public void AddMonthsTest()
{
var my = new MonthYear(1, 2000);
var actual = my.AddMonths(1);
var expected = new MonthYear(2, 2000);
Assert.AreEqual(expected.Month, actual.Month);
Assert.AreEqual(expected.Year, actual.Year);
actual = my.AddMonths(-1);
expected = new MonthYear(12, 1999);
Assert.AreEqual(expected.Month, actual.Month);
Assert.AreEqual(expected.Year, actual.Year);
}
private InvestmentVehicleReturnsRepositoryStub CreateRepositoryStubWithSinglePortfolio(
MonthYear monthYear)
{
var repositoryStub = new InvestmentVehicleReturnsRepositoryStub();
var portfolio = InvestmentVehicleBuilderForTests
.SetupPortfolio(100, "Portfolio100")
.AddNetReturn(monthYear, 0.1m)
.AddNetReturn(monthYear.AddMonths(-1), 0.2m)
.AddNetReturn(monthYear.AddMonths(-2), 0.3m)
.AddNetReturn(monthYear.AddMonths(-3), 0.4m)
.AddNetReturn(monthYear.AddMonths(-4), 0.5m)
.Create();
repositoryStub.AddInvestmentVehicle(portfolio);
return(repositoryStub);
}
public void ShouldWriteMonthForYearToCurrentMonth()
{
var monthYear = new MonthYear(2000, 3);
var investmentVehicle = InvestmentVehicleFactoryForTests
.SetupPortfolio(100, "Portfolio 100")
.AddNetReturn(monthYear, 0.1m)
.AddNetReturn(monthYear.AddMonths(-1), 0.2m)
.AddNetReturn(monthYear.AddMonths(-2), 0.3m)
.AddNetReturn(monthYear.AddMonths(-3), 0.4m)
.Create();
_investmentVehicleReturnsRepositoryStub.AddInvestmentVehicle(investmentVehicle);
var omniDataFileCreator = CreateOmniDataFileCreator();
omniDataFileCreator.CreateFile(monthYear, _fullFilePath);
Assert.Equal(6, _flatFileIoSpy.NumberOfLines);
Assert.True(_flatFileIoSpy.ContainsLine("100|Portfolio|Portfolio 100|N|M|2000-3-31|0.1"));
Assert.True(_flatFileIoSpy.ContainsLine("100|Portfolio|Portfolio 100|N|M|2000-2-29|0.2"));
Assert.True(_flatFileIoSpy.ContainsLine("100|Portfolio|Portfolio 100|N|M|2000-1-31|0.3"));
}
public void CalculateReturnShouldApplyGeoMetricLinkingWhenGivenMultipleMonths()
{
var month = new MonthYear(2013, 1);
var previousMonth = month.AddMonths(-1);
_returnSeries.AddReturn(previousMonth, 0.2m);
_returnSeries.AddReturn(month, 0.1m);
var result = _returnSeries.CalculateReturn(new CalculateReturnRequest(month, 2));
var expectedResult = ReturnResult.CreateWithValue(0.32m, "((1 + 0.2) * (1 + 0.1) - 1) = 0.32");
Assert.NotNull(result);
result.ShouldBeSameAs(expectedResult);
}
public void CalculateReturnShouldErrorWhenMonthMissing()
{
var month = new MonthYear(2013, 1);
var previousMonth = month.AddMonths(-1);
var previousMonth2 = previousMonth.AddMonths(-1);
_returnSeries.AddReturn(previousMonth2, 0.3m);
//_returnSeries.AddReturn(previousMonth, 0.2m); -- Missing
_returnSeries.AddReturn(month, 0.1m);
var result = _returnSeries.CalculateReturn(new CalculateReturnRequest(month, 2));
var expectedResult = ReturnResult.CreateWithError("Could not find a complete / unique set of months.");
Assert.NotNull(result);
result.ShouldBeSameAs(expectedResult);
}
public AdvancedPageViewModel() : base()
{
Culture = CultureInfo.CreateSpecificCulture("en-GB");
// testing all kinds of adding events
// when initializing collection
MonthYear = MonthYear.AddMonths(1);
Task.Delay(5000).ContinueWith(_ =>
{
// indexer - update later
Task.Delay(3000).ContinueWith(t =>
{
MonthYear = MonthYear.AddMonths(-2);
// get observable collection later
}, TaskScheduler.FromCurrentSynchronizationContext());
}, TaskScheduler.FromCurrentSynchronizationContext());
}
private InvestmentVehicle SetupFourMonthsOfData(
MonthYear monthYear)
{
var investmentVehicle = InvestmentVehicleFactoryForTests
.SetupPortfolio(100, "Portfolio 100")
.AddNetReturn(monthYear, 0.1m)
.AddNetReturn(monthYear.AddMonths(-1), 0.2m)
.AddNetReturn(monthYear.AddMonths(-2), 0.3m)
.AddNetReturn(monthYear.AddMonths(-3), 0.4m)
.AddGrossReturn(monthYear, 0.5m)
.AddGrossReturn(monthYear.AddMonths(-1), 0.6m)
.AddGrossReturn(monthYear.AddMonths(-2), 0.7m)
.AddGrossReturn(monthYear.AddMonths(-3), 0.8m)
.Create();
return(investmentVehicle);
}
public AdvancedPageViewModel() : base()
{
Culture = CultureInfo.CreateSpecificCulture("en-GB");
// testing all kinds of adding events
// when initializing collection
Events = new EventCollection
{
[DateTime.Now.AddDays(-3)] = new List <AdvancedEventModel>(GenerateEvents(10, "Cool")),
[DateTime.Now.AddDays(-6)] = new DayEventCollection <AdvancedEventModel>(Color.Purple, Color.Purple)
{
new AdvancedEventModel {
Name = "Cool event1", Description = "This is Cool event1's description!", Starting = new DateTime()
},
new AdvancedEventModel {
Name = "Cool event2", Description = "This is Cool event2's description!", Starting = new DateTime()
}
}
};
//Adding a day with a different dot color
Events.Add(DateTime.Now.AddDays(-2), new DayEventCollection <AdvancedEventModel>(GenerateEvents(10, "Cool"))
{
EventIndicatorColor = Color.Blue, EventIndicatorSelectedColor = Color.Blue
});
Events.Add(DateTime.Now.AddDays(-4), new DayEventCollection <AdvancedEventModel>(GenerateEvents(10, "Cool"))
{
EventIndicatorColor = Color.Green, EventIndicatorSelectedColor = Color.White
});
Events.Add(DateTime.Now.AddDays(-5), new DayEventCollection <AdvancedEventModel>(GenerateEvents(10, "Cool"))
{
EventIndicatorColor = Color.Orange, EventIndicatorSelectedColor = Color.Orange
});
// with add method
Events.Add(DateTime.Now.AddDays(-1), new List <AdvancedEventModel>(GenerateEvents(5, "Cool")));
// with indexer
Events[DateTime.Now] = new List <AdvancedEventModel>(GenerateEvents(2, "Boring"));
MonthYear = MonthYear.AddMonths(1);
Task.Delay(5000).ContinueWith(_ =>
{
// indexer - update later
Events[DateTime.Now] = new ObservableCollection <AdvancedEventModel>(GenerateEvents(10, "Cool"));
// add later
Events.Add(DateTime.Now.AddDays(3), new List <AdvancedEventModel>(GenerateEvents(5, "Cool")));
// indexer later
Events[DateTime.Now.AddDays(10)] = new List <AdvancedEventModel>(GenerateEvents(10, "Boring"));
// add later
Events.Add(DateTime.Now.AddDays(15), new List <AdvancedEventModel>(GenerateEvents(10, "Cool")));
Task.Delay(3000).ContinueWith(t =>
{
MonthYear = MonthYear.AddMonths(-2);
// get observable collection later
var todayEvents = Events[DateTime.Now] as ObservableCollection <AdvancedEventModel>;
// insert/add items to observable collection
todayEvents.Insert(0, new AdvancedEventModel {
Name = "Cool event insert", Description = "This is Cool event's description!", Starting = new DateTime()
});
todayEvents.Add(new AdvancedEventModel {
Name = "Cool event add", Description = "This is Cool event's description!", Starting = new DateTime()
});
}, TaskScheduler.FromCurrentSynchronizationContext());
}, TaskScheduler.FromCurrentSynchronizationContext());
}
public void CalculateReturnShouldNotAnnualizeWhenGivenDoNotAnnualizeOption()
{
var month = new MonthYear(2013, 12);
_returnSeries.AddReturn(month, 0.1m);
_returnSeries.AddReturn(month.AddMonths(-1), 0.2m);
_returnSeries.AddReturn(month.AddMonths(-2), 0.3m);
_returnSeries.AddReturn(month.AddMonths(-3), 0.4m);
_returnSeries.AddReturn(month.AddMonths(-4), 0.5m);
_returnSeries.AddReturn(month.AddMonths(-5), 0.6m);
_returnSeries.AddReturn(month.AddMonths(-6), 0.7m);
_returnSeries.AddReturn(month.AddMonths(-7), 0.8m);
_returnSeries.AddReturn(month.AddMonths(-8), 0.9m);
_returnSeries.AddReturn(month.AddMonths(-9), 0.10m);
_returnSeries.AddReturn(month.AddMonths(-10), 0.11m);
_returnSeries.AddReturn(month.AddMonths(-11), 0.12m);
_returnSeries.AddReturn(month.AddMonths(-12), 0.13m);
_returnSeries.AddReturn(month.AddMonths(-13), 0.14m);
var req = new CalculateReturnRequest(month, 13);
req.AnnualizeAction = AnnualizeActionEnum.DoNotAnnualize;
var result = _returnSeries.CalculateReturn(req);
string expectedCalculation = @"((1 + ((1 + ((1 + ((1 + ((1 + ((1 + ((1 + ((1 + ((1 + ((1 + ((1 + ((1 + 0.1) * (1 + 0.2) - 1)) * (1 + 0.3) - 1)) * (1 + 0.4) - 1)) * (1 + 0.5) - 1)) * (1 + 0.6) - 1)) * (1 + 0.7) - 1)) * (1 + 0.8) - 1)) * (1 + 0.9) - 1)) * (1 + 0.10) - 1)) * (1 + 0.11) - 1)) * (1 + 0.12) - 1)) * (1 + 0.13) - 1) = 50.80166493428326400";
var expectedResult = ReturnResult.CreateWithValue(50.80166493428326400m, expectedCalculation);
Assert.NotNull(result);
result.ShouldBeSameAs(expectedResult);
}
public void CalculateReturnShouldAnnualizeGivenMonthsGreaterThan12()
{
var month = new MonthYear(2013, 12);
_returnSeries.AddReturn(month, 0.1m);
_returnSeries.AddReturn(month.AddMonths(-1), 0.2m);
_returnSeries.AddReturn(month.AddMonths(-2), 0.3m);
_returnSeries.AddReturn(month.AddMonths(-3), 0.4m);
_returnSeries.AddReturn(month.AddMonths(-4), 0.5m);
_returnSeries.AddReturn(month.AddMonths(-5), 0.6m);
_returnSeries.AddReturn(month.AddMonths(-6), 0.7m);
_returnSeries.AddReturn(month.AddMonths(-7), 0.8m);
_returnSeries.AddReturn(month.AddMonths(-8), 0.9m);
_returnSeries.AddReturn(month.AddMonths(-9), 0.10m);
_returnSeries.AddReturn(month.AddMonths(-10), 0.11m);
_returnSeries.AddReturn(month.AddMonths(-11), 0.12m);
_returnSeries.AddReturn(month.AddMonths(-12), 0.13m);
_returnSeries.AddReturn(month.AddMonths(-13), 0.14m);
var result = _returnSeries.CalculateReturn(new CalculateReturnRequest(month, 13));
string expectedCalculation = @"((1 + ((1 + ((1 + ((1 + ((1 + ((1 + ((1 + ((1 + ((1 + ((1 + ((1 + ((1 + 0.1) * (1 + 0.2) - 1)) * (1 + 0.3) - 1)) * (1 + 0.4) - 1)) * (1 + 0.5) - 1)) * (1 + 0.6) - 1)) * (1 + 0.7) - 1)) * (1 + 0.8) - 1)) * (1 + 0.9) - 1)) * (1 + 0.10) - 1)) * (1 + 0.11) - 1)) * (1 + 0.12) - 1)) * (1 + 0.13) - 1) = 50.80166493428326400"
+ System.Environment.NewLine + @"((1 + 50.80166493428326400) ^ (12 * 1 / 13)) - 1 = 37.2358830610463";
var expectedResult = ReturnResult.CreateWithValue(37.2358830610463m, expectedCalculation);
Assert.NotNull(result);
result.ShouldBeSameAs(expectedResult);
}
