public void CalculateReturnShouldNotAnnualizeWhenGivenDoNotAnnualizeOption()
{
var month = new MonthYear(2013, 12);
_returnSeries.AddReturn(month, 0.1m);
_returnSeries.AddReturn(month.AddMonths(-1), 0.2m);
_returnSeries.AddReturn(month.AddMonths(-2), 0.3m);
_returnSeries.AddReturn(month.AddMonths(-3), 0.4m);
_returnSeries.AddReturn(month.AddMonths(-4), 0.5m);
_returnSeries.AddReturn(month.AddMonths(-5), 0.6m);
_returnSeries.AddReturn(month.AddMonths(-6), 0.7m);
_returnSeries.AddReturn(month.AddMonths(-7), 0.8m);
_returnSeries.AddReturn(month.AddMonths(-8), 0.9m);
_returnSeries.AddReturn(month.AddMonths(-9), 0.10m);
_returnSeries.AddReturn(month.AddMonths(-10), 0.11m);
_returnSeries.AddReturn(month.AddMonths(-11), 0.12m);
_returnSeries.AddReturn(month.AddMonths(-12), 0.13m);
_returnSeries.AddReturn(month.AddMonths(-13), 0.14m);
var req = new CalculateReturnRequest(month, 13);
req.AnnualizeAction = AnnualizeActionEnum.DoNotAnnualize;
var result = _returnSeries.CalculateReturn(req);
string expectedCalculation = @"((1 + ((1 + ((1 + ((1 + ((1 + ((1 + ((1 + ((1 + ((1 + ((1 + ((1 + ((1 + 0.1) * (1 + 0.2) - 1)) * (1 + 0.3) - 1)) * (1 + 0.4) - 1)) * (1 + 0.5) - 1)) * (1 + 0.6) - 1)) * (1 + 0.7) - 1)) * (1 + 0.8) - 1)) * (1 + 0.9) - 1)) * (1 + 0.10) - 1)) * (1 + 0.11) - 1)) * (1 + 0.12) - 1)) * (1 + 0.13) - 1) = 50.80166493428326400";
var expectedResult = ReturnResult.CreateWithValue(50.80166493428326400m, expectedCalculation);
Assert.NotNull(result);
result.ShouldBeSameAs(expectedResult);
}
private SerializableReturnResult CalculateNetOfFeesReturn(
InvestmentVehicle portfolio,
CalculateReturnRequest request)
{
var result = portfolio.CalculateReturn(request, FeeType.NetOfFees);
return(new SerializableReturnResult(result));
}
private void AssertRequestAreEqual(
CalculateReturnRequest requestUnderTest,
CalculateReturnRequest expected)
{
Assert.Equal(requestUnderTest.AnnualizeAction, expected.AnnualizeAction);
Assert.Equal(requestUnderTest.EndMonth, expected.EndMonth);
Assert.Equal(requestUnderTest.NumberOfMonths, expected.NumberOfMonths);
}
public void TwelveMonthShouldReturnRequestForThreeBeforeTheGivenEndDate()
{
var monthYear = new MonthYear(2000, 5);
var request = CalculateReturnRequestFactory.TwelveMonth(monthYear);
var expected = new CalculateReturnRequest()
{
AnnualizeAction = AnnualizeActionEnum.Annualize,
EndMonth = monthYear,
NumberOfMonths = 12
};
AssertRequestAreEqual(request, expected);
}
public void YearToDateShouldReturnRequestFromFirstOfYearToEndMonth(
int year,
int month,
int expectedNumberOfMonths)
{
var monthYear = new MonthYear(year, month);
var request = CalculateReturnRequestFactory.YearToDate(monthYear);
var expected = new CalculateReturnRequest()
{
AnnualizeAction = AnnualizeActionEnum.Annualize,
EndMonth = monthYear,
NumberOfMonths = expectedNumberOfMonths
};
AssertRequestAreEqual(request, expected);
}
