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roi: honor all kinds of --value switches

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This commit is contained in:
Dmitry Astapov 2021-02-09 22:40:56 +00:00 committed by Simon Michael
parent f4d81377af
commit 8013d650f3
2 changed files with 39 additions and 11 deletions
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24
hledger/Hledger/Cli/Commands/Roi.hs
View File

@ -19,7 +19,6 @@ import Data.Time.Calendar
import Text.Printf
import Data.Function (on)
import Data.List
import Data.Maybe (fromMaybe)
import Numeric.RootFinding
import Data.Decimal
import qualified Data.Text as T
@ -61,8 +60,10 @@ roi CliOpts{rawopts_=rawopts, reportspec_=rspec@ReportSpec{rsOpts=ReportOpts{..}
d <- getCurrentDay
-- We may be converting posting amounts to value, per hledger_options.m4.md "Effect of --value on reports".
let
tvalue = transactionApplyCostValuation (journalPriceOracle infer_value_ j) (journalCommodityStyles j) periodlast (rsToday rspec) cost_ value_
where periodlast = fromMaybe (rsToday rspec) $ reportPeriodOrJournalLastDay rspec j
priceOracle = (journalPriceOracle infer_value_ j)
styles = (journalCommodityStyles j)
today = rsToday rspec
mixedAmountValue periodlast date = mixedAmountApplyCostValuation priceOracle styles periodlast today date cost_ value_
let
ropts = rsOpts rspec
showCashFlow = boolopt "cashflow" rawopts
@ -75,7 +76,7 @@ roi CliOpts{rawopts_=rawopts, reportspec_=rspec@ReportSpec{rsOpts=ReportOpts{..}
pnlQuery <- makeQuery "pnl"
let
trans = dbg3 "investments" $ map tvalue $ jtxns $ filterJournalTransactions investmentsQuery j
trans = dbg3 "investments" $ jtxns $ filterJournalTransactions investmentsQuery j
journalSpan =
let dates = map transactionDate2 trans in
@ -93,26 +94,31 @@ roi CliOpts{rawopts_=rawopts, reportspec_=rspec@ReportSpec{rsOpts=ReportOpts{..}
let spans = case requestedInterval of
NoInterval -> [wholeSpan]
interval ->
splitSpan interval $
spanIntersect journalSpan wholeSpan
splitSpan interval wholeSpan
tableBody <- forM spans $ \(DateSpan (Just spanBegin) (Just spanEnd)) -> do
-- Spans are [spanBegin,spanEnd), and spanEnd is 1 day after then actual end date we are interested in
let
cashFlowApplyCostValue = map (\(d,amt) -> (d,mixedAmountValue spanEnd d amt))
valueBefore =
mixedAmountValue spanEnd spanBegin $
total trans (And [ investmentsQuery
, Date (DateSpan Nothing (Just spanBegin))])
valueAfter =
mixedAmountValue spanEnd spanEnd $
total trans (And [investmentsQuery
, Date (DateSpan Nothing (Just spanEnd))])
cashFlow =
cashFlowApplyCostValue $
calculateCashFlow trans (And [ Not investmentsQuery
, Not pnlQuery
, Date (DateSpan (Just spanBegin) (Just spanEnd)) ] )
pnl =
cashFlowApplyCostValue $
calculateCashFlow trans (And [ Not investmentsQuery
, pnlQuery
, Date (DateSpan (Just spanBegin) (Just spanEnd)) ] )
@ -121,7 +127,7 @@ roi CliOpts{rawopts_=rawopts, reportspec_=rspec@ReportSpec{rsOpts=ReportOpts{..}
OneSpan spanBegin spanEnd valueBefore valueAfter cashFlow pnl
irr <- internalRateOfReturn showCashFlow prettyTables thisSpan
twr <- timeWeightedReturn showCashFlow prettyTables investmentsQuery trans thisSpan
twr <- timeWeightedReturn showCashFlow prettyTables investmentsQuery trans mixedAmountValue thisSpan
let cashFlowAmt = negate $ sum $ map snd cashFlow
let smallIsZero x = if abs x < 0.01 then 0.0 else x
return [ showDate spanBegin
@ -143,7 +149,7 @@ roi CliOpts{rawopts_=rawopts, reportspec_=rspec@ReportSpec{rsOpts=ReportOpts{..}
TL.putStrLn $ Ascii.render prettyTables id id id table
timeWeightedReturn showCashFlow prettyTables investmentsQuery trans (OneSpan spanBegin spanEnd valueBeforeAmt valueAfter cashFlow pnl) = do
timeWeightedReturn showCashFlow prettyTables investmentsQuery trans mixedAmountValue (OneSpan spanBegin spanEnd valueBeforeAmt valueAfter cashFlow pnl) = do
let valueBefore = unMix valueBeforeAmt
let initialUnitPrice = 100 :: Decimal
let initialUnits = valueBefore / initialUnitPrice
@ -166,7 +172,7 @@ timeWeightedReturn showCashFlow prettyTables investmentsQuery trans (OneSpan spa
tail $
scanl
(\(_, _, unitPrice, unitBalance) (date, amt) ->
let valueOnDate = unMix $ total trans (And [investmentsQuery, Date (DateSpan Nothing (Just date))])
let valueOnDate = unMix $ mixedAmountValue spanEnd date $ total trans (And [investmentsQuery, Date (DateSpan Nothing (Just date))])
in
case amt of
Right amt ->

26
hledger/test/roi.test
View File

@ -263,8 +263,30 @@ hledger -f- roi -p 2019-11 --inv Investment --pnl PnL --cost --value=then,A --in
>>>=0
# 11. Dont use crazy amount of decimal places
hledger -f - roi --inv assets:investment --pnl income:investment -X '$'
# 11. Use "then" prices. 10000/76.20 = 131.23, 11000/73.88=148.89
hledger -f - roi --inv assets:investment --pnl income:investment --value=then,'$'
<<<
P 2020-12-01 $ 76.20
P 2021-01-01 $ 73.88
2020-12-02 invest
assets:investment 10000
assets
2021-01-02 get profit
assets:investment =11000
income:investment
>>>
+---++------------+------------++---------------+----------+-------------+-----++---------+---------+
| || Begin | End || Value (begin) | Cashflow | Value (end) | PnL || IRR | TWR |
+===++============+============++===============+==========+=============+=====++=========+=========+
| 1 || 2020-12-02 | 2021-01-02 || 0 | $131 | $149 | $18 || 321.99% | 321.81% |
+---++------------+------------++---------------+----------+-------------+-----++---------+---------+
>>>=0
# 12. Use "end" prices. 10000/73.88=135.35
hledger -f - roi --inv assets:investment --pnl income:investment --value=end,'$'
<<<
P 2020-12-01 $ 76.20
P 2021-01-01 $ 73.88