public void Stats()
{
double _perc_gain2 = 0;
for (int i = 0; i < ops_tot; i++)
{
Position pos = posdb.ClosedPositions.ElementAt(i);
int q = pos.Quantity;
double open = pos.Title.Close[pos.TOpen];
double close = pos.Title.Close[pos.TClose];
double investment = q * open;
double raw_gain = q * (close - open);
double _commission = CalculateCommission(investment) + CalculateCommission(q * close);
double _taxes = Tax(raw_gain);
double gain = raw_gain - _commission - _taxes;
double _perc_gain = gain / investment;
total_investment += investment;
total_gain += gain;
taxes += _taxes;
commission += _commission;
delta_t += pos.Delta_t;
perc_gain += _perc_gain;
_perc_gain2 += Math.Pow(_perc_gain, 2);
if (gain > 0)
{
ops_good++;
ops_good_gain += gain;
}
else
{
ops_bad++;
ops_bad_gain -= gain;
}
double threshold = TI.SimulationSigmaALL(pos.Delta_t);
if (_perc_gain > threshold)
{
ops_very_good++;
ops_very_good_gain += gain;
}
else if (_perc_gain < (-1 * threshold))
{
ops_very_bad++;
ops_very_bad_gain -= gain;
}
}
if (ops_tot != 0)
{
delta_t /= ops_tot;
perc_gain /= ops_tot;
_perc_gain2 /= ops_tot;
perc_gain_sigma = Math.Sqrt(_perc_gain2 - Math.Pow(perc_gain, 2));
}
if (ops_bad != 0)
{
ops_bad_gain /= ops_bad;
}
if (ops_good != 0)
{
ops_good_gain /= ops_good;
}
if (ops_very_bad != 0)
{
ops_very_bad_gain /= ops_very_bad;
}
if (ops_very_good != 0)
{
ops_very_good_gain /= ops_very_good;
}
}
