public static PortfolioPath[] CalculateMonteCarlo(MonteCarloViewModel fullMonte, ApplicationUser user )
{
int yearsUntilRetirement = fullMonte.PreferredRetirementAge - (DateTime.Now.Year - user.DateOfBirth.Year);
int steps = yearsUntilRetirement + fullMonte.EstimatedRetirementSpan;
const int nPaths = 250000;
PortfolioViewModel p = fullMonte.PortfolioViewModel;
PortfolioPath[] paths = MonteCarlo.RunSimulation(yearsUntilRetirement, nPaths, p.ExpectedReturnDouble, (double)p.Variance, (double)p.DollarValue, fullMonte.AnnualContribution, fullMonte.AnnualRetirementIncomeDraw, fullMonte.EstimatedRetirementSpan);
return paths;
}
public IActionResult Index(MonteCarloViewModel fullMonte)
{
fullMonte.PortfolioViewModel = HttpContext.Session.GetObjectFromJson<PortfolioViewModel>("selected_port_viewmodel");
bool inputCheck = true;
if (string.IsNullOrWhiteSpace(fullMonte.AnnualContribution.ToString()))
{
inputCheck = false;
}
if (string.IsNullOrWhiteSpace(fullMonte.PreferredRetirementAge.ToString()))
{
inputCheck = false;
}
if (string.IsNullOrWhiteSpace(fullMonte.EstimatedRetirementSpan.ToString()))
{
inputCheck = false;
}
if (string.IsNullOrWhiteSpace(fullMonte.AnnualRetirementIncomeDraw.ToString()))
{
inputCheck = false;
}
if (inputCheck == false)
{
return View(fullMonte.PortfolioViewModel.ID);
}
ApplicationUser currentUser = _context.Users.Single(u => u.Id == HttpContext.User.GetUserId());
fullMonte.StartingAge = (DateTime.Now.Year - currentUser.DateOfBirth.Year);
int steps = (fullMonte.PreferredRetirementAge - fullMonte.StartingAge) + fullMonte.EstimatedRetirementSpan;
PortfolioPath[] monteCarloPathResults = MonteCarloProcessor.CalculateMonteCarlo(fullMonte, currentUser);
List<decimal> monteCarloAvgResults = PathAnalysis.GetAveragePath(monteCarloPathResults, steps);
List<decimal> monteCarloMaxResults = PathAnalysis.GetMaximumPath(monteCarloPathResults, steps);
List<decimal> monteCarloMinResults = PathAnalysis.GetMinimumPath(monteCarloPathResults, steps);
List<string> ageList = new List<string>();
for (int i = fullMonte.StartingAge; i < fullMonte.PreferredRetirementAge + fullMonte.EstimatedRetirementSpan; i++)
{
ageList.Add(i.ToString());
}
fullMonte.MonteCarloAvgResults = monteCarloAvgResults;
fullMonte.MonteCarloMaxResults = monteCarloMaxResults;
fullMonte.MonteCarloMinResults = monteCarloMinResults;
fullMonte.ageSpan = ageList;
return View(fullMonte);
}
public IActionResult Index(int? id)
{
if (id == null)
{
return HttpNotFound();
}
PortfolioViewModel portfolioViewModel = HttpContext.Session.GetObjectFromJson<PortfolioViewModel>("selected_port_viewmodel");
if (portfolioViewModel == null)
{
Portfolio portfolio = _context.Portfolio.Include(p => p.PortfolioAssets).Single(m => m.ID == id);
if ((portfolio == null) || (portfolioViewModel.ID != id))
{
return HttpNotFound();
}
Builder builder = new Builder(_context);
PortfolioDomainModel portfolioDomainModel = builder.GetPortfolioDomainModel(portfolio);
portfolioViewModel = builder.GetPortfolioViewModel(portfolioDomainModel);
HttpContext.Session.SetObjectAsJson("selected_port_viewmodel", portfolioViewModel);
}
MonteCarloViewModel blankMonte = new MonteCarloViewModel();
// blankMonte.PortfolioViewModel = portfolioViewModel;
return View(blankMonte);
}
