private void TenYearTest()
{
var ctx = new RepGenDataContext();
var data = ctx.ModelReturn("CO", "HNW");
// var data = ctx.AssetClassReturn(new DateTime(1999, 9, 30), "GLEQ");
ReturnCalculation calc = new ReturnCalculation();
var match = from d in data
select new ReturnData {
Value = calc.RebaseReturn(d),
Date = d.Date
};
foreach (var item in match) {
Console.WriteLine("{0}\t{1}", item.Date, item.Value);
}
Thread.Sleep(500000);
}
private List<ReturnData> calculateTenYearReturn(List<ReturnData> data)
{
int months = data.Count;
int startDate = data[months - 121].Date;
ReturnCalculation rc = new ReturnCalculation();
var rtrn = from d in data.Skip(months - 120)
select new ReturnData
{
Value = rc.RebaseReturn(d),
Date = d.Date
};
var tyr = rtrn.ToList();
var newItem = new ReturnData() { Date = startDate, Value = 0 };
tyr.Insert(0, newItem);
return tyr;
}
private void TenYearBenchTest()
{
var ctx = new RepGenDataContext();
var prices = ctx.BenchmarkPrice("CAMA");
ReturnCalculation cr = new ReturnCalculation();
ReturnCalculation cp = new ReturnCalculation();
var tyr = from p in prices
let rtrn = cr.Return(p)
select new ReturnData {
Value = cp.RebaseReturn(rtrn),
Date = p.Date
};
foreach (var item in tyr) {
Console.WriteLine("{0}\t{1}", item.Date, item.Value);
}
}
private List<ReturnData> calculateTenYearBenchmarkReturn(List<ReturnData> prices)
{
int months = prices.Count;
//int startIndex = months - Math.Min(121, months);
int startDate = prices[months - 121].Date;
ReturnCalculation cr = new ReturnCalculation();
ReturnCalculation cb = new ReturnCalculation();
var rtrn = from p in prices.Skip(months - 120)
let r = cr.Return(p)
select new ReturnData
{
Value = cb.RebaseReturn(r),
Date = p.Date
};
var tyr = rtrn.ToList();
var newItem = new ReturnData() { Date = startDate, Value = 0 };
tyr.Insert(0, newItem);
return tyr;
}
