diff --git a/LICENSE b/LICENSE new file mode 100644 --- /dev/null +++ b/LICENSE @@ -0,0 +1,29 @@ +Copyright (c) 2011 Peter Simons +All rights reserved. + +Redistribution and use in source and binary forms, with or without +modification, are permitted provided that the following conditions are met: + + * Redistributions of source code must retain the above copyright + notice, this list of conditions and the following disclaimer. + + * Redistributions in binary form must reproduce the above + copyright notice, this list of conditions and the following + disclaimer in the documentation and/or other materials provided + with the distribution. + + * Neither the name of Peter Simons nor the names of other + contributors may be used to endorse or promote products derived + from this software without specific prior written permission. + +THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS +"AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT +LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR +A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT +OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, +SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT +LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, +DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY +THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT +(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE +OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. diff --git a/Main.hs b/Main.hs new file mode 100644 --- /dev/null +++ b/Main.hs @@ -0,0 +1,198 @@ +module Main ( main ) where + +import Hledger + +import Control.Exception ( bracket ) +import Control.Monad +import Distribution.Text ( display ) +import System.Console.GetOpt +import System.Environment +import System.Exit +import System.IO +import Data.Time.Calendar +import Text.Printf +import Data.List +import Data.Ord +import Statistics.Math.RootFinding + + +import Paths_hledger_irr ( version ) + +data Options = Options + { optShowVersion :: Bool + , optShowHelp :: Bool + , optCashFlow :: Bool + , optInput :: FilePath + , optInvAcc :: String + , optInterestAcc :: String + , optBegin :: Maybe String + , optEnd :: Maybe String + , optInterval :: Maybe Interval + } + +defaultOptions :: Options +defaultOptions = Options + { optShowVersion = False + , optShowHelp = False + , optCashFlow = False + , optInput = "-" + , optInvAcc = "" + , optInterestAcc = "" + , optBegin = Nothing + , optEnd = Nothing + , optInterval = Nothing + } + +options :: [OptDescr (Options -> Options)] +options = + [ Option "h" ["help"] + (NoArg (\o -> o { optShowHelp = True })) + "print this message and exit" + , Option "V" ["version"] + (NoArg (\o -> o { optShowVersion = True })) + "show version number and exit" + , Option "c" ["cashflow"] + (NoArg (\o -> o { optCashFlow = True })) + "also show all revant transactions" + , Option "f" ["file"] + (ReqArg (\f o -> o { optInput = f }) "FILE") + "input ledger file (pass '-' for stdin)" + , Option "i" ["investment-account"] + (ReqArg (\a o -> o { optInvAcc = a }) "ACCOUNT") + "investment account" + , Option "t" ["interest-account"] + (ReqArg (\a o -> o { optInterestAcc = a }) "ACCOUNT") + "interest/gain/fees/losses account" + , Option "b" ["begin"] + (ReqArg (\d o -> o { optBegin = Just d }) "DATE") + "calculate interest from this date" + , Option "e" ["end"] + (ReqArg (\d o -> o { optEnd = Just d }) "DATE") + "calculate interest until this date" + , Option "D" ["daily"] + (NoArg (\o -> o { optInterval = Just (Days 1) })) + "calculate intereste for each day" + , Option "W" ["weekly"] + (NoArg (\o -> o { optInterval = Just (Weeks 1) })) + "calculate intereste for each week" + , Option "M" ["monthly"] + (NoArg (\o -> o { optInterval = Just (Months 1) })) + "calculate intereste for each month" + , Option "Y" ["yearly"] + (NoArg (\o -> o { optInterval = Just (Years 1) })) + "calculate intereste for each year" + ] + +usageMessage :: String +usageMessage = usageInfo header options + where header = "Usage: hledger-irr [OPTION...]" + +commandLineError :: String -> IO a +commandLineError err = do hPutStrLn stderr (err ++ usageMessage) + exitFailure + +parseOpts :: [String] -> IO (Options, [String]) +parseOpts argv = + case getOpt Permute options argv of + (o,n,[] ) -> return (foldl (flip id) defaultOptions o, n) + (_,_,errs) -> commandLineError (concat errs) + +main :: IO () +main = bracket (return ()) (\() -> hFlush stdout >> hFlush stderr) $ \() -> do + (opts, args) <- getArgs >>= parseOpts + when (optShowVersion opts) (putStrLn (display version) >> exitSuccess) + when (optShowHelp opts) (putStr usageMessage >> exitSuccess) + when (null (optInvAcc opts)) (commandLineError "required --investment-account option is missing\n") + when (null (optInterestAcc opts)) (commandLineError "required --interest-account option is missing\n") + when (length args > 0) (commandLineError "no command line arguments allowed") + jnl' <- readJournalFile Nothing Nothing (optInput opts) >>= either fail return + + let ts = jtxns $ filterJournalTransactions (Acct (optInvAcc opts)) jnl' + when (null ts) $ do + putStrLn "No relevant transactions found. Did you mis-spell your accounts?" + exitFailure + + thisDay <- getCurrentDay + let firstDay = minimum $ map transactionEffectiveDate ts + let lastDay = maximum $ map transactionEffectiveDate ts + let existingSpan = DateSpan (Just firstDay) (Just lastDay) + + let begin = maybe firstDay (fixSmartDateStr' thisDay) (optBegin opts) + let end = maybe thisDay (fixSmartDateStr' thisDay) (optEnd opts) + let wholeSpan = DateSpan (Just begin) (Just end) + + let spans = case optInterval opts of + Nothing -> [wholeSpan] + Just interval -> + splitSpan interval $ + spanIntersect existingSpan wholeSpan + + forM_ spans $ \(DateSpan (Just ibegin) (Just iend)) -> do + let preQuery = And [ Acct (optInvAcc opts), + EDate (openClosedSpan Nothing (Just ibegin))] + pre_amount = negate $ unMix $ accountAmount preQuery ts + let prefix = (ibegin, pre_amount) + + let eQuery = And [Acct (optInvAcc opts), EDate (openClosedSpan Nothing (Just iend))] + let final = unMix $ accountAmount eQuery ts + let postfix = (iend, final) + + let cfQuery = And [ Not (Or [Acct (optInvAcc opts), Acct (optInterestAcc opts)]), + EDate (openClosedSpan (Just ibegin) (Just iend)) ] + let cf = calculateCashFlow cfQuery ts + + let totalCF = sortBy (comparing fst) $ filter ((/=0) . aquantity . snd) $ prefix : cf ++ [postfix] + + when (optCashFlow opts) $ do + mapM_ (putStrLn . showCashFlowEntry) totalCF + + -- 0% is always a solution, so require at least something here + putStr $ printf "%s - %s: " (showDate ibegin) (showDate iend) + case ridders 0.00001 (0.000001,1000) (aquantity . interestSum iend totalCF) of + Root rate -> putStrLn (printf "%0.2f%%" ((rate-1)*100)) + _ -> putStrLn "Error: Failed to find solution." + +openClosedSpan :: Maybe Day -> Maybe Day -> DateSpan +openClosedSpan md1 md2 = DateSpan (fmap (addDays 1) md1) (fmap (addDays 1) md2) + + +-- Bad hack – what to do? +unMix :: MixedAmount -> Amount +unMix = sum . amounts + + +showCashFlowEntry :: (Day, Amount) -> String +showCashFlowEntry (d, a) = showDate d ++ ": " ++ showAmount a + +type CashFlow = [(Day, Amount)] + + +-- | Divide an amount's quantity by a constant. +multiplyAmount :: Amount -> Double -> Amount +multiplyAmount a@Amount{aquantity=q} d = a{aquantity=q*d} + + +interestSum :: Day -> CashFlow -> Double -> Amount +interestSum referenceDay cf rate = sum $ map go cf + where go (t,m) = multiplyAmount m (rate ** (fromIntegral (referenceDay `diffDays` t) / 365)) + + +calculateCashFlow :: Query -> [Transaction] -> CashFlow +calculateCashFlow query = map go + where + go t = (transactionEffectiveDate t, amt) + where + amt = sum $ + map (unMix . pamount) $ filter (matchesPosting query) $ + realPostings t + +accountAmount :: Query -> [Transaction] -> MixedAmount +accountAmount query = sumPostings . filter (matchesPosting query) . concatMap realPostings + +-- | Convert a smart date string to a day using +-- the provided reference date, or raise an error. +fixSmartDateStr' :: Day -> String -> Day +fixSmartDateStr' d s = either + (\e->error' $ printf "could not parse date %s %s" (show s) (show e)) + id + $ fixSmartDateStrEither' d s diff --git a/Setup.hs b/Setup.hs new file mode 100644 --- /dev/null +++ b/Setup.hs @@ -0,0 +1,2 @@ +import Distribution.Simple +main = defaultMain diff --git a/hledger-irr.cabal b/hledger-irr.cabal new file mode 100644 --- /dev/null +++ b/hledger-irr.cabal @@ -0,0 +1,113 @@ +Name: hledger-irr +Version: 0.1 +Synopsis: computes the internal rate of return of an investment +License: BSD3 +License-file: LICENSE +Author: Joachim Breitner +Maintainer: Joachim Breitner +Category: Finance +Build-type: Simple +Cabal-version: >= 1.6 +Tested-with: GHC >= 7.4.1 && <= 7.4.1 +Description: + hledger-irr is a small command-line utility based on Simon + Michael's hleder library. Its purpose is to compute the internal rate of + return, also known as the effective interest rate, of a given investment. + After specifying what account holds the investment, and what account stores + the gains (or losses, or fees, or cost), it calculates the hypothetical + annualy rate of fixed rate investment that would have provided the exact same + cash flow. + . + As an example, consider the following irregular investment recorded in a file + called @speculation.ledger@. The account “Speculation” holds the investment which + could be, for example, a stock. Regularly, we make sure that the value of the + account matches the value of the stock, by moving money from or to the account + “Rate Gain”. It does not really matter when we adjust the price, as long as it + is correct at the end of our reporting period. + . + > 2011-01-01 Some wild speculation – I wonder if it pays off + > Speculation €100.00 + > Cash + > + > 2011-02-01 More speculation (and adjustment of value) + > Cash -€10.00 + > Rate Gain -€1.00 + > Speculation + > + > 2011-03-01 Lets pull out some money (and adjustment of value) + > Cash €30.00 + > Rate Gain -€3.00 + > Speculation + > + > 2011-04-01 More speculation (and it lost some money!) + > Cash -€50.00 + > Rate Gain € 5.00 + > Speculation + > + > 2011-05-01 Getting some money out (and adjustment of value) + > Speculation -€44.00 + > Rate Gain -€ 3.00 + > Cash + > + > 2011-06-01 Emptying the account (after adjusting the value) + > Speculation -€85.00 + > Cash €90.00 + > Rate Gain -€ 5.00 + . + We can now calculate the rate of return for the whole time or just for parts + of it (and be freaked out by the volatility of the investment): + . + > $ hledger-irr -f speculation.ledger -t "Rate Gain" -i Speculation -c + > 2011/01/01: €-100.00 + > 2011/02/01: €-10.00 + > 2011/03/01: €30.00 + > 2011/04/01: €-50.00 + > 2011/05/01: €47.00 + > 2011/06/01: €90.00 + > 2011/01/01 - 2012/12/07: 17.72% + > $ hledger-irr -f speculation.ledger -t "Rate Gain" -i Speculation -e 2011-03-01 + > 2011/01/01 - 2011/03/01: 26.11% + > $ hledger-irr -f speculation.ledger -t "Rate Gain" -i Speculation -b 2011-03-01 + > 2011/03/01 - 2012/12/07: 12.28% + > $ hledger-irr -f speculation.ledger -t "Rate Gain" -i Speculation --monthly + > 2011/01/01 - 2011/02/01: 12.43% + > 2011/02/01 - 2011/03/01: 41.57% + > 2011/03/01 - 2011/04/01: -51.45% + > 2011/04/01 - 2011/05/01: 32.27% + > 2011/05/01 - 2011/06/01: 96.01% + . + Running the utility with @--help@ gives a brief overview over the + available options: + . + > $ hledger-irr --help + > Usage: hledger-irr [OPTION...] + > -h --help print this message and exit + > -V --version show version number and exit + > -c --cashflow also show all revant transactions + > -f FILE --file=FILE input ledger file (pass '-' for stdin) + > -i ACCOUNT --investment-account=ACCOUNT investment account + > -t ACCOUNT --interest-account=ACCOUNT interest/gain/fees/losses account + > -b DATE --begin=DATE calculate interest from this date + > -e DATE --end=DATE calculate interest until this date + > -D --daily calculate intereste for each day + > -W --weekly calculate intereste for each week + > -M --monthly calculate intereste for each month + > -Y --yearly calculate intereste for each year + . + Known bugs and issues: + . + * Currenlty, hledger-irr does not cope well with multiple commodities (e.g. + Euro and Dollar, or shares). + . + * Also, interest or fees that do not pass through the account selected by + @--investment-account@ are not taken into consideration. + +Executable hledger-irr + Main-is: Main.hs + Build-depends: base >= 3 && < 5, hledger-lib >= 0.19.3, time, Cabal, statistics >= 0.10 + Ghc-Options: -Wall + +source-repository head + type: darcs + location: http://darcs.nomeata.de/hledger-irr +