test_simulation.py

#!/usr/bin/env python3
"""
Teste da simulação para verificar se os resultados estão corretos
"""

# Inputs
initial_investment = 1000.0

price_now = {
    "MPW": 5.48,
    "SLG": 59.28,
}

annual_div = {
    "MPW": 0.32,
    "SLG": 3.09,
}

freq = {
    "MPW": 4,  # quarterly
    "SLG": 12, # monthly
}

price_cagr = {
    "MPW": 0.02,  # 2% a.a.
    "SLG": 0.03,  # 3% a.a.
}

div_cagr = {
    "MPW": 0.00,  # 0% a.a.
    "SLG": 0.01,  # 1% a.a.
}

years = 10
months = years * 12

def simulate(ticker):
    P0 = price_now[ticker]
    D_annual0 = annual_div[ticker]
    n = freq[ticker]
    price_g = (1 + price_cagr[ticker]) ** (1/12) - 1
    div_g_annual = div_cagr[ticker]

    if n == 12:
        div_per_payment0 = D_annual0 / 12.0
        pay_interval = 1
    else:
        div_per_payment0 = D_annual0 / 4.0
        pay_interval = 3

    shares = initial_investment / P0
    price = P0
    div_per_payment = div_per_payment0
    total_div_received = 0.0
    current_annual_div = D_annual0

    print(f"\n{'='*60}")
    print(f"Simulação {ticker}")
    print(f"{'='*60}")
    print(f"Preço inicial: US$ {P0:.2f}")
    print(f"Dividendo anual inicial: US$ {D_annual0:.2f}")
    print(f"Ações iniciais: {shares:.4f}")
    print(f"Frequência de pagamento: {n}x/ano")

    for m in range(1, months+1):
        # Price grows monthly
        price *= (1 + price_g)

        # Apply dividend growth annually
        if m % 12 == 0 and m > 0:
            current_annual_div *= (1 + div_g_annual)
            if n == 12:
                div_per_payment = current_annual_div / 12.0
            else:
                div_per_payment = current_annual_div / 4.0

        # Determine if this is a pay month
        pay = False
        if n == 12:
            pay = True
        else:
            pay = (m % pay_interval == 0)

        if pay:
            cash_div = shares * div_per_payment
            total_div_received += cash_div
            shares += cash_div / price

    ending_value = shares * price
    run_rate_annual = current_annual_div * shares

    # Calculate yields
    yield_on_cost = (run_rate_annual / initial_investment) * 100
    current_yield = (run_rate_annual / ending_value) * 100
    avg_annual_yield = (total_div_received / initial_investment / years) * 100

    print(f"\nResultados após {years} anos:")
    print(f"-" * 60)
    print(f"Preço final: US$ {price:.2f}")
    print(f"Ações finais: {shares:.4f}")
    print(f"Valor final da posição: US$ {ending_value:,.2f}")
    print(f"Dividendo anual no ano 10: US$ {current_annual_div:.2f}")
    print(f"\nDividendos:")
    print(f"  Run-rate anual no fim: US$ {run_rate_annual:.2f}")
    print(f"  Total de dividendos recebidos (10 anos): US$ {total_div_received:.2f}")
    print(f"\nMétricas de Yield:")
    print(f"  YoC Final (Yield-on-Cost): {yield_on_cost:.2f}% a.a.")
    print(f"  Current Yield: {current_yield:.2f}% a.a.")
    print(f"  DY Médio no período: {avg_annual_yield:.2f}% a.a.")

    return {
        "ending_price": price,
        "ending_shares": shares,
        "ending_value": ending_value,
        "total_dividends": total_div_received,
        "run_rate_annual": run_rate_annual,
        "yield_on_cost": yield_on_cost,
        "current_yield": current_yield,
        "avg_annual_yield": avg_annual_yield
    }

print("\n" + "="*60)
print("TESTE DA SIMULAÇÃO DE INVESTIMENTOS - 10 ANOS")
print("="*60)

res_mpw = simulate("MPW")
res_slg = simulate("SLG")

print(f"\n{'='*60}")
print("VALORES ESPERADOS (da sua tabela)")
print(f"{'='*60}")
print("\nMPW:")
print(f"  Run-rate anual no fim: US$ 98,76/ano")
print(f"  YoC Final: 9,88% a.a.")
print(f"  Current Yield: 4,79% a.a.")
print(f"  Dividendos totais: US$ 769,53")
print(f"  DY Médio: 7,70% a.a.")

print("\nSLG:")
print(f"  Run-rate anual no fim: US$ 92,28/ano")
print(f"  YoC Final: 9,23% a.a.")
print(f"  Current Yield: 4,28% a.a.")
print(f"  Dividendos totais: US$ 707,46")
print(f"  DY Médio: 7,07% a.a.")

print(f"\n{'='*60}")
print("COMPARAÇÃO")
print(f"{'='*60}")

def compare(label, expected, actual):
    diff = actual - expected
    pct_diff = (diff / expected * 100) if expected != 0 else 0
    status = "✓" if abs(pct_diff) < 1 else "✗"
    print(f"{status} {label}:")
    print(f"   Esperado: {expected:.2f} | Obtido: {actual:.2f} | Diferença: {diff:+.2f} ({pct_diff:+.1f}%)")

print("\nMPW:")
compare("Run-rate anual", 98.76, res_mpw["run_rate_annual"])
compare("YoC Final (%)", 9.88, res_mpw["yield_on_cost"])
compare("Current Yield (%)", 4.79, res_mpw["current_yield"])
compare("Dividendos totais", 769.53, res_mpw["total_dividends"])
compare("DY Médio (%)", 7.70, res_mpw["avg_annual_yield"])

print("\nSLG:")
compare("Run-rate anual", 92.28, res_slg["run_rate_annual"])
compare("YoC Final (%)", 9.23, res_slg["yield_on_cost"])
compare("Current Yield (%)", 4.28, res_slg["current_yield"])
compare("Dividendos totais", 707.46, res_slg["total_dividends"])
compare("DY Médio (%)", 7.07, res_slg["avg_annual_yield"])

print("\n" + "="*60)
print("RETORNO TOTAL")
print("="*60)

total_return_mpw = (res_mpw["ending_value"] / initial_investment - 1) * 100
total_return_slg = (res_slg["ending_value"] / initial_investment - 1) * 100
avg_return = (total_return_mpw + total_return_slg) / 2

print(f"\nRetorno Total MPW: {total_return_mpw:.2f}%")
print(f"Retorno Total SLG: {total_return_slg:.2f}%")
print(f"Retorno Médio (ambos): {avg_return:.2f}%")
print(f"\nCAGR Médio aproximado: ~{avg_return/10:.2f}% a.a.")