refactor: rename calculations package to calculate

allocation/equal.go

@@ -4,7 +4,7 @@ import (
 	"context"
 	"time"
 
-	"github.com/portfoliotree/portfolio/calculations"
+	"github.com/portfoliotree/portfolio/calculate"
 	"github.com/portfoliotree/portfolio/returns"
 )
 
@@ -15,6 +15,6 @@ type EqualWeights struct{}
 func (*EqualWeights) Name() string { return EqualWeightsAlgorithmName }
 
 func (*EqualWeights) PolicyWeights(_ context.Context, _ time.Time, _ returns.Table, ws []float64) ([]float64, error) {
-	calculations.EqualWeights(ws)
+	calculate.EqualWeights(ws)
 	return ws, nil
 }

allocation/inverse_variance.go

@@ -4,7 +4,7 @@ import (
 	"context"
 	"time"
 
-	"github.com/portfoliotree/portfolio/calculations"
+	"github.com/portfoliotree/portfolio/calculate"
 	"github.com/portfoliotree/portfolio/returns"
 )
 
@@ -26,6 +26,6 @@ func (*EqualInverseVariance) PolicyWeights(_ context.Context, _ time.Time, asset
 	}
 
 	vols := assetReturns.RisksFromStdDev()
-	calculations.InverseVarianceWeights(ws, vols)
+	calculate.InverseVarianceWeights(ws, vols)
 	return ws, nil
 }

allocation/risk.go

@@ -4,7 +4,7 @@ import (
 	"context"
 	"time"
 
-	"github.com/portfoliotree/portfolio/calculations"
+	"github.com/portfoliotree/portfolio/calculate"
 	"github.com/portfoliotree/portfolio/returns"
 )
 
@@ -25,6 +25,6 @@ func (*EqualRiskContribution) PolicyWeights(ctx context.Context, _ time.Time, as
 		return ws, err
 	}
 
-	err = calculations.EqualRiskContributionWeights(ctx, ws, assetReturns.RisksFromStdDev(), assetReturns.CorrelationMatrix())
+	err = calculate.EqualRiskContributionWeights(ctx, ws, assetReturns.RisksFromStdDev(), assetReturns.CorrelationMatrix())
 	return ws, err
 }

allocation/volatility.go

@@ -4,7 +4,7 @@ import (
 	"context"
 	"time"
 
-	"github.com/portfoliotree/portfolio/calculations"
+	"github.com/portfoliotree/portfolio/calculate"
 	"github.com/portfoliotree/portfolio/returns"
 )
 
@@ -26,7 +26,7 @@ func (*EqualVolatility) PolicyWeights(_ context.Context, _ time.Time, assetRetur
 	}
 
 	assetRisks := assetReturns.RisksFromStdDev()
-	calculations.EqualVolatilityWeights(ws, assetRisks)
+	calculate.EqualVolatilityWeights(ws, assetRisks)
 	return ws, nil
 }
 
@@ -48,6 +48,6 @@ func (*EqualInverseVolatility) PolicyWeights(_ context.Context, _ time.Time, ass
 	}
 
 	vols := assetReturns.RisksFromStdDev()
-	calculations.EqualInverseVolatilityWeights(ws, vols)
+	calculate.EqualInverseVolatilityWeights(ws, vols)
 	return ws, nil
 }

calculations/annualize.go → calculate/annualize.go

@@ -1,4 +1,4 @@
-package calculations
+package calculate
 
 import (
 	"math"

calculations/correlation.go → calculate/correlation.go

@@ -1,4 +1,4 @@
-package calculations
+package calculate
 
 import (
 	"gonum.org/v1/gonum/stat"

calculations/docs.go → calculate/docs.go

@@ -1,4 +1,4 @@
 // Package calculations implements various finance equations used in the rest of the package.
 //
 // Please remember, investing carries inherent risks including but not limited to the potential loss of principal. Past performance is no guarantee of future results. The data, equations, and calculations in these docs and code are for informational purposes only and should not be considered financial advice. It is important to carefully consider your own financial situation before making any investment decisions. You should seek the advice of a licensed financial professional before making any investment decisions. You should seek code review of an experienced software developer before consulting this library (or any library that imports it) to make investment decisions.
-package calculations
+package calculate

calculations/optimizer.go → calculate/optimizer.go

@@ -1,4 +1,4 @@
-package calculations
+package calculate
 
 import (
 	"context"

calculations/returns.go → calculate/returns.go

@@ -1,4 +1,4 @@
-package calculations
+package calculate
 
 // HoldingPeriodReturns calculates the holding period returns between the given quotes
 // The Return's Time field remains the zero value.

calculate/returns_test.go

@@ -0,0 +1,18 @@
+package calculate_test
+
+import (
+	"testing"
+
+	"github.com/stretchr/testify/assert"
+
+	"github.com/portfoliotree/portfolio/calculate"
+)
+
+func TestDiscreteReturns(t *testing.T) {
+	assert.Equal(t, calculate.HoldingPeriodReturns([]float64{100, 50}), []float64{1})
+	assert.Equal(t, calculate.HoldingPeriodReturns([]float64{50, 50}), []float64{0})
+	assert.Equal(t, calculate.HoldingPeriodReturns([]float64{50, 100}), []float64{-0.5})
+	assert.Equal(t, calculate.HoldingPeriodReturns([]float64{50, 100, 100}), []float64{-0.5, 0})
+	assert.Len(t, calculate.HoldingPeriodReturns(nil), 0)
+	assert.Equal(t, calculate.HoldingPeriodReturns([]float64{50, 100, 100}), []float64{-0.5, 0})
+}

calculations/risk.go → calculate/risk.go

@@ -1,4 +1,4 @@
-package calculations
+package calculate
 
 import (
 	"errors"

calculations/risk_test.go → calculate/risk_test.go

@@ -1,4 +1,4 @@
-package calculations
+package calculate
 
 import (
 	"fmt"

calculations/weights.go → calculate/weights.go

@@ -1,4 +1,4 @@
-package calculations
+package calculate
 
 import (
 	"context"

returns/list.go

@@ -6,7 +6,7 @@ import (
 	"sort"
 	"time"
 
-	"github.com/portfoliotree/portfolio/calculations"
+	"github.com/portfoliotree/portfolio/calculate"
 )
 
 type List []Return
@@ -19,7 +19,7 @@ func (list List) Swap(i, j int)      { list[i], list[j] = list[j], list[i] }
 
 func (list List) AddSpread(annualizedSpread float64) List {
 	result := slices.Clone(list)
-	s := math.Pow(1.0+annualizedSpread, 1.0/calculations.PeriodsPerYear) - 1
+	s := math.Pow(1.0+annualizedSpread, 1.0/calculate.PeriodsPerYear) - 1
 	for i := range result {
 		result[i].Value = result[i].Value + s
 	}
@@ -92,7 +92,7 @@ func (list List) Excess(other List) List {
 }
 
 func (list List) TimeWeightedReturn() float64 {
-	return calculations.TimeWeightedReturn(list.Values())
+	return calculate.TimeWeightedReturn(list.Values())
 }
 
 func (list List) EndAndStartDate() (end, start time.Time, _ error) {
@@ -104,21 +104,21 @@ func (list List) EndAndStartDate() (end, start time.Time, _ error) {
 
 // Risk calls calculations.RiskFromStdDev
 func (list List) Risk() float64 {
-	return calculations.RiskFromStdDev(list.Values())
+	return calculate.RiskFromStdDev(list.Values())
 }
 
 // AnnualizedRisk must receive at least 2 returns otherwise it returns 0
 func (list List) AnnualizedRisk() float64 {
-	return calculations.AnnualizeRisk(list.Risk(), calculations.PeriodsPerYear)
+	return calculate.AnnualizeRisk(list.Risk(), calculate.PeriodsPerYear)
 }
 
 // AnnualizedTimeWeightedReturn must receive at least 2 returns otherwise it returns 0
 func (list List) AnnualizedTimeWeightedReturn() float64 {
-	return calculations.AnnualizedTimeWeightedReturn(list.Values(), calculations.PeriodsPerYear)
+	return calculate.AnnualizedTimeWeightedReturn(list.Values(), calculate.PeriodsPerYear)
 }
 
 func (list List) AnnualizedArithmeticReturn() float64 {
-	return calculations.AnnualizedArithmeticReturn(list.Values(), calculations.PeriodsPerYear)
+	return calculate.AnnualizedArithmeticReturn(list.Values(), calculate.PeriodsPerYear)
 }
 
 func compareTimes(x, y time.Time) int {

returns/table.go

@@ -15,7 +15,7 @@ import (
 
 	"github.com/portfoliotree/round"
 
-	"github.com/portfoliotree/portfolio/calculations"
+	"github.com/portfoliotree/portfolio/calculate"
 )
 
 type Table struct {
@@ -257,17 +257,17 @@ func (table Table) Lists() []List {
 }
 
 func (table Table) CorrelationMatrix() [][]float64 {
-	return calculations.CorrelationMatrix(table.values)
+	return calculate.CorrelationMatrix(table.values)
 }
 
 func (table Table) ExpectedRisk(weights []float64) float64 {
 	risks := table.RisksFromStdDev()
-	r, _ := calculations.PortfolioVolatility(risks, weights, table.CorrelationMatrix())
+	r, _ := calculate.PortfolioVolatility(risks, weights, table.CorrelationMatrix())
 	return r
 }
 
 func (table Table) RiskFromStdDev(column int) float64 {
-	return calculations.RiskFromStdDev(table.values[column])
+	return calculate.RiskFromStdDev(table.values[column])
 }
 
 func (table Table) RisksFromStdDev() []float64 {
@@ -279,7 +279,7 @@ func (table Table) RisksFromStdDev() []float64 {
 }
 
 func (table Table) AnnualizedRisk(column int) float64 {
-	return calculations.AnnualizeRisk(table.RiskFromStdDev(column), calculations.PeriodsPerYear)
+	return calculate.AnnualizeRisk(table.RiskFromStdDev(column), calculate.PeriodsPerYear)
 }
 
 func (table Table) AnnualizedRisks() []float64 {
@@ -291,7 +291,7 @@ func (table Table) AnnualizedRisks() []float64 {
 }
 
 func (table Table) TimeWeightedReturn(column int) float64 {
-	return calculations.AnnualizedTimeWeightedReturn(table.values[column], calculations.PeriodsPerYear)
+	return calculate.AnnualizedTimeWeightedReturn(table.values[column], calculate.PeriodsPerYear)
 }
 
 func (table Table) TimeWeightedReturns() []float64 {
@@ -303,7 +303,7 @@ func (table Table) TimeWeightedReturns() []float64 {
 }
 
 func (table Table) AnnualizedArithmeticReturn(column int) float64 {
-	return calculations.AnnualizedArithmeticReturn(table.values[column], calculations.PeriodsPerYear)
+	return calculate.AnnualizedArithmeticReturn(table.values[column], calculate.PeriodsPerYear)
 }
 
 func (table Table) AnnualizedArithmeticReturns() []float64 {