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tests: return on investment

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Dmitry Astapov 2018-09-27 20:53:50 +01:00 committed by Simon Michael
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# 1. investment that does not grow has no return
hledger -f- roi --inv investment --pnl pnl -b 2017 -e 2018 -Y
<<<
2017-01-01 investment
assets:cash -$100
investment
2017-06-01 investment
assets:cash -$100
investment
>>>
+---++------------+------------++---------------+----------+-------------+-----++-------+-------+
| || Begin | End || Value (begin) | Cashflow | Value (end) | PnL || IRR | TWR |
+===++============+============++===============+==========+=============+=====++=======+=======+
| 1 || 2017/01/01 | 2017/12/31 || 0 | 200 | 200 | 0 || 0.00% | 0.00% |
+---++------------+------------++---------------+----------+-------------+-----++-------+-------+
>>>=0
# 2. Growth by 12% from single investment transaction should show 12% IRR and 12% TWR
hledger -f- roi --inv investment --pnl pnl -b 2017 -e 2018 -Y
<<<
2017-01-01 investment
assets:cash -$100
investment
2017-12-31 investment valuation
investment = $112
pnl
>>>
+---++------------+------------++---------------+----------+-------------+-----++--------+--------+
| || Begin | End || Value (begin) | Cashflow | Value (end) | PnL || IRR | TWR |
+===++============+============++===============+==========+=============+=====++========+========+
| 1 || 2017/01/01 | 2017/12/31 || 0 | 100 | 112 | 12 || 12.00% | 12.00% |
+---++------------+------------++---------------+----------+-------------+-----++--------+--------+
>>>=0
# 3. Same as (2), but grow by 1% per month
hledger -f- roi --inv investment --pnl pnl -b 2017 -e 2018 -Y
<<<
2017-01-01 investment
assets:cash -$100
investment
2017-01-31 investment valuation
investment = $101
pnl
2017-02-28 investment valuation
investment = $102
pnl
2017-03-31 investment valuation
investment = $103
pnl
2017-04-30 investment valuation
investment = $104
pnl
2017-05-31 investment valuation
investment = $105
pnl
2017-06-30 investment valuation
investment = $106
pnl
2017-07-31 investment valuation
investment = $107
pnl
2017-08-31 investment valuation
investment = $108
pnl
2017-09-30 investment valuation
investment = $109
pnl
2017-10-31 investment valuation
investment = $110
pnl
2017-11-30 investment valuation
investment = $111
pnl
2017-12-31 investment valuation
investment = $112
pnl
>>>
+---++------------+------------++---------------+----------+-------------+-----++--------+--------+
| || Begin | End || Value (begin) | Cashflow | Value (end) | PnL || IRR | TWR |
+===++============+============++===============+==========+=============+=====++========+========+
| 1 || 2017/01/01 | 2017/12/31 || 0 | 100 | 112 | 12 || 12.00% | 12.00% |
+---++------------+------------++---------------+----------+-------------+-----++--------+--------+
>>>=0
# 4. When $100 invested over 12 month + $100 invested over 6 month yield $220, that's 10% TWR, but 12.73% IRR
hledger -f- roi --inv investment --pnl pnl -b 2017 -e 2018 -Y
<<<
2017-01-01 investment
assets:cash -$100
investment
2017-06-01 investment
assets:cash -$100
investment
2017-12-31 investment valuation
investment = $220
pnl
>>>
+---++------------+------------++---------------+----------+-------------+-----++--------+--------+
| || Begin | End || Value (begin) | Cashflow | Value (end) | PnL || IRR | TWR |
+===++============+============++===============+==========+=============+=====++========+========+
| 1 || 2017/01/01 | 2017/12/31 || 0 | 200 | 220 | 20 || 12.73% | 10.00% |
+---++------------+------------++---------------+----------+-------------+-----++--------+--------+
>>>=0
# 5. When $100 invested over 12 month + $100 invested over 6 month yield $20, that's -90% TWR, but -95.73% IRR
hledger -f- roi --inv investment --pnl pnl -b 2017 -e 2018 -Y
<<<
2017-01-01 investment
assets:cash -$100
investment
2017-06-01 investment
assets:cash -$100
investment
2017-12-31 investment valuation
investment = $20
pnl
>>>
+---++------------+------------++---------------+----------+-------------+------++---------+---------+
| || Begin | End || Value (begin) | Cashflow | Value (end) | PnL || IRR | TWR |
+===++============+============++===============+==========+=============+======++=========+=========+
| 1 || 2017/01/01 | 2017/12/31 || 0 | 200 | 20 | -180 || -95.73% | -90.00% |
+---++------------+------------++---------------+----------+-------------+------++---------+---------+
>>>=0
# 6. Check that deposits/withdrawals and profit/loss are reflected in the right periods
hledger -f- roi --inv investment --pnl pnl -b 2017 -e 2018 -Q
<<<
2017-01-01 investment
assets:cash -$100
investment
2017-06-30 investment valuation
investment = $110
pnl
2017-07-01 investment
assets:cash -$100
investment
2017-10-01 withdrawal
assets:cash $50
investment
2017-12-31 investment valuation
investment = $155
pnl
>>>
+---++------------+------------++---------------+----------+-------------+-----++---------+---------+
| || Begin | End || Value (begin) | Cashflow | Value (end) | PnL || IRR | TWR |
+===++============+============++===============+==========+=============+=====++=========+=========+
| 1 || 2017/01/01 | 2017/03/31 || 0 | 100 | 100 | 0 || 0.00% | 0.00% |
| 2 || 2017/04/01 | 2017/06/30 || 100 | 0 | 110 | 10 || 46.56% | 46.56% |
| 3 || 2017/07/01 | 2017/09/30 || 110 | 100 | 210 | 0 || 0.00% | 0.00% |
| 4 || 2017/10/01 | 2017/12/31 || 210 | -50 | 155 | -5 || -11.83% | -11.82% |
+---++------------+------------++---------------+----------+-------------+-----++---------+---------+
>>>=0
# 7. Check that reporting for the part of the total history of investment works
hledger -f- roi --inv investment --pnl pnl -b 2017-06 -e 2018
<<<
2017-01-01 investment
assets:cash -$100
investment
2017-06-30 investment valuation
investment = $110
pnl
2017-07-01 investment
assets:cash -$100
investment
2017-10-01 withdrawal
assets:cash $50
investment
2017-12-31 investment valuation
investment = $155
pnl
>>>
+---++------------+------------++---------------+----------+-------------+-----++-------+--------+
| || Begin | End || Value (begin) | Cashflow | Value (end) | PnL || IRR | TWR |
+===++============+============++===============+==========+=============+=====++=======+========+
| 1 || 2017/06/01 | 2017/12/31 || 100 | 50 | 155 | 5 || 5.24% | 11.45% |
+---++------------+------------++---------------+----------+-------------+-----++-------+--------+
>>>=0