diff --git a/fava_investor/__init__.py b/fava_investor/__init__.py
index d2faa98..23a00bd 100644
--- a/fava_investor/__init__.py
+++ b/fava_investor/__init__.py
@@ -8,6 +8,7 @@
from .modules.cashdrag import libcashdrag
from .modules.summarizer import libsummarizer
from .modules.minimizegains import libminimizegains
+from .modules.performance import libperformance
from .common.favainvestorapi import FavaInvestorAPI
@@ -50,6 +51,10 @@ def build_minimizegains(self):
accapi = FavaInvestorAPI()
return libminimizegains.find_minimized_gains(accapi, self.config.get('minimizegains', {}))
+ def build_performance(self):
+ accapi = FavaInvestorAPI()
+ return libperformance.find_xirrs(accapi, self.config.get('performance', {}))
+
def recently_sold_at_loss(self):
accapi = FavaInvestorAPI()
return libtlh.recently_sold_at_loss(accapi, self.config.get('tlh', {}))
diff --git a/fava_investor/cli/investor.py b/fava_investor/cli/investor.py
index 0f885ba..4f39e74 100755
--- a/fava_investor/cli/investor.py
+++ b/fava_investor/cli/investor.py
@@ -8,6 +8,7 @@
import fava_investor.modules.summarizer.summarizer as summarizer
import fava_investor.modules.tlh.tlh as tlh
import fava_investor.modules.minimizegains.minimizegains as minimizegains
+import fava_investor.modules.performance.performance as performance
@click.group()
@@ -21,6 +22,7 @@ def cli():
cli.add_command(summarizer.summarizer)
cli.add_command(tlh.tlh)
cli.add_command(minimizegains.minimizegains)
+cli.add_command(performance.performance)
if __name__ == '__main__':
diff --git a/fava_investor/examples/huge-example.beancount b/fava_investor/examples/huge-example.beancount
index a19bde8..53c65d0 100644
--- a/fava_investor/examples/huge-example.beancount
+++ b/fava_investor/examples/huge-example.beancount
@@ -15,6 +15,12 @@ option "operating_currency" "USD"
'wash_pattern': 'Assets:US',
},
+ 'performance' : {
+ 'account_field': 'account',
+ 'accounts_pattern': 'Assets:US:Vanguard',
+ 'accuracy': 2,
+ },
+
'asset_alloc_by_account': [{
'title': 'Allocation by Account',
'pattern_type': 'account_name',
diff --git a/fava_investor/modules/performance/README.md b/fava_investor/modules/performance/README.md
new file mode 100644
index 0000000..054052f
--- /dev/null
+++ b/fava_investor/modules/performance/README.md
@@ -0,0 +1,21 @@
+# Performance
+_Show XIRR of investments_
+
+## Introduction
+This modules shows the XIRR of chosen investments and the summary of all the investments chosen.
+
+## Using this module
+- Accounts contains account name
+- XIRR contains XIRR of investments
+
+## Limitations
+XIRR are calculated using a maximum of 10 newton iterations for speed, so while the output is close to the final value, the accuracy cannot be guaranteed.
+
+## Example configuration:
+```
+ 'performance' : {
+ 'account_field': 'account',
+ 'accounts_pattern': 'Assets:Investments',
+ 'accuracy': 2,
+ },
+```
diff --git a/fava_investor/modules/performance/TODO.md b/fava_investor/modules/performance/TODO.md
new file mode 100644
index 0000000..e69de29
diff --git a/fava_investor/modules/performance/__init__.py b/fava_investor/modules/performance/__init__.py
new file mode 100644
index 0000000..e69de29
diff --git a/fava_investor/modules/performance/example.beancount b/fava_investor/modules/performance/example.beancount
new file mode 100644
index 0000000..47fcdb0
--- /dev/null
+++ b/fava_investor/modules/performance/example.beancount
@@ -0,0 +1,61 @@
+option "title" "Test"
+option "operating_currency" "USD"
+option "render_commas" "True"
+option "booking_method" "FIFO"
+
+2010-01-01 open Assets:Investments:BNCT
+2010-01-01 open Assets:Investments:COFE
+2010-01-01 open Assets:Bank
+2010-01-01 open Income:Gains
+
+2010-01-01 custom "fava-extension" "fava_investor" "{
+ 'performance' : {
+ 'account_field': 'account',
+ 'accounts_pattern': 'Assets:Investments',
+ 'accuracy': 2,
+ },
+}"
+
+
+2010-01-01 commodity BNCT
+2010-01-01 commodity COFE
+
+2020-01-01 * "Buy stock"
+ Assets:Investments:BNCT 1000 BNCT {100 USD}
+ Assets:Investments:COFE 1000 COFE {10 USD}
+ Assets:Bank
+
+2021-03-12 * "Buy stock"
+ Assets:Investments:BNCT 1000 BNCT {100 USD}
+ Assets:Investments:COFE 1000 COFE {10 USD}
+ Assets:Bank
+
+2022-01-01 * "Sell stock"
+ Assets:Investments:BNCT -1500 BNCT {} @ 100 USD
+ Assets:Investments:COFE -1500 COFE {} @ 10 USD
+ Assets:Bank 165000 USD
+ Income:Gains
+
+2022-06-01 * "Sell stock"
+ Assets:Investments:BNCT -500 BNCT {} @ 160 USD
+ Assets:Bank 88000 USD
+ Income:Gains
+
+2024-07-14 * "Sell stock"
+ Assets:Investments:COFE -500 COFE {} @ 25 USD
+ Assets:Bank 12500 USD
+ Income:Gains
+
+
+2020-01-01 price BNCT 100 USD
+2021-03-12 price BNCT 100 USD
+2022-01-01 price BNCT 100 USD
+2022-06-01 price BNCT 160 USD
+
+2020-01-01 price COFE 10 USD
+2021-03-12 price COFE 10 USD
+2022-01-01 price COFE 10 USD
+2022-06-01 price COFE 16 USD
+2023-01-01 price COFE 20 USD
+2024-01-01 price COFE 25 USD
+
diff --git a/fava_investor/modules/performance/libperformance.py b/fava_investor/modules/performance/libperformance.py
new file mode 100644
index 0000000..f20a0fc
--- /dev/null
+++ b/fava_investor/modules/performance/libperformance.py
@@ -0,0 +1,97 @@
+#!/bin/env python3
+"""
+# Performance
+_Calculate XIRR for investments._
+
+See accompanying README.txt
+"""
+
+import collections
+from datetime import date, timedelta
+from fava_investor.common.libinvestor import build_config_table
+from beancount.core.number import Decimal
+from fava_investor.modules.tlh import libtlh
+
+
+def calculate_error_grad(investments: list[date, Decimal], guess: Decimal) -> tuple[Decimal, Decimal]:
+ sum: Decimal = 0
+ grad: Decimal = 0
+ init_date: date = investments[0][0]
+ for item in investments:
+ investment_date = item[0]
+ value = item[1]
+ time_step = Decimal(((investment_date - init_date)/timedelta(days=1))/365)
+ sum += value / (1 + guess)**time_step
+ grad += -time_step * value / (1 + guess)**(time_step + 1)
+
+ return sum, grad
+
+
+def calculate_xirr(investments: list[date, Decimal], accuracy) -> Decimal:
+ guess = Decimal(0.1)
+
+ for _ in range(10):
+ value, grad = calculate_error_grad(investments, guess)
+ correction: Decimal = value / grad
+ guess -= correction
+ if abs(value) < 1 and correction < 10**(-accuracy-2):
+ break
+
+ return round(guess*100, accuracy)
+
+
+def find_xirrs(accapi, options):
+ account_field = libtlh.get_account_field(options)
+ accounts_pattern = options.get('accounts_pattern', '')
+ accuracy = int(options.get('accuracy', 2))
+
+ currency = accapi.get_operating_currencies()[0]
+
+ sql = f"""
+ SELECT
+ {account_field} as account,
+ CONVERT(value(position, date), '{currency}') as market_value,
+ date as date
+ WHERE account_sortkey(account) ~ "^[01]" AND
+ account ~ '{accounts_pattern}'
+ """
+ rtypes, rrows = accapi.query_func(sql)
+ if not rtypes:
+ return [], {}, [[]]
+
+ sql = f"""
+ SELECT
+ {account_field} as account,
+ ONLY('{currency}', NEG(CONVERT(sum(position), '{currency}'))) as market_value,
+ cost_date as date
+ WHERE account_sortkey(account) ~ "^[01]" AND
+ account ~ '{accounts_pattern}'
+ GROUP BY {account_field}, date, account_sortkey(account)
+ ORDER BY account_sortkey(account)
+ """
+ remaintypes, remainrows = accapi.query_func(sql)
+ if not remaintypes:
+ return [], {}, [[]]
+
+ investments = {}
+ investments["Summary"] = []
+ for row in rrows:
+ if row.account not in investments.keys():
+ investments[row.account] = []
+ investments[row.account].append([row.date, row.market_value.number])
+ investments["Summary"].append([row.date, row.market_value.number])
+ for row in remainrows:
+ if row.market_value.number == 0:
+ continue
+ investments[row.account].append([date.today(), row.market_value.number])
+ investments["Summary"].append([date.today(), row.market_value.number])
+
+ xirr = {key: calculate_xirr(investments[key], accuracy) for key in investments}
+
+ retrow_types = [('Account', str), ('XIRR', Decimal)]
+ RetRow = collections.namedtuple('RetRow', [i[0] for i in retrow_types])
+ rrows = [RetRow(key, value) for key, value in xirr.items()]
+
+ tables = [build_config_table(options)]
+ tables.append(('XIRR performance', (retrow_types, rrows, None, None)))
+ return tables
diff --git a/fava_investor/modules/performance/performance.py b/fava_investor/modules/performance/performance.py
new file mode 100755
index 0000000..c66c1e3
--- /dev/null
+++ b/fava_investor/modules/performance/performance.py
@@ -0,0 +1,52 @@
+#!/usr/bin/env python3
+"""Beancount Tool to find lots to sell with lowest gains, to minimize the tax burden."""
+
+import fava_investor.modules.performance.libperformance as libpf
+import fava_investor.common.beancountinvestorapi as api
+from fava_investor.common.clicommon import pretty_print_table, write_table_csv
+import click
+
+
+@click.command()
+@click.argument('beancount-file', type=click.Path(exists=True), envvar='BEANCOUNT_FILE')
+@click.option('--csv-output', help='In addition to summary, output to performance.csv', is_flag=True)
+def performance(beancount_file, csv_output):
+ """Generate XIRR for each investment.
+
+ The BEANCOUNT_FILE environment variable can optionally be set instead of specifying the file on the
+ command line.
+
+ The configuration for this module is expected to be supplied as a custom directive like so in your
+ beancount file:
+
+ \b
+ 2010-01-01 custom "fava-extension" "fava_investor" "{
+ 'performance' : {
+ 'account_field': 'account',
+ 'accounts_pattern': 'Assets:Investments',
+ 'accuracy': 2,
+ },
+ }}"
+
+ """
+ accapi = api.AccAPI(beancount_file, {})
+ config = accapi.get_custom_config('performance')
+ tables = libpf.find_xirrs(accapi, config)
+
+ # TODO:
+ # - use same return return API for all of fava_investor
+ # - ordered dictionary of title: [retrow_types, table]
+ # - make output printing and csv a common function
+
+ if csv_output:
+ write_table_csv('performance.csv', tables[1])
+ else:
+ def _gen_output():
+ for title, (rtypes, rrows, _, _) in tables:
+ yield pretty_print_table(title, rtypes, rrows)
+
+ click.echo_via_pager(_gen_output())
+
+
+if __name__ == '__main__':
+ performance()
diff --git a/fava_investor/modules/performance/test_performance.py b/fava_investor/modules/performance/test_performance.py
new file mode 100644
index 0000000..4008883
--- /dev/null
+++ b/fava_investor/modules/performance/test_performance.py
@@ -0,0 +1,72 @@
+#!/usr/bin/env python3
+
+import beancountinvestorapi as api
+import sys
+import os
+from beancount.utils import test_utils
+sys.path.append(os.path.join(os.path.dirname(__file__), '.'))
+import libperformance as libpf
+
+
+class TestScriptCheck(test_utils.TestCase):
+ def setUp(self):
+ self.options = {
+ 'account_field': 'account',
+ 'accounts_pattern': 'Assets:Investments',
+ 'accuracy': 2,
+ }
+
+ @test_utils.docfile
+ def test_performance_basic(self, f):
+ """
+2010-01-01 commodity BNCT
+2010-01-01 commodity COFE
+
+2020-01-01 * "Buy stock"
+ Assets:Investments:BNCT 1000 BNCT {100 USD}
+ Assets:Investments:COFE 1000 COFE {10 USD}
+ Assets:Bank
+
+2021-03-12 * "Buy stock"
+ Assets:Investments:BNCT 1000 BNCT {100 USD}
+ Assets:Investments:COFE 1000 COFE {10 USD}
+ Assets:Bank
+
+2022-01-01 * "Sell stock"
+ Assets:Investments:BNCT -1500 BNCT {} @ 100 USD
+ Assets:Investments:COFE -1500 COFE {} @ 10 USD
+ Assets:Bank 165000 USD
+ Income:Gains
+
+2022-06-01 * "Sell stock"
+ Assets:Investments:BNCT -500 BNCT {} @ 160 USD
+ Assets:Bank 88000 USD
+ Income:Gains
+
+2024-07-14 * "Sell stock"
+ Assets:Investments:COFE -500 COFE {} @ 25 USD
+ Assets:Bank 12500 USD
+ Income:Gains
+
+2020-01-01 price BNCT 100 USD
+2021-03-12 price BNCT 100 USD
+2022-01-01 price BNCT 100 USD
+2022-06-01 price BNCT 160 USD
+
+2020-01-01 price COFE 10 USD
+2021-03-12 price COFE 10 USD
+2022-01-01 price COFE 10 USD
+2022-06-01 price COFE 16 USD
+2023-01-01 price COFE 20 USD
+2024-01-01 price COFE 25 USD
+
+ """
+ accapi = api.AccAPI(f, {})
+ ret = libpf.find_xirrs(accapi, self.options)
+ title, (retrow_types, xirrs, _, _) = ret[1]
+
+ self.assertEqual(2, len(xirrs))
+ self.assertEqual("Assets:Investments:BNCT", xirrs[0].account)
+ self.assertEqual(9.35, xirrs[0].XIRR)
+ self.assertEqual("Assets:Investments:COFE", xirrs[1].account)
+ self.assertEqual(13.70, xirrs[1].XIRR)
diff --git a/fava_investor/templates/Investor.html b/fava_investor/templates/Investor.html
index 442926e..b19b1ba 100644
--- a/fava_investor/templates/Investor.html
+++ b/fava_investor/templates/Investor.html
@@ -7,7 +7,8 @@
('cashdrag', _('Cash Drag')),
('tlh', _('Tax Loss Harvestor')),
('summarizer', _('Summarizer')),
- ('minimizegains', _('Gains Minimizer'))
+ ('minimizegains', _('Gains Minimizer')),
+ ('performance', _('Performance'))
] %}
{% if not (module == key) %}{{ label }}{% else %} {{ label }}{% endif %}
{% endfor %}
@@ -50,6 +51,10 @@ {{table[0]}}
{{ table_list_renderer('', extension.build_minimizegains()) }}
{% endif %}
+{% if (module == 'performance') %}
+ {{ table_list_renderer('', extension.build_performance()) }}
+{% endif %}
+
{% if (module == 'tlh') %}