Initial implementation#4
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friedeggs wants to merge 2 commits intopeicodes:masterfrom
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Owner
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Just a little feedback: Your code is good, very readable. It's good that you tried to handle the edge cases like division by zero. I left some comments if you're interested in the details. |
peicodes
reviewed
Sep 18, 2016
| BigDecimal.new(0) | ||
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| case snapshots.length | ||
| when 0 # Edge case: if there is only one day, return 0 |
peicodes
reviewed
Sep 18, 2016
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| for snapshot in snapshots[1..-1] do # Loop starting from second day | ||
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| unless prev_snapshot == 0 then # Skip days where the market value is 0 |
Owner
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If you prev_snapshot = 0, then it will always stay 0 because you never set it again.
Owner
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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.
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