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

Example 11 with SecurityBuilder

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

the class GroupByTaxonomyTest method testThatPartialAssignmentsInSubClassificationsAreMerged.

@Test
public void testThatPartialAssignmentsInSubClassificationsAreMerged() {
    Client client = new Client();
    Taxonomy taxonomy = // 
    new TaxonomyBuilder().addClassification(// 
    "debt").addClassification("debt", // 
    "cat1").addClassification("debt", // 
    "cat2").addTo(client);
    Security a = // 
    new SecurityBuilder().addPrice("2010-01-01", // 
    Values.Quote.factorize(10)).assign(taxonomy, "cat1", // 
    Classification.ONE_HUNDRED_PERCENT / 2).assign(taxonomy, "cat2", // 
    Classification.ONE_HUNDRED_PERCENT / 2).addTo(client);
    Portfolio portfolio = // 
    new PortfolioBuilder().inbound_delivery(a, "2010-01-01", Values.Share.factorize(10), // 
    10000).addTo(client);
    LocalDate date = LocalDate.parse("2010-01-01");
    PortfolioSnapshot snapshot = PortfolioSnapshot.create(portfolio, new TestCurrencyConverter(), date);
    assertNotNull(snapshot);
    GroupByTaxonomy grouping = snapshot.groupByTaxonomy(taxonomy);
    assertThat(grouping.asList().size(), is(1));
    AssetCategory debt = grouping.byClassification(taxonomy.getClassificationById("debt"));
    assertThat(debt.getPositions().size(), is(1));
    assertThat(debt.getValuation(), is(Money.of(CurrencyUnit.EUR, 100_00)));
}

Example 12 with SecurityBuilder

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

the class PortfolioSnapshotTest method testBuyAndSellLeavesNoEntryInSnapshot.

@Test
public void testBuyAndSellLeavesNoEntryInSnapshot() {
    Client client = new Client();
    Security a = // 
    new SecurityBuilder().addPrice("2010-01-01", // 
    1000).addTo(client);
    Portfolio portfolio = // 
    new PortfolioBuilder().buy(a, "2010-01-01", 1000000, // 
    10000).sell(a, "2010-01-02", 700000, // 
    12000).sell(a, "2010-01-03", 300000, // 
    12000).addTo(client);
    LocalDate date = LocalDate.parse("2010-01-31");
    PortfolioSnapshot snapshot = PortfolioSnapshot.create(portfolio, new TestCurrencyConverter(), date);
    assertTrue(snapshot.getPositions().isEmpty());
}

Example 13 with SecurityBuilder

use of name.abuchen.portfolio.SecurityBuilder 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 14 with SecurityBuilder

use of name.abuchen.portfolio.SecurityBuilder 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 15 with SecurityBuilder

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

the class CostCalculationTest method testFifoBuySellTransactions2.

@Test
public void testFifoBuySellTransactions2() {
    Client client = new Client();
    Security security = // 
    new SecurityBuilder().addTo(client);
    Portfolio portfolio = // 
    new PortfolioBuilder().buy(security, "2010-01-01", 109 * Values.Share.factor(), // 
    Values.Amount.factorize(3149.20)).buy(security, "2010-02-01", 52 * Values.Share.factor(), // 
    Values.Amount.factorize(1684.92)).sell(security, "2010-03-01", 15 * Values.Share.factor(), // 
    Values.Amount.factorize(531.50)).addTo(client);
    CostCalculation cost = new CostCalculation();
    cost.setTermCurrency(CurrencyUnit.EUR);
    cost.visitAll(new TestCurrencyConverter(), portfolio.getTransactions());
    // expected:
    // 3149,20 + 1684,92 - round(3149,20 * 15/109) = 4400,743853211009174
    assertThat(cost.getFifoCost(), is(Money.of(CurrencyUnit.EUR, Values.Amount.factorize(4400.74))));
    // expected moving average is identical because it is only one buy
    // transaction
    // (3149,20 + 1684.92) * 146/161 = 4383,736149068322981
    assertThat(cost.getMovingAverageCost(), is(Money.of(CurrencyUnit.EUR, Values.Amount.factorize(4383.74))));
}