#include <iostream>
#include <vector>
#include <cmath>
#include <algorithm>
#include <iomanip>
#include <tuple>
 
using namespace std;
 
using Portfolio = vector<int>; // weights in percent, size = 6
 
double percentile15(vector<double>& data) {
    sort(data.begin(), data.end());
    size_t index = static_cast<size_t>(floor(0.15 * data.size()));
    if (index >= data.size()) index = data.size() - 1;
    return data[index];
}
 
double lumpSumCAGR(const vector<double>& returns) {
    double compound = 1.0;
    for (double r : returns) {
        compound *= (1.0 + r);
    }
    return pow(compound, 1.0 / returns.size()) - 1.0;
}
 
double portfolioReturn(const vector<vector<double>>& assets, const Portfolio& weights, int year) {
    double result = 0.0;
    for (int i = 0; i < weights.size(); ++i) {
        result += (weights[i] / 100.0) * assets[i][year];
    }
    return result;
}
 
void generatePortfolios(vector<Portfolio>& portfolios, Portfolio current, int pos, int totalWeight, int maxAssets) {
    if (pos == current.size()) {
        if (totalWeight == 100) {
            int nonZero = count_if(current.begin(), current.end(), [](int w) { return w > 0; });
            if (nonZero <= maxAssets) {
                portfolios.push_back(current);
            }
        }
        return;
    }
    for (int w = 0; w <= 100 - totalWeight; w += 5) {
        current[pos] = w;
        generatePortfolios(portfolios, current, pos + 1, totalWeight + w, maxAssets);
    }
}
 
int main() {
    const int numAssets = 6;
    const int maxAssets = 3; // Limit to 3-asset portfolios
    const int step = 5;
 
    vector<string> assetNames = {"scv60Lcg15", "scv95", "vti", "11all", "33gld", "newAsset"};
 
    vector<vector<double>> assets = {
        // Asset 1
        {-0.04,0.14,0.15,-0.14,-0.19,0.26,0.28,0.04,0.08,0.28,0.08,-0.06,0.24,0.22,-0.01,0.26,0.14,-0.02,0.14,0.16,
         -0.16,0.29,0.15,0.18,-0.03,0.20,0.13,0.20,0.02,0.08,-0.04,0.04,-0.07,0.33,0.12,0.06,0.15,0.01,-0.26,0.31,
         0.22,-0.03,0.15,0.19,0.08,-0.06,0.16,0.13,-0.11,0.21,0.13,0.12,-0.18,0.15,0.12},
 
        // Asset 2
        {-0.03,0.13,0.06,-0.29,-0.31,0.43,0.46,0.08,0.07,0.21,0.12,0.06,0.31,0.38,0.02,0.31,0.12,-0.08,0.23,0.14,
         -0.22,0.37,0.24,0.19,-0.02,0.24,0.17,0.31,-0.06,0.02,0.04,0.11,-0.13,0.41,0.17,0.04,0.15,-0.09,-0.32,0.33,
         0.23,-0.06,0.18,0.32,0.09,-0.06,0.23,0.09,-0.15,0.20,0.03,0.19,-0.16,0.11,0.08},
 
        // Asset 3
        {-0.02,0.11,0.12,-0.25,-0.36,0.30,0.21,-0.11,-0.01,0.05,0.16,-0.11,0.19,0.19,0.01,0.28,0.15,-0.02,0.12,0.24,
         -0.10,0.29,0.06,0.08,-0.01,0.34,0.19,0.30,0.24,0.19,-0.13,-0.09,-0.25,0.30,0.08,0.02,0.12,0.01,-0.37,0.26,
         0.16,-0.02,0.14,0.31,0.12,0.00,0.11,0.19,-0.07,0.28,0.19,0.18,-0.24,0.22,0.20},
 
        // Asset 4
        {-0.02,0.12,0.14,-0.13,-0.19,0.22,0.26,0.04,0.06,0.19,0.07,-0.07,0.20,0.20,0.03,0.26,0.19,0.00,0.14,0.15,
         -0.16,0.24,0.10,0.20,-0.02,0.19,0.12,0.17,0.01,0.05,0.01,0.02,-0.06,0.32,0.14,0.07,0.17,-0.01,-0.25,0.25,
         0.20,0.00,0.14,0.15,0.11,-0.04,0.13,0.12,-0.10,0.20,0.07,0.12,-0.19,0.10,0.08},
 
        // Asset 5
        {-0.01,0.11,0.19,0.03,-0.05,0.13,0.23,0.07,0.10,0.44,0.08,-0.13,0.20,0.14,-0.04,0.19,0.16,0.02,0.06,0.08,
         -0.15,0.17,0.08,0.16,-0.03,0.17,0.11,0.12,0.00,0.02,-0.01,0.02,-0.02,0.30,0.11,0.07,0.19,0.03,-0.21,0.25,
         0.23,0.00,0.13,0.08,0.09,-0.06,0.13,0.10,-0.08,0.20,0.10,0.11,-0.14,0.11,0.14},
 
        // Asset 6 (new)
        {-0.03,0.13,0.12,-0.22,-0.30,0.25,0.24,-0.02,0.00,0.07,0.08,-0.09,0.14,0.20,0.07,0.26,0.15,-0.02,0.16,0.24,
         -0.13,0.33,0.10,0.21,-0.03,0.22,0.16,0.21,0.05,0.15,-0.05,-0.02,-0.12,0.32,0.14,0.08,0.17,0.02,-0.32,0.29,
         0.17,-0.01,0.14,0.17,0.13,-0.03,0.11,0.16,-0.09,0.23,0.11,0.14,-0.24,0.14,0.11}
    };
 
    int numYears = assets[0].size();
 
    for (int duration = 1; duration <= 31; duration += 2) {
        cout << "----------\n----------\nDuration:\t" << duration << "\n--------------------\n";
 
        vector<Portfolio> portfolios;
        generatePortfolios(portfolios, Portfolio(numAssets, 0), 0, 0, maxAssets);
 
        vector<tuple<Portfolio, double>> portfolioResults;
 
        for (const Portfolio& p : portfolios) {
            vector<double> cagrList;
 
            for (int start = 0; start <= numYears - duration; ++start) {
                vector<double> subReturns;
                for (int i = 0; i < duration; ++i) {
                    double portRet = portfolioReturn(assets, p, start + i);
                    subReturns.push_back(portRet);
                }
                double cagr = lumpSumCAGR(subReturns);
                cagrList.push_back(cagr);
            }
 
            double bottom15 = percentile15(cagrList);
            portfolioResults.emplace_back(p, bottom15);
        }
 
        sort(portfolioResults.begin(), portfolioResults.end(),
             [](const auto& a, const auto& b) {
                 return get<1>(a) > get<1>(b);
             });
 
        cout << fixed << setprecision(2);
        for (int i = 0; i < 2 && i < portfolioResults.size(); ++i) {
            auto [weights, cagr] = portfolioResults[i];
            cout << "Portfolio " << i + 1 << ":\n";
            for (int j = 0; j < numAssets; ++j) {
                if (weights[j] > 0)
                    cout << "  " << assetNames[j] << ": " << weights[j] << "%\n";
            }
            cout << "  Bottom 15th Percentile CAGR: " << cagr * 100 << "%\n\n";
        }
    }
 
    return 0;
}
 

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