use of name.abuchen.portfolio.model.Taxonomy in project portfolio by buchen.
the class ClassificationTestCase method testCase11_ForexSecurity100_ForexAccountTransfers.
@Test
public void testCase11_ForexSecurity100_ForexAccountTransfers() {
Taxonomy case11 = client.getTaxonomies().stream().filter(t -> "case_11".equals(t.getName())).findAny().orElseThrow(IllegalArgumentException::new);
// check performance of 'subcategory'
Classification ccategory = case11.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, hasItem(allOf(//
hasProperty("dateTime", is(LocalDateTime.parse("2012-01-16T00:00"))), //
hasProperty("type", is(PortfolioTransaction.Type.BUY)), hasProperty("monetaryAmount", is(Money.of(CurrencyUnit.USD, Values.Amount.factorize(476.48 * 0.7d)))))));
assertThat(txp, hasItem(allOf(//
hasProperty("dateTime", is(LocalDateTime.parse("2012-01-16T00:00"))), //
hasProperty("type", is(PortfolioTransaction.Type.DELIVERY_INBOUND)), hasProperty("monetaryAmount", is(Money.of(CurrencyUnit.USD, Values.Amount.factorize((476.48 - 10) - (476.48 * 0.7d))))))));
// 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("2012-01-16T00:00"))).mapToLong(PortfolioTransaction::getShares).sum(), is(Values.Share.factorize(1)));
List<AccountTransaction> txa = categoryClient.getAccounts().stream().filter(a -> "Account Forex".equals(a.getName())).flatMap(a -> a.getTransactions().stream()).collect(Collectors.toList());
assertThat(txa, hasItem(allOf(//
hasProperty("dateTime", is(LocalDateTime.parse("2012-01-16T00:00"))), //
hasProperty("type", is(AccountTransaction.Type.BUY)), hasProperty("monetaryAmount", is(Money.of(CurrencyUnit.USD, Values.Amount.factorize(476.48 * 0.7d)))))));
// check cash transfers
assertThat(txa, hasItem(allOf(//
hasProperty("dateTime", is(LocalDateTime.parse("2012-01-17T00:00"))), //
hasProperty("type", is(AccountTransaction.Type.TRANSFER_OUT)), hasProperty("monetaryAmount", is(Money.of(CurrencyUnit.USD, Values.Amount.factorize(100 * 0.7d)))))));
txa = categoryClient.getAccounts().stream().filter(a -> "Konto 3".equals(a.getName())).flatMap(a -> a.getTransactions().stream()).collect(Collectors.toList());
assertThat(txa, hasItem(allOf(//
hasProperty("dateTime", is(LocalDateTime.parse("2012-01-17T00:00"))), //
hasProperty("type", is(AccountTransaction.Type.TRANSFER_IN)), hasProperty("monetaryAmount", is(Money.of(CurrencyUnit.EUR, Values.Amount.factorize(78.19 * 0.7d)))))));
assertThat(txa, hasItem(allOf(//
hasProperty("dateTime", is(LocalDateTime.parse("2012-01-17T00:00"))), //
hasProperty("type", is(AccountTransaction.Type.DEPOSIT)), hasProperty("monetaryAmount", is(Money.of(CurrencyUnit.EUR, Values.Amount.factorize(78.19 * 0.3d)))))));
// create index
List<Exception> warnings = new ArrayList<>();
PerformanceIndex index_subcategory = PerformanceIndex.forClassification(client, converter, ccategory, interval, warnings);
assertThat(warnings.isEmpty(), is(true));
// 686.84 EUR (Konto 3 EUR)
// 296.46 USD * 1.2141 (exchange rate in TestCurrencyConverter)
// 2 * Apple 456.4799 / 1.2141 (quote for Apple)
assertThat(index_subcategory.getTotals()[index_subcategory.getTotals().length - 1], is(//
Values.Amount.factorize(686.84) + Values.Amount.factorize(296.46 / 1.2141) + Values.Amount.factorize(2 * 456.4799 / 1.2141)));
}
use of name.abuchen.portfolio.model.Taxonomy in project portfolio by buchen.
the class ClassificationTestCase method testCase2_AccountWith50PercentAssignment.
@Test
public void testCase2_AccountWith50PercentAssignment() {
Taxonomy case1 = client.getTaxonomies().stream().filter(t -> "case_2".equals(t.getName())).findAny().orElseThrow(IllegalArgumentException::new);
// check performance of 'subcategory'
Classification subcategory = case1.getAllClassifications().stream().filter(c -> "subcategory".equals(c.getName())).findAny().orElseThrow(IllegalArgumentException::new);
Client subcategoryClient = new ClientClassificationFilter(subcategory).filter(client);
List<PortfolioTransaction> txp = subcategoryClient.getPortfolios().stream().flatMap(p -> p.getTransactions().stream()).collect(Collectors.toList());
// b/c the account is added only with 50% (but the security with 100%),
// the purchase transaction is split into two
assertThat(txp, hasSize(2));
assertThat(txp, hasItem(allOf(//
hasProperty("dateTime", is(LocalDateTime.parse("2012-01-02T00:00"))), //
hasProperty("type", is(PortfolioTransaction.Type.BUY)), //
hasProperty("shares", is(Values.Share.factorize(23.5))), hasProperty("monetaryAmount", is(Money.of(CurrencyUnit.EUR, Values.Amount.factorize(2397.60 / 2d)))))));
assertThat(txp, hasItem(allOf(//
hasProperty("dateTime", is(LocalDateTime.parse("2012-01-02T00:00"))), //
hasProperty("type", is(PortfolioTransaction.Type.DELIVERY_INBOUND)), //
hasProperty("shares", is(Values.Share.factorize(23.5))), hasProperty("monetaryAmount", is(Money.of(CurrencyUnit.EUR, Values.Amount.factorize(2397.60 / 2d)))))));
List<AccountTransaction> txa = subcategoryClient.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.BUY)), hasProperty("monetaryAmount", is(Money.of(CurrencyUnit.EUR, Values.Amount.factorize(2397.60 / 2d)))))));
assertThat(txa, hasItem(allOf(//
hasProperty("dateTime", is(LocalDateTime.parse("2012-01-01T00:00"))), //
hasProperty("type", is(AccountTransaction.Type.REMOVAL)), hasProperty("monetaryAmount", is(Money.of(CurrencyUnit.EUR, Values.Amount.factorize(1019.80 / 2d)))))));
// check that dividend is included without taxes
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(24.44)))))));
// check correction for dividend payment (w/o taxes and only 50%)
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(24.44 - 19.44 / 2)))))));
// create index
List<Exception> warnings = new ArrayList<>();
PerformanceIndex index_subcategory = PerformanceIndex.forClassification(client, converter, subcategory, interval, warnings);
assertThat(warnings.isEmpty(), is(true));
assertThat(index_subcategory.getTotals()[index_subcategory.getTotals().length - 1], is(Values.Amount.factorize(3181.82)));
}
use of name.abuchen.portfolio.model.Taxonomy in project portfolio by buchen.
the class ClassificationTestCase method testCase1.
@Test
public void testCase1() {
Taxonomy case1 = client.getTaxonomies().stream().filter(t -> "case_1".equals(t.getName())).findAny().orElseThrow(IllegalArgumentException::new);
List<Exception> warnings = new ArrayList<>();
// check performance of sub-category (containing only one security) is
// identical with performance of security
Classification category_security = case1.getAllClassifications().stream().filter(c -> "category_security".equals(c.getName())).findAny().orElseThrow(IllegalArgumentException::new);
PerformanceIndex index_cat_security = PerformanceIndex.forClassification(client, converter, category_security, interval, warnings);
assertThat(warnings.isEmpty(), is(true));
PerformanceIndex index_adidas = PerformanceIndex.forInvestment(client, converter, adidas, interval, warnings);
assertThat(warnings.isEmpty(), is(true));
assertThat(index_cat_security.getDates(), is(index_adidas.getDates()));
assertThat(index_cat_security.getAccumulatedPercentage(), is(index_adidas.getAccumulatedPercentage()));
assertThat(index_cat_security.getDeltaPercentage(), is(index_adidas.getDeltaPercentage()));
assertThat(index_cat_security.getTotals(), is(index_adidas.getTotals()));
assertThat(index_cat_security.getTransferals(), is(index_adidas.getTransferals()));
}
use of name.abuchen.portfolio.model.Taxonomy in project portfolio by buchen.
the class ClassificationTestCase method testCase1_subcategory.
@Test
public void testCase1_subcategory() {
Taxonomy case1 = client.getTaxonomies().stream().filter(t -> "case_1".equals(t.getName())).findAny().orElseThrow(IllegalArgumentException::new);
// check performance of 'subcategory'
Classification subcategory = case1.getAllClassifications().stream().filter(c -> "subcategory".equals(c.getName())).findAny().orElseThrow(IllegalArgumentException::new);
Client subcategoryClient = new ClientClassificationFilter(subcategory).filter(client);
List<PortfolioTransaction> txp = subcategoryClient.getPortfolios().stream().flatMap(p -> p.getTransactions().stream()).collect(Collectors.toList());
assertThat(txp, hasSize(1));
assertThat(txp, hasItem(allOf(//
hasProperty("dateTime", is(LocalDateTime.parse("2012-01-02T00:00"))), //
hasProperty("type", is(PortfolioTransaction.Type.BUY)), hasProperty("monetaryAmount", is(Money.of(CurrencyUnit.EUR, Values.Amount.factorize(2397.60)))))));
List<AccountTransaction> txa = subcategoryClient.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.BUY)), hasProperty("monetaryAmount", is(Money.of(CurrencyUnit.EUR, Values.Amount.factorize(2397.60)))))));
// check that other purchase transactions are converted into removals
assertThat(txa, hasItem(allOf(//
hasProperty("dateTime", is(LocalDateTime.parse("2012-01-01T00:00"))), //
hasProperty("type", is(AccountTransaction.Type.REMOVAL)), hasProperty("monetaryAmount", is(Money.of(CurrencyUnit.EUR, Values.Amount.factorize(1019.80)))))));
// check that dividend is included without taxes
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(24.44)))))));
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(5)))))));
// create index
List<Exception> warnings = new ArrayList<>();
PerformanceIndex index_subcategory = PerformanceIndex.forClassification(client, converter, subcategory, interval, warnings);
assertThat(warnings.isEmpty(), is(true));
// total must match value shown in taxonomy view (calculated by
// distributing the total portfolio among the categories)
assertThat(index_subcategory.getTotals()[index_subcategory.getTotals().length - 1], is(Values.Amount.factorize(3805.90)));
}
use of name.abuchen.portfolio.model.Taxonomy 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)));
}
Aggregations