diff --git a/test/ModelTests.hs b/test/ModelTests.hs --- a/test/ModelTests.hs +++ b/test/ModelTests.hs @@ -121,6 +121,7 @@ simpleBuy :: Property simpleBuy = property $ do b <- forAll $ genTimed genLot + let c = (b ^. item . amount) * (b ^. item . price) -- A simple buy lift $ processActionsWithChanges @@ -130,12 +131,20 @@ AddEvent (Opened True <$> b), Result (Buy <$> (b & item . details <>~ [Position Open])) ], - [Buy <$> (b & item . details <>~ [Position Open])] + [ Buy + <$> ( b & item . details + <>~ [ Position Open, + Balance (c ^. coerced . to negate), + Net (c ^. coerced . to negate) + ] + ) + ] ) buyBuy :: Property buyBuy = property $ do b <- forAll $ genTimed genLot + let c = (b ^. item . amount) * (b ^. item . price) lift $ processActionsWithChanges [ Buy <$> b, @@ -149,14 +158,27 @@ AddEvent (Opened True <$> b), Result (Buy <$> (b & item . details <>~ [Position Open])) ], - [ Buy <$> (b & item . details <>~ [Position Open]), - Buy <$> (b & item . details <>~ [Position Open]) + [ Buy + <$> ( b & item . details + <>~ [ Position Open, + Balance (c ^. coerced . to negate), + Net (c ^. coerced . to negate) + ] + ), + Buy + <$> ( b & item . details + <>~ [ Position Open, + Balance (2 * (c ^. coerced . to negate)), + Net (c ^. coerced . to negate) + ] + ) ] ) buySellBreakeven :: Property buySellBreakeven = property $ do b <- forAll $ genTimed genLot + let c = (b ^. item . amount) * (b ^. item . price) -- A buy and sell at break-even lift $ processActionsWithChanges @@ -174,8 +196,21 @@ ), RemoveEvent 1 ], - [ Buy <$> (b & item . details <>~ [Position Open]), - Sell <$> (b & item . details <>~ [Position Close, Gain 0]) + [ Buy + <$> ( b & item . details + <>~ [ Position Open, + Balance (c ^. coerced . to negate), + Net (c ^. coerced . to negate) + ] + ), + Sell + <$> ( b & item . details + <>~ [ Position Close, + Gain 0, + Balance 0, + Net (c ^. coerced) + ] + ) ] ) @@ -184,6 +219,8 @@ b <- forAll $ genTimed genLot let s = b sp = s & item . price +~ 10 + c = (b ^. item . amount) * (b ^. item . price) + sc = (sp ^. item . amount) * (sp ^. item . price) -- A buy and sell at a profit lift $ processActionsWithChanges @@ -201,8 +238,21 @@ ), RemoveEvent 1 ], - [ Buy <$> (b & item . details <>~ [Position Open]), - Sell <$> (sp & item . details <>~ [Position Close, Gain 10]) + [ Buy + <$> ( b & item . details + <>~ [ Position Open, + Balance (c ^. coerced . to negate), + Net (c ^. coerced . to negate) + ] + ), + Sell + <$> ( sp & item . details + <>~ [ Position Close, + Gain 10, + Balance (c ^. coerced . to negate + sc ^. coerced), + Net (sc ^. coerced) + ] + ) ] ) @@ -212,6 +262,8 @@ let b2 = b & item . amount *~ 2 s = b sp = s & item . price +~ 10 + c2 = (b2 ^. item . amount) * (b2 ^. item . price) + sc = (sp ^. item . amount) * (sp ^. item . price) -- A buy and sell at a partial profit lift $ processActionsWithChanges @@ -229,8 +281,21 @@ ), ReplaceEvent 1 (Opened True <$> b) ], - [ Buy <$> (b2 & item . details <>~ [Position Open]), - Sell <$> (sp & item . details <>~ [Position Close, Gain 10]) + [ Buy + <$> ( b2 & item . details + <>~ [ Position Open, + Balance (c2 ^. coerced . to negate), + Net (c2 ^. coerced . to negate) + ] + ), + Sell + <$> ( sp & item . details + <>~ [ Position Close, + Gain 10, + Balance (c2 ^. coerced . to negate + sc ^. coerced), + Net (sc ^. coerced) + ] + ) ] ) @@ -238,8 +303,9 @@ buySellLoss = property $ do b <- forAll $ genTimed genLot let s = b - sl = - s & item . price -~ 1 + sl = s & item . price -~ 1 + c = (b ^. item . amount) * (b ^. item . price) + sc = (sl ^. item . amount) * (sl ^. item . price) -- A buy and sell at a loss lift $ processActionsWithChanges @@ -261,8 +327,24 @@ Submit (sl & item . price .~ 1), SubmitEnd ], - [ Buy <$> (b & item . details <>~ [Position Open]), - Sell <$> (sl & item . details <>~ [Position Close, Loss 1]) + [ Buy + <$> ( b & item . details + <>~ [ Position Open, + Balance (c ^. coerced . to negate), + Net (c ^. coerced . to negate) + ] + ), + Sell + <$> ( sl & item . details + <>~ [ Position Close, + Loss 1, + Balance + ( c ^. coerced . to negate + + sc ^. coerced + ), + Net (sc ^. coerced) + ] + ) ] ) @@ -275,6 +357,9 @@ & item . details <>~ [WashTo "A" Nothing] b2 = b & item . details <>~ [WashApply "A" (b ^. item . amount)] + c = (b ^. item . amount) * (b ^. item . price) + c2 = (b2 ^. item . amount) * (b2 ^. item . price) + sc = (sl ^. item . amount) * (sl ^. item . price) -- A buy and sell at a loss, followed by a buy lift $ processActionsWithChanges @@ -314,18 +399,44 @@ ) ) ], - [ Buy <$> (b & item . details <>~ [Position Open]), + [ Buy + <$> ( b & item . details + <>~ [ Position Open, + Balance (c ^. coerced . to negate), + Net (c ^. coerced . to negate) + ] + ), Sell <$> ( sl & item . details <>~ [ Position Close, - Loss 1 + Loss 1, + Balance + ( c ^. coerced . to negate + + sc ^. coerced + ), + Net (sc ^. coerced) ] ), - Wash <$> (sl & item . price .~ 1), + Wash + <$> ( sl & item . price .~ 1 + & item . details + <>~ [ Balance + ( c ^. coerced . to negate + + sc ^. coerced + ), + Net 0 + ] + ), Buy <$> ( b2 & item . details <>~ [ Position Open, - Washed 1 + Washed 1, + Balance + ( c ^. coerced . to negate + + sc ^. coerced + + c2 ^. coerced . to negate + ), + Net (c2 ^. coerced . to negate) ] ) ] @@ -336,6 +447,8 @@ b <- forAll $ genTimed genLot let s = b sl = s & item . price -~ 1 + c = (b ^. item . amount) * (b ^. item . price) + sc = (sl ^. item . amount) * (sl ^. item . price) -- A buy, a buy and then a sell at a loss lift $ processActionsWithChanges @@ -374,13 +487,41 @@ ), SubmitEnd ], - [ Buy <$> (b & item . details <>~ [Position Open]), - Buy <$> (b & item . details <>~ [Position Open]), + [ Buy + <$> ( b & item . details + <>~ [ Position Open, + Balance (c ^. coerced . to negate), + Net (c ^. coerced . to negate) + ] + ), + Buy + <$> ( b & item . details + <>~ [ Position Open, + Balance (c ^. coerced . to negate * 2), + Net (c ^. coerced . to negate) + ] + ), Sell - <$> (sl & item . details <>~ [Position Close, Loss 1]), + <$> ( sl & item . details + <>~ [ Position Close, + Loss 1, + Balance + ( c ^. coerced . to negate * 2 + + sc ^. coerced + ), + Net (sc ^. coerced) + ] + ), Wash <$> ( b & item . price .~ 1 - & item . details <>~ [Washed (b ^. item . price)] + & item . details + <>~ [ Washed (b ^. item . price), + Balance + ( c ^. coerced . to negate * 2 + + sc ^. coerced + ), + Net 0 + ] ) ] ) @@ -388,6 +529,7 @@ simpleSell :: Property simpleSell = property $ do s <- forAll $ genTimed genLot + let c = (s ^. item . amount) * (s ^. item . price) -- A simple sell lift $ processActionsWithChanges @@ -397,13 +539,21 @@ AddEvent (Opened False <$> s), Result (Sell <$> (s & item . details <>~ [Position Open])) ], - [Sell <$> (s & item . details <>~ [Position Open])] + [ Sell + <$> ( s & item . details + <>~ [ Position Open, + Balance (c ^. coerced), + Net (c ^. coerced) + ] + ) + ] ) sellBuyProfit :: Property sellBuyProfit = property $ do b <- forAll $ genTimed genLot let s = b + c = (s ^. item . amount) * (s ^. item . price) -- A sell and buy at a profit lift $ processActionsWithChanges @@ -421,7 +571,20 @@ ), RemoveEvent 1 ], - [ Sell <$> (s & item . details <>~ [Position Open]), - Buy <$> (b & item . details <>~ [Position Close, Gain 0]) + [ Sell + <$> ( s & item . details + <>~ [ Position Open, + Balance (c ^. coerced), + Net (c ^. coerced) + ] + ), + Buy + <$> ( b & item . details + <>~ [ Position Close, + Gain 0, + Balance 0, + Net (c ^. coerced . to negate) + ] + ) ] ) diff --git a/trade-journal.cabal b/trade-journal.cabal --- a/trade-journal.cabal +++ b/trade-journal.cabal @@ -4,10 +4,10 @@ -- -- see: https://github.com/sol/hpack -- --- hash: bcab8d5bdeae3d554c45f80204fd191d5ad66fc5bcca8615b115e202dd2787cd +-- hash: 57139492680a59de2779610c2e2a97994abdbf405b12b6482afe8dcc8264cfa2 name: trade-journal -version: 0.0.1 +version: 0.0.2 description: Command-line reporting utility for processing trade journals. author: John Wiegley maintainer: johnw@newartisans.com