private void addSecurityPerformance(
DataSeries item, Security security, List<Exception> warnings) {
PerformanceIndex securityIndex = dataCache.get(security.getUUID());
if (securityIndex == null) {
securityIndex =
PerformanceIndex.forInvestment(getClient(), security, getReportingPeriod(), warnings);
dataCache.put(security.getUUID(), securityIndex);
}
addScatterSeries(item, securityIndex);
}
@Test
public void testVolatilityIfSecurityIsSoldAndLaterBoughtDuringReportingPeriod()
throws IOException {
ReportingPeriod report =
new ReportingPeriod.FromXtoY(Dates.date("2014-01-31"), Dates.date("2015-02-20"));
List<Exception> warnings = new ArrayList<>();
Security basf =
client.getSecurities().stream().filter(s -> "Basf SE".equals(s.getName())).findAny().get();
PerformanceIndex index = PerformanceIndex.forInvestment(client, basf, report, warnings);
assertThat(warnings, empty());
assertThat(
index.getVolatility().getStandardDeviation(),
closeTo(0.0134468200485513, 0.00001)); // excel
assertThat(index.getDates()[index.getDates().length - 1], is(Dates.date("2015-02-20")));
}
@Test
public void testVolatilityIfSecurityIsSoldDuringReportingPeriod() throws IOException {
ReportingPeriod report =
new ReportingPeriod.FromXtoY(Dates.date("2014-01-31"), Dates.date("2015-01-31"));
List<Exception> warnings = new ArrayList<>();
Security basf =
client.getSecurities().stream().filter(s -> "Basf SE".equals(s.getName())).findAny().get();
PerformanceIndex index = PerformanceIndex.forInvestment(client, basf, report, warnings);
assertThat(warnings, empty());
assertThat(
index.getVolatility().getStandardDeviation(), closeTo(0.01371839502, 0.00001)); // excel
assertThat(index.getDates()[index.getDates().length - 1], is(Dates.date("2015-01-31")));
// compare with client -> must be lower because cash has volatility of 0
PerformanceIndex clientIndex = PerformanceIndex.forClient(client, report, warnings);
assertThat(
clientIndex.getVolatility().getStandardDeviation(),
lessThan(index.getVolatility().getStandardDeviation()));
}
