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@@ -8,8 +8,8 @@ use fundit::returnCalculator
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use fundit::indicatorCalculator
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/* init values for test cases */
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-end_day = 2024.08.31; //2024.06.28;
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-fund_ids = "'MF00003PW1','MF00003RS0'"; //"'HF000004KN','HF000103EU','HF00018WXG'";
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+end_day = 2024.11.30; //2024.06.28;
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+fund_ids = "'MF0002061J','MF0002058K'" //"'MF00003PW1','MF00003RS0'"; //"'HF000004KN','HF000103EU','HF00018WXG'";
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entity_type = "MF"; //'HF';
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@@ -364,6 +364,19 @@ assert (select (m2*12).round(4) as m2_a
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from m2 where entity_id in entity_ids and end_date in (2024.07M, 2024.08M)).m2_a == [0.064601,0.063365,0.026901,0.025155].round(4);
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+// MS risk free IN000002EI IN000002I9
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+risk_free_rate = SELECT entity_id AS fund_id, temporalParse(end_date, 'yyyy-MM') AS end_date, ret FROM get_monthly_ret('MI', "'IN000002EI'", very_old_date, end_day, true);
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+
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+// ms returns
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+ms_rets = cal_ms_return(tb_ret, risk_free_rate, '36');
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+@testing: case = 'trailing3y ms return'
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+assert (exec ms_ret_a.round(3)
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+ from ms_rets where entity_id in entity_ids and end_date = 2024.11M) == [-0.125943, 0.0136005].round(3);
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+@testing: case = 'trailing3y MRAR'
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+assert (exec ms_rar_a.round(3)
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+ from ms_rets where entity_id in entity_ids and end_date = 2024.11M) == [-0.156894, 0.0121763].round(3);
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+
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+
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/* Tests for BFI indicators. CURRENTLY IT IS UN-TESTABLE BECAUSE LOGIC OF BENCHMARK COMPARING IS CHANGED */
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