Changed for MGSH

Utility/CustomAggregator.cs

@@ -209,6 +209,87 @@ namespace TradeBlotter.UIUtils
       return sb.ToString();
     }
   }
+
+  // **********************************************************************************************************************************
+  // ********************************************************* M G S H Q U A N T U M   M O M E N T U M  ******************************************************
+  // **********************************************************************************************************************************
+
+  public class MGSHMomentumPositionSumFunctionShares : AggregateFunction<MGSHPositionModel,String>
+  {
+    public MGSHMomentumPositionSumFunctionShares()
+    {
+      this.AggregationExpression = items => Sum(items);
+    }
+    private String Sum(IEnumerable<MGSHPositionModel> source)
+    {
+      double sum=(from MGSHPositionModel positionModel in source where Utility.IsEpoch(positionModel.SellDate) select positionModel.Shares).Sum();
+      return Utility.FormatNumber(sum,3,false);
+    }
+  }
+  public class MGSHMomentumPositionSumFunctionExposure : AggregateFunction<MGSHPositionModel,String>
+  {
+    public MGSHMomentumPositionSumFunctionExposure()
+    {
+      this.AggregationExpression = items => Sum(items);
+    }
+    private String Sum(IEnumerable<MGSHPositionModel> source)
+    {
+      double exposure=(from MGSHPositionModel positionModel in source where Utility.IsEpoch(positionModel.SellDate) select positionModel.Exposure).Sum();
+      return Utility.FormatCurrency(exposure);
+    }
+  }
+  public class MGSHMomentumPositionSumFunctionMarketValue : AggregateFunction<MGSHPositionModel,String>
+  {
+    public MGSHMomentumPositionSumFunctionMarketValue()
+    {
+      this.AggregationExpression = items => Sum(items);
+    }
+    private String Sum(IEnumerable<MGSHPositionModel> source)
+    {
+      double marketValue=(from MGSHPositionModel positionModel in source where Utility.IsEpoch(positionModel.SellDate) select positionModel.MarketValue).Sum();
+      return Utility.FormatCurrency(marketValue);
+    }
+  }
+  public class MGSHMomentumPositionSumFunctionGainLoss : AggregateFunction<MGSHPositionModel,String>
+  {
+    public MGSHMomentumPositionSumFunctionGainLoss()
+    {
+      this.AggregationExpression = items => Sum(items);
+    }
+    private String Sum(IEnumerable<MGSHPositionModel> source)
+    {
+      StringBuilder sb=new StringBuilder();
+      double sum=(from MGSHPositionModel positionModel in source select positionModel.GainLoss).Sum();
+      sb.Append("Total:").Append(Utility.FormatCurrency(sum)).Append("\n");
+      sum=(from MGSHPositionModel positionModel in source where Utility.IsEpoch(positionModel.SellDate) select positionModel.GainLoss).Sum();
+      sb.Append("Active:").Append(Utility.FormatCurrency(sum));
+      return sb.ToString();
+    }
+  }
+  public class MGSHMomentumPositionSumFunctionGainLossPcnt : AggregateFunction<MGSHPositionModel,String>
+  {
+    public MGSHMomentumPositionSumFunctionGainLossPcnt()
+    {
+      this.AggregationExpression = items => Sum(items);
+    }
+    private String Sum(IEnumerable<MGSHPositionModel> source)
+    {
+      StringBuilder sb=new StringBuilder();
+      double marketValue=0.00;
+      double exposure=0.00;
+      double gainLossPcnt=0.00;
+
+      double cumulativeReturn=ModelPerformanceAggregator.CalculateCumulativeReturn(source);
+      sb.Append("Total:").Append(Utility.FormatPercent(cumulativeReturn,2)).Append("\n");
+
+      marketValue=(from MGSHPositionModel positionModel in source where Utility.IsEpoch(positionModel.SellDate) select positionModel.MarketValue).Sum();
+      exposure=(from MGSHPositionModel positionModel in source where Utility.IsEpoch(positionModel.SellDate) select positionModel.Exposure).Sum();
+      if(0.00!=exposure)gainLossPcnt=(marketValue-exposure)/exposure;
+      sb.Append("Active:").Append(Utility.FormatPercent(gainLossPcnt,2));
+      return sb.ToString();
+    }
+  }
+
   // **********************************************************************************************************************************
   // ********************************************************* C M M O M E N T U M  ******************************************************
   // **********************************************************************************************************************************