private void addSecurityBenchmark(DataSeries item, Security security, List<Exception> warnings) {
PerformanceIndex securityIndex = dataCache.get(security);
if (securityIndex == null) {
PerformanceIndex clientIndex = getClientIndex(warnings);
securityIndex = PerformanceIndex.forSecurity(clientIndex, security, warnings);
dataCache.put(security, securityIndex);
}
addScatterSeries(item, securityIndex);
}
@Test
public void testVolatilityIfBenchmarkHasNoQuotes() throws IOException {
ReportingPeriod report =
new ReportingPeriod.FromXtoY(Dates.date("2014-01-31"), Dates.date("2015-01-31"));
List<Exception> warnings = new ArrayList<>();
PerformanceIndex index = PerformanceIndex.forClient(client, report, warnings);
Security sap =
client.getSecurities().stream().filter(s -> "Sap AG".equals(s.getName())).findAny().get();
PerformanceIndex sapIndex = PerformanceIndex.forSecurity(index, sap, warnings);
assertThat(warnings, empty());
// quotes only until December 31st
assertThat(sapIndex.getDates()[sapIndex.getDates().length - 1], is(Dates.date("2014-12-31")));
assertThat(
sapIndex.getVolatility().getStandardDeviation(),
closeTo(0.0126152529671108, 0.00001)); // excel
}
