def convert_inventory(price_map, target_currency, inventory, date):
"""Convert and sum an inventory to a common currency.
Returns:
A Decimal, the sum of all positions that could be converted.
"""
total = ZERO
for pos in inventory:
# Fetch the price in the cost currency if there is one.
if pos.cost:
base_quote = (pos.units.currency, pos.cost.currency)
_, cost_number = prices.get_price(price_map, base_quote, date)
if cost_number is None:
cost_number = pos.cost.number
currency = pos.cost.currency
# Otherwise, price it in its own currency.
else:
cost_number = 1
currency = pos.units.currency
if currency == target_currency:
total += pos.units.number * cost_number
else:
base_quote = (currency, target_currency)
# Get the conversion rate.
_, price = prices.get_price(price_map, base_quote, date)
if price is not None:
total += pos.units.number * cost_number * price
return total
def convert_inventory(price_map, target_currency, inventory, date):
"""Convert and sum an inventory to a common currency.
Returns:
A Decimal, the sum of all positions that could be converted.
"""
total = ZERO
for pos in inventory:
# Fetch the price in the cost currency if there is one.
if pos.cost:
base_quote = (pos.units.currency, pos.cost.currency)
_, cost_number = prices.get_price(price_map, base_quote, date)
if cost_number is None:
cost_number = pos.cost.number
currency = pos.cost.currency
# Otherwise, price it in its own currency.
else:
cost_number = 1
currency = pos.units.currency
if currency == target_currency:
total += pos.units.number * cost_number
else:
base_quote = (currency, target_currency)
# Get the conversion rate.
_, price = prices.get_price(price_map, base_quote, date)
if price is not None:
total += pos.units.number * cost_number * price
return total
def get_final_holdings(entries,
included_account_types=None,
price_map=None,
date=None):
"""Get a list of holdings by account (as Postings)."""
simple_entries = [
entry for entry in entries if (not isinstance(entry, Transaction)
or entry.flag != flags.FLAG_UNREALIZED)
]
root_account = realization.realize(simple_entries)
holdings = []
for real_account in sorted(list(realization.iter_children(root_account)),
key=lambda ra: ra.account):
account_type = account_types.get_account_type(real_account.account)
if (included_account_types
and account_type not in included_account_types):
continue
for pos in real_account.balance:
price = None
if pos.cost and price_map:
base_quote = (pos.units.currency, pos.cost.currency)
_, price = prices.get_price(price_map, base_quote, date)
holdings.append(
Posting(real_account.account, pos.units, pos.cost, price, None,
None))
return holdings
def get_holding_from_position(lot,
number,
account=None,
price_map=None,
date=None):
"""Compute a Holding corresponding to the specified position 'pos'.
:param lot: A Lot object.
:param number: The number of units of 'lot' in the position.
:param account: A str, the name of the account, or None if not needed.
:param price_map: A dict of prices, as built by prices.build_price_map().
:param date: A datetime.date instance, the date at which to price the
holdings. If left unspecified, we use the latest price information.
:return: A Holding object.
"""
if lot.cost is not None:
# Get price information if we have a price_map.
market_value = None
if price_map is not None:
base_quote = (lot.currency, lot.cost.currency)
price_date, price_number = prices.get_price(
price_map, base_quote, date)
if price_number is not None:
market_value = number * price_number
else:
price_date, price_number = None, None
return Holding(account, number, lot.currency, lot.cost.number,
lot.cost.currency, number * lot.cost.number,
market_value, price_number, price_date)
else:
return Holding(account, number, lot.currency, None, lot.currency,
number, number, None, None)
def get_final_holdings(entries, included_account_types=None, price_map=None,
date=None):
"""Get a list of holdings by account (as Postings)."""
simple_entries = [entry for entry in entries
if (not isinstance(entry, Transaction) or
entry.flag != flags.FLAG_UNREALIZED)]
root_account = realization.realize(simple_entries)
holdings = []
for real_account in sorted(list(realization.iter_children(root_account)),
key=lambda ra: ra.account):
account_type = account_types.get_account_type(real_account.account)
if (included_account_types and
account_type not in included_account_types):
continue
for pos in real_account.balance:
price = None
if pos.cost and price_map:
base_quote = (pos.units.currency, pos.cost.currency)
_, price = prices.get_price(price_map, base_quote, date)
holdings.append(Posting(real_account.account,
pos.units,
pos.cost,
price, None, None))
return holdings
def test_get_price(self, entries, _, __):
"""
2013-06-01 price USD 1.00 CAD
2013-06-10 price USD 1.50 CAD
2013-07-01 price USD 2.00 CAD
"""
price_map = prices.build_price_map(entries)
date, price = prices.get_price(price_map, 'USD/CAD',
datetime.date(2013, 5, 15))
self.assertEqual(None, price)
self.assertEqual(None, date)
date, price = prices.get_price(price_map, 'USD/CAD',
datetime.date(2013, 6, 1))
self.assertEqual(D('1.00'), price)
self.assertEqual(datetime.date(2013, 6, 1), date)
date, price = prices.get_price(price_map, 'USD/CAD',
datetime.date(2013, 6, 5))
self.assertEqual(D('1.00'), price)
self.assertEqual(datetime.date(2013, 6, 1), date)
date, price = prices.get_price(price_map, 'USD/CAD',
datetime.date(2013, 6, 10))
self.assertEqual(D('1.50'), price)
self.assertEqual(datetime.date(2013, 6, 10), date)
date, price = prices.get_price(price_map, 'USD/CAD',
datetime.date(2013, 6, 20))
self.assertEqual(D('1.50'), price)
self.assertEqual(datetime.date(2013, 6, 10), date)
date, price = prices.get_price(price_map, 'USD/CAD',
datetime.date(2013, 7, 1))
self.assertEqual(D('2.00'), price)
self.assertEqual(datetime.date(2013, 7, 1), date)
date, price = prices.get_price(price_map, 'USD/CAD',
datetime.date(2013, 7, 15))
self.assertEqual(D('2.00'), price)
self.assertEqual(datetime.date(2013, 7, 1), date)
# With no date, should devolved to get_latest_price().
date, price = prices.get_price(price_map, 'USD/CAD', None)
self.assertEqual(D('2.00'), price)
self.assertEqual(datetime.date(2013, 7, 1), date)
# Test not found.
result = prices.get_price(price_map, ('EWJ', 'JPY'))
self.assertEqual((None, None), result)
def get_holding_from_position(lot, number, account=None, price_map=None, date=None):
"""Compute a Holding corresponding to the specified position 'pos'.
:param lot: A Lot object.
:param number: The number of units of 'lot' in the position.
:param account: A str, the name of the account, or None if not needed.
:param price_map: A dict of prices, as built by prices.build_price_map().
:param date: A datetime.date instance, the date at which to price the
holdings. If left unspecified, we use the latest price information.
:return: A Holding object.
"""
if lot.cost is not None:
# Get price information if we have a price_map.
market_value = None
if price_map is not None:
base_quote = (lot.currency, lot.cost.currency)
price_date, price_number = prices.get_price(price_map,
base_quote, date)
if price_number is not None:
market_value = number * price_number
else:
price_date, price_number = None, None
return Holding(account,
number,
lot.currency,
lot.cost.number,
lot.cost.currency,
number * lot.cost.number,
market_value,
price_number,
price_date)
else:
return Holding(account,
number,
lot.currency,
None,
lot.currency,
number,
number,
None,
None)
def get_holding_from_position(position, price_map=None, date=None):
"""Compute a Holding corresponding to the specified position 'pos'.
:param position: A Position object.
:param price_map: A dict of prices, as built by prices.build_price_map().
:param date: A datetime.date instance, the date at which to price the
holdings. If left unspecified, we use the latest price information.
:return: A Holding object.
"""
if position.cost is not None:
# Get price information if we have a price_map.
market_value = None
if price_map is not None:
base_quote = (position.units.currency, position.cost.currency)
price_date, price_number = prices.get_price(price_map,
base_quote, date)
if price_number is not None:
market_value = position.units.number * price_number
else:
price_date, price_number = None, None
return Holding(None,
position.units.number,
position.units.currency,
position.cost.number,
position.cost.currency,
position.units.number * position.cost.number,
market_value,
price_number,
price_date)
else:
return Holding(None,
position.units.number,
position.units.currency,
None,
position.units.currency,
position.units.number,
position.units.number,
None,
None)
def get_final_holdings(entries,
included_account_types=None,
price_map=None,
date=None):
"""Get a dictionary of the latest holdings by account.
This basically just flattens the balance sheet's final positions, including
that of equity accounts. If a 'price_map' is provided, insert price
information in the flattened holdings at the latest date, or at the given
date, if one is provided.
Only the accounts in 'included_account_types' will be included, and this is
always called for Assets and Liabilities only. If left unspecified, holdings
from all account types will be included, including Equity, Income and
Expenses.
Args:
entries: A list of directives.
included_account_types: A sequence of strings, the account types to
include in the output. A reasonable example would be
('Assets', 'Liabilities'). If not specified, include all account types.
price_map: A dict of prices, as built by prices.build_price_map().
date: A datetime.date instance, the date at which to price the
holdings. If left unspecified, we use the latest price information.
Returns:
A list of dicts, with the following fields:
"""
# Remove the entries inserted by unrealized gains/losses. Those entries do
# affect asset accounts, and we don't want them to appear in holdings.
#
# Note: Perhaps it would make sense to generalize this concept of "inserted
# unrealized gains."
simple_entries = [
entry for entry in entries if (not isinstance(entry, data.Transaction)
or entry.flag != flags.FLAG_UNREALIZED)
]
# Realize the accounts into a tree (because we want the positions by-account).
root_account = realization.realize(simple_entries)
# For each account, look at the list of positions and build a list.
holdings = []
for real_account in sorted(list(realization.iter_children(root_account)),
key=lambda ra: ra.account):
if included_account_types:
# Skip accounts of invalid types, we only want to reflect the requested
# account types, typically assets and liabilities.
account_type = account_types.get_account_type(real_account.account)
if account_type not in included_account_types:
continue
for pos in real_account.balance.get_positions():
if pos.lot.cost is not None:
# Get price information if we have a price_map.
market_value = None
if price_map is not None:
base_quote = (pos.lot.currency, pos.lot.cost.currency)
price_date, price_number = prices.get_price(
price_map, base_quote, date)
if price_number is not None:
market_value = pos.number * price_number
else:
price_date, price_number = None, None
holding = Holding(real_account.account, pos.number,
pos.lot.currency, pos.lot.cost.number,
pos.lot.cost.currency,
pos.number * pos.lot.cost.number,
market_value, price_number, price_date)
else:
holding = Holding(real_account.account, pos.number,
pos.lot.currency, None, pos.lot.currency,
pos.number, pos.number, None, None)
holdings.append(holding)
return holdings
