private void CalculateStatistics(XmlElement tagBody,
List <EquityOnTime> listProfit,
List <float> profitMonthly)
{
if (profitMonthly.Count < 2)
{
return;
}
var benchmarkDataVAMI = new[] { vamiBenchmarkA, vamiBenchmarkB };
var benchmarkDataROR = new[] { profitBenchmarkA, profitBenchmarkB };
// табличка Historical Data
var stat = new MonthlyReportStatistics(listProfit, profitMonthly);
var row = FindElement(tagBody, "tr", RowStatHistoryData);
if (row == null)
{
Logger.ErrorFormat("ReportInvestorMonthly - не найден элемент <tr name=\"{0}\">",
RowStatHistoryData);
return;
}
var cellFund = (XmlElement)row.ChildNodes[2];
cellFund.InnerXml = string.Format("{1:f2}%{0}{2:f0}{0}{3:f2}%{0}{4:f2}%{0}{5:f2}%{0}{6:f2}%{0}{7:f2}%",
HtmlLineSeparator, stat.cumulativeReturn, stat.cumulativeVAMI,
stat.meanReturn, stat.compoundRoRmonth,
stat.largestMonthGain, stat.largestMonthLoss,
stat.percentPositiveMonths);
var rowRisk = FindElement(tagBody, "tr", RowRisk);
// табличка Risk по фонду
if (rowRisk == null)
{
Logger.ErrorFormat("ReportInvestorMonthly - не найден элемент <tr name=\"{0}\">",
RowRisk);
return;
}
cellFund = (XmlElement)rowRisk.ChildNodes[1];
cellFund.InnerXml = string.Format("{1:f2}%{0}{2:f2}%{0}{3:f2}%{0}{4:f2}%{0}{5:f2}%{0}{6:f1}",
HtmlLineSeparator, stat.meanDeviation, stat.sharpRatio,
stat.downsideDeviation8pc, stat.sortinoRatio8pc,
stat.maxRelDrawdown, stat.drawDownMonths);
for (var i = 0; i < 2; i++)
{
var cellBench = (XmlElement)row.ChildNodes[3 + i];
//var monthlyProfitPlain = benchmarkData[i].Select(d => d.b).ToList();
stat = new MonthlyReportStatistics(benchmarkDataVAMI[i], benchmarkDataROR[i].Select(p => p.equity).ToList());
cellBench.InnerXml = string.Format("{1:f2}%{0}{2:f0}{0}{3:f2}%{0}{4:f2}%{0}{5:f2}%{0}{6:f2}%{0}{7:f2}%",
HtmlLineSeparator, stat.cumulativeReturn, stat.cumulativeVAMI,
stat.meanReturn, stat.compoundRoRmonth,
stat.largestMonthGain, stat.largestMonthLoss,
stat.percentPositiveMonths);
var cellBenchRisk = (XmlElement)rowRisk.ChildNodes[2 + i];
cellBenchRisk.InnerXml = string.Format("{1:f2}%{0}{2:f2}%{0}{3:f2}%{0}{4:f2}%{0}{5:f2}%{0}{6:f1}",
HtmlLineSeparator, stat.meanDeviation, stat.sharpRatio,
stat.downsideDeviation8pc, stat.sortinoRatio8pc,
stat.maxRelDrawdown, stat.drawDownMonths);
}
}
private void CalculateStatistics(XmlElement tagBody,
List<EquityOnTime> listProfit,
List<float> profitMonthly)
{
if (profitMonthly.Count < 2) return;
var benchmarkDataVAMI = new[] { vamiBenchmarkA, vamiBenchmarkB };
var benchmarkDataROR = new[] { profitBenchmarkA, profitBenchmarkB };
// табличка Historical Data
var stat = new MonthlyReportStatistics(listProfit, profitMonthly);
var row = FindElement(tagBody, "tr", RowStatHistoryData);
if (row == null)
{
Logger.ErrorFormat("ReportInvestorMonthly - не найден элемент <tr name=\"{0}\">",
RowStatHistoryData);
return;
}
var cellFund = (XmlElement)row.ChildNodes[2];
cellFund.InnerXml = string.Format("{1:f2}%{0}{2:f0}{0}{3:f2}%{0}{4:f2}%{0}{5:f2}%{0}{6:f2}%{0}{7:f2}%",
HtmlLineSeparator, stat.cumulativeReturn, stat.cumulativeVAMI,
stat.meanReturn, stat.compoundRoRmonth,
stat.largestMonthGain, stat.largestMonthLoss,
stat.percentPositiveMonths);
var rowRisk = FindElement(tagBody, "tr", RowRisk);
// табличка Risk по фонду
if (rowRisk == null)
{
Logger.ErrorFormat("ReportInvestorMonthly - не найден элемент <tr name=\"{0}\">",
RowRisk);
return;
}
cellFund = (XmlElement)rowRisk.ChildNodes[1];
cellFund.InnerXml = string.Format("{1:f2}%{0}{2:f2}%{0}{3:f2}%{0}{4:f2}%{0}{5:f2}%{0}{6:f1}",
HtmlLineSeparator, stat.meanDeviation, stat.sharpRatio,
stat.downsideDeviation8pc, stat.sortinoRatio8pc,
stat.maxRelDrawdown, stat.drawDownMonths);
for (var i = 0; i < 2; i++)
{
var cellBench = (XmlElement)row.ChildNodes[3 + i];
//var monthlyProfitPlain = benchmarkData[i].Select(d => d.b).ToList();
stat = new MonthlyReportStatistics(benchmarkDataVAMI[i], benchmarkDataROR[i].Select(p => p.equity).ToList());
cellBench.InnerXml = string.Format("{1:f2}%{0}{2:f0}{0}{3:f2}%{0}{4:f2}%{0}{5:f2}%{0}{6:f2}%{0}{7:f2}%",
HtmlLineSeparator, stat.cumulativeReturn, stat.cumulativeVAMI,
stat.meanReturn, stat.compoundRoRmonth,
stat.largestMonthGain, stat.largestMonthLoss,
stat.percentPositiveMonths);
var cellBenchRisk = (XmlElement)rowRisk.ChildNodes[2 + i];
cellBenchRisk.InnerXml = string.Format("{1:f2}%{0}{2:f2}%{0}{3:f2}%{0}{4:f2}%{0}{5:f2}%{0}{6:f1}",
HtmlLineSeparator, stat.meanDeviation, stat.sharpRatio,
stat.downsideDeviation8pc, stat.sortinoRatio8pc,
stat.maxRelDrawdown, stat.drawDownMonths);
}
}