def compute_returns_table(pricer: returnslib.Pricer, target_currency: Currency,
account_data: List[AccountData],
intervals: List[Interval]):
"""Compute a table of sequential returns."""
header = ["Return"]
rows = [["Total"], ["Ex-div"], ["Div"]]
for intname, date1, date2 in intervals:
header.append(intname)
cash_flows = returnslib.truncate_and_merge_cash_flows(
pricer, account_data, date1, date2)
returns = returnslib.compute_returns(cash_flows, pricer,
target_currency, date2)
rows[0].append(returns.total)
rows[1].append(returns.exdiv)
rows[2].append(returns.div)
return Table(header, rows)
def write_returns_html(
dirname: str,
pricer: returnslib.Pricer,
account_data: List[AccountData],
title: str,
end_date: Date,
target_currency: Optional[Currency] = None) -> subprocess.Popen:
"""Write out returns report to a directory with files in it."""
logging.info("Writing returns dir for %s: %s", title, dirname)
os.makedirs(dirname, exist_ok=True)
with open(path.join(dirname, "index.html"), "w") as indexfile:
fprint = partial(print, file=indexfile)
fprint(RETURNS_TEMPLATE_PRE.format(style=STYLE, title=title))
if not target_currency:
cost_currencies = set(r.cost_currency for r in account_data)
target_currency = cost_currencies.pop()
assert not cost_currencies, (
"Incompatible cost currencies {} for accounts {}".format(
cost_currencies,
",".join([r.account for r in account_data])))
# TOOD(blais): Prices should be plot separately, by currency.
# fprint("<h2>Prices</h2>")
# pairs = set((r.currency, r.cost_currency) for r in account_data)
# plots = plot_prices(dirname, pricer.price_map, pairs)
# for _, filename in sorted(plots.items()):
# fprint('<img src={} style="width: 100%"/>'.format(filename))
fprint("<h2>Cash Flows</h2>")
cash_flows = returnslib.truncate_and_merge_cash_flows(
pricer, account_data, None, end_date)
returns = returnslib.compute_returns(cash_flows, pricer,
target_currency, end_date)
transactions = data.sorted(
[txn for ad in account_data for txn in ad.transactions])
# Note: This is where the vast majority of the time is spent.
plots = plot_flows(dirname, pricer.price_map, cash_flows, transactions,
returns.total)
fprint('<img src={} style="width: 100%"/>'.format(plots["flows"]))
fprint('<img src={} style="width: 100%"/>'.format(plots["cumvalue"]))
fprint("<h2>Returns</h2>")
fprint(
render_table(Table(["Total", "Ex-Div", "Div"],
[[returns.total, returns.exdiv, returns.div]]),
floatfmt="{:.2%}"))
# Compute table of returns over intervals.
table = compute_returns_table(pricer, target_currency, account_data,
get_calendar_intervals(TODAY))
fprint("<p>", render_table(table, floatfmt="{:.1%}", classes=["full"]),
"</p>")
table = compute_returns_table(pricer, target_currency, account_data,
get_cumulative_intervals(TODAY))
fprint("<p>", render_table(table, floatfmt="{:.1%}", classes=["full"]),
"</p>")
fprint('<h2 class="new-page">Accounts</h2>')
fprint("<p>Cost Currency: {}</p>".format(target_currency))
accounts_df = get_accounts_table(account_data)
fprint(accounts_df.to_html())
fprint('<h2 class="new-page">Cash Flows</h2>')
df = investments.cash_flows_to_table(cash_flows)
fprint(df.to_html())
fprint(RETURNS_TEMPLATE_POST)
return indexfile.name