def test_replacement_is_first_bought(self):
lots = lots_lib.Lots([
self.first_gain, self.first_gain_earlier_sale,
self.first_gain_later_sale
])
self.assertSameLot(self.first_gain_earlier_sale,
wash.best_replacement_lot(self.loss, lots))
def test_parse_valid_csv_file(self):
csv_data = [
'Num Shares,Symbol,Description,Buy Date,Adjusted Buy Date,Basis,'
'Adjusted Basis,Sell Date,Proceeds,Adjustment Code,Adjustment,'
'Form Position,Buy Lot,Replacement For,Is Replacement,'
'Loss Processed',
'10,ABC,A,9/15/2014,9/14/2014,2000,2100,10/5/2014,1800,W,200,form1,'
'lot1,lot3|lot4,true,true',
'10,ABC,A,9/15/2014,,2000,,10/5/2014,1800,W,200,form2,lot2,,false,',
'20,ABC,A,9/25/2014,,3000,,11/5/2014,1800,,,,,,'
]
lots = lots_lib.Lots.create_from_csv_data(csv_data)
expected_lots_rows = []
expected_lots_rows.append(
lots_lib.Lot(10, 'ABC', 'A', datetime.date(2014, 9, 15),
datetime.date(2014, 9, 14), 2000, 2100,
datetime.date(2014, 10, 5), 1800, 'W', 200, 'form1',
'lot1', ['lot3', 'lot4'], True, True))
expected_lots_rows.append(
lots_lib.Lot(10, 'ABC', 'A', datetime.date(2014, 9, 15),
datetime.date(2014, 9, 15), 2000, 2000,
datetime.date(2014, 10, 5), 1800, 'W', 200, 'form2',
'lot2', [], False, False))
expected_lots_rows.append(
lots_lib.Lot(20, 'ABC', 'A', datetime.date(2014, 9, 25),
datetime.date(2014, 9, 25), 3000, 3000,
datetime.date(2014, 11, 5), 1800, '', 0, '', '', [],
False, False))
expected_lots = lots_lib.Lots(expected_lots_rows)
self.assertSameLots(lots, expected_lots)
def test_two_similar_lots(self):
# There are two lots that have the same values, but were bought
# separately.
lot1 = create_lot(10, 2012, 1, 1, 120, 2012, 1, 10, 110)
lot2 = create_lot(10, 2012, 1, 1, 120, 2012, 1, 10, 110)
lots = lots_lib.Lots([lot1, lot2])
self.assertSameLot(lot2, wash.best_replacement_lot(lot1, lots))
def test_wash_against_small_replacement(self):
lots = lots_lib.Lots([self.loss, self.small_first_gain])
final_lots = copy.deepcopy(lots)
disallowed_loss = final_lots.lots()[0]
# Create the split lot.
split_lot = copy.deepcopy(disallowed_loss)
split_lot.num_shares = 4
split_lot.basis *= 4. / 10.
split_lot.adjusted_basis *= 4. / 10.
split_lot.proceeds *= 4. / 10.
final_lots.add(split_lot)
disallowed_loss.num_shares = 6
disallowed_loss.basis *= 6. / 10.
disallowed_loss.adjusted_basis *= 6. / 10.
disallowed_loss.proceeds *= 6. / 10.
disallowed_loss.adjustment_code = 'W'
disallowed_loss.adjustment = 6
disallowed_loss.loss_processed = True
replacement = final_lots.lots()[1]
replacement.adjusted_basis = 106
replacement.adjusted_buy_date -= (self.loss.sell_date -
self.loss.buy_date)
replacement.replacement_for = ['_1']
replacement.is_replacement = True
wash.wash_one_lot(self.loss, lots)
self.assertSameLots(lots, final_lots)
def assertSameLot(self, a, b):
self.assertIs(
a,
b,
msg="{} is not {}: \n{}".format(id(a), id(b), lots_lib.Lots([a,
b])),
)
def assertLotIsNone(self, a):
self.assertIsNone(
a,
msg="{} is not None: \n{}".format(
id(a),
lots_lib.Lots([a]) if a else None),
)
def test_wash_against_large_replacement(self):
lots = lots_lib.Lots([self.loss, self.large_first_gain])
final_lots = copy.deepcopy(lots)
disallowed_loss = final_lots.lots()[0]
disallowed_loss.adjustment_code = 'W'
disallowed_loss.adjustment = 10
disallowed_loss.loss_processed = True
replacement = final_lots.lots()[1]
# Create the split lot.
split_lot = copy.deepcopy(replacement)
split_lot.num_shares = 8
split_lot.basis = int(round(split_lot.basis * 8. / 18.))
split_lot.adjusted_basis = int(
round(split_lot.adjusted_basis * 8. / 18.))
split_lot.proceeds = int(round(split_lot.proceeds * 8. / 18.))
final_lots.add(split_lot)
replacement.num_shares = 10
replacement.basis = int(round(replacement.basis * 10. / 18.))
replacement.adjusted_basis = int(
round(replacement.adjusted_basis * 10. / 18.))
replacement.proceeds = int(round(replacement.proceeds * 10. / 18.))
replacement.adjusted_basis += 10
replacement.adjusted_buy_date -= (self.loss.sell_date -
self.loss.buy_date)
replacement.replacement_for = ['_1']
replacement.is_replacement = True
wash.wash_one_lot(self.loss, lots)
self.assertSameLots(lots, final_lots)
def merge_split_lots(lots):
"""Merge split lots back together, assuming lots is sorted with respect to
original_form_position so only sequential records need to be merged."""
orig = lots.lots()
out = []
# First lot in new sequence
prev = copy.copy(orig[0])
for lot in orig[1:]:
assert (prev.original_form_position <= lot.original_form_position)
if lot.original_form_position == prev.original_form_position:
assert (lot.symbol == prev.symbol)
prev.num_shares += lot.num_shares
prev.basis += lot.basis
prev.adjusted_basis += lot.adjusted_basis
prev.proceeds += lot.proceeds
prev.adjustment += lot.adjustment
prev.buy_lot += '|' + lot.buy_lot
if lot.adjustment_code:
prev.adjustment_code = lot.adjustment_code
else:
# Loop has moved on to a different lot, finished with current
out.append(prev)
prev = copy.copy(lot)
if prev:
out.append(prev)
return lots_lib.Lots(out)
def test_write_csv_data(self):
lots_rows = []
lots_rows.append(lots_lib.Lot(
10, 'ABC', 'A', datetime.date(2014, 9, 15), datetime.date(
2014, 9, 14), 2000, 2100, datetime.date(2014, 10, 5), 1800,
'W', 200, 'form1', 'lot1', ['lot3', 'lot4'], True, True))
lots_rows.append(lots_lib.Lot(10, 'ABC', 'A', datetime.date(
2014, 9, 15), datetime.date(2014, 9, 15), 2000, 2000,
datetime.date(2014, 10, 5), 1800, 'W', 200, 'form2', 'lot2', [],
False, False))
lots_rows.append(lots_lib.Lot(20, 'ABC', 'A', datetime.date(
2014, 9, 25), datetime.date(2014, 9, 25), 3000, 3000,
datetime.date(2014, 11, 5), 1800, '', 0, '', '', [], False, False))
lots = lots_lib.Lots(lots_rows)
actual_output = StringIO.StringIO()
lots.write_csv_data(actual_output)
expected_csv_data = [
'Num Shares,Symbol,Description,Buy Date,Adjusted Buy Date,Basis,'
'Adjusted Basis,Sell Date,Proceeds,Adjustment Code,Adjustment,'
'Form Position,Buy Lot,Replacement For,Is Replacement,'
'Loss Processed',
'10,ABC,A,09/15/2014,09/14/2014,2000,2100,10/05/2014,1800,W,200,'
'form1,lot1,lot3|lot4,True,True',
'10,ABC,A,09/15/2014,,2000,,10/05/2014,1800,W,200,form2,lot2,,,',
'20,ABC,A,09/25/2014,,3000,,11/05/2014,1800,,,,_1,,,'
]
actual_output.seek(0)
self.assertSequenceEqual(
[line.rstrip()
for line in actual_output.readlines()], expected_csv_data)
def main():
parser = argparse.ArgumentParser()
parser.add_argument("-o", "--out_file")
parser.add_argument("-w", "--do_wash", metavar="in_file")
parser.add_argument("-q", "--quiet", action="store_true")
parser.add_argument(
"-d",
"--output-dollars",
action="store_true",
help="If set, outputs dollars instead of cents for money columns",
)
parsed = parser.parse_args()
if parsed.quiet:
logger = logger_lib.NullLogger()
else:
logger = logger_lib.TermLogger()
if parsed.do_wash:
lots = lots_lib.Lots([])
with open(parsed.do_wash) as f:
lots = lots_lib.Lots.create_from_csv_data(f)
logger.print_lots("Start lots", lots)
wash_all_lots(lots, logger)
if parsed.out_file:
with open(parsed.out_file, "w") as f:
lots.write_csv_data(f, parsed.output_dollars)
else:
logger.print_lots("Final lots", lots)
def test_two_lots_from_same_buy_lot(self):
# There are two lots that have the same values, and were bought
# together.
lot1 = create_lot(10, 2012, 1, 1, 120, 2012, 1, 10, 110)
lot1.buy_lot = '1'
lot2 = create_lot(10, 2012, 1, 1, 120, 2012, 1, 10, 110)
lot2.buy_lot = '1'
lots = lots_lib.Lots([lot1, lot2])
self.assertLotIsNone(wash.best_replacement_lot(lot1, lots))
def test_no_wash_if_no_replacement_shares(self):
lots = lots_lib.Lots(
[self.loss, self.very_early_gain, self.very_late_gain])
final_lots = copy.deepcopy(lots)
loss = final_lots.lots()[0]
loss.loss_processed = True
wash.wash_one_lot(self.loss, lots)
self.assertSameLots(lots, final_lots)
def test_replacement_for_large_loss(self):
lots = lots_lib.Lots([self.unsold, self.first_gain, self.large_loss])
final_lots = copy.deepcopy(lots)
wash_lot = wash.best_replacement_lot(self.large_loss, lots)
self.assertSameLot(self.first_gain, wash_lot)
self.assertEqual(10, wash_lot.num_shares)
self.assertEqual(3, lots.size())
lots.sort(key=cmp_to_key(lots_lib.Lot.cmp_by_original_buy_date))
final_lots.sort(key=cmp_to_key(lots_lib.Lot.cmp_by_original_buy_date))
self.assertSameLots(lots, final_lots)
def test_contents_not_equal(self):
lots = lots_lib.Lots([])
lots.add(lots_lib.Lot(1, '', '', datetime.date(2014, 9, 2),
datetime.date(2014, 9, 2), 0, 0, datetime.date(2014, 11, 5), 0, '',
0, 'form2', '', [], False, False))
lots.add(lots_lib.Lot(5, '', '', datetime.date(2014, 9, 1),
datetime.date(2014, 9, 1), 0, 0, datetime.date(2014, 10, 5), 0, '',
0, 'form1', '', [], False, False))
lots.add(lots_lib.Lot(3, '', '', datetime.date(2014, 9, 2),
datetime.date(2014, 9, 2), 0, 0, datetime.date(2014, 11, 5), 0, '',
0, 'form1', '', [], False, False))
other_lots = copy.deepcopy(lots)
other_lots.lots()[0].num_shares = 2
self.assertFalse(lots.contents_equal(other_lots))
def test_wash_against_subsequent_loss(self):
lots = lots_lib.Lots([self.loss, self.later_loss])
final_lots = copy.deepcopy(lots)
disallowed_loss = final_lots.lots()[0]
disallowed_loss.adjustment_code = 'W'
disallowed_loss.adjustment = 10
disallowed_loss.loss_processed = True
replacement = final_lots.lots()[1]
replacement.adjusted_basis = 150
replacement.adjusted_buy_date -= (self.loss.sell_date -
self.loss.buy_date)
replacement.replacement_for = ['_1']
replacement.is_replacement = True
wash.wash_one_lot(self.loss, lots)
self.assertSameLots(lots, final_lots)
def test_wash_against_unsold(self):
lots = lots_lib.Lots([self.loss, self.unsold])
final_lots = copy.deepcopy(lots)
disallowed_loss = final_lots.lots()[0]
disallowed_loss.adjustment_code = "W"
disallowed_loss.adjustment = 10
disallowed_loss.loss_processed = True
replacement = final_lots.lots()[1]
replacement.adjusted_basis = 140
replacement.adjusted_buy_date -= (self.loss.sell_date -
self.loss.buy_date)
replacement.replacement_for = ["_1"]
replacement.is_replacement = True
wash.wash_one_lot(self.loss, lots)
self.assertSameLots(lots, final_lots)
def main():
parser = argparse.ArgumentParser()
parser.add_argument('-o', '--out_file')
parser.add_argument('-w', '--do_wash', metavar='in_file')
parser.add_argument('-q', '--quiet', action="store_true")
parser.add_argument('-m',
'--merge_split_lots',
action="store_true",
help='''Any split lots are merged back together at end.
This makes it easier to match the output to the input
lots, but can cause the buy-dates to be slightly
incorrect since a lot can only have a single buy date.
In this mode, some wash sale lots may have a loss that
is greater than the adjustment amount, instead of being
identical, i.e., only part of the loss in the lot is
actually a wash sale. This is expected in this mode..'''
)
parser.add_argument('-a',
'--always_show_adjusted',
action="store_true",
help='''Always fill in the adjusted buy date and basis.
If no adjustments were made, then the unadjusted basis and
buy date are used instead.''')
parsed = parser.parse_args()
if parsed.quiet:
logger = logger_lib.NullLogger()
else:
logger = logger_lib.TermLogger()
if parsed.do_wash:
lots = lots_lib.Lots([])
with open(parsed.do_wash) as f:
lots = lots_lib.Lots.create_from_csv_data(f)
logger.print_lots('Start lots', lots)
wash_all_lots(lots, logger)
if parsed.merge_split_lots:
lots.sort(cmp=cmp_by_original_form_position)
lots = merge_split_lots(lots)
if parsed.out_file:
with open(parsed.out_file, 'w') as f:
lots.write_csv_data(parsed.always_show_adjusted, f)
else:
logger.print_lots('Final lots', lots)
def main():
parser = argparse.ArgumentParser()
parser.add_argument('-o', '--out_file')
parser.add_argument('-w', '--do_wash', metavar='in_file')
parser.add_argument('-q', '--quiet', action="store_true")
parsed = parser.parse_args()
if parsed.quiet:
logger = logger_lib.NullLogger()
else:
logger = logger_lib.TermLogger()
if parsed.do_wash:
lots = lots_lib.Lots([])
with open(parsed.do_wash) as f:
lots = lots_lib.Lots.create_from_csv_data(f)
logger.print_lots('Start lots', lots)
wash_all_lots(lots, logger)
if parsed.out_file:
with open(parsed.out_file, 'w') as f:
lots.write_csv_data(f)
else:
logger.print_lots('Final lots', lots)
def test_write_csv_data_dollars(self):
lots_rows = []
lots_rows.append(
lots_lib.Lot(
20,
"ABC",
"A",
datetime.date(2014, 9, 25),
datetime.date(2014, 9, 25),
3010,
3010,
datetime.date(2014, 11, 5),
1850,
"",
0,
"",
"",
[],
False,
False,
))
lots = lots_lib.Lots(lots_rows)
actual_output = StringIO()
lots.write_csv_data(actual_output, True)
expected_csv_data = [
"Num Shares,Symbol,Description,Buy Date,Adjusted Buy Date,Basis,"
"Adjusted Basis,Sell Date,Proceeds,Adjustment Code,Adjustment,"
"Form Position,Buy Lot,Replacement For,Is Replacement,"
"Loss Processed",
"20,ABC,A,09/25/2014,,$30,,11/05/2014,$19,,,,_1,,,",
]
actual_output.seek(0)
self.assertSequenceEqual(
[line.rstrip() for line in actual_output.readlines()],
expected_csv_data,
)
def test_only_loss_lot_exists(self):
lots = lots_lib.Lots([self.loss])
self.assertLotIsNone(wash.best_replacement_lot(self.loss, lots))
def test_replacement_for_small_loss(self):
lots = lots_lib.Lots([self.unsold, self.first_gain, self.small_loss])
wash_lot = wash.best_replacement_lot(self.small_loss, lots)
self.assertSameLot(self.first_gain, wash_lot)
def test_unsold(self):
lots = lots_lib.Lots([self.loss1, self.unsold, self.loss2])
self.assertSameLot(self.loss1, wash.earliest_loss_lot(lots))
def test_gain(self):
lots = lots_lib.Lots([self.loss1, self.gain, self.loss2])
self.assertSameLot(self.loss1, wash.earliest_loss_lot(lots))
def test_replacement_checks_sell_date(self):
# If there are multiple possible replacements that were bought on the
# same day, the one with the earlier sell date is chosen.
lots = lots_lib.Lots([self.unsold, self.first_gain, self.loss])
self.assertSameLot(self.first_gain,
wash.best_replacement_lot(self.loss, lots))
def test_two_losses(self):
lots = lots_lib.Lots([self.loss1, self.loss2, self.loss3])
self.assertSameLot(self.loss1, wash.earliest_loss_lot(lots))
def test_loss_not_in_lots(self):
lots = lots_lib.Lots([self.unsold, self.first_gain])
self.assertSameLot(self.first_gain,
wash.best_replacement_lot(self.loss, lots))
def test_replacement_is_unsold(self):
lots = lots_lib.Lots([self.unsold, self.loss])
self.assertSameLot(self.unsold,
wash.best_replacement_lot(self.loss, lots))
def test_replacement_for_loss_multiple_options(self):
lots = lots_lib.Lots(
[self.loss, self.small_first_gain, self.large_first_gain])
wash_lot = wash.best_replacement_lot(self.loss, lots)
self.assertSameLot(self.small_first_gain, wash_lot)
def test_lot_sold_before_loss_is_not_replacement(self):
lots = lots_lib.Lots([self.loss, self.gain_just_before_loss])
self.assertLotIsNone(wash.best_replacement_lot(self.loss, lots))
def test_already_used_replacement_is_not_used_again(self):
lot1 = create_lot(10, 2012, 1, 1, 120, 2012, 1, 10, 110)
lot2 = create_lot(10, 2012, 1, 1, 120, 2012, 1, 10, 110)
lot2.is_replacement = True
lots = lots_lib.Lots([lot1, lot2])
self.assertLotIsNone(wash.best_replacement_lot(lot1, lots))
