def test_parse_recon_text(self):
test_recon_text = """D0-POS
AAPL 100
GOOG 200
SP500 175.75
Cash 1000
D1-TRN
AAPL SELL 100 30000
GOOG BUY 10 10000
Cash DEPOSIT 0 1000
Cash FEE 0 50
GOOG DIVIDEND 0 50
TD BUY 100 10000
D1-POS
GOOG 220
SP500 175.75
Cash 20000
MSFT 10"""
positions, transactions = recon.parse_portfolio_text(test_recon_text)
self.assertEqual(2, len(positions))
self.assertEqual(1, len(transactions))
test_prtf = Portfolio.from_positions(positions[0])
self.assertDictEqual({
'AAPL': 100,
'GOOG': 200,
'SP500': 175.75
}, test_prtf.positions)
self.assertEqual(1000, test_prtf.cash)
def reconcile(initial_positions_day=0,
compare_to_day=1,
in_file='./data/recon.in',
out_file='./data/recon.out'):
'''
Main entry point for positional reconciliation.
Parses command line arguments for which days to compare. Transactions will be
accounted for all days between the dates being compared
Writes diff to outfile in format specified
'''
log.debug('Reading file {}'.format(in_file))
with open(in_file, 'r') as f:
text = f.read()
positions, transactions = parse_portfolio_text(text)
log.debug('Parsed positions and transactions text')
initial_portfolio = Portfolio.from_positions(
positions[initial_positions_day])
log.debug('Initial portfolio: {}'.format(initial_portfolio))
latest_prtf_state = Portfolio.from_positions(positions[compare_to_day])
log.debug('Compare to portfolio: {}'.format(latest_prtf_state))
for day_idx in range(initial_positions_day, compare_to_day + 1):
if day_idx in transactions:
for trn in transactions[day_idx]:
initial_portfolio.process_transaction(trn)
log.debug('Portfolio after processing transactions: {}'.format(
initial_portfolio))
prtf_diff = initial_portfolio.reconcile(latest_prtf_state)
log.debug('Reconciliation diff: {}'.format(prtf_diff))
with open(out_file, 'w') as f:
for ticker, diff in prtf_diff.items():
f.write('{} {}\n'.format(ticker, diff))
log.debug('Wrote outfile {}'.format(args.out_file))
