Examples with SecurityPerformanceSnapshot name.abuchen.portfolio.snapshot.security.SecurityPerformanceSnapshot used on opensource projects

Example 6 with SecurityPerformanceSnapshot

use of name.abuchen.portfolio.snapshot.security.SecurityPerformanceSnapshot in project portfolio by buchen.

the class SecurityPositionTest method testFIFOPurchasePriceWithForex.

@Test
public void testFIFOPurchasePriceWithForex() {
    CurrencyConverter currencyConverter = new TestCurrencyConverter().with(CurrencyUnit.USD);
    Security security = new Security("", CurrencyUnit.USD);
    PortfolioTransaction t = new PortfolioTransaction();
    t.setType(PortfolioTransaction.Type.DELIVERY_INBOUND);
    t.setDateTime(LocalDateTime.parse("2017-01-25T00:00"));
    t.setShares(Values.Share.factorize(13));
    t.setSecurity(security);
    t.setMonetaryAmount(Money.of(CurrencyUnit.EUR, Values.Amount.factorize(9659.24)));
    t.addUnit(new Unit(Unit.Type.GROSS_VALUE, Money.of(CurrencyUnit.EUR, Values.Amount.factorize(9644.24)), Money.of(CurrencyUnit.USD, Values.Amount.factorize(10287.13)), BigDecimal.valueOf(0.937470704040499)));
    t.addUnit(new Unit(Unit.Type.FEE, Money.of(CurrencyUnit.EUR, Values.Amount.factorize(15)), Money.of(CurrencyUnit.USD, Values.Amount.factorize(16)), BigDecimal.valueOf(0.937470704040499)));
    List<PortfolioTransaction> tx = new ArrayList<>();
    tx.add(t);
    SecurityPosition position = new SecurityPosition(security, currencyConverter, new SecurityPrice(), tx);
    assertThat(position.getShares(), is(13L * Values.Share.factor()));
    // 10287.13 / 13 = 791.32
    assertThat(position.getFIFOPurchasePrice(), is(Money.of(CurrencyUnit.USD, Values.Amount.factorize(791.32))));
    assertThat(position.getMovingAveragePurchasePrice(), is(Money.of(CurrencyUnit.USD, Values.Amount.factorize(791.32))));
    // 9659.24 EUR x ( 1 / 0.937470704040499) = 10303,51
    assertThat(position.getFIFOPurchaseValue(), is(Money.of(CurrencyUnit.USD, Values.Amount.factorize(9659.24 * (1 / 0.937470704040499)))));
    Client client = new Client();
    client.addSecurity(security);
    Account a = new Account();
    client.addAccount(a);
    Portfolio p = new Portfolio();
    p.setReferenceAccount(a);
    p.addTransaction(t);
    client.addPortfolio(p);
    SecurityPerformanceSnapshot snapshot = SecurityPerformanceSnapshot.create(client, currencyConverter, new ReportingPeriod.FromXtoY(LocalDate.parse("2016-12-31"), LocalDate.parse("2017-02-01")));
    assertThat(snapshot.getRecords().size(), is(1));
    SecurityPerformanceRecord record = snapshot.getRecords().get(0);
    assertThat(record.getSecurity(), is(security));
    assertThat(record.getFifoCost(), is(position.getFIFOPurchaseValue()));
    assertThat(record.getFifoCostPerSharesHeld().toMoney(), is(position.getFIFOPurchasePrice()));
}

Example 7 with SecurityPerformanceSnapshot

use of name.abuchen.portfolio.snapshot.security.SecurityPerformanceSnapshot in project portfolio by buchen.

the class Issue371PurchaseValueWithTransfers method testPurchaseValueOfSecurityPositionWithTransfers.

@Test
public void testPurchaseValueOfSecurityPositionWithTransfers() throws IOException {
    Client client = ClientFactory.load(Issue371PurchaseValueWithTransfers.class.getResourceAsStream(// $NON-NLS-1$
    "Issue371PurchaseValueWithTransfers.xml"));
    Security adidas = client.getSecurities().get(0);
    // $NON-NLS-1$
    assertThat(adidas.getName(), is("Adidas AG"));
    ReportingPeriod period = new // $NON-NLS-1$
    ReportingPeriod.FromXtoY(// $NON-NLS-1$
    LocalDate.parse("2010-11-20"), // $NON-NLS-1$
    LocalDate.parse("2015-11-20"));
    // make sure that the transfer entry exists
    assertThat(client.getPortfolios().size(), is(2));
    assertThat(client.getPortfolios().stream().flatMap(p -> p.getTransactions().stream()).filter(t -> t.getSecurity() == adidas).filter(t -> t.getCrossEntry() instanceof PortfolioTransferEntry).filter(t -> t.getType() == PortfolioTransaction.Type.TRANSFER_IN).findAny().isPresent(), is(true));
    CurrencyConverter converter = new TestCurrencyConverter();
    ClientSnapshot snapshot = ClientSnapshot.create(client, converter, period.getEndDate());
    SecurityPosition securityPosition = snapshot.getPositionsByVehicle().get(adidas).getPosition();
    SecurityPerformanceSnapshot securitySnapshot = SecurityPerformanceSnapshot.create(client, converter, period);
    SecurityPerformanceRecord securityRecord = securitySnapshot.getRecords().get(0);
    assertThat(securityRecord.getSecurity(), is(adidas));
    assertThat(securityPosition.getFIFOPurchaseValue(), is(securityRecord.getFifoCost()));
}

Example 8 with SecurityPerformanceSnapshot

use of name.abuchen.portfolio.snapshot.security.SecurityPerformanceSnapshot in project portfolio by buchen.

the class Issue672CapitalGainsIfSecurityIsTransferred method testPurchaseValueOfSecurityPositionWithTransfers.

@Test
public void testPurchaseValueOfSecurityPositionWithTransfers() throws IOException {
    Client client = ClientFactory.load(Issue371PurchaseValueWithTransfers.class.getResourceAsStream(// $NON-NLS-1$
    "Issue672CapitalGainsIfSecurityIsTransferred.xml"));
    CurrencyConverter converter = new TestCurrencyConverter();
    Portfolio secondPortfolio = client.getPortfolios().get(1);
    ReportingPeriod period = new // $NON-NLS-1$
    ReportingPeriod.FromXtoY(// $NON-NLS-1$
    LocalDate.parse("2016-01-01"), // $NON-NLS-1$
    LocalDate.parse("2017-01-01"));
    SecurityPerformanceSnapshot snapshot = SecurityPerformanceSnapshot.create(client, converter, secondPortfolio, period);
    assertThat(snapshot.getRecords().size(), is(1));
    SecurityPerformanceRecord record = snapshot.getRecords().get(0);
    assertThat(record.getMarketValue(), is(Money.of(CurrencyUnit.EUR, Values.Money.factorize(971.41))));
    assertThat(record.getFifoCost(), is(Money.of(CurrencyUnit.EUR, Values.Money.factorize(883.1))));
    assertThat(record.getCapitalGainsOnHoldings(), is(Money.of(CurrencyUnit.EUR, Values.Money.factorize(88.31))));
    assertThat(record.getCapitalGainsOnHoldingsPercent(), is(IsCloseTo.closeTo(0.1d, 0.0000000001)));
}