quantproject-developers

[Quantproject-developers] QuantProject/b7_Scripts/SimpleTesting - New directory

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/SimpleTesting
In directory sc8-pr-cvs1:/tmp/cvs-serv29906/SimpleTesting

Log Message:
Directory /cvsroot/quantproject/QuantProject/b7_Scripts/SimpleTesting added to the repository

[Quantproject-developers] QuantProject/b7_Scripts/Profunds AsProfunds.cs,1.1.1.1,NONE RunProfunds.cs,1.2,NONE TsProfunds.cs,1.2,NONE

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/Profunds
In directory sc8-pr-cvs1:/tmp/cvs-serv29613

Removed Files:
	AsProfunds.cs RunProfunds.cs TsProfunds.cs 
Log Message:
This script has been deleted (substituted by OneRank)

--- AsProfunds.cs DELETED ---

--- RunProfunds.cs DELETED ---

--- TsProfunds.cs DELETED ---

[Quantproject-developers] QuantProject/b7_Scripts/MSFTsimpleTest AsMSFTsimpleTest.cs,1.1.1.1,NONE RunMSFTsimpleTest.cs,1.2,NONE TsMSFTsimpleTest.cs,1.1.1.1,NONE

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/MSFTsimpleTest
In directory sc8-pr-cvs1:/tmp/cvs-serv29227

Removed Files:
	AsMSFTsimpleTest.cs RunMSFTsimpleTest.cs TsMSFTsimpleTest.cs 
Log Message:
MSFTsimpleTest has been moved
under the SimpleTesting folder.

--- AsMSFTsimpleTest.cs DELETED ---

--- RunMSFTsimpleTest.cs DELETED ---

--- TsMSFTsimpleTest.cs DELETED ---

[Quantproject-developers] QuantDownloader QuantDownloader.suo,1.3,1.4

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

Update of /cvsroot/quantproject/QuantDownloader
In directory sc8-pr-cvs1:/tmp/cvs-serv30627/QuantDownloader

Modified Files:
	QuantDownloader.suo 
Log Message:
The import procedure (from the web) now automatically
updates the quAdjustedOpen field also.

Index: QuantDownloader.suo
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/QuantDownloader.suo,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
Binary files /tmp/cvsxAzEVB and /tmp/cvso44qB3 differ

[Quantproject-developers] QuantDownloader/Downloader DataBaseImporter.cs,1.1,1.2

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader
In directory sc8-pr-cvs1:/tmp/cvs-serv30627/QuantDownloader/Downloader

Modified Files:
	DataBaseImporter.cs 
Log Message:
The import procedure (from the web) now automatically
updates the quAdjustedOpen field also.

Index: DataBaseImporter.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/DataBaseImporter.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** DataBaseImporter.cs	20 Nov 2003 22:38:48 -0000	1.1
--- DataBaseImporter.cs	22 Nov 2003 20:57:44 -0000	1.2
***************
*** 60,63 ****
--- 60,65 ----
          myRow[ "quVolume" ]=Double.Parse( LineIn[5] );
          myRow[ "quAdjustedClose" ]=Double.Parse( LineIn[6] );
+         myRow[ "quAdjustedOpen" ]=Convert.ToDouble(myRow[ "quOpen" ])*
+           (Convert.ToDouble(myRow[ "quAdjustedClose" ])/Convert.ToDouble(myRow[ "quOpen" ]));
  
  //        myRow["date"]=DateTime.Parse(LineIn[0]);

[Quantproject-developers] QuantDownloader QuantDownloader.suo,1.2,1.3

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

Update of /cvsroot/quantproject/QuantDownloader
In directory sc8-pr-cvs1:/tmp/cvs-serv19223

Modified Files:
	QuantDownloader.suo 
Log Message:
- Added the DataBaseLocator class
- The CVS step is avoided now (a DataSet approach
is used); the DataBaseImporter class has been added

Index: QuantDownloader.suo
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/QuantDownloader.suo,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
Binary files /tmp/cvsrEt7i7 and /tmp/cvs6gpho4 differ

[Quantproject-developers] QuantDownloader/Downloader DataBaseImporter.cs,NONE,1.1 DataBaseLocator.cs,NONE,1.1 TickerDownloader.cs,NONE,1.1 DataSet1.cs,1.1.1.1,1.2 Downloader.csproj,1.1.1.1,1.2 Main.cs,1.1.1.1,1.2 TestDownloadedData.cs,1.1.1.1,1.2 WebDownloader.cs,1.1.1.1,1.2

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader
In directory sc8-pr-cvs1:/tmp/cvs-serv16375/Downloader

Modified Files:
	DataSet1.cs Downloader.csproj Main.cs TestDownloadedData.cs 
	WebDownloader.cs 
Added Files:
	DataBaseImporter.cs DataBaseLocator.cs TickerDownloader.cs 
Log Message:
- Added the DataBaseLocator class
- The CVS step is avoided now (a DataSet approach
is used); the DataBaseImporter class has been added

--- NEW FILE: DataBaseImporter.cs ---
using System;
using System.Data;
using System.Data.OleDb;
using System.IO;

namespace QuantDownloader
{
	/// <summary>
	/// Summary description for DataBaseImporter.
	/// </summary>
	public class DataBaseImporter
	{
    private StreamReader streamReader;
    private OleDbConnection oleDbConnection;
		public DataBaseImporter( OleDbConnection oleDbConnection , StreamReader streamReader )
		{
			this.streamReader = streamReader;
      this.oleDbConnection = oleDbConnection;
		}
    public void ImportTicker( string ticker )
    {
      string Line;
      string[] LineIn;

      string strAccessSelect = "Select * from quotes where 1=2";
      OleDbCommand myAccessCommand = new 
        OleDbCommand( strAccessSelect , oleDbConnection );

      OleDbDataAdapter myDataAdapter = new 
        OleDbDataAdapter( myAccessCommand );
      OleDbCommandBuilder myCB = new OleDbCommandBuilder( myDataAdapter );

      //Create Dataset and table
      DataSet myDataSet = new DataSet();
   
      //Set MissingSchemaAction Property
      myDataAdapter.MissingSchemaAction = MissingSchemaAction.Add;
   
   
      //Set MissingMappingAction Property
      myDataAdapter.MissingMappingAction = MissingMappingAction.Passthrough;

      //Fill data adapter
      myDataAdapter.Fill( myDataSet , "Data" );

      Line = streamReader.ReadLine();
      Line = streamReader.ReadLine();
      while ( Line != null )
      {
        LineIn=Line.Split(',');
    
        DataRow myRow=myDataSet.Tables["Data"].NewRow();

        myRow[ "quTicker" ] = ticker;
        myRow[ "quDate" ]=DateTime.Parse( LineIn[0] );
        myRow[ "quOpen" ]=Double.Parse( LineIn[1] );
        myRow[ "quHigh" ]=Double.Parse( LineIn[2] );
        myRow[ "quLow" ]=Double.Parse( LineIn[3] );
        myRow[ "quClose" ]=Double.Parse( LineIn[4] );
        myRow[ "quVolume" ]=Double.Parse( LineIn[5] );
        myRow[ "quAdjustedClose" ]=Double.Parse( LineIn[6] );

//        myRow["date"]=DateTime.Parse(LineIn[0]);
//        myRow["time"]=DateTime.Parse(LineIn[1]);
//        myRow["sv1485ri"]=Double.Parse(LineIn[2]);
//        myRow["sv14856s"]=Double.Parse(LineIn[3]);
//        myRow["d4461"]=Double.Parse(LineIn[4]);
//        myRow["d6sf"]=Double.Parse(LineIn[5]);
//        myRow["d6sdp"]=Double.Parse(LineIn[6]);
//        myRow["oppai"]=Double.Parse(LineIn[7]);
//        myRow["oppbi"]=Double.Parse(LineIn[8]);
//        myRow["opps"]=Double.Parse(LineIn[9]);
//        myRow["o24hrtf"]=Double.Parse(LineIn[10]);
//        myRow["oif"]=Double.Parse(LineIn[11]);
//        myRow["otct"]=Double.Parse(LineIn[12]);
//        myRow["d1abt"]=Double.Parse(LineIn[13]);
//        myRow["d1bbt"]=Double.Parse(LineIn[14]);
//        myRow["d3bt"]=Double.Parse(LineIn[15]);
//        myRow["d2bt"]=Double.Parse(LineIn[16]);
//        myRow["d5bt"]=Double.Parse(LineIn[17]);
//        myRow["d6bt"]=Double.Parse(LineIn[18]);
//        myRow["cv1480cvpi"]=Double.Parse(LineIn[19]);
//        myRow["cv1481cvpi"]=Double.Parse(LineIn[20]);

        myDataSet.Tables["Data"].Rows.Add(myRow);
    
        Line = this.streamReader.ReadLine();
      }
   
      myDataAdapter.Update(myDataSet, "Data");
  
    }
	}
}

--- NEW FILE: DataBaseLocator.cs ---
using System;
using System.Xml;
using System.IO;
using System.Windows.Forms;

namespace QuantDownloader
{
	/// <summary>
	/// Locate the database
	/// </summary>
	public class DataBaseLocator
	{
		private string dataBaseType;
		private StreamReader stream; 
		private XmlTextReader xmlTextReader;
		
		private string path;

		public DataBaseLocator(string fileExtension)
		{
			try
			{
				this.dataBaseType = fileExtension;
				//it looks for the file in the application directory
				if (!File.Exists("DataBase.xml"))
					createXmlFile();
						
				this.stream = new StreamReader(Application.ExecutablePath.Substring(0, Application.ExecutablePath.LastIndexOf('\\'))
											+ @"\DataBase.xml");
				this.xmlTextReader = new XmlTextReader(this.stream);
				
				while(xmlTextReader.Read())
				{
					if (xmlTextReader.LocalName.ToString() == this.dataBaseType)
					{
						//gets full path of the file that contains the database
						this.Path = xmlTextReader.GetAttribute(0);
					}
				}
				xmlTextReader.Close();
				stream.Close();
						
					
            }
			
			catch (Exception ex)
			{
				MessageBox.Show(ex.ToString());
				xmlTextReader.Close();
				stream.Close();
			}
		}
		
		public string Path
		{
			get
			{
				return path;
			}
			set
			{	
				path = value;
			}
		}

		/// <summary>
		/// create xmlFile in the application directory
		/// where to store name and path for the mdb file
		/// selected by the user
		/// </summary>
		private void createXmlFile()
		{
			string path;
			string xmlPath;
			string selectionByUser;
			selectionByUser = selectDataBase();
			if (selectionByUser == "")
				{
					MessageBox.Show("With no selection application won't run!");
					Application.Exit();
				}
			else
				{
					path = selectionByUser;
					
					xmlPath = 
							Application.ExecutablePath.Substring(0, Application.ExecutablePath.LastIndexOf('\\'))
								+ @"\DataBase.xml";
					XmlTextWriter xmlTextWriter = new XmlTextWriter(xmlPath, null);
					xmlTextWriter.Formatting = Formatting.Indented;
					xmlTextWriter.WriteStartDocument();
					xmlTextWriter.WriteStartElement("FILES");
					xmlTextWriter.WriteStartElement("MDB");
					xmlTextWriter.WriteAttributeString("fullpath",path);
					xmlTextWriter.WriteEndElement();
					xmlTextWriter.WriteEndElement();
					xmlTextWriter.WriteEndDocument();
					xmlTextWriter.Flush();
					xmlTextWriter.Close();
					
				}

		}
		private string selectDataBase()
		{
			string fileName = "";
			switch (this.dataBaseType)
			{
				case "MDB":
				fileName = "QuantProject.mdb";
				break;
			}

			OpenFileDialog openFileDialog = new OpenFileDialog();
			openFileDialog.Title = "Select " + fileName + " please ...";
			openFileDialog.Multiselect = false;
			openFileDialog.CheckFileExists = true;
			openFileDialog.Filter = fileName + "|" + fileName;
			openFileDialog.ShowDialog();
			return openFileDialog.FileName;
		}
		
	}
}

--- NEW FILE: TickerDownloader.cs ---
using System;
using System.Data;
using System.IO;
using System.Net;
using System.Windows.Forms;

namespace QuantDownloader
{
	/// <summary>
	/// Summary description for TickerDownloader.
	/// </summary>
  public class TickerDownloader
  {
    private System.Data.OleDb.OleDbConnection oleDbConnection1;
    private WebDownloader p_myForm;
    private DataRow p_currentDataTickerRow;
    private string p_quTicker;
    private int p_numRows;
    private DateTime startDate = new DateTime( 2000 , 1 , 1 );
    private DateTime endDate = DateTime.Today;
    private int endDay = DateTime.Now.Day;
    private int endMonth = DateTime.Now.Month;
    private int endYear = DateTime.Now.Year;
    public TickerDownloader( WebDownloader myForm, DataRow currentDataTickerRow, string quTicker , int numRows )
    {
      p_myForm = myForm;
      p_currentDataTickerRow = currentDataTickerRow;
      p_quTicker = quTicker;
      p_numRows = numRows;
      this.oleDbConnection1 = myForm.OleDbConnection1;
    }
    private void addTickerTo_gridDataSet()
    {
      
      DataRow newRow = p_myForm.DsTickerCurrentlyDownloaded.Tables[ "Tickers" ].NewRow();
      newRow[ "tiTicker" ] = p_quTicker;
      newRow[ "currentState" ] = "Start";
      //lock( p_myForm.dsTickerCurrentlyDownloaded.Tables[ "Tickers" ].Rows )
      //{
      try
      {
        //MessageBox.Show( (p_myForm == null).ToString() );
        //MessageBox.Show( (p_myForm.dsTickerCurrentlyDownloaded == null).ToString() );
        //MessageBox.Show( (p_myForm.dsTickerCurrentlyDownloaded.Tables[ "Tickers" ] == null).ToString() );
        //MessageBox.Show( (p_myForm.dsTickerCurrentlyDownloaded.Tables[ "Tickers" ].Rows == null).ToString() );
        //MessageBox.Show( (newRow == null).ToString() );
        p_myForm.DsTickerCurrentlyDownloaded.Tables[ "Tickers" ].Rows.Add( newRow );
      } 
      catch (Exception ex)
      {
        MessageBox.Show( ex.ToString() );
      }
      //}
      p_myForm.dataGrid1.Refresh();
    }

    private void removeTickerFrom_gridDataSet()
    {
      DataRow[] myRows = p_myForm.DsTickerCurrentlyDownloaded.Tables[ "Tickers" ].Select( "tiTicker='" + p_quTicker + "'" );
      p_myForm.DsTickerCurrentlyDownloaded.Tables[ "Tickers" ].Rows.Remove( myRows[ 0 ] );
      DataRow newRow = p_myForm.DsTickerCurrentlyDownloaded.Tables[ "Tickers" ].NewRow();
      newRow[ "tiTicker" ] = p_quTicker;
      newRow[ "currentState" ] = "Start";
      p_myForm.DsTickerCurrentlyDownloaded.Tables[ "Tickers" ].Rows.Add( newRow );
      p_myForm.dataGrid1.Refresh();
    }
    private void updateCurrentStatus( string newState )
    {
      lock( p_myForm.DsTickerCurrentlyDownloaded.Tables[ "Tickers" ] )
      {
        DataRow[] myRows = p_myForm.DsTickerCurrentlyDownloaded.Tables[ "Tickers" ].Select( "tiTicker='" + p_quTicker + "'" );
        myRows[ 0 ][ "currentState" ] = newState;
        p_myForm.dataGrid1.Refresh();
      }
    }

    private void addTickerToFaultyTickers()
    {
      System.Data.OleDb.OleDbCommand odc = new System.Data.OleDb.OleDbCommand();
      odc.CommandText = "insert into faultyTickers ( ftTicker , ftDateTime ) " +
        "values ( '" + p_quTicker + "' , #" +
        DateTime.Now.Month + "/" +
        DateTime.Now.Day + "/" +
        DateTime.Now.Year + " " +
        DateTime.Now.Hour + "." +
        DateTime.Now.Minute + "." +
        DateTime.Now.Second + "# )";
      odc.Connection = this.oleDbConnection1;
      odc.ExecuteNonQuery();
    }
    private void writeFile_tickerCsv_forNextTimeFrame( DateTime currBeginDate , DateTime currEndDate )
    {
      int a = currBeginDate.Month - 1;
      int b = currBeginDate.Day;
      int c = currBeginDate.Year;
      int d = currEndDate.Month - 1;
      int e = currEndDate.Day;
      int f = currEndDate.Year;
      int numTrials = 1;

      //updateCurrentStatus( " 1 " );
      while (numTrials < 5)
      {
        this.p_myForm.Refresh();
        try
        {
          HttpWebRequest Req = (HttpWebRequest)WebRequest.Create("http:" + "//table.finance.yahoo.com/table.csv?a=" 
            + a + "&b=" + b + "&c=" + c +"&d=" + d + "&e=" + e + "&f=" + f + "&s=" + p_quTicker + "&y=0&g=d&ignore=.csv");

          Req.Method = "GET";
          Req.Timeout = 10000;

          HttpWebResponse hwr = (HttpWebResponse)Req.GetResponse();

          //updateCurrentStatus( " 2 " );
          Stream strm = hwr.GetResponseStream();
          //updateCurrentStatus( " 3 " );
          StreamReader sr = new StreamReader(strm);
//          StreamWriter sw=new StreamWriter( "C:\\Documents and Settings\\Glauco\\My Documents\\Visual Studio Projects\\QuantProject\\csvFiles\\" + p_quTicker + ".csv");
//          sw.Write(myString);
//          sw.Close();
          DataBaseImporter dataBaseImporter =
            new DataBaseImporter( this.oleDbConnection1 , sr );
          dataBaseImporter.ImportTicker( p_quTicker );
          sr.Close();
          strm.Close();


//          import_tickerCsv_into_quotesCsv();
          updateCurrentStatus( d + "/" + e + "/" + f );
          numTrials = 6 ;
          //updateCurrentStatus( " scritto file! " );
        }
        catch (Exception exception)
        {
          MessageBox.Show( exception.ToString() );
          updateCurrentStatus( "Tentativo: " + numTrials );
          numTrials++;
          if (numTrials > 5)
            addTickerToFaultyTickers();
        }
      }
    }
    private void writeFile_tickerCsv()
    {
      DateTime currBeginDate = new DateTime();
      currBeginDate = startDate;
      while ( currBeginDate < endDate )
      {
        DateTime currEndDate = new DateTime();
        if ( DateTime.Compare( DateTime.Today , currBeginDate.AddDays( 200 ) ) < 0 )
          currEndDate = DateTime.Today;
        else
          currEndDate = currBeginDate.AddDays( 200 );
        writeFile_tickerCsv_forNextTimeFrame( currBeginDate , currEndDate );
        currBeginDate = currEndDate.AddDays( 1 );
      }
    }
    private void import_tickerCsv_into_quotesCsv()
    {
      string sConnectionString = "Provider=Microsoft.Jet.OLEDB.4.0;Data Source=" +
        "C:\\Documents and Settings\\Glauco\\My Documents\\Visual Studio Projects\\QuantProject\\csvFiles\\" +
        ";Extended Properties=\"Text;HDR=YES;FMT=Delimited\"";

      System.Data.OleDb.OleDbConnection objConn = new System.Data.OleDb.OleDbConnection(sConnectionString);
      objConn.Open();
      System.Data.OleDb.OleDbCommand odCommand = new System.Data.OleDb.OleDbCommand();
      odCommand.Connection = objConn;
      try
      {
        odCommand.CommandText = "insert into quotes.csv SELECT '" + p_quTicker + "' as Ticker, * FROM " + p_quTicker + ".csv";
        odCommand.ExecuteNonQuery();
      }
      catch (Exception ex)
      {
        MessageBox.Show( ex.ToString() );
      }
      objConn.Close();
    }
    public void downloadTicker()
    {
    {
      addTickerTo_gridDataSet();
      writeFile_tickerCsv();
      //Monitor.Pulse( p_myForm.dsTickerCurrentlyDownloaded.Tables[ "Tickers" ] );
    }
    }
  }
}

Index: DataSet1.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/DataSet1.cs,v
retrieving revision 1.1.1.1
retrieving revision 1.2
diff -C2 -d -r1.1.1.1 -r1.2
*** DataSet1.cs	16 Oct 2003 18:08:28 -0000	1.1.1.1
--- DataSet1.cs	20 Nov 2003 22:38:48 -0000	1.2
***************
*** 9,13 ****
  //------------------------------------------------------------------------------
  
! namespace QuantProject {
      using System;
      using System.Data;
--- 9,13 ----
  //------------------------------------------------------------------------------
  
! namespace QuantDownloader {
      using System;
      using System.Data;

Index: Downloader.csproj
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/Downloader.csproj,v
retrieving revision 1.1.1.1
retrieving revision 1.2
diff -C2 -d -r1.1.1.1 -r1.2
*** Downloader.csproj	16 Oct 2003 18:08:34 -0000	1.1.1.1
--- Downloader.csproj	20 Nov 2003 22:38:48 -0000	1.2
***************
*** 93,96 ****
--- 93,107 ----
                  <File
                      RelPath = "AssemblyInfo.cs"
+                     SubType = "Code"
+                     BuildAction = "Compile"
+                 />
+                 <File
+                     RelPath = "DataBaseImporter.cs"
+                     SubType = "Code"
+                     BuildAction = "Compile"
+                 />
+                 <File
+                     RelPath = "DataBaseLocator.cs"
+                     SubType = "Code"
                      BuildAction = "Compile"
                  />
***************
*** 128,131 ****
--- 139,147 ----
                      DependentUpon = "TestDownloadedData.cs"
                      BuildAction = "EmbeddedResource"
+                 />
+                 <File
+                     RelPath = "TickerDownloader.cs"
+                     SubType = "Code"
+                     BuildAction = "Compile"
                  />
                  <File

Index: Main.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/Main.cs,v
retrieving revision 1.1.1.1
retrieving revision 1.2
diff -C2 -d -r1.1.1.1 -r1.2
*** Main.cs	16 Oct 2003 18:08:41 -0000	1.1.1.1
--- Main.cs	20 Nov 2003 22:38:48 -0000	1.2
***************
*** 5,9 ****
  using System.Windows.Forms;
  
! namespace QuantProject.Principale
  {
  	/// <summary>
--- 5,9 ----
  using System.Windows.Forms;
  
! namespace QuantDownloader
  {
  	/// <summary>

Index: TestDownloadedData.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/TestDownloadedData.cs,v
retrieving revision 1.1.1.1
retrieving revision 1.2
diff -C2 -d -r1.1.1.1 -r1.2
*** TestDownloadedData.cs	16 Oct 2003 18:08:58 -0000	1.1.1.1
--- TestDownloadedData.cs	20 Nov 2003 22:38:48 -0000	1.2
***************
*** 5,9 ****
  using System.Windows.Forms;
  
! namespace QuantProject.Principale
  {
  	/// <summary>
--- 5,9 ----
  using System.Windows.Forms;
  
! namespace QuantDownloader
  {
  	/// <summary>

Index: WebDownloader.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/WebDownloader.cs,v
retrieving revision 1.1.1.1
retrieving revision 1.2
diff -C2 -d -r1.1.1.1 -r1.2
*** WebDownloader.cs	16 Oct 2003 18:09:36 -0000	1.1.1.1
--- WebDownloader.cs	20 Nov 2003 22:38:48 -0000	1.2
***************
*** 10,14 ****
  using System.Threading;
  
! namespace QuantProject.Principale
  {
  	/// <summary>
--- 10,14 ----
  using System.Threading;
  
! namespace QuantDownloader
  {
  	/// <summary>
***************
*** 17,22 ****
  	public class WebDownloader : System.Windows.Forms.Form
  	{
      private System.Windows.Forms.Button button1;
-     public System.Data.OleDb.OleDbConnection oleDbConnection1;
      public System.Windows.Forms.DataGrid dataGrid1;
      private System.Data.OleDb.OleDbDataAdapter oleDbDataAdapter1;
--- 17,28 ----
  	public class WebDownloader : System.Windows.Forms.Form
  	{
+     private static DataBaseLocator dataBaseLocator = new DataBaseLocator("MDB"); 
+     private static string mdbPath = dataBaseLocator.Path;
+     private static string connectionString =
+       @"Provider=Microsoft.Jet.OLEDB.4.0;Password="""";User ID=Admin;Data Source=" +
+       mdbPath +
+       @";Jet OLEDB:Registry Path="""";Jet OLEDB:Database Password="""";Jet OLEDB:Engine Type=5;Jet OLEDB:Database Locking Mode=1;Jet OLEDB:Global Partial Bulk Ops=2;Jet OLEDB:Global Bulk Transactions=1;Jet OLEDB:New Database Password="""";Jet OLEDB:Create System Database=False;Jet OLEDB:Encrypt Database=False;Jet OLEDB:Don't Copy Locale on Compact=False;Jet OLEDB:Compact Without Replica Repair=False;Jet OLEDB:SFP=False";
+     public OleDbConnection OleDbConnection1 = new OleDbConnection( connectionString );
      private System.Windows.Forms.Button button1;
      public System.Windows.Forms.DataGrid dataGrid1;
      private System.Data.OleDb.OleDbDataAdapter oleDbDataAdapter1;
***************
*** 25,31 ****
      private System.Data.OleDb.OleDbCommand oleDbUpdateCommand1;
      private System.Data.OleDb.OleDbCommand oleDbDeleteCommand1;
!     private QuantProject.DataSet1 dataSet11;
      private System.Data.OleDb.OleDbCommand oleDbCommand1;
!     public QuantProject.DataSet1 dsTickerCurrentlyDownloaded;
  		/// <summary>
  		/// Required designer variable.
--- 31,37 ----
      private System.Data.OleDb.OleDbCommand oleDbUpdateCommand1;
      private System.Data.OleDb.OleDbCommand oleDbDeleteCommand1;
! //    private QuantProject.DataSet1 dataSet11;
      private System.Data.OleDb.OleDbCommand oleDbCommand1;
!     public DataSet1 DsTickerCurrentlyDownloaded = new DataSet1();
  		/// <summary>
  		/// Required designer variable.
***************
*** 43,49 ****
  			// TODO: Add any constructor code after InitializeComponent call
  			//
!       this.oleDbDataAdapter1.Fill(this.dataSet11);
!       this.oleDbConnection1.Open();
!       //this.oleDbConnection1.Close();
  		}
  
--- 49,55 ----
  			// TODO: Add any constructor code after InitializeComponent call
  			//
!       //this.oleDbDataAdapter1.Fill(this.dataSet11);
!       this.OleDbConnection1.Open();
!       //this.OleDbConnection1.Close();
  		}
  
***************
*** 71,75 ****
  		{
        this.button1 = new System.Windows.Forms.Button();
-       this.oleDbConnection1 = new System.Data.OleDb.OleDbConnection();
        this.dataGrid1 = new System.Windows.Forms.DataGrid();
        this.oleDbDataAdapter1 = new System.Data.OleDb.OleDbDataAdapter();
--- 77,80 ----
***************
*** 91,98 ****
        this.button1.Click += new System.EventHandler(this.button1_Click);
        // 
-       // oleDbConnection1
-       // 
-       this.oleDbConnection1.ConnectionString = @"Provider=Microsoft.Jet.OLEDB.4.0;Password="""";User ID=Admin;Data Source=C:\Documents and Settings\Glauco\My Documents\Visual Studio Projects\QuantProject\QuantProject.mdb;Mode=Share Deny None;Extended Properties="""";Jet OLEDB:System database="""";Jet OLEDB:Registry Path="""";Jet OLEDB:Database Password="""";Jet OLEDB:Engine Type=5;Jet OLEDB:Database Locking Mode=1;Jet OLEDB:Global Partial Bulk Ops=2;Jet OLEDB:Global Bulk Transactions=1;Jet OLEDB:New Database Password="""";Jet OLEDB:Create System Database=False;Jet OLEDB:Encrypt Database=False;Jet OLEDB:Don't Copy Locale on Compact=False;Jet OLEDB:Compact Without Replica Repair=False;Jet OLEDB:SFP=False";
-       // 
        // dataGrid1
        // 
--- 96,99 ----
***************
*** 123,127 ****
        // 
        this.oleDbDeleteCommand1.CommandText = @"DELETE FROM quotes WHERE (quId = ?) AND (quClose = ? OR ? IS NULL AND quClose IS NULL) AND (quDate = ? OR ? IS NULL AND quDate IS NULL) AND (quHigh = ? OR ? IS NULL AND quHigh IS NULL) AND (quLow = ? OR ? IS NULL AND quLow IS NULL) AND (quOpen = ? OR ? IS NULL AND quOpen IS NULL) AND (quTicker = ? OR ? IS NULL AND quTicker IS NULL)";
-       this.oleDbDeleteCommand1.Connection = this.oleDbConnection1;
        this.oleDbDeleteCommand1.Parameters.Add(new System.Data.OleDb.OleDbParameter("Original_quId", System.Data.OleDb.OleDbType.Integer, 0, System.Data.ParameterDirection.Input, false, ((System.Byte)(10)), ((System.Byte)(0)), "quId", System.Data.DataRowVersion.Original, null));
        this.oleDbDeleteCommand1.Parameters.Add(new System.Data.OleDb.OleDbParameter("Original_quClose", System.Data.OleDb.OleDbType.Single, 0, System.Data.ParameterDirection.Input, false, ((System.Byte)(7)), ((System.Byte)(0)), "quClose", System.Data.DataRowVersion.Original, null));
--- 124,127 ----
***************
*** 142,146 ****
        this.oleDbInsertCommand1.CommandText = "INSERT INTO quotes (quClose, quDate, quHigh, quLow, quOpen, quTicker, quVolume) V" +
          "ALUES (?, ?, ?, ?, ?, ?, ?)";
-       this.oleDbInsertCommand1.Connection = this.oleDbConnection1;
        this.oleDbInsertCommand1.Parameters.Add(new System.Data.OleDb.OleDbParameter("quClose", System.Data.OleDb.OleDbType.Single, 0, System.Data.ParameterDirection.Input, false, ((System.Byte)(7)), ((System.Byte)(0)), "quClose", System.Data.DataRowVersion.Current, null));
        this.oleDbInsertCommand1.Parameters.Add(new System.Data.OleDb.OleDbParameter("quDate", System.Data.OleDb.OleDbType.DBDate, 0, "quDate"));
--- 142,145 ----
***************
*** 154,163 ****
        // 
        this.oleDbSelectCommand1.CommandText = "SELECT quClose, quDate, quHigh, quLow, quOpen, quTicker FROM quotes";
-       this.oleDbSelectCommand1.Connection = this.oleDbConnection1;
        // 
        // oleDbUpdateCommand1
        // 
        this.oleDbUpdateCommand1.CommandText = @"UPDATE quotes SET quClose = ?, quDate = ?, quHigh = ?, quLow = ?, quOpen = ?, quTicker = ? WHERE (quId = ?) AND (quClose = ? OR ? IS NULL AND quClose IS NULL) AND (quDate = ? OR ? IS NULL AND quDate IS NULL) AND (quHigh = ? OR ? IS NULL AND quHigh IS NULL) AND (quLow = ? OR ? IS NULL AND quLow IS NULL) AND (quOpen = ? OR ? IS NULL AND quOpen IS NULL) AND (quTicker = ? OR ? IS NULL AND quTicker IS NULL)";
-       this.oleDbUpdateCommand1.Connection = this.oleDbConnection1;
        this.oleDbUpdateCommand1.Parameters.Add(new System.Data.OleDb.OleDbParameter("quClose", System.Data.OleDb.OleDbType.Single, 0, System.Data.ParameterDirection.Input, false, ((System.Byte)(7)), ((System.Byte)(0)), "quClose", System.Data.DataRowVersion.Current, null));
        this.oleDbUpdateCommand1.Parameters.Add(new System.Data.OleDb.OleDbParameter("quDate", System.Data.OleDb.OleDbType.DBDate, 0, "quDate"));
--- 153,160 ----
***************
*** 182,189 ****
        // oleDbCommand1
        // 
!       this.oleDbCommand1.CommandText = "DELETE FROM quotes";
!       this.oleDbCommand1.Connection = this.oleDbConnection1;
        // 
!       // Form1
        // 
        this.AutoScaleBaseSize = new System.Drawing.Size(5, 13);
--- 179,186 ----
        // oleDbCommand1
        // 
!       this.oleDbCommand1.CommandText = "DELETE quotes.* FROM quotes INNER JOIN tickers ON quotes.quTicker = tickers.tiTic" +
!         "ker";
        // 
!       // WebDownloader
        // 
        this.AutoScaleBaseSize = new System.Drawing.Size(5, 13);
***************
*** 192,196 ****
                                                                    this.dataGrid1,
                                                                    this.button1});
!       this.Name = "Form1";
        this.Text = "Form1";
        this.Load += new System.EventHandler(this.Form1_Load);
--- 189,193 ----
                                                                    this.dataGrid1,
                                                                    this.button1});
!       this.Name = "WebDownloader";
        this.Text = "Form1";
        this.Load += new System.EventHandler(this.Form1_Load);
***************
*** 256,260 ****
      private void downloadQuotes_createTickerDataSet( DataSet ds )
      {
!       System.Data.OleDb.OleDbDataAdapter oleDbDataAdapter1=new OleDbDataAdapter( "select * from tickers" , this.oleDbConnection1);
        oleDbDataAdapter1.Fill(ds);
      }
--- 253,257 ----
      private void downloadQuotes_createTickerDataSet( DataSet ds )
      {
!       System.Data.OleDb.OleDbDataAdapter oleDbDataAdapter1=new OleDbDataAdapter( "select * from tickers" , this.OleDbConnection1);
        oleDbDataAdapter1.Fill(ds);
      }
***************
*** 322,332 ****
      private void downloadQuotes_withTickerDataSet_create_dsTickerCurrentlyDownloaded( DataTable dt )
      {
!       if (!this.dsTickerCurrentlyDownloaded.Tables.Contains( "Tickers" ))
        {
!         this.dsTickerCurrentlyDownloaded.Tables.Add( "Tickers" );
!         this.dsTickerCurrentlyDownloaded.Tables[ "Tickers" ].Columns.Add( 
            new DataColumn( dt.Columns[ "tiTicker" ].ColumnName , dt.Columns[ "tiTicker" ].DataType ) );
!         this.dsTickerCurrentlyDownloaded.Tables[ "Tickers" ].Columns.Add( "currentState" , System.Type.GetType( "System.String" ) );
!         this.dataGrid1.DataSource = this.dsTickerCurrentlyDownloaded.Tables[ "Tickers" ];
        }
        
--- 319,329 ----
      private void downloadQuotes_withTickerDataSet_create_dsTickerCurrentlyDownloaded( DataTable dt )
      {
!       if (!this.DsTickerCurrentlyDownloaded.Tables.Contains( "Tickers" ))
        {
!         this.DsTickerCurrentlyDownloaded.Tables.Add( "Tickers" );
!         this.DsTickerCurrentlyDownloaded.Tables[ "Tickers" ].Columns.Add( 
            new DataColumn( dt.Columns[ "tiTicker" ].ColumnName , dt.Columns[ "tiTicker" ].DataType ) );
!         this.DsTickerCurrentlyDownloaded.Tables[ "Tickers" ].Columns.Add( "currentState" , System.Type.GetType( "System.String" ) );
!         this.dataGrid1.DataSource = this.DsTickerCurrentlyDownloaded.Tables[ "Tickers" ];
        }
        
***************
*** 348,352 ****
          //qd.downloadTicker();
        }
!       ImportQuotesCsv iqc = new ImportQuotesCsv();
      }
  
--- 345,349 ----
          //qd.downloadTicker();
        }
!       //ImportQuotesCsv iqc = new ImportQuotesCsv();
      }
  
***************
*** 356,366 ****
        downloadQuotes_deleteFrom_quotes();
        downloadQuotes_createTickerDataSet( ds );
!       //this.oleDbConnection1.Open();
        downloadQuotes_withTickerDataSet( ds );
!       this.oleDbConnection1.Close();
      }
  
      private void button1_Click(object sender, System.EventArgs e)
      {
        this.oleDbCommand1.ExecuteNonQuery();
        downloadQuotes();
--- 353,364 ----
        downloadQuotes_deleteFrom_quotes();
        downloadQuotes_createTickerDataSet( ds );
!       //this.OleDbConnection1.Open();
        downloadQuotes_withTickerDataSet( ds );
!       this.OleDbConnection1.Close();
      }
  
      private void button1_Click(object sender, System.EventArgs e)
      {
+       oleDbCommand1.Connection = this.OleDbConnection1;
        this.oleDbCommand1.ExecuteNonQuery();
        downloadQuotes();
***************
*** 372,546 ****
      }
  	}
-   public class TickerDownloader
-   {
-     private WebDownloader p_myForm;
-     private DataRow p_currentDataTickerRow;
-     private string p_quTicker;
-     private int p_numRows;
-     private DateTime startDate = new DateTime( 2000 , 1 , 1 );
-     private DateTime endDate = DateTime.Today;
-     private int endDay = DateTime.Now.Day;
-     private int endMonth = DateTime.Now.Month;
-     private int endYear = DateTime.Now.Year;
-     public TickerDownloader( WebDownloader myForm, DataRow currentDataTickerRow, string quTicker , int numRows )
-     {
-       p_myForm = myForm;
-       p_currentDataTickerRow = currentDataTickerRow;
-       p_quTicker = quTicker;
-       p_numRows = numRows;
-     }
-     private void addTickerTo_gridDataSet()
-     {
-       
-       DataRow newRow = p_myForm.dsTickerCurrentlyDownloaded.Tables[ "Tickers" ].NewRow();
-       newRow[ "tiTicker" ] = p_quTicker;
-       newRow[ "currentState" ] = "Start";
-       //lock( p_myForm.dsTickerCurrentlyDownloaded.Tables[ "Tickers" ].Rows )
-       //{
-         try
-         {
-           //MessageBox.Show( (p_myForm == null).ToString() );
-           //MessageBox.Show( (p_myForm.dsTickerCurrentlyDownloaded == null).ToString() );
-           //MessageBox.Show( (p_myForm.dsTickerCurrentlyDownloaded.Tables[ "Tickers" ] == null).ToString() );
-           //MessageBox.Show( (p_myForm.dsTickerCurrentlyDownloaded.Tables[ "Tickers" ].Rows == null).ToString() );
-           //MessageBox.Show( (newRow == null).ToString() );
-           p_myForm.dsTickerCurrentlyDownloaded.Tables[ "Tickers" ].Rows.Add( newRow );
-         } 
-         catch (Exception ex)
-         {
-           MessageBox.Show( ex.ToString() );
-         }
-       //}
-       p_myForm.dataGrid1.Refresh();
-     }
- 
-     private void removeTickerFrom_gridDataSet()
-     {
-       DataRow[] myRows = p_myForm.dsTickerCurrentlyDownloaded.Tables[ "Tickers" ].Select( "tiTicker='" + p_quTicker + "'" );
-       p_myForm.dsTickerCurrentlyDownloaded.Tables[ "Tickers" ].Rows.Remove( myRows[ 0 ] );
-       DataRow newRow = p_myForm.dsTickerCurrentlyDownloaded.Tables[ "Tickers" ].NewRow();
-       newRow[ "tiTicker" ] = p_quTicker;
-       newRow[ "currentState" ] = "Start";
-       p_myForm.dsTickerCurrentlyDownloaded.Tables[ "Tickers" ].Rows.Add( newRow );
-       p_myForm.dataGrid1.Refresh();
-     }
-     private void updateCurrentStatus( string newState )
-     {
-       lock( p_myForm.dsTickerCurrentlyDownloaded.Tables[ "Tickers" ] )
-       {
-         DataRow[] myRows = p_myForm.dsTickerCurrentlyDownloaded.Tables[ "Tickers" ].Select( "tiTicker='" + p_quTicker + "'" );
-         myRows[ 0 ][ "currentState" ] = newState;
-         p_myForm.dataGrid1.Refresh();
-       }
-     }
- 
-     private void addTickerToFaultyTickers()
-     {
-       System.Data.OleDb.OleDbCommand odc = new System.Data.OleDb.OleDbCommand();
-       odc.CommandText = "insert into faultyTickers ( ftTicker , ftDateTime ) " +
-         "values ( '" + p_quTicker + "' , #" +
-         DateTime.Now.Month + "/" +
-         DateTime.Now.Day + "/" +
-         DateTime.Now.Year + " " +
-         DateTime.Now.Hour + "." +
-         DateTime.Now.Minute + "." +
-         DateTime.Now.Second + "# )";
-       odc.Connection = this.p_myForm.oleDbConnection1;
-       odc.ExecuteNonQuery();
-     }
-     private void writeFile_tickerCsv_forNextTimeFrame( DateTime currBeginDate , DateTime currEndDate )
-     {
-       int a = currBeginDate.Month - 1;
-       int b = currBeginDate.Day;
-       int c = currBeginDate.Year;
-       int d = currEndDate.Month - 1;
-       int e = currEndDate.Day;
-       int f = currEndDate.Year;
-       int numTrials = 1;
- 
-       //updateCurrentStatus( " 1 " );
-       while (numTrials < 5)
-       {
-         this.p_myForm.Refresh();
-         try
-         {
-           HttpWebRequest Req = (HttpWebRequest)WebRequest.Create("http:" + "//table.finance.yahoo.com/table.csv?a=" 
-             + a + "&b=" + b + "&c=" + c +"&d=" + d + "&e=" + e + "&f=" + f + "&s=" + p_quTicker + "&y=0&g=d&ignore=.csv");
- 
-           Req.Method = "GET";
-           Req.Timeout = 10000;
- 
-           HttpWebResponse hwr = (HttpWebResponse)Req.GetResponse();
- 
-           //updateCurrentStatus( " 2 " );
-           Stream strm = hwr.GetResponseStream();
-           //updateCurrentStatus( " 3 " );
-           StreamReader sr = new StreamReader(strm);
-           StreamWriter sw=new StreamWriter( "C:\\Documents and Settings\\Glauco\\My Documents\\Visual Studio Projects\\QuantProject\\csvFiles\\" + p_quTicker + ".csv");
-           string myString = sr.ReadToEnd();
-           sw.Write(myString);
-           sw.Close();
-           sr.Close();
-           strm.Close();
-           import_tickerCsv_into_quotesCsv();
-           updateCurrentStatus( d + "/" + e + "/" + f );
-           numTrials = 6 ;
-           //updateCurrentStatus( " scritto file! " );
-         }
-         catch
-         {
-           //MessageBox.Show( "Son qui" );
-           updateCurrentStatus( "Tentativo: " + numTrials );
-           numTrials++;
-           if (numTrials > 5)
-             addTickerToFaultyTickers();
-         }
-       }
-     }
-     private void writeFile_tickerCsv()
-     {
-       DateTime currBeginDate = new DateTime();
-       currBeginDate = startDate;
-       while ( currBeginDate < endDate )
-       {
-         DateTime currEndDate = new DateTime();
-         if ( DateTime.Compare( DateTime.Today , currBeginDate.AddDays( 200 ) ) < 0 )
-           currEndDate = DateTime.Today;
-         else
-           currEndDate = currBeginDate.AddDays( 200 );
-         writeFile_tickerCsv_forNextTimeFrame( currBeginDate , currEndDate );
-         currBeginDate = currEndDate.AddDays( 1 );
-       }
-   }
-     private void import_tickerCsv_into_quotesCsv()
-     {
-       string sConnectionString = "Provider=Microsoft.Jet.OLEDB.4.0;Data Source=" +
-         "C:\\Documents and Settings\\Glauco\\My Documents\\Visual Studio Projects\\QuantProject\\csvFiles\\" +
-         ";Extended Properties=\"Text;HDR=YES;FMT=Delimited\"";
- 
-       System.Data.OleDb.OleDbConnection objConn = new System.Data.OleDb.OleDbConnection(sConnectionString);
-       objConn.Open();
-       System.Data.OleDb.OleDbCommand odCommand = new System.Data.OleDb.OleDbCommand();
-       odCommand.Connection = objConn;
-       try
-       {
-         odCommand.CommandText = "insert into quotes.csv SELECT '" + p_quTicker + "' as Ticker, * FROM " + p_quTicker + ".csv";
-         odCommand.ExecuteNonQuery();
-       }
-       catch (Exception ex)
-       {
-         MessageBox.Show( ex.ToString() );
-       }
-       objConn.Close();
-     }
-     public void downloadTicker()
-     {
-       {
-         addTickerTo_gridDataSet();
-         writeFile_tickerCsv();
-         //Monitor.Pulse( p_myForm.dsTickerCurrentlyDownloaded.Tables[ "Tickers" ] );
-       }
-     }
-   }
    public class ImportQuotesCsv
    {
--- 370,373 ----

[Quantproject-developers] QuantDownloader QuantDownloader.suo,1.1.1.1,1.2

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

Update of /cvsroot/quantproject/QuantDownloader
In directory sc8-pr-cvs1:/tmp/cvs-serv16375

Modified Files:
	QuantDownloader.suo 
Log Message:
- Added the DataBaseLocator class
- The CVS step is avoided now (a DataSet approach
is used); the DataBaseImporter class has been added

Index: QuantDownloader.suo
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/QuantDownloader.suo,v
retrieving revision 1.1.1.1
retrieving revision 1.2
diff -C2 -d -r1.1.1.1 -r1.2
Binary files /tmp/cvskRSa7J and /tmp/cvsCIoFZj differ

[Quantproject-developers] QuantProject QuantProject.suo,1.13,1.14

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

Update of /cvsroot/quantproject/QuantProject
In directory sc8-pr-cvs1:/tmp/cvs-serv25981

Modified Files:
	QuantProject.suo 
Log Message:
The Account Report Summary object has been updated.
The following have become summary row devoted object (they were
delegate in the previous revision):
- AnnualSystemPercentageReturn
- AverageLongTradePercentageReturn
- AverageShortTradePercentageReturn
- AverageTradePercentageReturn
- LargestLosingTradePercentage
- LargestWinningTradePercentage
- NumberWinningLongTrades
- NumberWinningShortTrades
- NumberWinningTrades
- TotalNumberOfLongTrades
- TotalNumberOfShortTrades

Index: QuantProject.suo
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/QuantProject.suo,v
retrieving revision 1.13
retrieving revision 1.14
diff -C2 -d -r1.13 -r1.14
Binary files /tmp/cvssaLngU and /tmp/cvsyUIN5D differ

[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables Summary.cs,1.4,1.5

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables
In directory sc8-pr-cvs1:/tmp/cvs-serv25981/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables

Modified Files:
	Summary.cs 
Log Message:
The Account Report Summary object has been updated.
The following have become summary row devoted object (they were
delegate in the previous revision):
- AnnualSystemPercentageReturn
- AverageLongTradePercentageReturn
- AverageShortTradePercentageReturn
- AverageTradePercentageReturn
- LargestLosingTradePercentage
- LargestWinningTradePercentage
- NumberWinningLongTrades
- NumberWinningShortTrades
- NumberWinningTrades
- TotalNumberOfLongTrades
- TotalNumberOfShortTrades

Index: Summary.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables/Summary.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** Summary.cs	13 Nov 2003 23:22:43 -0000	1.4
--- Summary.cs	16 Nov 2003 17:18:45 -0000	1.5
***************
*** 35,38 ****
--- 35,42 ----
        get { return finalAccountValue; }
      }
+     public double IntervalDays
+     {
+       get { return intervalDays; }
+     }
      public Summary( AccountReport accountReport ) :
        base( accountReport.Name + " - Summary" )
***************
*** 48,133 ****
      }
      #region "getSummaryTable_setRows"
!     private delegate void getSummaryTable_setRow( DataRow summary );
!     private void getSummaryTable_setRow_AnnualSystemPercentageReturn( DataRow summary )
!     {
!       double totalROA = this.totalPnl / ( this.finalAccountValue - this.totalPnl );
!       summary[ "Information" ] = "Annual system % return";
!       summary[ "Value" ] = ( ( Math.Pow( 1 + totalROA ,
!         1.0 / ( (double)this.intervalDays/365.0 ) ) ) - 1 ) * 100;
!       //        r = [(1+T)^(1/n)]-1
!     }
!     private void getSummaryTable_setRow_NumberWinningTrades( DataRow summary )
!     {
!       summary[ "Information" ] = "Number winning trades";
!       DataRow[] DataRows = this.accountReport.RoundTrades.DataTable.Select( "([%Profit] > 0)" );
!       summary[ "Value" ] = DataRows.Length;
!     }
!     private void getSummaryTable_setRow_AverageTradePercentageReturn( DataRow summary )
!     {
!       summary[ "Information" ] = "Average trade % Return";
!       double avgReturn = (double) this.accountReport.RoundTrades.DataTable.Compute( "avg([%Profit])" , "true" );
!       summary[ "Value" ] = avgReturn;
!     }
!     private void getSummaryTable_setRow_LargestWinningTradePercentage( DataRow summary )
!     {
!       summary[ "Information" ] = "Largest winning trade";
!       summary[ "Value" ] =
!         (double) this.accountReport.RoundTrades.DataTable.Compute( "max([%Profit])" , "([%Profit]>0)" );
!     }
!     private void getSummaryTable_setRow_LargestLosingTradePercentage( DataRow summary )
!     {
!       summary[ "Information" ] = "Largest losing trade";
!       summary[ "Value" ] =
!         (double) this.accountReport.RoundTrades.DataTable.Compute( "min([%Profit])" , "([%Profit]<0)" );
!     }
!     private void getSummaryTable_setRow_TotalNumberOfLongTrades( DataRow summary )
!     {
!       double totalROA = this.totalPnl / ( this.finalAccountValue - this.totalPnl );
!       summary[ "Information" ] = "Total # of long trades";
!       DataRow[] DataRows =
!         this.accountReport.RoundTrades.DataTable.Select( "((Trade='Long')and(ExitPrice is not null))" );
!       summary[ "Value" ] = DataRows.Length;
!     }
!     private void getSummaryTable_setRow_NumberWinningLongTrades( DataRow summary )
!     {
!       summary[ "Information" ] = "Number winning long trades";
!       DataRow[] DataRows = this.accountReport.RoundTrades.DataTable.Select( "((Trade='Long')and([%Profit] > 0))" );
!       summary[ "Value" ] = DataRows.Length;
!     }
!     private void getSummaryTable_setRow_AverageLongTradePercentageReturn( DataRow summary )
!     {
!       summary[ "Information" ] = "Average long trade % Return";
!       double avgReturn =
!         (double) this.accountReport.RoundTrades.DataTable.Compute( "avg([%Profit])" , "(Trade='Long')" );
!       summary[ "Value" ] = avgReturn;
!     }
!     private void getSummaryTable_setRow_TotalNumberOfShortTrades( DataRow summary )
!     {
!       double totalROA = this.totalPnl / ( this.finalAccountValue - this.totalPnl );
!       summary[ "Information" ] = "Total # of short trades";
!       DataRow[] DataRows =
!         this.accountReport.RoundTrades.DataTable.Select( "((Trade='Short')and(ExitPrice is not null))" );
!       summary[ "Value" ] = DataRows.Length;
!     }
!     private void getSummaryTable_setRow_NumberWinningShortTrades( DataRow summary )
!     {
!       summary[ "Information" ] = "Number winning short trades";
!       DataRow[] DataRows = this.accountReport.RoundTrades.DataTable.Select( "((Trade='Short')and([%Profit] > 0))" );
!       summary[ "Value" ] = DataRows.Length;
!     }
!     private void getSummaryTable_setRow_AverageShortTradePercentageReturn( DataRow summary )
!     {
!       summary[ "Information" ] = "Average short trade % Return";
!       double avgReturn =
!         (double) this.accountReport.RoundTrades.DataTable.Compute( "avg([%Profit])" , "(Trade='Short')" );
!       summary[ "Value" ] = avgReturn;
!     }
!     private void getSummary_setRow( DataTable summaryDataTable ,
!       getSummaryTable_setRow getSummaryTable_setRow_object )
!     {
!       DataRow summary = summaryDataTable.NewRow();
!       getSummaryTable_setRow_object( summary );
!       summaryDataTable.Rows.Add( summary );
!     }
      private void getSummary_setRow( SummaryRow summaryRow , DataTable summaryDataTable )
      {
--- 52,129 ----
      }
      #region "getSummaryTable_setRows"
! //    private delegate void getSummaryTable_setRow( DataRow summary );
! //    private void getSummaryTable_setRow_NumberWinningTrades( DataRow summary )
! //    {
! //      summary[ "Information" ] = "Number winning trades";
! //      DataRow[] DataRows = this.accountReport.RoundTrades.DataTable.Select( "([%Profit] > 0)" );
! //      summary[ "Value" ] = DataRows.Length;
! //    }
! //    private void getSummaryTable_setRow_AverageTradePercentageReturn( DataRow summary )
! //    {
! //      summary[ "Information" ] = "Average trade % Return";
! //      double avgReturn = (double) this.accountReport.RoundTrades.DataTable.Compute( "avg([%Profit])" , "true" );
! //      summary[ "Value" ] = avgReturn;
! //    }
! //    private void getSummaryTable_setRow_LargestWinningTradePercentage( DataRow summary )
! //    {
! //      summary[ "Information" ] = "Largest winning trade";
! //      summary[ "Value" ] =
! //        (double) this.accountReport.RoundTrades.DataTable.Compute( "max([%Profit])" , "([%Profit]>0)" );
! //    }
! //    private void getSummaryTable_setRow_LargestLosingTradePercentage( DataRow summary )
! //    {
! //      summary[ "Information" ] = "Largest losing trade";
! //      summary[ "Value" ] =
! //        (double) this.accountReport.RoundTrades.DataTable.Compute( "min([%Profit])" , "([%Profit]<0)" );
! //    }
! //    private void getSummaryTable_setRow_TotalNumberOfLongTrades( DataRow summary )
! //    {
! //      double totalROA = this.totalPnl / ( this.finalAccountValue - this.totalPnl );
! //      summary[ "Information" ] = "Total # of long trades";
! //      DataRow[] DataRows =
! //        this.accountReport.RoundTrades.DataTable.Select( "((Trade='Long')and(ExitPrice is not null))" );
! //      summary[ "Value" ] = DataRows.Length;
! //    }
! //    private void getSummaryTable_setRow_NumberWinningLongTrades( DataRow summary )
! //    {
! //      summary[ "Information" ] = "Number winning long trades";
! //      DataRow[] DataRows = this.accountReport.RoundTrades.DataTable.Select( "((Trade='Long')and([%Profit] > 0))" );
! //      summary[ "Value" ] = DataRows.Length;
! //    }
! //    private void getSummaryTable_setRow_AverageLongTradePercentageReturn( DataRow summary )
! //    {
! //      summary[ "Information" ] = "Average long trade % Return";
! //      double avgReturn =
! //        (double) this.accountReport.RoundTrades.DataTable.Compute( "avg([%Profit])" , "(Trade='Long')" );
! //      summary[ "Value" ] = avgReturn;
! //    }
! //    private void getSummaryTable_setRow_TotalNumberOfShortTrades( DataRow summary )
! //    {
! //      double totalROA = this.totalPnl / ( this.finalAccountValue - this.totalPnl );
! //      summary[ "Information" ] = "Total # of short trades";
! //      DataRow[] DataRows =
! //        this.accountReport.RoundTrades.DataTable.Select( "((Trade='Short')and(ExitPrice is not null))" );
! //      summary[ "Value" ] = DataRows.Length;
! //    }
! //    private void getSummaryTable_setRow_NumberWinningShortTrades( DataRow summary )
! //    {
! //      summary[ "Information" ] = "Number winning short trades";
! //      DataRow[] DataRows = this.accountReport.RoundTrades.DataTable.Select( "((Trade='Short')and([%Profit] > 0))" );
! //      summary[ "Value" ] = DataRows.Length;
! //    }
! //    private void getSummaryTable_setRow_AverageShortTradePercentageReturn( DataRow summary )
! //    {
! //      summary[ "Information" ] = "Average short trade % Return";
! //      double avgReturn =
! //        (double) this.accountReport.RoundTrades.DataTable.Compute( "avg([%Profit])" , "(Trade='Short')" );
! //      summary[ "Value" ] = avgReturn;
! //    }
! //    private void getSummary_setRow( DataTable summaryDataTable ,
! //      getSummaryTable_setRow getSummaryTable_setRow_object )
! //    {
! //      DataRow summary = summaryDataTable.NewRow();
! //      getSummaryTable_setRow_object( summary );
! //      summaryDataTable.Rows.Add( summary );
! //    }
      private void getSummary_setRow( SummaryRow summaryRow , DataTable summaryDataTable )
      {
***************
*** 142,169 ****
        getSummary_setRow( new ReturnOnAccount( this ) , summaryDataTable );
        getSummary_setRow( new BuyAndHoldPercentageReturn( this ) , summaryDataTable );
!       getSummary_setRow( summaryDataTable ,
!         new getSummaryTable_setRow( getSummaryTable_setRow_AnnualSystemPercentageReturn ) );
        getSummary_setRow( new MaxEquityDrawDown( this ) , summaryDataTable );
        getSummary_setRow( new TotalNumberOfTrades( this ) , summaryDataTable );
!       getSummary_setRow( summaryDataTable ,
!         new getSummaryTable_setRow( getSummaryTable_setRow_NumberWinningTrades ) );
!       getSummary_setRow( summaryDataTable ,
!         new getSummaryTable_setRow( getSummaryTable_setRow_AverageTradePercentageReturn ) );
!       getSummary_setRow( summaryDataTable ,
!         new getSummaryTable_setRow( getSummaryTable_setRow_LargestWinningTradePercentage ) );
!       getSummary_setRow( summaryDataTable ,
!         new getSummaryTable_setRow( getSummaryTable_setRow_LargestLosingTradePercentage ) );
!       getSummary_setRow( summaryDataTable ,
!         new getSummaryTable_setRow( getSummaryTable_setRow_TotalNumberOfLongTrades ) );
!       getSummary_setRow( summaryDataTable ,
!         new getSummaryTable_setRow( getSummaryTable_setRow_NumberWinningLongTrades ) );
!       getSummary_setRow( summaryDataTable ,
!         new getSummaryTable_setRow( getSummaryTable_setRow_AverageLongTradePercentageReturn ) );
!       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
--- 138,159 ----
        getSummary_setRow( new ReturnOnAccount( this ) , summaryDataTable );
        getSummary_setRow( new BuyAndHoldPercentageReturn( this ) , summaryDataTable );
!       getSummary_setRow( new AnnualSystemPercentageReturn( this ) , summaryDataTable );
        getSummary_setRow( new MaxEquityDrawDown( this ) , summaryDataTable );
        getSummary_setRow( new TotalNumberOfTrades( this ) , summaryDataTable );
!       getSummary_setRow( new NumberWinningTrades( this ) , summaryDataTable );
!       getSummary_setRow( new AverageTradePercentageReturn( this ) , summaryDataTable );
!       getSummary_setRow( new LargestWinningTradePercentage( this ) , summaryDataTable );
!       getSummary_setRow( new LargestLosingTradePercentage( this ) , summaryDataTable );
!       getSummary_setRow( new TotalNumberOfLongTrades( this ) , summaryDataTable );
!       getSummary_setRow( new NumberWinningLongTrades( this ) , summaryDataTable );
!       getSummary_setRow( new AverageLongTradePercentageReturn( this ) , summaryDataTable );
!       getSummary_setRow( new TotalNumberOfShortTrades( this ) , summaryDataTable );
!       getSummary_setRow( new NumberWinningShortTrades( this ) , 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

[Quantproject-developers] QuantProject/b4_Business b4_Business.csproj,1.5,1.6

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

Update of /cvsroot/quantproject/QuantProject/b4_Business
In directory sc8-pr-cvs1:/tmp/cvs-serv25981/b4_Business

Modified Files:
	b4_Business.csproj 
Log Message:
The Account Report Summary object has been updated.
The following have become summary row devoted object (they were
delegate in the previous revision):
- AnnualSystemPercentageReturn
- AverageLongTradePercentageReturn
- AverageShortTradePercentageReturn
- AverageTradePercentageReturn
- LargestLosingTradePercentage
- LargestWinningTradePercentage
- NumberWinningLongTrades
- NumberWinningShortTrades
- NumberWinningTrades
- TotalNumberOfLongTrades
- TotalNumberOfShortTrades

Index: b4_Business.csproj
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/b4_Business.csproj,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** b4_Business.csproj	13 Nov 2003 23:23:00 -0000	1.5
--- b4_Business.csproj	16 Nov 2003 17:18:45 -0000	1.6
***************
*** 197,200 ****
--- 197,220 ----
                  />
                  <File
+                     RelPath = "a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\AnnualSystemPercentageReturn.cs"
+                     SubType = "Code"
+                     BuildAction = "Compile"
+                 />
+                 <File
+                     RelPath = "a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\AverageLongTradePercentageReturn.cs"
+                     SubType = "Code"
+                     BuildAction = "Compile"
+                 />
+                 <File
+                     RelPath = "a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\AverageShortTradePercentageReturn.cs"
+                     SubType = "Code"
+                     BuildAction = "Compile"
+                 />
+                 <File
+                     RelPath = "a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\AverageTradePercentageReturn.cs"
+                     SubType = "Code"
+                     BuildAction = "Compile"
+                 />
+                 <File
                      RelPath = "a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\BuyAndHoldPercentageReturn.cs"
                      SubType = "Code"
***************
*** 202,205 ****
--- 222,235 ----
                  />
                  <File
+                     RelPath = "a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\LargestLosingTradePercentage.cs"
+                     SubType = "Code"
+                     BuildAction = "Compile"
+                 />
+                 <File
+                     RelPath = "a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\LargestWinningTradePercentage.cs"
+                     SubType = "Code"
+                     BuildAction = "Compile"
+                 />
+                 <File
                      RelPath = "a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\MaxEquityDrawDown.cs"
                      SubType = "Code"
***************
*** 207,210 ****
--- 237,255 ----
                  />
                  <File
+                     RelPath = "a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\NumberWinningLongTrades.cs"
+                     SubType = "Code"
+                     BuildAction = "Compile"
+                 />
+                 <File
+                     RelPath = "a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\NumberWinningShortTrades.cs"
+                     SubType = "Code"
+                     BuildAction = "Compile"
+                 />
+                 <File
+                     RelPath = "a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\NumberWinningTrades.cs"
+                     SubType = "Code"
+                     BuildAction = "Compile"
+                 />
+                 <File
                      RelPath = "a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\ReturnOnAccount.cs"
                      SubType = "Code"
***************
*** 218,221 ****
--- 263,276 ----
                  <File
                      RelPath = "a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\TotalNetProfit.cs"
+                     SubType = "Code"
+                     BuildAction = "Compile"
+                 />
+                 <File
+                     RelPath = "a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\TotalNumberOfLongTrades.cs"
+                     SubType = "Code"
+                     BuildAction = "Compile"
+                 />
+                 <File
+                     RelPath = "a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\TotalNumberOfShortTrades.cs"
                      SubType = "Code"
                      BuildAction = "Compile"

[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows AnnualSystemPercentageReturn.cs,NONE,1.1 AverageLongTradePercentageReturn.cs,NONE,1.1 AverageShortTradePercentageReturn.cs,NONE,1.1 AverageTradePercentageReturn.cs,NONE,1.1 LargestLosingTradePercentage.cs,NONE,1.1 LargestWinningTradePercentage.cs,NONE,1.1 NumberWinningLongTrades.cs,NONE,1.1 NumberWinningShortTrades.cs,NONE,1.1 NumberWinningTrades.cs,NONE,1.1 TotalNumberOfLongTrades.cs,NONE,1.1 TotalNumberOfShortTrades.cs,NONE,1.1

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows
In directory sc8-pr-cvs1:/tmp/cvs-serv25981/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows

Added Files:
	AnnualSystemPercentageReturn.cs 
	AverageLongTradePercentageReturn.cs 
	AverageShortTradePercentageReturn.cs 
	AverageTradePercentageReturn.cs 
	LargestLosingTradePercentage.cs 
	LargestWinningTradePercentage.cs NumberWinningLongTrades.cs 
	NumberWinningShortTrades.cs NumberWinningTrades.cs 
	TotalNumberOfLongTrades.cs TotalNumberOfShortTrades.cs 
Log Message:
The Account Report Summary object has been updated.
The following have become summary row devoted object (they were
delegate in the previous revision):
- AnnualSystemPercentageReturn
- AverageLongTradePercentageReturn
- AverageShortTradePercentageReturn
- AverageTradePercentageReturn
- LargestLosingTradePercentage
- LargestWinningTradePercentage
- NumberWinningLongTrades
- NumberWinningShortTrades
- NumberWinningTrades
- TotalNumberOfLongTrades
- TotalNumberOfShortTrades

--- NEW FILE: AnnualSystemPercentageReturn.cs ---
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 description for TotalNumberOfTrades.
	/// </summary>
	public class AnnualSystemPercentageReturn : SummaryRow
	{
		public AnnualSystemPercentageReturn( Summary summary )
		{
      double totalROA = summary.TotalPnl / ( summary.FinalAccountValue - summary.TotalPnl );
      this.rowDescription = "Annual system % return";
      this.rowValue = ( ( Math.Pow( 1 + totalROA ,
        1.0 / ( (double)summary.IntervalDays/365.0 ) ) ) - 1 ) * 100;
    }
	}
}

--- NEW FILE: AverageLongTradePercentageReturn.cs ---
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 description for TotalNumberOfTrades.
	/// </summary>
	public class AverageLongTradePercentageReturn : SummaryRow
	{
		public AverageLongTradePercentageReturn( Summary summary )
		{
      this.rowDescription = "Average long trade % Return";
      double avgReturn =
        (double) summary.AccountReport.RoundTrades.DataTable.Compute( "avg([%Profit])" , "(Trade='Long')" );
      this.rowValue = avgReturn;
    }
	}
}

--- NEW FILE: AverageShortTradePercentageReturn.cs ---
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 description for TotalNumberOfTrades.
	/// </summary>
	public class AverageShortTradePercentageReturn : SummaryRow
	{
		public AverageShortTradePercentageReturn( Summary summary )
		{
      this.rowDescription = "Average short trade % Return";
      double avgReturn =
        (double) summary.AccountReport.RoundTrades.DataTable.Compute(
          "avg([%Profit])" , "(Trade='Short')" );
      this.rowValue = avgReturn;
    }
	}
}

--- NEW FILE: AverageTradePercentageReturn.cs ---
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 description for TotalNumberOfTrades.
	/// </summary>
	public class AverageTradePercentageReturn : SummaryRow
	{
		public AverageTradePercentageReturn( Summary summary )
		{
      this.rowDescription = "Average trade % Return";
      double avgReturn = (double) summary.AccountReport.RoundTrades.DataTable.Compute( "avg([%Profit])" , "true" );
      this.rowValue = avgReturn;
    }
	}
}

--- NEW FILE: LargestLosingTradePercentage.cs ---
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 description for TotalNumberOfTrades.
	/// </summary>
	public class LargestLosingTradePercentage : SummaryRow
	{
		public LargestLosingTradePercentage( Summary summary )
		{
      this.rowDescription = "Largest losing trade";
      this.rowValue =
        (double) summary.AccountReport.RoundTrades.DataTable.Compute( "min([%Profit])" , "([%Profit]<0)" );
    }
	}
}

--- NEW FILE: LargestWinningTradePercentage.cs ---
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 description for TotalNumberOfTrades.
	/// </summary>
	public class LargestWinningTradePercentage : SummaryRow
	{
		public LargestWinningTradePercentage( Summary summary )
		{
      this.rowDescription = "Largest winning trade";
      this.rowValue =
        (double) summary.AccountReport.RoundTrades.DataTable.Compute( "max([%Profit])" , "([%Profit]>0)" );
    }
	}
}

--- NEW FILE: NumberWinningLongTrades.cs ---
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 description for TotalNumberOfTrades.
	/// </summary>
	public class NumberWinningLongTrades : SummaryRow
	{
		public NumberWinningLongTrades( Summary summary )
		{
      this.rowDescription = "Number winning long trades";
      DataRow[] DataRows = summary.AccountReport.RoundTrades.DataTable.Select( "((Trade='Long')and([%Profit] > 0))" );
      this.rowValue = DataRows.Length;
    }
	}
}

--- NEW FILE: NumberWinningShortTrades.cs ---
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 description for TotalNumberOfTrades.
	/// </summary>
	public class NumberWinningShortTrades : SummaryRow
	{
		public NumberWinningShortTrades( Summary summary )
		{
      this.rowDescription = "Number winning short trades";
      DataRow[] DataRows = summary.AccountReport.RoundTrades.DataTable.Select(
        "((Trade='Short')and([%Profit] > 0))" );
      this.rowValue = DataRows.Length;
    }
	}
}

--- NEW FILE: NumberWinningTrades.cs ---
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 description for TotalNumberOfTrades.
	/// </summary>
	public class NumberWinningTrades : SummaryRow
	{
		public NumberWinningTrades( Summary summary )
		{
      this.rowDescription = "Number winning trades";
      DataRow[] DataRows = summary.AccountReport.RoundTrades.DataTable.Select( "([%Profit] > 0)" );
      this.rowValue = DataRows.Length;
    }
	}
}

--- NEW FILE: TotalNumberOfLongTrades.cs ---
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 description for TotalNumberOfTrades.
	/// </summary>
	public class TotalNumberOfLongTrades : SummaryRow
	{
		public TotalNumberOfLongTrades( Summary summary )
		{
      double totalROA = summary.TotalPnl / ( summary.FinalAccountValue - summary.TotalPnl );
      this.rowDescription = "Total # of long trades";
      DataRow[] DataRows =
        summary.AccountReport.RoundTrades.DataTable.Select( "((Trade='Long')and(ExitPrice is not null))" );
      this.rowValue = DataRows.Length;
    }
	}
}

--- NEW FILE: TotalNumberOfShortTrades.cs ---
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 description for TotalNumberOfTrades.
	/// </summary>
	public class TotalNumberOfShortTrades : SummaryRow
	{
		public TotalNumberOfShortTrades( Summary summary )
		{
      double totalROA = summary.TotalPnl / ( summary.FinalAccountValue - summary.TotalPnl );
      this.rowDescription = "Total # of short trades";
      DataRow[] DataRows =
        summary.AccountReport.RoundTrades.DataTable.Select( "((Trade='Short')and(ExitPrice is not null))" );
      this.rowValue = DataRows.Length;
    }
	}
}

[Quantproject-developers] QuantProject QuantProject.suo,1.12,1.13

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

Update of /cvsroot/quantproject/QuantProject
In directory sc8-pr-cvs1:/tmp/cvs-serv9785

Modified Files:
	QuantProject.suo 
Log Message:
Updated the Account Report Summary object:
- 'Buy and hold percentage return' now is computed by a
devoted object (it was a delegate before this revision)
- 'Return on account' now is computed by a
devoted object (previous revision was still invoking the delegate, even
if the object was already defined and committed)

Index: QuantProject.suo
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/QuantProject.suo,v
retrieving revision 1.12
retrieving revision 1.13
diff -C2 -d -r1.12 -r1.13
Binary files /tmp/cvs5uAbFn and /tmp/cvswoizVA differ

[Quantproject-developers] QuantProject QuantProject.suo,1.11,1.12

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

Update of /cvsroot/quantproject/QuantProject
In directory sc8-pr-cvs1:/tmp/cvs-serv13888

Modified Files:
	QuantProject.suo 
Log Message:
Updated the Account Report Summary object:
- 'Buy and hold percentage return' now is computed by a
devoted object (it was a delegate before this revision)
- 'Return on account' now is computed by a
devoted object (previous revision was still invoking the delegate, even
if the object was already defined and committed)

Index: QuantProject.suo
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/QuantProject.suo,v
retrieving revision 1.11
retrieving revision 1.12
diff -C2 -d -r1.11 -r1.12
Binary files /tmp/cvsH5NOj1 and /tmp/cvs6Kt7fS differ

[Quantproject-developers] QuantProject/b4_Business b4_Business.csproj,1.4,1.5

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

Update of /cvsroot/quantproject/QuantProject/b4_Business
In directory sc8-pr-cvs1:/tmp/cvs-serv13808/b4_Business

Modified Files:
	b4_Business.csproj 
Log Message:
Updated the Account Report Summary object:
- 'Buy and hold percentage return' now is computed by a
devoted object (it was a delegate before this revision)
- 'Return on account' now is computed by a
devoted object (previous revision was still invoking the delegate, even
if the object was already defined and committed)

Index: b4_Business.csproj
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/b4_Business.csproj,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** b4_Business.csproj	10 Nov 2003 21:45:11 -0000	1.4
--- b4_Business.csproj	13 Nov 2003 23:23:00 -0000	1.5
***************
*** 197,200 ****
--- 197,205 ----
                  />
                  <File
+                     RelPath = "a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\BuyAndHoldPercentageReturn.cs"
+                     SubType = "Code"
+                     BuildAction = "Compile"
+                 />
+                 <File
                      RelPath = "a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\MaxEquityDrawDown.cs"
                      SubType = "Code"

[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables Summary.cs,1.3,1.4

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables
In directory sc8-pr-cvs1:/tmp/cvs-serv13706/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables

Modified Files:
	Summary.cs 
Log Message:
Updated the Account Report Summary object:
- 'Buy and hold percentage return' now is computed by a
devoted object (it was a delegate before this revision)
- 'Return on account' now is computed by a
devoted object (previous revision was still invoking the delegate, even
if the object was already defined and committed)

Index: Summary.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables/Summary.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** Summary.cs	10 Nov 2003 21:34:45 -0000	1.3
--- Summary.cs	13 Nov 2003 23:22:43 -0000	1.4
***************
*** 26,29 ****
--- 26,34 ----
        get { return totalPnl; }
      }
+     public double BuyAndHoldPercentageReturn
+     {
+       get { return buyAndHoldPercentageReturn; }
+       set { buyAndHoldPercentageReturn = value; }
+     }
      public double FinalAccountValue
      {
***************
*** 44,68 ****
      #region "getSummaryTable_setRows"
      private delegate void getSummaryTable_setRow( DataRow summary );
-     private void getSummaryTable_setRow_ReturnOnAccount( DataRow summary )
-     {
-       summary[ "Information" ] = "Return on account";
-       summary[ "Value" ] = this.totalPnl / ( this.finalAccountValue - this.totalPnl ) * 100;
-     }
-     private void getSummaryTable_setRow_BuyAndHoldPercentageReturn( DataRow summary )
-     {
-       if ( this.accountReport.BuyAndHoldTicker != "" )
-       {
-         // the report has to compare to a buy and hold benchmark
-         Instrument buyAndHoldInstrument = new Instrument( this.accountReport.BuyAndHoldTicker );
-         this.buyAndHoldPercentageReturn =
-           ( buyAndHoldInstrument.GetMarketValue( this.accountReport.EndDateTime ) -
-           buyAndHoldInstrument.GetMarketValue(
-           new ExtendedDateTime( this.accountReport.StartDateTime , BarComponent.Open ) ) ) /
-           buyAndHoldInstrument.GetMarketValue(
-           new ExtendedDateTime( this.accountReport.StartDateTime , BarComponent.Open ) ) * 100;
-         summary[ "Information" ] = "Buy & hold % return";
-         summary[ "Value" ] = this.buyAndHoldPercentageReturn;
-       }
-     }
      private void getSummaryTable_setRow_AnnualSystemPercentageReturn( DataRow summary )
      {
--- 49,52 ----
***************
*** 156,163 ****
      {
        getSummary_setRow( new TotalNetProfit( this ) , summaryDataTable );
!       getSummary_setRow( summaryDataTable ,
!         new getSummaryTable_setRow( getSummaryTable_setRow_ReturnOnAccount ) );
!       getSummary_setRow( summaryDataTable ,
!         new getSummaryTable_setRow( getSummaryTable_setRow_BuyAndHoldPercentageReturn ) );
        getSummary_setRow( summaryDataTable ,
          new getSummaryTable_setRow( getSummaryTable_setRow_AnnualSystemPercentageReturn ) );
--- 140,145 ----
      {
        getSummary_setRow( new TotalNetProfit( this ) , summaryDataTable );
!       getSummary_setRow( new ReturnOnAccount( this ) , summaryDataTable );
!       getSummary_setRow( new BuyAndHoldPercentageReturn( this ) , summaryDataTable );
        getSummary_setRow( summaryDataTable ,
          new getSummaryTable_setRow( getSummaryTable_setRow_AnnualSystemPercentageReturn ) );

[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows BuyAndHoldPercentageReturn.cs,NONE,1.1

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows
In directory sc8-pr-cvs1:/tmp/cvs-serv13106/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows

Added Files:
	BuyAndHoldPercentageReturn.cs 
Log Message:
Computes the buy and hold percentage return for the
account report summary object

--- NEW FILE: BuyAndHoldPercentageReturn.cs ---
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 description for TotalNumberOfTrades.
	/// </summary>
	public class BuyAndHoldPercentageReturn : SummaryRow
	{
		public BuyAndHoldPercentageReturn( Summary summary )
		{
      if ( summary.AccountReport.BuyAndHoldTicker != "" )
      {
        // the report has to compare to a buy and hold benchmark
        Instrument buyAndHoldInstrument = new Instrument( summary.AccountReport.BuyAndHoldTicker );
        summary.BuyAndHoldPercentageReturn =
          ( buyAndHoldInstrument.GetMarketValue( summary.AccountReport.EndDateTime ) -
          buyAndHoldInstrument.GetMarketValue(
          new ExtendedDateTime( summary.AccountReport.StartDateTime , BarComponent.Open ) ) ) /
          buyAndHoldInstrument.GetMarketValue(
          new ExtendedDateTime( summary.AccountReport.StartDateTime , BarComponent.Open ) ) * 100;
        this.rowDescription = "Buy & hold % return";
        this.rowValue = summary.BuyAndHoldPercentageReturn;
      }
    }
	}
}

[Quantproject-developers] QuantProject QuantProject.suo,1.10,1.11

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

Update of /cvsroot/quantproject/QuantProject
In directory sc8-pr-cvs1:/tmp/cvs-serv447

Modified Files:
	QuantProject.suo 
Log Message:
no message

Index: QuantProject.suo
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/QuantProject.suo,v
retrieving revision 1.10
retrieving revision 1.11
diff -C2 -d -r1.10 -r1.11
Binary files /tmp/cvsAKF4XU and /tmp/cvsAFMRyF differ

[Quantproject-developers] QuantProject QuantProject.suo,1.9,1.10

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

Update of /cvsroot/quantproject/QuantProject
In directory sc8-pr-cvs1:/tmp/cvs-serv25044

Modified Files:
	QuantProject.suo 
Log Message:
no message

Index: QuantProject.suo
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/QuantProject.suo,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
Binary files /tmp/cvssYrdma and /tmp/cvsYB8hGc differ

[Quantproject-developers] QuantProject/b4_Business b4_Business.csproj,1.3,1.4

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

Update of /cvsroot/quantproject/QuantProject/b4_Business
In directory sc8-pr-cvs1:/tmp/cvs-serv24753/b4_Business

Modified Files:
	b4_Business.csproj 
Log Message:
ReturnOnAccount and TotalNetProfit classes (account report
summary rows) added to the project.

Index: b4_Business.csproj
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/b4_Business.csproj,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** b4_Business.csproj	9 Nov 2003 21:12:00 -0000	1.3
--- b4_Business.csproj	10 Nov 2003 21:45:11 -0000	1.4
***************
*** 202,206 ****
--- 202,216 ----
                  />
                  <File
+                     RelPath = "a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\ReturnOnAccount.cs"
+                     SubType = "Code"
+                     BuildAction = "Compile"
+                 />
+                 <File
                      RelPath = "a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\SummaryRow.cs"
+                     SubType = "Code"
+                     BuildAction = "Compile"
+                 />
+                 <File
+                     RelPath = "a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\TotalNetProfit.cs"
                      SubType = "Code"
                      BuildAction = "Compile"

[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows TotalNetProfit.cs,NONE,1.1

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows
In directory sc8-pr-cvs1:/tmp/cvs-serv23354/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows

Added Files:
	TotalNetProfit.cs 
Log Message:
Computes the total net profit for the
account report summary object

--- NEW FILE: TotalNetProfit.cs ---
using System;
using System.Data;
using QuantProject.Business.Financial.Accounting.Reporting.Tables;

namespace QuantProject.Business.Financial.Accounting.Reporting.SummaryRows
{
	/// <summary>
	/// Summary description for TotalNumberOfTrades.
	/// </summary>
	public class TotalNetProfit : SummaryRow
	{
		public TotalNetProfit( Summary summary )
		{
      this.rowDescription = "Total net profit";
      this.rowValue = summary.TotalPnl;
    }
	}
}

[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows ReturnOnAccount.cs,NONE,1.1

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows
In directory sc8-pr-cvs1:/tmp/cvs-serv23225/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows

Added Files:
	ReturnOnAccount.cs 
Log Message:
Computes the return on account for the
account report summary object

--- NEW FILE: ReturnOnAccount.cs ---
using System;
using System.Data;
using QuantProject.Business.Financial.Accounting.Reporting.Tables;

namespace QuantProject.Business.Financial.Accounting.Reporting.SummaryRows
{
	/// <summary>
	/// Summary description for TotalNumberOfTrades.
	/// </summary>
	public class ReturnOnAccount : SummaryRow
	{
		public ReturnOnAccount( Summary summary )
		{
      this.rowDescription = "Return on account";
      this.rowValue = summary.TotalPnl / ( summary.FinalAccountValue - summary.TotalPnl ) * 100;
    }
	}
}

[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables Summary.cs,1.2,1.3

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables
In directory sc8-pr-cvs1:/tmp/cvs-serv22894/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables

Modified Files:
	Summary.cs 
Log Message:
Updated the Account Report Summary object:
- 'Total net profit' now is computed by a
devoted object (it was a delegate before this revision)
- 'Return on account' now is computed by a
devoted object (it was a delegate before this revision)

Index: Summary.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables/Summary.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** Summary.cs	9 Nov 2003 19:42:15 -0000	1.2
--- Summary.cs	10 Nov 2003 21:34:45 -0000	1.3
***************
*** 44,52 ****
      #region "getSummaryTable_setRows"
      private delegate void getSummaryTable_setRow( DataRow summary );
-     private void getSummaryTable_setRow_TotalNetProfit( DataRow summary )
-     {
-       summary[ "Information" ] = "Total net profit";
-       summary[ "Value" ] = this.totalPnl;
-     }
      private void getSummaryTable_setRow_ReturnOnAccount( DataRow summary )
      {
--- 44,47 ----
***************
*** 160,165 ****
      private void getSummaryTable_setRows( DataTable summaryDataTable )
      {
!       getSummary_setRow( summaryDataTable ,
!         new getSummaryTable_setRow( getSummaryTable_setRow_TotalNetProfit ) );
        getSummary_setRow( summaryDataTable ,
          new getSummaryTable_setRow( getSummaryTable_setRow_ReturnOnAccount ) );
--- 155,159 ----
      private void getSummaryTable_setRows( DataTable summaryDataTable )
      {
!       getSummary_setRow( new TotalNetProfit( this ) , summaryDataTable );
        getSummary_setRow( summaryDataTable ,
          new getSummaryTable_setRow( getSummaryTable_setRow_ReturnOnAccount ) );

[Quantproject-developers] QuantProject/b2_DataAccess b2_DataAccess.csproj,1.1.1.1,1.2

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

Update of /cvsroot/quantproject/QuantProject/b2_DataAccess
In directory sc8-pr-cvs1:/tmp/cvs-serv22453/b2_DataAccess

Modified Files:
	b2_DataAccess.csproj 
Log Message:
Added the DataBaseLocator class to the project

Index: b2_DataAccess.csproj
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b2_DataAccess/b2_DataAccess.csproj,v
retrieving revision 1.1.1.1
retrieving revision 1.2
diff -C2 -d -r1.1.1.1 -r1.2
*** b2_DataAccess.csproj	13 Oct 2003 21:57:56 -0000	1.1.1.1
--- b2_DataAccess.csproj	10 Nov 2003 21:32:18 -0000	1.2
***************
*** 98,101 ****
--- 98,106 ----
                  />
                  <File
+                     RelPath = "DataBaseLocator.cs"
+                     SubType = "Code"
+                     BuildAction = "Compile"
+                 />
+                 <File
                      RelPath = "SQLBuilder.cs"
                      SubType = "Code"

[Quantproject-developers] QuantProject/b2_DataAccess DataBase.cs,1.1.1.1,1.2

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

Update of /cvsroot/quantproject/QuantProject/b2_DataAccess
In directory sc8-pr-cvs1:/tmp/cvs-serv23507/b2_DataAccess

Modified Files:
	DataBase.cs 
Log Message:
for use of DatabaseLocator class

Index: DataBase.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b2_DataAccess/DataBase.cs,v
retrieving revision 1.1.1.1
retrieving revision 1.2
diff -C2 -d -r1.1.1.1 -r1.2
*** DataBase.cs	13 Oct 2003 21:57:59 -0000	1.1.1.1
--- DataBase.cs	10 Nov 2003 19:08:04 -0000	1.2
***************
*** 37,43 ****
  	public class DataBase
  	{
!     private static string mdbPath =
!       ((string)Application.CommonAppDataPath).Substring(0, Application.CommonAppDataPath.LastIndexOf('\\')) +
!       @"\QuantProject.mdb";
      private static string connectionString =
        @"Provider=Microsoft.Jet.OLEDB.4.0;Password="""";User ID=Admin;Data Source=" +
--- 37,44 ----
  	public class DataBase
  	{
!     private static DataBaseLocator dataBaseLocator = new DataBaseLocator("MDB"); 
! 	private static string mdbPath = dataBaseLocator.Path;
!       //((string)Application.CommonAppDataPath).Substring(0, Application.CommonAppDataPath.LastIndexOf('\\')) +
!       //@"\QuantProject.mdb";
      private static string connectionString =
        @"Provider=Microsoft.Jet.OLEDB.4.0;Password="""";User ID=Admin;Data Source=" +
***************
*** 49,53 ****
  		{
  			//
! 			// TODO: Add constructor logic here
  			//
  		}
--- 50,54 ----
  		{
  			//
! 			
  			//
  		}