public static void RunSingleStep(
int c, int r, Model m, double initialWithdrawal,
ref double eq, ref double bo, ref double bi,
Distro distroEq, Distro distroBo, Distro distroBi,
ref double[] prior, ref double curWithdrawal,
ref List<double> withdrawals)
{
// Market play
eq *= (1.0 + distroEq.Play());
bo *= (1.0 + distroBo.Play());
bi *= (1.0 + distroBi.Play());
// Calculate desired withdrawal on this step
switch(m.Strategy)
{
case 1:
curWithdrawal = initialWithdrawal;
break;
case 2:
curWithdrawal = (eq + bo + bi) * NormativeStepWD(m);
break;
case 3:
if (c >= (int)(3 * Utils.StepsInYear) &&
c % ((int)Utils.StepsInYear) == 0)
curWithdrawal = prior.Average() * NormativeStepWD(m);
break;
default:
throw new Exception("Unknown strategy");
}
// Calculate actual total step withdrawal
double actualWithdrawal = Math.Min(eq + bo + bi, curWithdrawal);
double allocated = 0;
if (bi > 0)
{
double d = Math.Min(bi, actualWithdrawal * (bi / (eq + bo + bi)));
allocated += d;
bi -= d;
}
if (bo > 0)
{
double d = Math.Min(bo, actualWithdrawal * (bo / (eq + bo + bi)));
allocated += d;
bo -= d;
}
if (eq > 0)
{
double d = Math.Min(eq, actualWithdrawal * (eq / (eq + bo + bi)));
allocated += d;
eq -= d;
}
if (allocated < actualWithdrawal)
{
double d = Math.Min(bi, actualWithdrawal - allocated);
bi -= d;
allocated += d;
d = Math.Min(bo, actualWithdrawal - allocated);
bo -= d;
allocated += d;
d = Math.Min(eq, actualWithdrawal - allocated);
eq -= d;
allocated += d;
}
withdrawals.Add(actualWithdrawal);
double total = eq + bo + bi;
// Rebalance evert X steps, if requested
if (m.RebalanceEvery > 0 && r % m.RebalanceEvery == 0)
{
eq = total * m.StartEq / 100.0;
bo = total * m.StartBo / 100.0;
bi = total - eq - bo;
}
// Remember priors
for (int y = 1; y < prior.Length; y++)
{
prior[y - 1] = prior[y];
}
prior[prior.Length - 1] = total;
}
