@Override
public BigDecimal getQuantityFor(
PortfolioShare portfolioShare, Date currentStartDate, Date currentEndDate) {
BigDecimal ret = BigDecimal.ZERO;
for (TransactionElement te : headTransactionsTo(currentStartDate, currentEndDate)) {
if (te.getStock().equals(portfolioShare.getStock())) {
ret = ret.add(te.getQuantity());
}
}
return ret;
}
@Transient
public SortedSet<TransactionElement> getTransactionsFor(
PortfolioShare portfolioShare, Date currentStartDate, Date currentEndDate) {
SortedSet<TransactionElement> ret = new TreeSet<TransactionElement>();
for (TransactionElement te : headTransactionsTo(currentStartDate, currentEndDate)) {
if (te.getStock().equals(portfolioShare.getStock())) {
ret.add(te);
}
}
return ret;
}
@Transient
public Date getLastTransactionFor(
PortfolioShare portfolioShare, Date currentStartDate, Date currentEndDate) {
// return transactions.last().getDate();
Date ret = new Date(0);
for (TransactionElement te : headTransactionsTo(currentStartDate, currentEndDate)) {
if (te.getStock().equals(portfolioShare.getStock())) {
ret = te.getDate();
}
}
return ret;
}
public void rawRemoveShare(PortfolioShare portfolioShare) {
removeShareFromList(portfolioShare);
Set<TransactionElement> toRemove = new HashSet<TransactionElement>();
for (TransactionElement transaction : transactions) {
if (transaction.getStock().equals(portfolioShare.getStock())) {
toRemove.add(transaction);
}
}
transactions.removeAll(toRemove);
}
@Override
public BigDecimal getPriceAvgBuyFor(
PortfolioShare portfolioShare,
Date currentStartDate,
Date currentEndDate,
Currency targetCurrency) {
BigDecimal totalMoneyInvested = BigDecimal.ZERO;
BigDecimal totalQuantityBought = BigDecimal.ZERO;
for (TransactionElement te : headTransactionsTo(currentStartDate, currentEndDate)) {
if (te.transactionType().equals(TransactionType.AIN)
&& te.getStock().equals(portfolioShare.getStock())) {
BigDecimal convertedPrice =
getCurrencyConverter()
.convert(te.getCurrency(), targetCurrency, te.getPrice(), te.getDate());
totalMoneyInvested =
totalMoneyInvested.add(
convertedPrice.multiply(te.getQuantity()).setScale(10, BigDecimal.ROUND_HALF_EVEN));
totalQuantityBought = totalQuantityBought.add(te.getQuantity());
}
}
if (totalQuantityBought.compareTo(BigDecimal.ZERO) == 0) {
LOGGER.warn("getPriceAvgBuyFor : Bought Transaction sum to zero for " + portfolioShare);
return BigDecimal.ZERO;
} else {
return totalMoneyInvested.divide(totalQuantityBought, 10, BigDecimal.ROUND_HALF_EVEN);
}
}
@Override
public InOutWeighted getWeightedInvestedFor(
PortfolioShare portfolioShare, Date currentEndDate, Currency currency) {
try {
SortedSet<TransactionElement> transactionsForStock = new TreeSet<TransactionElement>();
for (TransactionElement te : headTransactionsTo(null, currentEndDate)) {
if (te.getStock().equals(portfolioShare.getStock())) {
transactionsForStock.add(te);
}
}
return portfolioShare.calculateInflationAndExpectationWeightedInvestedCash(
currentEndDate, transactionsForStock, currency);
} catch (InvalidAlgorithmParameterException e) {
BigDecimal cashin = portfolioShare.getCashin(null, currentEndDate, currency);
BigDecimal cashout = portfolioShare.getCashout(null, currentEndDate, currency);
return new InOutWeighted(cashin, cashout, currentEndDate);
}
}
@Override
public BigDecimal getCashOutFor(
PortfolioShare portfolioShare,
Date currentStartDate,
Date currentEndDate,
Currency targetCurrency) {
BigDecimal ret = BigDecimal.ZERO;
for (TransactionElement te : headTransactionsTo(currentStartDate, currentEndDate)) {
if (te.transactionType().equals(TransactionType.AOUT)
&& te.getStock().equals(portfolioShare.getStock())) {
BigDecimal convertedPrice =
getCurrencyConverter()
.convert(te.getCurrency(), targetCurrency, te.getPrice(), te.getDate());
ret =
ret.add(
convertedPrice.multiply(te.getQuantity()).setScale(10, BigDecimal.ROUND_HALF_EVEN));
}
}
return ret.abs();
}
@Transient
public BigDecimal getTotalOutAmountEver(
Date currentStartDate, Date currentEndDate, Currency targetCurrency) {
BigDecimal ret = BigDecimal.ZERO;
for (TransactionElement te : headTransactionsTo(currentStartDate, currentEndDate)) {
if (te.transactionType().equals(TransactionType.AOUT)) {
BigDecimal convertedPrice =
getCurrencyConverter()
.convert(te.getCurrency(), targetCurrency, te.getPrice(), te.getDate());
ret =
ret.add(
convertedPrice.multiply(te.getQuantity()).setScale(10, BigDecimal.ROUND_HALF_EVEN));
}
;
}
return ret.abs();
}
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;
}
}
public void rawAddTransaction(TransactionElement element) {
element.setPortfolio(this);
this.transactions.add(element);
}