/**
* @param SystemClientAccountModel $account
*/
public function calculateValue(SystemClientAccountModel $account)
{
$todayDate = $this->getCurDate();
$yesterdayDate = $this->getModifyDate('-1 day');
// Get today account value
$todayValue = $this->accountValueRepo->getTodayValue($account->getId(), $todayDate);
// Get yesterday account value
$yesterdayValue = $this->accountValueRepo->getYesterdayValue($account->getId(), $todayDate);
// Calculate NET Cash Flow
$yesterdayNetCashFlow = Functions::calculateCashFlow($this->transactionRepo->sumContribution($account->getId(), $yesterdayDate), $this->transactionRepo->sumWithdrawal($account->getId(), $yesterdayDate, TransactionRepo::AMOUNT_TYPE_NET));
// Calculate today NET TWR
$todayNetTWR = Functions::calculateTodayTwr($todayValue, $yesterdayNetCashFlow, $yesterdayValue);
// Calculate GROSS Cash Flow
$yesterdayGrossCashFlow = Functions::calculateCashFlow($this->transactionRepo->sumContribution($account->getId(), $yesterdayDate), $this->transactionRepo->sumWithdrawal($account->getId(), $yesterdayDate, TransactionRepo::AMOUNT_TYPE_GROSS));
// Calculate today GROSS TWR
$todayGrossTWR = Functions::calculateTodayTwr($todayValue, $yesterdayGrossCashFlow, $yesterdayValue);
$model = new AccountTwrValueModel();
$model->setDate($todayDate->format('Y-m-d'));
$model->setNetValue($todayNetTWR);
$model->setGrossValue($todayGrossTWR);
$model->setAccountNumber($account->getAccountNumber());
// Save today TWR value
$this->valueRepo->save($model);
Factory::get($account->getClientId())->addTodayValue($todayValue);
Factory::get($account->getClientId())->addYesterdayValue($yesterdayValue);
Factory::get($account->getClientId())->addYesterdayNetCashFlow($yesterdayNetCashFlow);
Factory::get($account->getClientId())->addYesterdayGrossCashFlow($yesterdayGrossCashFlow);
}
public function calculateValue()
{
$model = new PortfolioTwrValueModel();
$model->setDate($this->getCurDate()->format('Y-m-d'));
$model->setClientId($this->getKey());
$model->setNetValue(Functions::calculateTodayTwr($this->getSumTodayClientValue(), $this->getSumYesterdayClientNetCashFlow(), $this->getSumYesterdayClientValue()));
$model->setGrossValue(Functions::calculateTodayTwr($this->getSumTodayClientValue(), $this->getSumYesterdayClientGrossCashFlow(), $this->getSumYesterdayClientValue()));
// Save portfolio value
return $model->getNetValue() && $model->getGrossValue() ? $this->valueRepo->save($model) : null;
}
public function testCalculateAnnualizedTwr()
{
$actualTwr = TwrFunctions::calculateActualTwr($this->fixture);
$annualizedTwr = TwrFunctions::calculateAnnualizedTwr($actualTwr, 30);
$this->assertEquals(163800.0, $annualizedTwr);
}
/**
* @return float
*/
public function calculate()
{
$dateFrom = $this->getDateFrom();
$index = $dateFrom instanceof \DateTime ? $dateFrom->format('dmY') : 'index';
$identificator = $this->getIdentificator();
if (!isset($this->dataHash[$identificator][$index])) {
$this->dataHash[$identificator][$index] = $this->valueRepo->findAllByPeriod($identificator, $dateFrom, $this->getDateTo());
}
$values = $this->normalizeData($this->dataHash[$identificator][$index]);
return Functions::calculateActualTwr($values);
}
