我正试图计算不同经济情景下的年度回报。
我有一个包含3个资产的对象,每个对象都有一个带有资产id和资产percentAllocation (权重)的键值对,如下所示:
percentAllocations = {Asset1 : '26.7', Asset2 : '30.9', Asset3 : '42.5'}我还有一个数组,它包含3个数组返回值。每个子数组都有8个不同场景的返回值,如下所示:
assetReturns = [[13.13, 4, -12.23, -23.55, 4.13, -2.3, 18.9, -12.43], [12.12, 4.07, -15.56, -22.98, 4.2, -2.29, 18.92, -12.43],[ 12.12, 4.11, -15.77, -23, 4.05, -2.31, 18.85, -12.34]]我需要做的是,对于每个场景,将每个资产的权重乘以相同相应资产的返回,并将它们相加在一起。更清楚的是:
Asset1weight*Asset1return + Asset2weight*Asset2return + Asset3weight*Asset3return8种场景中的每一种都是...for。最后,我想要一个8值的数组。
我一直在尝试$.each和for循环的每一个组合,我可以想到,但似乎无法得到它。到目前为止,我得到的是一些好事情,但不完全正确.
//for each asset in the percentAllocations(weights) object
$.each(weights, function(id, weight){
//for each scenario
for(i=0; i<numberScenarios; i++){//8 scenarios
//make a placeholder variable
var temp=0;
//for each asset
for(j=0; j<numberFunds; j++){//3 assets
//multiply the weight of the asset by the return of the asset for that particular scenario
//add it it to temp
//is this what is happening? no.
temp += parseFloat((weight/100)*assetReturns[j][i]);
console.log("weight of "+id+" x assetReturns["+j+"]["+i+"]= "+temp);
}
console.log(temp);
}
});如果你能给我任何提示,我将不胜感激!即使有人能解释我为什么做不到.我差不多是用这个撞到墙了。谢谢!
发布于 2014-06-03 16:27:57
看上去,你已经循环了两次你的资产。在伪码中:
go through every asset;
for each of those assets:
go through all possible scenarios;
for each scenario:
go through each asset
for each asset:
add value to sum要解决这个问题,我认为您应该首先重新考虑您的数据存储,然后函数将很容易。我建议如下:
function Asset(name, allocation, returns) {
this.name=name;
this.allocation=allocation;
this.returns=returns;
this.value = function(scenario) {
return this.weight * this.returns[scenario];
}
}
// same assets you had, structured differently
var assets = [
new Asset('Asset1', 26.7, [13.13, 4, -12.23, -23.55, 4.13, -2.3, 18.9, -12.43]),
new Asset('Asset2', 30.9, [12.12, 4.07, -15.56, -22.98, 4.2, -2.29, 18.92, -12.43],
new Asset('Asset3', 42.5, [ 12.12, 4.11, -15.77, -23, 4.05, -2.31, 18.85, -12.34]
];
var number_of_scenarios = 8; // not ideal, but when you create returns should be set, not here
var total_returns = [];
for(var i = 0; i < number_of_scenarios; i++) {
var ret = 0;
$.each(assets, function(id, assset) {
// this could be done with a normal for loop too
ret += asset.value(i);
}
total_returns.push(ret);
}
console.log(total_returns);我希望这能帮到你!
发布于 2014-06-03 16:27:57
好吧,你可以这样做:
var percentAllocations = {Asset1 : '26.7', Asset2 : '30.9', Asset3 :'42.5'};
var assetReturns = [[13.13, 4, -12.23, -23.55, 4.13, -2.3, 18.9, -12.43], [12.12, 4.07, -15.56, -22.98, 4.2, -2.29, 18.92, -12.43],[ 12.12, 4.11, -15.77, -23, 4.05, -2.31, 18.85, -12.34]];
alert(JSON.stringify(percentAllocations));
alert(assetReturns);
//for each asset in the percentAllocations(weights) object
$.each(percentAllocations, function(id, weight){
console.log(id);
console.log(weight);
//for each scenario in assetReturns
$.each(assetReturns,function(i,value){
//Gives single scenario like [13.13, 4, -12.23, -23.55, 4.13, -2.3, 18.9, -12.43]
var temp=0;
console.log(value);
$.each(value,function(i,singleScenarioValue){
//single value obtained from assetReturns : single scenario
temp += parseFloat((weight/100)*singleScenarioValue);
});
console.log(temp);
});
});我无法从你的问题中找出问题的原因。但是有几件事你应该去检查
percentAllocations = {Asset1 : '26.7', Asset2 : '30.9', Asset3 : '42.5'}
weights在第一个foreach lopp中是什么?下面是演示JsFiddle,检查控制台日志以进行验证。
https://stackoverflow.com/questions/24019671
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