public void AllYearsProcessesCorrectly()
{
var input = new InputData()
{
PeriodsWithinSimulation = 50,
LastYearOfDataUsed = 1939,
StartYear = 1930,
};
input.IncomeAndExpenses.Add(new ExpenseOffset()
{
StartMonth = 380,
OffsetAmount = 1050.AsMoney(),
});
input.FilePath = Path;
var sim = new AllYearsSimulation();
var result1 = sim.ExecuteSimulate(input);
var result2 = sim.ExecuteSimulate(input);
CompareLogic compareLogic = new CompareLogic();
var comp = compareLogic.Compare(result1, result2);
Assert.IsTrue(comp.AreEqual, "Verify data is consistently processed. Diff: " + comp.DifferencesString);
Assert.AreEqual(120, result1.Count, "Verify only 120 (12 months * 10 years) months were executed.");
}
public void VerifyOffsetIsCalculatedCorrectly()
{
var sim = new AllYearsSimulation();
var input = CreateInputData();
var result = sim.Run(CreateReturnData(), input, input.Adjustments);
Assert.IsNotNull(result);
foreach (var item in result[0].NewPortfolio.ComputedInvestments())
{
Assert.AreEqual(result[result.Count - 1].NewPortfolio.ComputedInvestments()[item.Key], item.Value);
}
}
public void VerifyOffsetIsCalculatedCorrectlyWithExcessOffset()
{
var sim = new AllYearsSimulation();
var input = CreateInputData();
input.Adjustments.Clear();
input.Adjustments.Add(new AdjustByIncomeAndExpenses(input.IncomeAndExpenses));
input.Adjustments.Add(new AdjustByGlide("Equity", "Bond", 200));
input.Adjustments.Add(new AdjustIncomeByStockPerformance());
var result = sim.Run(CreateReturnData(), input, input.Adjustments);
Assert.IsNotNull(result);
Assert.AreEqual(100, result[0].NewPortfolio.ComputedInvestments().Sum(a => a.Value));
}
public void VerifyOffsetIsCalculatedCorrectlyWithExcessOffset()
{
var sim = new AllYearsSimulation();
var input = CreateInputData();
input.Adjustments.Clear();
input = AddAdjustments(new AdjustByMaxMinValues(new Dictionary <string, decimal>()
{
{ "Bond", 120 },
{ "Equity", 0 }
}, null), input);
var result = sim.Run(CreateReturnData(), input, input.Adjustments);
Assert.IsNotNull(result);
Assert.AreEqual(100, result[0].NewPortfolio.ComputedInvestments().Sum(a => a.Value));
}
public void AllYearsProcessSameAsExcel()
{
var initialAmt = 630_000;
var incomeAndExpenseList = new List <ExpenseOffset> {
new ExpenseOffset()
{
OffsetAmount = (((initialAmt * .043M) / 12) * -1).AsMoney()
}
};
var input = new InputData()
{
PeriodsWithinSimulation = 600,
LastYearOfDataUsed = 1905,
StartYear = 1905,
InitialAmount = initialAmt,
IncomeAndExpenses = incomeAndExpenseList,
Portfolio = new Portfolio()
{
InvestmentAmount = initialAmt.AsMoney(),
Investments = new Dictionary <string, decimal>()
{
{ "Bond", 25 },
{ "Equity", 25 },
{ "Gold", 25 },
{ "Cash", 25 }
}
},
Adjustments = new List <IPortfolioAdjustments>()
{
new AdjustByIncomeAndExpenses(incomeAndExpenseList),
new AdjustIncomeByStockPerformance()
},
};
input.IncomeAndExpenses.Add(new ExpenseOffset()
{
StartMonth = 360,
OffsetAmount = 1050.AsMoney(),
});
input.FilePath = Path;
var sim = new AllYearsSimulation();
var result1 = sim.ExecuteSimulate(input);
input.DisplayNameToCsvHeader = new Dictionary <string, string>()
{
{ "Equity", CsvMapper.Equity_Return.Replace(" Return", "") },
{ "Bond", "10Y BM" },
{ "Cash", CsvMapper.Cash_Return.Replace(" Return", "") },
{ "Gold", CsvMapper.Gold_Return.Replace(" Return", "") }
};
//TODO Remove this test code used to compare two different spreadsheets.
//FileName = "Stock_Bond_Returns_new.csv";
//input.FilePath = Path;
//var result2 = sim.ExecuteSimulate(input);
//CompareLogic compareLogic = new CompareLogic()
//{
// Config = new ComparisonConfig()
// {
// MembersToIgnore = new List<string>()
// {
// "Input",
// },
// }
//};
//var comp = compareLogic.Compare(result1, result2);
//Assert.IsTrue(comp.AreEqual, "Verify data is consistently processed. Diff: " + comp.DifferencesString);
Assert.AreEqual(12, result1.Count, "Verify only 12 months were executed.");
//All the asserts aassumed a specific spreadsheet was correct. I don't think calculating P&L of negative portfolio is reasonable, so now P&L is set to 0 if the investment amount/portfolio is less than 0.
Assert.AreEqual(-474620.50.AsMoney().Normalize(MidpointRounding.AwayFromZero), result1[0].Outcomes[599].NewPortfolio.InvestmentAmount.Normalize(MidpointRounding.AwayFromZero));
//Calculated based upon big ern spreadsheet model.
//Used from old spreadsheet. New spreadsheet gives new value I need to validate again...
//Assert.AreEqual(-614296.48.AsMoney().Normalize(MidpointRounding.AwayFromZero), result1[0].Outcomes[599].NewPortfolio.InvestmentAmount.Normalize(MidpointRounding.AwayFromZero));
//Assert.AreEqual(-614296.48.AsMoney().Normalize(MidpointRounding.AwayFromZero), result2[0].Outcomes[599].NewPortfolio.InvestmentAmount.Normalize(MidpointRounding.AwayFromZero));
}
