public void CompoundDailyReturnsForStrategy1()
{
List <CompoundDailyReturn> compoundDailyReturns = _capitalService.GetCompoundDailyReturnsForStrategy("Strategy1");
List <CompoundDailyReturn> expectedCompoundDailyReturns = new List <CompoundDailyReturn> {
new CompoundDailyReturn {
Strategy = "Strategy1", Date = DateTime.Parse("2017-01-01"), CompoundReturn = 0.05M
},
new CompoundDailyReturn {
Strategy = "Strategy1", Date = DateTime.Parse("2017-01-02"), CompoundReturn = 0.11M
},
new CompoundDailyReturn {
Strategy = "Strategy1", Date = DateTime.Parse("2017-01-03"), CompoundReturn = 0.09M
},
new CompoundDailyReturn {
Strategy = "Strategy1", Date = DateTime.Parse("2017-01-04"), CompoundReturn = 0.19M
},
new CompoundDailyReturn {
Strategy = "Strategy1", Date = DateTime.Parse("2017-01-07"), CompoundReturn = 0.215M
},
new CompoundDailyReturn {
Strategy = "Strategy1", Date = DateTime.Parse("2017-01-08"), CompoundReturn = 0.225M
},
new CompoundDailyReturn {
Strategy = "Strategy1", Date = DateTime.Parse("2017-02-02"), CompoundReturn = 0.25869M
},
new CompoundDailyReturn {
Strategy = "Strategy1", Date = DateTime.Parse("2017-03-10"), CompoundReturn = 0.28386M
}
};
CollectionAssert.AreEquivalent(expectedCompoundDailyReturns, compoundDailyReturns);
}
public IActionResult GetCompoundDailyReturns(string strategy)
{
if (string.IsNullOrWhiteSpace(strategy))
{
Logger.Error("Invalid request: Strategy was not provided");
return(BadRequest("Strategy was not provided"));
}
var resultingCompoundDailyReturns = _capitalService.GetCompoundDailyReturnsForStrategy(strategy)
.Select(compoundDailyReturns => new
{
strategy = compoundDailyReturns.Strategy,
date = compoundDailyReturns.Date.ToString("yyyy-MM-dd"),
compoundReturn = compoundDailyReturns.CompoundReturn
});
return(Ok(resultingCompoundDailyReturns));
}
