@Override
public boolean performFinish() {
Object exportItem = exportPage.getExportItem();
Class<?> exportClass = exportPage.getExportClass();
File file = getFile(exportItem);
try {
// account transactions
if (exportItem == AccountTransaction.class) {
new CSVExporter().exportAccountTransactions(file, client.getAccounts());
} else if (exportClass == AccountTransaction.class) {
new CSVExporter().exportAccountTransactions(file, (Account) exportItem);
}
// portfolio transactions
else if (exportItem == PortfolioTransaction.class) {
new CSVExporter().exportPortfolioTransactions(file, client.getPortfolios());
} else if (exportClass == PortfolioTransaction.class) {
new CSVExporter().exportPortfolioTransactions(file, (Portfolio) exportItem);
}
// master data
else if (exportItem == Security.class) {
new CSVExporter()
.exportSecurityMasterData(
new File(file, Messages.ExportWizardSecurityMasterData + ".csv"),
client.getSecurities()); // $NON-NLS-1$
} else if (exportClass == Security.class) {
if (Messages.ExportWizardSecurityMasterData.equals(exportItem))
new CSVExporter().exportSecurityMasterData(file, client.getSecurities());
else if (Messages.ExportWizardMergedSecurityPrices.equals(exportItem))
new CSVExporter().exportMergedSecurityPrices(file, client.getSecurities());
}
// historical quotes
else if (exportItem == SecurityPrice.class) {
new CSVExporter().exportSecurityPrices(file, client.getSecurities());
} else if (exportClass == SecurityPrice.class) {
new CSVExporter().exportSecurityPrices(file, (Security) exportItem);
} else {
throw new UnsupportedOperationException(
MessageFormat.format(Messages.ExportWizardUnsupportedExport, exportClass, exportItem));
}
} catch (IOException e) {
PortfolioPlugin.log(e);
MessageDialog.openError(getShell(), Messages.ExportWizardErrorExporting, e.getMessage());
}
return true;
}
private static Map<Security, SecurityPerformanceRecord> initRecords(Client client) {
Map<Security, SecurityPerformanceRecord> records =
new HashMap<Security, SecurityPerformanceRecord>();
for (Security s : client.getSecurities()) records.put(s, new SecurityPerformanceRecord(s));
return records;
}
@Test
public void testVolatilityIfSecurityIsSoldAndLaterBoughtDuringReportingPeriod()
throws IOException {
ReportingPeriod report =
new ReportingPeriod.FromXtoY(Dates.date("2014-01-31"), Dates.date("2015-02-20"));
List<Exception> warnings = new ArrayList<>();
Security basf =
client.getSecurities().stream().filter(s -> "Basf SE".equals(s.getName())).findAny().get();
PerformanceIndex index = PerformanceIndex.forInvestment(client, basf, report, warnings);
assertThat(warnings, empty());
assertThat(
index.getVolatility().getStandardDeviation(),
closeTo(0.0134468200485513, 0.00001)); // excel
assertThat(index.getDates()[index.getDates().length - 1], is(Dates.date("2015-02-20")));
}
@Test
public void testVolatilityIfBenchmarkHasNoQuotes() throws IOException {
ReportingPeriod report =
new ReportingPeriod.FromXtoY(Dates.date("2014-01-31"), Dates.date("2015-01-31"));
List<Exception> warnings = new ArrayList<>();
PerformanceIndex index = PerformanceIndex.forClient(client, report, warnings);
Security sap =
client.getSecurities().stream().filter(s -> "Sap AG".equals(s.getName())).findAny().get();
PerformanceIndex sapIndex = PerformanceIndex.forSecurity(index, sap, warnings);
assertThat(warnings, empty());
// quotes only until December 31st
assertThat(sapIndex.getDates()[sapIndex.getDates().length - 1], is(Dates.date("2014-12-31")));
assertThat(
sapIndex.getVolatility().getStandardDeviation(),
closeTo(0.0126152529671108, 0.00001)); // excel
}
@Test
public void testVolatilityIfSecurityIsSoldDuringReportingPeriod() throws IOException {
ReportingPeriod report =
new ReportingPeriod.FromXtoY(Dates.date("2014-01-31"), Dates.date("2015-01-31"));
List<Exception> warnings = new ArrayList<>();
Security basf =
client.getSecurities().stream().filter(s -> "Basf SE".equals(s.getName())).findAny().get();
PerformanceIndex index = PerformanceIndex.forInvestment(client, basf, report, warnings);
assertThat(warnings, empty());
assertThat(
index.getVolatility().getStandardDeviation(), closeTo(0.01371839502, 0.00001)); // excel
assertThat(index.getDates()[index.getDates().length - 1], is(Dates.date("2015-01-31")));
// compare with client -> must be lower because cash has volatility of 0
PerformanceIndex clientIndex = PerformanceIndex.forClient(client, report, warnings);
assertThat(
clientIndex.getVolatility().getStandardDeviation(),
lessThan(index.getVolatility().getStandardDeviation()));
}
public UpdateQuotesJob(Client client, boolean includeHistoricQuotes, long repeatPeriod) {
this(client, client.getSecurities(), includeHistoricQuotes, repeatPeriod);
}
@Override
public Status process(Security security) {
// might have been added via a transaction
if (!client.getSecurities().contains(security)) client.addSecurity(security);
return Status.OK_STATUS;
}