lib: --value can select commodity (via direct/reverse prices) (#131)
This commit is contained in:
Simon Michael
parent
6b6c3385c9
commit
50a52dd467
@ -62,8 +62,6 @@ module Hledger.Data.Amount (
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multiplyAmount,
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divideAmountAndPrice,
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multiplyAmountAndPrice,
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amountValueAtDate,
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amountApplyValuation,
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amountTotalPriceToUnitPrice,
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-- ** rendering
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amountstyle,
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@ -108,8 +106,6 @@ module Hledger.Data.Amount (
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isZeroMixedAmount,
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isReallyZeroMixedAmount,
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isReallyZeroMixedAmountCost,
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mixedAmountValueAtDate,
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mixedAmountApplyValuation,
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mixedAmountTotalPriceToUnitPrice,
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-- ** rendering
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styleMixedAmount,
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@ -133,18 +129,15 @@ import Data.Char (isDigit)
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import Data.Decimal (roundTo, decimalPlaces, normalizeDecimal)
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import Data.Function (on)
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import Data.List
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import qualified Data.Map as M
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import Data.Map (findWithDefault)
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import Data.Maybe
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import Data.Time.Calendar (Day)
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-- import Data.Text (Text)
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import qualified Data.Text as T
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import Safe (maximumDef)
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import Text.Printf
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import qualified Data.Map as M
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import Hledger.Data.Types
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import Hledger.Data.Commodity
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import Hledger.Data.Prices
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import Hledger.Utils
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@ -225,35 +218,6 @@ costOfAmount a@Amount{aquantity=q, aprice=price} =
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amountToCost :: M.Map CommoditySymbol AmountStyle -> Amount -> Amount
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amountToCost styles = styleAmount styles . costOfAmount
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-- | Find the market value of this amount on the given valuation date
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-- in its default valuation commodity (that of the latest applicable
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-- market price before the valuation date).
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-- The given market prices are expected to be in parse order.
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-- If no default valuation commodity can be found, the amount is left
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-- unchanged.
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amountValueAtDate :: Prices -> Day -> Amount -> Amount
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amountValueAtDate prices d a =
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case priceLookup prices d (acommodity a) of
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Just v -> v{aquantity=aquantity v * aquantity a}
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Nothing -> a
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-- | Alternate implementation.
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-- Apply a specified valuation to this amount, using the provided
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-- prices db, commodity styles, period-end/current dates,
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-- and whether this is for a multiperiod report or not.
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-- Currently ignores the specified valuation commodity and always uses
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-- the default valuation commodity.
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amountApplyValuation :: Prices -> M.Map CommoditySymbol AmountStyle -> Day -> Day -> Bool -> ValuationType -> Amount -> Amount
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amountApplyValuation prices styles periodend today ismultiperiod v a =
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-- will use _mc later
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case v of
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AtCost _mc -> amountToCost styles a
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AtEnd _mc -> amountValueAtDate prices periodend a
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AtNow _mc -> amountValueAtDate prices today a
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AtDefault _mc | ismultiperiod -> amountValueAtDate prices periodend a
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AtDefault _mc -> amountValueAtDate prices today a
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AtDate d _mc -> amountValueAtDate prices d a
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-- | Replace an amount's TotalPrice, if it has one, with an equivalent UnitPrice.
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-- Has no effect on amounts without one.
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-- Also increases the unit price's display precision to show one extra decimal place,
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@ -739,22 +703,6 @@ cshowMixedAmountOneLineWithoutPrice m = intercalate ", " $ map cshowAmountWithou
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canonicaliseMixedAmount :: M.Map CommoditySymbol AmountStyle -> MixedAmount -> MixedAmount
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canonicaliseMixedAmount styles (Mixed as) = Mixed $ map (canonicaliseAmount styles) as
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-- | Find the market value of each component amount on the given date
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-- in its default valuation commodity, using the given market prices
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-- which are expected to be in parse order. When no default valuation
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-- commodity can be found, amounts are left unchanged.
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mixedAmountValueAtDate :: Prices -> Day -> MixedAmount -> MixedAmount
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mixedAmountValueAtDate prices d (Mixed as) = Mixed $ map (amountValueAtDate prices d) as
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-- Apply a specified valuation to this mixed amount, using the provided
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-- prices db, commodity styles, period-end/current dates,
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-- and whether this is for a multiperiod report or not.
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-- Currently ignores the specified valuation commodity and always uses
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-- the default valuation commodity.
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mixedAmountApplyValuation :: Prices -> M.Map CommoditySymbol AmountStyle -> Day -> Day -> Bool -> ValuationType -> MixedAmount -> MixedAmount
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mixedAmountApplyValuation prices styles periodend today ismultiperiod v (Mixed as) =
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Mixed $ map (amountApplyValuation prices styles periodend today ismultiperiod v) as
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-- | Replace each component amount's TotalPrice, if it has one, with an equivalent UnitPrice.
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-- Has no effect on amounts without one.
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-- Does Decimal division, might be some rounding/irrational number issues.
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@ -350,29 +350,28 @@ aliasReplace (RegexAlias re repl) a = T.pack $ regexReplaceCIMemo re repl $ T.un
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-- Apply a specified valuation to this posting's amount, using the provided
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-- prices db, commodity styles, period-end/current dates, and whether
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-- this is for a multiperiod report or not.
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-- Currently ignores the specified valuation commodity and always uses
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-- the default valuation commodity.
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postingApplyValuation :: Prices -> M.Map CommoditySymbol AmountStyle -> Day -> Day -> Bool -> Posting -> ValuationType -> Posting
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postingApplyValuation prices styles periodend today ismultiperiod p v =
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-- will use _mc later
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case v of
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AtCost _mc -> postingToCost styles p
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AtEnd _mc -> postingValueAtDate prices periodend p
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AtNow _mc -> postingValueAtDate prices today p
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AtDefault _mc | ismultiperiod -> postingValueAtDate prices periodend p
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AtDefault _mc -> postingValueAtDate prices today p
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AtDate d _mc -> postingValueAtDate prices d p
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AtCost Nothing -> postingToCost styles p
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AtCost mc -> postingValueAtDate prices mc periodend $ postingToCost styles p
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AtEnd mc -> postingValueAtDate prices mc periodend p
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AtNow mc -> postingValueAtDate prices mc today p
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AtDefault mc | ismultiperiod -> postingValueAtDate prices mc periodend p
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AtDefault mc -> postingValueAtDate prices mc today p
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AtDate d mc -> postingValueAtDate prices mc d p
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-- | Convert this posting's amount to cost, and apply the appropriate amount styles.
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postingToCost :: M.Map CommoditySymbol AmountStyle -> Posting -> Posting
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postingToCost styles p@Posting{pamount=a} = p{pamount=mixedAmountToCost styles a}
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-- | Convert this posting's amount to market value in its default
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-- valuation commodity on the given date using the given market prices.
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-- If no default valuation commodity can be found, amounts are left unchanged.
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-- The prices are expected to be in parse order.
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postingValueAtDate :: Prices -> Day -> Posting -> Posting
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postingValueAtDate prices d p = postingTransformAmount (mixedAmountValueAtDate prices d) p
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-- | Convert this posting's amount to market value in the given commodity,
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-- or the default valuation commodity, at the given valuation date,
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-- using the given market prices.
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-- When market prices available on that date are not sufficient to
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-- calculate the value, amounts are left unchanged.
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postingValueAtDate :: Prices -> Maybe CommoditySymbol -> Day -> Posting -> Posting
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postingValueAtDate prices mc d p = postingTransformAmount (mixedAmountValueAtDate prices mc d) p
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-- | Apply a transform function to this posting's amount.
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postingTransformAmount :: (MixedAmount -> MixedAmount) -> Posting -> Posting
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@ -1,33 +1,45 @@
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{-|
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Find historical exchange rates between two commodities.
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Find historical market prices (exchange rates) between commodities,
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convert amounts to value in various ways.
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-}
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{-# LANGUAGE OverloadedStrings #-}
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{-# LANGUAGE RecordWildCards #-}
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{-# LANGUAGE NamedFieldPuns #-}
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module Hledger.Data.Prices (
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Prices
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,nullPrices
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,toPrices
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,priceLookup
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,amountValueAtDate
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,amountApplyValuation
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,mixedAmountValueAtDate
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,mixedAmountApplyValuation
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,tests_Prices
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)
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where
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import Control.Applicative ((<|>))
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import Data.List
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import qualified Data.Map as M
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import qualified Data.Text as T
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import Data.Time.Calendar (Day)
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import Safe (headMay)
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import Hledger.Utils
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import Hledger.Data.Types
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import Hledger.Data.Amount
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import Hledger.Data.Dates (parsedate)
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-- | A database of historical market prices for multiple commodites,
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-- allowing fast lookup of exchange rates between commodity pairs on a
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-- given date.
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data Prices = Prices {
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prPrices :: [MarketPrice] -- ^ For now, just a list of price declarations sorted by date then parse order.
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prPrices :: [MarketPrice] -- ^ For now, just a list of price declarations,
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-- sorted by date then parse order, then reversed.
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}
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nullPrices = toPrices []
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@ -36,18 +48,136 @@ nullPrices = toPrices []
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toPrices :: [MarketPrice] -> Prices
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toPrices declaredprices = Prices{prPrices = reverse $ sortOn mpdate declaredprices}
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-- | Find the market value of one unit of the given commodity on the
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-- given date in its default valuation commodity (the commodity of the
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-- latest applicable price before the valuation date).
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-- Returns Nothing if there's no applicable price.
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priceLookup :: Prices -> Day -> CommoditySymbol -> Maybe Amount
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priceLookup Prices{..} valuationdate c =
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case filter (\MarketPrice{..} -> mpcommodity==c && mpdate<=valuationdate) prPrices of
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[] -> dbg Nothing
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ps' -> dbg $ Just $ mpamount $ head ps'
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where
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dbg = dbg8 ("using market price for "++T.unpack c)
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-- | Reverse a market price from A to B, so that it becomes an equivalent price from B to A.
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marketPriceInvert :: MarketPrice -> MarketPrice
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marketPriceInvert p@MarketPrice{mpcommodity, mpamount} =
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p{ mpcommodity = acommodity mpamount
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, mpamount = setMinimalPrecision mpamount{acommodity=mpcommodity, aquantity=1 / aquantity mpamount}
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}
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tests_Prices = tests "Prices" [
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tests_marketPriceInvert = tests "marketPriceInvert" [
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marketPriceInvert (MarketPrice{mpdate=d "2019-06-01", mpcommodity="A", mpamount=amt "B" 2})
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`is` (MarketPrice{mpdate=d "2019-06-01", mpcommodity="B", mpamount=amt "A" 0.5 `withPrecision` 1})
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]
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d = parsedate
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amt c q = nullamt{acommodity=c, aquantity=q}
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-- | Using the market prices in effect at the given date, find the
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-- market value of one unit of a given commodity, in a different
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-- specified valuation commodity, defaulting to the commodity of the
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-- most recent applicable price.
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--
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-- When the valuation commodity is specified, this looks for, in order:
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--
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-- - a direct price, giving the exchange rate from source commodity to
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-- valuation commodity.
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--
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-- - a reverse direct price, giving the exchange rate from valuation
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-- commodity to source commodity, which is inverted.
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--
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-- - (TODO: the shortest chain of prices leading from source commodity
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-- to valuation commodity, which is collapsed into a single
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-- synthetic exchange rate.)
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--
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-- When the valuation commodity is not specified, this looks for the
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-- latest applicable market price, and converts to the commodity
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-- mentioned in that price. Note when valuing amounts over multiple
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-- periods, this default valuation commodity may vary, since it
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-- depends on the presence and parse order of market price
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-- declarations in each period.
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--
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-- If no applicable market price or chain of prices can be found, or
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-- if the source commodity and the valuation commodity are the same,
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-- this returns Nothing.
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--
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priceLookup :: Prices -> Day -> Maybe CommoditySymbol -> CommoditySymbol -> Maybe Amount
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priceLookup Prices{prPrices} d mto from
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| mto == Just from = Nothing
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| otherwise = mdirectprice <|> mreverseprice
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where
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dbgprice lbl =
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dbg4With ( ((lbl++" for "++T.unpack from++" at "++show d++": ") ++)
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. maybe "none" showAmount )
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-- Key to commodity symbols:
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-- from - commodity we are converting from (looking up a price for)
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-- mto - commodity we want to convert to, or Nothing meaning use default
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-- pfrom - commodity that this market price converts from
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-- pto - commodity that this market price converts to
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-- prPrices is sorted by date then parse order, reversed. So the
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-- first price on or before the valuation date is the effective one.
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mdirectprice =
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dbgprice "direct market price" $
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headMay [mpamount | MarketPrice{mpdate, mpcommodity=pfrom, mpamount} <- prPrices
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, let pto = acommodity mpamount
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, mpdate <= d
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, pfrom == from
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, maybe True (== pto) mto
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]
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mreverseprice =
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dbgprice "reverse market price" $
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headMay [ priceamt
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| mp@MarketPrice{mpdate, mpcommodity=pfrom, mpamount} <- prPrices
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, let pto = acommodity mpamount
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, mpdate <= d
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, pto == from
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, maybe False (== pfrom) mto -- use reverse prices only when target commodity is explicitly specified
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, let MarketPrice{mpamount=priceamt} = marketPriceInvert mp
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]
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tests_priceLookup = tests "priceLookup" [
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priceLookup (Prices []) (d "2019-06-01") Nothing "" `is` Nothing
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]
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-- Apply a specified valuation to this mixed amount, using the provided
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-- prices db, commodity styles, period-end/current dates,
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-- and whether this is for a multiperiod report or not.
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-- Currently ignores the specified valuation commodity and always uses
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-- the default valuation commodity.
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mixedAmountApplyValuation :: Prices -> M.Map CommoditySymbol AmountStyle -> Day -> Day -> Bool -> ValuationType -> MixedAmount -> MixedAmount
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mixedAmountApplyValuation prices styles periodend today ismultiperiod v (Mixed as) =
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Mixed $ map (amountApplyValuation prices styles periodend today ismultiperiod v) as
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-- | Find the market value of each component amount in the given
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-- commodity, or its default valuation commodity, at the given
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-- valuation date, using the given market prices.
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-- When market prices available on that date are not sufficient to
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-- calculate the value, amounts are left unchanged.
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mixedAmountValueAtDate :: Prices -> Maybe CommoditySymbol -> Day -> MixedAmount -> MixedAmount
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mixedAmountValueAtDate prices mc d (Mixed as) = Mixed $ map (amountValueAtDate prices mc d) as
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-- | Apply a specified valuation to this amount, using the provided
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-- prices db, commodity styles, period-end/current dates,
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-- and whether this is for a multiperiod report or not.
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amountApplyValuation :: Prices -> M.Map CommoditySymbol AmountStyle -> Day -> Day -> Bool -> ValuationType -> Amount -> Amount
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amountApplyValuation prices styles periodend today ismultiperiod v a =
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case v of
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AtCost Nothing -> amountToCost styles a
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AtCost mc -> amountValueAtDate prices mc periodend $ amountToCost styles a
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AtEnd mc -> amountValueAtDate prices mc periodend a
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AtNow mc -> amountValueAtDate prices mc today a
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AtDefault mc | ismultiperiod -> amountValueAtDate prices mc periodend a
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AtDefault mc -> amountValueAtDate prices mc today a
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AtDate d mc -> amountValueAtDate prices mc d a
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-- | Find the market value of this amount in the given valuation
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-- commodity if any, otherwise the default valuation commodity, at the
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-- given valuation date. (The default valuation commodity is the
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-- commodity of the latest applicable market price before the
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-- valuation date.)
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-- If the market prices available on that date are not sufficient to
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-- calculate this value, the amount is left unchanged.
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amountValueAtDate :: Prices -> Maybe CommoditySymbol -> Day -> Amount -> Amount
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amountValueAtDate prices mc d a =
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case priceLookup prices d mc (acommodity a) of
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Just v -> v{aquantity=aquantity v * aquantity a}
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Nothing -> a
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tests_Prices = tests "Prices" [
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tests_marketPriceInvert
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,tests_priceLookup
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]
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@ -168,15 +168,15 @@ reportflags = [
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-- ,"same as --value=now,COMM (single period reports)"
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-- ,"or --value=end,COMM (multiperiod reports)"
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-- ])
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-- ,flagReq ["value"] (\s opts -> Right $ setopt "value" s opts) "TYPE[,COMM]"
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,flagReq ["value"] (\s opts -> Right $ setopt "value" s opts) "TYPE"
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,flagReq ["value"] (\s opts -> Right $ setopt "value" s opts) "TYPE[,COMM]"
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(unlines
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["TYPE is cost, end, now, or YYYY-MM-DD."
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,"Show amounts converted to:"
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,"- cost commodity using transaction prices" -- "(then optionally to COMM using market prices at posting date)"
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,"- default valuation commodity using market prices at period end(s)" -- "(or COMM)"
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,"- default valuation commodity using current market prices"
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,"- default valuation commodity using market prices on some date"
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["TYPE is cost, end, now or YYYY-MM-DD."
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,"COMM is an optional commodity symbol."
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,"Shows amounts converted to:"
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,"- cost commodity using transaction prices (then optionally to COMM using market prices at period end(s))"
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,"- default valuation commodity (or COMM) using market prices at period end(s)"
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,"- default valuation commodity (or COMM) using current market prices"
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,"- default valuation commodity (or COMM) using market prices at some date"
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])
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-- generated postings/transactions
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@ -496,16 +496,23 @@ but we don't do that. hledger's -V uses only market prices declared explicitly,
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*(experimental, added 201905)*
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You can control valuation more precisely with the `--value` option.
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You can control valuation more precisely with the `--value` option:
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--value=TYPE which type of valuation should be done ? cost|end|now|YYYY-MM-DD
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--value=TYPE[,COMM] TYPE is cost, end, now or YYYY-MM-DD.
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COMM is an optional commodity symbol.
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Shows amounts converted to:
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- cost commodity using transaction prices (then optionally to COMM using market prices at period end(s))
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- default valuation commodity (or COMM) using market prices at period end(s)
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- default valuation commodity (or COMM) using current market prices
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- default valuation commodity (or COMM) using market prices at some date
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TYPE is one of the keywords shown, or their first letter, or a custom date.
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Their meanings:
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TYPE is one of the keywords shown, or their first letter, or a date
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(which must be 8 digits with `-` or `/` or `.` separators).
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Here they are in more detail:
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`--value=cost` (or `c`)
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: Convert amounts to cost, using the prices recorded in transactions.
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`-B`/`--cost` does this.
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`-B`/`--cost` is equivalent to this.
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`--value=end` (or `e`)
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: Convert amounts to their value in default valuation commodity using market prices
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@ -514,12 +521,23 @@ Their meanings:
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`--value=now` (or `n`)
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: Convert amounts to their value in default valuation commodity using current market prices
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(as of when report is generated). `-V`/`--market` does this.
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(as of when report is generated). `-V`/`--market` is equivalent to this.
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`--value=YYYY-MM-DD`
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: Convert amounts to their value in default valuation commodity using market prices
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on the given date (which must be 8 digits with `-` or `/` or `.` separators).
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Eg `--value=2019-04-25`.
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on this date. Eg `--value=2019-04-25`.
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The default valuation commodity is the commodity mentioned in the most
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recent applicable market price declaration. When all your price
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declarations lead to a single home currency, that will be the default
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valuation currency, which is generally what you want.
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To select a different valuation currency, you can write a comma and
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the commodity symbol after the valuation type above.
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<!-- This is like the `-X`/`--exchange` flag. -->
|
||||
Note this does not yet follow chains of market prices;
|
||||
it can only use market prices leading directly from A to B,
|
||||
or prices from B to A (which will be inverted).
|
||||
|
||||
Here are the effects of `--value` as seen with `print`:
|
||||
|
||||
|
||||
Loading…
Reference in New Issue
Block a user