static void Main(string[] args)
{
_services = ConfigureServices();
var loggerFactory = _services.GetRequiredService <IJ4JLoggerFactory>();
_logger = loggerFactory.CreateLogger(typeof(Program));
_context = _services.GetRequiredService <SimulationContext>();
if (!_context.Initialize(args))
{
Environment.ExitCode = 1;
return;
}
OutputAssumptions();
PressAnyKey("Press any key to run simulations");
_simulator = _services.GetRequiredService <Simulator>();
_simulator.Run(_context);
OutputToExcel(_simulator);
}
public bool Run(SimulationContext context)
{
IsValid = false;
if (context == null)
{
_logger.Error($"Undefined {nameof(context)}");
return(false);
}
Context = context;
Values = new double[Context.Years, Context.Investments, Context.Simulations];
InverseInvestmentGaussians = new InverseGaussian[Context.Investments];
var random = new Random();
for (var inv = 0; inv < Context.Investments; inv++)
{
InverseInvestmentGaussians[inv] = new InverseGaussian(
Context.MeanMarketReturn * random.NextDouble(),
Context.StdDevMarketReturn * random.NextDouble()
);
}
CalculateSimulations();
SummarizeRawGeometricReturns();
SummarizePortfolioReturnsByYear();
CalculatePortfolioReturnStandardDeviationsByYear();
CalculateGeometricMeanReturnsBySimulation();
IsValid = true;
return(true);
}
public BetaDistribution(SimulationContext simContext, IJ4JLoggerFactory loggerFactory)
: base("beta", simContext)
{
_logger = loggerFactory?.CreateLogger(this.GetType()) ??
throw new NullReferenceException(nameof(loggerFactory));
}