private decimal CalculateVariance()
{
decimal sumSquared = 0;
int yearSearchLimit = 2006;
List <decimal> annualReturns = new List <decimal>();
for (int i = yearSearchLimit; i < DateTime.UtcNow.Year; i++)
{
IEnumerable <HistoricalPrice> prices = YahooAPICalls.GetStockHistoricalPrices(Ticker, new DateTime(i, 1, 1), new DateTime(i, 12, 31));
if (prices == null)
{
yearSearchLimit += 1;
continue;
}
decimal yearStart = prices
.Single(p => p.Date == prices
.Select(pp => pp.Date).Min()).Price;
decimal yearEnd = prices
.Single(p => p.Date == prices
.Select(pp => pp.Date).Max()).Price;
decimal annualReturn = (yearEnd - yearStart) / yearStart;
annualReturns.Add(annualReturn);
}
int numYears = DateTime.Now.Year - yearSearchLimit;
decimal prob = numYears / 100m;
foreach (decimal annualReturn in annualReturns)
{
decimal squared = Convert.ToDecimal(Math.Pow(Convert.ToDouble(ExpectedReturn - annualReturn), 2)) * prob;
sumSquared += squared;
}
return(sumSquared / numYears);
}
protected decimal CalculateExpectedReturn()
{
decimal beta = YahooAPICalls.GetStockBeta(Ticker);
decimal expectedReturn = MathExpectedReturn(beta);
return(expectedReturn);
}
private void UpdateDailyReturns1Year()
{
IEnumerable <HistoricalPrice> priceData = YahooAPICalls
.GetStockHistoricalPrices
(Ticker, DateTime.UtcNow.AddYears(-1), DateTime.UtcNow);
DailyReturns1Year = priceData;
}
private static void CheckIfTickerExists(Stock stock, ApplicationDbContext context)
{
try
{
YahooAPICalls.GetCurrentStockPrice(stock.Symbol);
}
catch (Exception ex)
{
context.Remove(stock);
}
}
private decimal UpdateCurrentPrice()
{
return(YahooAPICalls.GetCurrentStockPrice(Ticker));
}
