roi: better debug, faster and fixes calculation on dates that have just P update (fixes #2298) #2300
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This fixes #2298
On days that has just price (P) directives we need to update internal TWR unit cost accordingly (and we were not doing this).
However, simply pretending that every day with P directive has a zero-value cashflow is suboptimal for people who has lots of P directives and few actual investment-related transactions.
So TWR code was rewritten to ditch the old pre-new-valuation-framework code and do the Proper Thing that better lines up with canonical way to compute TWR, by splitting the reporting inteval into subperiod on every cashflow, valuing investment immediately after each one, and computing the geometric mean of all subperiod returns, adjusted for cashflows.
This should do valuations on every cashflow date + two more for start and end of reporting period (actually this last bit is not new and is happening already).
Small variations in tests is due to the code now doing valuation consistently for all casflows/cashflow dates, which was not being done before.