def create_company_simulation(simulation_id, stock_id):
getcontext().prec = 4
mu = 0.02
sigma = 0.1
simulation = Simulation.objects.get(pk=simulation_id)
stock = Stock.objects.get(pk=stock_id)
ticker = Ticker.objects.get(simulation=simulation)
company = TickerCompany(ticker=ticker, stock=stock, symbol=stock.symbol, name="Company %s" % stock.symbol)
company.save()
rounds = ticker.nb_rounds + 1
brownian_motion = geometric_brownian(rounds, mu, sigma, ticker.initial_value, rounds/(ticker.nb_days*rounds), stock_id)
i = 0
simulation_dividends = []
simulation_net_income = []
for sim_round in range(0, rounds):
round_dividend = 0
round_net_income = 0
for sim_day in range(1, ticker.nb_days+1):
# We have each round/day and the corresponding dividend
daily_dividend = brownian_motion[i]
daily_net_income = brownian_motion[i] / float(ticker.dividend_payoff_rate) * 100 * stock.quantity
c = CompanyFinancial(company=company, daily_dividend=Decimal(daily_dividend), daily_net_income=Decimal(daily_net_income),
sim_round=sim_round, sim_day=sim_day, sim_date=sim_round*100+sim_day)
c.save()
round_dividend += daily_dividend
round_net_income += daily_net_income
i += 1
simulation_dividends.append(round_dividend)
simulation_net_income.append(round_net_income)
# Share price estimation
G = simulation_dividends[-1]/simulation_dividends[-2]-1
R = 0.15
g = R
drift = 0
simulation_stock_price = []
previous_company_income = None
for sim_round in range(0, rounds):
stock_price = np.npv(0.15, simulation_dividends[sim_round:rounds]) + (simulation_dividends[-1]*(1+g)/(R-G))/np.power(1+R, rounds-sim_round)
simulation_stock_price.append(stock_price)
if previous_company_income:
drift = simulation_net_income[sim_round] / float(previous_company_income.net_income) - 1
previous_company_income.drift = Decimal(drift)
previous_company_income.save()
company_share = CompanyShare(company=company, share_value=Decimal(stock_price), dividends=Decimal(simulation_dividends[sim_round]),
net_income=Decimal(simulation_net_income[sim_round]), drift=Decimal(drift), sim_round=sim_round)
company_share.save()
previous_company_income = company_share
if sim_round == 0:
stock.price = Decimal(stock_price)
stock.save()
return company.id
def create_company_live(simulation_id, stock_id):
simulation = Simulation.objects.get(pk=simulation_id)
stock = Stock.objects.get(pk=stock_id)
ticker = Ticker.objects.get(simulation=simulation)
company = TickerCompany(ticker=ticker, stock=stock, symbol=stock.symbol, name="Company %s" % stock.symbol)
company.save()