use of name.abuchen.portfolio.SecurityBuilder 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")));
}
use of name.abuchen.portfolio.SecurityBuilder 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));
}
use of name.abuchen.portfolio.SecurityBuilder 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;
}
use of name.abuchen.portfolio.SecurityBuilder 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()));
}
use of name.abuchen.portfolio.SecurityBuilder 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))));
}
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