def testGetTaxlotInterestIncome(self):
file = join(getCurrentDirectory(), 'samples', 'daily interest 2020-01.txt')
positions, _ = readDailyInterestAccrualDetailTxtReport('utf-16', '\t', file)
d = getTaxlotInterestIncome(positions)
self.assertAlmostEqual(240897.71, d['1104216'])
self.assertAlmostEqual(145956.02, d['1109831'])
def testGetRealizedGainLoss(self):
file = join(getCurrentDirectory(), 'samples',
'profit loss summary tax lot 2020-01.txt')
self.assertAlmostEqual(
5011429.88,
compose(
lambda d: sum(d.values()), getRealizedGainLoss, lambda t: t[0],
partial(readProfitLossSummaryWithTaxLotTxtReport, 'utf-16',
'\t'))(file), 2)
def testGetTimeWeightedCapital(self):
file = join(getCurrentDirectory(), 'samples',
'cash ledger 2020-01.txt')
positions, metadata = readCashLedgerTxtReport('utf-16', '\t', file)
self.assertAlmostEqual(
163922587.75,
getTimeWeightedCapital(metadata['PeriodEndDate'], list(positions)),
2)
file = join(getCurrentDirectory(), 'samples',
'cash ledger 2020-03.txt')
positions, metadata = readCashLedgerTxtReport('utf-16', '\t', file)
self.assertAlmostEqual(
488290764.18,
getTimeWeightedCapital(metadata['PeriodEndDate'], list(positions)),
2)
def testGetFairValueChange(self):
file = join(getCurrentDirectory(), 'samples',
'profit loss summary tax lot 2020-01.txt')
self.assertAlmostEqual(
8071778.13,
compose(
lambda d: sum(d.values()), getFairValueChange, lambda t: t[0],
partial(readProfitLossSummaryWithTaxLotTxtReport, 'utf-16',
'\t'))(file), 2)
def testReadTaxlotTxtReport(self):
inputFile = join(getCurrentDirectory(), 'samples',
'taxlot01_text_unicode.txt')
positions, metaData = readTaxlotTxtReport('utf-16', '\t', inputFile)
self.verifyMetaData(metaData)
positions = list(positions)
self.assertEqual(38, len(positions))
self.verifyTaxlotPosition1(positions[0])
self.verifyTaxlotPosition2(positions[13])
def testReadInvestmentTxtReport(self):
inputFile = join(getCurrentDirectory(), 'samples',
'investment 2020-03.txt')
positions, metaData = readInvestmentTxtReport('utf-16', '\t',
inputFile)
self.verifyMetaData2(metaData)
positions = list(positions)
self.assertEqual(174, len(positions))
self.verifyInvestmentPosition(positions[10])
def testReadProfitLossTxtReport(self):
inputFile = join(getCurrentDirectory(), 'samples',
'profit loss 2020-01.txt')
positions, metaData = readProfitLossTxtReport('utf-16', '\t',
inputFile)
self.verifyMetaData3(metaData)
positions = list(positions)
self.assertEqual(133, len(positions))
self.verifyProfitLossPosition(positions[0])
def testReadCashLedgerTxtReport(self):
inputFile = join(getCurrentDirectory(), 'samples',
'cash ledger 2020-01.txt')
positions, metaData = readCashLedgerTxtReport('utf-16', '\t',
inputFile)
self.verifyMetaData3(metaData)
positions = list(positions)
self.assertEqual(66, len(positions))
self.verifyCashLedgerPosition(positions[0])
def testReadDailyInterestAccrualDetailTxtReport(self):
inputFile = join(getCurrentDirectory(), 'samples',
'daily interest 2020-01.txt')
positions, metaData = readDailyInterestAccrualDetailTxtReport(
'utf-16', '\t', inputFile)
self.verifyMetaData3(metaData)
positions = list(positions)
self.assertEqual(19641, len(positions))
self.verifyDailyTaxlotAccrualDetailPosition(positions[2])
def testGetAccumulatedRealizedGainLoss(self):
files = [
join(getCurrentDirectory(), 'samples',
'profit loss summary tax lot 2020-01.txt'),
join(getCurrentDirectory(), 'samples',
'profit loss summary tax lot 2020-02.txt')
]
values = compose(
list, partial(map, lambda d: sum(d.values())),
partial(getAccumulatedRealizedGainLoss, None),
partial(map, lambda t: t[0]),
partial(
map,
partial(readProfitLossSummaryWithTaxLotTxtReport, 'utf-16',
'\t')))(files)
self.assertEqual(2, len(values))
self.assertAlmostEqual(5011429.88, values[0])
self.assertAlmostEqual(5011429.88 + 8483828.71, values[1])
def testGetAccumulatedTimeWeightedCapital(self):
files = [
join(getCurrentDirectory(), 'samples', 'cash ledger 2020-01.txt'),
join(getCurrentDirectory(), 'samples', 'cash ledger 2020-02.txt'),
join(getCurrentDirectory(), 'samples', 'cash ledger 2020-03.txt')
]
sortedCLPositions = compose(
partial(sorted, key=lambda t: t[0]),
partial(map, lambda t: (t[1]['PeriodEndDate'], list(t[0]))),
partial(map, partial(readCashLedgerTxtReport, 'utf-16',
'\t')))(files)
self.assertEqual('2020-01-31', sortedCLPositions[0][0])
self.assertEqual('2020-02-29', sortedCLPositions[1][0])
L = list(getAccumulatedTimeWeightedCapital(False, sortedCLPositions))
self.assertEqual(3, len(L))
self.assertAlmostEqual(163922587.75, L[0], 2)
self.assertAlmostEqual(556735459.34, L[1], 2)
self.assertAlmostEqual(1509419832.61, L[2], 2)
def testGetAccumulatedFairValueChange(self):
files = [
join(getCurrentDirectory(), 'samples',
'profit loss summary tax lot 2020-01.txt'),
join(getCurrentDirectory(), 'samples',
'profit loss summary tax lot 2020-02.txt')
]
values = compose(
list, partial(map, lambda d: sum(d.values())),
partial(getAccumulatedFairValueChange, None),
partial(map, lambda t: t[0]),
partial(
map,
partial(readProfitLossSummaryWithTaxLotTxtReport, 'utf-16',
'\t')))(files)
self.assertEqual(2, len(values))
self.assertAlmostEqual(8071778.13, values[0])
self.assertAlmostEqual(8071778.13 - 6700947.29, values[1])
def testReadProfitLossSummaryWithTaxLotTxtReport(self):
inputFile = join(getCurrentDirectory(), 'samples',
'profit loss summary tax lot 2020-01.txt')
positions, metaData = readProfitLossSummaryWithTaxLotTxtReport(
'utf-16', '\t', inputFile)
self.verifyMetaData3(metaData)
positions = list(positions)
self.assertEqual(713, len(positions))
self.assertEqual('', positions[0]['TaxLotId'])
self.assertEqual('CNY: Chinese Renminbi Yuan', positions[0]['Invest'])
self.verifyProfitLossTaxLotPosition(positions[3])
def testReadMultipartInvestmentTxtReport(self):
inputFile = join(getCurrentDirectory(), 'samples',
'12xxx investment multipart.txt')
result = list(
readMultipartInvestmentTxtReport('utf-16', '\t', inputFile))
self.assertEqual(6, len(result))
self.assertEqual(
['12229', '12366', '12549', '12550', '12630', '12734'],
list(map(lambda t: t[1]['Portfolio'], result)))
self.verifyInvestmentPosition2(list(result[0][0])[0])
self.assertEqual(0, len(list(result[3][0])))
self.verifyInvestmentPosition3(list(result[5][0])[-1])
def testResultFromFilesError1(self):
investmentFiles = [
join(getCurrentDirectory(), 'samples',
'investment positions 2020-06.txt'),
join(getCurrentDirectory(), 'samples',
'investment positions 2020-07.txt')
]
profitLossFiles = [
join(getCurrentDirectory(), 'samples', 'profit loss 2020-06.txt')
]
try:
getResultFromFiles(investmentFiles, profitLossFiles,
177801674041.66, 177800934590.20, 3212689500.00,
7)
except ValueError:
# expected: inconsistent number of files
pass
else:
self.fail('error should occur')
def testReadMultipartProfitLossSummaryWithTaxLotTxtReport(self):
inputFile = join(getCurrentDirectory(), 'samples',
'12xxx multipart profit loss summary tax lot.txt')
result = list(
readMultipartProfitLossSummaryWithTaxLotTxtReport(
'utf-16', '\t', inputFile))
self.assertEqual(6, len(result))
self.assertEqual(
['12229', '12366', '12549', '12550', '12630', '12734'],
list(map(lambda t: t[1]['Portfolio'], result)))
self.verifyProfitlossSummaryTaxlotPosition(list(result[0][0])[0])
self.assertEqual(0, len(list(result[3][0])))
self.verifyProfitlossSummaryTaxlotPosition2(list(result[5][0])[-1])
def testResultFromFilesError5(self):
investmentFiles = [
join(getCurrentDirectory(), 'samples',
'12229 investment positions 2020-01.txt'),
join(getCurrentDirectory(), 'samples',
'investment positions 2020-02.txt')
]
profitLossFiles = [
join(getCurrentDirectory(), 'samples', 'profit loss 2020-01.txt'),
join(getCurrentDirectory(), 'samples', 'profit loss 2020-02.txt')
]
try:
getResultFromFiles(investmentFiles, profitLossFiles,
177801674041.66, 177800934590.20, 3212689500.00,
7)
except ValueError:
# expected: one investment file has a different portfolio
pass
else:
self.fail('error should occur')
def testResultFromFilesError3(self):
investmentFiles = [
join(getCurrentDirectory(), 'samples',
'investment positions base USD 2020-01.txt'),
join(getCurrentDirectory(), 'samples',
'investment positions 2020-02.txt')
]
profitLossFiles = [
join(getCurrentDirectory(), 'samples', 'profit loss 2020-01.txt'),
join(getCurrentDirectory(), 'samples', 'profit loss 2020-02.txt')
]
try:
getResultFromFiles(investmentFiles, profitLossFiles,
177801674041.66, 177800934590.20, 3212689500.00,
7)
except ValueError:
# expected: one investment file has base USD, inconsistent
# with others
pass
else:
self.fail('error should occur')
def testGetNavFromPositions(self):
inputFile = join(getCurrentDirectory(), 'samples',
'investment positions 2020-08.txt')
positions = compose(
lambda t: list(t[0]),
lambda file: readInvestmentTxtReport('utf-16', '\t', file))(
inputFile)
self.assertAlmostEqual(
201234832347.59,
getNavFromPositions(True, False, getImpairment(), positions), 2)
self.assertAlmostEqual(
200800408243.31,
getNavFromPositions(False, False, getImpairment(), positions), 2)
def testGetReturnFromPositions(self):
inputFile = join(getCurrentDirectory(), 'samples',
'profit loss 2020-07.txt')
positions = compose(
lambda t: list(t[0]),
lambda file: readProfitLossTxtReport('utf-16', '\t', file))(
inputFile)
realized, total = getReturnFromPositions(True, positions)
self.assertAlmostEqual(910273720.75, realized, 2)
self.assertAlmostEqual(975551797.10, total, 2)
realized, total = getReturnFromPositions(False, positions)
self.assertAlmostEqual(910888436.76, realized, 2)
self.assertAlmostEqual(976508916.44, total, 2)
def testGetReturnFromPositions2(self):
inputFile = join(getCurrentDirectory(), 'samples',
'profit loss 2020-08.txt')
positions = compose(
lambda t: list(t[0]),
lambda file: readProfitLossTxtReport('utf-16', '\t', file))(
inputFile)
realized, total = getReturnFromPositions(True, positions)
self.assertAlmostEqual(834768238.18, realized, 2)
self.assertAlmostEqual(893933279.75, total, 2)
realized, total = getReturnFromPositions(False, positions)
self.assertAlmostEqual(835110810.36, realized, 2)
self.assertAlmostEqual(893939455.95, total, 2)
def testGetNavFromPositions2(self):
inputFile = join(getCurrentDirectory(), 'samples',
'investment positions 2020-07.txt')
positions = compose(
lambda t: list(t[0]),
lambda file: readInvestmentTxtReport('utf-16', '\t', file))(
inputFile)
self.assertAlmostEqual(
198014238644.38,
getNavFromPositions(True, True, getImpairment(), positions), 2)
self.assertAlmostEqual(
195050730381.42,
getNavFromPositions(False, True, getImpairment(), positions), 2)
def testReadTxtReport2(self):
inputFile = join(getCurrentDirectory(), 'samples',
'taxlot01_text_unicode.txt')
positions, metaData = readTxtReport('utf-16', '\t', inputFile)
self.verifyMetaData(metaData)
def testReadExcelReport(self):
inputFile = join(getCurrentDirectory(), 'samples', 'taxlot01.xlsx')
positions, metaData = readExcelReport(inputFile)
self.verifyMetaData(metaData)
self.assertEqual(38, len(positions))
def testGetResultFromFiles(self):
# Sequence of the files does not matter
investmentFiles = [
join(getCurrentDirectory(), 'samples',
'investment positions 2020-06.txt'),
join(getCurrentDirectory(), 'samples',
'investment positions 2020-07.txt'),
join(getCurrentDirectory(), 'samples',
'investment positions 2020-08.txt'),
join(getCurrentDirectory(), 'samples',
'investment positions 2020-09.txt'),
join(getCurrentDirectory(), 'samples',
'investment positions 2020-10.txt'),
join(getCurrentDirectory(), 'samples',
'investment positions 2020-01.txt'),
join(getCurrentDirectory(), 'samples',
'investment positions 2020-02.txt'),
join(getCurrentDirectory(), 'samples',
'investment positions 2020-03.txt'),
join(getCurrentDirectory(), 'samples',
'investment positions 2020-04.txt'),
join(getCurrentDirectory(), 'samples',
'investment positions 2020-05.txt')
]
profitLossFiles = [
join(getCurrentDirectory(), 'samples', 'profit loss 2020-06.txt'),
join(getCurrentDirectory(), 'samples', 'profit loss 2020-07.txt'),
join(getCurrentDirectory(), 'samples', 'profit loss 2020-08.txt'),
join(getCurrentDirectory(), 'samples', 'profit loss 2020-09.txt'),
join(getCurrentDirectory(), 'samples', 'profit loss 2020-10.txt'),
join(getCurrentDirectory(), 'samples', 'profit loss 2020-01.txt'),
join(getCurrentDirectory(), 'samples', 'profit loss 2020-02.txt'),
join(getCurrentDirectory(), 'samples', 'profit loss 2020-03.txt'),
join(getCurrentDirectory(), 'samples', 'profit loss 2020-04.txt'),
join(getCurrentDirectory(), 'samples', 'profit loss 2020-05.txt')
]
withCash, withoutCash = (lambda t: (list(t[0]), list(t[1])))(
getResultFromFiles(investmentFiles, profitLossFiles,
177801674041.66, 177800934590.20, 3212689500.00,
7))
self.assertAlmostEqual(794354025.64, withCash[0][0], 2)
self.assertAlmostEqual(467300058.59, withCash[0][2], 2)
self.assertAlmostEqual(178862489321.83, withCash[0][4], 2)
self.assertAlmostEqual(795081909.54, withoutCash[0][0], 2)
self.assertAlmostEqual(468008054.89, withoutCash[0][2], 2)
self.assertAlmostEqual(178202412228.44, withoutCash[0][4], 2)
self.assertAlmostEqual(8836311220.42, withCash[9][0], 2)
self.assertAlmostEqual(8228027711.85, withCash[9][2], 2)
self.assertAlmostEqual(191878687075.53, withCash[9][4], 2)
self.assertAlmostEqual(8833423074.48, withoutCash[9][0], 2)
self.assertAlmostEqual(8223793885.14, withoutCash[9][2], 2)
self.assertAlmostEqual(189813739094.29, withoutCash[9][4], 2)
