Examples with Interval name.abuchen.portfolio.util.Interval used on opensource projects

Example 1 with Interval

use of name.abuchen.portfolio.util.Interval in project portfolio by buchen.

the class ClientIndex method calculate.

/* package */
void calculate(List<Exception> warnings) {
    Interval interval = getReportInterval().toInterval();
    // the actual interval should not extend into the future
    if (interval.getEnd().isAfter(LocalDate.now())) {
        LocalDate start = interval.getStart();
        LocalDate end = LocalDate.now();
        if (start.isAfter(end))
            start = end;
        interval = Interval.of(start, end);
    }
    // reported via forum: if the user selects as 'since' date something in
    // the future, then #getDays will return something negative. Ensure the
    // 'size' is at least 1 which will create an empty ClientIndex
    int size = Math.max(1, (int) interval.getDays() + 1);
    dates = new LocalDate[size];
    totals = new long[size];
    delta = new double[size];
    accumulated = new double[size];
    inboundTransferals = new long[size];
    outboundTransferals = new long[size];
    taxes = new long[size];
    dividends = new long[size];
    interest = new long[size];
    interestCharge = new long[size];
    collectTransferalsAndTaxes(interval);
    // first value = reference value
    dates[0] = interval.getStart();
    delta[0] = 0;
    accumulated[0] = 0;
    ClientSnapshot snapshot = ClientSnapshot.create(getClient(), getCurrencyConverter(), dates[0]);
    long valuation = totals[0] = snapshot.getMonetaryAssets().getAmount();
    // calculate series
    int index = 1;
    LocalDate date = interval.getStart().plusDays(1);
    while (date.compareTo(interval.getEnd()) <= 0) {
        dates[index] = date;
        snapshot = ClientSnapshot.create(getClient(), getCurrencyConverter(), dates[index]);
        long thisValuation = totals[index] = snapshot.getMonetaryAssets().getAmount();
        if (valuation + inboundTransferals[index] == 0) {
            delta[index] = 0;
            long thisDelta = thisValuation - inboundTransferals[index] + outboundTransferals[index] - valuation;
            if (thisDelta != 0) {
                warnings.add(new RuntimeException(MessageFormat.format(Messages.MsgDeltaWithoutAssets, Values.Amount.format(thisDelta), date.format(DateTimeFormatter.ofLocalizedDate(FormatStyle.MEDIUM)))));
            }
        } else {
            delta[index] = (double) (thisValuation + outboundTransferals[index]) / (double) (valuation + inboundTransferals[index]) - 1;
        }
        accumulated[index] = ((accumulated[index - 1] + 1) * (delta[index] + 1)) - 1;
        date = date.plusDays(1);
        valuation = thisValuation;
        index++;
    }
}

Example 2 with Interval

use of name.abuchen.portfolio.util.Interval in project portfolio by buchen.

the class ClientIndex method collectTransferalsAndTaxes.

private void collectTransferalsAndTaxes(Interval interval) {
    for (Account account : getClient().getAccounts()) {
        // 
        account.getTransactions().stream().filter(t -> !t.getDateTime().toLocalDate().isBefore(interval.getStart()) && !t.getDateTime().toLocalDate().isAfter(interval.getEnd())).forEach(t -> {
            // NOSONAR
            LocalDate d = t.getDateTime().toLocalDate();
            switch(t.getType()) {
                case DEPOSIT:
                    addValue(inboundTransferals, t.getCurrencyCode(), t.getAmount(), interval, d);
                    break;
                case REMOVAL:
                    addValue(outboundTransferals, t.getCurrencyCode(), t.getAmount(), interval, d);
                    break;
                case TAXES:
                    addValue(taxes, t.getCurrencyCode(), t.getAmount(), interval, d);
                    break;
                case TAX_REFUND:
                    addValue(taxes, t.getCurrencyCode(), -t.getAmount(), interval, d);
                    break;
                case DIVIDENDS:
                    addValue(taxes, t.getCurrencyCode(), t.getUnitSum(Unit.Type.TAX).getAmount(), interval, d);
                    addValue(dividends, t.getCurrencyCode(), t.getAmount(), interval, d);
                    break;
                case INTEREST:
                    addValue(interest, t.getCurrencyCode(), t.getAmount(), interval, d);
                    break;
                case INTEREST_CHARGE:
                    addValue(interest, t.getCurrencyCode(), -t.getAmount(), interval, d);
                    addValue(interestCharge, t.getCurrencyCode(), t.getAmount(), interval, d);
                    break;
                default:
                    // do nothing
                    break;
            }
        });
    }
    for (Portfolio portfolio : getClient().getPortfolios()) {
        // 
        portfolio.getTransactions().stream().filter(t -> !t.getDateTime().toLocalDate().isBefore(interval.getStart()) && !t.getDateTime().toLocalDate().isAfter(interval.getEnd())).forEach(t -> {
            LocalDate d = t.getDateTime().toLocalDate();
            // collect taxes
            addValue(// 
            taxes, // 
            t.getCurrencyCode(), // 
            t.getUnitSum(Unit.Type.TAX).getAmount(), interval, d);
            // collect transferals
            switch(t.getType()) {
                case DELIVERY_INBOUND:
                    addValue(inboundTransferals, t.getCurrencyCode(), t.getAmount(), interval, d);
                    break;
                case DELIVERY_OUTBOUND:
                    addValue(outboundTransferals, t.getCurrencyCode(), t.getAmount(), interval, d);
                    break;
                default:
                    break;
            }
        });
    }
}

Example 3 with Interval

use of name.abuchen.portfolio.util.Interval in project portfolio by buchen.

the class SecuritiesChart method setupTooltip.

private void setupTooltip() {
    TimelineChartToolTip toolTip = chart.getToolTip();
    toolTip.setValueFormat(new DecimalFormat(Values.Quote.pattern()));
    // $NON-NLS-1$
    toolTip.addSeriesExclude(Messages.LabelChartDetailClosingIndicator + "Positive");
    // $NON-NLS-1$
    toolTip.addSeriesExclude(Messages.LabelChartDetailClosingIndicator + "Negative");
    // $NON-NLS-1$
    toolTip.addSeriesExclude(Messages.LabelChartDetailClosingIndicator + "Zero");
    toolTip.addSeriesExclude(Messages.SecurityMenuBuy);
    // $NON-NLS-1$
    toolTip.addSeriesExclude(Messages.SecurityMenuBuy + "1");
    // $NON-NLS-1$
    toolTip.addSeriesExclude(Messages.SecurityMenuBuy + "2");
    toolTip.addSeriesExclude(Messages.SecurityMenuSell);
    // $NON-NLS-1$
    toolTip.addSeriesExclude(Messages.SecurityMenuSell + "1");
    // $NON-NLS-1$
    toolTip.addSeriesExclude(Messages.SecurityMenuSell + "2");
    toolTip.addSeriesExclude(Messages.LabelChartDetailDividends);
    // $NON-NLS-1$
    toolTip.addSeriesExclude(Messages.LabelChartDetailDividends + "1");
    // $NON-NLS-1$
    toolTip.addSeriesExclude(Messages.LabelChartDetailDividends + "2");
    toolTip.addSeriesExclude(Messages.LabelChartDetailBollingerBands);
    toolTip.addExtraInfo((composite, focus) -> {
        if (focus instanceof Date) {
            Instant instant = ((Date) focus).toInstant();
            ZonedDateTime zdt = instant.atZone(ZoneId.systemDefault());
            LocalDate date = zdt.toLocalDate();
            Interval displayInterval = Interval.of(date.minusDays(5), date.plusDays(5));
            // 
            customTooltipEvents.stream().filter(// 
            t -> displayInterval.contains(t.getDateTime())).forEach(t -> {
                if (t instanceof AccountTransaction)
                    addDividendTooltip(composite, (AccountTransaction) t);
                else if (t instanceof PortfolioTransaction)
                    addInvestmentTooltip(composite, (PortfolioTransaction) t);
            });
        }
    });
}

Example 4 with Interval

use of name.abuchen.portfolio.util.Interval in project portfolio by buchen.

the class MaxDrawdownDurationWidget method update.

@Override
public void update() {
    super.update();
    PerformanceIndex index = getDashboardData().getDataSeriesCache().lookup(get(DataSeriesConfig.class).getDataSeries(), get(ReportingPeriodConfig.class).getReportingPeriod());
    Drawdown drawdown = index.getDrawdown();
    Interval maxDDDuration = drawdown.getMaxDrawdownDuration();
    indicator.setText(MessageFormat.format(Messages.LabelXDays, maxDDDuration.getDays()));
    boolean isUntilEndOfPeriod = maxDDDuration.getEnd().equals(index.getReportInterval().getEndDate());
    String maxDDSupplement = isUntilEndOfPeriod ? Messages.TooltipMaxDrawdownDurationEndOfPeriod : Messages.TooltipMaxDrawdownDurationFromXtoY;
    // recovery time
    Interval recoveryTime = drawdown.getLongestRecoveryTime();
    isUntilEndOfPeriod = recoveryTime.getEnd().equals(index.getReportInterval().getEndDate());
    String recoveryTimeSupplement = isUntilEndOfPeriod ? Messages.TooltipMaxDrawdownDurationEndOfPeriod : Messages.TooltipMaxDrawdownDurationFromXtoY;
    InfoToolTip.attach(indicator, // $NON-NLS-1$
    Messages.TooltipMaxDrawdownDuration + "\n\n" + MessageFormat.format(maxDDSupplement, formatter.format(maxDDDuration.getStart()), formatter.format(maxDDDuration.getEnd())) + // $NON-NLS-1$
    "\n\n" + MessageFormat.format(Messages.TooltipMaxDurationLowToHigh, recoveryTime.getDays()) + MessageFormat.format(recoveryTimeSupplement, formatter.format(recoveryTime.getStart()), formatter.format(recoveryTime.getEnd())));
}

Example 5 with Interval

use of name.abuchen.portfolio.util.Interval in project portfolio by buchen.

the class CPIIndex method calculate.

/* package */
void calculate(PerformanceIndex clientIndex) {
    Interval actualInterval = clientIndex.getActualInterval();
    LocalDate firstDataPoint = clientIndex.getFirstDataPoint().orElse(actualInterval.getStart());
    Interval interval = Interval.of(firstDataPoint, actualInterval.getEnd());
    List<ConsumerPriceIndex> cpiSeries = new ArrayList<ConsumerPriceIndex>(clientIndex.getClient().getConsumerPriceIndices());
    Collections.sort(cpiSeries, new ConsumerPriceIndex.ByDate());
    List<LocalDate> dates = new ArrayList<LocalDate>();
    List<Double> accumulated = new ArrayList<Double>();
    int baseline = -1;
    for (ConsumerPriceIndex cpi : cpiSeries) {
        LocalDate date = LocalDate.of(cpi.getYear(), cpi.getMonth(), 1);
        date = date.with(ChronoField.DAY_OF_MONTH, date.lengthOfMonth());
        if (interval.contains(date)) {
            if (baseline == -1)
                baseline = cpi.getIndex();
            dates.add(date);
            accumulated.add(((double) cpi.getIndex() / (double) baseline) - 1);
        }
    }
    this.dates = dates.toArray(new LocalDate[0]);
    this.accumulated = new double[accumulated.size()];
    for (int ii = 0; ii < this.accumulated.length; ii++) this.accumulated[ii] = accumulated.get(ii);
}