tech.nmfin.algoquant.web.performance

Class PerformanceAnalyzer

java.lang.Object

tech.nmfin.algoquant.web.performance.PerformanceAnalyzer

public final class PerformanceAnalyzer
extends Object

Analyzes daily NAV or price levels from a public CSV using AlgoQuant.

Each series is rebased to the same initial value on dates observed in every column. An existing S&P 500 column is reused; otherwise the shared benchmark service downloads it. Input levels are preserved: this class does not infer trades or remove deposits and withdrawals.

Using this example. The tutorial path is analyze input, align observations, normalize each account and delegate NAV measures to shared analysis. Missing S&P 500 data is supplied through BuyAndHoldBenchmark. Imported account levels carry no execution history, so trade-dependent statistics cannot be reconstructed from them.

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	PerformanceAnalyzer.Account One input series or benchmark, its aligned history and computed statistics.
static interface	PerformanceAnalyzer.CsvLoader Injectable source loader; production requests use the restricted public HTTPS downloader.
static class	PerformanceAnalyzer.Point One aligned observation, retaining both the original level and the normalized NAV.
static class	PerformanceAnalyzer.Result Report payload; the HTTP layer fills in persistent report identifiers and revision metadata.

Field Summary

Fields

Modifier and Type	Field and Description
static double	BASE Common starting NAV used to compare series expressed in different currencies or units.

Constructor Summary

Constructors

Constructor and Description
PerformanceAnalyzer()
PerformanceAnalyzer(PerformanceAnalyzer.CsvLoader loader, BuyAndHoldBenchmark market) Allows offline tests and other callers to supply data and benchmark services.

Method Summary

Modifier and Type	Method and Description
PerformanceAnalyzer.Result	analyze(String url, String start, String end) Downloads a public source and analyzes an optional inclusive date range.
PerformanceAnalyzer.Result	analyzeCsv(String csv, String source, String startText, String endText) Analyzes CSV text without downloading the input, allowing deterministic tests.
static boolean	isBenchmark(String name) Recognizes common S&P 500 labels independently of capitalization and punctuation.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

BASE

public static final double BASE

Common starting NAV used to compare series expressed in different currencies or units.

See Also:

Constant Field Values

Constructor Detail

PerformanceAnalyzer

public PerformanceAnalyzer()

PerformanceAnalyzer

public PerformanceAnalyzer(PerformanceAnalyzer.CsvLoader loader,
                           BuyAndHoldBenchmark market)

Allows offline tests and other callers to supply data and benchmark services.

Method Detail

analyze

public PerformanceAnalyzer.Result analyze(String url,
                                          String start,
                                          String end)
                                   throws IOException

Downloads a public source and analyzes an optional inclusive date range.

Parameters:

url - public Google Sheet or HTTPS CSV URL

start - ISO start date, or blank/null to use the first input date

end - ISO end date, or blank/null to use the last input date

Returns:

aligned statistics and report data

Throws:

IOException - if the source or benchmark cannot be downloaded

IllegalArgumentException - if the input cannot be analyzed

analyzeCsv

public PerformanceAnalyzer.Result analyzeCsv(String csv,
                                             String source,
                                             String startText,
                                             String endText)
                                      throws IOException

Analyzes CSV text without downloading the input, allowing deterministic tests.

The first column must be Date; remaining columns contain daily levels, not returns. Missing values are omitted rather than forward-filled. Identical or complementary duplicate rows are merged, while conflicting observations are rejected.

Parameters:

csv - CSV contents, including a header row

source - source description or URL retained in the report

startText - inclusive ISO start date, or blank/null for the input minimum

endText - inclusive ISO end date, or blank/null for the input maximum

Returns:

normalized accounts, statistics and data-quality warnings

Throws:

IOException - if CSV parsing or benchmark retrieval fails

IllegalArgumentException - if schema, values or date overlap are invalid

isBenchmark

public static boolean isBenchmark(String name)

Recognizes common S&P 500 labels independently of capitalization and punctuation.