note
	description: "Summary description for {TWR}."
	author: ""
	date: "$Date$"
	revision: "$Revision$"

class TWR create make


feature

--data--
twrtransactionlist: LIST[TRANSACTION]
fulltransactionlist: LIST[TRANSACTION]
rs: LIST[DOUBLE]
twrs: LIST[DOUBLE]
yearlytwrs: LIST[DOUBLE]
start_date: DATE
end_date: DATE
startindex: INTEGER
endindex: INTEGER
twrtuple: TUPLE[a_date: DATE; twr : DOUBLE]
twrdate: LIST[TUPLE[a_date: DATE; twr : DOUBLE]]

--calculated values--
compounded_return_value: DOUBLE
number_of_days: INTEGER
total_return:DOUBLE
evalutation_return:DOUBLE

make(transactionlist: LIST[TRANSACTION]; t_startdate: DATE; t_enddate: DATE)

do
	start_date:= t_startdate
	end_date:= t_enddate
	number_of_days := transactionlist.last.a_transaction.date.duration.day - transactionlist.first.a_transaction.date.duration.day


	twrtransaction(transactionlist, t_startdate, t_enddate)
	startindex:= getdateindex(transactionlist, start_date)
	endindex:= getdateindex(transactionlist, end_date)


	getAll(transactionlist) --make copy of full transaction list
	twrcalculator			--calculates the twr for EVERY transaction


	annum					--prints yearly TWR's

	totalreturn				--sets the value of total return

	evalreturn				--prints twr for eval period

	compounded_return		--prints compounded return
end

compounded_return

do
	compounded_return_value := ((1 + (total_return/100)) ^ ( (1/(number_of_days/365.2465))) - 1)* 100
	io.new_line

end

evalReturn

local
	product:DOUBLE
	i:INTEGER
do
	product := 1
	from
		i := startindex
	until
		i > endindex - 1
	loop
		product := product * twrs.at (i)
		i := i + 1
	end
	product := (product - 1) * 100

	evalutation_return := product
end

twrtransaction(transactionlist: LIST[TRANSACTION]; startdate: DATE; enddate: DATE) --GETS THE LIST OF TRANSACTIONS IN EVAL PERIOD--

require
	non_empty_list:transactionlist /= VOID
	start_bigger_end: enddate.is_greater (startdate)

local
currentlocation: DATE
index: INTEGER

do
	create currentlocation.make_now
	create {LINKED_LIST[TRANSACTION]} twrtransactionlist.make

from

	index:= 1
	currentlocation:= transactionlist.at (index).a_transaction.date
until
	currentlocation.is_greater_equal (startdate)
loop
	index:= index + 1
	currentlocation:= transactionlist.at (index).a_transaction.date
end

from

	currentlocation:= transactionlist.at (index).a_transaction.date

until
	currentlocation.is_greater_equal (enddate) and index > transactionlist.count

loop
	twrtransactionlist.extend (transactionlist.at (index))

	currentlocation:= transactionlist.at (index).a_transaction.date

	index:= index + 1

end

	ensure

	empty_list: twrtransactionlist.is_empty /= TRUE


end


totalreturn --Calculates the total return

local
	i:INTEGER
	product: DOUBLE

	do
	product:=1
		from
			i := 1
		until
			i > twrs.count
		loop
			product := product * twrs.at (i)
			i := i + 1
		end
		total_return := (product - 1) * 100
	end


getAll(transactions: LIST[TRANSACTION]) --Makes a copy of the full transaction list

local
	i: INTEGER

do
	create {LINKED_LIST[TRANSACTION]} fulltransactionlist.make

	from
		i :=  1
	until
		i > transactions.count
	loop
		fulltransactionlist.extend (transactions.at (i))
		i := i + 1
	end

end


getdateindex(transactionlist: LIST[TRANSACTION]; temp_date: DATE): INTEGER	--returns the index of date argument
local
	i: INTEGER
	flag: BOOLEAN
do
	from
		i:= 1
	until
		i > transactionlist.count
	loop
		if transactionlist.at (i).a_transaction.date.is_greater_equal (temp_date) and not flag then
			Result:= i
			flag:= TRUE
		end
		i:= i + 1
	end
end

twrCalculator -- calculates the TWR for EVERY transaction

require

	list_exists: fulltransactionlist /= VOID

local
i: INTEGER
j: INTEGER
mv0: DOUBLE
mv1: DOUBLE
cf: DOUBLE
r: DOUBLE

do

	create {LINKED_LIST[DOUBLE]} twrs.make
	create {LINKED_LIST[TUPLE[a_date: DATE; twr : DOUBLE]]} twrdate.make


	from
		i:= 1
		j:= 2
	until
		j > fulltransactionlist.count
	loop
		mv0:= fulltransactionlist.at (i).a_transaction.mv
		mv1:= fulltransactionlist.at (j).a_transaction.mv
		cf:= fulltransactionlist.at (i).a_transaction.fc

		if mv1 = void or mv1 = 0 then
			mv1:= mv0 + cf
		end

		if mv0 /= 0 then
			r:= (mv1/(mv0 + cf))
			twrs.extend (r)

			twrtuple := [fulltransactionlist.at (j).a_transaction.date, r]
			twrdate.extend (twrTuple)

		else
			print("Initial Market value cannot be zero\n")

		end

		i:= i + 1
		j:= j + 1

	end

	ensure
		completed: (twrdate.is_empty = FALSE)
end



annum --calculate the yearly TWRS

	local

	i: INTEGER
	j: INTEGER
	product: DOUBLE
	yeari: DOUBLE
	tmp: INTEGER


	do

	create {LINKED_LIST[DOUBLE]} yearlytwrs.make
	product:= 1

	tmp := twrdate.last.a_date.year

		from
				j:=1
		until
			 j > twrdate.count
		loop

			yeari:= twrdate.at (j).a_date.year

				from
					i := j
				until

					(twrdate.at (i).a_date.year /= yeari)

				loop
						product := product.product (twrdate.at (i).twr)
						i := i + 1
						j := j + 1
						if(i > twrdate.count) then
			 				yeari:= yeari + 1
			 				i:=i-1
			 			end
				end

			 	if(i <= twrdate.count and (j /= twrdate.count +1)) then
			 		product := product.product (twrdate.at (i).twr)

			 	end
			 		yearlytwrs.extend ((product - 1.0) * 100)
			 		j:= j+1
			 		product := 1

			end

	end


end