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

Example 16 with SecurityBuilder

use of name.abuchen.portfolio.SecurityBuilder 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 17 with SecurityBuilder

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

Example 18 with SecurityBuilder

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

the class PortfolioClientFilterTest method setupClient.

/**
 * Creates three portfolios (A-C) with a reference account each.
 */
@Before
public void setupClient() {
    client = new Client();
    Security security = new SecurityBuilder().addTo(client);
    // 2016-01-01 deposit
    // 2016-02-01 buy
    // 2016-03-01 dividend
    Arrays.asList("A", "B", "C").forEach(index -> {
        Account a = // 
        new AccountBuilder().deposit_("2016-01-01", Values.Amount.factorize(100)).dividend("2016-03-01", Values.Amount.factorize(10), // 
        security).addTo(client);
        a.setName(index);
        Portfolio p = // 
        new PortfolioBuilder(a).buy(security, "2016-02-01", Values.Share.factorize(1), Values.Amount.factorize(100)).addTo(client);
        p.setName(index);
    });
}

Example 19 with SecurityBuilder

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

the class CostCalculationTest method testThatRoundingDifferencesAreRemovedIfZeroSharesHeld.

@Test
public void testThatRoundingDifferencesAreRemovedIfZeroSharesHeld() {
    Client client = new Client();
    Security security = // 
    new SecurityBuilder().addTo(client);
    Portfolio portfolio = // 
    new PortfolioBuilder().buy(security, "2010-01-01", 10 * Values.Share.factor(), // 
    1).sell(security, "2010-02-01", 3 * Values.Share.factor(), // 
    1).sell(security, "2010-03-01", 3 * Values.Share.factor(), // 
    1).sell(security, "2010-03-01", 4 * Values.Share.factor(), // 
    1).addTo(client);
    CostCalculation cost = new CostCalculation();
    cost.setTermCurrency(CurrencyUnit.EUR);
    cost.visitAll(new TestCurrencyConverter(), portfolio.getTransactions());
    assertThat(cost.getFifoCost(), is(Money.of(CurrencyUnit.EUR, 0L)));
    assertThat(cost.getMovingAverageCost(), is(Money.of(CurrencyUnit.EUR, 0L)));
}

Example 20 with SecurityBuilder

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

the class CostCalculationTest method testFifoBuySellTransactions.

@Test
public void testFifoBuySellTransactions() {
    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)).sell(security, "2010-02-01", 15 * Values.Share.factor(), // 
    Values.Amount.factorize(531.50)).buy(security, "2010-03-01", 52 * Values.Share.factor(), // 
    Values.Amount.factorize(1684.92)).buy(security, "2010-03-01", 32 * Values.Share.factor(), // 
    Values.Amount.factorize(959.30)).addTo(client);
    CostCalculation cost = new CostCalculation();
    cost.setTermCurrency(CurrencyUnit.EUR);
    cost.visitAll(new TestCurrencyConverter(), portfolio.getTransactions());
    // expected:
    // 3149,20 - round(3149,20 * 15/109) + 1684,92 + 959,30 = 5360,04385
    assertThat(cost.getFifoCost(), is(Money.of(CurrencyUnit.EUR, Values.Amount.factorize(5360.04))));
    // expected moving average is identical because it is only one buy
    // transaction
    // 3149,20 * 94/109 + 1684.92 + 959.30 = 5360,04385
    assertThat(cost.getMovingAverageCost(), is(Money.of(CurrencyUnit.EUR, Values.Amount.factorize(5360.04))));
}