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;fix: roi correctly interacts with --value (fixes #2190)

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Dmitry Astapov 2024-04-01 18:27:52 +01:00 committed by Simon Michael
parent 89d6f4a451
commit 08a5f1ee78
2 changed files with 41 additions and 16 deletions
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26
hledger/Hledger/Cli/Commands/Roi.hs
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@ -110,12 +110,12 @@ roi CliOpts{rawopts_=rawopts, reportspec_=rspec@ReportSpec{_rsReportOpts=ReportO
e = fromEFDay end e = fromEFDay end
cashFlowApplyCostValue = map (\(d,amt) -> (d,mixedAmountValue e d amt)) cashFlowApplyCostValue = map (\(d,amt) -> (d,mixedAmountValue e d amt))
valueBefore = valueBefore = dbg3 "valueBefore" $
mixedAmountValue e b $ mixedAmountValue e b $
total trans (And [ investmentsQuery total trans (And [ investmentsQuery
, Date (DateSpan Nothing (Just begin))]) , Date (DateSpan Nothing (Just begin))])
valueAfter = valueAfter = dbg3 "valueAfter" $
mixedAmountValue e e $ mixedAmountValue e e $
total trans (And [investmentsQuery total trans (And [investmentsQuery
, Date (DateSpan Nothing (Just end))]) , Date (DateSpan Nothing (Just end))])
@ -143,8 +143,8 @@ roi CliOpts{rawopts_=rawopts, reportspec_=rspec@ReportSpec{_rsReportOpts=ReportO
let smallIsZero x = if abs x < 0.01 then 0.0 else x let smallIsZero x = if abs x < 0.01 then 0.0 else x
return [ showDate b return [ showDate b
, showDate (addDays (-1) e) , showDate (addDays (-1) e)
, T.pack $ showMixedAmount $ styleAmounts styles $ valueBefore , T.pack $ showMixedAmountOneLineWithoutCost False $ styleAmounts styles $ valueBefore
, T.pack $ showMixedAmount $ styleAmounts styles $ cashFlowAmt , T.pack $ showMixedAmountOneLineWithoutCost False $ styleAmounts styles $ cashFlowAmt
-- , T.pack $ showMixedAmount $ -- , T.pack $ showMixedAmount $
-- -- dbg0With (lbl "cashflow after styling".showMixedAmountOneLine) $ -- -- dbg0With (lbl "cashflow after styling".showMixedAmountOneLine) $
-- mapMixedAmount (amountSetFullPrecisionUpTo (Just defaultMaxPrecision)) $ -- mapMixedAmount (amountSetFullPrecisionUpTo (Just defaultMaxPrecision)) $
@ -152,8 +152,8 @@ roi CliOpts{rawopts_=rawopts, reportspec_=rspec@ReportSpec{_rsReportOpts=ReportO
-- -- & dbg0With (lbl "styles".show)) -- -- & dbg0With (lbl "styles".show))
-- cashFlowAmt -- cashFlowAmt
-- -- & dbg0With (lbl "cashflow before styling".showMixedAmountOneLine) -- -- & dbg0With (lbl "cashflow before styling".showMixedAmountOneLine)
, T.pack $ showMixedAmount $ styleAmounts styles $ valueAfter , T.pack $ showMixedAmountOneLineWithoutCost False $ styleAmounts styles $ valueAfter
, T.pack $ showMixedAmount $ styleAmounts styles $ (valueAfter `maMinus` (valueBefore `maPlus` cashFlowAmt)) , T.pack $ showMixedAmountOneLineWithoutCost False $ styleAmounts styles $ (valueAfter `maMinus` (valueBefore `maPlus` cashFlowAmt))
, T.pack $ printf "%0.2f%%" $ smallIsZero irr , T.pack $ printf "%0.2f%%" $ smallIsZero irr
, T.pack $ printf "%0.2f%%" $ smallIsZero periodTwr , T.pack $ printf "%0.2f%%" $ smallIsZero periodTwr
, T.pack $ printf "%0.2f%%" $ smallIsZero annualizedTwr ] , T.pack $ printf "%0.2f%%" $ smallIsZero annualizedTwr ]
@ -278,13 +278,13 @@ timeWeightedReturn styles showCashFlow prettyTables investmentsQuery trans mixed
| val <- map showDecimal valuesOnDate | val <- map showDecimal valuesOnDate
| oldBalance <- map showDecimal (0:unitBalances) | oldBalance <- map showDecimal (0:unitBalances)
| balance <- map showDecimal unitBalances | balance <- map showDecimal unitBalances
| pnl' <- map (showMixedAmount . styleAmounts styles) pnls | pnl' <- map (showMixedAmountOneLineWithoutCost False . styleAmounts styles) pnls
| cashflow <- map (showMixedAmount . styleAmounts styles) cashflows | cashflow <- map (showMixedAmountOneLineWithoutCost False . styleAmounts styles) cashflows
| prc <- map showDecimal unitPrices | prc <- map showDecimal unitPrices
| udelta <- map showDecimal unitsBoughtOrSold ]) | udelta <- map showDecimal unitsBoughtOrSold ])
printf "Final unit price: %s/%s units = %s\nTotal TWR: %s%%.\nPeriod: %.2f years.\nAnnualized TWR: %.2f%%\n\n" printf "Final unit price: %s/%s units = %s\nTotal TWR: %s%%.\nPeriod: %.2f years.\nAnnualized TWR: %.2f%%\n\n"
(showMixedAmount $ styleAmounts styles valueAfter) (showDecimal finalUnitBalance) (showDecimal finalUnitCost) (showDecimal totalTWR) years annualizedTWR (showMixedAmountOneLineWithoutCost False $ styleAmounts styles valueAfter) (showDecimal finalUnitBalance) (showDecimal finalUnitCost) (showDecimal totalTWR) years annualizedTWR
return ((realToFrac totalTWR) :: Double, annualizedTWR) return ((realToFrac totalTWR) :: Double, annualizedTWR)
@ -302,7 +302,7 @@ internalRateOfReturn styles showCashFlow prettyTables (OneSpan begin end valueBe
(Table (Table
(Tab.Group Tab.NoLine (map (Header . showDate) dates)) (Tab.Group Tab.NoLine (map (Header . showDate) dates))
(Tab.Group Tab.SingleLine [Header "Amount"]) (Tab.Group Tab.SingleLine [Header "Amount"])
(map ((:[]) . T.pack . showMixedAmount . styleAmounts styles) amts)) (map ((:[]) . T.pack . showMixedAmountOneLineWithoutCost False . styleAmounts styles) amts))
-- 0% is always a solution, so require at least something here -- 0% is always a solution, so require at least something here
case totalCF of case totalCF of
@ -332,11 +332,11 @@ total trans query = sumPostings . filter (matchesPosting query) $ concatMap real
unMix :: MixedAmount -> Quantity unMix :: MixedAmount -> Quantity
unMix a = unMix a =
case (unifyMixedAmount $ mixedAmountCost a) of case (unifyMixedAmount a) of
Just a' -> aquantity a' Just a' -> aquantity a'
Nothing -> error' $ "Amounts could not be converted to a single cost basis: " ++ show (map showAmount $ amounts a) ++ Nothing -> error' $ "Amounts could not be converted to a single commodity: " ++ show (map showAmount $ amounts a) ++
"\nConsider using --value to force all costs to be in a single commodity." ++ "\nConsider using --value to force all costs to be in a single commodity." ++
"\nFor example, \"--cost --value=end,<commodity> --infer-market-prices\", where commodity is the one that was used to pay for the investment." "\nFor example, \"--value=end,<commodity> --infer-market-prices\", where commodity is the one that was used for investment valuations."
-- Show Decimal rounded to two decimal places, unless it has less places already. This ensures that "2" won't be shown as "2.00" -- Show Decimal rounded to two decimal places, unless it has less places already. This ensures that "2" won't be shown as "2.00"
showDecimal :: Decimal -> String showDecimal :: Decimal -> String

31
hledger/test/roi.test
View File

@ -228,14 +228,18 @@ $ hledger -f- roi -p 2019-11
Investment 10 B Investment 10 B
2019/11/02 Example 2019/11/02 Example
Investment -10 B @@ 100 A Assets:Checking -100 C
Investment 100 C
2019/11/02 Example
Investment -9 B @@ 100 A
Assets:Checking 101 A Assets:Checking 101 A
Unrealized PnL Unrealized PnL
$ hledger -f- roi -p 2019-11 --inv Investment --pnl PnL $ hledger -f- roi -p 2019-11 --inv Investment --pnl PnL
>2 >2
hledger: Error: Amounts could not be converted to a single cost basis: ["10 B","-10 B @@ 100 A"] hledger: Error: Amounts could not be converted to a single commodity: ["10 B","-9 B @@ 100 A","100 C"]
Consider using --value to force all costs to be in a single commodity. Consider using --value to force all costs to be in a single commodity.
For example, "--cost --value=end,<commodity> --infer-market-prices", where commodity is the one that was used to pay for the investment. For example, "--value=end,<commodity> --infer-market-prices", where commodity is the one that was used for investment valuations.
>= 1 >= 1
# ** 10. Forcing valuation via --value # ** 10. Forcing valuation via --value
@ -362,3 +366,24 @@ $ hledger -f - roi --inv stocks --pnl expenses --value=then,€ -Y
+---++------------+------------++---------------+----------+-------------+------++---------++------------+----------+ +---++------------+------------++---------------+----------+-------------+------++---------++------------+----------+
>= 0 >= 0
# ** 15. Correctly work with --value and complex valuation chains
<
P 2023-01-01 B 20A
P 2023-01-01 C 1B
2023-01-01
investment 1C @@ 20A
investment 4B @@ 80A
assets
P 2023-12-31 C 2B
$ hledger -f - roi --inv investment --pnl income --value='end,B' -b2023 -e2024
+---++------------+------------++---------------+----------+-------------+-----++--------++------------+----------+
| || Begin | End || Value (begin) | Cashflow | Value (end) | PnL || IRR || TWR/period | TWR/year |
+===++============+============++===============+==========+=============+=====++========++============+==========+
| 1 || 2023-01-01 | 2023-12-31 || 0 | 5B | 6B | 1B || 20.00% || 20.00% | 20.00% |
+---++------------+------------++---------------+----------+-------------+-----++--------++------------+----------+
>= 0