def stock_assets():
with open('tests/samples/stocks.csv') as fin:
reader = csv.reader(fin, delimiter=',')
for row in reader:
isin, code, name = row
if isin.startswith('#'):
continue
Asset.create(type=AssetType.stock, isin=isin, code=code, name=name)
def stock_assets():
with open('tests/samples/stocks.csv') as fin:
reader = csv.reader(fin, delimiter=',')
for row in reader:
isin, code, name = row
if isin.startswith('#'):
continue
Asset.create(
type=AssetType.stock, isin=isin, code=code, name=name)
def asset_stock_ncsoft(request, db):
asset = Asset.create(type='stock',
name='NCsoft Corporation',
code='036570.KS',
description='NCsoft Corporation')
request.addfinalizer(partial(teardown, db=db, record=asset))
return asset
def insert_stock_trading_record(data: dict, stock_account: object):
"""Inserts a stock trading (i.e., buying or selling stocks) records."""
from finance.models import Asset, Record
if data['category1'].startswith('장내'):
code_suffix = '.KS'
elif data['category1'].startswith('코스닥'):
code_suffix = '.KQ'
else:
code_suffix = ''
raise ValueError(
"code_suffix could not be determined with the category '{}'"
''.format(data['category1']))
code = data['code'] + code_suffix
asset = Asset.get_by_symbol(code)
if asset is None:
raise ValueError(
"Asset object could not be retrived with code '{}'".format(code))
return Record.create(
created_at=data['date'],
quantity=data['quantity'],
asset=asset,
account=stock_account,
)
def asset_sp500(request, db):
asset = Asset.create(type='security',
name='KB Star S&P500',
description='',
data={'code': 'KR5223941018'})
request.addfinalizer(partial(teardown, db=db, record=asset))
return asset
def import_8percent_data(parsed_data, account_checking, account_8p, asset_krw):
from finance.models import Asset, AssetValue, Record, Transaction
assert account_checking
assert account_8p
assert asset_krw
asset_8p = Asset.create(name=parsed_data['name'])
remaining_value = parsed_data['amount']
started_at = parsed_data['started_at']
with Transaction.create() as t:
Record.create(
created_at=started_at, transaction=t, account=account_checking,
asset=asset_krw, quantity=-remaining_value)
Record.create(
created_at=started_at, transaction=t, account=account_8p,
asset=asset_8p, quantity=1)
AssetValue.create(
evaluated_at=started_at, asset=asset_8p,
target_asset=asset_krw, granularity='1day', close=remaining_value)
for record in parsed_data['records']:
date, principle, interest, tax, fees = record
returned = principle + interest - (tax + fees)
remaining_value -= principle
with Transaction.create() as t:
Record.create(
created_at=date, transaction=t,
account=account_checking, asset=asset_krw, quantity=returned)
AssetValue.create(
evaluated_at=date, asset=asset_8p,
target_asset=asset_krw, granularity='1day', close=remaining_value)
def insert_stock_trading_record(data: dict, stock_account: object):
"""Inserts a stock trading (i.e., buying or selling stocks) records."""
from finance.models import Asset, Record
if data['category1'].startswith('장내'):
code_suffix = '.KS'
elif data['category1'].startswith('코스닥'):
code_suffix = '.KQ'
else:
code_suffix = ''
raise ValueError(
"code_suffix could not be determined with the category '{}'"
''.format(data['category1']))
code = data['code'] + code_suffix
asset = Asset.get_by_symbol(code)
if asset is None:
raise ValueError(
"Asset object could not be retrived with code '{}'".format(code))
return Record.create(
created_at=data['date'],
quantity=data['quantity'],
asset=asset,
account=stock_account,
)
def asset_stock_nvda(request, db):
asset = Asset.create(type='stock',
name='NVDA',
code='NVDA',
description='NVIDIA Corporation')
request.addfinalizer(partial(teardown, db=db, record=asset))
return asset
def import_miraeasset_foreign_records(
fin: io.TextIOWrapper,
account: Account,
):
provider = Miraeasset()
asset_krw = Asset.get_by_symbol('KRW')
for r in provider.parse_foreign_transactions(fin):
assert r.currency != 'KRW'
# FIXME: Handle a case where asset cannot be found
target_asset = Asset.get_by_symbol(r.currency)
if r.category == '해외주매수':
asset_stock = Asset.get_by_isin(r.code)
make_double_record_transaction(
r.synthesized_created_at,
account,
target_asset, -r.amount,
asset_stock, r.quantity)
elif r.category == '해외주매도':
asset_stock = Asset.get_by_isin(r.code)
make_double_record_transaction(
r.synthesized_created_at,
account,
asset_stock, -r.quantity,
target_asset, r.amount)
elif r.category == '해외주배당금':
make_single_record_transaction(
r.synthesized_created_at,
account, target_asset, r.amount)
elif r.category == '환전매수':
local_amount = int(r.raw_columns[6]) # amount in KRW
make_double_record_transaction(
r.synthesized_created_at,
account,
asset_krw, -local_amount,
target_asset, r.amount)
elif r.category == '환전매도':
raise NotImplementedError
elif r.category == '외화인지세':
make_single_record_transaction(
r.synthesized_created_at,
account, target_asset, -r.amount)
else:
raise ValueError('Unknown record category: {0}'.format(r.category))
def insert_asset(row, data=None):
"""Parses a comma separated values to fill in an Asset object.
(type, name, description)
:param row: comma separated values
"""
from finance.models import Asset
type, name, description = [x.strip() for x in row.split(',')]
return Asset.create(
type=type, name=name, description=description, data=data)
def fetch_asset_values(code, start_time, end_time):
try:
asset = Asset.get_by_symbol(code)
except AssetNotFoundException:
log.info('Asset {0} does not exist. Creating an Asset record...', code)
asset = Asset.create(name=code, code=code, type=AssetType.stock)
rows = fetch_stock_values(code, start_time, end_time, Granularity.min)
for date, open_, high, low, close_, volume, source in rows:
insert_asset_value(asset, date, Granularity.min, open_, high, low,
close_, volume, source)
try:
db.session.commit()
except (IntegrityError, InvalidRequestError):
log.exception('Something went wrong')
db.session.rollback()
else:
log.info('Asset values for {0} have been imported', code)
def insert_asset(row, data=None):
"""Parses a comma separated values to fill in an Asset object.
(type, name, description)
:param row: comma separated values
"""
from finance.models import Asset
type, name, description = [x.strip() for x in row.split(',')]
return Asset.create(type=type,
name=name,
description=description,
data=data)
def import_stock_values(fin: io.TextIOWrapper, code: str, base_asset=None):
"""Import stock values."""
asset = Asset.get_by_symbol(code)
reader = csv.reader(
fin, delimiter=',', quotechar='"', skipinitialspace=True)
for date, open_, high, low, close_, volume, source in reader:
try:
yield AssetValue.create(
evaluated_at=date, granularity=Granularity.day, asset=asset,
base_asset=base_asset, open=open_, high=high, low=low,
close=close_, volume=volume, source=source)
except IntegrityError:
log.warn('AssetValue for {0} on {1} already exist', code, date)
db.session.rollback()
def test_import_miraeasset_foreign_records(
asset_usd, asset_krw, account_stock, stock_asset_spy, stock_asset_amzn,
stock_asset_nvda, stock_asset_amd, stock_asset_sbux
):
with open('tests/samples/miraeasset_foreign.csv') as fin:
import_miraeasset_foreign_records(fin, account_stock)
balance = account_stock.balance()
balance_sheet = [
('USD', -483.39),
('AMD', 22),
('SPY', 5),
('SBUX', 2),
('AMZN', 3),
('NVDA', 13),
]
for symbol, amount in balance_sheet:
asset = Asset.get_by_symbol(symbol)
assert balance[asset] == Decimal(str(amount))
def test_import_miraeasset_foreign_records(asset_usd, asset_krw, account_stock,
stock_asset_spy, stock_asset_amzn,
stock_asset_nvda, stock_asset_amd,
stock_asset_sbux):
with open('tests/samples/miraeasset_foreign.csv') as fin:
import_miraeasset_foreign_records(fin, account_stock)
balance = account_stock.balance()
balance_sheet = [
('USD', -483.39),
('AMD', 22),
('SPY', 5),
('SBUX', 2),
('AMZN', 3),
('NVDA', 13),
]
for symbol, amount in balance_sheet:
asset = Asset.get_by_symbol(symbol)
assert balance[asset] == Decimal(str(amount))
def import_8percent_data(parsed_data, account_checking, account_8p, asset_krw):
from finance.models import Asset, AssetValue, Record, Transaction
assert account_checking
assert account_8p
assert asset_krw
asset_8p = Asset.create(name=parsed_data['name'])
remaining_value = parsed_data['amount']
started_at = parsed_data['started_at']
with Transaction.create() as t:
Record.create(created_at=started_at,
transaction=t,
account=account_checking,
asset=asset_krw,
quantity=-remaining_value)
Record.create(created_at=started_at,
transaction=t,
account=account_8p,
asset=asset_8p,
quantity=1)
AssetValue.create(evaluated_at=started_at,
asset=asset_8p,
target_asset=asset_krw,
granularity='1day',
close=remaining_value)
for record in parsed_data['records']:
date, principle, interest, tax, fees = record
returned = principle + interest - (tax + fees)
remaining_value -= principle
with Transaction.create() as t:
Record.create(created_at=date,
transaction=t,
account=account_checking,
asset=asset_krw,
quantity=returned)
AssetValue.create(evaluated_at=date,
asset=asset_8p,
target_asset=asset_krw,
granularity='1day',
close=remaining_value)
def insert_stock_assets():
"""NOTE: This is a temporary workaround. All stock informaion shall be
fetched automatically on the fly.
"""
rows = [
('036570.KS', 'NCsoft Corporation'),
('145210.KS', 'SAEHWA IMC'),
('069080.KQ', 'Webzen'),
('053800.KQ', 'Ahnlab Inc.'),
('017670.KS', 'SK Telecom Co. Ltd.'),
('005380.KS', 'Hyundai Motor Company'),
('056080.KQ', 'Yujin Robot Co., Ltd.'),
('069500.KS', 'KODEX 200'),
('009830.KS', '한화케미칼'),
]
for code, description in rows:
log.info('Inserting {} ({})...', code, description)
yield Asset.create(type='stock', code=code, description=description,
ignore_if_exists=True)
def insert_stock_assets():
"""NOTE: This is a temporary workaround. All stock informaion shall be
fetched automatically on the fly.
"""
rows = [
('036570.KS', 'NCsoft Corporation'),
('145210.KS', 'SAEHWA IMC'),
('069080.KQ', 'Webzen'),
('053800.KQ', 'Ahnlab Inc.'),
('017670.KS', 'SK Telecom Co. Ltd.'),
('005380.KS', 'Hyundai Motor Company'),
('056080.KQ', 'Yujin Robot Co., Ltd.'),
('069500.KS', 'KODEX 200'),
('009830.KS', '한화케미칼'),
]
for code, description in rows:
log.info('Inserting {} ({})...', code, description)
yield Asset.create(type='stock', code=code, description=description,
ignore_if_exists=True)
def insert_stock_trading_record(data: dict, stock_account: object):
"""Inserts a stock trading (i.e., buying or selling stocks) records."""
from finance.models import Asset, deposit
if data["category1"].startswith("장내"):
code_suffix = ".KS"
elif data["category1"].startswith("코스닥"):
code_suffix = ".KQ"
else:
code_suffix = ""
raise ValueError(
"code_suffix could not be determined with the category '{}'"
"".format(data["category1"]))
code = data["code"] + code_suffix
asset = Asset.get_by_symbol(code)
if asset is None:
raise ValueError(
"Asset object could not be retrived with code '{}'".format(code))
return deposit(stock_account, asset, data["quantity"], data["date"])
def insert_stock_assets():
"""NOTE: This is a temporary workaround. All stock informaion shall be
fetched automatically on the fly.
"""
rows = [
("036570.KS", "NCsoft Corporation"),
("145210.KS", "SAEHWA IMC"),
("069080.KQ", "Webzen"),
("053800.KQ", "Ahnlab Inc."),
("017670.KS", "SK Telecom Co. Ltd."),
("005380.KS", "Hyundai Motor Company"),
("056080.KQ", "Yujin Robot Co., Ltd."),
("069500.KS", "KODEX 200"),
("009830.KS", "한화케미칼"),
]
for code, description in rows:
log.info("Inserting {} ({})...", code, description)
yield Asset.create(type="stock",
code=code,
description=description,
ignore_if_exists=True)
def import_stock_values(fin: io.TextIOWrapper, code: str, base_asset=None):
"""Import stock values."""
asset = Asset.get_by_symbol(code)
reader = csv.reader(fin,
delimiter=',',
quotechar='"',
skipinitialspace=True)
for date, open_, high, low, close_, volume, source in reader:
try:
yield AssetValue.create(evaluated_at=date,
granularity=Granularity.day,
asset=asset,
base_asset=base_asset,
open=open_,
high=high,
low=low,
close=close_,
volume=volume,
source=source)
except IntegrityError:
log.warn('AssetValue for {0} on {1} already exist', code, date)
db.session.rollback()
def test_insert_stock_record(db, account_stock, account_checking):
data = {
"date": parse_date("2016-06-30"),
"sequence": 1,
"category1": "장내매수",
"category2": "매수",
"code": "005380",
"name": "현대차",
"unit_price": 136000,
"quantity": 10,
"subtotal": 1360000,
"interest": 0,
"fees": 200,
"late_fees": 0,
"channel": "",
"final_amount": 1670200,
}
asset = Asset.create(type="stock", code="005380.KS", description="현대차")
record = insert_stock_record(data, account_stock, account_checking)
# TODO: Automate this process
db.session.delete(record)
db.session.delete(asset)
db.session.commit()
def test_insert_stock_record(db, account_stock, account_checking):
data = {
'date': parse_date('2016-06-30'),
'sequence': 1,
'category1': '장내매수',
'category2': '매수',
'code': '005380',
'name': '현대차',
'unit_price': 136000,
'quantity': 10,
'subtotal': 1360000,
'interest': 0,
'fees': 200,
'late_fees': 0,
'channel': '',
'final_amount': 1670200,
}
asset = Asset.create(type='stock', code='005380.KS', description='현대차')
record = insert_stock_record(data, account_stock, account_checking)
# TODO: Automate this process
db.session.delete(record)
db.session.delete(asset)
db.session.commit()
def asset_krw(request, db):
asset = Asset.create(
type='currency', name='KRW', description='Korean Won')
request.addfinalizer(partial(teardown, db=db, record=asset))
return asset
def asset_hf1(request, db):
asset = Asset.create(
type='bond', name='포트폴리오 투자상품 1호')
request.addfinalizer(partial(teardown, db=db, record=asset))
return asset
def create_asset(type_: AssetType, code: str, description: str):
return Asset.create(
type=type_, code=code, description=description, ignore_if_exists=True)
def test_get_asset_by_symbol(stock_asset_ncsoft):
asset = Asset.get_by_symbol('036570.KS')
assert asset.description == 'NCsoft Corporation'
def test_get_asset_by_isin(stock_asset_nvda):
asset = Asset.get_by_isin('US67066G1040')
assert asset.code == 'NVDA'
def test_get_asset_by_isin_non_existing(stock_asset_nvda):
with pytest.raises(AssetNotFoundException):
Asset.get_by_isin('non-exisiting')
def test_get_asset_by_isin_non_existing(stock_asset_nvda):
with pytest.raises(AssetNotFoundException):
Asset.get_by_isin('non-exisiting')
def test_get_asset_by_isin(stock_asset_nvda):
asset = Asset.get_by_isin('US67066G1040')
assert asset.code == 'NVDA'
def test_get_asset_by_symbol_non_existing(asset_sp500):
with pytest.raises(AssetNotFoundException):
Asset.get_by_symbol('non-exisiting')
def test_get_asset_by_symbol(stock_asset_ncsoft):
asset = Asset.get_by_symbol('036570.KS')
assert asset.description == 'NCsoft Corporation'
def asset_sp500(request, db):
asset = Asset.create(
type='security', name='S&P 500', description='')
request.addfinalizer(partial(teardown, db=db, record=asset))
return asset
def asset_usd(request, db):
asset = Asset.create(type='currency',
name='USD',
description='United States Dollar')
request.addfinalizer(partial(teardown, db=db, record=asset))
return asset
def test_get_asset_by_symbol_non_existing(asset_sp500):
with pytest.raises(AssetNotFoundException):
Asset.get_by_symbol('non-exisiting')
def create_asset(type_: AssetType, code: str, description: str):
return Asset.create(type=type_,
code=code,
description=description,
ignore_if_exists=True)
def test_get_asset_by_isin(stock_asset_nvda):
asset = Asset.get_by_isin("US67066G1040")
assert asset.code == "NVDA"
