def _parse_trades(self, xml_tree: ET.ElementTree):
for rec in xml_tree.findall('spot_main_deals_conclusion/item'):
f = rec.attrib
qnty = -1 * float(f['sell_qnty']) if 'sell_qnty' in f else float(f['buy_qnty'])
assert float(int(qnty)) == qnty
ticker = self._tickers.get(
grn=f['security_grn_code'] if 'security_grn_code' in f else None,
name=f['security_name'],
)
if ticker.kind == TickerKind.Bond:
price = Money(f['volume_currency'], Currency.parse(f['price_currency_code'])) / abs(int(qnty))
else:
price = Money(f['price'], Currency.parse(f['price_currency_code']))
expected_volume = abs(int(qnty)) * price
actual_volume = Money(f['volume_currency'], Currency.parse(f['price_currency_code']))
assert expected_volume == actual_volume, f'expected_volume({expected_volume} = {qnty} * {price}) != ({actual_volume}) for {f}'
self._trades.append(Trade(
ticker=ticker,
datetime=_parse_datetime(f['conclusion_time']),
settle_date=_parse_datetime(f['execution_date']),
quantity=int(qnty),
price=price,
fee=Money(f['broker_commission'], Currency.parse(f['broker_commission_currency_code'])),
))
def _parse_dividends(self, f: Dict[str, str]):
div_symbol, div_type = _parse_dividend_description(f['Description'])
ticker = self._tickers.get_ticker(div_symbol, TickerKind.Stock)
date = _parse_date(f['Date'])
amount = Money(f['Amount'], Currency.parse(f['Currency']))
if amount.amount < 0:
assert 'Reversal' in f[
'Description'], f'unsupported dividend with negative amount: {f}'
for i, v in enumerate(self._dividends):
if v.dtype == div_type and v.ticker == ticker and v.date == date and v.amount == -1 * amount:
self._dividends[i] = Dividend(
dtype=div_type,
ticker=ticker,
date=date,
amount=amount + v.amount,
tax=v.tax,
)
return
assert amount.amount > 0, f'unsupported dividend with non positive amount: {f}'
self._dividends.append(
Dividend(
dtype=div_type,
ticker=ticker,
date=date,
amount=amount,
tax=Money(0, amount.currency),
))
def _parse_trades(self, f: Dict[str, str]):
ticker_kind = _parse_tickerkind(f['Asset Category'])
if ticker_kind == TickerKind.Forex:
logging.warning(
f'Skipping FOREX trade (not supported yet), your final report may be incorrect! {f}'
)
return
ticker = self._tickers.get_ticker(f['Symbol'], ticker_kind)
quantity_multiplier = self._tickers.get_multiplier(ticker)
currency = Currency.parse(f['Currency'])
dt = _parse_datetime(f['Date/Time'])
settle_date = self._settle_dates.get((ticker.symbol, dt))
assert settle_date is not None
self._trades.append(
Trade(
ticker=ticker,
datetime=dt,
settle_date=settle_date,
quantity=int(f['Quantity']) * quantity_multiplier,
price=Money(f['T. Price'], currency),
fee=Money(f['Comm/Fee'], currency),
))
def _parse_withholding_tax(self, f: Dict[str, str]):
div_symbol, div_type = _parse_dividend_description(f['Description'])
ticker = self._tickers.get_ticker(div_symbol, TickerKind.Stock)
date = _parse_date(f['Date'])
tax_amount = Money(f['Amount'], Currency.parse(f['Currency']))
assert tax_amount.amount < 0
tax_amount *= -1
found = False
for i, v in enumerate(self._dividends):
if v.ticker == ticker and v.date == date and v.dtype == div_type:
assert v.tax.amount == 0
assert v.amount.currency == tax_amount.currency
self._dividends[i] = Dividend(
dtype=v.dtype,
ticker=v.ticker,
date=v.date,
amount=v.amount,
tax=tax_amount,
)
found = True
break
if not found:
raise Exception(f'dividend not found for {ticker} on {date}')
def _parse_cash_report(self, f: Dict[str, str]):
currency_code = f['Currency']
if currency_code != 'Base Currency Summary':
currency = Currency.parse(currency_code)
description = f['Currency Summary']
amount = Money(f['Total'], currency)
self._cash.append(Cash(description, amount))
def _parse_withholding_tax(self, f: Dict[str, str]):
div_symbol, div_type = _parse_dividend_description(f['Description'])
ticker = self._tickers.get_ticker(div_symbol, TickerKind.Stock)
date = _parse_date(f['Date'])
tax_amount = Money(f['Amount'], Currency.parse(f['Currency']))
tax_amount *= -1
found = False
for i, v in enumerate(self._dividends):
# difference in reports for the same past year, but generated in different time
# read more at https://github.com/cdump/investments/issues/17
cash_choice_hack = (v.dtype == 'Cash Dividend'
and div_type == 'Choice Dividend')
if v.ticker == ticker and v.date == date and (v.dtype == div_type
or cash_choice_hack):
assert v.amount.currency == tax_amount.currency
self._dividends[i] = Dividend(
dtype=v.dtype,
ticker=v.ticker,
date=v.date,
amount=v.amount,
tax=v.tax + tax_amount,
)
found = True
break
if not found:
raise Exception(f'dividend not found for {ticker} on {date}')
def _parse_non_trade_operations(self, xml_tree: ET.ElementTree):
bonds_redemption = {}
for rec in xml_tree.findall('spot_non_trade_security_operations/item'):
f = rec.attrib
if 'Снятие ЦБ с учета. Погашение облигаций' in f['comment']:
ticker = self._tickers.get(grn=f['grn_code'])
key = (ticker, _parse_datetime(f['operation_date']))
assert key not in bonds_redemption
qnty = float(f['quantity'])
assert float(int(qnty)) == qnty
bonds_redemption[key] = int(qnty)
elif '(Конвертация ЦБ)' in f['comment']:
self._parse_cb_convertation(f)
else:
# print(f)
# exit(1)
pass
for rec in xml_tree.findall('spot_non_trade_money_operations/item'):
f = rec.attrib
comment = f['comment']
if any(comment.startswith(p) for p in ('Поставлены на торги средства клиента', 'Перевод денежных средств с клиента')):
self._deposits_and_withdrawals.append((
_parse_datetime(f['operation_date']),
Money(f['amount'], Currency.parse(f['currency_code'])),
))
continue
if comment.startswith('Выплата дохода клиент'):
self._parse_money_payment(f, bonds_redemption)
continue
known_prefixes = [
'Комиссия ',
'Вознаграждение ',
'Ежегодная комиссия за',
'Возмещение за депозитарные услуги',
'Депозитарная комиссия за операции',
'Удержан налог на доход по дивидендам',
'Налог на доход за',
'Удержан налог на доход с клиента ',
'Перечисление дохода по акциям',
'Возврат ошибочно удержанного налога с клиента',
'Возврат излишне удержанного налога с клиента',
'Проценты по предоставленным займам ЦБ',
'Списаны средства клиента',
]
if any(comment.startswith(p) for p in known_prefixes):
continue
raise Exception(f'unsupported description {f}')
assert not bonds_redemption, 'not empty'
def _parse_dividends(self, f: Dict[str, str]):
div_symbol, div_type = _parse_dividend_description(f['Description'])
ticker = self._tickers.get_ticker(div_symbol, TickerKind.Stock)
date = _parse_date(f['Date'])
amount = Money(f['Amount'], Currency.parse(f['Currency']))
assert amount.amount > 0
self._dividends.append(Dividend(
dtype=div_type,
ticker=ticker,
date=date,
amount=amount,
tax=Money(0, amount.currency),
))
def _parse_deposits(self, f: Dict[str, str]):
currency = Currency.parse(f['Currency'])
date = _parse_date(f['Settle Date'])
amount = Money(f['Amount'], currency)
self._deposits_and_withdrawals.append((date, amount))
def _parse_money_payment(self, f, bonds_redemption):
comment = f['comment']
currency = Currency.parse(f['currency_code'])
money_total = Money(f['amount'], currency)
dt = _parse_datetime(f['operation_date'])
m1 = re.match(r'^Выплата дохода клиент (\w+) дивиденды (?P<name>.*?) налог к удержанию (?P<tax>[0-9.]+) рублей$', comment)
m2 = re.match(r'^Выплата дохода клиент (\w+) дивиденды (?P<name>.*?) налог 0.00 рублей удержан эмитентом$', comment)
if m1 is not None or m2 is not None:
if m1 is not None:
name, tax = m1.group('name'), m1.group('tax')
elif m2 is not None:
name, tax = m2.group('name'), '0'
self._dividends.append(Dividend(
dtype='',
ticker=self._tickers.get_by_dividend_name(name),
date=dt.date(),
amount=money_total,
tax=Money(tax, currency),
))
return
m = re.match(r'^Выплата дохода клиент (\w+) \(Выкуп (?P<name>[^,]+), (?P<isin>\w+), количество (?P<quantity>\d+)\) налог не удерживается$', comment)
if m is not None:
isin, quantity = m.group('isin'), int(m.group('quantity'))
self._trades.append(Trade(
ticker=self._tickers.get(isin=isin),
datetime=dt,
settle_date=dt,
quantity=-1 * quantity,
price=money_total / quantity,
fee=Money(0, currency),
))
return
m = re.match(r'^Выплата дохода клиент (\w+) \((?P<type>НКД \d+|Погашение) (?P<name>.*?)\) налог (к удержанию 0.00 рублей|не удерживается)$', comment)
if m is not None:
ticker = self._tickers.get(name=m.group('name'))
if m.group('type').startswith('НКД'):
# WARNING: do not use for tax calculation!
for (price, quantity) in ((Money(0, currency), 1), (money_total, -1)):
self._trades.append(Trade(
ticker=ticker,
datetime=dt,
settle_date=dt,
quantity=quantity,
price=price,
fee=Money(0, currency),
))
return
if m.group('type') == 'Погашение':
key = (ticker, dt)
qnty = bonds_redemption[key]
self._trades.append(Trade(
ticker=ticker,
datetime=dt,
settle_date=dt,
quantity=qnty,
price=-1 * money_total / int(qnty),
fee=Money(0, currency),
))
del bonds_redemption[key]
return
raise Exception(f'Unknown type {m.group("type")}')
raise Exception(f'unsupported description {f}')
def test_parse_failure():
with pytest.raises(ValueError):
assert Currency.parse('invalid')
def test_parse(search_value: str, res: Currency):
assert Currency.parse(search_value) is res
def _parse_interests(self, f: Dict[str, str]):
currency = Currency.parse(f['Currency'])
date = _parse_date(f['Date'])
amount = Money(f['Amount'], currency)
description = f['Description']
self._interests.append(Interest(date, amount, description))
def _parse_fees(self, f: Dict[str, str]):
currency = Currency.parse(f['Currency'])
date = _parse_date(f['Date'])
amount = Money(f['Amount'], currency)
description = f"{f['Subtitle']} - {f['Description']}"
self._fees.append(Fee(date, amount, description))
