private EquityCurve EcFromEquitySummaries(Dictionary <DateTime, decimal> summaries, Dictionary <DateTime, decimal> depositsWithdrawals)
{
if (summaries.Count == 0)
{
return(new EquityCurve(100, summaries.First().Key));
}
var ec = new EquityCurve(100, summaries.First().Key);
decimal lastTotal = summaries.First().Value;
bool first = true;
foreach (var kvp in summaries)
{
if (first)
{
first = false;
continue;
}
DateTime date = kvp.Key;
decimal total = kvp.Value;
decimal externalCashFlow = depositsWithdrawals.ContainsKey(date) ? depositsWithdrawals[date] : 0;
if (lastTotal != 0)
//make sure we avoid division by zero...equity can't change if we have 0 to start with anyway
{
double ret = (double)(((total - externalCashFlow) - lastTotal) / lastTotal);
ec.AddReturn(ret, date);
}
lastTotal = total;
}
ec.CalcFinalValues(summaries.Last().Key);
return(ec);
}
private EquityCurve EcFromEquitySummaries(List <EquitySummary> summaries, Dictionary <DateTime, decimal> depositsWithdrawals)
{
if (summaries.Count == 0)
{
return(new EquityCurve());
}
var ec = new EquityCurve();
decimal lastTotal = summaries[0].Total;
for (int i = 1; i < summaries.Count; i++)
{
var es = summaries[i];
decimal externalCashFlow = depositsWithdrawals.ContainsKey(es.Date) ? depositsWithdrawals[es.Date] : 0;
if (lastTotal != 0)
//make sure we avoid division by zero...equity can't change if we have 0 to start with anyway
{
double ret = (double)(((es.Total - externalCashFlow) - lastTotal) / lastTotal);
ec.AddReturn(ret, es.Date);
}
lastTotal = es.Total;
}
ec.CalcFinalValues(summaries.Last().Date);
return(ec);
}
private EquityCurve EcFromEquitySummaries(Dictionary<DateTime, decimal> summaries, Dictionary<DateTime, decimal> depositsWithdrawals)
{
if (summaries.Count == 0) return new EquityCurve(100, DateTime.Now);
var ec = new EquityCurve(100, summaries.First().Key);
decimal lastTotal = summaries.First().Value;
bool first = true;
foreach(var kvp in summaries)
{
if (first)
{
first = false;
continue;
}
DateTime date = kvp.Key;
decimal total = kvp.Value;
decimal externalCashFlow = depositsWithdrawals.ContainsKey(date) ? depositsWithdrawals[date] : 0;
if (lastTotal != 0)
//make sure we avoid division by zero...equity can't change if we have 0 to start with anyway
{
double ret = (double)(((total - externalCashFlow) - lastTotal) / lastTotal);
ec.AddReturn(ret, date);
}
lastTotal = total;
}
ec.CalcFinalValues(summaries.Last().Key);
return ec;
}