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

Example 1 with PortfolioBuilder

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

the class InvestmentPlanTest method testGenerationOfTransaction.

@Test
public void testGenerationOfTransaction() {
    Client client = new Client();
    Security security = new SecurityBuilder().addTo(client);
    Account account = new AccountBuilder().addTo(client);
    Portfolio portfolio = new PortfolioBuilder(account).addTo(client);
    InvestmentPlan investmentPlan = new InvestmentPlan();
    investmentPlan.setPortfolio(portfolio);
    investmentPlan.setSecurity(security);
    investmentPlan.setAmount(Values.Amount.factorize(100));
    investmentPlan.setInterval(1);
    investmentPlan.setStart(LocalDateTime.parse("2016-01-31T00:00:00"));
    investmentPlan.generateTransactions(new TestCurrencyConverter());
    List<PortfolioTransaction> tx = investmentPlan.getTransactions().stream().filter(t -> t.getDateTime().isBefore(LocalDateTime.parse("2017-04-10T00:00"))).collect(Collectors.toList());
    assertThat(tx.size(), is(15));
    tx = investmentPlan.getTransactions().stream().filter(t -> t.getDateTime().getYear() == 2016 && t.getDateTime().getMonth() == Month.MAY).collect(Collectors.toList());
    // May 2016 should contain two transactions:
    // one "spilled over" from April as 30 April is a Saturday
    // and the regular one from 31 May
    assertThat(tx.size(), is(2));
    assertThat(tx.get(0).getDateTime(), is(LocalDateTime.parse("2016-05-02T00:00")));
    assertThat(tx.get(1).getDateTime(), is(LocalDateTime.parse("2016-05-31T00:00")));
    // check that delta generation of transactions also takes into account
    // the transaction "spilled over" into the next month
    investmentPlan.getTransactions().stream().filter(t -> t.getDateTime().isAfter(LocalDateTime.parse("2016-05-10T00:00"))).collect(Collectors.toList()).forEach(t -> investmentPlan.removeTransaction(t));
    List<PortfolioTransaction> newlyGenerated = investmentPlan.generateTransactions(new TestCurrencyConverter());
    assertThat(newlyGenerated.isEmpty(), is(false));
    assertThat(newlyGenerated.get(0).getDateTime(), is(LocalDateTime.parse("2016-05-31T00:00")));
}

Example 2 with PortfolioBuilder

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

the class ClassificationIndexTest method testThatTaxesAreNotIncludedInTTWRORCalculation.

@Test
public void testThatTaxesAreNotIncludedInTTWRORCalculation() {
    Client client = new Client();
    Security security = // 
    new SecurityBuilder().addPrice("2015-12-31", // 
    Values.Quote.factorize(100)).addPrice("2016-12-31", // 
    Values.Quote.factorize(110)).addTo(client);
    Account account = // 
    new AccountBuilder().deposit_("2014-01-01", Values.Amount.factorize(1000)).addTo(client);
    AccountTransaction t = new AccountTransaction();
    t.setType(AccountTransaction.Type.DIVIDENDS);
    t.setDateTime(LocalDateTime.parse("2016-06-01T00:00"));
    t.setSecurity(security);
    t.setMonetaryAmount(Money.of(CurrencyUnit.EUR, Values.Amount.factorize(100)));
    t.setShares(Values.Share.factorize(10));
    account.addTransaction(t);
    Portfolio portfolio = // 
    new PortfolioBuilder(account).addTo(client);
    BuySellEntry buy = new BuySellEntry(portfolio, account);
    buy.setType(PortfolioTransaction.Type.BUY);
    buy.setDate(LocalDateTime.parse("2015-12-31T00:00"));
    buy.setMonetaryAmount(Money.of(CurrencyUnit.EUR, Values.Amount.factorize(1000)));
    buy.setShares(Values.Share.factorize(10));
    buy.setSecurity(security);
    buy.insert();
    BuySellEntry sell = new BuySellEntry(portfolio, account);
    sell.setType(PortfolioTransaction.Type.SELL);
    sell.setDate(LocalDateTime.parse("2016-12-31T00:00"));
    sell.setMonetaryAmount(Money.of(CurrencyUnit.EUR, Values.Amount.factorize(1070)));
    sell.setShares(Values.Share.factorize(10));
    sell.setSecurity(security);
    sell.getPortfolioTransaction().addUnit(new Unit(Unit.Type.TAX, Money.of(CurrencyUnit.EUR, Values.Amount.factorize(30))));
    sell.insert();
    Classification classification = new Classification(null, null);
    classification.addAssignment(new Assignment(security));
    List<Exception> warnings = new ArrayList<Exception>();
    PerformanceIndex index = PerformanceIndex.forClassification(client, new TestCurrencyConverter(), classification, new ReportingPeriod.FromXtoY(LocalDate.parse("2015-01-01"), LocalDate.parse("2017-01-01")), warnings);
    assertThat(warnings.isEmpty(), is(true));
    // dividend payment 10% * quote change 10%
    assertThat(index.getFinalAccumulatedPercentage(), IsCloseTo.closeTo((1.1 * 1.1) - 1, 0.000000001d));
    // add taxes to dividend payment
    t.addUnit(new Unit(Unit.Type.TAX, Money.of(CurrencyUnit.EUR, Values.Amount.factorize(50))));
    index = PerformanceIndex.forClassification(client, new TestCurrencyConverter(), classification, new ReportingPeriod.FromXtoY(LocalDate.parse("2015-01-01"), LocalDate.parse("2017-01-01")), warnings);
    // dividend payment 15% * quote change 10%
    assertThat(index.getFinalAccumulatedPercentage(), IsCloseTo.closeTo((1.15 * 1.1) - 1, 0.000000001d));
}

Example 3 with PortfolioBuilder

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

the class ClassificationIndexTest method createClient.

private Client createClient(int weight) {
    Client client = new Client();
    Taxonomy taxonomy = // 
    new TaxonomyBuilder().addClassification(// 
    "one").addTo(client);
    Security security = // 
    new SecurityBuilder().addPrice("2011-12-31", // 
    100 * Values.Quote.factor()).addPrice("2012-01-03", // 
    106 * Values.Quote.factor()).addPrice("2012-01-08", // 
    112 * Values.Quote.factor()).assign(taxonomy, "one", // 
    weight).addTo(client);
    Account account = // 
    new AccountBuilder().deposit_("2011-12-31", // 
    10000 * Values.Amount.factor()).interest("2012-01-01", // 
    230 * Values.Amount.factor()).deposit_("2012-01-02", // 
    200 * Values.Amount.factor()).interest("2012-01-02", // 
    200 * Values.Amount.factor()).withdraw("2012-01-03", // 
    400 * Values.Amount.factor()).fees____("2012-01-03", // 
    234 * Values.Amount.factor()).interest("2012-01-04", // 
    293 * Values.Amount.factor()).interest("2012-01-05", // 
    293 * Values.Amount.factor()).deposit_("2012-01-06", // 
    5400 * Values.Amount.factor()).interest("2012-01-06", // 
    195 * Values.Amount.factor()).withdraw("2012-01-07", // 
    3697 * Values.Amount.factor()).fees____("2012-01-07", // 
    882 * Values.Amount.factor()).fees____("2012-01-08", // 
    1003 * Values.Amount.factor()).dividend("2012-01-08", 100 * Values.Amount.factor(), // 
    security).assign(taxonomy, "one", // 
    weight).addTo(client);
    // 
    new PortfolioBuilder(account).buy(security, "2012-01-01", 50 * Values.Share.factor(), // 
    50 * 101 * Values.Amount.factor()).inbound_delivery(security, "2012-01-01", 100 * Values.Share.factor(), // 
    100 * 100 * Values.Amount.factor()).sell(security, "2012-01-05", 50 * Values.Share.factor(), // 
    50 * 105 * Values.Amount.factor()).addTo(client);
    return client;
}

Example 4 with PortfolioBuilder

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

the class ClientIndexTest method testThatPerformanceOfInvestmentAndIndexIsIdendicalWhenInForeignCurrency.

@Test
public void testThatPerformanceOfInvestmentAndIndexIsIdendicalWhenInForeignCurrency() {
    LocalDate startDate = LocalDate.of(2015, 1, 1);
    LocalDate endDate = LocalDate.of(2015, 8, 1);
    long startPrice = Values.Quote.factorize(100);
    Client client = new Client();
    Security security = // 
    new SecurityBuilder("USD").generatePrices(startPrice, startDate, // 
    endDate).addTo(client);
    Account account = new AccountBuilder().addTo(client);
    // 
    new PortfolioBuilder(account).inbound_delivery(security, LocalDateTime.of(2014, 01, 01, 0, 0), Values.Share.factorize(100), // 
    100).addTo(client);
    ReportingPeriod.FromXtoY period = new ReportingPeriod.FromXtoY(startDate, endDate);
    List<Exception> warnings = new ArrayList<Exception>();
    CurrencyConverter converter = new TestCurrencyConverter().with(CurrencyUnit.EUR);
    PerformanceIndex index = PerformanceIndex.forClient(client, converter, period, warnings);
    assertTrue(warnings.isEmpty());
    PerformanceIndex benchmark = PerformanceIndex.forSecurity(index, security);
    assertTrue(warnings.isEmpty());
    assertThat(benchmark.getFinalAccumulatedPercentage(), IsCloseTo.closeTo(index.getFinalAccumulatedPercentage(), PRECISION));
    PerformanceIndex investment = PerformanceIndex.forInvestment(client, converter, security, period, warnings);
    assertTrue(warnings.isEmpty());
    assertThat(investment.getFinalAccumulatedPercentage(), is(index.getFinalAccumulatedPercentage()));
}

Example 5 with PortfolioBuilder

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

the class ClientPerformanceSnapshotTest method testCapitalGainsWithPartialSellDuringReportPeriodWithFees.

@Test
public void testCapitalGainsWithPartialSellDuringReportPeriodWithFees() {
    Client client = new Client();
    Security security = // 
    new SecurityBuilder().addPrice("2010-01-01", // 
    Values.Quote.factorize(100)).addPrice("2011-06-01", // 
    Values.Quote.factorize(110)).addTo(client);
    Account account = // 
    new AccountBuilder().deposit_("2010-01-01", // 
    1_00).withdraw("2011-01-15", // 
    99_00).addTo(client);
    // 
    new PortfolioBuilder(account).buy(security, "2010-01-01", Values.Share.factorize(10), // 
    1_00).sell(security, "2011-01-15", Values.Share.factorize(1), 99_00, // 
    1).addTo(client);
    CurrencyConverter converter = new TestCurrencyConverter();
    ClientPerformanceSnapshot snapshot = new ClientPerformanceSnapshot(client, converter, startDate, endDate);
    assertThat(snapshot.getValue(CategoryType.CAPITAL_GAINS), is(Money.of(CurrencyUnit.EUR, 1000 * 9 + (9900 - 10000) + 1)));
    assertThat(snapshot.getValue(CategoryType.FEES), is(Money.of(CurrencyUnit.EUR, 1)));
    assertThat(snapshot.getAbsoluteDelta(), is(snapshot.getValue(CategoryType.FINAL_VALUE).subtract(snapshot.getValue(CategoryType.TRANSFERS)).subtract(snapshot.getValue(CategoryType.INITIAL_VALUE))));
}