private InvestmentVehicle CreateTestBenchmark(
int benchmarkNumber,
MonthYear excludeMonth = null)
{
var benchmark000 = new InvestmentVehicle();
benchmark000.Number = benchmarkNumber;
benchmark000.Name = "Benchmark" + benchmarkNumber;
benchmark000.InvestmentVehicleType = InvestmentVehicleType.Benchmark;
var bench000Series = new MonthlyReturnSeries();
bench000Series.FeeType = FeeType.None;
bench000Series.AddReturn(new MonthYear(1999, 5), 0.002m);
bench000Series.AddReturn(new MonthYear(1999, 6), 0.003m);
bench000Series.AddReturn(new MonthYear(1999, 7), 0.005m);
bench000Series.AddReturn(new MonthYear(1999, 8), 0.006m);
bench000Series.AddReturn(new MonthYear(1999, 9), 0.007m);
bench000Series.AddReturn(new MonthYear(1999, 10), 0.008m);
bench000Series.AddReturn(new MonthYear(1999, 11), 0.009m);
bench000Series.AddReturn(new MonthYear(1999, 12), 0.010m);
bench000Series.AddReturn(new MonthYear(2000, 1), 0.011m);
bench000Series.AddReturn(new MonthYear(2000, 2), 0.012m);
bench000Series.AddReturn(new MonthYear(2000, 3), 0.013m);
bench000Series.AddReturn(new MonthYear(2000, 4), 0.014m);
if (excludeMonth != null)
{
bench000Series.RemoveReturn(excludeMonth);
}
benchmark000.AddReturnSeries(bench000Series);
return(benchmark000);
}
private InvestmentVehicle CreateTestPortfolio(
int portfolioNumber,
MonthYear excludeMonth = null)
{
var portfolio000 = new InvestmentVehicle();
portfolio000.Number = portfolioNumber;
portfolio000.Name = "Portfolio" + portfolioNumber.ToString("000");
portfolio000.InvestmentVehicleType = InvestmentVehicleType.Portfolio;
var port000NetSeries = new MonthlyReturnSeries();
port000NetSeries.FeeType = FeeType.NetOfFees;
port000NetSeries.AddReturn(new MonthYear(1999, 5), -0.08m);
port000NetSeries.AddReturn(new MonthYear(1999, 6), -0.07m);
port000NetSeries.AddReturn(new MonthYear(1999, 7), -0.06m);
port000NetSeries.AddReturn(new MonthYear(1999, 8), -0.05m);
port000NetSeries.AddReturn(new MonthYear(1999, 9), -0.04m);
port000NetSeries.AddReturn(new MonthYear(1999, 10), -0.03m);
port000NetSeries.AddReturn(new MonthYear(1999, 11), -0.02m);
port000NetSeries.AddReturn(new MonthYear(1999, 12), -0.01m);
port000NetSeries.AddReturn(new MonthYear(2000, 1), 0.01m);
port000NetSeries.AddReturn(new MonthYear(2000, 2), 0.02m);
port000NetSeries.AddReturn(new MonthYear(2000, 3), 0.03m);
port000NetSeries.AddReturn(new MonthYear(2000, 4), 0.04m);
if (excludeMonth != null)
{
port000NetSeries.RemoveReturn(excludeMonth);
}
portfolio000.AddReturnSeries(port000NetSeries);
var port000GrossSeries = new MonthlyReturnSeries();
port000GrossSeries.FeeType = FeeType.GrossOfFees;
port000GrossSeries.AddReturn(new MonthYear(1999, 5), -0.04m);
port000GrossSeries.AddReturn(new MonthYear(1999, 6), -0.03m);
port000GrossSeries.AddReturn(new MonthYear(1999, 7), -0.02m);
port000GrossSeries.AddReturn(new MonthYear(1999, 8), -0.01m);
port000GrossSeries.AddReturn(new MonthYear(1999, 9), 0.01m);
port000GrossSeries.AddReturn(new MonthYear(1999, 10), 0.02m);
port000GrossSeries.AddReturn(new MonthYear(1999, 11), 0.03m);
port000GrossSeries.AddReturn(new MonthYear(1999, 12), 0.04m);
port000GrossSeries.AddReturn(new MonthYear(2000, 1), 0.05m);
port000GrossSeries.AddReturn(new MonthYear(2000, 2), 0.06m);
port000GrossSeries.AddReturn(new MonthYear(2000, 3), 0.07m);
port000GrossSeries.AddReturn(new MonthYear(2000, 4), 0.08m);
if (excludeMonth != null)
{
port000GrossSeries.RemoveReturn(excludeMonth);
}
portfolio000.AddReturnSeries(port000GrossSeries);
return(portfolio000);
}
private InvestmentVehicleBuilderForTests AddReturn(
MonthYear monthYear,
decimal returnValue,
FeeType feeType)
{
var netSeries = _investmentVehicle.GetAllReturnSeries().FirstOrDefault(s => { return(s.FeeType == feeType); });
if (netSeries == null)
{
netSeries = new MonthlyReturnSeries()
{
FeeType = feeType
};
_investmentVehicle.AddReturnSeries(netSeries);
}
netSeries.AddReturn(monthYear, returnValue);
return(this);
}
public void GetEntitiesWithReturnSeriesShouldMapSingleEntityAndSingleReturn()
{
var testHelper = new EntityReturnsRepositoryTestHelper();
testHelper
.SetupGetAllEntities(c => c.AddPortfolio(100, "Port100"));
testHelper.SetupGetReturnSeries(
new[] { 100 },
c => c.AddNetOfFeesReturnSeries(1000, 100));
testHelper
.SetupGetMonthlyReturns(new [] { 1000 },
c => c.Add(new MonthlyReturnDto()
{
ReturnSeriesId = 1000, Year = 2000, Month = 1, ReturnValue = 0.1m
}));
var repository = testHelper.CreateEntityReturnsRepository();
var results = repository.GetAllInvestmentVehicles();
var expectedEntity = new InvestmentVehicle()
{
Number = 100,
Name = "Port100",
InvestmentVehicleType = InvestmentVehicleType.Portfolio
};
var returnSeries = new MonthlyReturnSeries()
{
ReturnSeriesId = 1000, FeeType = FeeType.NetOfFees
};
expectedEntity.AddReturnSeries(returnSeries);
returnSeries.AddReturn(new MonthYear(2000, 1), 0.1m);
Assert.Equal(results[0], expectedEntity);
}
public MonthlyReturnSeriesForCalculateReturnTests()
{
_returnSeries = new MonthlyReturnSeries();
}
