public static decimal CalculateIRR(this IReadOnlyPortfolio portfolio, DateRange dateRange)
{
// Get the initial portfolio value
var initialHoldings = portfolio.Holdings.All(dateRange.FromDate);
var initialHoldingsValue = initialHoldings.Sum(x => x.Value(dateRange.FromDate));
var initialCashBalance = portfolio.CashAccount.Balance(dateRange.FromDate);
var initialValue = initialHoldingsValue + initialCashBalance;
// Get the final portfolio value
var finalHoldings = portfolio.Holdings.All(dateRange.ToDate);
var finalHoldingsValue = finalHoldings.Sum(x => x.Value(dateRange.ToDate));
var finalCashBalance = portfolio.CashAccount.Balance(dateRange.ToDate);
var finalValue = finalHoldingsValue + finalCashBalance;
// Generate list of cashFlows
var cashFlows = new CashFlows();
var transactionRange = new DateRange(dateRange.FromDate.AddDays(1), dateRange.ToDate);
var transactions = portfolio.CashAccount.Transactions.InDateRange(transactionRange)
.Where(x => (x.Type == BankAccountTransactionType.Deposit) || ((x.Type == BankAccountTransactionType.Withdrawl)));
foreach (var transaction in transactions)
{
cashFlows.Add(transaction.Date, -transaction.Amount);
}
var irr = IrrCalculator.CalculateIrr(dateRange.FromDate, initialValue, dateRange.ToDate, finalValue, cashFlows);
return((decimal)Math.Round(irr, 5));
}
public PortfolioValueService(IReadOnlyPortfolio portfolio, ITradingCalendar tradingCalaedar)
{
_Portfolio = portfolio;
_TradingCalendar = tradingCalaedar;
}
public PortfolioOwnerAuthorizationHandler(IPortfolioAccessor portfolioAccessor)
{
_Portfolio = portfolioAccessor.ReadOnlyPortfolio;
}
public CashAccountService(IReadOnlyPortfolio portfolio)
{
_Portfolio = portfolio;
}
public PortfolioIncomeService(IReadOnlyPortfolio portfolio)
{
_Portfolio = portfolio;
}
public PortfolioHoldingService(IReadOnlyPortfolio portfolio)
{
_Portfolio = portfolio;
}
public PortfolioCorporateActionsService(IReadOnlyPortfolio portfolio, IStockResolver stockResolver)
{
_Portfolio = portfolio;
_StockResolver = stockResolver;
}
public PortfolioSummaryService(IReadOnlyPortfolio portfolio)
{
_Portfolio = portfolio;
}
public PortfolioCgtLiabilityService(IReadOnlyPortfolio portfolio)
{
_Portfolio = portfolio;
}
public PortfolioPropertiesService(IReadOnlyPortfolio portfolio)
{
_Portfolio = portfolio;
}
public PortfolioPerformanceService(IReadOnlyPortfolio portfolio)
{
_Portfolio = portfolio;
}
public PortfolioCapitalGainsService(IReadOnlyPortfolio portfolio)
{
_Portfolio = portfolio;
}
