diff --git a/README.md b/README.md
index 3d020af..5f38df4 100644
--- a/README.md
+++ b/README.md
@@ -14,10 +14,11 @@ $ pip3 install investments --upgrade --user
- расчет сделок по методу ФИФО, учет даты расчетов (settle date)
- конвертация по курсу ЦБ
+- поддержка валют USD, RUB, EUR, AUD, GBP, CAD, CZK, DKK, HKD, HUF, YEN, KRW, NOK, PLN, SGD, ZAR, SEK, CHF, TRY
- раздельный результат сделок по акциям и опционам + дивиденды
- учёт начисленных процентов на остаток по счету
-- учитывает комисии по сделкам
-- пока **НЕ** поддерживаются сделки в валютах, отличных от USD
+- учёт комисий по сделкам
+- пока **НЕ** поддерживаются валюты CNH, ILS, MXN, NZD
- пока **НЕ** поддерживаются сплиты
- пока **НЕ** поддерживаются сделки Forex, сделка пропускается и выводится сообщение о том, что это может повлиять на итоговый отчет
diff --git a/investments/currency.py b/investments/currency.py
index a964c1d..65ee73e 100644
--- a/investments/currency.py
+++ b/investments/currency.py
@@ -45,8 +45,10 @@ def __init__(self, aliases: Tuple[str], iso_code: str, cbr_code: str):
@staticmethod
def parse(search: str):
try:
- return [currency_item for _, currency_item in Currency.__members__.items() # noqa: WPS609
- if search in currency_item.aliases][0]
+ return [
+ currency_item for _, currency_item in Currency.__members__.items() # noqa: WPS609
+ if search in currency_item.aliases
+ ][0]
except IndexError:
raise ValueError(search)
diff --git a/investments/data_providers/cbr.py b/investments/data_providers/cbr.py
index f36db1f..f376fda 100644
--- a/investments/data_providers/cbr.py
+++ b/investments/data_providers/cbr.py
@@ -1,14 +1,14 @@
"""
Клиент к API ЦБ РФ с курсами валют относительно рубля.
-Необходим для перевода сумм сделок в рубли по курсу ЦБ на дату поставки в соответствии с НК РФ
+Необходим для перевода сумм сделок в других валютах в рубли по курсу ЦБ на дату поставки в соответствии с НК РФ
"""
import datetime
import logging
import xml.etree.ElementTree as ET # type: ignore
-from typing import List, Tuple
+from typing import Dict, List, Optional, Tuple
import pandas # type: ignore
import requests
@@ -19,35 +19,57 @@
class ExchangeRatesRUB:
- currency_codes = {
- Currency.USD: 'R01235',
- Currency.EUR: 'R01239',
- }
- currency: Currency
- _df: pandas.DataFrame
+ _year_from: int
+ _cache_dir: Optional[str]
+ _frames_loaded: Dict[str, pandas.DataFrame]
- def __init__(self, currency: Currency, year_from: int = 2000, cache_dir: str = None):
- self.currency = currency
+ def __init__(self, year_from: int = 2000, cache_dir: str = None):
+ self._year_from = year_from
+ self._cache_dir = cache_dir
+ self._frames_loaded = {}
- currency_code = self.currency_codes.get(self.currency)
- if not currency_code:
- raise NotImplementedError(f'only USD and EUR currencies supported [{self.currency} requested]')
+ def get_rate(self, currency: Currency, dt: datetime.datetime) -> Money:
+ if currency is Currency.RUB:
+ return Money(1, Currency.RUB)
- cache = DataFrameCache(cache_dir, f'cbrates_{currency_code}_since{year_from}.cache', datetime.timedelta(days=1))
+ if currency.name not in self._frames_loaded:
+ self._fetch_currency_rates(currency)
+
+ rates = self._frames_loaded.get(currency.name)
+ assert rates is not None
+
+ return rates.loc[dt].item()
+
+ def convert_to_rub(self, source: Money, rate_date: datetime.datetime) -> Money:
+ assert isinstance(rate_date, datetime.datetime)
+
+ if source.currency == Currency.RUB:
+ return Money(source.amount, Currency.RUB)
+
+ rate = self.get_rate(source.currency, rate_date)
+ return Money(source.amount * rate.amount, rate.currency)
+
+ def _fetch_currency_rates(self, currency: Currency):
+ """Загружаем курс запрошенной валюты из кеша или с cbr.ru."""
+ cache_key = f'cbrates_{currency.cbr_code}_since{self._year_from}.cache'
+ logging.info(f'load currency rates from cbr.ru {currency} {cache_key}')
+ frame_key = currency.name
+
+ cache = DataFrameCache(self._cache_dir, cache_key, datetime.timedelta(days=1))
df = cache.get()
if df is not None:
- logging.info('CBR cache hit')
- self._df = df
+ logging.info('cache hit')
+ self._frames_loaded[frame_key] = df
return
end_date = (datetime.datetime.utcnow() + datetime.timedelta(days=1)).strftime('%d/%m/%Y')
- r = requests.get(f'http://www.cbr.ru/scripts/XML_dynamic.asp?date_req1=01/01/{year_from}&date_req2={end_date}&VAL_NM_RQ={currency_code}')
+ r = requests.get(f'http://www.cbr.ru/scripts/XML_dynamic.asp?date_req1=01/01/{self._year_from}&date_req2={end_date}&VAL_NM_RQ={currency.cbr_code}')
tree = ET.fromstring(r.text)
rates_data: List[Tuple[datetime.date, Money]] = []
for rec in tree.findall('Record'):
- assert rec.get('Id') == currency_code
+ assert rec.get('Id') == currency.cbr_code
d = datetime.datetime.strptime(rec.attrib['Date'], '%d.%m.%Y').date()
v = rec.findtext('Value')
assert isinstance(v, str)
@@ -60,20 +82,4 @@ def __init__(self, currency: Currency, year_from: int = 2000, cache_dir: str = N
df['rate'].fillna(method='pad', inplace=True)
cache.put(df)
- self._df = df
-
- @property
- def dataframe(self) -> pandas.DataFrame:
- return self._df
-
- def get_rate(self, dt: datetime.datetime) -> Money:
- return self._df.loc[dt].item()
-
- def convert_to_rub(self, source: Money, rate_date: datetime.datetime) -> Money:
- assert isinstance(rate_date, datetime.datetime)
-
- if source.currency == Currency.RUB:
- return Money(source.amount, Currency.RUB)
-
- rate = self.get_rate(rate_date)
- return Money(source.amount * rate.amount, rate.currency)
+ self._frames_loaded[frame_key] = df
diff --git a/investments/ibtax/ibtax.py b/investments/ibtax/ibtax.py
index 97fa8d7..4640ba5 100644
--- a/investments/ibtax/ibtax.py
+++ b/investments/ibtax/ibtax.py
@@ -55,8 +55,8 @@ def prepare_trades_report(finished_trades: List[FinishedTrade], cbr_client_usd:
axis=1,
)
- df = df.join(cbr_client_usd.dataframe['rate'].rename('settle_rate'), how='left', on=tax_date_column)
- df = df.join(cbr_client_usd.dataframe['rate'].rename('fee_rate'), how='left', on=trade_date_column)
+ df['settle_rate'] = df.apply(lambda x: cbr_client_usd.get_rate(x['price'].currency, x[tax_date_column]), axis=1)
+ df['fee_rate'] = df.apply(lambda x: cbr_client_usd.get_rate(x['fee_per_piece'].currency, x[trade_date_column]), axis=1)
df['profit_rub'] = df['total_rub']
profit = df.groupby('N')['profit_rub'].sum().reset_index().set_index('N')
@@ -76,9 +76,7 @@ def prepare_dividends_report(dividends: List[Dividend], cbr_client_usd: cbr.Exch
df = pandas.DataFrame(df_data, columns=['N', 'ticker', 'date', 'amount', 'tax_paid'])
df['tax_year'] = df[operation_date_column].map(lambda x: x.year)
-
- df = df.join(cbr_client_usd.dataframe, how='left', on=operation_date_column)
-
+ df['rate'] = df.apply(lambda x: cbr_client_usd.get_rate(x['amount'].currency, x[operation_date_column]), axis=1)
df['amount_rub'] = df.apply(lambda x: cbr_client_usd.convert_to_rub(x['amount'], x[operation_date_column]), axis=1)
df['tax_paid_rub'] = df.apply(lambda x: cbr_client_usd.convert_to_rub(x['tax_paid'], x[operation_date_column]), axis=1)
df['tax_rate'] = df.apply(lambda x: round(x['tax_paid'].amount * 100 / x['amount'].amount, 2), axis=1)
@@ -93,8 +91,7 @@ def prepare_fees_report(fees: List[Fee], cbr_client_usd: cbr.ExchangeRatesRUB) -
for i, x in enumerate(fees)
]
df = pandas.DataFrame(df_data, columns=['N', operation_date_column, 'amount', 'description', 'tax_year'])
- df = df.join(cbr_client_usd.dataframe, how='left', on=operation_date_column)
-
+ df['rate'] = df.apply(lambda x: cbr_client_usd.get_rate(x['amount'].currency, x[operation_date_column]), axis=1)
df['amount_rub'] = df.apply(lambda x: cbr_client_usd.convert_to_rub(x['amount'], x[operation_date_column]), axis=1)
return df
@@ -106,7 +103,7 @@ def prepare_interests_report(interests: List[Interest], cbr_client_usd: cbr.Exch
for i, x in enumerate(interests)
]
df = pandas.DataFrame(df_data, columns=['N', operation_date_column, 'amount', 'description', 'tax_year'])
- df = df.join(cbr_client_usd.dataframe, how='left', on=operation_date_column)
+ df['rate'] = df.apply(lambda x: cbr_client_usd.get_rate(x['amount'].currency, x[operation_date_column]), axis=1)
df['amount_rub'] = df.apply(lambda x: cbr_client_usd.convert_to_rub(x['amount'], x[operation_date_column]), axis=1)
return df
@@ -294,7 +291,7 @@ def main():
# fixme first_year without dividends
first_year = min(trades[0].trade_date.year, dividends[0].date.year) if dividends else trades[0].trade_date.year
- cbr_client_usd = cbr.ExchangeRatesRUB(currency=Currency.USD, year_from=first_year, cache_dir=args.cache_dir)
+ cbr_client_usd = cbr.ExchangeRatesRUB(year_from=first_year, cache_dir=args.cache_dir)
dividends_report = prepare_dividends_report(dividends, cbr_client_usd, args.verbose) if dividends else None
fees_report = prepare_fees_report(fees, cbr_client_usd) if fees else None
diff --git a/tests/data_providers/cbr_test.py b/tests/data_providers/cbr_test.py
index 63ed606..2f9ca7e 100644
--- a/tests/data_providers/cbr_test.py
+++ b/tests/data_providers/cbr_test.py
@@ -1,4 +1,4 @@
-from datetime import datetime, date
+from datetime import datetime
from decimal import Decimal
import pytest # type: ignore
@@ -26,19 +26,19 @@
@pytest.mark.parametrize('trade_date,currency,expect_rate', test_cases)
def test_exchange_rates_rub(trade_date: datetime, currency: Currency, expect_rate: Money):
try:
- p = ExchangeRatesRUB(currency=currency, year_from=2015, cache_dir=None)
+ p = ExchangeRatesRUB(year_from=2015, cache_dir=None)
except ConnectionError as ex:
pytest.skip(f'connection error: {ex}')
return
- rate = p.get_rate(trade_date)
+ rate = p.get_rate(currency, trade_date)
assert rate == expect_rate, f'{trade_date}: {rate} != {expect_rate}'
def test_convert_to_rub():
- client_usd = ExchangeRatesRUB(Currency.USD)
+ client_usd = ExchangeRatesRUB()
rate_date = datetime(2020, 3, 31)
- expected_rate = client_usd.get_rate(rate_date)
+ expected_rate = client_usd.get_rate(Currency.USD, rate_date)
assert expected_rate.amount == Decimal('77.7325')
test_usd = Money(10.98, Currency.USD)
@@ -52,9 +52,3 @@ def test_convert_to_rub():
assert res.amount == Decimal('858.3066')
assert res.currency == Currency.RUB
-
-
-def test_unknown_currency():
- with pytest.raises(NotImplementedError) as ex:
- ExchangeRatesRUB(currency=20, year_from=2015, cache_dir=None)
- assert 'only USD and EUR currencies supported' in str(ex.value)
diff --git a/tests/ibtax/prepare_trades_report_test.py b/tests/ibtax/prepare_trades_report_test.py
index 27785ee..2822777 100644
--- a/tests/ibtax/prepare_trades_report_test.py
+++ b/tests/ibtax/prepare_trades_report_test.py
@@ -29,7 +29,7 @@ def test_simple_trades():
FinishedTrade(N=2, ticker=ticker, trade_date=datetime.datetime(2020, 2, 10, 0, 0), settle_date=datetime.datetime(2020, 2, 12, 0, 0), quantity=-10,
price=Money(81.82, Currency.USD), fee_per_piece=Money('-0.101812674', Currency.USD)),
]
- cbr_client = ExchangeRatesRUB(Currency.USD)
+ cbr_client = ExchangeRatesRUB()
res: dict = prepare_trades_report(trades, cbr_client).to_dict()
@@ -85,7 +85,7 @@ def test_precision():
test_case = test_trades_precision()
- res: dict = prepare_trades_report(test_case, ExchangeRatesRUB(Currency.USD)).to_dict()
+ res: dict = prepare_trades_report(test_case, ExchangeRatesRUB()).to_dict()
assert [x.amount for x in res['total_rub'].values()] == [
Decimal('-51586.552320'), # Расход: (80.62 * 10 * 63.9091) + (0.1 * 10 * 63.0359) = 51586.55232₽
diff --git a/tests/report_parsers/ib_test.py b/tests/report_parsers/ib_test.py
index ed78ce5..4a4babc 100644
--- a/tests/report_parsers/ib_test.py
+++ b/tests/report_parsers/ib_test.py
@@ -156,6 +156,9 @@ def test_parse_interests():
Interest,Data,RUB,2020-03-04,RUB Credit Interest for Feb-2020,3.21
Interest,Data,Total,,,3.21
Interest,Data,Total in USD,,,0.04844211
+Interest,Data,CAD,2020-03-04,CAD Credit Interest for Feb-2020,7.45
+Interest,Data,Total,,,7.45
+Interest,Data,Total in USD,,,6.69
Interest,Data,USD,2020-03-04,USD Credit Interest for Feb-2020,0.09
Interest,Data,Total,,,0.09
Interest,Data,Total Interest in USD,,,0.13844211"""
@@ -165,11 +168,13 @@ def test_parse_interests():
'Interest': p._parse_interests,
})
- assert len(p.interests) == 2
+ assert len(p.interests) == 3
assert p.interests[0] == Interest(date=datetime.date(2020, 3, 4), amount=Money(3.21, Currency.RUB),
description='RUB Credit Interest for Feb-2020')
- assert p.interests[1] == Interest(date=datetime.date(2020, 3, 4), amount=Money(0.09, Currency.USD),
+ assert p.interests[2] == Interest(date=datetime.date(2020, 3, 4), amount=Money(0.09, Currency.USD),
description='USD Credit Interest for Feb-2020')
+ assert p.interests[1] == Interest(date=datetime.date(2020, 3, 4), amount=Money(7.45, Currency.CAD),
+ description='CAD Credit Interest for Feb-2020')
def test_parse_cash():