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

Example 36 with PortfolioTransaction

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

the class SecurityPerformanceTaxRefundTestCase method testSecurityPerformanceTaxRefundAllSold.

/**
 * Feature: Same as {@link #testSecurityPerformanceTaxRefunds} except that
 * now the security has been sold. Taxes paid when selling the security must
 * be ignored.
 */
@Test
public void testSecurityPerformanceTaxRefundAllSold() throws IOException {
    Client client = ClientFactory.load(SecurityTestCase.class.getResourceAsStream("security_performance_tax_refund_all_sold.xml"));
    Portfolio portfolio = client.getPortfolios().get(0);
    PortfolioTransaction delivery = portfolio.getTransactions().get(0);
    PortfolioTransaction sell = portfolio.getTransactions().get(1);
    ReportingPeriod period = new ReportingPeriod.FromXtoY(LocalDate.parse("2013-12-06"), LocalDate.parse("2014-12-06"));
    TestCurrencyConverter converter = new TestCurrencyConverter();
    SecurityPerformanceSnapshot snapshot = SecurityPerformanceSnapshot.create(client, converter, period);
    SecurityPerformanceRecord record = snapshot.getRecords().get(0);
    assertThat(record.getSecurity().getName(), is("Basf SE"));
    assertThat(record.getSharesHeld(), is(0L));
    // no changes in holdings, ttwror must (without taxes and tax refunds):
    double startValue = delivery.getAmount() - delivery.getUnitSum(Unit.Type.TAX).getAmount();
    double endValue = sell.getAmount() + sell.getUnitSum(Unit.Type.TAX).getAmount();
    double ttwror = (endValue / startValue) - 1;
    assertThat(record.getTrueTimeWeightedRateOfReturn(), closeTo(ttwror, 0.0001));
    // accrued taxes must be 0 (paid 10 on delivery + 5 tax refund + 10
    // taxes on sell):
    assertThat(record.getTaxes(), is(Money.of(CurrencyUnit.EUR, 15_00L)));
    // accrued fees must be 20 (paid 10 on delivery + 10 on sell)
    assertThat(record.getFees(), is(Money.of(CurrencyUnit.EUR, 20_00L)));
    // make sure that tax refund is included in transactions
    assertThat(record.getTransactions(), hasItem(isA(AccountTransaction.class)));
    // ttwror of classification must be identical to ttwror of security
    assertThatTTWROROfClassificationWithSecurityIsIdentical(client, period, ttwror);
    // check client performance + performance of portfolio + account
    PerformanceIndex clientIndex = assertPerformanceOfClient(client, period, ttwror);
    // the performance of the portfolio (w/o account) includes taxes
    assertThatTTWROROfPortfolioIsLessThan(client, clientIndex, ttwror);
    // the irr must not include taxes as well (compared with Excel):
    assertThat(record.getIrr(), closeTo(-0.032248297, 0.0001));
}

Example 37 with PortfolioTransaction

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

the class SecurityPerformanceTaxRefundTestCase method testSecurityPerformanceTaxRefund.

/**
 * Feature: when calculating the performance of a security, do not include
 * taxes and tax refunds. Include taxes and tax refunds only when
 * calculating a performance of a porfolio and/or client.
 */
@Test
public void testSecurityPerformanceTaxRefund() throws IOException {
    Client client = ClientFactory.load(SecurityTestCase.class.getResourceAsStream("security_performance_tax_refund.xml"));
    Security security = client.getSecurities().get(0);
    Portfolio portfolio = client.getPortfolios().get(0);
    PortfolioTransaction delivery = portfolio.getTransactions().get(0);
    ReportingPeriod period = new ReportingPeriod.FromXtoY(LocalDate.parse("2013-12-06"), LocalDate.parse("2014-12-06"));
    TestCurrencyConverter converter = new TestCurrencyConverter();
    SecurityPerformanceSnapshot snapshot = SecurityPerformanceSnapshot.create(client, converter, period);
    SecurityPerformanceRecord record = snapshot.getRecords().get(0);
    assertThat(record.getSecurity().getName(), is("Basf SE"));
    // no changes in holdings, ttwror must (without taxes and tax refunds):
    double startValue = delivery.getAmount() - delivery.getUnitSum(Unit.Type.TAX).getAmount();
    double endValue = delivery.getShares() * security.getSecurityPrice(LocalDate.parse("2014-12-06")).getValue() / Values.Share.divider() / Values.Quote.dividerToMoney();
    double ttwror = (endValue / startValue) - 1;
    assertThat(record.getTrueTimeWeightedRateOfReturn(), closeTo(ttwror, 0.0001));
    // accrued taxes must be 5 (paid 10 on delivery + 5 tax refund):
    assertThat(record.getTaxes(), is(Money.of(CurrencyUnit.EUR, 5_00L)));
    // accrued fees must be 10 (paid 10 on delivery)
    assertThat(record.getFees(), is(Money.of(CurrencyUnit.EUR, 10_00L)));
    // make sure that tax refund is included in transactions
    assertThat(record.getTransactions(), hasItem(isA(AccountTransaction.class)));
    // ttwror of classification must be identical to ttwror of security
    assertThatTTWROROfClassificationWithSecurityIsIdentical(client, period, ttwror);
    // check client performance + performance of portfolio + account
    PerformanceIndex clientIndex = assertPerformanceOfClient(client, period, ttwror);
    // the performance of the portfolio (w/o account) includes taxes
    // in this sample file, the valuation of the security drops by 971
    // euros. However, the client has total valuation of 8406 while the
    // portfolio has valuation of only 8401 as it does not include the tax
    // refund. Therefore the performances of the porfolio is worse than that
    // of the client.
    assertThatTTWROROfPortfolioIsLessThan(client, clientIndex, ttwror);
    // the irr must not include taxes as well (compared with Excel):
    assertThat(record.getIrr(), closeTo(-0.030745789, 0.0001));
    // ensure the performance of the account is zero
    List<Exception> warnings = new ArrayList<Exception>();
    PerformanceIndex accountIndex = PerformanceIndex.forAccount(client, converter, client.getAccounts().get(0), period, warnings);
    assertThat(warnings, empty());
    assertThat(accountIndex.getFinalAccumulatedPercentage(), is(0d));
}

Example 38 with PortfolioTransaction

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

the class SecurityTestCase method testSecurityPerformanceWithMissingHistoricalQuotes.

/**
 * Issue: If historical quotes start only after the purchase (or delivery)
 * of a security, the security is valued at 0 (no quote available) and the
 * performance would go crazy to -100% (as reported in the forum). This
 * scenario makes sure that earliest available historical quote is used.
 */
@Test
public void testSecurityPerformanceWithMissingHistoricalQuotes() throws IOException {
    Client client = ClientFactory.load(SecurityTestCase.class.getResourceAsStream("security_performance_with_missing_historical_quotes.xml"));
    Security security = client.getSecurities().get(0);
    PortfolioTransaction delivery = client.getPortfolios().get(0).getTransactions().get(0);
    assertThat("delivery transaction must be before earliest historical quote", delivery.getDateTime().toLocalDate(), lessThan(security.getPrices().get(0).getDate()));
    ReportingPeriod period = new ReportingPeriod.FromXtoY(LocalDate.parse("2013-12-04"), LocalDate.parse("2014-12-04"));
    TestCurrencyConverter converter = new TestCurrencyConverter();
    SecurityPerformanceSnapshot snapshot = SecurityPerformanceSnapshot.create(client, converter, period);
    SecurityPerformanceRecord record = snapshot.getRecords().get(0);
    assertThat(record.getSecurity().getName(), is("Basf SE"));
    assertThat(record.getTrueTimeWeightedRateOfReturn(), closeTo(-0.0594, 0.0001));
    assertThat(record.getIrr(), closeTo(-0.0643, 0.0001));
    // actually, in this simple scenario (no cash transfers involved), the
    // ttwror is easy to calculate:
    double endvalue = delivery.getShares() * security.getSecurityPrice(LocalDate.parse("2014-12-04")).getValue() / Values.Share.divider() / Values.Quote.dividerToMoney();
    assertThat(record.getTrueTimeWeightedRateOfReturn(), closeTo((endvalue / delivery.getAmount()) - 1, 0.0001));
}

Example 39 with PortfolioTransaction

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

the class ClientPerformanceSnapshotTest method testEarningsFromSecurity.

@Test
public void testEarningsFromSecurity() {
    Client client = new Client();
    Security security = new Security();
    client.addSecurity(security);
    Portfolio portfolio = new Portfolio();
    portfolio.setReferenceAccount(new Account());
    portfolio.addTransaction(new PortfolioTransaction(LocalDateTime.of(2010, Month.JANUARY, 1, 0, 0), CurrencyUnit.EUR, 1_00, security, Values.Share.factorize(10), PortfolioTransaction.Type.BUY, 0, 0));
    client.addPortfolio(portfolio);
    Account account = new Account();
    account.addTransaction(new AccountTransaction(LocalDateTime.of(2011, Month.JANUARY, 31, 0, 0), CurrencyUnit.EUR, 50_00, security, AccountTransaction.Type.INTEREST));
    client.addAccount(account);
    CurrencyConverter converter = new TestCurrencyConverter();
    ClientPerformanceSnapshot snapshot = new ClientPerformanceSnapshot(client, converter, startDate, endDate);
    assertThat(snapshot.getValue(CategoryType.EARNINGS), is(Money.of(CurrencyUnit.EUR, 50_00)));
    assertThat(snapshot.getCategoryByType(CategoryType.EARNINGS).getPositions().size(), is(1));
    assertThat(snapshot.getAbsoluteDelta(), is(snapshot.getValue(CategoryType.FINAL_VALUE).subtract(snapshot.getValue(CategoryType.TRANSFERS)).subtract(snapshot.getValue(CategoryType.INITIAL_VALUE))));
}

Example 40 with PortfolioTransaction

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

the class ClientPerformanceSnapshotTest method testInboundDeliveryWithFees.

@Test
public void testInboundDeliveryWithFees() {
    Client client = new Client();
    Security security = new SecurityBuilder().addTo(client);
    Portfolio portfolio = new PortfolioBuilder().addTo(client);
    PortfolioTransaction delivery = new PortfolioTransaction();
    delivery.setDateTime(LocalDateTime.parse("2011-03-01T00:00"));
    delivery.setType(PortfolioTransaction.Type.DELIVERY_INBOUND);
    delivery.setSecurity(security);
    delivery.setMonetaryAmount(Money.of(CurrencyUnit.EUR, 100_00));
    delivery.addUnit(new Transaction.Unit(Transaction.Unit.Type.TAX, Money.of(CurrencyUnit.EUR, 10_00)));
    delivery.addUnit(new Transaction.Unit(Transaction.Unit.Type.FEE, Money.of(CurrencyUnit.EUR, 10_00)));
    assertThat(delivery.getGrossValue(), is(Money.of(CurrencyUnit.EUR, 80_00)));
    portfolio.addTransaction(delivery);
    CurrencyConverter converter = new TestCurrencyConverter();
    ClientPerformanceSnapshot snapshot = new ClientPerformanceSnapshot(client, converter, startDate, endDate);
    assertThat(snapshot.getValue(CategoryType.EARNINGS), is(Money.of(CurrencyUnit.EUR, 0)));
    assertThat(snapshot.getValue(CategoryType.FEES), is(Money.of(CurrencyUnit.EUR, 10_00)));
    assertThat(snapshot.getValue(CategoryType.TAXES), is(Money.of(CurrencyUnit.EUR, 10_00)));
    assertThat(snapshot.getValue(CategoryType.TRANSFERS), is(Money.of(CurrencyUnit.EUR, 100_00)));
    assertThatCalculationWorksOut(snapshot, converter);
}