[Quantproject-developers] QuantProject/b1_ADT/Statistics AdvancedFunctions.cs, 1.4, 1.5

[Marco M. <mi...@us...>]

Update of /cvsroot/quantproject/QuantProject/b1_ADT/Statistics
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv18898/b1_ADT/Statistics

Modified Files:
	AdvancedFunctions.cs 
Log Message:
Added GetProbabilityOfWinning method (it is intended to be used for evaluation of a fitness function)

Index: AdvancedFunctions.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b1_ADT/Statistics/AdvancedFunctions.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** AdvancedFunctions.cs	14 Aug 2007 14:48:19 -0000	1.4
--- AdvancedFunctions.cs	29 Aug 2007 10:01:38 -0000	1.5
***************
*** 116,119 ****
--- 116,130 ----
        //negative semivariance is a special case of Lower partial moment
      }
+ 		
+ 		public static double GetProbabilityOfWinning( ICollection returns )
+ 		{
+ 			double numberOfReturns = returns.Count;
+ 			double winningPeriods = 0;
+ 			foreach ( double singleReturn in returns )
+ 				if ( singleReturn > 0 )
+ 						winningPeriods++;
+ 			
+ 			return winningPeriods / numberOfReturns; 
+ 		}
  
  		public static double GetSharpeRatio( ICollection returns )