def balance_check(entries, options_map):
errors = []
tracking_accounts = set()
for entry in entries:
if isinstance(entry, Open):
if entry.meta.get('tracking', False):
tracking_accounts.add(entry.account)
asum = Inventory()
bsum = Inventory()
for entry in filter_txns(entries):
for posting in entry.postings:
if posting.account in tracking_accounts:
continue
components = posting.account.split(':')
if components[0] in ('Assets', 'Liabilities'):
asum.add_position(posting)
elif components[0] in ('Income', 'Expenses'):
bsum.add_position(posting)
csum = asum.reduce(convert.get_weight) + bsum.reduce(convert.get_weight)
if not csum.is_small(interpolate.infer_tolerances({}, options_map)):
errors.append(
BudgetBalanceError(
{
'filename': '<budget_balance_check>',
'lineno': 0
},
f"On-budget accounts and budget total do not match: {asum} vs {-bsum}",
None))
return entries, errors
def inventory_at_dates(transactions, dates, posting_predicate):
"""Generator that yields the aggregate inventory at the specified dates.
The inventory for a specified date includes all matching postings PRIOR to
it.
:param transactions: list of transactions, sorted by date.
:param dates: iterator of dates
:param posting_predicate: predicate with the Transaction and Posting to
decide whether to include the posting in the inventory.
"""
index = 0
length = len(transactions)
# inventory maps lot to amount
inventory = Inventory()
prev_date = None
for date in dates:
assert prev_date is None or date > prev_date
prev_date = date
while index < length and transactions[index].date < date:
entry = transactions[index]
index += 1
for posting in entry.postings:
if posting_predicate(posting):
inventory.add_position(posting)
yield inventory
def interval_totals(
self,
interval: Interval,
accounts: Union[str, Tuple[str]],
conversion: str,
):
"""Renders totals for account (or accounts) in the intervals.
Args:
interval: An interval.
accounts: A single account (str) or a tuple of accounts.
conversion: The conversion to use.
"""
price_map = self.ledger.price_map
for begin, end in pairwise(self.ledger.interval_ends(interval)):
inventory = Inventory()
entries = iter_entry_dates(self.ledger.entries, begin, end)
for entry in (e for e in entries if isinstance(e, Transaction)):
for posting in entry.postings:
if posting.account.startswith(accounts):
inventory.add_position(posting)
yield {
"date":
begin,
"balance":
cost_or_value(inventory, conversion, price_map, end - ONE_DAY),
"budgets":
self.ledger.budgets.calculate_children(accounts, begin, end),
}
def measure_balance_total(entries):
# For timing only.
with utils.log_time('balance_all', logging.info): # 89ms... okay.
balance = Inventory()
for entry in utils.filter_type(entries, data.Transaction):
for posting in entry.postings:
balance.add_position(posting.position)
def test_op_add(self):
inv1 = Inventory.from_string('17.00 USD')
orig_inv1 = Inventory.from_string('17.00 USD')
inv2 = Inventory.from_string('21.00 CAD')
inv3 = inv1 + inv2
self.assertEqual(Inventory.from_string('17.00 USD, 21.00 CAD'), inv3)
self.assertEqual(orig_inv1, inv1)
def test_update(self):
inv1 = Inventory.from_string('11 USD')
inv2 = Inventory.from_string('12 CAD')
inv_updated = inv1.add_inventory(inv2)
expect_updated = Inventory.from_string('11 USD, 12 CAD')
self.assertEqual(expect_updated, inv_updated)
self.assertEqual(expect_updated, inv1)
def inventory_at_dates(transactions, dates, posting_predicate):
"""Generator that yields the aggregate inventory at the specified dates.
The inventory for a date includes all matching postings PRIOR to it.
Args:
transactions: list of transactions, sorted by date.
dates: iterator of dates
posting_predicate: predicate with the Transaction and Posting to
decide whether to include the posting in the inventory.
"""
if not transactions:
return
iterator = iter(transactions)
txn = next(iterator)
inventory = Inventory()
for date in dates:
while txn.date < date:
for posting in txn.postings:
if posting_predicate(posting):
inventory.add_position(posting)
try:
txn = next(iterator)
except StopIteration:
break
yield inventory.get_positions()
def net_worth(self, interval):
"""Compute net worth.
Args:
interval: A string for the interval.
Returns:
A list of dicts for all ends of the given interval containing the
net worth (Assets + Liabilities) separately converted to all
operating currencies.
"""
transactions = (entry for entry in self.ledger.entries
if (isinstance(entry, Transaction)
and entry.flag != flags.FLAG_UNREALIZED))
types = (
self.ledger.options["name_assets"],
self.ledger.options["name_liabilities"],
)
txn = next(transactions, None)
inventory = Inventory()
for end_date_exclusive in self.ledger.interval_ends(interval):
end_date_inclusive = end_date_exclusive - datetime.timedelta(
days=1)
while txn and txn.date < end_date_exclusive:
for posting in txn.postings:
if posting.account.startswith(types):
inventory.add_position(posting)
txn = next(transactions, None)
yield {
"date": end_date_exclusive,
"balance": cost_or_value(inventory, end_date_inclusive),
}
def process_account_entries(entries: data.Entries, options_map: data.Options,
account: Account) -> AccountData:
"""Process a single account."""
logging.info("Processing account: %s", account)
# Extract the relevant transactions.
transactions = transactions_for_account(entries, account)
if not transactions:
logging.warning("No transactions for %s; skipping.", account)
return transactions, None, None
# Categorize the set of accounts encountered in the filtered transactions.
seen_accounts = {
posting.account
for entry in transactions for posting in entry.postings
}
atypes = options.get_account_types(options_map)
catmap = categorize_accounts(account, seen_accounts, atypes)
# Process each of the transactions, adding derived values as metadata.
cash_flows = []
balance = Inventory()
decorated_transactions = []
for entry in transactions:
# Update the total position in the asset we're interested in.
positions = []
for posting in entry.postings:
category = catmap[posting.account]
if category is Cat.ASSET:
balance.add_position(posting)
positions.append(posting)
# Compute the signature of the transaction.
entry = copy_and_normalize(entry)
signature = compute_transaction_signature(catmap, entry)
entry.meta["signature"] = signature
entry.meta["description"] = KNOWN_SIGNATURES[signature]
# Compute the cash flows associated with the transaction.
flows = produce_cash_flows(entry)
entry.meta['cash_flows'] = flows
cash_flows.extend(
flow._replace(balance=copy.deepcopy(balance)) for flow in flows)
decorated_transactions.append(entry)
currency = accountlib.leaf(account)
cost_currencies = set(cf.amount.currency for cf in cash_flows)
assert len(cost_currencies) == 1, str(cost_currencies)
cost_currency = cost_currencies.pop()
commodity_map = getters.get_commodity_directives(entries)
comm = commodity_map[currency]
return AccountData(account, currency, cost_currency, comm, cash_flows,
decorated_transactions, catmap)
def interval_totals(
self,
filtered: FilteredLedger,
interval: Interval,
accounts: str | tuple[str],
conversion: str,
invert: bool = False,
) -> Generator[DateAndBalanceWithBudget, None, None]:
"""Renders totals for account (or accounts) in the intervals.
Args:
interval: An interval.
accounts: A single account (str) or a tuple of accounts.
conversion: The conversion to use.
invert: invert all numbers.
"""
# pylint: disable=too-many-locals
price_map = self.ledger.price_map
for begin, end in pairwise(filtered.interval_ends(interval)):
inventory = Inventory()
entries = iter_entry_dates(filtered.entries, begin, end)
account_inventories = {}
for entry in (e for e in entries if isinstance(e, Transaction)):
for posting in entry.postings:
if posting.account.startswith(accounts):
if posting.account not in account_inventories:
account_inventories[posting.account] = Inventory()
account_inventories[posting.account].add_position(
posting)
inventory.add_position(posting)
balance = cost_or_value(inventory, conversion, price_map,
end - ONE_DAY)
account_balances = {}
for account, acct_value in account_inventories.items():
account_balances[account] = cost_or_value(
acct_value,
conversion,
price_map,
end - ONE_DAY,
)
budgets = {}
if isinstance(accounts, str):
budgets = self.ledger.budgets.calculate_children(
accounts, begin, end)
if invert:
# pylint: disable=invalid-unary-operand-type
balance = -balance
budgets = {k: -v for k, v in budgets.items()}
account_balances = {k: -v for k, v in account_balances.items()}
yield DateAndBalanceWithBudget(
begin,
balance,
account_balances,
budgets,
)
def test_currency_pairs(self):
inv = Inventory()
self.assertEqual(set(), inv.currency_pairs())
inv = I('40 USD {1.01 CAD}, 40 USD')
self.assertEqual(set([('USD', 'CAD'), ('USD', None)]), inv.currency_pairs())
inv = I('40 AAPL {1.01 USD}, 10 HOOL {2.02 USD}')
self.assertEqual(set([('AAPL', 'USD'), ('HOOL', 'USD')]), inv.currency_pairs())
def test_sum_inventories(self):
inv1 = Inventory()
inv1.add_amount(A('10 USD'))
inv2 = Inventory()
inv2.add_amount(A('20 CAD'))
inv2.add_amount(A('55 HOOL'))
_ = inv1 + inv2
def test_currencies(self):
inv = Inventory()
self.assertEqual(set(), inv.currencies())
inv = I('40 USD {1.01 CAD}, 40 USD')
self.assertEqual({'USD'}, inv.currencies())
inv = I('40 AAPL {1.01 USD}, 10 HOOL {2.02 USD}')
self.assertEqual({'AAPL', 'HOOL'}, inv.currencies())
def test_op_neg(self):
inv = Inventory()
inv.add_amount(A('10 USD'))
ninv = -inv
self.checkAmount(ninv, '-10', 'USD')
pinv = I('1.50 JPY, 1.51 USD, 1.52 CAD')
ninv = I('-1.50 JPY, -1.51 USD, -1.52 CAD')
self.assertEqual(pinv, -ninv)
def test_is_mixed(self):
inv = Inventory.from_string('100 HOOL {250 USD}, 101 HOOL {251 USD}')
self.assertFalse(inv.is_mixed())
inv = Inventory.from_string('100 HOOL {250 USD}, -1 HOOL {251 USD}')
self.assertTrue(inv.is_mixed())
inv = Inventory.from_string('-2 HOOL {250 USD}, -1 HOOL {251 USD}')
self.assertFalse(inv.is_mixed())
def test_get_position(self):
inv = Inventory(self.POSITIONS_ALL_KINDS)
self.assertEqual(
position.from_string('40.50 USD'),
inv.get_position(Lot('USD', None, None)))
self.assertEqual(
position.from_string('40.50 USD {1.10 CAD}'),
inv.get_position(Lot('USD', A('1.10 CAD'), None)))
self.assertEqual(
position.from_string('40.50 USD {1.10 CAD, 2012-01-01}'),
inv.get_position(Lot('USD', A('1.10 CAD'), date(2012, 1, 1))))
def compute_balance_at(transactions: data.Entries,
date: Optional[Date] = None) -> Inventory:
"""Compute the balance at a specific date."""
balance = Inventory()
for entry in transactions:
if date is not None and entry.date >= date:
break
for posting in entry.postings:
if posting.meta["category"] is Cat.ASSET:
balance.add_position(posting)
return balance
def test_copy(self):
inv = Inventory()
inv.add_amount(A('100.00 USD'))
self.checkAmount(inv, '100', 'USD')
# Test copying.
inv2 = copy.copy(inv)
inv2.add_amount(A('50.00 USD'))
self.checkAmount(inv2, '150', 'USD')
# Check that the original object is not modified.
self.checkAmount(inv, '100', 'USD')
def get_inventory(self, account, date):
inventory = Inventory()
for entry in self.entries:
if date is not None and entry.date > date:
break
if not isinstance(entry, Transaction):
continue
for posting in entry.postings:
if posting.account != account:
continue
inventory.add_position(get_position(posting))
return inventory
def _total_balance(self, names, begin_date, end_date):
totals = [realization.compute_balance(
_real_account(account_name, self.ledger.entries, begin_date,
end_date))
for account_name in names]
return _serialize_inventory(sum(totals, Inventory()),
at_cost=True)
def test_get_units(self):
inv = Inventory.from_string('40.50 JPY, 40.51 USD {1.01 CAD}, 40.52 CAD')
self.assertEqual(inv.get_units('JPY'), A('40.50 JPY'))
self.assertEqual(inv.get_units('USD'), A('40.51 USD'))
self.assertEqual(inv.get_units('CAD'), A('40.52 CAD'))
self.assertEqual(inv.get_units('AUD'), A('0 AUD'))
self.assertEqual(inv.get_units('NZD'), A('0 NZD'))
def test_is_small__dict(self):
test_inv = Inventory.from_string('0.03 JPY, 0.003 USD')
for inv in test_inv, -test_inv:
# Test all four types of inequalities.
self.assertTrue(inv.is_small({'JPY': D('0.05'), 'USD': D('0.005')}))
self.assertFalse(inv.is_small({'JPY': D('0.005'), 'USD': D('0.0005')}))
self.assertTrue(inv.is_small({'JPY': D('0.05'), 'USD': D('0.5')}))
self.assertFalse(inv.is_small({'JPY': D('0.005'), 'USD': D('0.005')}))
# Test border case and an epsilon under.
self.assertTrue(inv.is_small({'JPY': D('0.03'), 'USD': D('0.003')}))
self.assertFalse(inv.is_small({'JPY': D('0.02999999999999'),
'USD': D('0.003')}))
self.assertFalse(inv.is_small({'JPY': D('0.03'), 'USD': D('0.00299999')}))
# Test missing precisions.
self.assertFalse(inv.is_small({'JPY': D('0.05')}))
self.assertFalse(inv.is_small({'USD': D('0.005')}))
# Test extra precisions.
self.assertTrue(inv.is_small({'JPY': D('0.05'),
'USD': D('0.005'),
'CAD': D('0.0005')}))
# Test no precisions.
self.assertFalse(inv.is_small({}))
def test_is_small__value(self):
test_inv = Inventory.from_string('1.50 JPY, 1.51 USD, 1.52 CAD')
for inv in test_inv, -test_inv:
self.assertFalse(inv.is_small(D('1.49')))
self.assertFalse(inv.is_small(D('1.50')))
self.assertTrue(inv.is_small(D('1.53')))
self.assertTrue(inv.is_small(D('1.52')))
def test_op_eq(self):
inv1 = Inventory.from_string('100 USD, 100 CAD')
inv2 = Inventory.from_string('100 CAD, 100 USD')
self.assertEqual(inv1, inv2)
self.assertEqual(inv2, inv1)
inv3 = Inventory.from_string('200 USD, 100 CAD')
self.assertNotEqual(inv1, inv3)
self.assertNotEqual(inv3, inv1)
inv4 = Inventory.from_string('100 USD, 100 JPY')
self.assertNotEqual(inv1, inv4)
self.assertNotEqual(inv4, inv1)
inv5 = Inventory.from_string('100 JPY, 100 USD')
self.assertEqual(inv4, inv5)
def find_loose_cash(accapi, options):
"""Find uninvested cash in specified accounts"""
currencies_pattern = find_cash_commodities(accapi, options)
sql = """
SELECT account AS account,
sum(position) AS position
WHERE account ~ '{accounts_pattern}'
AND not account ~ '{accounts_exclude_pattern}'
AND currency ~ '{currencies_pattern}'
GROUP BY account
ORDER BY sum(position) DESC
""".format(
accounts_pattern=options.get('accounts_pattern', '^Assets'),
accounts_exclude_pattern=options.get('accounts_exclude_pattern',
'^ $'), # TODO
currencies_pattern=currencies_pattern,
)
rtypes, rrows = accapi.query_func(sql)
if not rtypes:
return [], {}, [[]]
rrows = [r for r in rrows if r.position != Inventory()]
footer = libinvestor.build_table_footer(rtypes, rrows, accapi)
return rtypes, rrows, None, footer
def compute_portfolio_values(
price_map: prices.PriceMap,
transactions: data.Entries) -> Tuple[List[Date], List[float]]:
"""Compute a serie of portfolio values over time."""
# Infer the list of required prices.
currency_pairs = set()
for entry in transactions:
for posting in entry.postings:
if posting.meta["category"] is Cat.ASSET:
if posting.cost:
currency_pairs.add(
(posting.units.currency, posting.cost.currency))
first = lambda x: x[0]
price_dates = sorted(itertools.chain(
((date, None) for pair in currency_pairs
for date, _ in prices.get_all_prices(price_map, pair)),
((entry.date, entry) for entry in transactions)),
key=first)
# Iterate computing the balance.
value_dates = []
value_values = []
balance = Inventory()
for date, group in itertools.groupby(price_dates, key=first):
# Update balances.
for _, entry in group:
if entry is None:
continue
for posting in entry.postings:
if posting.meta["category"] is Cat.ASSET:
balance.add_position(posting)
# Convert to market value.
value_balance = balance.reduce(convert.get_value, price_map, date)
cost_balance = value_balance.reduce(convert.convert_position, "USD",
price_map)
pos = cost_balance.get_only_position()
value = pos.units.number if pos else ZERO
# Add one data point.
value_dates.append(date)
value_values.append(value)
return value_dates, value_values
def net_worth(
self, interval: Interval, conversion: str
) -> Generator[DateAndBalance, None, None]:
"""Compute net worth.
Args:
interval: A string for the interval.
conversion: The conversion to use.
Returns:
A list of dicts for all ends of the given interval containing the
net worth (Assets + Liabilities) separately converted to all
operating currencies.
"""
transactions = (
entry
for entry in self.ledger.entries
if (
isinstance(entry, Transaction)
and entry.flag != FLAG_UNREALIZED
)
)
types = (
self.ledger.options["name_assets"],
self.ledger.options["name_liabilities"],
)
txn = next(transactions, None)
inventory = Inventory()
price_map = self.ledger.price_map
for end_date in self.ledger.interval_ends(interval):
while txn and txn.date < end_date:
for posting in txn.postings:
if posting.account.startswith(types):
inventory.add_position(posting)
txn = next(transactions, None)
yield {
"date": end_date,
"balance": cost_or_value(
inventory, conversion, price_map, end_date - ONE_DAY
),
}
def tracking(entries, options_map):
account_types = get_account_types(options_map)
income_tracking = set()
expense_tracking = set()
errors = []
new_entries = []
for entry in entries:
new_entry = None
if isinstance(entry, Open) and entry.meta.get('tracking', False):
if is_account_type(account_types.expenses, entry.account):
expense_tracking.add(entry.account)
elif is_account_type(account_types.income, entry.account):
income_tracking.add(entry.account)
elif isinstance(entry, Transaction):
new_postings = []
tracking_balance = Inventory()
for posting in entry.postings:
if 'tracking' in posting.meta:
new_acct = posting.meta['tracking']
new_posting = posting._replace(account=new_acct, meta=None)
new_postings.append(new_posting)
tracking_balance.add_position(posting)
if new_postings:
for position in -tracking_balance:
if position.units.number < 0 and len(income_tracking) == 1:
posting_acct, = income_tracking
elif position.units.number > 0 and len(
expense_tracking) == 1:
posting_acct, = expense_tracking
else:
continue
new_posting = Posting(posting_acct, position.units,
position.cost, None, None, None)
new_postings.append(new_posting)
link_id = 'tracking-' + compare.hash_entry(entry)
new_links = entry.links | set([link_id])
entry = entry._replace(links=new_links)
new_entry = entry._replace(postings=new_postings)
new_entries.append(entry)
if new_entry:
new_entries.append(new_entry)
return new_entries, errors
def interval_totals(
self,
interval: Interval,
accounts: Union[str, Tuple[str]],
conversion: str,
invert: bool = False,
) -> Generator[DateAndBalanceWithBudget, None, None]:
"""Renders totals for account (or accounts) in the intervals.
Args:
interval: An interval.
accounts: A single account (str) or a tuple of accounts.
conversion: The conversion to use.
"""
price_map = self.ledger.price_map
for begin, end in pairwise(self.ledger.interval_ends(interval)):
inventory = Inventory()
entries = iter_entry_dates(self.ledger.entries, begin, end)
for entry in (e for e in entries if isinstance(e, Transaction)):
for posting in entry.postings:
if posting.account.startswith(accounts):
inventory.add_position(posting)
balance = cost_or_value(
inventory, conversion, price_map, end - ONE_DAY
)
budgets = {}
if isinstance(accounts, str):
budgets = self.ledger.budgets.calculate_children(
accounts, begin, end
)
if invert:
# pylint: disable=invalid-unary-operand-type
balance = -balance
budgets = {k: -v for k, v in budgets.items()}
yield {
"date": begin,
"balance": balance,
"budgets": budgets,
}
def find_balance_before(cash_flows: List[CashFlow],
date: Date) -> Tuple[Inventory, int]:
"""Return the balance just before the given date in the sorted list of cash flows."""
balance = Inventory()
for index, flow in enumerate(cash_flows):
if flow.date >= date:
break
balance = flow.balance
else:
index = len(cash_flows)
return balance, index
def test_add_allow_negative(self):
def check_allow_negative(inv):
position_, _ = inv.add_amount(A('-11 USD'))
self.assertFalse(position_.is_negative_at_cost())
position_, _ = inv.add_amount(A('-11 USD'), A('1.10 CAD'))
self.assertTrue(position_.is_negative_at_cost())
position_, _ = inv.add_amount(A('-11 USD'), None, date(2012, 1, 1))
self.assertTrue(position_.is_negative_at_cost())
inv.add_amount(A('-11 USD'), A('1.10 CAD'))
inv.add_amount(A('-11 USD'), None, date(2012, 1, 1))
# Test adding to a position that does not exist.
inv = Inventory()
check_allow_negative(inv)
# Test adding to a position that does exist.
inv = Inventory.from_string(
'10 USD, 10 USD {1.10 CAD}, 10 USD {1.10 CAD, 2012-01-01}')
check_allow_negative(inv)
