C) 2007 Marco Milletti 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.Collections; using QuantProject.ADT.Histories; using QuantProject.ADT.Statistics; using QuantProject.Business.Financial.Accounting.Reporting.Tables; namespace QuantProject.Business.Financial.Accounting.Reporting.SummaryRows { /// <summary> /// Summary row containing the average number of transactions for each market day /// in the backtest's period for /// the account report equity line /// </summary> [Serializable] public class AverageNumberOfTransactionsPerDay : DoubleSummaryRow { public AverageNumberOfTransactionsPerDay( Summary summary ) : base( 1 ) { this.rowDescription = "Average n. of transactions per day"; int totalNumberOfTransactions = summary.AccountReport.Account.Transactions.Count; TimeSpan timeSpanForScript = summary.AccountReport.EndDateTime.DateTime.Subtract(summary.AccountReport.StartDateTime); this.rowValue = (double)totalNumberOfTransactions / (double)timeSpanForScript.Days; } } } |