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