def import_fund(code, from_date, to_date):
"""Imports fund data from KOFIA.
:param code: e.g., KR5223941018
:param from_date: e.g., 2016-01-01
:param to_date: e.g., 2016-02-28
"""
provider = Kofia()
app = create_app(__name__)
with app.app_context():
asset = get_asset_by_fund_code(code)
# FIXME: Target asset should also be determined by asset.data.code
base_asset = Asset.query.filter_by(name="KRW").first()
data = provider.fetch_data(code, parse_date(from_date),
parse_date(to_date))
for date, unit_price, quantity in data:
log.info("Import data on {}", date)
unit_price /= 1000.0
try:
AssetValue.create(
asset=asset,
base_asset=base_asset,
evaluated_at=date,
close=unit_price,
granularity=Granularity.day,
source="kofia",
)
except IntegrityError:
log.warn("Identical record has been found for {}. Skipping.",
date)
db.session.rollback()
def import_fund(code, from_date, to_date):
"""Imports fund data from KOFIA.
:param code: e.g., KR5223941018
:param from_date: e.g., 2016-01-01
:param to_date: e.g., 2016-02-28
"""
provider = Kofia()
app = create_app(__name__)
with app.app_context():
asset = get_asset_by_fund_code(code)
# FIXME: Target asset should also be determined by asset.data.code
base_asset = Asset.query.filter_by(name='KRW').first()
data = provider.fetch_data(
code, parse_date(from_date), parse_date(to_date))
for date, unit_price, quantity in data:
log.info('Import data on {}', date)
unit_price /= 1000.0
try:
AssetValue.create(
asset=asset, base_asset=base_asset,
evaluated_at=date, close=unit_price,
granularity=Granularity.day,
source='kofia')
except IntegrityError:
log.warn('Identical record has been found for {}. Skipping.',
date)
db.session.rollback()
def import_8percent_data(parsed_data, account_checking, account_8p, asset_krw):
from finance.models import Asset, AssetValue, Record, Transaction
assert account_checking
assert account_8p
assert asset_krw
asset_8p = Asset.create(name=parsed_data['name'])
remaining_value = parsed_data['amount']
started_at = parsed_data['started_at']
with Transaction.create() as t:
Record.create(
created_at=started_at, transaction=t, account=account_checking,
asset=asset_krw, quantity=-remaining_value)
Record.create(
created_at=started_at, transaction=t, account=account_8p,
asset=asset_8p, quantity=1)
AssetValue.create(
evaluated_at=started_at, asset=asset_8p,
target_asset=asset_krw, granularity='1day', close=remaining_value)
for record in parsed_data['records']:
date, principle, interest, tax, fees = record
returned = principle + interest - (tax + fees)
remaining_value -= principle
with Transaction.create() as t:
Record.create(
created_at=date, transaction=t,
account=account_checking, asset=asset_krw, quantity=returned)
AssetValue.create(
evaluated_at=date, asset=asset_8p,
target_asset=asset_krw, granularity='1day', close=remaining_value)
def test_account_net_worth_2(account_checking, account_sp500, asset_krw,
asset_sp500):
AssetValue.create(evaluated_at=parse_date('2016-02-25'),
asset=asset_sp500,
base_asset=asset_krw,
granularity=Granularity.day,
close=921.77)
AssetValue.create(evaluated_at=parse_date('2016-02-24'),
asset=asset_sp500,
base_asset=asset_krw,
granularity=Granularity.day,
close=932.00)
AssetValue.create(evaluated_at=parse_date('2016-02-23'),
asset=asset_sp500,
base_asset=asset_krw,
granularity=Granularity.day,
close=921.06)
AssetValue.create(evaluated_at=parse_date('2016-02-22'),
asset=asset_sp500,
base_asset=asset_krw,
granularity=Granularity.day,
close=921.76)
with Transaction.create() as t:
deposit(account_sp500, asset_sp500, 1000, parse_date('2016-02-25'), t)
deposit(account_checking, asset_krw, -1000 * 921.77,
parse_date('2016-02-25'), t)
assert 921770 == account_sp500.net_worth(
evaluated_at=parse_date('2016-02-25'), base_asset=asset_krw)
assert 921770 == account_sp500.net_worth(
evaluated_at=parse_date('2016-03-01'),
approximation=True,
base_asset=asset_krw)
def test_account_net_worth_2(account_checking, account_sp500, asset_krw, asset_sp500):
AssetValue.create(
evaluated_at=parse_date('2016-02-25'), asset=asset_sp500,
base_asset=asset_krw, granularity=Granularity.day, close=921.77)
AssetValue.create(
evaluated_at=parse_date('2016-02-24'), asset=asset_sp500,
base_asset=asset_krw, granularity=Granularity.day, close=932.00)
AssetValue.create(
evaluated_at=parse_date('2016-02-23'), asset=asset_sp500,
base_asset=asset_krw, granularity=Granularity.day, close=921.06)
AssetValue.create(
evaluated_at=parse_date('2016-02-22'), asset=asset_sp500,
base_asset=asset_krw, granularity=Granularity.day, close=921.76)
with Transaction.create() as t:
Record.create(
created_at=parse_date('2016-02-25'), transaction=t,
account=account_sp500, asset=asset_sp500,
quantity=1000)
Record.create(
created_at=parse_date('2016-02-25'), transaction=t,
account=account_checking, asset=asset_krw,
quantity=-1000 * 921.77)
assert 921770 == account_sp500.net_worth(
evaluated_at=parse_date('2016-02-25'), base_asset=asset_krw)
assert 921770 == account_sp500.net_worth(
evaluated_at=parse_date('2016-03-01'), approximation=True,
base_asset=asset_krw)
def import_8percent_data(parsed_data, account_checking, account_8p, asset_krw):
from finance.models import Asset, AssetValue, Record, Transaction
assert account_checking
assert account_8p
assert asset_krw
asset_8p = Asset.create(name=parsed_data['name'])
remaining_value = parsed_data['amount']
started_at = parsed_data['started_at']
with Transaction.create() as t:
Record.create(created_at=started_at,
transaction=t,
account=account_checking,
asset=asset_krw,
quantity=-remaining_value)
Record.create(created_at=started_at,
transaction=t,
account=account_8p,
asset=asset_8p,
quantity=1)
AssetValue.create(evaluated_at=started_at,
asset=asset_8p,
target_asset=asset_krw,
granularity='1day',
close=remaining_value)
for record in parsed_data['records']:
date, principle, interest, tax, fees = record
returned = principle + interest - (tax + fees)
remaining_value -= principle
with Transaction.create() as t:
Record.create(created_at=date,
transaction=t,
account=account_checking,
asset=asset_krw,
quantity=returned)
AssetValue.create(evaluated_at=date,
asset=asset_8p,
target_asset=asset_krw,
granularity='1day',
close=remaining_value)
def insert_asset_value(asset, date, granularity, open_, high, low, close_,
volume, source):
# FIXME: This kind of approach may not be safe in multithreading
# environments
if AssetValue.exists(asset_id=asset.id,
evaluated_at=date,
granularity=granularity):
log.warn('AssetValue for {0} on {1} already exist', asset.code, date)
else:
asset_value = AssetValue.create(evaluated_at=date,
granularity=Granularity.min,
asset=asset,
open=open_,
high=high,
low=low,
close=close_,
volume=int(volume),
source=source,
commit=False)
log.info('Record has been create: {0}', asset_value)
def insert_asset_value(row, asset, target_asset):
"""
(evaluated_at, granularity, open, high, low, close)
"""
from finance.models import AssetValue
columns = [x.strip() for x in row.split(',')]
evaluated_at = make_date(columns[0])
granularity = columns[1]
open, high, low, close = map(parse_decimal, columns[2:6])
return AssetValue.create(
asset=asset, target_asset=target_asset, evaluated_at=evaluated_at,
granularity=granularity, open=open, high=high, low=low, close=close)
def test_portfolio(account_hf, asset_hf1, account_checking, asset_krw):
portfolio = Portfolio()
portfolio.base_asset = asset_krw
portfolio.add_accounts(account_hf, account_checking)
deposit(account_checking, asset_krw, 500000, parse_date("2015-12-04"))
with Transaction.create() as t:
deposit(account_checking, asset_krw, -500000, parse_date("2015-12-04"),
t)
deposit(account_hf, asset_hf1, 1, parse_date("2015-12-04"), t)
# The net asset value shall not be available at this point
with pytest.raises(AssetValueUnavailableException):
net_worth = portfolio.net_worth(evaluated_at=parse_date("2015-12-04"),
granularity=Granularity.day)
# Initial asset value
AssetValue.create(
evaluated_at=parse_date("2015-12-04"),
asset=asset_hf1,
base_asset=asset_krw,
granularity=Granularity.day,
close=500000,
)
net_worth = portfolio.net_worth(evaluated_at=parse_date("2015-12-04"),
granularity=Granularity.day)
assert 500000 == net_worth
# 1st payment
interest, tax, returned = 3923, 740, 30930
deposit(account_checking, asset_krw, returned, parse_date("2016-01-08"))
# Remaining principle value after the 1st payment
AssetValue.create(
evaluated_at=parse_date("2016-01-08"),
asset=asset_hf1,
base_asset=asset_krw,
granularity=Granularity.day,
close=472253,
)
net_worth = portfolio.net_worth(evaluated_at=parse_date("2016-01-08"),
granularity=Granularity.day)
assert 500000 + (interest - tax) == net_worth
# 2nd payment
deposit(account_checking, asset_krw, 25016, parse_date("2016-02-05"))
# Remaining principle value after the 2nd payment
AssetValue.create(
evaluated_at=parse_date("2016-02-05"),
asset=asset_hf1,
base_asset=asset_krw,
granularity=Granularity.day,
close=450195,
)
db.session.delete(portfolio)
db.session.commit()
def import_stock_values(fin: io.TextIOWrapper, code: str, base_asset=None):
"""Import stock values."""
asset = Asset.get_by_symbol(code)
reader = csv.reader(
fin, delimiter=',', quotechar='"', skipinitialspace=True)
for date, open_, high, low, close_, volume, source in reader:
try:
yield AssetValue.create(
evaluated_at=date, granularity=Granularity.day, asset=asset,
base_asset=base_asset, open=open_, high=high, low=low,
close=close_, volume=volume, source=source)
except IntegrityError:
log.warn('AssetValue for {0} on {1} already exist', code, date)
db.session.rollback()
def test_portfolio(account_hf, asset_hf1, account_checking, asset_krw):
portfolio = Portfolio()
portfolio.base_asset = asset_krw
portfolio.add_accounts(account_hf, account_checking)
with Transaction.create() as t:
Record.create(
created_at=parse_date('2015-12-04'), transaction=t,
account=account_checking, asset=asset_krw, quantity=500000)
Record.create(
created_at=parse_date('2015-12-04'), transaction=t,
account=account_checking, asset=asset_krw, quantity=-500000)
Record.create(
created_at=parse_date('2015-12-04'), transaction=t,
account=account_hf, asset=asset_hf1, quantity=1)
# The net asset value shall not be available at this point
with pytest.raises(AssetValueUnavailableException):
net_worth = portfolio.net_worth(evaluated_at=parse_date('2015-12-04'),
granularity=Granularity.day)
# Initial asset value
AssetValue.create(
evaluated_at=parse_date('2015-12-04'), asset=asset_hf1,
base_asset=asset_krw, granularity=Granularity.day, close=500000)
net_worth = portfolio.net_worth(evaluated_at=parse_date('2015-12-04'),
granularity=Granularity.day)
assert 500000 == net_worth
# 1st payment
interest, tax, returned = 3923, 740, 30930
with Transaction.create() as t:
Record.create(
created_at=parse_date('2016-01-08'), transaction=t,
account=account_checking, asset=asset_krw, quantity=returned)
# Remaining principle value after the 1st payment
AssetValue.create(
evaluated_at=parse_date('2016-01-08'), asset=asset_hf1,
base_asset=asset_krw, granularity=Granularity.day, close=472253)
net_worth = portfolio.net_worth(evaluated_at=parse_date('2016-01-08'),
granularity=Granularity.day)
assert 500000 + (interest - tax) == net_worth
# 2nd payment
with Transaction.create() as t:
Record.create(
created_at=parse_date('2016-02-05'), transaction=t,
account=account_checking, asset=asset_krw, quantity=25016)
# Remaining principle value after the 2nd payment
AssetValue.create(
evaluated_at=parse_date('2016-02-05'), asset=asset_hf1,
base_asset=asset_krw, granularity=Granularity.day, close=450195)
db.session.delete(portfolio)
db.session.commit()
def insert_asset_value(row, asset, base_asset):
"""
(evaluated_at, granularity, open, high, low, close)
"""
from finance.models import AssetValue
columns = [x.strip() for x in row.split(',')]
evaluated_at = parse_date(columns[0])
granularity = columns[1]
open, high, low, close = map(parse_decimal, columns[2:6])
return AssetValue.create(asset=asset,
base_asset=base_asset,
evaluated_at=evaluated_at,
granularity=granularity,
open=open,
high=high,
low=low,
close=close)
def import_stock_values(fin: io.TextIOWrapper, code: str, base_asset=None):
"""Import stock values."""
asset = Asset.get_by_symbol(code)
reader = csv.reader(fin,
delimiter=',',
quotechar='"',
skipinitialspace=True)
for date, open_, high, low, close_, volume, source in reader:
try:
yield AssetValue.create(evaluated_at=date,
granularity=Granularity.day,
asset=asset,
base_asset=base_asset,
open=open_,
high=high,
low=low,
close=close_,
volume=volume,
source=source)
except IntegrityError:
log.warn('AssetValue for {0} on {1} already exist', code, date)
db.session.rollback()
def test_portfolio(account_hf, asset_hf1, account_checking, asset_krw):
portfolio = Portfolio()
portfolio.base_asset = asset_krw
portfolio.add_accounts(account_hf, account_checking)
with Transaction.create() as t:
Record.create(created_at=parse_date('2015-12-04'),
transaction=t,
account=account_checking,
asset=asset_krw,
quantity=500000)
Record.create(created_at=parse_date('2015-12-04'),
transaction=t,
account=account_checking,
asset=asset_krw,
quantity=-500000)
Record.create(created_at=parse_date('2015-12-04'),
transaction=t,
account=account_hf,
asset=asset_hf1,
quantity=1)
# The net asset value shall not be available at this point
with pytest.raises(AssetValueUnavailableException):
net_worth = portfolio.net_worth(evaluated_at=parse_date('2015-12-04'),
granularity=Granularity.day)
# Initial asset value
AssetValue.create(evaluated_at=parse_date('2015-12-04'),
asset=asset_hf1,
base_asset=asset_krw,
granularity=Granularity.day,
close=500000)
net_worth = portfolio.net_worth(evaluated_at=parse_date('2015-12-04'),
granularity=Granularity.day)
assert 500000 == net_worth
# 1st payment
interest, tax, returned = 3923, 740, 30930
with Transaction.create() as t:
Record.create(created_at=parse_date('2016-01-08'),
transaction=t,
account=account_checking,
asset=asset_krw,
quantity=returned)
# Remaining principle value after the 1st payment
AssetValue.create(evaluated_at=parse_date('2016-01-08'),
asset=asset_hf1,
base_asset=asset_krw,
granularity=Granularity.day,
close=472253)
net_worth = portfolio.net_worth(evaluated_at=parse_date('2016-01-08'),
granularity=Granularity.day)
assert 500000 + (interest - tax) == net_worth
# 2nd payment
with Transaction.create() as t:
Record.create(created_at=parse_date('2016-02-05'),
transaction=t,
account=account_checking,
asset=asset_krw,
quantity=25016)
# Remaining principle value after the 2nd payment
AssetValue.create(evaluated_at=parse_date('2016-02-05'),
asset=asset_hf1,
base_asset=asset_krw,
granularity=Granularity.day,
close=450195)
db.session.delete(portfolio)
db.session.commit()