Examples with Classification name.abuchen.portfolio.model.Classification used on opensource projects

Example 6 with Classification

use of name.abuchen.portfolio.model.Classification in project portfolio by buchen.

the class ClassificationTestCase method testCase9_Security100Account30_SecuritySold.

@Test
public void testCase9_Security100Account30_SecuritySold() {
    Taxonomy case9 = client.getTaxonomies().stream().filter(t -> "case_9".equals(t.getName())).findAny().orElseThrow(IllegalArgumentException::new);
    // check performance of 'subcategory'
    Classification ccategory = case9.getAllClassifications().stream().filter(c -> "category".equals(c.getName())).findAny().orElseThrow(IllegalArgumentException::new);
    Client categoryClient = new ClientClassificationFilter(ccategory).filter(client);
    List<PortfolioTransaction> txp = categoryClient.getPortfolios().stream().flatMap(p -> p.getTransactions().stream()).collect(Collectors.toList());
    // check that inbound delivery is w/o taxes
    assertThat(txp, hasItem(allOf(// 
    hasProperty("dateTime", is(LocalDateTime.parse("2012-01-01T00:00"))), // 
    hasProperty("type", is(PortfolioTransaction.Type.DELIVERY_INBOUND)), // 
    hasProperty("shares", is(Values.Share.factorize(33))), hasProperty("monetaryAmount", is(Money.of(CurrencyUnit.EUR, Values.Amount.factorize(3813.58 - 20)))))));
    assertThat(txp, hasItem(allOf(// 
    hasProperty("dateTime", is(LocalDateTime.parse("2012-01-10T00:00"))), // 
    hasProperty("type", is(PortfolioTransaction.Type.SELL)), hasProperty("monetaryAmount", is(Money.of(CurrencyUnit.EUR, Values.Amount.factorize(688.36 * 0.3d)))))));
    assertThat(txp, hasItem(allOf(// 
    hasProperty("dateTime", is(LocalDateTime.parse("2012-01-10T00:00"))), // 
    hasProperty("type", is(PortfolioTransaction.Type.DELIVERY_OUTBOUND)), hasProperty("monetaryAmount", is(Money.of(CurrencyUnit.EUR, Values.Amount.factorize((688.36 + 10) - (688.36 * 0.3d))))))));
    // check that shares of the split transaction add up to the expected
    // value, e.g. the total value of the original transaction
    assertThat(txp.stream().filter(t -> t.getDateTime().equals(LocalDateTime.parse("2012-01-10T00:00"))).mapToLong(PortfolioTransaction::getShares).sum(), is(Values.Share.factorize(74.8)));
    List<AccountTransaction> txa = categoryClient.getAccounts().stream().flatMap(a -> a.getTransactions().stream()).collect(Collectors.toList());
    assertThat(txa, hasItem(allOf(// 
    hasProperty("dateTime", is(LocalDateTime.parse("2012-01-10T00:00"))), // 
    hasProperty("type", is(AccountTransaction.Type.SELL)), hasProperty("monetaryAmount", is(Money.of(CurrencyUnit.EUR, Values.Amount.factorize(688.36 * 0.3)))))));
    // check that dividends are included + removal to reflect the 30%
    // assignment of the account
    assertThat(txa, hasItem(allOf(// 
    hasProperty("dateTime", is(LocalDateTime.parse("2012-01-10T00:00"))), // 
    hasProperty("type", is(AccountTransaction.Type.DIVIDENDS)), hasProperty("monetaryAmount", is(Money.of(CurrencyUnit.EUR, Values.Amount.factorize(16.5)))))));
    assertThat(txa, hasItem(allOf(// 
    hasProperty("dateTime", is(LocalDateTime.parse("2012-01-10T00:00"))), // 
    hasProperty("type", is(AccountTransaction.Type.REMOVAL)), hasProperty("monetaryAmount", is(Money.of(CurrencyUnit.EUR, Values.Amount.factorize(16.5 * 0.7)))))));
    // tax refund w/ security
    assertThat(txa, hasItem(allOf(// 
    hasProperty("dateTime", is(LocalDateTime.parse("2012-01-27T00:00"))), // 
    hasProperty("type", is(AccountTransaction.Type.DEPOSIT)), hasProperty("monetaryAmount", is(Money.of(CurrencyUnit.EUR, Values.Amount.factorize(10 * 0.3)))))));
    // create index
    List<Exception> warnings = new ArrayList<>();
    PerformanceIndex index_subcategory = PerformanceIndex.forClassification(client, converter, ccategory, interval, warnings);
    assertThat(warnings.isEmpty(), is(true));
    assertThat(index_subcategory.getTotals()[index_subcategory.getTotals().length - 1], is(Values.Amount.factorize(4105.28)));
}

Example 7 with Classification

use of name.abuchen.portfolio.model.Classification in project portfolio by buchen.

the class ClassificationTestCase method testCase4_TwoAccountsEach100Percent.

@Test
public void testCase4_TwoAccountsEach100Percent() {
    Taxonomy case1 = client.getTaxonomies().stream().filter(t -> "case_4".equals(t.getName())).findAny().orElseThrow(IllegalArgumentException::new);
    // check performance of 'subcategory'
    Classification ccategory = case1.getAllClassifications().stream().filter(c -> "category".equals(c.getName())).findAny().orElseThrow(IllegalArgumentException::new);
    Client categoryClient = new ClientClassificationFilter(ccategory).filter(client);
    List<PortfolioTransaction> txp = categoryClient.getPortfolios().stream().flatMap(p -> p.getTransactions().stream()).collect(Collectors.toList());
    assertThat(txp, hasSize(0));
    List<AccountTransaction> txa = categoryClient.getAccounts().stream().flatMap(a -> a.getTransactions().stream()).collect(Collectors.toList());
    assertThat(txa, hasItem(allOf(// 
    hasProperty("dateTime", is(LocalDateTime.parse("2012-01-02T00:00"))), // 
    hasProperty("type", is(AccountTransaction.Type.REMOVAL)), hasProperty("monetaryAmount", is(Money.of(CurrencyUnit.EUR, Values.Amount.factorize(2397.60)))))));
    // check that transfer between two accounts is created
    assertThat(txa, hasItem(allOf(// 
    hasProperty("dateTime", is(LocalDateTime.parse("2012-01-25T00:00"))), // 
    hasProperty("type", is(AccountTransaction.Type.TRANSFER_IN)), hasProperty("monetaryAmount", is(Money.of(CurrencyUnit.EUR, Values.Amount.factorize(100)))))));
    assertThat(txa, hasItem(allOf(// 
    hasProperty("dateTime", is(LocalDateTime.parse("2012-01-25T00:00"))), // 
    hasProperty("type", is(AccountTransaction.Type.TRANSFER_OUT)), hasProperty("monetaryAmount", is(Money.of(CurrencyUnit.EUR, Values.Amount.factorize(100)))))));
    // check that taxes are not included:
    // tax refund w/o security
    assertThat(txa, hasItem(allOf(// 
    hasProperty("dateTime", is(LocalDateTime.parse("2012-01-26T00:00"))), // 
    hasProperty("type", is(AccountTransaction.Type.DEPOSIT)), hasProperty("monetaryAmount", is(Money.of(CurrencyUnit.EUR, Values.Amount.factorize(10)))))));
    // tax refund w/ security
    assertThat(txa, hasItem(allOf(// 
    hasProperty("dateTime", is(LocalDateTime.parse("2012-01-27T00:00"))), // 
    hasProperty("type", is(AccountTransaction.Type.DEPOSIT)), hasProperty("monetaryAmount", is(Money.of(CurrencyUnit.EUR, Values.Amount.factorize(10)))))));
    // tax transaction
    assertThat(txa, hasItem(allOf(// 
    hasProperty("dateTime", is(LocalDateTime.parse("2012-01-28T00:00"))), // 
    hasProperty("type", is(AccountTransaction.Type.REMOVAL)), hasProperty("monetaryAmount", is(Money.of(CurrencyUnit.EUR, Values.Amount.factorize(10)))))));
    // create index
    List<Exception> warnings = new ArrayList<>();
    PerformanceIndex index_subcategory = PerformanceIndex.forClassification(client, converter, ccategory, interval, warnings);
    assertThat(warnings.isEmpty(), is(true));
    assertThat(index_subcategory.getTotals()[index_subcategory.getTotals().length - 1], is(Values.Amount.factorize(1783.02)));
}

Example 8 with Classification

use of name.abuchen.portfolio.model.Classification in project portfolio by buchen.

the class SecurityPerformanceTaxRefundTestCase method assertThatTTWROROfClassificationWithSecurityIsIdentical.

private void assertThatTTWROROfClassificationWithSecurityIsIdentical(Client client, ReportingPeriod period, double ttwror) {
    // performance of the category of the taxonomy must be identical
    Classification classification = client.getTaxonomy("32ac1de9-b9a7-480a-b464-36abf7984e0a").getClassificationById("a41d1836-9f8e-493c-9304-7434d9bbaa05");
    List<Exception> warnings = new ArrayList<Exception>();
    CurrencyConverter converter = new TestCurrencyConverter();
    PerformanceIndex classificationPerformance = PerformanceIndex.forClassification(client, converter, classification, period, warnings);
    assertThat(warnings, empty());
    assertThat(classificationPerformance.getFinalAccumulatedPercentage(), is(ttwror));
}

Example 9 with Classification

use of name.abuchen.portfolio.model.Classification in project portfolio by buchen.

the class SecurityTaxAndFeeAccountTransactionsTestCase method checkTaxonomyWihtAccountOnlyAssignment.

@Test
public void checkTaxonomyWihtAccountOnlyAssignment() {
    // if only the account is classified, the fees and taxes related to the
    // security must be plain deposit and removal transactions
    Taxonomy case5 = client.getTaxonomies().stream().filter(t -> "case_account_classification".equals(t.getName())).findAny().orElseThrow(IllegalArgumentException::new);
    Classification classification = case5.getAllClassifications().stream().filter(c -> "category_account".equals(c.getName())).findAny().orElseThrow(IllegalArgumentException::new);
    Client filteredClient = new ClientClassificationFilter(classification).filter(client);
    List<AccountTransaction> txa = filteredClient.getAccounts().stream().flatMap(a -> a.getTransactions().stream()).collect(Collectors.toList());
    // expect the 6 original transactions
    assertThat(txa.size(), is(6));
    // check for additional transactions
    assertThat(txa, hasItem(allOf(// 
    hasProperty("dateTime", is(LocalDateTime.parse("2017-01-09T00:00"))), // 
    hasProperty("type", is(AccountTransaction.Type.REMOVAL)), hasProperty("monetaryAmount", is(Money.of(CurrencyUnit.EUR, Values.Amount.factorize(10)))))));
    assertThat(txa, hasItem(allOf(// 
    hasProperty("dateTime", is(LocalDateTime.parse("2017-01-10T00:00"))), // 
    hasProperty("type", is(AccountTransaction.Type.DEPOSIT)), hasProperty("monetaryAmount", is(Money.of(CurrencyUnit.EUR, Values.Amount.factorize(5)))))));
}

Example 10 with Classification

use of name.abuchen.portfolio.model.Classification in project portfolio by buchen.

the class SecurityTaxAndFeeAccountTransactionsTestCase method testAdidas.

@Test
public void testAdidas() {
    SecurityPerformanceSnapshot snapshot = SecurityPerformanceSnapshot.create(client, converter, interval);
    SecurityPerformanceRecord record = snapshot.getRecords().stream().filter(r -> r.getSecurity().equals(adidas)).findAny().orElseThrow(IllegalArgumentException::new);
    assertThat(record.getTransactions().size(), is(6));
    // fees and taxes from the buy transaction + separate transactions
    assertThat(record.getFees(), is(Money.of(CurrencyUnit.EUR, Values.Amount.factorize(10d + 10d - 5d))));
    assertThat(record.getTaxes(), is(Money.of(CurrencyUnit.EUR, Values.Amount.factorize(10d + 25d - 5d))));
    // delta is end value - starting value including all fees and taxes
    assertThat(record.getDelta(), is(Money.of(CurrencyUnit.EUR, Values.Amount.factorize(1456.5 - 1533 - 10 + 5 - 25 + 5))));
    // IRR as calculated in Excel
    // @formatter:off
    // date          w/ tax       w/o tax
    // 02.01.17     -1533         -1523
    // 09.01.17       -10           -10
    // 10.01.17         5             5
    // 11.01.17       -25             0
    // 12.01.17         5             0
    // 31.01.17      1456,5        1456,5
    // XIRR    -0,573350433  -0,453151944
    // @formatter:on
    assertThat(record.getIrr(), closeTo(-0.453151944d, 1.0e-8));
    // check filtering - ClientSecurityFilter
    Client filteredClient = new ClientSecurityFilter(adidas).filter(client);
    checkFilteredClientAdidas(filteredClient, 1.0);
    // check filtering - ClientClassificationFilter
    Taxonomy case1 = client.getTaxonomies().stream().filter(t -> "case_full_classification_adidas".equals(t.getName())).findAny().orElseThrow(IllegalArgumentException::new);
    Classification classification = case1.getAllClassifications().stream().filter(c -> "category_security".equals(c.getName())).findAny().orElseThrow(IllegalArgumentException::new);
    filteredClient = new ClientClassificationFilter(classification).filter(client);
    checkFilteredClientAdidas(filteredClient, 1.0);
    // TTWROR must be identical to one calculated via ClientSecurityFilter
    // (implicitly used by the SecurityPeformanceSnapshot)
    PerformanceIndex index = PerformanceIndex.forClassification(client, converter, classification, interval, new ArrayList<>());
    assertThat(index.getFinalAccumulatedPercentage(), is(record.getTrueTimeWeightedRateOfReturn()));
    // a partial assignment of the security should be identical to the full
    // assignment - only the weight differs
    Taxonomy case2 = client.getTaxonomies().stream().filter(t -> "case_partial_classification_adidas".equals(t.getName())).findAny().orElseThrow(IllegalArgumentException::new);
    classification = case2.getAllClassifications().stream().filter(c -> "category_security".equals(c.getName())).findAny().orElseThrow(IllegalArgumentException::new);
    filteredClient = new ClientClassificationFilter(classification).filter(client);
    checkFilteredClientAdidas(filteredClient, 0.5);
}