private BarGraphSeries stressTestMarketRiseSeries(Dictionary<int, ReturnData> prices, string seriesName, string colourHex, XElement rpt)
{
var test1 = new StressTest("bull", rpt);
// Bull
var start1 = test1.PreDate ? prices.Last(p => p.Key < test1.FromIntegerDate).Value : prices[test1.FromIntegerDate];
var end1 = prices[test1.ToIntegerDate];
double return1 = (end1.Value - start1.Value) / start1.Value;
// Bear
var test3 = new StressTest("bear", rpt);
var start3 = test3.PreDate ? prices.Last(p => p.Key < test3.FromIntegerDate).Value : prices[test3.FromIntegerDate];
var end3 = prices[test3.ToIntegerDate];
double return3 = (end3.Value - start3.Value) / start3.Value;
// Ten Year Return
var test2 = new StressTest("ten-year", rpt);
var start2 = prices.ElementAt(prices.Count() - 121);
var end2 = prices.Last();
double return2 = Math.Log(end2.Value.Value / start2.Value.Value);
test2.FromDate = start2.Value.DateFromInteger;
test2.ToDate = end2.Value.DateFromInteger;
var series = new BarGraphSeries
{
Name = seriesName,
ColourHex = colourHex,
PointNames = new string[] { test1.PointName, test3.PointName, test2.PointName },
Values = new double[] { return1, return3, return2 }
};
return series;
}
private BarGraphSeries stressTestMarketCrashSeries(Dictionary<int, ReturnData> prices, string seriesName, string colourHex, XElement rpt)
{
//new StressTest("russian-debt-crisis", rpt);
var tests = new StressTest[] {
new StressTest("economic-slowdown", rpt),
new StressTest("technology-bubble-burst", rpt),
new StressTest("zeros-collapse", rpt),
new StressTest("credit-crunch", rpt)
};
var pointNames = new string[tests.Length];
var values = new double[tests.Length];
for (int i = 0; i < tests.Length; i++) {
var t = tests[i];
var start = t.PreDate ? prices.Last(p => p.Key < t.FromIntegerDate).Value : prices[t.FromIntegerDate];
var end = prices[t.ToIntegerDate];
double rtrn = (end.Value - start.Value) / start.Value;
pointNames[i] = t.PointName;
values[i] = rtrn;
}
var series = new BarGraphSeries
{
Name = seriesName,
ColourHex = colourHex,
PointNames = pointNames,
Values = values
};
return series;
}