def testInvestopedia(self):
# http://www.investopedia.com/exam-guide/cfa-level-1/quantitative-methods/discounted-cash-flow-time-weighted-return.asp
retTracker = returns.TimeWeightedReturns(200000)
retTracker.update(196500) # March 31, 2004
self.assertEquals(round(retTracker.getLastPeriodReturns(), 4), -0.0175)
retTracker.update(200000) # June 30, 2004
self.assertEquals(round(retTracker.getLastPeriodReturns(), 4), 0.0178)
retTracker.deposit(20000)
retTracker.update(222000) # July 30, 2004
self.assertEquals(round(retTracker.getLastPeriodReturns(), 2), 0.01)
retTracker.update(243000) # Sept. 30, 2004
self.assertEquals(round(retTracker.getLastPeriodReturns(), 4), 0.0946)
retTracker.deposit(2000)
retTracker.update(250000) # Dec. 31, 2004
self.assertEquals(round(retTracker.getLastPeriodReturns(), 4), 0.0206)
self.assertEquals(round(retTracker.getCumulativeReturns(), 6), 0.128288)
def testNoUpdates(self):
retTracker = returns.TimeWeightedReturns(10)
self.assertEqual(retTracker.getCumulativeReturns(), 0)
def testNullPortfolio(self):
retTracker = returns.TimeWeightedReturns(0)
self.assertEqual(retTracker.getCumulativeReturns(), 0)
