public IPortfolioValuationHistory GetPortfolioValuationHistory(string filePath)
{
PortfolioValuationSummaryDataModel portfolioModel = _portfolioModelDeserialiser.GetReportDataModel(filePath);
var portfolioValuationHistory = new PortfolioValuationHistory(portfolioModel.MetaData.PortfolioName, (double)portfolioModel.MetaData.InitialBalance);
IEnumerable <IValuationData> valuationData = portfolioModel.PortfolioValuationData.Select(x => new ValuationData(x.ValuationDate, (double)x.PortfolioValuation));
valuationData.ToList().ForEach(portfolioValuationHistory.AddValuationData);
return(portfolioValuationHistory);
}
private void EnrichReportingModelWithStatistics()
{
var portfolioValuationHistory = new PortfolioValuationHistory(_portfolioValuationSummary.MetaData.PortfolioName, (double)_portfolioValuationSummary.MetaData.InitialBalance);
IEnumerable <IValuationData> valuationData = _portfolioValuationSummary.PortfolioValuationData.Select(x => new ValuationData(x.ValuationDate, (double)x.PortfolioValuation));
valuationData.ToList().ForEach(portfolioValuationHistory.AddValuationData);
IPortfolioStatisticsData statisticsCalculationData = _statisticsCalculationManager.GetPortfolioStatisticsData(portfolioValuationHistory);
_logger.Information($"Portfolio run from {statisticsCalculationData.StartDate.ToString("yyyy-MM-dd")} to {statisticsCalculationData.EndDate.ToString("yyyy-MM-dd")}");
_logger.Information($"Portfolio name: {statisticsCalculationData.PortfolioIdentifier}");
_logger.Information(string.Format("Initial valuation: {0:0.00}", statisticsCalculationData.InitialValuation));
_logger.Information(string.Format("Final valuation: {0:0.00}", statisticsCalculationData.FinalValuation));
_logger.Information(string.Format("Portfolio Total Returns: {0:0.00} %", statisticsCalculationData.TotalReturns));
_logger.Information(string.Format("Portfolio Standard Deviation: {0:0.00} %", statisticsCalculationData.DailyReturnsVolatility));
_logger.Information(string.Format("Returns to Volatility ratio: {0:0.00}", statisticsCalculationData.ReturnsToVolatilityRatio));
PortfolioRunStatistics portfolioStatistics = _xmlModelFactory.GetPortfolioRunStatistics(statisticsCalculationData);
_portfolioValuationSummary.RunStatistics = portfolioStatistics;
}
