Examples with CurrencyConverter name.abuchen.portfolio.money.CurrencyConverter used on opensource projects

Example 51 with CurrencyConverter

use of name.abuchen.portfolio.money.CurrencyConverter in project portfolio by buchen.

the class ClientIRRYield method collectDatesAndValues.

private static void collectDatesAndValues(Interval interval, ClientSnapshot snapshotStart, ClientSnapshot snapshotEnd, List<Transaction> transactions, List<LocalDate> dates, List<Double> values) {
    CurrencyConverter converter = snapshotStart.getCurrencyConverter();
    dates.add(interval.getStart());
    // snapshots are always in target currency, no conversion needed
    values.add(-snapshotStart.getMonetaryAssets().getAmount() / Values.Amount.divider());
    for (Transaction t : transactions) {
        dates.add(t.getDateTime().toLocalDate());
        if (t instanceof AccountTransaction) {
            AccountTransaction at = (AccountTransaction) t;
            long amount = converter.convert(t.getDateTime(), t.getMonetaryAmount()).getAmount();
            if (at.getType() == Type.DEPOSIT || at.getType() == Type.TRANSFER_IN)
                amount = -amount;
            values.add(amount / Values.Amount.divider());
        } else if (t instanceof PortfolioTransaction) {
            PortfolioTransaction pt = (PortfolioTransaction) t;
            long amount = converter.convert(t.getDateTime(), t.getMonetaryAmount()).getAmount();
            if (pt.getType() == PortfolioTransaction.Type.DELIVERY_INBOUND || pt.getType() == PortfolioTransaction.Type.TRANSFER_IN)
                amount = -amount;
            values.add(amount / Values.Amount.divider());
        } else {
            throw new UnsupportedOperationException();
        }
    }
    dates.add(interval.getEnd());
    values.add(snapshotEnd.getMonetaryAssets().getAmount() / Values.Amount.divider());
}

Example 52 with CurrencyConverter

use of name.abuchen.portfolio.money.CurrencyConverter in project portfolio by buchen.

the class SecurityIndex method calculate.

/* package */
void calculate(PerformanceIndex clientIndex, Security security) {
    List<SecurityPrice> prices = security.getPrices();
    if (prices.isEmpty()) {
        initEmpty(clientIndex);
        return;
    }
    // prices only include historical quotes, not the latest quote. Merge
    // the latest quote into the list if necessary
    prices = security.getPricesIncludingLatest();
    Interval actualInterval = clientIndex.getActualInterval();
    LocalDate firstPricePoint = prices.get(0).getDate();
    if (firstPricePoint.isAfter(actualInterval.getEnd())) {
        initEmpty(clientIndex);
        return;
    }
    LocalDate startDate = clientIndex.getFirstDataPoint().orElse(actualInterval.getEnd());
    if (firstPricePoint.isAfter(startDate))
        startDate = firstPricePoint;
    LocalDate endDate = actualInterval.getEnd();
    LocalDate lastPricePoint = prices.get(prices.size() - 1).getDate();
    if (lastPricePoint.isBefore(endDate))
        endDate = lastPricePoint;
    int size = (int) ChronoUnit.DAYS.between(startDate, endDate) + 1;
    if (size <= 0) {
        initEmpty(clientIndex);
        return;
    }
    // needs currency conversion if
    // a) the currency of the security is not null
    // (otherwise it is an index)
    // b) the term currency differs from the currency of the security
    CurrencyConverter converter = security.getCurrencyCode() != null && !security.getCurrencyCode().equals(clientIndex.getCurrencyConverter().getTermCurrency()) ? clientIndex.getCurrencyConverter() : null;
    dates = new LocalDate[size];
    delta = new double[size];
    accumulated = new double[size];
    inboundTransferals = new long[size];
    outboundTransferals = new long[size];
    totals = new long[size];
    final double adjustment = clientIndex.getAccumulatedPercentage()[Dates.daysBetween(actualInterval.getStart(), startDate)];
    // first value = reference value
    dates[0] = startDate;
    delta[0] = 0;
    accumulated[0] = adjustment;
    long valuation = totals[0] = convert(converter, security, startDate);
    // calculate series
    int index = 1;
    LocalDate date = startDate.plusDays(1);
    while (date.compareTo(endDate) <= 0) {
        dates[index] = date;
        long thisValuation = totals[index] = convert(converter, security, date);
        long thisDelta = thisValuation - valuation;
        delta[index] = (double) thisDelta / (double) valuation;
        accumulated[index] = ((accumulated[index - 1] + 1 - adjustment) * (delta[index] + 1)) - 1 + adjustment;
        date = date.plusDays(1);
        valuation = thisValuation;
        index++;
    }
}

Example 53 with CurrencyConverter

use of name.abuchen.portfolio.money.CurrencyConverter in project portfolio by buchen.

the class AbstractNodeTreeViewer method addAdditionalColumns.

protected // NOSONAR
void addAdditionalColumns(// NOSONAR
ShowHideColumnHelper support) {
    // $NON-NLS-1$
    Column column = new Column("exchangeRate", Messages.ColumnExchangeRate, SWT.RIGHT, 80);
    column.setGroupLabel(Messages.ColumnForeignCurrencies);
    column.setLabelProvider(new // NOSONAR
    ColumnLabelProvider() {

        @Override
        public String getText(Object element) {
            TaxonomyNode node = (TaxonomyNode) element;
            if (!node.isAssignment())
                return null;
            String baseCurrency = node.getAssignment().getInvestmentVehicle().getCurrencyCode();
            if (baseCurrency == null)
                return null;
            CurrencyConverter converter = getModel().getCurrencyConverter();
            ExchangeRate rate = converter.getRate(LocalDate.now(), baseCurrency);
            if (useIndirectQuotation)
                rate = rate.inverse();
            return Values.ExchangeRate.format(rate.getValue());
        }

        @Override
        public String getToolTipText(Object e) {
            String text = getText(e);
            if (text == null)
                return null;
            String term = getModel().getCurrencyConverter().getTermCurrency();
            String base = ((TaxonomyNode) e).getAssignment().getInvestmentVehicle().getCurrencyCode();
            return text + ' ' + (useIndirectQuotation ? base + '/' + term : term + '/' + base);
        }
    });
    column.setVisible(false);
    support.addColumn(column);
    // $NON-NLS-1$
    column = new Column("actBaseCurrency", Messages.ColumnActualValue + Messages.BaseCurrencyCue, SWT.RIGHT, 100);
    column.setDescription(Messages.ColumnActualValueBaseCurrency);
    column.setGroupLabel(Messages.ColumnForeignCurrencies);
    column.setLabelProvider(new // NOSONAR
    ColumnLabelProvider() {

        @Override
        public String getText(Object element) {
            TaxonomyNode node = (TaxonomyNode) element;
            if (node.isClassification() || getModel().getCurrencyCode().equals(node.getAssignment().getInvestmentVehicle().getCurrencyCode())) {
                return Values.Money.format(node.getActual(), getModel().getCurrencyCode());
            } else if (node.getAssignment().getInvestmentVehicle().getCurrencyCode() != null) {
                // currency code (e.g. is not an stock market index)
                return Values.Money.format(getModel().getCurrencyConverter().with(node.getAssignment().getInvestmentVehicle().getCurrencyCode()).convert(LocalDate.now(), node.getActual()), getModel().getCurrencyCode());
            } else {
                return null;
            }
        }
    });
    column.setVisible(false);
    support.addColumn(column);
    // 
    getModel().getClient().getSettings().getAttributeTypes().filter(// 
    a -> a.supports(Security.class)).forEach(attribute -> {
        Column col = new AttributeColumn(attribute);
        col.setVisible(false);
        col.setSorter(null);
        col.getEditingSupport().addListener(this);
        support.addColumn(col);
    });
}