public PortfolioShare addOrUpdateShareForAmount(
Stock stock,
BigDecimal unitAmount,
Date currentDate,
MonitorLevel monitorLevel,
Currency transactionCurrency)
throws InvalidQuantityException, InvalidAlgorithmParameterException {
try {
Quotations quotations =
QuotationsFactories.getFactory()
.getQuotationsInstance(
stock, currentDate, true, transactionCurrency, ValidityFilter.CLOSE);
BigDecimal valueAtDate = quotations.getClosestCloseForDate(currentDate);
BigDecimal quantity = unitAmount.divide(valueAtDate, 10, BigDecimal.ROUND_HALF_EVEN);
return addOrUpdateShare(
stock,
quantity,
currentDate,
valueAtDate,
monitorLevel,
transactionCurrency,
TransactionType.AIN);
} catch (NoQuotationsException e) {
throw new InvalidAlgorithmParameterException(e);
}
}
public PortfolioShare addOrUpdateShareForQuantity(
Stock stock,
BigDecimal quantity,
Date currentDate,
MonitorLevel monitorLevel,
Currency transactionCurrency)
throws InvalidQuantityException, InvalidAlgorithmParameterException, NoQuotationsException {
BigDecimal valueAtDate = BigDecimal.ZERO;
if (quantity.compareTo(BigDecimal.ZERO) > 0) {
Quotations quotations =
QuotationsFactories.getFactory()
.getQuotationsInstance(
stock, currentDate, true, transactionCurrency, ValidityFilter.CLOSE);
valueAtDate = quotations.getClosestCloseForDate(currentDate);
}
return addOrUpdateShare(
stock,
quantity,
currentDate,
valueAtDate,
monitorLevel,
transactionCurrency,
TransactionType.AIN);
}
@Override
public Number[] targetShareData(
SlidingPortfolioShare portfolioShare,
Quotations stockQuotations,
MInteger startDateQuotationIndex,
MInteger endDateQuotationIndex) {
if (arbitraryStartDate != null && arbitraryEndDate != null) {
Date startDate = getStartDate(stockQuotations);
startDateQuotationIndex.value =
stockQuotations.getClosestIndexBeforeOrAtDateOrIndexZero(0, startDate);
Date endDate = getEndDate(stockQuotations);
endDateQuotationIndex.value =
stockQuotations.getClosestIndexBeforeOrAtDateOrIndexZero(
startDateQuotationIndex.value, endDate);
BigDecimal investPerUnit = BigDecimal.ZERO;
if (includeMoneyOut) {
investPerUnit =
portfolioShare.getPriceUnitCost(
portfolioShare.calcSlidingEndDate(), portfolioShare.getTransactionCurrency());
} else {
investPerUnit =
portfolioShare.getPriceAvgBuy(
portfolioShare.calcSlidingEndDate(), portfolioShare.getTransactionCurrency());
}
return relativeCloses(
stockQuotations, startDateQuotationIndex, endDateQuotationIndex, investPerUnit);
} else {
throw new InvalidParameterException();
}
}
@Override
protected double[][] getInputData(Quotations quotations) {
double[] closeValues = quotations.getCloseValues();
double inLow[] = quotations.getLowValues();
double inHigh[] = quotations.getHighValues();
double[][] ret =
new double[3][Math.max(Math.max(closeValues.length, inHigh.length), inLow.length)];
ret[0] = closeValues;
ret[1] = inLow;
ret[2] = inHigh;
return ret;
}
private BigDecimal[] relativeCloses(
Quotations stockQuotations,
MInteger startDateQuotationIndex,
MInteger endDateQuotationIndex,
BigDecimal unitCost) {
ArrayList<BigDecimal> retA = new ArrayList<BigDecimal>();
for (int i = startDateQuotationIndex.value; i <= endDateQuotationIndex.value; i++) {
BigDecimal value = BigDecimal.ZERO;
if (unitCost.compareTo(BigDecimal.ZERO) != 0) {
BigDecimal close = stockQuotations.get(i).getClose();
value = (close.subtract(unitCost).divide(unitCost.abs(), 10, BigDecimal.ROUND_HALF_EVEN));
}
retA.add(value);
}
return retA.toArray(new BigDecimal[0]);
}
@Override
protected FormulatRes eventFormulaCalculation(QuotationUnit qU, Integer quotationIdx)
throws InvalidAlgorithmParameterException {
FormulatRes res = new FormulatRes(getEventDefinition());
res.setCurrentDate(qU.getDate());
int chaikinIdx = getIndicatorIndexFromQuotationIndex(this.chaikinOscillator, quotationIdx);
double[] chaikinLookBackP =
Arrays.copyOfRange(
this.chaikinOscillator.getChaikinOsc(), chaikinIdx - getDaysSpan(), chaikinIdx);
double[] quotationLookBackP =
Arrays.copyOfRange(
quotationsCopy.getCloseValues(), quotationIdx - getDaysSpan(), quotationIdx);
int smaIndex = getIndicatorIndexFromQuotationIndex(this.sma, quotationIdx);
double[] quotationLookBackPThresh =
Arrays.copyOfRange(this.sma.getSma(), smaIndex - getDaysSpan(), smaIndex);
double[] chaikinThreshCurve = new double[chaikinLookBackP.length];
{
Boolean isPriceDown = lowerLow(quotationLookBackP, quotationLookBackPThresh);
Boolean isChaikinUp = higherLow(chaikinLookBackP, chaikinThreshCurve);
res.setBullishCrossOver(isPriceDown && isChaikinUp);
if (res.getBullishCrossOver()) return res;
}
{
Boolean isPriceUp = higherHigh(quotationLookBackP, quotationLookBackPThresh);
Boolean isChaikinDown = lowerHigh(chaikinLookBackP, chaikinThreshCurve);
res.setBearishCrossBellow(isPriceUp && isChaikinDown);
return res;
}
}
private void generateOutChart(
String chartFileName,
SortedMap<Date, double[]> calcOutput,
Quotations quotations,
SortedMap<Date, Double> buySerie,
SortedMap<Date, Double> sellSerie)
throws NotEnoughDataException, IOException, FileNotFoundException {
ChartGenerator chartGenerator =
new ChartGenerator("Premium Markets output V. Lag fixed SMA 100");
// line series
SortedMap<DataSetBarDescr, SortedMap<Date, Double>> lineSeries =
new TreeMap<DataSetBarDescr, SortedMap<Date, Double>>();
SortedMap<Date, Double> quotes =
QuotationsFactories.getFactory()
.buildSMapFromQuotationsClose(
quotations, quotations.getFirstDateShiftedIdx(), quotations.getLastDateIdx());
lineSeries.put(new DataSetBarDescr(2, "historical prices", Color.BLUE.darker()), quotes);
SortedMap<Date, Double> fixedSma100;
try {
TalibSmaSmoother smaSmoother = new TalibSmaSmoother(100);
fixedSma100 = smaSmoother.sSmooth(quotes, true);
lineSeries.put(
new DataSetBarDescr(1, "Artificial no lag sma 100", Color.ORANGE, 3f), fixedSma100);
} catch (NegativeArraySizeException e) {
throw new NotEnoughDataException(
quotations.getStock(),
"Generate chart : No enough data to calculate sma for " + quotations.getStock(),
e);
}
SortedMap<Date, Double> sCalcOutput = sCalcOutput(calcOutput);
lineSeries.put(
new DataSetBarDescr(0, "Premium Markets trend line", new Color(46, 236, 236), 3f),
sCalcOutput);
// bar series
SortedMap<DataSetBarDescr, SortedMap<Date, Double>> barSeries =
new TreeMap<DataSetBarDescr, SortedMap<Date, Double>>();
/// sma b&s
SDiscretDerivator derivator = new SlopeDerivator(1, 0, true, true);
SortedMap<Date, Double> sma100Drv = derivator.sDerivateDiscret(fixedSma100);
SortedMap<Date, Double> fixedSmaBearish = new TreeMap<Date, Double>();
SortedMap<Date, Double> fixedSmaBullish = new TreeMap<Date, Double>();
for (Date date : sma100Drv.keySet()) {
Double fixedSmaAtDate = sma100Drv.get(date);
if (fixedSmaAtDate == 0) {
fixedSmaBullish.put(date, quotes.get(date) * 1.25);
} else if (fixedSmaAtDate == 1) {
fixedSmaBearish.put(date, quotes.get(date) * 1.25);
}
}
barSeries.put(
new DataSetBarDescr(4, "Artificial no lag bearish sma", new Color(246, 173, 173)),
fixedSmaBearish);
barSeries.put(
new DataSetBarDescr(3, "Artificial no lag bullish sma", new Color(189, 249, 189)),
fixedSmaBullish);
// Prediction period
Date predStart = maxLastKey(fixedSmaBearish, fixedSmaBullish);
Date predEnd = maxLastKey(sellSerie, buySerie);
SortedMap<Date, Double> pred = new TreeMap<Date, Double>();
SortedMap<Date, Double> predSubMap = quotes.subMap(predStart, predEnd);
ApacheStats apacheStatsQ = new ApacheStats(new Max());
double maxQ = apacheStatsQ.sEvaluate(quotes.values());
ApacheStats apacheStatsO = new ApacheStats(new Max());
double maxO = apacheStatsO.evaluate(calcOutput.values());
double fact = Math.max(maxQ, maxO);
for (Date date : predSubMap.keySet()) {
pred.put(date, fact * 1.25);
}
barSeries.put(new DataSetBarDescr(0, "Prediction zone", new Color(128, 128, 128, 100)), pred);
/// Output b&s
barSeries.put(new DataSetBarDescr(1, "Bearish prediction", Color.RED), sellSerie);
barSeries.put(new DataSetBarDescr(2, "Bullish prediction", Color.GREEN), buySerie);
// chart
chartGenerator.generateChartPNGFor(
new FileOutputStream(
new File(System.getProperty("installdir") + File.separator + chartFileName)),
false,
lineSeries,
barSeries);
}
public TuningResDTO buildTuningRes(
Stock stock,
Date startDate,
Date endDate,
Date endCalcRes,
String analyseName,
SortedMap<Date, double[]> calcOutput,
Collection<EventValue> eventListForEvtDef,
String noResMsg,
String evtDefInfo,
Observer observer)
throws IOException, NoQuotationsException, NotEnoughDataException,
InvalidAlgorithmParameterException {
LOGGER.info(
"Building Tuning res for "
+ stock.getFriendlyName()
+ " and "
+ evtDefInfo
+ " between "
+ startDate
+ " and "
+ endDate
+ ", end calculation res is "
+ endCalcRes);
Quotations quotations =
QuotationsFactories.getFactory()
.getQuotationsInstance(
stock,
startDate,
endCalcRes,
true,
stock.getMarketValuation().getCurrency(),
1,
ValidityFilter.CLOSE);
SortedMap<Date, Number> mapFromQuotationsClose =
QuotationsFactories.getFactory()
.buildExactBMapFromQuotations(
quotations, QuotationDataType.CLOSE, 0, quotations.size() - 1);
LOGGER.info(
"Quotations map for "
+ stock.getFriendlyName()
+ " ranges from "
+ mapFromQuotationsClose.firstKey()
+ " to "
+ mapFromQuotationsClose.lastKey()
+ " while requested from "
+ startDate
+ " to "
+ endCalcRes);
List<PeriodRatingDTO> periods =
validPeriods(
mapFromQuotationsClose,
stock,
startDate,
endDate,
endCalcRes,
analyseName,
calcOutput,
eventListForEvtDef,
noResMsg,
evtDefInfo);
return buildResOnValidPeriods(
periods,
mapFromQuotationsClose,
quotations,
stock,
startDate,
endDate,
analyseName,
calcOutput,
evtDefInfo,
observer);
}
private TuningResDTO buildResOnValidPeriods(
List<PeriodRatingDTO> periods,
SortedMap<Date, Number> mapFromQuotationsClose,
Quotations quotations,
Stock stock,
Date startDate,
Date endDate,
String analyseName,
SortedMap<Date, double[]> calcOutput,
String evtDefInfo,
Observer observer)
throws IOException, InvalidAlgorithmParameterException {
String trendFile = "noOutputAvailable";
String chartFile = "noChartAvailable";
Double trendFollowProfit = 1.00;
Boolean generateBuySellCsv =
MainPMScmd.getMyPrefs().getBoolean("autoporfolio.generatecsv", true);
Boolean generateSmaCmpOutChart =
MainPMScmd.getMyPrefs().getBoolean("autoporfolio.generatepng", true);
// Init output file
String endDateStamp = "";
if (MainPMScmd.getMyPrefs().getBoolean("perceptron.stampoutput", false)) {
endDateStamp = new SimpleDateFormat("yyyyMMdd").format(endDate);
}
BufferedWriter csvWriter = null;
String fileName = "noOutputAvailable";
if (generateBuySellCsv) {
fileName =
"autoPortfolioLogs"
+ File.separator
+ analyseName
+ stock.getSymbol()
+ "_"
+ evtDefInfo
+ "_BuyAndSellRecords"
+ endDateStamp
+ ".csv";
File file = new File(System.getProperty("installdir") + File.separator + fileName);
file.delete();
csvWriter = new BufferedWriter(new FileWriter(file));
csvWriter.write("Date, Quotations, Bearish, Bullish, Output \n");
}
// Other init
BigDecimal lastClose =
(BigDecimal) mapFromQuotationsClose.get(mapFromQuotationsClose.lastKey());
Double csvDispFactor = 1.00;
SortedMap<Date, Double> buySerie = new TreeMap<Date, Double>();
SortedMap<Date, Double> sellSerie = new TreeMap<Date, Double>();
int lastRealisedBullIdx = -1;
PeriodRatingDTO previousPeriod = null;
for (PeriodRatingDTO currentPeriod : periods) {
// Exports
if (generateBuySellCsv || generateSmaCmpOutChart) {
// csv gaps
SortedMap<Date, Number> gapQuotationMap;
if (generateBuySellCsv
&& previousPeriod != null
&& (gapQuotationMap =
mapFromQuotationsClose.subMap(
previousPeriod.getTo(), currentPeriod.getFrom()))
.size()
> 1) {
for (Date gapDate : gapQuotationMap.keySet()) {
Double closeForGapDate = gapQuotationMap.get(gapDate).doubleValue();
double[] output = calcOutput.get(gapDate);
exportLine(
generateBuySellCsv,
false,
csvDispFactor,
csvWriter,
buySerie,
sellSerie,
gapDate,
closeForGapDate,
EventType.NONE,
output);
}
}
previousPeriod = currentPeriod;
// export period
SortedMap<Date, Number> periodQuotationMap =
mapFromQuotationsClose.subMap(currentPeriod.getFrom(), currentPeriod.getTo());
EventType periodTrend = EventType.valueOf(currentPeriod.getTrend());
for (Date periodInnerDate : periodQuotationMap.keySet()) {
Double closeForInnerDate = periodQuotationMap.get(periodInnerDate).doubleValue();
double[] output = calcOutput.get(periodInnerDate);
exportLine(
generateBuySellCsv,
generateSmaCmpOutChart,
csvDispFactor,
csvWriter,
buySerie,
sellSerie,
periodInnerDate,
closeForInnerDate,
periodTrend,
output);
}
}
// Calculate profit
if (EventType.valueOf(currentPeriod.getTrend()).equals(EventType.BULLISH)
&& currentPeriod.isRealised()) {
lastRealisedBullIdx = periods.indexOf(currentPeriod);
Double followPriceRateOfChange = currentPeriod.getPriceRateOfChange();
if (followPriceRateOfChange.isNaN() || followPriceRateOfChange.isInfinite()) {
String message =
"Error calculating followPriceRateOfChange for "
+ stock.getFriendlyName()
+ " : "
+ currentPeriod;
LOGGER.error(message);
throw new InvalidAlgorithmParameterException(message);
}
// Follow Profit
if (LOGGER.isDebugEnabled())
LOGGER.debug(
"Buy : Compound profit is "
+ trendFollowProfit
+ " at "
+ currentPeriod.getFrom()
+ ". "
+ "First price is "
+ currentPeriod.getPriceAtFrom()
+ " at "
+ currentPeriod.getFrom()
+ ". "
+ "Last price is "
+ currentPeriod.getPriceAtTo()
+ " at "
+ currentPeriod.getTo()
+ ". ");
trendFollowProfit = trendFollowProfit * (followPriceRateOfChange + 1);
if (LOGGER.isDebugEnabled())
LOGGER.debug(
"New Compound at "
+ currentPeriod.getTo()
+ " : prevTotProfit*("
+ followPriceRateOfChange
+ "+1)="
+ trendFollowProfit);
} else if (EventType.valueOf(currentPeriod.getTrend()).equals(EventType.BEARISH)) {
// Follow Profit
if (LOGGER.isDebugEnabled())
LOGGER.debug(
"Sell : Compound profit is "
+ trendFollowProfit
+ " at "
+ currentPeriod.getFrom()
+ ". "
+ "Period "
+ currentPeriod
+ " : followPriceRateOfChange for period "
+ currentPeriod.getPriceRateOfChange());
} else if (EventType.valueOf(currentPeriod.getTrend()).equals(EventType.BULLISH)
&& !currentPeriod.isRealised()) {
// Nothing
if (LOGGER.isDebugEnabled()) LOGGER.debug("Unrealised bull period " + currentPeriod);
}
} // End for over periods
// Finalise Csv file
if (generateBuySellCsv) {
csvWriter.close();
trendFile = fileName;
}
// Finalise PNG Chart
if (generateSmaCmpOutChart) {
try {
String chartFileName =
"autoPortfolioLogs"
+ File.separator
+ analyseName
+ stock.getSymbol()
+ "_"
+ evtDefInfo
+ "_OutChart"
+ endDateStamp
+ ".png";
generateOutChart(chartFileName, calcOutput, quotations, buySerie, sellSerie);
observer.update(
null,
new ObserverMsg(stock, ObserverMsg.ObsKey.PRGSMSG, "Output images generated ..."));
chartFile = chartFileName;
} catch (NotEnoughDataException e) {
LOGGER.warn("Can't generate chart for " + stock, e, true);
chartFile = "noChartAvailable";
} catch (Exception e) {
LOGGER.error("Can't generate chart for " + stock, e);
chartFile = "noChartAvailable";
}
} else {
chartFile = "noChartAvailable";
}
observer.update(
null, new ObserverMsg(stock, ObserverMsg.ObsKey.PRGSMSG, "Output file generated ..."));
// Output boundaries
Date outputFirstKey = startDate;
Date outputLastKey = endDate;
if (!calcOutput.isEmpty()) {
outputFirstKey = calcOutput.firstKey();
outputLastKey = calcOutput.lastKey();
}
// Finalise profits
trendFollowProfit = trendFollowProfit - 1;
if (!periods.isEmpty()) {
PeriodRatingDTO firstPeriod = periods.get(0);
PeriodRatingDTO lastPeriod = periods.get(periods.size() - 1);
if (lastRealisedBullIdx != -1) {
Date firstBullFrom = firstPeriod.getFrom();
BigDecimal firstBullStartPrice = quotations.getClosestCloseForDate(firstBullFrom);
PeriodRatingDTO lastBullPeriod = periods.get(lastRealisedBullIdx);
Date lastBullTo = lastBullPeriod.getTo();
BigDecimal lastBullStartPrice = quotations.getClosestCloseForDate(lastBullTo);
LOGGER.info(
"Trend following compounded profit calculation is first Close "
+ firstBullStartPrice
+ " at "
+ firstBullFrom
+ " and last Close "
+ lastBullStartPrice
+ " at "
+ lastBullTo
+ " : "
+ trendFollowProfit);
} else {
LOGGER.info(
"Trend following profit calculation is unknown (No bullish periods were detected or no trend change detected)");
}
// Buy and hold profit
BigDecimal firstClose = quotations.getClosestCloseForDate(firstPeriod.getFrom());
Double buyAndHoldProfit =
(firstClose.compareTo(BigDecimal.ZERO) != 0)
? lastClose
.subtract(firstClose)
.divide(firstClose, 10, BigDecimal.ROUND_HALF_EVEN)
.doubleValue()
: Double.NaN;
LOGGER.info(
"Buy and hold profit calculation is first Close "
+ firstClose
+ " at "
+ firstPeriod.getFrom()
+ " and last Close "
+ lastClose
+ " at "
+ endDate
+ " : ("
+ lastClose
+ "-"
+ firstClose
+ ")/"
+ firstClose
+ "="
+ buyAndHoldProfit);
return new TuningResDTO(
periods,
trendFile,
chartFile,
lastPeriod.getTrend(),
trendFollowProfit,
Double.NaN,
buyAndHoldProfit,
outputFirstKey,
outputLastKey);
}
LOGGER.info("No event detected");
return new TuningResDTO(
periods,
trendFile,
chartFile,
EventType.NONE.toString(),
Double.NaN,
Double.NaN,
Double.NaN,
outputFirstKey,
outputLastKey);
}
private String extractTransactionLog(
Date startDate,
Date endDate,
Currency targetCurrency,
Date cpgPeriodStart,
Date cpgPeriodEnd,
BigDecimal transactionFee,
BigDecimal exchangeFee)
throws Throwable {
try {
SimpleDateFormat dateFormat = new SimpleDateFormat("yyyy-MM-dd");
SortedSet<TransactionElement> sortedByStock = transactionsSortedByStock(startDate, endDate);
CurrencyConverter currencyConverter = PortfolioMgr.getInstance().getCurrencyConverter();
String messagePortCurrency =
"Transactions ("
+ targetCurrency
+ " - "
+ dateFormat.format(cpgPeriodStart)
+ " -> "
+ dateFormat.format(cpgPeriodEnd)
+ " - transaction fee "
+ transactionFee
+ " - exchange fee "
+ exchangeFee
+ ") in "
+ getName()
+ " :\n"
+ "stock, date, transaction price, quantity in, amount in, quantity out, amount out, realised capital gain, currency, close price";
String messageNoConvertion =
"Transactions (Original currencies - "
+ dateFormat.format(cpgPeriodStart)
+ " -> "
+ dateFormat.format(cpgPeriodEnd)
+ " - transaction fee "
+ transactionFee
+ ") in "
+ getName()
+ " :\n"
+ "stock, date, transaction price, quantity in, amount in, quantity out, amount out, realised capital gain, currency, close price, exchange rate";
Stock currentStock = null;
// Transactions
Map<Stock, BigDecimal[]> pss = new HashMap<Stock, BigDecimal[]>();
for (TransactionElement te : sortedByStock) {
if (currentStock == null || !currentStock.equals(te.getStock())) { // init stock
currentStock = te.getStock();
// pss.add(getShareForStock(currentStock));
pss.put(currentStock, new BigDecimal[] {BigDecimal.ZERO, BigDecimal.ZERO});
}
BigDecimal closePrice = BigDecimal.ZERO;
BigDecimal convertedClosePrice = BigDecimal.ZERO;
BigDecimal convertionRate = BigDecimal.ONE;
try {
Quotations quotations =
QuotationsFactories.getFactory()
.getQuotationsInstance(
currentStock,
te.getDate(),
true,
currentStock.getMarketValuation().getCurrency(),
ValidityFilter.CLOSE);
closePrice = quotations.getClosestCloseForDate(te.getDate());
Quotations convertedQuotations =
QuotationsFactories.getFactory()
.getQuotationsInstance(
currentStock, te.getDate(), true, targetCurrency, ValidityFilter.CLOSE);
convertedClosePrice = convertedQuotations.getClosestCloseForDate(te.getDate());
convertionRate =
currencyConverter.convert(
currentStock.getMarketValuation(), targetCurrency, BigDecimal.ONE, te.getDate());
} catch (Exception e) {
LOGGER.warn("Error loading stock prices for " + currentStock + " : " + e);
}
boolean buy = te.getQuantity().compareTo(BigDecimal.ZERO) > 0;
BigDecimal transPrice = applyFee(buy, te.getPrice(), transactionFee);
BigDecimal convertedTransPrice =
applyFee(
buy,
currencyConverter.convert(
te.getCurrency(), targetCurrency, transPrice, te.getDate()),
exchangeFee);
BigDecimal transAmount =
transPrice.multiply(te.getQuantity()).setScale(2, BigDecimal.ROUND_HALF_EVEN);
BigDecimal convertedTransAmount =
convertedTransPrice.multiply(te.getQuantity()).setScale(2, BigDecimal.ROUND_HALF_EVEN);
if (buy) {
messagePortCurrency =
messagePortCurrency
+ "\n"
+ currentStock.getFriendlyName()
+ ","
+ dateFormat.format(te.getDate())
+ ","
+ convertedTransPrice
+ ","
+ te.getQuantity()
+ ","
+ convertedTransAmount
+ ",,,0.00,"
+ targetCurrency
+ ","
+ convertedClosePrice;
messageNoConvertion =
messageNoConvertion
+ "\n"
+ currentStock.getFriendlyName()
+ ","
+ dateFormat.format(te.getDate())
+ ","
+ transPrice
+ ","
+ te.getQuantity()
+ ","
+ transAmount
+ ",,,0.00,"
+ te.getCurrency()
+ ","
+ closePrice
+ ","
+ convertionRate;
} else { // sell
Boolean isSellWithinCpgPeriod =
te.getDate().compareTo(cpgPeriodStart) >= 0
&& te.getDate().compareTo(cpgPeriodEnd) <= 0;
BigDecimal cpgPortCurrency = BigDecimal.ZERO;
if (isSellWithinCpgPeriod) {
BigDecimal priceAvgBuyPortCur =
applyFee(
true,
applyFee(
true,
this.getShareForStock(currentStock)
.getPriceAvgBuy(startDate, te.getDate(), targetCurrency),
transactionFee),
exchangeFee);
cpgPortCurrency =
te.getQuantity()
.multiply(priceAvgBuyPortCur)
.setScale(2, BigDecimal.ROUND_HALF_EVEN)
.subtract(convertedTransAmount);
pss.get(currentStock)[0] = pss.get(currentStock)[0].add(cpgPortCurrency);
}
messagePortCurrency =
messagePortCurrency
+ "\n"
+ currentStock.getFriendlyName()
+ ","
+ dateFormat.format(te.getDate())
+ ","
+ convertedTransPrice
+ ",,,"
+ te.getQuantity()
+ ","
+ convertedTransAmount
+ ","
+ cpgPortCurrency
+ ","
+ targetCurrency
+ ","
+ convertedClosePrice;
BigDecimal cpgNoConv = BigDecimal.ZERO;
if (isSellWithinCpgPeriod) {
BigDecimal priceAvgBuyNoConv =
applyFee(
true,
this.getShareForStock(currentStock)
.getPriceAvgBuy(
startDate,
te.getDate(),
currentStock.getMarketValuation().getCurrency()),
transactionFee);
cpgNoConv =
te.getQuantity()
.multiply(priceAvgBuyNoConv)
.setScale(2, BigDecimal.ROUND_HALF_EVEN)
.subtract(transAmount);
pss.get(currentStock)[1] = pss.get(currentStock)[1].add(cpgNoConv);
}
messageNoConvertion =
messageNoConvertion
+ "\n"
+ currentStock.getFriendlyName()
+ ","
+ dateFormat.format(te.getDate())
+ ","
+ transPrice
+ ",,,"
+ te.getQuantity()
+ ","
+ transAmount
+ ","
+ cpgNoConv
+ ","
+ te.getCurrency()
+ ","
+ closePrice
+ ","
+ convertionRate;
}
}
messagePortCurrency =
messagePortCurrency
+ "\n\n"
+ "Totals ("
+ targetCurrency
+ " - "
+ dateFormat.format(cpgPeriodStart)
+ " -> "
+ dateFormat.format(cpgPeriodEnd)
+ " - transaction fee "
+ transactionFee
+ " - exchange fee "
+ exchangeFee
+ ") in "
+ getName()
+ " :\n"
+ "stock, on the, average price, quantity, invested (in-out), value, realised capital gain, potential capital gain, currency, last close";
messageNoConvertion =
messageNoConvertion
+ "\n\n"
+ "Totals (Original currencies - "
+ dateFormat.format(cpgPeriodStart)
+ " -> "
+ dateFormat.format(cpgPeriodEnd)
+ " - transaction fee "
+ transactionFee
+ ") in "
+ getName()
+ " :\n"
+ "stock, on the, average price, quantity, invested (in-out), value, realised capital gain, potential capital gain, currency, last close, last exchange rate";
// Totals
for (Stock stock : pss.keySet()) {
PortfolioShare ps = getShareForStock(stock);
try {
Quotations quotations =
QuotationsFactories.getFactory()
.getQuotationsInstance(
stock,
endDate,
true,
stock.getMarketValuation().getCurrency(),
ValidityFilter.CLOSE);
BigDecimal lastClosePrice = quotations.getClosestCloseForDate(endDate);
Quotations convertedQuotations =
QuotationsFactories.getFactory()
.getQuotationsInstance(
stock, endDate, true, targetCurrency, ValidityFilter.CLOSE);
BigDecimal lastConvertedClosePrice = convertedQuotations.getClosestCloseForDate(endDate);
BigDecimal lastConvertionRate =
currencyConverter.convert(
stock.getMarketValuation(), targetCurrency, BigDecimal.ONE, endDate);
BigDecimal quantity = getQuantityFor(ps, startDate, endDate);
boolean isQuantityPositiveAtEndPeriod =
ps.getQuantity(startDate, cpgPeriodEnd).compareTo(BigDecimal.ZERO) > 0;
BigDecimal invPortCur =
applyFee(
true,
applyFee(
true, ps.getCashin(startDate, endDate, targetCurrency), transactionFee),
exchangeFee)
.subtract(
applyFee(
false,
applyFee(
false,
ps.getCashout(startDate, endDate, targetCurrency),
transactionFee),
exchangeFee));
BigDecimal valuePortCur =
applyFee(
false,
applyFee(false, ps.getValue(startDate, endDate, targetCurrency), transactionFee),
exchangeFee);
messagePortCurrency =
messagePortCurrency
+ "\n"
+ ps.getStock().getFriendlyName()
+ ", "
+ dateFormat.format(endDate)
+ ", "
+ applyFee(
true,
applyFee(
true,
ps.getPriceAvgBuy(startDate, endDate, targetCurrency),
transactionFee),
exchangeFee)
+ ", "
+ quantity
+ ","
+ invPortCur
+ ", "
+ valuePortCur
+ ", "
+ pss.get(stock)[0]
+ ","
+ (isQuantityPositiveAtEndPeriod
? valuePortCur.subtract(invPortCur)
: BigDecimal.ZERO)
+ ", "
+ targetCurrency
+ ", "
+ lastConvertedClosePrice;
BigDecimal invNoConv =
applyFee(
true,
ps.getCashin(startDate, endDate, stock.getMarketValuation().getCurrency()),
transactionFee)
.subtract(
applyFee(
false,
ps.getCashout(
startDate, endDate, stock.getMarketValuation().getCurrency()),
transactionFee));
BigDecimal valueNoConv =
applyFee(
false,
ps.getValue(startDate, endDate, stock.getMarketValuation().getCurrency()),
transactionFee);
messageNoConvertion =
messageNoConvertion
+ "\n"
+ ps.getStock().getFriendlyName()
+ ", "
+ dateFormat.format(endDate)
+ ", "
+ applyFee(
true,
ps.getPriceAvgBuy(
startDate, endDate, stock.getMarketValuation().getCurrency()),
transactionFee)
+ ", "
+ quantity
+ ","
+ invNoConv
+ ", "
+ valueNoConv
+ ", "
+ pss.get(stock)[1]
+ ","
+ (isQuantityPositiveAtEndPeriod
? valueNoConv.subtract(invNoConv)
: BigDecimal.ZERO)
+ ", "
+ stock.getMarketValuation().getCurrency()
+ ", "
+ lastClosePrice
+ ", "
+ lastConvertionRate;
} catch (Exception e) {
LOGGER.warn("Error loading last stock prices for " + stock + " : " + e);
}
}
return messagePortCurrency + "\n\n" + messageNoConvertion;
} catch (Throwable e) {
throw e;
}
}