public async Task GetPerformance()
{
var mockRepository = new MockRepository(MockBehavior.Strict);
var portfolioId = Guid.NewGuid();
var dateRange = new DateRange(new Date(2001, 02, 03), new Date(2008, 06, 30));
var response = new PortfolioPerformanceResponse()
{
ChangeInMarketValue = 1000.00m
};
var messageHandler = mockRepository.Create <IRestClientMessageHandler>();
messageHandler.SetupProperty(x => x.Portfolio, portfolioId);
messageHandler.Setup(x => x.GetAsync <PortfolioPerformanceResponse>(It.Is <string>(x => x == "portfolio/" + portfolioId + "/performance?fromdate=2001-02-03&todate=2008-06-30")))
.Returns(Task <PortfolioPerformanceResponse> .FromResult(response))
.Verifiable();
var resource = new PortfolioResource(messageHandler.Object);
var result = await resource.GetPerformance(dateRange);
result.Should().Be(response);
mockRepository.Verify();
}
public void GetPerformanceStartDateOnly()
{
var mockRepository = new MockRepository(MockBehavior.Strict);
var response = new PortfolioPerformanceResponse();
var service = mockRepository.Create <IPortfolioPerformanceService>();
service.Setup(x => x.GetPerformance(new DateRange(new Date(2000, 01, 01), new Date(2000, 12, 31)))).Returns(ServiceResult <PortfolioPerformanceResponse> .Ok(response)).Verifiable();
var controller = new PortfolioController();
var result = controller.GetPerformance(service.Object, new DateTime(2000, 01, 01), null);
result.Result.Should().BeOkObjectResult().Value.Should().Be(response);
mockRepository.VerifyAll();
}
public void GetPerformanceNoDates()
{
var mockRepository = new MockRepository(MockBehavior.Strict);
var response = new PortfolioPerformanceResponse();
var service = mockRepository.Create <IPortfolioPerformanceService>();
service.Setup(x => x.GetPerformance(new DateRange(Date.Today.AddYears(-1).AddDays(1), Date.Today))).Returns(ServiceResult <PortfolioPerformanceResponse> .Ok(response)).Verifiable();
var controller = new PortfolioController();
var result = controller.GetPerformance(service.Object, null, null);
result.Result.Should().BeOkObjectResult().Value.Should().Be(response);
mockRepository.VerifyAll();
}
public ServiceResult <PortfolioPerformanceResponse> GetPerformance(DateRange dateRange)
{
if (_Portfolio == null)
{
return(ServiceResult <PortfolioPerformanceResponse> .NotFound());
}
var response = new PortfolioPerformanceResponse();
var dateRangeExcludingFirstDay = new DateRange(dateRange.FromDate.AddDays(1), dateRange.ToDate);
var openingHoldings = _Portfolio.Holdings.All(dateRange.FromDate);
var closingHoldings = _Portfolio.Holdings.All(dateRange.ToDate);
var workingList = new List <HoldingPerformanceWorkItem>();
HoldingPerformanceWorkItem workItem;
// Add opening holdings
foreach (var holding in openingHoldings)
{
workItem = new HoldingPerformanceWorkItem(holding.Stock.ToSummaryResponse(dateRange.FromDate));
var value = holding.Value(dateRange.FromDate);
workItem.HoldingPerformance.OpeningBalance = value;
workItem.StartDate = dateRange.FromDate;
workItem.InitialValue = value;
workingList.Add(workItem);
}
// Process transactions during the period
var transactions = _Portfolio.Transactions.InDateRange(dateRangeExcludingFirstDay);
foreach (var transaction in transactions)
{
if ((transaction is Aquisition) ||
(transaction is OpeningBalance) ||
(transaction is Disposal) ||
(transaction is IncomeReceived))
{
var newItem = false;
workItem = workingList.FirstOrDefault(x => x.HoldingPerformance.Stock.Id == transaction.Stock.Id);
if (workItem == null)
{
newItem = true;
workItem = new HoldingPerformanceWorkItem(transaction.Stock.ToSummaryResponse(dateRange.FromDate));
workItem.HoldingPerformance.OpeningBalance = 0.00m;
workingList.Add(workItem);
}
if (transaction is Aquisition aquisition)
{
var value = aquisition.Units * aquisition.AveragePrice;
workItem.HoldingPerformance.Purchases += value;
if (newItem)
{
workItem.StartDate = aquisition.Date;
workItem.InitialValue = value;
}
else
{
workItem.CashFlows.Add(aquisition.Date, -value);
}
}
else if (transaction is OpeningBalance openingBalance)
{
workItem.HoldingPerformance.Purchases += openingBalance.CostBase;
if (newItem)
{
workItem.StartDate = openingBalance.Date;
workItem.InitialValue = openingBalance.CostBase;
}
else
{
workItem.CashFlows.Add(openingBalance.Date, -openingBalance.CostBase);
}
}
else if (transaction is Disposal disposal)
{
var value = disposal.Units * disposal.AveragePrice;
workItem.HoldingPerformance.Sales += value;
workItem.CashFlows.Add(disposal.Date, value);
}
else if (transaction is IncomeReceived income)
{
workItem.HoldingPerformance.Dividends += income.CashIncome;
workItem.CashFlows.Add(income.Date, income.CashIncome);
}
}
}
// Populate HoldingPerformance from work list
foreach (var item in workingList)
{
// var holding = closingHoldings.FirstOrDefault(x => x.Stock.Id == item.HoldingPerformance.Stock.Id);
var holding = _Portfolio.Holdings[item.HoldingPerformance.Stock.Id];
if (holding.EffectivePeriod.ToDate < dateRange.ToDate)
{
// Holding sold before period ended
item.HoldingPerformance.ClosingBalance = 0.00m;
item.EndDate = holding.EffectivePeriod.ToDate;
item.FinalValue = 0.00m;
item.HoldingPerformance.DrpCashBalance = 0.00m;
}
else
{
// Holding still held at period end
var value = holding.Value(dateRange.ToDate);
item.HoldingPerformance.ClosingBalance = value;
item.EndDate = dateRange.ToDate;
item.FinalValue = value;
item.HoldingPerformance.DrpCashBalance = holding.DrpAccount.Balance(dateRange.ToDate);
}
item.HoldingPerformance.CapitalGain = item.HoldingPerformance.ClosingBalance - (item.HoldingPerformance.OpeningBalance + item.HoldingPerformance.Purchases - item.HoldingPerformance.Sales);
item.HoldingPerformance.TotalReturn = item.HoldingPerformance.CapitalGain + item.HoldingPerformance.Dividends;
var irr = IrrCalculator.CalculateIrr(item.StartDate, item.InitialValue, item.EndDate, item.FinalValue, item.CashFlows);
if (double.IsNaN(irr) || double.IsInfinity(irr))
{
item.HoldingPerformance.Irr = 0.00M;
}
else
{
item.HoldingPerformance.Irr = (decimal)Math.Round(irr, 5);
}
response.HoldingPerformance.Add(item.HoldingPerformance);
}
var cashTransactions = _Portfolio.CashAccount.Transactions.InDateRange(dateRangeExcludingFirstDay);
response.OpeningCashBalance = _Portfolio.CashAccount.Balance(dateRange.FromDate);
response.Deposits = cashTransactions.Where(x => x.Type == BankAccountTransactionType.Deposit).Sum(x => x.Amount);
response.Withdrawls = cashTransactions.Where(x => x.Type == BankAccountTransactionType.Withdrawl).Sum(x => x.Amount);
response.Interest = cashTransactions.Where(x => x.Type == BankAccountTransactionType.Interest).Sum(x => x.Amount);
response.Fees = cashTransactions.Where(x => x.Type == BankAccountTransactionType.Fee).Sum(x => x.Amount);
response.ClosingCashBalance = _Portfolio.CashAccount.Balance(dateRange.ToDate);
response.OpeningBalance = openingHoldings.Sum(x => x.Value(dateRange.FromDate));
response.Dividends = response.HoldingPerformance.Sum(x => x.Dividends);
response.ChangeInMarketValue = response.HoldingPerformance.Sum(x => x.CapitalGain);
response.OutstandingDRPAmount = -response.HoldingPerformance.Sum(x => x.DrpCashBalance);
response.ClosingBalance = closingHoldings.Sum(x => x.Value(dateRange.ToDate));
return(ServiceResult <PortfolioPerformanceResponse> .Ok(response));
}