Examples with AccountBuilder name.abuchen.portfolio.AccountBuilder used on opensource projects

Example 11 with AccountBuilder

use of name.abuchen.portfolio.AccountBuilder in project portfolio by buchen.

the class SecurityIndexTest method testWhenQuotesAreOnlyAvailableUntilTheMiddleOfTheReportInterval.

@Test
public void testWhenQuotesAreOnlyAvailableUntilTheMiddleOfTheReportInterval() {
    LocalDate startDate = LocalDate.of(2012, 12, 31);
    LocalDate middleDate = LocalDate.of(2013, 2, 18);
    LocalDate endDate = LocalDate.of(2013, 3, 31);
    // create model
    Client client = new Client();
    // 
    new AccountBuilder().deposit_(startDate.atStartOfDay(), // 
    100 * Values.Amount.factor()).interest(startDate.atStartOfDay().plusDays(10), // 
    10 * Values.Amount.factor()).addTo(client);
    int startPrice = 50 * Values.Amount.factor();
    Security security = // 
    new SecurityBuilder().generatePrices(startPrice, startDate, // 
    middleDate).addTo(client);
    // calculate performance indices
    List<Exception> warnings = new ArrayList<Exception>();
    ReportingPeriod reportInterval = new ReportingPeriod.FromXtoY(startDate, endDate);
    CurrencyConverter converter = new TestCurrencyConverter();
    PerformanceIndex clientIndex = PerformanceIndex.forClient(client, converter, reportInterval, warnings);
    PerformanceIndex securityIndex = PerformanceIndex.forSecurity(clientIndex, security);
    // asserts
    assertTrue(warnings.isEmpty());
    LocalDate[] clientDates = clientIndex.getDates();
    LocalDate[] securityDates = securityIndex.getDates();
    assertThat(securityDates[0], is(startDate));
    assertThat(securityDates[securityDates.length - 1], is(middleDate));
    assertThat(clientDates[0], is(securityDates[0]));
    double[] securityAccumulated = securityIndex.getAccumulatedPercentage();
    int index = Dates.daysBetween(startDate, middleDate);
    assertThat(clientDates[index], is(middleDate));
    assertThat(securityAccumulated[0], IsCloseTo.closeTo(0d, 0.000001d));
    long middlePrice = security.getSecurityPrice(middleDate).getValue();
    double performance = (double) (middlePrice - startPrice) / (double) startPrice;
    assertThat(securityAccumulated[securityAccumulated.length - 1], IsCloseTo.closeTo(performance, 0.000001d));
}

Example 12 with AccountBuilder

use of name.abuchen.portfolio.AccountBuilder in project portfolio by buchen.

the class SecurityIndexTest method testIndexWhenNoQuotesExist.

@Test
public void testIndexWhenNoQuotesExist() {
    LocalDate startDate = LocalDate.of(2012, 12, 31);
    LocalDate endDate = LocalDate.of(2013, 3, 31);
    // create model
    Client client = new Client();
    // 
    new AccountBuilder().deposit_(startDate.atStartOfDay(), // 
    100 * Values.Amount.factor()).addTo(client);
    Security security = new Security();
    client.addSecurity(security);
    // calculate performance indices
    List<Exception> warnings = new ArrayList<Exception>();
    ReportingPeriod reportInterval = new ReportingPeriod.FromXtoY(startDate, endDate);
    CurrencyConverter converter = new TestCurrencyConverter();
    PerformanceIndex clientIndex = PerformanceIndex.forClient(client, converter, reportInterval, warnings);
    PerformanceIndex securityIndex = PerformanceIndex.forSecurity(clientIndex, security);
    // asserts
    assertTrue(warnings.isEmpty());
    assertThat(securityIndex.getDates().length, is(1));
    assertThat(securityIndex.getDates()[0], is(clientIndex.getFirstDataPoint().get()));
}

Example 13 with AccountBuilder

use of name.abuchen.portfolio.AccountBuilder in project portfolio by buchen.

the class ClientSecurityFilterTest method setupClient.

@Before
public void setupClient() {
    client = new Client();
    securityUSD = // 
    new SecurityBuilder().addPrice("2016-06-01", // 
    Values.Quote.factorize(100)).addTo(client);
    securityEUR = // 
    new SecurityBuilder(CurrencyUnit.USD).addPrice("2016-06-01", // 
    Values.Quote.factorize(100)).addTo(client);
    accountEUR = // 
    new AccountBuilder(CurrencyUnit.EUR).dividend("2017-01-01", Values.Amount.factorize(20), // 
    securityEUR).addTo(client);
    accountUSD = // 
    new AccountBuilder(CurrencyUnit.USD).dividend("2017-01-01", Values.Amount.factorize(20), // 
    securityUSD).addTo(client);
    // 
    new PortfolioBuilder(accountEUR).inbound_delivery(securityEUR, "2016-06-01", Values.Share.factorize(20), // 
    Values.Amount.factorize(2000)).inbound_delivery(securityUSD, "2016-06-01", Values.Share.factorize(20), // 
    Values.Amount.factorize(2000)).addTo(client);
}

Example 14 with AccountBuilder

use of name.abuchen.portfolio.AccountBuilder in project portfolio by buchen.

the class SecurityIndexTest method testThatSecurityIndexIsCalculated.

@Test
public void testThatSecurityIndexIsCalculated() {
    LocalDate startDate = LocalDate.of(2012, 12, 31);
    LocalDate endDate = LocalDate.of(2013, 4, 1);
    long startPrice = 100 * Values.Amount.factor();
    // create model
    Client client = new Client();
    // 
    new AccountBuilder().deposit_(startDate.atStartOfDay(), // 
    startPrice).addTo(client);
    Security security = // 
    new SecurityBuilder().generatePrices(startPrice, startDate, // 
    endDate).addTo(client);
    // calculate performance indices
    List<Exception> warnings = new ArrayList<Exception>();
    ReportingPeriod reportInterval = new ReportingPeriod.FromXtoY(startDate, endDate);
    CurrencyConverter converter = new TestCurrencyConverter();
    PerformanceIndex clientIndex = PerformanceIndex.forClient(client, converter, reportInterval, warnings);
    PerformanceIndex securityIndex = PerformanceIndex.forSecurity(clientIndex, security);
    // asserts
    assertTrue(warnings.isEmpty());
    LocalDate[] dates = securityIndex.getDates();
    assertThat(dates[0], is(startDate));
    assertThat(dates[dates.length - 1], is(endDate));
    long lastPrice = security.getSecurityPrice(endDate).getValue();
    double performance = (double) (lastPrice - startPrice) / (double) startPrice;
    double[] accumulated = securityIndex.getAccumulatedPercentage();
    assertThat(accumulated[0], is(0d));
    assertThat(accumulated[accumulated.length - 1], IsCloseTo.closeTo(performance, 0.000001d));
}

Example 15 with AccountBuilder

use of name.abuchen.portfolio.AccountBuilder in project portfolio by buchen.

the class SecurityIndexTest method testWhenQuotesAreOnlyAvailableFromTheMiddleOfTheReportInterval.

@Test
public void testWhenQuotesAreOnlyAvailableFromTheMiddleOfTheReportInterval() {
    LocalDate startDate = LocalDate.of(2012, 12, 31);
    LocalDate middleDate = LocalDate.of(2013, 2, 18);
    LocalDate endDate = LocalDate.of(2013, 4, 1);
    // create model
    Client client = new Client();
    // 
    new AccountBuilder().deposit_(startDate.atStartOfDay(), // 
    100 * Values.Amount.factor()).interest(startDate.atStartOfDay().plusDays(10), // 
    10 * Values.Amount.factor()).addTo(client);
    Security security = // 
    new SecurityBuilder().generatePrices(50 * Values.Amount.factor(), middleDate, // 
    endDate).addTo(client);
    // calculate performance indices
    List<Exception> warnings = new ArrayList<Exception>();
    ReportingPeriod reportInterval = new ReportingPeriod.FromXtoY(startDate, endDate);
    CurrencyConverter converter = new TestCurrencyConverter();
    PerformanceIndex clientIndex = PerformanceIndex.forClient(client, converter, reportInterval, warnings);
    PerformanceIndex securityIndex = PerformanceIndex.forSecurity(clientIndex, security);
    // asserts
    assertTrue(warnings.isEmpty());
    LocalDate[] clientDates = clientIndex.getDates();
    LocalDate[] securityDates = securityIndex.getDates();
    assertThat(securityDates[0], is(middleDate));
    assertThat(securityDates[securityDates.length - 1], is(endDate));
    assertThat(clientDates[clientDates.length - 1], is(securityDates[securityDates.length - 1]));
    double[] clientAccumulated = clientIndex.getAccumulatedPercentage();
    double[] securityAccumulated = securityIndex.getAccumulatedPercentage();
    int index = Dates.daysBetween(startDate, middleDate);
    assertThat(clientDates[index], is(middleDate));
    assertThat(securityAccumulated[0], IsCloseTo.closeTo(clientAccumulated[index], 0.000001d));
    long middlePrice = security.getSecurityPrice(middleDate).getValue();
    long lastPrice = security.getSecurityPrice(endDate).getValue();
    // 10% is interest of the deposit
    double performance = (double) (lastPrice - middlePrice) / (double) middlePrice + 0.1d;
    assertThat(securityAccumulated[securityAccumulated.length - 1], IsCloseTo.closeTo(performance, 0.000001d));
}