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Initial implementation #4

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1efaed9
Initial implementation
friedeggs Sep 17, 2016
e318998
Edge cases
friedeggs Sep 17, 2016
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29 changes: 20 additions & 9 deletions your_return_calculator.rb
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Original file line number Diff line number Diff line change
Expand Up @@ -2,14 +2,25 @@

class YourReturnCalculator < ReturnCalculator
def calculate!
# Write your code here.
# You have access to the `snapshots` variable.
#
# You can access the following properties of a snapshot:
# snapshot.date
# snapshot.cash_flow
# snapshot.market_value

BigDecimal.new(0)

case snapshots.length
when 0 # Edge case: if there is only one day, return 0
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@peicodes peicodes Sep 18, 2016

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Did you mean to write when 1?

0
else # Otherwise:

time_weighted_return = BigDecimal.new(1) # Better accuracy with floating point operations

prev_snapshot = snapshots[0].market_value # Set prev_snapshot

for snapshot in snapshots[1..-1] do # Loop starting from second day

unless prev_snapshot == 0 then # Skip days where the market value is 0
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@peicodes peicodes Sep 18, 2016

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If you prev_snapshot = 0, then it will always stay 0 because you never set it again.

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@peicodes peicodes Sep 18, 2016

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    if prev_snapshot == 0
      prev_snapshot = snapshot.market_value
    else
      time_weighted_return *= (snapshot.market_value - snapshot.cash_flow)/prev_snapshot
      prev_snapshot = snapshot.market_value
    end

This will work.

time_weighted_return *= (snapshot.market_value - snapshot.cash_flow)/prev_snapshot
prev_snapshot = snapshot.market_value
end
end

time_weighted_return - 1 # return the compounded return
end
end
end