private void doUpdateHistoricalQuotes(IProgressMonitor monitor, List<IStatus> errors) {
for (Security security : securities) {
monitor.subTask(MessageFormat.format(Messages.JobMsgUpdatingQuotesFor, security.getName()));
try {
QuoteFeed feed = Factory.getQuoteFeedProvider(security.getFeed());
if (feed != null) {
ArrayList<Exception> exceptions = new ArrayList<Exception>();
feed.updateHistoricalQuotes(security, exceptions);
if (!exceptions.isEmpty()) addToErrors(security.getName(), exceptions, errors);
}
} catch (IOException e) {
errors.add(
new Status(
IStatus.ERROR,
PortfolioPlugin.PLUGIN_ID,
security.getName()
+ ": " //$NON-NLS-1$
+ e.getMessage(),
e));
}
monitor.worked(1);
}
}
@Override
public void beforePage() {
Security security = model.getSecurity();
List<TransactionPair<?>> transactions = security.getTransactions(model.getClient());
Collections.sort(transactions, new TransactionPair.ByDate());
tableViewer.setInput(transactions);
}
@Test
public void testWhenQuotesAreOnlyAvailableFromTheMiddleOfTheReportInterval() {
DateMidnight startDate = new DateMidnight(2012, 12, 31);
DateMidnight middleDate = new DateMidnight(2013, 2, 18);
DateMidnight endDate = new DateMidnight(2013, 4, 1);
// create model
Client client = new Client();
new AccountBuilder() //
.deposit_(startDate, 100 * Values.Amount.factor()) //
.interest(startDate.plusDays(10), 10 * Values.Amount.factor()) //
.addTo(client);
Security security =
new SecurityBuilder() //
.generatePrices(50 * Values.Amount.factor(), middleDate, endDate) //
.addTo(client);
// calculate performance indices
List<Exception> warnings = new ArrayList<Exception>();
ReportingPeriod reportInterval =
new ReportingPeriod.FromXtoY(startDate.toDate(), endDate.toDate());
ClientIndex clientIndex = PerformanceIndex.forClient(client, reportInterval, warnings);
PerformanceIndex securityIndex = PerformanceIndex.forSecurity(clientIndex, security, warnings);
// asserts
assertTrue(warnings.isEmpty());
Date[] clientDates = clientIndex.getDates();
Date[] securityDates = securityIndex.getDates();
assertThat(securityDates[0], is(middleDate.toDate()));
assertThat(securityDates[securityDates.length - 1], is(endDate.toDate()));
assertThat(
new DateMidnight(clientDates[clientDates.length - 1]),
is(new DateMidnight(securityDates[securityDates.length - 1])));
double[] clientAccumulated = clientIndex.getAccumulatedPercentage();
double[] securityAccumulated = securityIndex.getAccumulatedPercentage();
int index = Days.daysBetween(startDate, middleDate).getDays();
assertThat(new DateMidnight(clientDates[index]), is(middleDate));
assertThat(securityAccumulated[0], IsCloseTo.closeTo(clientAccumulated[index], 0.000001d));
long middlePrice = security.getSecurityPrice(middleDate.toDate()).getValue();
long lastPrice = security.getSecurityPrice(endDate.toDate()).getValue();
// 10% is interest of the deposit
double performance = (double) (lastPrice - middlePrice) / (double) middlePrice + 0.1d;
assertThat(
securityAccumulated[securityAccumulated.length - 1],
IsCloseTo.closeTo(performance, 0.000001d));
}
private Security assertSecurity(List<Item> results) {
Optional<Item> item = results.stream().filter(i -> i instanceof SecurityItem).findFirst();
assertThat(item.isPresent(), is(true));
Security security = ((SecurityItem) item.get()).getSecurity();
assertThat(security.getIsin(), is("DE000BASF111"));
assertThat(security.getWkn(), is("BASF11"));
assertThat(security.getName(), is("BASF SE"));
assertThat(security.getCurrencyCode(), is(CurrencyUnit.EUR));
return security;
}
private void onSecurityChanged(Security security) {
prices.setData(Security.class.toString(), security);
prices.setInput(security != null ? security.getPrices() : new ArrayList<SecurityPrice>(0));
prices.refresh();
latest.setInput(security);
transactions.setInput(
security != null ? security.getTransactions(getClient()) : new ArrayList<Transaction>(0));
updateChart(security);
}
private void addSecurityPerformance(
DataSeries item, Security security, List<Exception> warnings) {
PerformanceIndex securityIndex = dataCache.get(security.getUUID());
if (securityIndex == null) {
securityIndex =
PerformanceIndex.forInvestment(getClient(), security, getReportingPeriod(), warnings);
dataCache.put(security.getUUID(), securityIndex);
}
addScatterSeries(item, securityIndex);
}
@Test
public void testErtragsgutschrift2() throws IOException {
DeutscheBankPDFExctractor extractor =
new DeutscheBankPDFExctractor(new Client()) {
@Override
String strip(File file) throws IOException {
return from(file.getName());
}
};
List<Exception> errors = new ArrayList<Exception>();
List<Item> results =
extractor.extract(Arrays.asList(new File("DeutscheBankErtragsgutschrift2.txt")), errors);
assertThat(errors, empty());
assertThat(results.size(), is(2));
new AssertImportActions().check(results, CurrencyUnit.EUR);
// check security
Security security =
results.stream().filter(i -> i instanceof SecurityItem).findFirst().get().getSecurity();
assertThat(security.getName(), is("ISHS-MSCI N. AMERIC.UCITS ETF BE.SH.(DT.ZT.)"));
assertThat(security.getIsin(), is("DE000A0J2060"));
assertThat(security.getWkn(), is("A0J206"));
assertThat(security.getCurrencyCode(), is("USD"));
// check transaction
Optional<Item> item = results.stream().filter(i -> i instanceof TransactionItem).findFirst();
assertThat(item.isPresent(), is(true));
assertThat(item.get().getSubject(), instanceOf(AccountTransaction.class));
AccountTransaction transaction = (AccountTransaction) item.get().getSubject();
assertThat(transaction.getType(), is(AccountTransaction.Type.DIVIDENDS));
assertThat(transaction.getSecurity(), is(security));
assertThat(transaction.getDate(), is(LocalDate.parse("2015-03-24")));
assertThat(transaction.getMonetaryAmount(), is(Money.of(CurrencyUnit.EUR, 16_17L)));
assertThat(transaction.getShares(), is(Values.Share.factorize(123)));
Optional<Unit> grossValue = transaction.getUnit(Unit.Type.GROSS_VALUE);
assertThat(grossValue.isPresent(), is(true));
assertThat(grossValue.get().getAmount(), is(Money.of("EUR", 16_17L)));
assertThat(grossValue.get().getForex(), is(Money.of("USD", 17_38L)));
assertThat(
grossValue.get().getExchangeRate().doubleValue(), IsCloseTo.closeTo(0.930578, 0.000001));
}
@Test
public void testThatSecurityIndexIsCalculated() {
DateMidnight startDate = new DateMidnight(2012, 12, 31);
DateMidnight endDate = new DateMidnight(2013, 4, 1);
long startPrice = 100 * Values.Amount.factor();
// create model
Client client = new Client();
new AccountBuilder() //
.deposit_(startDate, startPrice) //
.addTo(client);
Security security =
new SecurityBuilder() //
.generatePrices(startPrice, startDate, endDate) //
.addTo(client);
// calculate performance indices
List<Exception> warnings = new ArrayList<Exception>();
ReportingPeriod reportInterval =
new ReportingPeriod.FromXtoY(startDate.toDate(), endDate.toDate());
ClientIndex clientIndex = PerformanceIndex.forClient(client, reportInterval, warnings);
PerformanceIndex securityIndex = PerformanceIndex.forSecurity(clientIndex, security, warnings);
// asserts
assertTrue(warnings.isEmpty());
Date[] dates = securityIndex.getDates();
assertThat(dates[0], is(startDate.toDate()));
assertThat(dates[dates.length - 1], is(endDate.toDate()));
long lastPrice = security.getSecurityPrice(endDate.toDate()).getValue();
double performance = (double) (lastPrice - startPrice) / (double) startPrice;
double[] accumulated = securityIndex.getAccumulatedPercentage();
assertThat(accumulated[0], is(0d));
assertThat(accumulated[accumulated.length - 1], IsCloseTo.closeTo(performance, 0.000001d));
}
@Test
public void testThatPerformanceOfAnInvestmentIntoAnIndexIsIdenticalToIndex() {
LocalDate startDate = LocalDate.of(2012, 1, 1);
LocalDate endDate = LocalDate.of(2012, 4, 29); // a weekend
long startPrice = Values.Quote.factorize(100);
Client client = new Client();
Security security =
new SecurityBuilder() //
.generatePrices(startPrice, startDate, endDate) //
.addTo(client);
PortfolioBuilder portfolio = new PortfolioBuilder(new Account());
// add some buy transactions
LocalDate date = startDate;
while (date.isBefore(endDate)) {
long p = security.getSecurityPrice(date).getValue();
portfolio.inbound_delivery(security, date, Values.Share.factorize(100), p);
date = date.plusDays(20);
}
portfolio.addTo(client);
ReportingPeriod.FromXtoY period = new ReportingPeriod.FromXtoY(startDate, endDate);
List<Exception> warnings = new ArrayList<Exception>();
CurrencyConverter converter = new TestCurrencyConverter();
ClientIndex index = PerformanceIndex.forClient(client, converter, period, warnings);
assertTrue(warnings.isEmpty());
double[] accumulated = index.getAccumulatedPercentage();
long lastPrice = security.getSecurityPrice(endDate).getValue();
assertThat(
(double) (lastPrice - startPrice) / (double) startPrice,
IsCloseTo.closeTo(accumulated[accumulated.length - 1], PRECISION));
PerformanceIndex benchmark = PerformanceIndex.forSecurity(index, security);
assertThat(
benchmark.getFinalAccumulatedPercentage(), is(index.getFinalAccumulatedPercentage()));
}
@Test
public void testErtragsgutschrift7_USD_Freibetrag_nicht_ausgeschoepft() throws IOException {
ConsorsbankPDFExctractor extractor = new ConsorsbankPDFExctractor(new Client());
List<Exception> errors = new ArrayList<Exception>();
URL url =
FileLocator.resolve(
getClass()
.getResource(
"ConsorsbankErtragsgutschrift7_USD_Freibetrag_nicht_ausgeschoepft.pdf"));
List<Item> results = extractor.extract(Arrays.asList(new File(url.getPath())), errors);
assertThat(errors, empty());
assertThat(results.size(), is(2));
// check security
Security security =
results.stream().filter(i -> i instanceof SecurityItem).findFirst().get().getSecurity();
assertThat(security.getWkn(), is("200417"));
assertThat(security.getName(), is("ALTRIA GROUP INC."));
// check dividend transaction
AccountTransaction t =
(AccountTransaction)
results
.stream()
.filter(i -> i instanceof TransactionItem)
.filter(
i ->
((AccountTransaction) i.getSubject()).getType()
== AccountTransaction.Type.DIVIDENDS)
.findFirst()
.get()
.getSubject();
assertThat(t.getDate(), is(LocalDate.parse("2016-01-11")));
assertThat(t.getShares(), is(Values.Share.factorize(650)));
assertThat(t.getMonetaryAmount(), is(Money.of("EUR", 285_60)));
assertThat(t.getUnit(Unit.Type.GROSS_VALUE).get().getForex(), is(Money.of("USD", 367_25)));
// check tax
assertThat(t.getUnitSum(Type.TAX), is(Money.of("EUR", 50_40))); // QUEST
}
@Override
public List<Item> extract(
int skipLines,
List<String[]> rawValues,
Map<String, Column> field2column,
List<Exception> errors) {
Security dummy = new Security();
for (String[] line : rawValues) {
try {
SecurityPrice p = extract(line, field2column);
if (p != null) dummy.addPrice(p);
} catch (ParseException e) {
errors.add(e);
}
}
List<Item> result = new ArrayList<>();
if (!dummy.getPrices().isEmpty()) result.add(new SecurityItem(dummy));
return result;
}
private void doUpdateLatestQuotes(IProgressMonitor monitor, List<IStatus> errors) {
Map<String, List<Security>> byFeeds = new HashMap<String, List<Security>>();
for (Security s : securities) {
List<Security> l = byFeeds.get(s.getFeed());
if (l == null) byFeeds.put(s.getFeed(), l = new ArrayList<Security>());
l.add(s);
}
for (Map.Entry<String, List<Security>> entry : byFeeds.entrySet()) {
if (monitor.isCanceled()) return;
try {
QuoteFeed feed = Factory.getQuoteFeedProvider(entry.getKey());
if (feed != null) {
ArrayList<Exception> exceptions = new ArrayList<Exception>();
feed.updateLatestQuotes(entry.getValue(), exceptions);
if (!exceptions.isEmpty()) addToErrors(feed.getName(), exceptions, errors);
}
} catch (IOException e) {
errors.add(new Status(IStatus.ERROR, PortfolioPlugin.PLUGIN_ID, e.getMessage(), e));
}
}
}
private void updateChart(Security security) {
ISeries series = chart.getSeriesSet().getSeries(Messages.ColumnQuote);
if (series != null) chart.getSeriesSet().deleteSeries(Messages.ColumnQuote);
chart.clearMarkerLines();
if (security == null || security.getPrices().isEmpty()) {
chart.getTitle().setText(security == null ? "..." : security.getName()); // $NON-NLS-1$
chart.redraw();
return;
}
chart.getTitle().setText(security.getName());
List<SecurityPrice> prices = security.getPrices();
int index;
Date[] dates;
double[] values;
if (chartPeriod == null) {
index = 0;
dates = new Date[prices.size()];
values = new double[prices.size()];
} else {
index =
Math.abs(
Collections.binarySearch(
prices, new SecurityPrice(chartPeriod, 0), new SecurityPrice.ByDate()));
if (index >= prices.size()) {
// no data available
chart.redraw();
return;
}
dates = new Date[prices.size() - index];
values = new double[prices.size() - index];
}
for (int ii = 0; index < prices.size(); index++, ii++) {
SecurityPrice p = prices.get(index);
dates[ii] = p.getTime();
values[ii] = p.getValue() / Values.Quote.divider();
}
ILineSeries lineSeries =
(ILineSeries) chart.getSeriesSet().createSeries(SeriesType.LINE, Messages.ColumnQuote);
lineSeries.setXDateSeries(dates);
lineSeries.setLineWidth(2);
lineSeries.enableArea(true);
lineSeries.setSymbolType(PlotSymbolType.NONE);
lineSeries.setYSeries(values);
lineSeries.setAntialias(SWT.ON);
chart.getAxisSet().adjustRange();
for (Portfolio portfolio : getClient().getPortfolios()) {
for (PortfolioTransaction t : portfolio.getTransactions()) {
if (t.getSecurity() == security
&& (chartPeriod == null || chartPeriod.before(t.getDate()))) {
String label = Values.Share.format(t.getShares());
switch (t.getType()) {
case BUY:
case TRANSFER_IN:
case DELIVERY_INBOUND:
chart.addMarkerLine(t.getDate(), new RGB(0, 128, 0), label);
break;
case SELL:
case TRANSFER_OUT:
case DELIVERY_OUTBOUND:
chart.addMarkerLine(t.getDate(), new RGB(128, 0, 0), "-" + label); // $NON-NLS-1$
break;
default:
throw new UnsupportedOperationException();
}
}
}
}
chart.redraw();
}
@Test
public void testWhenQuotesAreOnlyAvailableUntilTheMiddleOfTheReportInterval() {
DateMidnight startDate = new DateMidnight(2012, 12, 31);
DateMidnight middleDate = new DateMidnight(2013, 2, 18);
DateMidnight endDate = new DateMidnight(2013, 3, 31);
// create model
Client client = new Client();
Account account = new Account();
client.addAccount(account);
addT(
account,
startDate.toCalendar(Locale.getDefault()),
Type.DEPOSIT,
100 * Values.Amount.factor());
addT(
account,
startDate.plusDays(10).toCalendar(Locale.getDefault()),
Type.INTEREST,
10 * Values.Amount.factor());
Security security = new Security();
client.addSecurity(security);
int startPrice = 50 * Values.Amount.factor();
generatePrices(security, startPrice, startDate, middleDate);
// calculate performance indices
List<Exception> warnings = new ArrayList<Exception>();
ReportingPeriod reportInterval =
new ReportingPeriod.FromXtoY(startDate.toDate(), endDate.toDate());
ClientIndex clientIndex = PerformanceIndex.forClient(client, reportInterval, warnings);
PerformanceIndex securityIndex = PerformanceIndex.forSecurity(clientIndex, security, warnings);
// asserts
assertTrue(warnings.isEmpty());
Date[] clientDates = clientIndex.getDates();
Date[] securityDates = securityIndex.getDates();
assertThat(securityDates[0], is(startDate.toDate()));
assertThat(securityDates[securityDates.length - 1], is(middleDate.toDate()));
assertThat(new DateMidnight(clientDates[0]), is(new DateMidnight(securityDates[0])));
double[] securityAccumulated = securityIndex.getAccumulatedPercentage();
int index = Days.daysBetween(startDate, middleDate).getDays();
assertThat(new DateMidnight(clientDates[index]), is(middleDate));
assertThat(securityAccumulated[0], IsCloseTo.closeTo(0d, 0.000001d));
long middlePrice = security.getSecurityPrice(middleDate.toDate()).getValue();
double performance = (double) (middlePrice - startPrice) / (double) startPrice;
assertThat(
securityAccumulated[securityAccumulated.length - 1],
IsCloseTo.closeTo(performance, 0.000001d));
}
