private void Percentiles(List <OutcomeSummary> list, InputData input)
{
WriteManager.Write($" * Percentile Outcomes:");
var outcomeInvestmentAmount = new List <Narvalo.Money>();
foreach (var outcome in list)
{
outcomeInvestmentAmount.Add(outcome.Outcomes.Last().NewPortfolio.InvestmentAmount);
}
outcomeInvestmentAmount.Sort();
var outcomesAsDecimal = new List <decimal>();
foreach (var outcome in outcomeInvestmentAmount)
{
outcomesAsDecimal.Add(outcome.Amount);
}
WriteManager.Write($" - Min: {outcomeInvestmentAmount.First().ToDecimal().MakeReadable()}");
foreach (var item in new double[] { .001, .01, .03, .05, .08, .10, .25, .40, .50, .60, .75, .85, .95, .99, .999 })
{
var value = $"000{item * 100}";
WriteManager.Write($" - {value.Substring(value.Length-4)}%'tile: {outcomesAsDecimal.ToPercentile(item).MakeReadable()}");
}
WriteManager.Write($" - Max: {outcomeInvestmentAmount.Last().ToDecimal().MakeReadable()}");
}
public void ParseAndDispatch(string[] args)
{
var pArgs = GenericArgsParser.Parse(args);
if (!string.IsNullOrEmpty(pArgs.ErrorMessage))
{
WriteManager.Write(pArgs.ErrorMessage);
return;
}
switch (pArgs.DispatchMode)
{
case DispatchModes.Test:
new DispatchTest().Execute(pArgs);
break;
case DispatchModes.Input:
new DispatchInputData().Execute(pArgs);
break;
case DispatchModes.Help:
new DispatchHelp().Execute(pArgs);
break;
case DispatchModes.Create:
new DispatchCreateFile().Execute(pArgs);
break;
//TODO Help.
default:
WriteManager.Write($"Invalid Mode: {pArgs.DispatchMode}");
return;
}
}
public override void Report(List <OutcomeSummary> list, InputData input)
{
foreach (var item in CreateCsvReport(list, input))
{
WriteManager.Write($"Writing data to {item.Key}");
System.IO.File.WriteAllText(item.Key, item.Value);
}
}
public override void Report(List <OutcomeSummary> list, InputData input)
{
//I'm imagining a time where an external program like a website call the exe and wants only this output...
WriteManager.Writer = WriterToResetTo;
var text = CreateGiantCsv(list, input);
WriteManager.Write(text);
}
public override void Report(List <OutcomeSummary> list, InputData input)
{
var filename = $"Execution_{Guid.NewGuid()}.csv";
var path = System.IO.Path.GetTempPath();
var fullPath = path + filename;
var text = CreateGiantCsv(list, input);
WriteManager.Write($"Writing data to {fullPath}");
System.IO.File.WriteAllText(fullPath, text);
}
public void Report(List <OutcomeSummary> list, InputData input)
{
var percentage = input.PercentageOfInitialPortolioIsClose * 100;
WriteManager.Write($" * Simulations: {list.Count}");
WriteManager.Write($" * Failures: {list.Count(a => a.IsFail)}");
WriteManager.Write($" * Close to Failures, but not failed ({percentage}% or less initial portfolio): {list.Count(a => a.IsClose && !a.IsFail)}");
WriteManager.Write($" * Failure Probability: {((decimal)((decimal)list.Count(a => a.IsFail) / (decimal)list.Count) * 100M).MakeReadable()}%");
Percentiles(list, input);
PercentageDropFromInitialInvestment(list, input);
}
public void Execute(GenericArgsParser args)
{
var input = ArgsToInputData(args);
var method = args.EvaluationMethod;
var defaultMethod = "AllYears";
if (method == null || !Simulation.ContainsKey(method))
{
WriteManager.Write($"Invalid evaluation method '{method}'. Replacing with '{defaultMethod}'");
method = defaultMethod;
}
Simulation[method].Mode = args.Mode;
Simulation[method].ExecuteSimulate(input);
}
public static InputData FromFileSafe(string path, InputData defaultValue)
{
InputData data;
if (!File.Exists(path))
{
WriteManager.Write($"Unable to find '{path}'. Using default values.");
data = defaultValue;
}
else
{
data = FromString(File.ReadAllText(path));
}
return(data);
}
public void Report(List <OutcomeSummary> list, InputData input)
{
foreach (var summary in list)
{
WriteManager.Write($"***********Run # {summary.RowNumber}***********");
WriteManager.Write("-----");
WriteManager.Write($"Started: {summary.PortolioStartTime.PrettyDate()} ");
WriteManager.Write($"- Is Failure: {summary.IsFail}");
WriteManager.Write($"- Is Close: {summary.IsClose}");
WriteManager.Write($"- Worst Month: {summary.WorstMonth}");
WriteManager.Write($"- Worst Amount: {summary.WorstAmount.MakeReadable()}");
WriteManager.Write($"- Total Returns By Category: {summary.TotalReturnsByCategory.DictToString()}");
WriteManager.Write("-----");
var period = 0;
foreach (var item in summary.Outcomes)
{
period++;
WriteManager.Write($"Period: {period} - {item}");
}
WriteManager.Write($"***********End of Run # {summary.RowNumber}***********");
}
}
private void PercentageDropFromInitialInvestment(List <OutcomeSummary> list, InputData input)
{
WriteManager.Write($" * % of portfolios that fell between:");
var initAmt = input.InitialAmount;
var tenPercentOfInitAmt = initAmt / 10;
var outcomeInvestmentAmount = new List <decimal>();
//var lowestValue = initAmt;
foreach (var outcomeSummary in list)
{
//foreach (var outcome in outcomeSummary.Outcomes)
//{
// var checkedValue = outcome.NewPortfolio.InvestmentAmount;
// if (lowestValue>checkedValue)
// {
// lowestValue = checkedValue;
// }
//}
outcomeInvestmentAmount.Add(outcomeSummary.WorstAmount);
//lowestValue = initAmt;
}
WriteManager.Write($" - Portfolios that fell between 0-10% of initial investment: {PercentageDropCalculation(outcomeInvestmentAmount, decimal.MinValue, tenPercentOfInitAmt)}");
foreach (var item in new decimal[] { 10, 20, 30, 40, 50, 60, 70, 80 })
{
var dec = .1M * item;
WriteManager.Write($" - Portfolios that fell between {item}-{item+10}% of initial investment: {PercentageDropCalculation(outcomeInvestmentAmount, dec * tenPercentOfInitAmt, (dec+1) * tenPercentOfInitAmt)}");
}
WriteManager.Write($" - Portfolios that fell between 90-100% of initial investment: {PercentageDropCalculation(outcomeInvestmentAmount, tenPercentOfInitAmt * 9, decimal.MaxValue)}");
}
public void Execute(GenericArgsParser args)
{
var input = new InputData();
input.IncomeAndExpenses.Add(
new ExpenseOffset()
{
OffsetAmount = (((InputData.InitialAmt * .043M) / 12) * -1).AsMoney()
});
input.IncomeAndExpenses.Add(new ExpenseOffset()
{
StartMonth = 380,
OffsetAmount = 1099.AsMoney(),
});
input.IncomeAndExpenses.Add(new ExpenseOffset()
{
StartMonth = 40,
EndMonth = 200,
OffsetAmount = 800.AsMoney(),
});
input.FilePath = "";
input.Adjustments.Clear();
input.AdjustmentTranslation = new List <AdjustmentTranslationData>()
{
new AdjustmentTranslationData()
{
Type = "AdjustByGlide",
NameToStringValue = new Dictionary <string, List <string> >
{
{ "from", new List <string>()
{
"Equity"
} },
{ "to", new List <string>()
{
"Bond"
} },
},
NameToDecimalValue = new Dictionary <string, decimal>()
{
{ "glide", 5m / 12 }
}
},
new AdjustmentTranslationData()
{
Type = "AdjustByMaxValues",
NameToDecimalValue = new Dictionary <string, decimal>()
{
{ "Equity", 75 }
}
},
new AdjustmentTranslationData()
{
Type = "AdjustByMinValues",
NameToDecimalValue = new Dictionary <string, decimal>()
{
{ "Bond", 5 },
{ "Equity", 20 },
{ "Gold", 15 },
}
},
new AdjustmentTranslationData()
{
Type = "AdjustByCapeRatio",
NameToStringValue = new Dictionary <string, List <string> >
{
{ "from", new List <string>()
{
"Bond"
} },
{ "to", new List <string>()
{
"Equity"
} },
},
NameToDecimalValue = new Dictionary <string, decimal>()
{
{ "max_cape_before_action", 20 },
{ "percentage_to_adjust_by", .2M },
{ "amount_of_cape_excess_to_increase_adjustment", 10M }
}
}
};
Input.ToFile(input, args.InputFilePath);
WriteManager.Write("Execution Completed.");
}
public override void PrintSimulationSpecificDetails(List <OutcomeSummary> list)
{
WriteManager.Write($" * Failure Details: \n - {string.Join("\n - ", list.Where(a => a.IsFail).OrderBy(b => b.IsCloseFirstMonth).Select(b => $" Initial Date: {b.PortolioStartTime.PrettyDate()}, First Close Month: {b.IsCloseFirstMonth}, First Failure Month: {b.FirstFailureMonth}, Worst Month: {b.WorstMonth}, Worst Amount: {b.WorstAmount.MakeReadable()}").ToList())}");
WriteManager.Write($" * Close Details: \n - {string.Join("\n - ", list.Where(a => a.IsClose && !a.IsFail).OrderBy(b => b.IsCloseFirstMonth).Select(b => $" Initial Date: {b.PortolioStartTime.PrettyDate()}, First Close Month: {b.IsCloseFirstMonth}, Worst Month: {b.WorstMonth}, Worst Amount: {b.WorstAmount.MakeReadable()}").ToList())}");
WriteManager.Write($" * Top 10 Worst Details: \n - {string.Join("\n - ", list.OrderBy(a => a.WorstAmount).Take(10).Select(b => $" Initial Date: {b.PortolioStartTime.PrettyDate()}, Worst Month: {b.WorstMonth}, Worst Amount: {b.WorstAmount.MakeReadable()}").ToList())}");
}
public void Write(string write)
{
WriteManager.Write(write);
}
