private void addSummaryLine(ISheet tab_, HSSFWorkbook wb_)
{
HSSFCellStyle style = CellStyle.footerStyle(wb_);
currentLine++; currentLine++;
IRow row = tab_.CreateRow(currentLine++);
ICell[] cells = new ICell[columeNb];
cells[1] = row.CreateCell(1, CellType.String);
cells[1].SetCellValue("TOTAL");
cells[1].CellStyle = style;
for (int i = 2; i < 6; i++)
{
cells[i] = row.CreateCell(i, CellType.String);
cells[i].SetCellValue(ALGO_RESULT_COLUMES[i - 2]);
cells[i].CellStyle = style;
}
cells[6] = row.CreateCell(6, CellType.String);
cells[6].SetCellValue("Slipage Stdev");
cells[6].CellStyle = style;
cells[7] = row.CreateCell(7, CellType.String);
cells[7].SetCellValue("Cancel Rate");
cells[7].CellStyle = style;
cells[8] = row.CreateCell(8, CellType.String);
cells[8].SetCellValue("Fill Rate");
cells[8].CellStyle = style;
writeAggreagetResult(tab_, wb_);
}
private void addFootLine(HSSFWorkbook wb_, ISheet tb, List <decimal> turnoverList_, List <decimal> slipList_, decimal turnover_,
decimal cancelRate_, decimal fillRate_)
{
currentLine++; // Add one blank line.
HSSFCellStyle style = CellStyle.footerStyle(wb_);
int columeNb = columeName.Length;
IRow summaryRow = tb.CreateRow(currentLine++);
ICell[] summaryCells = new ICell[columeNb];
for (int j = 0; j < columeNb; j++)
{
summaryCells[j] = summaryRow.CreateCell(j);
summaryCells[j].SetCellValue("");
}
summaryRow = tb.CreateRow(currentLine++);
summaryRow.Height = 500;
summaryCells = new ICell[columeNb];
for (int j = 0; j < columeNb; j++)
{
summaryCells[j] = summaryRow.CreateCell(j);
}
summaryCells[0].SetCellValue("合计");
summaryCells[0].CellStyle = style;
summaryCells[1].SetCellValue("撤单率");
summaryCells[1].CellStyle = style;
summaryCells[2].SetCellValue("成交额(元)");
summaryCells[2].CellStyle = style;
summaryCells[3].SetCellValue("滑点差(bp)");
summaryCells[3].CellStyle = style;
summaryCells[4].SetCellValue("成交额加权滑点差(bp)");
summaryCells[4].CellStyle = style;
summaryRow = tb.CreateRow(currentLine++);
summaryRow.Height = 500;
summaryCells = new ICell[columeNb];
for (int j = 0; j < columeNb; j++)
{
summaryCells[j] = summaryRow.CreateCell(j);
if (j >= 0 && j <= 4)
{
summaryCells[j].CellStyle = style;
}
}
summaryCells[1].SetCellValue(NumberFormat.asPercent(MathUtil.round(cancelRate_)));
summaryCells[2].SetCellValue(NumberFormat.toMoney(MathUtil.round(turnover_)));
summaryCells[3].SetCellValue(MathUtil.round(MathUtil.computeAvgSlipage(slipList_)).ToString());
summaryCells[4].SetCellValue(MathUtil.round(MathUtil.computeWeightedSlipage(slipList_, turnoverList_)).ToString());
}
private void writeAggreagetResult(ISheet tab_, HSSFWorkbook wb_)
{
HSSFCellStyle style = CellStyle.footerStyle(wb_);
IRow row = tab_.CreateRow(currentLine++);
ICell[] cells = new ICell[columeNb];
cells[2] = row.CreateCell(2, CellType.String);
cells[2].SetCellValue(NumberFormat.asInt(aggregatedStatistics.getOrderCount()));
cells[2].CellStyle = style;
cells[3] = row.CreateCell(3, CellType.String);
cells[3].SetCellValue(NumberFormat.asInt(aggregatedStatistics.getSliceCount()));
cells[3].CellStyle = style;
cells[4] = row.CreateCell(4, CellType.String);
cells[4].SetCellValue(string.Format("{0:N}", aggregatedStatistics.getSlipage()));
cells[4].CellStyle = style;
cells[5] = row.CreateCell(5, CellType.String);
cells[5].SetCellValue(string.Format("{0:N}", aggregatedStatistics.getTurnover()));
cells[5].CellStyle = style;
cells[6] = row.CreateCell(6, CellType.String);
cells[6].SetCellValue(string.Format("{0:N}", aggregatedStatistics.getSlipageStdev()));
cells[6].CellStyle = style;
cells[7] = row.CreateCell(7, CellType.String);
cells[7].SetCellValue(NumberFormat.asPercent(MathUtil.round(aggregatedStatistics.getCancelRate())));
cells[7].CellStyle = style;
cells[8] = row.CreateCell(8, CellType.String);
cells[8].SetCellValue(NumberFormat.asPercent(MathUtil.round(aggregatedStatistics.getFillRate())));
cells[8].CellStyle = style;
}