def display_summary_tax(summary_taxdata, CGTCalc, taxyear, report):
"""
taxdata contains a list of tuples
## Each tuplue (gbp_disposal_proceeds, gbp_allowable_costs, gbp_gains, gbp_losses, number_disposals,
commissions, taxes, gbp_gross_profit, gbp_net_profit)
"""
## Unpack tuple
(gbp_disposal_proceeds, gbp_allowable_costs, gbp_gains, gbp_losses, number_disposals,
gbp_commissions, gbp_taxes, gbp_gross_profit, abs_quantity, gbp_net_profit) = summary_taxdata
report.write(star_line())
report.write("\n\n Summary for tax year ending 5th April %d \n" % taxyear)
report.write("\n Figures in GBP\n\n")
if CGTCalc:
report.write("Disposal Proceeds = %s, Allowable Costs = %s, Disposals = %d \n Year Gains = %s Year Losses = %s PROFIT = %s\n" % \
(pretty(gbp_disposal_proceeds), pretty(gbp_allowable_costs),
number_disposals, pretty(gbp_gains), pretty(gbp_losses), pretty(gbp_net_profit)))
else:
report.write("Gross trading profit %s, Commission paid %s, Taxes paid %s, Net profit %s\n" % \
(pretty(gbp_gross_profit), pretty(gbp_commissions),
pretty(gbp_taxes), pretty(gbp_net_profit)))
report.write("\nNot included: interest paid, interest received, data and other fees, internet connection,...\n hardware, software, books, subscriptions, office space, Dividend income (report seperately)\n\n")
report.write("\n\n")
def display_summary_tax(summary_taxdata, CGTCalc, taxyear, report):
"""
taxdata contains a list of tuples
## Each tuplue (gbp_disposal_proceeds, gbp_allowable_costs, gbp_gains, gbp_losses, number_disposals,
commissions, taxes, gbp_gross_profit, gbp_net_profit)
"""
## Unpack tuple
(gbp_disposal_proceeds, gbp_allowable_costs, gbp_gains, gbp_losses, number_disposals,
gbp_commissions, gbp_taxes, gbp_gross_profit, abs_quantity, gbp_net_profit) = summary_taxdata
report.write(star_line())
report.write("\n\n Summary for tax year ending 5th April %d \n" % taxyear)
report.write("\n Figures in GBP\n\n")
if CGTCalc:
report.write("Disposal Proceeds = %s, Allowable Costs = %s, Disposals = %d \n Year Gains = %s Year Losses = %s PROFIT = %s\n" % \
(pretty(gbp_disposal_proceeds), pretty(gbp_allowable_costs),
number_disposals, pretty(gbp_gains), pretty(gbp_losses), pretty(gbp_net_profit)))
else:
report.write("Gross trading profit %s, Commission paid %s, Taxes paid %s, Net profit %s\n" % \
(pretty(gbp_gross_profit), pretty(gbp_commissions),
pretty(gbp_taxes), pretty(gbp_net_profit)))
report.write("\nNot included: interest paid, interest received, data and other fees, internet connection,...\n hardware, software, books, subscriptions, office space, Dividend income (report seperately)\n\n")
report.write("\n\n")
def display_taxes(self, taxyear, CGTCalc, reportinglevel, report=None):
"""
Run through each element, displaying the tax information in full
Then print a summary
"""
assert reportinglevel in [
"VERBOSE", "CALCULATE", "NORMAL", "BRIEF", "ANNUAL"
]
if report is None:
report = sys.stdout
## Prints, and returns a tuple for each disposal_proceeds, allowable_costs, year_gains, year_losses,
## number_disposals, commissions, taxes, gross profit, net profit
codes = self.keys()
codes.sort()
elements_taxdata = [
self[code].display_taxes_for_code(taxyear, CGTCalc, reportinglevel,
report) for code in codes
]
if len(elements_taxdata) == 0:
report.write(star_line())
report.write("\n\nNo relevant trades for tax year %d\n\n" %
taxyear)
report.write(star_line())
return None
summary_taxdata = map(sum, zip(*elements_taxdata))
assert len(summary_taxdata) == len(zero_tax_tuple)
## print the summary (always regardless of reporting level)
display_summary_tax(summary_taxdata, CGTCalc, taxyear, report)
report.write(star_line())
return None
def display_taxes(self, taxyear, CGTCalc, reportinglevel, report=None):
"""
Run through each element, displaying the tax information in full
Then print a summary
"""
assert reportinglevel in ["VERBOSE","CALCULATE", "NORMAL", "BRIEF", "ANNUAL"]
if report is None:
report=sys.stdout
## Prints, and returns a tuple for each disposal_proceeds, allowable_costs, year_gains, year_losses,
## number_disposals, commissions, taxes, gross profit, net profit
codes= self.keys()
codes.sort()
elements_taxdata=[self[code].display_taxes_for_code(taxyear, CGTCalc, reportinglevel, report) for code in codes]
if len(elements_taxdata)==0:
report.write(star_line())
report.write("\n\nNo relevant trades for tax year %d\n\n" % taxyear)
report.write(star_line())
return None
summary_taxdata=map(sum, zip(*elements_taxdata))
assert len(summary_taxdata)==len(zero_tax_tuple)
## print the summary (always regardless of reporting level)
display_summary_tax(summary_taxdata, CGTCalc, taxyear, report)
report.write(star_line())
return None
def _print_tax_details(self, report, reportinglevel, CGTCalc, net_profit, open_value, close_value,
groupid, gbp_net_profit, open_comm, close_comm, open_tax, close_tax, allowable_costs,
disposal_proceeds, commissions, taxes):
code=self.closingtrade.Code
currency=self.closingtrade.Currency
assetclass=(getattr(self.closingtrade, "AssetClass",""))
datelabel=self.closingtrade.Date.strftime('%d/%m/%Y')
## quantity will be negative for a closing sale / opening buy
sign_quantity=self.closingtrade.SignQuantity
abs_quantity=abs(sign_quantity)
average_open_value= abs(open_value) / abs_quantity
average_close_value= abs(close_value) / abs_quantity
## Labelling
if sign_quantity<0:
labels=("BUY", "SELL")
signs=("-", "")
else:
labels=("OPEN SHORT", "CLOSE SHORT")
signs=("+","-")
if net_profit<0:
pandl="LOSS"
else:
pandl="PROFIT"
inreport=reporting_detail(reportinglevel)
if inreport.extraline():
report.write(star_line())
report.write("\n")
if CGTCalc:
"""
Example of CGT output
1. SELL: 40867 XYZ (Stock) on 17/12/2013 at EUR0.911 gives LOSS of XYZ 8,275.00 equals GBP 5,000
(or CLOSE SHORT: . Matches with OPEN SHORT: )
Matches with:
BUY: SAME DAY TRADES.
TRADES WITHIN 30 days
SECTION 104 HOLDING. 40867 shares of XYZ bought at average price of EUR1.11333
"""
if inreport.showbrieftrade():
report.write("%d: %s %d %s %s on %s at %s %s each gives %s of %s %s equals GBP %s\n" % \
(groupid, labels[1], int(abs_quantity), code, assetclass, datelabel, currency, pretty(average_close_value),
pandl, currency, pretty(round(net_profit)), pretty(gbp_net_profit)))
if inreport.showextra():
report.write(" Commission %s %s and taxes %s %s on %s\n"% (currency, pretty(close_comm), currency, pretty(close_tax),labels[1]))
if inreport.listtrades():
report.write("Trade details:"+self.closingtrade.__repr__()+"\n")
if inreport.showextra():
report.write("Total allowable cost %s %s Total disposal proceeds %s %s\n" % \
(currency, pretty(allowable_costs), currency, pretty(disposal_proceeds)))
report.write("\nMatches with:\n")
## Calculation strings, build up to show how we calculated our profit or loss
calc_string="%s(%d*%s) - %s - %s " % \
(signs[1], int(abs_quantity), pretty(average_close_value, commas=False), pretty(close_comm), pretty(close_tax))
if len(self.sameday)>0:
sameday_quantity=int(round(abs(self.sameday.final_position())))
sameday_avg_value=self.sameday.average_value()
sameday_tax=sum([trade.Tax for trade in self.sameday])
sameday_comm=sum([trade.Commission for trade in self.sameday])
sameday_calc_string="%s(%d*%s) - %s - %s " % \
(signs[0], sameday_quantity, pretty(sameday_avg_value, commas=False), pretty(sameday_comm), pretty(sameday_tax))
calc_string=calc_string+sameday_calc_string
if inreport.showextra():
report.write("SAME DAY TRADE(S) Matches with %s of %d %s at average of %s %s each \n Commissions %s %s Taxes %s %s \n" % \
(labels[0], sameday_quantity, code, currency, pretty(sameday_avg_value), currency, pretty(sameday_comm), currency, pretty(sameday_tax)))
if inreport.listtrades():
report.write("\nTrades:\n")
self.sameday.print_trades_and_parents(report)
if len(self.withinmonth)>0:
withinmonth_quantity=int(abs(round((self.withinmonth.final_position()))))
withinmonth_avg_value=self.withinmonth.average_value()
withinmonth_tax=sum([trade.Tax for trade in self.withinmonth])
withinmonth_comm=sum([trade.Commission for trade in self.withinmonth])
tradecount=len(self.withinmonth)
(startdate,enddate)=self.withinmonth.range_of_dates()
withinmonth_calc_string="%s(%d*%s) - %s - %s " % \
(signs[0], withinmonth_quantity, pretty(withinmonth_avg_value, commas=False), pretty(withinmonth_comm), pretty(withinmonth_tax))
calc_string=calc_string+withinmonth_calc_string
if inreport.showextra():
report.write("SUBSEQUENT %d TRADE(S) Within 30 days between %s and %s: Matches with %s of %d %s at of %s %s each \n Commissions %s %s Taxes %s %s \n" % \
(tradecount, str(startdate.date()), str(enddate.date()), labels[0], withinmonth_quantity, code, currency, pretty(withinmonth_avg_value), currency, pretty(withinmonth_comm), currency, pretty(withinmonth_tax)))
if inreport.listtrades():
report.write("\nTrades:\n")
self.withinmonth.print_trades_and_parents(report)
if len(self.s104)>0:
s104_quantity=int(round(abs(self.s104.final_position())))
s104_avg_value=self.s104.average_value()
s104_tax=sum([trade.Tax for trade in self.s104])
s104_comm=sum([trade.Commission for trade in self.s104])
tradecount=len(self.s104)
(startdate,enddate)=self.s104.range_of_dates()
parent_quantity=self.s104.total_including_parents()
s104_calc_string="%s(%d*%s) - %s - %s " % \
(signs[0], s104_quantity, pretty(s104_avg_value, commas=False), pretty(s104_comm), pretty(s104_tax))
calc_string=calc_string+s104_calc_string
if inreport.showextra():
report.write("PRO-RATA SECTION 104: Quantity %f %s allocated from total holding of %s, made up of %d trades between %s and %s\n At average value of %s %s Commissions %s %s Taxes %s %s \n" % \
( s104_quantity, code, pretty(parent_quantity), len(self.s104), str(startdate.date()), str(enddate.date()), currency, pretty(s104_avg_value), currency, pretty(s104_comm), currency, pretty(s104_tax)))
if inreport.listtrades():
report.write("\nTrades:\n")
self.s104.print_trades_and_parents(report)
if inreport.showcalcs():
## Show full calculations
report.write("\nCALCULATION: "+calc_string+" = %s \n" % pretty(round(net_profit)))
else:
"""
Example of non CGT output
SELL 40867 RSA (Stock) on 17/12/2013 at EUR0.911 gives net LOSS of EUR 8,275 equals GBP5,000.0
AVERAGE price EUR . Total commission: EUR Total tax: EUR
"""
if inreport.showbrieftrade():
report.write("%d: %s of %d %s %s on %s at %s %s each Net %s of %s %s equals GBP %s\n" % \
(groupid, labels[1], int(abs_quantity), code, assetclass, datelabel, currency, pretty(average_close_value),
pandl, currency, pretty(round(net_profit)), pretty(gbp_net_profit)))
if inreport.listtrades():
report.write("Trade details:"+self.closingtrade.__repr__()+"\n")
tradecount=len(self.s104)
(startdate,enddate)=self.s104.range_of_dates()
parent_quantity=self.s104.total_including_parents()
## Calculation strings, build up to show how we calculated our profit or loss
calc_string="%s(%d*%s) - %s - %s " % \
(signs[1], int(abs_quantity), pretty(average_close_value, commas=False), pretty(close_comm), pretty(close_tax))
closing_calc_string="%s(%d*%s) - %s - %s " % \
(signs[0], int(abs_quantity), pretty(average_open_value, commas=False), pretty(open_comm), pretty(open_tax))
calc_string=calc_string+closing_calc_string
if inreport.showextra():
report.write("\n%s at average value %s each between %s and %s. Total round-trip commission %s %s, and taxes %s %s" % \
(labels[0], pretty(average_open_value), str(startdate.date()), str(enddate.date()), currency, pretty(commissions), currency, pretty(taxes)))
if inreport.listtrades():
## Trade by trade breakdown
report.write("\nTrades:\n")
self.s104.print_trades_and_parents(report)
if inreport.showcalcs():
## calculations
report.write("\nCALCULATION: "+calc_string+" = %s \n" % pretty(round(net_profit)))
if inreport.extraline():
report.write("\n")
def calculatetax(all_trades, all_positions=None, CGTCalc=True, reportfile=None, reportinglevel="NORMAL", fxsource="DATABASE"):
"""
Calculate the tax
all_trades is a TradeList object
all_positions is an optional PositionList object which we use to check consistency with trades
CGTCalc = True means we use same day and 30 day matching before S104 matching
False means we use only S104; effectively calculating average cost for each trade
reportinglevel - ANNUAL - summary for each year, BRIEF- plus one line per trade,
NORMAL - plus matching details per trade, CALCULATE - as normal plus calculations
VERBOSE - full breakdown of subtrade matching
reportfile- text file we dump answers into. If omitted will print to screen.
fxsource will indicate source of data used by FXData function as appropriate
"""
assert reportinglevel in ["VERBOSE", "CALCULATE", "NORMAL", "BRIEF", "ANNUAL"]
if reportfile is None:
reportfile="the screen."
report=sys.stdout
else:
report = open(reportfile, "w")
print("Report will be written to %s" % reportfile)
### Check against positions
if all_positions is not None:
breaklist=compare_trades_and_positions(all_trades, all_positions)
if len(breaklist)>0:
print("Breaks. Should be none except perhaps for FX rates.")
print(breaklist)
else:
print("Trades and positions consistent")
### Add TradeID's
all_trades.add_tradeids()
## Get FX data
print("Getting fx data")
all_currencies=all_trades.all_currencies()
fx_dict=FXDict(all_currencies, fxsource)
all_trades.add_fxdict_rates(fx_dict)
## Do various preprocessing measures
trade_dict_bycode=all_trades.separatecode()
trade_dict_bycode.add_cumulative_data()
trade_dict_bycode.generate_pseduo_trades()
## Create a tax dictionary containing the trade data
taxcalc_dict=TaxCalcDict(trade_dict_bycode)
## Do the trade matching
print("Matching trades")
taxcalc_dict.allocate_dict_trades(CGTCalc)
## Consistency check - this should never fail
breaklist=compare_trades_and_positions(all_trades, taxcalc_dict.umatched_as_positions())
if len(breaklist)>0:
print("BREAKS between final positions and those implied by trades. Something gone horribly wrong!")
print(breaklist)
raise Exception("Breaks occured!")
else:
print("Passed consistency check")
## What tax years are our trades for
taxyears=taxcalc_dict.tax_year_span()
for taxyear in taxyears:
report.write(star_line())
report.write("\n TAX YEAR: %d \n\n" % taxyear)
## Display taxes
taxcalc_dict.display_taxes(taxyear, CGTCalc, reportinglevel, report)
if reportfile is not "the screen":
report.close()
print("Report finished")
return taxcalc_dict
def _print_tax_details(self, report, reportinglevel, CGTCalc, net_profit, open_value, close_value,
groupid, gbp_net_profit, open_comm, close_comm, open_tax, close_tax, allowable_costs,
disposal_proceeds, commissions, taxes):
code=self.closingtrade.Code
currency=self.closingtrade.Currency
assetclass=(getattr(self.closingtrade, "AssetClass",""))
datelabel=self.closingtrade.Date.strftime('%d/%m/%Y')
## quantity will be negative for a closing sale / opening buy
sign_quantity=self.closingtrade.SignQuantity
abs_quantity=abs(sign_quantity)
average_open_value= abs(open_value) / abs_quantity
average_close_value= abs(close_value) / abs_quantity
## Labelling
if sign_quantity<0:
labels=("BUY", "SELL")
signs=("-", "")
else:
labels=("OPEN SHORT", "CLOSE SHORT")
signs=("+","-")
if net_profit<0:
pandl="LOSS"
else:
pandl="PROFIT"
inreport=reporting_detail(reportinglevel)
if inreport.extraline():
report.write(star_line())
report.write("\n")
if CGTCalc:
"""
Example of CGT output
1. SELL: 40867 XYZ (Stock) on 17/12/2013 at EUR0.911 gives LOSS of XYZ 8,275.00 equals GBP 5,000
(or CLOSE SHORT: . Matches with OPEN SHORT: )
Matches with:
BUY: SAME DAY TRADES.
TRADES WITHIN 30 days
SECTION 104 HOLDING. 40867 shares of XYZ bought at average price of EUR1.11333
"""
if inreport.showbrieftrade():
report.write("%d: %s %d %s %s on %s at %s %s each gives %s of %s %s equals GBP %s\n" % \
(groupid, labels[1], int(abs_quantity), code, assetclass, datelabel, currency, pretty(average_close_value),
pandl, currency, pretty(round(net_profit)), pretty(gbp_net_profit)))
if inreport.showextra():
report.write(" Commission %s %s and taxes %s %s on %s\n"% (currency, pretty(close_comm), currency, pretty(close_tax),labels[1]))
if inreport.listtrades():
report.write("Trade details:"+self.closingtrade.__repr__()+"\n")
if inreport.showextra():
report.write("Total allowable cost %s %s Total disposal proceeds %s %s\n" % \
(currency, pretty(allowable_costs), currency, pretty(disposal_proceeds)))
report.write("\nMatches with:\n")
## Calculation strings, build up to show how we calculated our profit or loss
calc_string="%s(%d*%s) - %s - %s " % \
(signs[1], int(abs_quantity), pretty(average_close_value, commas=False), pretty(close_comm), pretty(close_tax))
if len(self.sameday)>0:
sameday_quantity=int(round(abs(self.sameday.final_position())))
sameday_avg_value=self.sameday.average_value()
sameday_tax=sum([trade.Tax for trade in self.sameday])
sameday_comm=sum([trade.Commission for trade in self.sameday])
sameday_calc_string="%s(%d*%s) - %s - %s " % \
(signs[0], sameday_quantity, pretty(sameday_avg_value, commas=False), pretty(sameday_comm), pretty(sameday_tax))
calc_string=calc_string+sameday_calc_string
if inreport.showextra():
report.write("SAME DAY TRADE(S) Matches with %s of %d %s at average of %s %s each \n Commissions %s %s Taxes %s %s \n" % \
(labels[0], sameday_quantity, code, currency, pretty(sameday_avg_value), currency, pretty(sameday_comm), currency, pretty(sameday_tax)))
if inreport.listtrades():
report.write("\nTrades:\n")
self.sameday.print_trades_and_parents(report)
if len(self.withinmonth)>0:
withinmonth_quantity=int(abs(round((self.withinmonth.final_position()))))
withinmonth_avg_value=self.withinmonth.average_value()
withinmonth_tax=sum([trade.Tax for trade in self.withinmonth])
withinmonth_comm=sum([trade.Commission for trade in self.withinmonth])
tradecount=len(self.withinmonth)
(startdate,enddate)=self.withinmonth.range_of_dates()
withinmonth_calc_string="%s(%d*%s) - %s - %s " % \
(signs[0], withinmonth_quantity, pretty(withinmonth_avg_value, commas=False), pretty(withinmonth_comm), pretty(withinmonth_tax))
calc_string=calc_string+withinmonth_calc_string
if inreport.showextra():
report.write("SUBSEQUENT %d TRADE(S) Within 30 days between %s and %s: Matches with %s of %d %s at of %s %s each \n Commissions %s %s Taxes %s %s \n" % \
(tradecount, str(startdate.date()), str(enddate.date()), labels[0], withinmonth_quantity, code, currency, pretty(withinmonth_avg_value), currency, pretty(withinmonth_comm), currency, pretty(withinmonth_tax)))
if inreport.listtrades():
report.write("\nTrades:\n")
self.withinmonth.print_trades_and_parents(report)
if len(self.s104)>0:
s104_quantity=int(round(abs(self.s104.final_position())))
s104_avg_value=self.s104.average_value()
s104_tax=sum([trade.Tax for trade in self.s104])
s104_comm=sum([trade.Commission for trade in self.s104])
tradecount=len(self.s104)
(startdate,enddate)=self.s104.range_of_dates()
parent_quantity=self.s104.total_including_parents()
s104_calc_string="%s(%d*%s) - %s - %s " % \
(signs[0], s104_quantity, pretty(s104_avg_value, commas=False), pretty(s104_comm), pretty(s104_tax))
calc_string=calc_string+s104_calc_string
if inreport.showextra():
report.write("PRO-RATA SECTION 104: Quantity %f %s allocated from total holding of %s, made up of %d trades between %s and %s\n At average value of %s %s Commissions %s %s Taxes %s %s \n" % \
( s104_quantity, code, pretty(parent_quantity), len(self.s104), str(startdate.date()), str(enddate.date()), currency, pretty(s104_avg_value), currency, pretty(s104_comm), currency, pretty(s104_tax)))
if inreport.listtrades():
report.write("\nTrades:\n")
self.s104.print_trades_and_parents(report)
if inreport.showcalcs():
## Show full calculations
report.write("\nCALCULATION: "+calc_string+" = %s \n" % pretty(round(net_profit)))
else:
"""
Example of non CGT output
SELL 40867 RSA (Stock) on 17/12/2013 at EUR0.911 gives net LOSS of EUR 8,275 equals GBP5,000.0
AVERAGE price EUR . Total commission: EUR Total tax: EUR
"""
if inreport.showbrieftrade():
report.write("%d: %s of %d %s %s on %s at %s %s each Net %s of %s %s equals GBP %s\n" % \
(groupid, labels[1], int(abs_quantity), code, assetclass, datelabel, currency, pretty(average_close_value),
pandl, currency, pretty(round(net_profit)), pretty(gbp_net_profit)))
if inreport.listtrades():
report.write("Trade details:"+self.closingtrade.__repr__()+"\n")
tradecount=len(self.s104)
(startdate,enddate)=self.s104.range_of_dates()
parent_quantity=self.s104.total_including_parents()
## Calculation strings, build up to show how we calculated our profit or loss
calc_string="%s(%d*%s) - %s - %s " % \
(signs[1], int(abs_quantity), pretty(average_close_value, commas=False), pretty(close_comm), pretty(close_tax))
closing_calc_string="%s(%d*%s) - %s - %s " % \
(signs[0], int(abs_quantity), pretty(average_open_value, commas=False), pretty(open_comm), pretty(open_tax))
calc_string=calc_string+closing_calc_string
if inreport.showextra():
report.write("\n%s at average value %s each between %s and %s. Total round-trip commission %s %s, and taxes %s %s" % \
(labels[0], pretty(average_open_value), str(startdate.date()), str(enddate.date()), currency, pretty(commissions), currency, pretty(taxes)))
if inreport.listtrades():
## Trade by trade breakdown
report.write("\nTrades:\n")
self.s104.print_trades_and_parents(report)
if inreport.showcalcs():
## calculations
report.write("\nCALCULATION: "+calc_string+" = %s \n" % pretty(round(net_profit)))
if inreport.extraline():
report.write("\n")
def calculatetax(all_trades, all_positions=None, CGTCalc=True, reportfile=None, reportinglevel="NORMAL", fxsource="DATABASE"):
"""
Calculate the tax
all_trades is a TradeList object
all_positions is an optional PositionList object which we use to check consistency with trades
CGTCalc = True means we use same day and 30 day matching before S104 matching
False means we use only S104; effectively calculating average cost for each trade
reportinglevel - ANNUAL - summary for each year, BRIEF- plus one line per trade,
NORMAL - plus matching details per trade, CALCULATE - as normal plus calculations
VERBOSE - full breakdown of subtrade matching
reportfile- text file we dump answers into. If omitted will print to screen.
fxsource will indicate source of data used by FXData function as appropriate
"""
assert reportinglevel in ["VERBOSE", "CALCULATE", "NORMAL", "BRIEF", "ANNUAL"]
if reportfile is None:
reportfile="the screen."
report=sys.stdout
else:
report = open(reportfile, "w")
print "Report will be written to %s" % reportfile
### Check against positions
if all_positions is not None:
breaklist=compare_trades_and_positions(all_trades, all_positions)
if len(breaklist)>0:
print "Breaks. Should be none except perhaps for FX rates."
print breaklist
else:
print "Trades and positions consistent"
### Add TradeID's
all_trades.add_tradeids()
## Get FX data
print "Getting fx data"
all_currencies=all_trades.all_currencies()
fx_dict=FXDict(all_currencies, fxsource)
all_trades.add_fxdict_rates(fx_dict)
## Do various preprocessing measures
trade_dict_bycode=all_trades.separatecode()
trade_dict_bycode.add_cumulative_data()
trade_dict_bycode.generate_pseduo_trades()
## Create a tax dictionary containing the trade data
taxcalc_dict=TaxCalcDict(trade_dict_bycode)
## Do the trade matching
print "Matching trades"
taxcalc_dict.allocate_dict_trades(CGTCalc)
## Consistency check - this should never fail
breaklist=compare_trades_and_positions(all_trades, taxcalc_dict.umatched_as_positions())
if len(breaklist)>0:
print "BREAKS between final positions and those implied by trades. Something gone horribly wrong!"
print breaklist
raise Exception("Breaks occured!")
else:
print "Passed consistency check"
## What tax years are our trades for
taxyears=taxcalc_dict.tax_year_span()
for taxyear in taxyears:
report.write(star_line())
report.write("\n TAX YEAR: %d \n\n" % taxyear)
## Display taxes
taxcalc_dict.display_taxes(taxyear, CGTCalc, reportinglevel, report)
if reportfile is not "the screen":
report.close()
print "Report finished"
return taxcalc_dict
