Class: ROI::Rentability

Inherits:
Object
  • Object
show all
Extended by:
Memoist
Includes:
RentabilityPeriods
Defined in:
lib/roi/rentability.rb

Instance Attribute Summary collapse

Instance Method Summary collapse

Methods included from RentabilityPeriods

#current_month, #current_year, #days, #months, #portfolio, #years_ago

Constructor Details

#initialize(options) ⇒ Rentability

Returns a new instance of Rentability.



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# File 'lib/roi/rentability.rb', line 15

def initialize(options)
  @id           = options[:id].try(:to_i)
  @start_date   = options[:start_date]
  @end_date     = options[:end_date] || Date.today - 1
  @skip_on_gap  = false
  post_initialize(options)
end

Instance Attribute Details

#end_date ⇒ Object (readonly)

Returns the value of attribute end_date.



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# File 'lib/roi/rentability.rb', line 13

def end_date
  @end_date
end

#id ⇒ Object (readonly)

Returns the value of attribute id.



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# File 'lib/roi/rentability.rb', line 13

def id
  @id
end

#rentabilities ⇒ Object

Returns the value of attribute rentabilities.



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# File 'lib/roi/rentability.rb', line 12

def rentabilities
  @rentabilities
end

#skip_on_gap ⇒ Object (readonly)

Returns the value of attribute skip_on_gap.



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# File 'lib/roi/rentability.rb', line 13

def skip_on_gap
  @skip_on_gap
end

#start_date ⇒ Object (readonly)

Returns the value of attribute start_date.



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# File 'lib/roi/rentability.rb', line 13

def start_date
  @start_date
end

Instance Method Details

#calculate ⇒ Object 



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# File 'lib/roi/rentability.rb', line 26

def calculate
  parse_rentabilities
  if @rentabilities.count > 0
    dates = @rentabilities.keys
    @start_date, @end_date = [dates[0], dates[-1]]
  end
  self
end

#dates_with_position ⇒ Object 



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# File 'lib/roi/rentability.rb', line 39

def dates_with_position
  rentabilities.select { |_, rentability| rentability.have_position }.keys
end

#financial ⇒ Object 



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# File 'lib/roi/rentability.rb', line 35

def financial
  FinancialResult.new(rentabilities, start_date, end_date)
end

#post_initialize(options) ⇒ Object 



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# File 'lib/roi/rentability.rb', line 23

def post_initialize(options)
end

#rentabilities_array(start_date = nil, end_date = nil) ⇒ Object 



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# File 'lib/roi/rentability.rb', line 43

def rentabilities_array(start_date = nil, end_date = nil)
  start_date ||= @start_date
  end_date ||= @end_date

  filtered = @rentabilities.values.select do |val|
    val.date.between?(start_date, end_date)
  end
  filtered.map(&:rentability).compact
end

#to_a ⇒ Object 



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# File 'lib/roi/rentability.rb', line 71

def to_a
  dates_with_position.map do |date|
    if @rentabilities[date]
      [date.to_time.to_i, @rentabilities[date].share]
    end
  end.compact
end

#volatility(months_ago = nil) ⇒ Object 



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# File 'lib/roi/rentability.rb', line 53

def volatility(months_ago = nil)
  _start = months_ago ?
    (end_date - months_ago.months + 1.month).beginning_of_month : nil
  (volatility_in_window(nil, _start).first || [])[1]
end

#volatility_in_window(days = nil, start_date = nil) ⇒ Object 



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# File 'lib/roi/rentability.rb', line 59

def volatility_in_window(days = nil, start_date = nil)
  filtered = rentabilities_array(start_date)
  days ||= filtered.size

  0.upto(filtered.size - days).map do |low|
    series = filtered.slice(low, days + 1)
    vol = MathUtil.volatility(series)
    date = dates_with_position.fetch(low + days) { dates_with_position.last }
    [date, vol] if date
  end
end