public ReturnResult CalculateReturn(
CalculateReturnRequest request)
{
var monthRange = MonthYearRange.CreateForEndMonthAndMonthsBack(request.EndMonth, request.NumberOfMonths);
var returnsInRange = _monthlyReturns.GetMonthsInRange(monthRange).ToArray();
var result = new ReturnResult();
if (returnsInRange.Any())
{
if (returnsInRange.WeDoNotHaveExactlyOneReturnPerMonth(monthRange))
{
result.SetError("Could not find a complete / unique set of months.");
return(result);
}
result = PerformReturnCalculation(request, returnsInRange, result);
}
else
{
result.SetError("Could not find return(s) for month(s).");
}
return(result);
}
private ReturnResult PerformReturnCalculation(
CalculateReturnRequest request,
MonthlyReturn[] returnsInRange,
ReturnResult result)
{
var linkingResult = returnsInRange.PerformGeometricLiking();
result.SetValue(linkingResult.Value, linkingResult.Calculation);
result = AnnaulizeIfNeeded(request, result);
return(result);
}
private ReturnResult AnnaulizeIfNeeded(
CalculateReturnRequest request,
ReturnResult result)
{
if (request.MonthsIsMoreThanYearAndAnnualizeActionSet())
{
var annualizedResult = _financialMath.AnnualizeByMonth(result.Value, request.NumberOfMonths);
result.AppendToCalculation(annualizedResult.Value, annualizedResult.Calculation);
}
return(result);
}
public ReturnResult CalculateReturn(
CalculateReturnRequest request,
FeeType feeType)
{
var netSeries = GetReturnSeries(feeType);
if (netSeries == null)
{
var errorMessage = string.Format("Could not find '{0}' return series.", feeType.DisplayName);
return(ReturnResult.CreateWithError(errorMessage));
}
return(netSeries.CalculateReturn(request));
}