def test_shortSaleAndCover(self) -> None:
ts = self.activityByDate[date(2018, 1, 2)]
self.assertEqual(len(ts), 2)
self.assertEqual(
ts[0],
Trade(
date=ts[0].date,
instrument=Stock("HD", Currency.USD),
quantity=Decimal("-6"),
amount=Cash(currency=Currency.USD, quantity=Decimal("1017.3")),
fees=Cash(currency=Currency.USD, quantity=Decimal("4.96")),
flags=TradeFlags.OPEN,
),
)
self.assertEqual(
ts[1],
Trade(
date=ts[1].date,
instrument=Stock("HD", Currency.USD),
quantity=Decimal("6"),
amount=Cash(currency=Currency.USD,
quantity=Decimal("-1033.12")),
fees=Cash(currency=Currency.USD, quantity=Decimal("4.95")),
flags=TradeFlags.CLOSE,
),
)
def test_reinvestShares(self) -> None:
ts = self.activityByDate[date(2017, 11, 9)]
self.assertEqual(
ts[3],
Trade(
date=ts[3].date,
instrument=Stock("ROBO", Currency.USD),
quantity=Decimal("0.234"),
amount=Cash(currency=Currency.USD, quantity=Decimal("-6.78")),
fees=Cash(currency=Currency.USD, quantity=Decimal("0.00")),
flags=TradeFlags.OPEN | TradeFlags.DRIP,
),
)
def test_securityTransferSale(self) -> None:
ts = self.activityByDate[date(2018, 1, 4)]
self.assertEqual(len(ts), 1)
self.assertEqual(
ts[0],
Trade(
date=ts[0].date,
instrument=Stock("MSFT", Currency.USD),
quantity=Decimal("-10"),
amount=Cash(currency=Currency.USD, quantity=Decimal("920.78")),
fees=Cash(currency=Currency.USD, quantity=Decimal("13.65")),
flags=TradeFlags.CLOSE,
),
)
def test_reinvestShares(self) -> None:
ts = self.activityByDate[date(2017, 3, 29)]
self.assertEqual(len(ts), 1)
self.assertEqual(
ts[0],
Trade(
date=ts[0].date,
instrument=Stock("VOO", Currency.USD),
quantity=Decimal("0.1062"),
amount=Cash(currency=Currency.USD, quantity=Decimal("-22.95")),
fees=Cash(currency=Currency.USD, quantity=Decimal(0)),
flags=TradeFlags.OPEN | TradeFlags.DRIP,
),
)
def test_redeemBond(self) -> None:
ts = self.activityByDate[date(2018, 6, 2)]
self.assertEqual(len(ts), 1)
self.assertEqual(
ts[0],
Trade(
date=ts[0].date,
instrument=Bond(symbol="912586AC5", currency=Currency.USD),
quantity=Decimal("-10000"),
amount=Cash(currency=Currency.USD, quantity=Decimal("10000")),
fees=Cash(currency=Currency.USD, quantity=Decimal(0)),
flags=TradeFlags.CLOSE | TradeFlags.EXPIRED,
),
)
def test_reinvestShares(self) -> None:
ts = self.activityByDate[date(2017, 2, 4)]
self.assertEqual(len(ts), 4)
self.assertEqual(
ts[0],
CashPayment(
date=ts[0].date,
instrument=Stock("VWO", Currency.USD),
proceeds=helpers.cashUSD(Decimal("29.35")),
),
)
self.assertEqual(
ts[1],
Trade(
date=ts[1].date,
instrument=Stock("VWO", Currency.USD),
quantity=Decimal("0.123"),
amount=Cash(currency=Currency.USD, quantity=Decimal("-20.15")),
fees=Cash(currency=Currency.USD, quantity=Decimal("0.00")),
flags=TradeFlags.OPEN | TradeFlags.DRIP,
),
)
self.assertEqual(
ts[3],
Trade(
date=ts[3].date,
instrument=Stock("VOO", Currency.USD),
quantity=Decimal("0.321"),
amount=Cash(currency=Currency.USD, quantity=Decimal("-17.48")),
fees=Cash(currency=Currency.USD, quantity=Decimal("0.00")),
flags=TradeFlags.OPEN | TradeFlags.DRIP,
),
)
def test_buyBond(self) -> None:
ts = self.activityByDate[date(2018, 3, 25)]
self.assertEqual(len(ts), 1)
self.assertEqual(
ts[0],
Trade(
date=ts[0].date,
instrument=Bond(symbol="912586AC5", currency=Currency.USD),
quantity=Decimal("10000"),
amount=Cash(currency=Currency.USD,
quantity=Decimal("-9956.80")),
fees=Cash(currency=Currency.USD, quantity=Decimal(0)),
flags=TradeFlags.OPEN,
),
)
def test_buySecurity(self) -> None:
ts = self.activityByDate[date(2016, 4, 20)]
self.assertEqual(len(ts), 1)
self.assertEqual(
ts[0],
Trade(
date=ts[0].date,
instrument=Stock("VTI", Currency.USD),
quantity=Decimal("12"),
amount=Cash(currency=Currency.USD,
quantity=Decimal("-3456.78")),
fees=Cash(currency=Currency.USD, quantity=Decimal("0.00")),
flags=TradeFlags.OPEN,
),
)
def test_buySecurity(self) -> None:
ts = self.activityByDate[date(2017, 9, 23)]
self.assertEqual(len(ts), 1)
self.assertEqual(
ts[0],
Trade(
date=ts[0].date,
instrument=Stock("USFD", Currency.USD),
quantity=Decimal("178"),
amount=Cash(currency=Currency.USD,
quantity=Decimal("-5427.15")),
fees=Cash(currency=Currency.USD, quantity=Decimal("4.95")),
flags=TradeFlags.OPEN,
),
)
def test_buyStock(self) -> None:
ts = self.activityByDate[date(2017, 2, 22)]
self.assertEqual(len(ts), 1)
self.assertEqual(
ts[0],
Trade(
date=ts[0].date,
instrument=Stock("VOO", Currency.USD),
quantity=Decimal("23"),
amount=Cash(currency=Currency.USD,
quantity=Decimal("-4981.11")),
fees=Cash(currency=Currency.USD, quantity=Decimal("6.95")),
flags=TradeFlags.OPEN,
),
)
def test_sellSecurity(self) -> None:
ts = self.activityByDate[date(2016, 10, 13)]
self.assertEqual(len(ts), 1)
self.assertEqual(
ts[0],
Trade(
date=ts[0].date,
instrument=Stock("VWO", Currency.USD),
quantity=Decimal("-4"),
amount=Cash(currency=Currency.USD,
quantity=Decimal("1234.56")),
fees=Cash(currency=Currency.USD, quantity=Decimal("0.00")),
flags=TradeFlags.CLOSE,
),
)
def test_securityOutgoingTransfer(self) -> None:
ts = self.activityByDate[date(2017, 9, 12)]
self.assertEqual(len(ts), 1)
self.assertEqual(
ts[0],
Trade(
date=ts[0].date,
instrument=Bond(
"U S TREASURY BILL CPN 0.00000 % 2017-04-10 DTD 2017-08-14",
Currency.USD,
validateSymbol=False,
),
quantity=Decimal("-10000"),
amount=Cash(currency=Currency.USD, quantity=Decimal("0.00")),
fees=Cash(currency=Currency.USD, quantity=Decimal("0.00")),
flags=TradeFlags.CLOSE,
),
)
def test_sellToCloseOption(self) -> None:
ts = self.activityByDate[date(2017, 11, 9)]
self.assertEqual(
ts[4],
Trade(
date=ts[4].date,
instrument=Option(
underlying="SPY",
currency=Currency.USD,
optionType=OptionType.CALL,
expiration=date(2018, 1, 25),
strike=Decimal("260"),
),
quantity=Decimal("-4"),
amount=Cash(currency=Currency.USD, quantity=Decimal("94.04")),
fees=Cash(currency=Currency.USD, quantity=Decimal("5.03")),
flags=TradeFlags.CLOSE,
),
)
def test_redeemTBill(self) -> None:
ts = self.activityByDate[date(2017, 9, 23)]
self.assertEqual(len(ts), 2)
self.assertEqual(
ts[0],
Trade(
date=ts[0].date,
instrument=Bond(
"U S TREASURY BILL CPN 0.00000 % MTD 2017-03-10 DTD 2017-09-10",
Currency.USD,
validateSymbol=False,
),
quantity=Decimal("-10000"),
amount=Cash(currency=Currency.USD,
quantity=Decimal("9987.65")),
fees=Cash(currency=Currency.USD, quantity=Decimal("0.00")),
flags=TradeFlags.CLOSE,
),
)
def test_sellToCloseOption(self) -> None:
ts = self.activityByDate[date(2018, 11, 9)]
self.assertEqual(len(ts), 1)
self.assertEqual(
ts[0],
Trade(
date=ts[0].date,
instrument=Option(
underlying="INTC",
currency=Currency.USD,
optionType=OptionType.PUT,
expiration=date(2018, 12, 7),
strike=Decimal("48.50"),
),
quantity=Decimal("-1"),
amount=Cash(currency=Currency.USD, quantity=Decimal("140")),
fees=Cash(currency=Currency.USD, quantity=Decimal("5.60")),
flags=TradeFlags.CLOSE,
),
)
def test_assignedOption(self) -> None:
ts = self.activityByDate[date(2018, 2, 4)]
self.assertEqual(len(ts), 4)
self.assertEqual(
ts[3],
Trade(
date=ts[3].date,
instrument=Option(
underlying="QQQ",
currency=Currency.USD,
optionType=OptionType.CALL,
expiration=date(2018, 2, 1),
strike=Decimal("130"),
),
quantity=Decimal("1"),
amount=Cash(currency=Currency.USD, quantity=Decimal(0)),
fees=Cash(currency=Currency.USD, quantity=Decimal(0)),
flags=TradeFlags.CLOSE | TradeFlags.ASSIGNED_OR_EXERCISED,
),
)
def test_expiredShortOption(self) -> None:
ts = self.activityByDate[date(2018, 12, 3)]
self.assertEqual(len(ts), 1)
self.assertEqual(
ts[0],
Trade(
date=ts[0].date,
instrument=Option(
underlying="CSCO",
currency=Currency.USD,
optionType=OptionType.PUT,
expiration=date(2018, 11, 30),
strike=Decimal("44.50"),
),
quantity=Decimal("1"),
amount=Cash(currency=Currency.USD, quantity=Decimal(0)),
fees=Cash(currency=Currency.USD, quantity=Decimal(0)),
flags=TradeFlags.CLOSE | TradeFlags.EXPIRED,
),
)
def test_sellToOpenOption(self) -> None:
ts = self.activityByDate[date(2018, 12, 12)]
self.assertEqual(len(ts), 2)
self.assertEqual(
ts[1],
Trade(
date=ts[1].date,
instrument=Option(
underlying="MAR",
currency=Currency.USD,
optionType=OptionType.CALL,
expiration=date(2018, 12, 28),
strike=Decimal("112"),
),
quantity=Decimal("-1"),
amount=Cash(currency=Currency.USD, quantity=Decimal("190")),
fees=Cash(currency=Currency.USD, quantity=Decimal("5.60")),
flags=TradeFlags.OPEN,
),
)
def test_buyToOpenOption(self) -> None:
ts = self.activityByDate[date(2017, 8, 26)]
self.assertEqual(len(ts), 1)
self.assertEqual(
ts[0],
Trade(
date=ts[0].date,
instrument=Option(
underlying="SPY",
currency=Currency.USD,
optionType=OptionType.PUT,
expiration=date(2018, 3, 22),
strike=Decimal("198"),
),
quantity=Decimal("32"),
amount=Cash(currency=Currency.USD,
quantity=Decimal("-3185.67")),
fees=Cash(currency=Currency.USD, quantity=Decimal("25.31")),
flags=TradeFlags.OPEN,
),
)
def _forceParseSchwabTransaction(t: _SchwabTransaction, flags: TradeFlags) -> Trade:
quantity = Decimal(t.quantity)
if re.match(r"^Sell", t.action):
quantity = -quantity
fees = Decimal(0)
if t.fees:
fees = _schwabDecimal(t.fees)
amount = Decimal(0)
if t.amount:
# Schwab automatically deducts the fees, but we need to add them back in for consistency with other brokers
# (where the denominating currency of these two things may differ)
amount = _schwabDecimal(t.amount) + fees
return Trade(
date=_parseSchwabTransactionDate(t.date),
instrument=_guessInstrumentFromSymbol(t.symbol),
quantity=quantity,
amount=Cash(currency=Currency.USD, quantity=amount),
fees=Cash(currency=Currency.USD, quantity=fees),
flags=flags,
)
def _forceParseVanguardTransaction(t: _VanguardTransaction,
flags: TradeFlags) -> Optional[Trade]:
instrument: Instrument
if len(t.symbol) > 0:
instrument = Stock(t.symbol, currency=Currency.USD)
else:
instrument = _guessInstrumentForInvestmentName(t.investmentName)
totalFees = Decimal(t.commissionFees)
amount = Decimal(t.principalAmount)
if t.transactionDescription == "Redemption":
shares = Decimal(t.shares) * (-1)
else:
shares = Decimal(t.shares)
return Trade(
date=_parseVanguardTransactionDate(t.tradeDate),
instrument=instrument,
quantity=shares,
amount=Cash(currency=Currency.USD, quantity=amount),
fees=Cash(currency=Currency.USD, quantity=totalFees),
flags=flags,
)
def _forceParseFidelityTransaction(t: _FidelityTransaction,
flags: TradeFlags) -> Trade:
quantity = Decimal(t.quantity)
totalFees = Decimal(0)
# Fidelity's total fees include commision and fees
if t.commission:
totalFees += Decimal(t.commission)
if t.fees:
totalFees += Decimal(t.fees)
amount = Decimal(0)
if t.amount:
amount = Decimal(t.amount) + totalFees
currency = Currency[t.currency]
return Trade(
date=_parseFidelityTransactionDate(t.date),
instrument=_guessInstrumentFromSymbol(t.symbol, currency),
quantity=quantity,
amount=Cash(currency=currency, quantity=amount),
fees=Cash(currency=currency, quantity=totalFees),
flags=flags,
)
def _parseSchwabTransaction(
t: _SchwabTransaction, otherTransactionsThisDate: Iterable[_SchwabTransaction]
) -> Optional[Activity]:
dividendActions = {"Cash Dividend", "Reinvest Dividend", "Non-Qualified Div"}
if t.action in dividendActions:
return CashPayment(
date=_parseSchwabTransactionDate(t.date),
instrument=Stock(t.symbol, currency=Currency.USD),
proceeds=Cash(currency=Currency.USD, quantity=_schwabDecimal(t.amount)),
)
interestActions = {"Credit Interest", "Margin Interest"}
if t.action in interestActions:
return CashPayment(
date=_parseSchwabTransactionDate(t.date),
instrument=None,
proceeds=Cash(currency=Currency.USD, quantity=_schwabDecimal(t.amount)),
)
# Bond redemptions are split into two entries, for some reason.
if t.action == "Full Redemption Adj":
redemption = next(
(
r
for r in otherTransactionsThisDate
if r.symbol == t.symbol and r.action == "Full Redemption"
),
None,
)
if not redemption:
raise ValueError(
f'Expected to find "Full Redemption" action on same date as {t}'
)
quantity = Decimal(redemption.quantity)
amount = _schwabDecimal(t.amount)
return Trade(
date=_parseSchwabTransactionDate(t.date),
instrument=Bond(t.symbol, currency=Currency.USD),
quantity=quantity,
amount=Cash(currency=Currency.USD, quantity=amount),
fees=Cash(currency=Currency.USD, quantity=Decimal(0)),
# TODO: Do we want a new TradeFlag?
flags=TradeFlags.CLOSE | TradeFlags.EXPIRED,
)
if t.action == "Full Redemption":
adj = next(
(
r
for r in otherTransactionsThisDate
if r.symbol == t.symbol and r.action == "Full Redemption Adj"
),
None,
)
if not adj:
raise ValueError(
f'Expected to find "Full Redemption Adj" action on same date as {t}'
)
# Will process on the adjustment entry
return None
ignoredActions = {
"Wire Funds",
"Wire Funds Received",
"MoneyLink Transfer",
"MoneyLink Deposit",
"Long Term Cap Gain Reinvest",
"ATM Withdrawal",
"Schwab ATM Rebate",
"Service Fee",
"Journal",
"Misc Cash Entry",
"Security Transfer",
}
if t.action in ignoredActions:
return None
flagsByAction = {
"Buy": TradeFlags.OPEN,
"Sell Short": TradeFlags.OPEN,
"Buy to Open": TradeFlags.OPEN,
"Sell to Open": TradeFlags.OPEN,
"Reinvest Shares": TradeFlags.OPEN | TradeFlags.DRIP,
"Sell": TradeFlags.CLOSE,
"Buy to Close": TradeFlags.CLOSE,
"Sell to Close": TradeFlags.CLOSE,
"Assigned": TradeFlags.CLOSE | TradeFlags.ASSIGNED_OR_EXERCISED,
"Exchange or Exercise": TradeFlags.CLOSE | TradeFlags.ASSIGNED_OR_EXERCISED,
"Expired": TradeFlags.CLOSE | TradeFlags.EXPIRED,
}
if not t.action in flagsByAction:
raise ValueError(f'Unexpected Schwab action "{t.action}" in transaction {t}')
return _forceParseSchwabTransaction(t, flags=flagsByAction[t.action])
def _parseTradeConfirm(trade: _IBTradeConfirm) -> Trade:
try:
instrument = _parseInstrument(trade)
flagsByCode = {
# Codes referenced from:
# https://www.interactivebrokers.com/en/software/reportguide/reportguide.htm#reportguide/codestradeconfirm.htm
"A": TradeFlags.ASSIGNED_OR_EXERCISED, # Assignment
"C": TradeFlags.CLOSE, # Closing Trade
"Ep": TradeFlags.EXPIRED, # Resulted from an Expired Position
"Ex": TradeFlags.ASSIGNED_OR_EXERCISED, # Exercise
"L": TradeFlags.
LIQUIDATED, # Ordered by IB (Margin Violation, Forced Futures Sell)
"O": TradeFlags.OPEN, # Opening Trade
"R": TradeFlags.DRIP, # Dividend Reinvestment
"T": TradeFlags.OPEN, # Transfer
# Ignored
"D": TradeFlags.NONE, # IB acted as Dual Agent
"P": TradeFlags.NONE, # Partial Execution
# Currently Unsupported
# 'B': TradeFlags.NONE, # Automatic Buy-in
# 'Ca': TradeFlags.NONE, # Cancelled
# 'Co': TradeFlags.NONE, # Corrected Trade
# 'G': TradeFlags.NONE, # Trade in Guaranteed Account Segment
# 'M': TradeFlags.NONE, # Entered manually by IB
# 'Si': TradeFlags.NONE, # Solicited Trade (This order was solicited by Interactive Brokers).
}
codes = trade.code.split(";")
flags = TradeFlags.NONE
for c in codes:
if c == "":
continue
if c not in flagsByCode:
raise ValueError(f"Unrecognized code {c} in trade: {trade}")
flags |= flagsByCode[c]
# Codes are not always populated with open/close, not sure why
if flags & (TradeFlags.OPEN | TradeFlags.CLOSE) == TradeFlags.NONE:
if trade.buySell == "BUY":
flags |= TradeFlags.OPEN
else:
flags |= TradeFlags.CLOSE
if trade.commissionCurrency not in Currency.__members__:
raise ValueError(f"Unrecognized currency in trade: {trade}")
# We could choose to account for accrued interest payments as part of
# the trade price or as a separate cash payment; the former seems
# marginally cleaner and more sensible for a trade log.
proceeds = Cash(
currency=Currency[trade.currency],
quantity=_parseFiniteDecimal(trade.proceeds) +
_parseFiniteDecimal(trade.accruedInt),
)
return Trade(
date=_parseIBDate(trade.tradeDate),
instrument=instrument,
quantity=_parseFiniteDecimal(trade.quantity),
amount=proceeds,
fees=Cash(
currency=Currency[trade.commissionCurrency],
quantity=-(_parseFiniteDecimal(trade.commission) +
_parseFiniteDecimal(trade.tax)),
),
flags=flags,
)
except InvalidOperation:
raise ValueError(
f"One of the numeric trade values is out of range: {trade}")