Ggthjy

I have implemented mathematical functions using a C# library. I basically need to output data by the RiskMatrixByFunds in the following format.

Key will contain Id and value will contain collection of string, double, double

For example:

Id 1

value

{'ArithmeticMean', 12.34, 3.44},

{'AverageGain', 12.35, 3.45},

{'AverageLoss', 12.36, 3.46},

I have used a Dictionary structure that will contain the int and list of tuple collection.

Let me know if it can be enhanced, any ideas on magic strings used, a better way to implement it.

public class RiskMatrix : IRiskMatrix

{



    public (double Monthly, double Annual) ArithmeticMean(IEnumerable<double> ReturnsList)

    {

        double returnList = ReturnsList.Mean();

        return (Monthly: returnList, Annual: returnList * Math.Pow(12, 0.5));

    }



    public (double Monthly, double Annual) AverageGain(IEnumerable<double> ReturnsList)

    {



        double returnList = ReturnsList.GainMean();

        return (Monthly: returnList, Annual: returnList * Math.Pow(12, 0.5));

    }



    public (double Monthly, double Annual) AverageLoss(IEnumerable<double> ReturnsList)

    {

        double returnList = ReturnsList.LossMean();

        return (Monthly: returnList, Annual: returnList * Math.Pow(12, 0.5));

    }





    public Dictionary<int, List<Tuple<string,double, double>>> RiskMatrixByFunds(Dictionary<int, IEnumerable<double>> ReturnsList)

    {

        Dictionary<int, List<Tuple<string ,double, double>>> returnsList = new Dictionary<int, List<Tuple<string,double, double>>>();

        List <Tuple<string, double, double>> list = null;



        foreach (KeyValuePair<int, IEnumerable<double>> entry in ReturnsList)

        {

            list = new List<Tuple<string, double, double>>();

            (double Monthly, double Annual) arithmeticMeanResult = ArithmeticMean(entry.Value);

            list.Add(new Tuple<string, double, double>("ArithmeticMean", arithmeticMeanResult.Monthly, arithmeticMeanResult.Annual));

            (double Monthly, double Annual) averageGainResult = AverageGain(entry.Value);

            list.Add(new Tuple<string, double, double>("AverageGain", averageGainResult.Monthly, averageGainResult.Annual));

            (double Monthly, double Annual) averageLossResult = AverageLoss(entry.Value);

            list.Add(new Tuple<string, double, double>("AverageLoss", averageLossResult.Monthly, averageLossResult.Annual));

            (double Monthly, double Annual) betaCorrelationresult = BetaCorrelation(entry.Value);



           returnsList.Add(entry.Key, list);

        }

        return returnsList;

    }   

}   

There might be a reason why you used a List<Tuple<string ,double, double>>. E.g. if you need to pass the data to an existing library or your UI needs to bind to a list. Otherwise I would recommend to create a dedicated class

public class RiskStatistics

{

    public double ArithmeticMeanMonthly { get; set; }

    public double ArithmeticMeanAnnual { get; set; }



    public double AverageGainMonthly { get; set; }

    public double AverageGainAnnual { get; set; }



    public double AverageLossMonthly { get; set; }

    public double AverageLossAnnual { get; set; }

}

Since the properties are named, there's no need for magic strings. This makes the creation and usage of the risk matrix less convoluted:

public Dictionary<int, RiskStatistics> RiskMatrixByFunds(

    Dictionary<int, IEnumerable<double>> returnsLists)

{

    var riskMatrixDict = new Dictionary<int, RiskStatistics>();



    foreach (KeyValuePair<int, IEnumerable<double>> entry in returnsLists) {

        var risk = new RiskStatistics();

        (risk.ArithmeticMeanMonthly, risk.ArithmeticMeanAnnual) = ArithmeticMean(entry.Value);

        (risk.AverageGainMonthly, risk.AverageGainAnnual) = AverageGain(entry.Value);

        (risk.AverageLossMonthly, risk.AverageLossAnnual) = AverageLoss(entry.Value);

        riskMatrixDict.Add(entry.Key, risk);

    }

    return riskMatrixDict;

}

You could also calculate the annual values on the fly. This would make the creation even easier. Here the adapted average gain properties as an example:

private static readonly double Sqrt12 = Math.Pow(12, 0.5);



public double ArithmeticMeanMonthly { get; set; }

public double ArithmeticMeanAnnual => ArithmeticMeanMonthly * Sqrt12;

With this adapted RiskStatistics class, you could directly assign from the extension methods and skip the methods returning tuples.

var risk = new RiskStatistics {

    ArithmeticMeanMonthly = entry.Value.Mean(),

    AverageGainMonthly = entry.Value.GainMean(),

    AverageLossMonthly = entry.Value.LossMean()

};

riskMatrixDict.Add(entry.Key, risk);

The annual values are read-only and need not to be assigned.