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;
}
}
}
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