diff --git a/.flake8 b/.flake8
index ee9d7c0..ab8846e 100644
--- a/.flake8
+++ b/.flake8
@@ -35,6 +35,9 @@ ignore =
D104, # Missing docstring in public package
D105, # Missing docstring in magic method
D107, # Missing docstring in __init__
+ DAR101, # Missing parameter(s) in Docstring
+ DAR201, # Missing "Returns" in Docstring
+
E800, # commented out code
N814, # camelcase imported as constant
WPS115, # upper-case constant in a class
diff --git a/README.md b/README.md
index d4ff259..8899dda 100644
--- a/README.md
+++ b/README.md
@@ -16,11 +16,12 @@ $ pip install investments --upgrade --user
- конвертация по курсу ЦБ
- раздельный результат сделок по акциям и опционам + дивиденды
- учёт начисленных процентов на остаток по счету
-- пока **НЕ** учитывает комисии по сделкам (т.е. налог будет немного больше, в пользу налоговой)
+- учитывает комисии по сделкам
- пока **НЕ** поддерживаются сплиты
- пока **НЕ** поддерживаются сделки Forex, сделка пропускается и выводится сообщение о том, что это может повлиять на итоговый отчет
*Пример отчета:*
+TODO UPDATE example
diff --git a/investments/calculators.py b/investments/calculators.py
new file mode 100644
index 0000000..0259a0d
--- /dev/null
+++ b/investments/calculators.py
@@ -0,0 +1,16 @@
+"""Калькулятор цены сделки с учётом комиссий."""
+
+from investments.money import Money
+
+
+def compute_total_cost(quantity: int, price_per_piece: Money, fee_per_piece: Money) -> Money:
+ """Полная сумма сделки (цена +/- комиссии) в базовой валюте (Basis в отчёте)."""
+ assert price_per_piece.currency is fee_per_piece.currency
+ fee = abs(quantity) * abs(fee_per_piece)
+ price = abs(quantity) * price_per_piece
+ if quantity > 0:
+ # buy trade
+ return -1 * (price + fee)
+
+ # sell trade
+ return price - fee
diff --git a/investments/data_providers/cbr.py b/investments/data_providers/cbr.py
index 9037625..c31670f 100644
--- a/investments/data_providers/cbr.py
+++ b/investments/data_providers/cbr.py
@@ -42,6 +42,7 @@ def __init__(self, currency: Currency, year_from: int = 2000, cache_dir: str = N
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}')
+
tree = ET.fromstring(r.text)
rates_data: List[Tuple[datetime.date, Money]] = []
@@ -65,10 +66,18 @@ def __init__(self, currency: Currency, year_from: int = 2000, cache_dir: str = N
def dataframe(self) -> pandas.DataFrame:
return self._df
- def get_rate(self, date: datetime.date) -> Money:
- return self._df.loc[date].item()
+ def get_rate(self, dt: datetime.date) -> Money:
+ if isinstance(dt, datetime.datetime):
+ dt = datetime.datetime.combine(dt.date(), datetime.datetime.min.time())
+
+ if isinstance(dt, datetime.date):
+ dt = datetime.datetime.combine(dt, datetime.datetime.min.time())
+
+ return self._df.loc[dt].item()
def convert_to_rub(self, source: Money, rate_date: datetime.date) -> Money:
+ assert isinstance(rate_date, datetime.date)
+
if source.currency == Currency.RUB:
return Money(source.amount, Currency.RUB)
diff --git a/investments/ibtax/ibtax.py b/investments/ibtax/ibtax.py
index 225d789..98d4959 100644
--- a/investments/ibtax/ibtax.py
+++ b/investments/ibtax/ibtax.py
@@ -5,6 +5,7 @@
import pandas # type: ignore
+from investments.calculators import compute_total_cost
from investments.currency import Currency
from investments.data_providers import cbr
from investments.dividend import Dividend
@@ -12,28 +13,42 @@
from investments.interests import Interest
from investments.money import Money
from investments.report_parsers.ib import InteractiveBrokersReportParser
-from investments.trades_fifo import PortfolioElement, TradesAnalyzer
+from investments.trades_fifo import TradesAnalyzer, FinishedTrade, PortfolioElement # noqa: I001
-def prepare_trades_report(df: pandas.DataFrame, cbr_client_usd: cbr.ExchangeRatesRUB) -> pandas.DataFrame:
+def prepare_trades_report(finished_trades: List[FinishedTrade], cbr_client_usd: cbr.ExchangeRatesRUB, verbose: bool) -> pandas.DataFrame:
+ # todo unittest for
+ trade_date_column = 'trade_date'
tax_date_column = 'settle_date'
- df['date'] = df['datetime'].dt.normalize()
+ df = pandas.DataFrame(finished_trades, columns=finished_trades[0]._fields) # noqa: WPS437
+
+ df[trade_date_column] = df[trade_date_column].dt.normalize()
df[tax_date_column] = pandas.to_datetime(df[tax_date_column])
tax_years = df.groupby('N')[tax_date_column].max().map(lambda x: x.year).rename('tax_year')
df = df.join(tax_years, how='left', on='N')
- df = df.join(cbr_client_usd.dataframe, how='left', on=tax_date_column)
- df['total_rub'] = df.apply(lambda x: cbr_client_usd.convert_to_rub(x['total'], x[tax_date_column]).round(digits=2), axis=1)
+ df['price_rub'] = df.apply(lambda x: cbr_client_usd.convert_to_rub(x['price'], x[tax_date_column]).round(digits=2), axis=1)
+ df['fee_per_piece_rub'] = df.apply(lambda x: cbr_client_usd.convert_to_rub(x['fee_per_piece'], x[trade_date_column]).round(digits=2), axis=1)
+
+ df['fee_per_piece'] = df.apply(lambda x: x['fee_per_piece'].round(digits=2), axis=1)
+ df['fee'] = df.apply(lambda x: (x['fee_per_piece'] * abs(x['quantity'])).round(digits=2), axis=1)
+ df['total'] = df.apply(lambda x: compute_total_cost(x['quantity'], x['price'], x['fee_per_piece']).round(digits=2), axis=1)
+ df['total_rub'] = df.apply(lambda x: compute_total_cost(x['quantity'], x['price_rub'], x['fee_per_piece_rub']).round(digits=2), 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['profit_rub'] = df['total_rub']
- df.loc[df['quantity'] >= 0, 'profit_rub'] *= -1
profit = df.groupby('N')['profit_rub'].sum().reset_index().set_index('N')
df = df.join(profit, how='left', on='N', lsuffix='del')
df.drop(columns=['profit_rubdel'], axis=0, inplace=True)
- df.loc[~df.index.isin(df.groupby('N')['datetime'].idxmax()), 'profit_rub'] = Money(0, Currency.RUB)
+ df.loc[~df.index.isin(df.groupby('N')[trade_date_column].idxmax()), 'profit_rub'] = Money(0, Currency.RUB)
+
+ if not verbose:
+ df = df.drop(columns=['fee_per_piece', 'fee_per_piece_rub', 'price_rub'])
return df
@@ -65,8 +80,7 @@ def prepare_fees_report(fees: List[Fee], cbr_client_usd: cbr.ExchangeRatesRUB) -
(i + 1, pandas.to_datetime(x.date), x.amount, x.description, x.date.year)
for i, x in enumerate(fees)
]
- df = pandas.DataFrame(df_data, columns=['N', 'date', 'amount', 'description', 'tax_year'])
-
+ 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['amount_rub'] = df.apply(lambda x: cbr_client_usd.convert_to_rub(x['amount'], x[operation_date_column]).round(digits=2), axis=1)
@@ -79,10 +93,8 @@ def prepare_interests_report(interests: List[Interest], cbr_client_usd: cbr.Exch
(i + 1, pandas.to_datetime(x.date), x.amount, x.description, x.date.year)
for i, x in enumerate(interests)
]
- df = pandas.DataFrame(df_data, columns=['N', 'date', 'amount', 'description', 'tax_year'])
-
+ 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['amount_rub'] = df.apply(lambda x: cbr_client_usd.convert_to_rub(x['amount'], x[operation_date_column]).round(digits=2), axis=1)
return df
@@ -138,11 +150,11 @@ def show_report(trades: Optional[pandas.DataFrame], dividends: Optional[pandas.D
_show_dividends_report(dividends, year)
if trades is not None:
- trades_year = trades[trades['tax_year'] == year].drop(columns=['tax_year', 'datetime'])
+ trades_year = trades[trades['tax_year'] == year].drop(columns=['tax_year'])
trades_year['N'] -= trades_year['N'].iloc[0] - 1
_show_header('TRADES')
- print(trades_year.set_index(['N', 'ticker', 'date']).to_string())
+ print(trades_year.set_index(['N', 'ticker', 'trade_date']).to_string())
print('\n\n')
_show_header('TRADES RESULTS BEFORE TAXES')
@@ -153,7 +165,7 @@ def show_report(trades: Optional[pandas.DataFrame], dividends: Optional[pandas.D
tp = tp['index'].apply(pandas.Series).join(tp).pivot(index=0, columns=1, values='total_rub')
tp.index.name = ''
tp.columns.name = ''
- tp['profit'] = tp['income'] - tp['expenses']
+ tp['profit'] = tp['income'] + tp['expenses']
print(tp.reset_index().to_string())
print('\n\n')
@@ -226,7 +238,7 @@ def main():
return
# fixme first_year without dividends
- first_year = min(trades[0].datetime.year, dividends[0].date.year) if dividends else trades[0].datetime.year
+ 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)
dividends_report = prepare_dividends_report(dividends, cbr_client_usd, args.verbose) if dividends else None
@@ -237,11 +249,7 @@ def main():
finished_trades = analyzer.finished_trades
portfolio = analyzer.final_portfolio
- if finished_trades:
- finished_trades_df = pandas.DataFrame(finished_trades, columns=finished_trades[0]._fields) # noqa: WPS437
- trades_report = prepare_trades_report(finished_trades_df, cbr_client_usd)
- else:
- trades_report = None
+ trades_report = prepare_trades_report(finished_trades, cbr_client_usd, args.verbose) if finished_trades else None
show_report(trades_report, dividends_report, fees_report, interests_report, args.years)
show_portfolio_report(portfolio)
diff --git a/investments/money.py b/investments/money.py
index 93a5447..4403c54 100644
--- a/investments/money.py
+++ b/investments/money.py
@@ -48,6 +48,9 @@ def __add__(self, other) -> 'Money':
raise TypeError(f'different currencies: {self._currency} & {other.currency}')
return Money(self._amount + other.amount, self._currency)
+ def __abs__(self) -> 'Money':
+ return Money(abs(self.amount), self.currency)
+
def __radd__(self, other) -> 'Money':
return self.__add__(other)
diff --git a/investments/report_parsers/ib.py b/investments/report_parsers/ib.py
index dcc16a9..f8aac83 100644
--- a/investments/report_parsers/ib.py
+++ b/investments/report_parsers/ib.py
@@ -110,11 +110,11 @@ def __repr__(self):
return f'IbParser(trades={len(self.trades)}, dividends={len(self.dividends)}, fees={len(self.fees)}, interests={len(self.interests)})' # noqa: WPS221
@property
- def trades(self) -> List:
+ def trades(self) -> List[Trade]:
return self._trades
@property
- def dividends(self) -> List:
+ def dividends(self) -> List[Dividend]:
return self._dividends
@property
@@ -161,7 +161,7 @@ def parse_csv(self, *, activity_csvs: List[str], trade_confirmation_csvs: List[s
})
# 4. sort
- self._trades.sort(key=lambda x: x.datetime)
+ self._trades.sort(key=lambda x: x.trade_date)
self._dividends.sort(key=lambda x: x.date)
self._interests.sort(key=lambda x: x.date)
self._deposits_and_withdrawals.sort(key=lambda x: x[0])
@@ -231,7 +231,7 @@ def _parse_trades(self, f: Dict[str, str]):
self._trades.append(Trade(
ticker=ticker,
- datetime=dt,
+ trade_date=dt,
settle_date=settle_date,
quantity=int(f['Quantity']) * quantity_multiplier,
price=Money(f['T. Price'], currency),
diff --git a/investments/report_parsers/open_fr.py b/investments/report_parsers/open_fr.py
index 2bc2375..c5b9472 100644
--- a/investments/report_parsers/open_fr.py
+++ b/investments/report_parsers/open_fr.py
@@ -98,7 +98,7 @@ def parse_xml(self, xml_file_name: str):
self._parse_non_trade_operations(tree)
self._parse_trades(tree)
- self._trades.sort(key=lambda x: x.datetime)
+ self._trades.sort(key=lambda x: x.trade_date)
self._dividends.sort(key=lambda x: x.date)
self._deposits_and_withdrawals.sort(key=lambda x: x[0])
@@ -121,7 +121,7 @@ def _parse_cb_convertation(self, f):
dt = _parse_datetime(f['operation_date'])
self._trades.append(Trade(
ticker=ticker,
- datetime=dt,
+ trade_date=dt,
settle_date=dt,
quantity=qnty,
price=Money(0, Currency.RUB), # TODO: other currencies
@@ -155,7 +155,7 @@ def _parse_money_payment(self, f, bonds_redemption):
isin, quantity_buyout = m.group('isin'), int(m.group('quantity'))
self._trades.append(Trade(
ticker=self._tickers.get(isin=isin),
- datetime=dt,
+ trade_date=dt,
settle_date=dt,
quantity=-1 * quantity_buyout,
price=money_total / quantity_buyout,
@@ -171,7 +171,7 @@ def _parse_money_payment(self, f, bonds_redemption):
for (price, quantity_coupons) in ((Money(0, currency), 1), (money_total, -1)):
self._trades.append(Trade(
ticker=ticker,
- datetime=dt,
+ trade_date=dt,
settle_date=dt,
quantity=quantity_coupons,
price=price,
@@ -184,7 +184,7 @@ def _parse_money_payment(self, f, bonds_redemption):
quantity_redemption = bonds_redemption[key]
self._trades.append(Trade(
ticker=ticker,
- datetime=dt,
+ trade_date=dt,
settle_date=dt,
quantity=quantity_redemption,
price=-1 * money_total / int(quantity_redemption),
@@ -275,7 +275,7 @@ def _parse_trades(self, xml_tree: ET.ElementTree):
self._trades.append(Trade(
ticker=ticker,
- datetime=_parse_datetime(f['conclusion_time']),
+ trade_date=_parse_datetime(f['conclusion_time']),
settle_date=_parse_datetime(f['execution_date']),
quantity=int(qnty),
price=price,
diff --git a/investments/trade.py b/investments/trade.py
index ebfdc3d..945031e 100644
--- a/investments/trade.py
+++ b/investments/trade.py
@@ -7,8 +7,21 @@
class Trade(NamedTuple):
ticker: Ticker
- datetime: datetime.datetime
+ trade_date: datetime.datetime
settle_date: datetime.date
quantity: int
+
+ # цена одной бумаги
price: Money
+
+ # комиссия за сделку
fee: Money
+
+ @property
+ def settle_datetime(self) -> datetime.datetime:
+ return datetime.datetime.combine(self.settle_date, datetime.datetime.min.time())
+
+ @property
+ def fee_per_piece(self) -> Money:
+ """Комиссия за сделку за одну бумагу, полезно для расчёта налогов."""
+ return self.fee / abs(self.quantity)
diff --git a/investments/trades_fifo.py b/investments/trades_fifo.py
index d1c0558..e574997 100644
--- a/investments/trades_fifo.py
+++ b/investments/trades_fifo.py
@@ -2,6 +2,7 @@
from collections import defaultdict
from typing import Any, Dict, Iterable, List, NamedTuple, Optional, Tuple
+from investments.calculators import compute_total_cost
from investments.money import Money
from investments.ticker import Ticker
from investments.trade import Trade
@@ -10,12 +11,21 @@
class FinishedTrade(NamedTuple):
N: int
ticker: Ticker
- datetime: datetime.datetime
+
+ # дата сделки, нужна для расчёта комиссии в рублях на дату
+ trade_date: datetime.datetime
+
+ # дата поставки, нужна для расчёта цены сделки в рублях на дату
settle_date: datetime.date
+
+ # количество бумаг, "+/-"
quantity: int
+
+ # цена одной бумаги, "+"
price: Money
- total: Money
- profit: Money
+
+ # комиссия за сделку с одной бумагой, "-"
+ fee_per_piece: Money
class PortfolioElement(NamedTuple):
@@ -49,36 +59,34 @@ def analyze_trades(self, trades: Iterable[Trade]):
break
assert q != 0
- self._finished_trades.append(FinishedTrade(
- finished_trade_id,
- trade.ticker,
- matched_trade.datetime,
- matched_trade.settle_date,
- q,
- matched_trade.price,
- abs(q) * matched_trade.price,
- Money(0, trade.price.currency),
- ))
+ total_cost = compute_total_cost(q, matched_trade.price, matched_trade.fee_per_piece)
+
+ finished_trade = FinishedTrade(
+ finished_trade_id, trade.ticker, matched_trade.trade_date, matched_trade.settle_date, q,
+ matched_trade.price, matched_trade.fee_per_piece,
+ )
+ self._finished_trades.append(finished_trade)
+
+ q = -1 * q
- profit = q * (trade.price - matched_trade.price)
+ profit = compute_total_cost(q, trade.price, trade.fee_per_piece) + total_cost
if total_profit is None:
total_profit = profit
else:
total_profit += profit
- quantity -= -1 * q
+ quantity -= q
if total_profit is not None:
q = trade.quantity - quantity
self._finished_trades.append(FinishedTrade(
finished_trade_id,
trade.ticker,
- trade.datetime,
+ trade.trade_date,
trade.settle_date,
q,
trade.price,
- abs(q) * trade.price,
- total_profit,
+ trade.fee_per_piece,
))
finished_trade_id += 1
@@ -96,15 +104,15 @@ def final_portfolio(self) -> List[PortfolioElement]:
return self._portfolio
-def sign(v: int) -> int:
- assert v != 0
- return -1 if v < 0 else 1
-
-
class _TradesFIFO:
def __init__(self):
self._portfolio = defaultdict(list)
+ @staticmethod
+ def sign(v: int) -> int:
+ assert v != 0
+ return -1 if v < 0 else 1
+
def put(self, quantity: int, trade: Trade):
"""
Put trade to the storage.
@@ -113,10 +121,10 @@ def put(self, quantity: int, trade: Trade):
quantity (int): The real quantity of the trade, >0 for BUY trades & <0 for SELL trades
trade (Trade): Base trade, quantity field not used
"""
- assert sign(quantity) == sign(trade.quantity)
+ assert self.sign(quantity) == self.sign(trade.quantity)
assert abs(quantity) <= abs(trade.quantity)
if self._portfolio[trade.ticker]:
- assert sign(quantity) == sign(self._portfolio[trade.ticker][0]['quantity'])
+ assert self.sign(quantity) == self.sign(self._portfolio[trade.ticker][0]['quantity'])
self._portfolio[trade.ticker].append({
'trade': trade,
@@ -139,10 +147,10 @@ def match(self, quantity: int, ticker: Ticker) -> Tuple[Optional[Trade], int]:
return None, 0
front = self._portfolio[ticker][0]
- fqsign = sign(front['quantity'])
+ fqsign = self.sign(front['quantity'])
# only match BUY with SELL and vice versa
- if sign(quantity) == fqsign:
+ if self.sign(quantity) == fqsign:
return None, 0
q = fqsign * min(abs(quantity), abs(front['quantity']))
diff --git a/tests/calculators_test.py b/tests/calculators_test.py
new file mode 100644
index 0000000..8e8ad2e
--- /dev/null
+++ b/tests/calculators_test.py
@@ -0,0 +1,13 @@
+from investments.currency import Currency
+from investments.calculators import compute_total_cost
+from investments.money import Money
+
+
+def test_compute_total_cost():
+ buy_cost = compute_total_cost(10, Money(1.7, Currency.USD), Money(-0.1, Currency.USD))
+ assert buy_cost.amount == -1 * ((10 * 1.7) + (10 * 0.1))
+ assert buy_cost.currency is Currency.USD
+
+ sell_cost = compute_total_cost(-10, Money(1.7, Currency.USD), Money(-0.1, Currency.USD))
+ assert sell_cost.amount == (10 * 1.7) - (10 * 0.1)
+ assert sell_cost.currency is Currency.USD
diff --git a/tests/data_providers/cbr_test.py b/tests/data_providers/cbr_test.py
index 7848b3d..a1ca352 100644
--- a/tests/data_providers/cbr_test.py
+++ b/tests/data_providers/cbr_test.py
@@ -1,4 +1,4 @@
-from datetime import datetime
+from datetime import datetime, date
from decimal import Decimal
import pytest # type: ignore
@@ -8,13 +8,13 @@
from investments.data_providers.cbr import ExchangeRatesRUB
from investments.money import Money
-
test_cases = [
(datetime(2015, 1, 15), Currency.USD, Money('66.0983', Currency.RUB)),
(datetime(2015, 3, 7), Currency.USD, Money('59.9938', Currency.RUB)),
(datetime(2015, 3, 8), Currency.USD, Money('59.9938', Currency.RUB)),
(datetime(2020, 3, 31), Currency.USD, Money('77.7325', Currency.RUB)),
(datetime(2020, 1, 9), Currency.USD, Money('61.9057', Currency.RUB)),
+ (date(2020, 2, 4), Currency.EUR, Money('70.7921', Currency.RUB)),
(datetime(2015, 3, 7), Currency.EUR, Money('66.1012', Currency.RUB)),
(datetime(2015, 1, 15), Currency.EUR, Money('77.9629', Currency.RUB)),
diff --git a/tests/money_test.py b/tests/money_test.py
index 9477bd6..37c8884 100644
--- a/tests/money_test.py
+++ b/tests/money_test.py
@@ -1,3 +1,5 @@
+from decimal import Decimal
+
import pytest
from investments.currency import Currency
@@ -41,6 +43,10 @@ def test_money():
assert r.amount == 2
assert r.currency == Currency.RUB
+ negative_money = Money(-1, Currency.RUB)
+ assert negative_money.amount == Decimal('-1')
+ assert abs(negative_money).amount == Decimal('1')
+
def test_money_zero():
rub3 = Money(3, Currency.RUB)
diff --git a/tests/report_parsers/ib_test.py b/tests/report_parsers/ib_test.py
index a0a8114..e396441 100644
--- a/tests/report_parsers/ib_test.py
+++ b/tests/report_parsers/ib_test.py
@@ -167,20 +167,24 @@ def test_parse_trades_with_fees():
# buy trade
assert p.trades[0].ticker.symbol == 'VT'
- assert p.trades[0].datetime == _parse_datetime('2020-01-31, 09:30:00')
+ assert p.trades[0].trade_date == _parse_datetime('2020-01-31, 09:30:00')
assert p.trades[0].settle_date == _parse_date('2020-02-04')
assert p.trades[0].quantity == 10
assert p.trades[0].price.amount == Decimal('80.62')
assert p.trades[0].price.currency == Currency.USD
assert p.trades[0].fee.amount == Decimal('-1')
assert p.trades[0].fee.currency == Currency.USD
+ assert p.trades[0].fee_per_piece.currency == Currency.USD
+ assert p.trades[0].fee_per_piece.amount == Decimal('-0.1')
# sell trade
assert p.trades[1].ticker.symbol == 'VT'
- assert p.trades[1].datetime == _parse_datetime('2020-02-10, 09:38:00')
+ assert p.trades[1].trade_date == _parse_datetime('2020-02-10, 09:38:00')
assert p.trades[1].settle_date == _parse_date('2020-02-12')
assert p.trades[1].quantity == -10
assert p.trades[1].price.amount == Decimal('81.82')
assert p.trades[1].price.currency == Currency.USD
assert p.trades[1].fee.amount == Decimal('-1.01812674')
assert p.trades[1].fee.currency == Currency.USD
+ assert p.trades[1].fee_per_piece.amount == Decimal('-0.101812674')
+ assert p.trades[1].fee_per_piece.currency == Currency.USD
diff --git a/tests/trades_fifo_test.py b/tests/trades_fifo_test.py
index e3f4a78..372c290 100644
--- a/tests/trades_fifo_test.py
+++ b/tests/trades_fifo_test.py
@@ -1,4 +1,5 @@
import datetime
+from decimal import Decimal
import pytest
@@ -6,47 +7,43 @@
from investments.money import Money
from investments.ticker import Ticker, TickerKind
from investments.trade import Trade
-from investments.trades_fifo import TradesAnalyzer
+from investments.trades_fifo import TradesAnalyzer, FinishedTrade
analyze_trades_fifo_testdata = [
# trades: [(Date, Symbol, Quantity, Price)]
- # expect_trades: (N, Symbol, Quantity, Total, Profit)
-
- # basic case with custom fees
- ([('2018-01-01', 'TEST', 100, 4.2), ('2018-01-04', 'TEST', 50, 17.5), ('2018-01-07', 'TEST', -100, 50.3)],
- [(1, 'TEST', 100, 420, 0), (1, 'TEST', -100, 5030, 4610)]),
+ # expect_trades: (N, Symbol, Quantity)
# basic cases
([('2018-01-01', 'TEST', 100, 4.2), ('2018-01-04', 'TEST', 50, 17.5), ('2018-01-07', 'TEST', -100, 50.3)],
- [(1, 'TEST', 100, 420, 0), (1, 'TEST', -100, 5030, 4610)]),
+ [(1, 'TEST', 100), (1, 'TEST', -100)]),
([('2018-01-01', 'TEST', 100, 4.2), ('2018-01-04', 'TEST', 50, 17.5), ('2018-01-07', 'TEST', -130, 50.3)],
- [(1, 'TEST', 100, 420, 0), (1, 'TEST', 30, 525, 0), (1, 'TEST', -130, 6539, 5594)]),
+ [(1, 'TEST', 100), (1, 'TEST', 30), (1, 'TEST', -130)]),
([('2018-01-01', 'TEST', -100, 4.2), ('2018-01-04', 'TEST', 30, 17.5)],
- [(1, 'TEST', -30, 126, 0), (1, 'TEST', 30, 525, -399)]),
+ [(1, 'TEST', -30), (1, 'TEST', 30)]),
# issue #8 - sell all & open short in one trade
([('2018-01-01', 'TEST', 10, 4.2), ('2018-01-04', 'TEST', -10, 17.5), ('2018-01-05', 'TEST', -3, 17.5)],
- [(1, 'TEST', 10, 42, 0), (1, 'TEST', -10, 175, 133)]),
+ [(1, 'TEST', 10), (1, 'TEST', -10)]),
([('2018-01-01', 'TEST', 10, 4.2), ('2018-01-05', 'TEST', -13, 17.5)],
- [(1, 'TEST', 10, 42, 0), (1, 'TEST', -10, 175, 133)]),
+ [(1, 'TEST', 10), (1, 'TEST', -10)]),
]
@pytest.mark.parametrize("trades,expect_trades", analyze_trades_fifo_testdata)
-def test_analyze_trades_fifo(trades, expect_trades):
+def test_analyze_trades_without_fees(trades, expect_trades):
request_trades = []
for date, ticker, qty, price in trades:
dt = datetime.datetime.strptime(date, '%Y-%m-%d')
request_trades.append(Trade(
ticker=Ticker(symbol=ticker, kind=TickerKind.Stock),
- datetime=dt,
+ trade_date=dt,
settle_date=dt.date(),
quantity=qty,
price=Money(price, Currency.USD),
- fee=Money(-1, Currency.USD),
+ fee=Money(0, Currency.USD),
))
finished_trades = TradesAnalyzer(request_trades).finished_trades
@@ -57,5 +54,45 @@ def test_analyze_trades_fifo(trades, expect_trades):
assert expected[0] == trade.N, f'expect trade N={expected[0]} but got {trade.N}'
assert expected[1] == trade.ticker.symbol, f'expect trade ticker={expected[1]} but got {trade.ticker.symbol}'
assert expected[2] == trade.quantity, f'expect trade quantity={expected[2]} but got {trade.quantity}'
- assert expected[3] == trade.total.amount, f'expect trade total={expected[3]} but got {trade.total.amount}'
- assert expected[4] == trade.profit.amount, f'expect trade profit={expected[4]} but got {trade.profit.amount}'
+
+
+def test_trades_fees_simple():
+ request_trades = []
+ ticker = Ticker(symbol='VT', kind=TickerKind.Stock)
+
+ # buy 10
+ request_trades.append(Trade(
+ ticker=ticker,
+ trade_date=datetime.datetime(year=2020, month=1, day=31), # 63,0359₽
+ settle_date=datetime.datetime(year=2020, month=2, day=4), # 63,9091₽
+ quantity=10,
+ price=Money(80.62, Currency.USD),
+ fee=Money(-1, Currency.USD),
+ ))
+ # sell 10
+ request_trades.append(Trade(
+ ticker=ticker,
+ trade_date=datetime.datetime(year=2020, month=2, day=10), # 63,4720₽
+ settle_date=datetime.datetime(year=2020, month=2, day=12), # 63,9490₽
+ quantity=-10,
+ price=Money(81.82, Currency.USD),
+ fee=Money(Decimal('-1.01812674'), Currency.USD),
+ ))
+
+ finished_trades = TradesAnalyzer(request_trades).finished_trades
+
+ assert len(finished_trades) == 2
+
+ buy_trade: FinishedTrade = finished_trades[0]
+ assert buy_trade.trade_date == datetime.datetime(year=2020, month=1, day=31)
+ assert buy_trade.settle_date == datetime.datetime(year=2020, month=2, day=4)
+ assert buy_trade.quantity == 10
+ assert buy_trade.price.amount == Decimal('80.62')
+ assert buy_trade.fee_per_piece.amount == Decimal('-0.1')
+
+ sell_trade: FinishedTrade = finished_trades[1]
+ assert sell_trade.trade_date == datetime.datetime(year=2020, month=2, day=10)
+ assert sell_trade.settle_date == datetime.datetime(year=2020, month=2, day=12)
+ assert sell_trade.quantity == -10
+ assert sell_trade.price.amount == Decimal('81.82')
+ assert sell_trade.fee_per_piece.amount == Decimal('-0.101812674')
diff --git a/tests/trades_portfolio_test.py b/tests/trades_portfolio_test.py
index 042f994..bb01bf6 100644
--- a/tests/trades_portfolio_test.py
+++ b/tests/trades_portfolio_test.py
@@ -15,11 +15,11 @@ def test_analyze_portfolio_different_kinds():
dt = datetime.datetime.now()
request_trades = [
- Trade(ticker=ticker_stock, datetime=dt, settle_date=dt.date(), quantity=-3, price=Money(4.2, Currency.USD),
+ Trade(ticker=ticker_stock, trade_date=dt, settle_date=dt.date(), quantity=-3, price=Money(4.2, Currency.USD),
fee=Money(1, Currency.USD)),
- Trade(ticker=ticker_stock, datetime=dt, settle_date=dt.date(), quantity=8, price=Money(4.2, Currency.USD),
+ Trade(ticker=ticker_stock, trade_date=dt, settle_date=dt.date(), quantity=8, price=Money(4.2, Currency.USD),
fee=Money(1, Currency.USD)),
- Trade(ticker=ticker_option, datetime=dt, settle_date=dt.date(), quantity=10, price=Money(4.2, Currency.USD),
+ Trade(ticker=ticker_option, trade_date=dt, settle_date=dt.date(), quantity=10, price=Money(4.2, Currency.USD),
fee=Money(1, Currency.USD)),
]
@@ -53,7 +53,7 @@ def test_analyze_portfolio(trades: list, expect_portfolio: dict):
dt = datetime.datetime.strptime(date, '%Y-%m-%d')
request_trades.append(Trade(
ticker=Ticker(symbol=ticker, kind=TickerKind.Stock),
- datetime=dt,
+ trade_date=dt,
settle_date=dt.date(),
quantity=qty,
price=Money(1, Currency.USD),