Examples with Unit name.abuchen.portfolio.model.Transaction.Unit used on opensource projects

Example 11 with Unit

use of name.abuchen.portfolio.model.Transaction.Unit in project portfolio by buchen.

the class ClassificationIndexTest method testThatTaxesAreNotIncludedInTTWRORCalculation.

@Test
public void testThatTaxesAreNotIncludedInTTWRORCalculation() {
    Client client = new Client();
    Security security = // 
    new SecurityBuilder().addPrice("2015-12-31", // 
    Values.Quote.factorize(100)).addPrice("2016-12-31", // 
    Values.Quote.factorize(110)).addTo(client);
    Account account = // 
    new AccountBuilder().deposit_("2014-01-01", Values.Amount.factorize(1000)).addTo(client);
    AccountTransaction t = new AccountTransaction();
    t.setType(AccountTransaction.Type.DIVIDENDS);
    t.setDateTime(LocalDateTime.parse("2016-06-01T00:00"));
    t.setSecurity(security);
    t.setMonetaryAmount(Money.of(CurrencyUnit.EUR, Values.Amount.factorize(100)));
    t.setShares(Values.Share.factorize(10));
    account.addTransaction(t);
    Portfolio portfolio = // 
    new PortfolioBuilder(account).addTo(client);
    BuySellEntry buy = new BuySellEntry(portfolio, account);
    buy.setType(PortfolioTransaction.Type.BUY);
    buy.setDate(LocalDateTime.parse("2015-12-31T00:00"));
    buy.setMonetaryAmount(Money.of(CurrencyUnit.EUR, Values.Amount.factorize(1000)));
    buy.setShares(Values.Share.factorize(10));
    buy.setSecurity(security);
    buy.insert();
    BuySellEntry sell = new BuySellEntry(portfolio, account);
    sell.setType(PortfolioTransaction.Type.SELL);
    sell.setDate(LocalDateTime.parse("2016-12-31T00:00"));
    sell.setMonetaryAmount(Money.of(CurrencyUnit.EUR, Values.Amount.factorize(1070)));
    sell.setShares(Values.Share.factorize(10));
    sell.setSecurity(security);
    sell.getPortfolioTransaction().addUnit(new Unit(Unit.Type.TAX, Money.of(CurrencyUnit.EUR, Values.Amount.factorize(30))));
    sell.insert();
    Classification classification = new Classification(null, null);
    classification.addAssignment(new Assignment(security));
    List<Exception> warnings = new ArrayList<Exception>();
    PerformanceIndex index = PerformanceIndex.forClassification(client, new TestCurrencyConverter(), classification, new ReportingPeriod.FromXtoY(LocalDate.parse("2015-01-01"), LocalDate.parse("2017-01-01")), warnings);
    assertThat(warnings.isEmpty(), is(true));
    // dividend payment 10% * quote change 10%
    assertThat(index.getFinalAccumulatedPercentage(), IsCloseTo.closeTo((1.1 * 1.1) - 1, 0.000000001d));
    // add taxes to dividend payment
    t.addUnit(new Unit(Unit.Type.TAX, Money.of(CurrencyUnit.EUR, Values.Amount.factorize(50))));
    index = PerformanceIndex.forClassification(client, new TestCurrencyConverter(), classification, new ReportingPeriod.FromXtoY(LocalDate.parse("2015-01-01"), LocalDate.parse("2017-01-01")), warnings);
    // dividend payment 15% * quote change 10%
    assertThat(index.getFinalAccumulatedPercentage(), IsCloseTo.closeTo((1.15 * 1.1) - 1, 0.000000001d));
}

Example 12 with Unit

use of name.abuchen.portfolio.model.Transaction.Unit in project portfolio by buchen.

the class ClientPerformanceSnapshotTest method testCurrencyGainsWithTransferalInOtherCurrencies.

@Test
public void testCurrencyGainsWithTransferalInOtherCurrencies() {
    Client client = new Client();
    Account usd = // 
    new AccountBuilder("USD").deposit_("2015-01-01", // 
    1000_00).addTo(client);
    Account cad = // 
    new AccountBuilder("CAD").deposit_("2015-01-01", // 
    1000_00).addTo(client);
    // insert account transfer
    AccountTransferEntry entry = new AccountTransferEntry(usd, cad);
    entry.setDate(LocalDateTime.parse("2015-01-10T00:00"));
    AccountTransaction source = entry.getSourceTransaction();
    AccountTransaction target = entry.getTargetTransaction();
    source.setMonetaryAmount(Money.of("USD", 500_00));
    target.setMonetaryAmount(Money.of("CAD", 1000_00));
    source.addUnit(new Unit(Unit.Type.GROSS_VALUE, source.getMonetaryAmount(), target.getMonetaryAmount(), BigDecimal.valueOf(.5)));
    entry.insert();
    // check currency gain calculation of client performance snapshot
    CurrencyConverter converter = new TestCurrencyConverter();
    ClientPerformanceSnapshot snapshot = new // 
    ClientPerformanceSnapshot(// 
    client, // 
    converter, LocalDate.parse("2015-01-01"), LocalDate.parse("2015-01-15"));
    MutableMoney currencyGains = MutableMoney.of(converter.getTermCurrency());
    currencyGains.subtract(snapshot.getValue(CategoryType.INITIAL_VALUE));
    currencyGains.subtract(snapshot.getValue(CategoryType.CAPITAL_GAINS));
    currencyGains.subtract(snapshot.getValue(CategoryType.EARNINGS));
    currencyGains.add(snapshot.getValue(CategoryType.FEES));
    currencyGains.add(snapshot.getValue(CategoryType.TAXES));
    currencyGains.add(snapshot.getValue(CategoryType.TRANSFERS));
    currencyGains.add(snapshot.getValue(CategoryType.FINAL_VALUE));
    assertThat(snapshot.getCategoryByType(CategoryType.CURRENCY_GAINS).getValuation(), is(currencyGains.toMoney()));
}

Example 13 with Unit

use of name.abuchen.portfolio.model.Transaction.Unit in project portfolio by buchen.

the class SecurityPositionTest method testSplittingPositionsWithForexGrossValue.

@Test
public void testSplittingPositionsWithForexGrossValue() {
    Security security = new Security("", CurrencyUnit.EUR);
    SecurityPrice price = new SecurityPrice(LocalDate.of(2016, Month.DECEMBER, 2), Values.Quote.factorize(10.19));
    PortfolioTransaction inbound_delivery = new PortfolioTransaction();
    inbound_delivery.setType(PortfolioTransaction.Type.DELIVERY_INBOUND);
    inbound_delivery.setDateTime(LocalDateTime.parse("2016-01-01T00:00"));
    inbound_delivery.setSecurity(security);
    inbound_delivery.setMonetaryAmount(Money.of(CurrencyUnit.USD, Values.Amount.factorize(27409.55)));
    inbound_delivery.setShares(Values.Share.factorize(2415.794));
    Unit grossValue = new // 
    Unit(// 
    Unit.Type.GROSS_VALUE, Money.of(CurrencyUnit.USD, Values.Amount.factorize(27409.55)), Money.of(CurrencyUnit.EUR, Values.Amount.factorize(24616.95)), BigDecimal.valueOf(1.1134421608));
    inbound_delivery.addUnit(grossValue);
    SecurityPosition position = new SecurityPosition(security, new TestCurrencyConverter(), price, Arrays.asList(inbound_delivery));
    // 20%
    SecurityPosition third = SecurityPosition.split(position, 20 * Values.Weight.factor());
    // 24616.95 EUR * 0.2 = 4923,39 EUR
    assertThat(third.getFIFOPurchaseValue(), is(Money.of(CurrencyUnit.EUR, Values.Amount.factorize(4923.39))));
    assertThat(third.getFIFOPurchaseValue(), is(Money.of(CurrencyUnit.EUR, Math.round(position.getFIFOPurchaseValue().getAmount() * 0.2))));
    assertThat(third.getMovingAveragePurchaseValue(), is(Money.of(CurrencyUnit.EUR, Values.Amount.factorize(4923.39))));
}

Example 14 with Unit

use of name.abuchen.portfolio.model.Transaction.Unit in project portfolio by buchen.

the class IRRCalculationTest method testDividendPaymentsWithTaxes.

@Test
public void testDividendPaymentsWithTaxes() {
    List<Transaction> tx = new ArrayList<>();
    Security security = new Security();
    tx.add(new // 
    PortfolioTransaction(// 
    LocalDateTime.of(2015, Month.DECEMBER, 31, 0, 0), // 
    CurrencyUnit.EUR, // 
    Values.Amount.factorize(1000), // 
    security, // 
    Values.Share.factorize(10), // 
    PortfolioTransaction.Type.BUY, Values.Amount.factorize(10), 0));
    DividendTransaction t = new DividendTransaction();
    t.setDateTime(LocalDateTime.parse("2016-06-01T00:00"));
    t.setSecurity(security);
    t.setMonetaryAmount(Money.of(CurrencyUnit.EUR, Values.Amount.factorize(100)));
    t.setShares(Values.Share.factorize(10));
    t.addUnit(new Unit(Unit.Type.TAX, Money.of(CurrencyUnit.EUR, Values.Amount.factorize(50))));
    tx.add(t);
    tx.add(new // 
    PortfolioTransaction(// 
    LocalDateTime.of(2016, Month.DECEMBER, 31, 0, 0), // 
    CurrencyUnit.EUR, // 
    Values.Amount.factorize(1200), // 
    security, // 
    Values.Share.factorize(10), // 
    PortfolioTransaction.Type.SELL, Values.Amount.factorize(10), Values.Amount.factorize(30)));
    IRRCalculation calculation = Calculation.perform(IRRCalculation.class, new TestCurrencyConverter(), tx);
    // Excel verification
    // 31.12.15 -1000
    // 01.06.16 150
    // 31.12.16 1230
    // =XINTZINSFUSS(B1:B3;A1:A3) = 0,412128788
    assertThat(calculation.getIRR(), IsCloseTo.closeTo(0.412128788d, 0.00000001d));
}

Example 15 with Unit

use of name.abuchen.portfolio.model.Transaction.Unit in project portfolio by buchen.

the class BankSLMPDFExtractor method addForexGrossValue.

@SuppressWarnings("nls")
private void addForexGrossValue(Transaction<BuySellEntry> extractor) {
    // 
    extractor.section("forexSum", "forexCurrency", "grossValue", "currency", "exchangeRate").optional().match(// 
    "Total Kurswert (?<forexCurrency>\\w{3}+) (?<forexSum>[\\d.'-]+)").match(// 
    "Change .../... (?<exchangeRate>[\\d.']+) (?<currency>\\w{3}+) (?<grossValue>[\\d.'-]+)").assign((t, v) -> {
        Money grossValue = Money.of(asCurrencyCode(v.get("currency")), asAmount(v.get("grossValue")));
        Money forex = Money.of(asCurrencyCode(v.get("forexCurrency")), asAmount(v.get("forexSum")));
        BigDecimal exchangeRate = asExchangeRate(v.get("exchangeRate"));
        Unit unit = new Unit(Unit.Type.GROSS_VALUE, grossValue, forex, exchangeRate);
        // security actually matches
        if (unit.getForex().getCurrencyCode().equals(t.getPortfolioTransaction().getSecurity().getCurrencyCode()))
            t.getPortfolioTransaction().addUnit(unit);
    });
}