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Beancount portfolio returns generator

License: Other

Python 100.00%

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Issue with multicurrency portfolio.

Hello,

I have a portfolio whose main currency is EURO, but some of the stocks are quoted in CAD, USD or other currencies.

When i use you script, I can see some cashflows entries that should not exist.

Exemple:

python irr.py --currency EUR --internal Revenus --internal Depenses Famille.beancount  --account Actif:Bink:CTO --year 2019 --debug-cashflows --debug-inflows --debug-outflows
25.18%
[(datetime.date(2019, 1, 1), Decimal('14844.08551197826805000953313')),
 (datetime.date(2019, 1, 10), Decimal('150.00')),
 (datetime.date(2019, 1, 14), Decimal('0.093647131589160751001238694')),
 (datetime.date(2019, 1, 24), Decimal('0.93243922021409590941076062')),
 (datetime.date(2019, 2, 4), Decimal('0.022447982097499665471847500')),
 (datetime.date(2019, 2, 11), Decimal('150.00')),
 (datetime.date(2019, 3, 11), Decimal('150.00')),
 (datetime.date(2019, 4, 1), Decimal('0.090920135139649239445324253')),
 (datetime.date(2019, 4, 10), Decimal('150.00')),
 (datetime.date(2019, 4, 11), Decimal('-0.050000000000000000000000001')),
 (datetime.date(2019, 4, 19), Decimal('-2843.796426581529348899641038')),
 (datetime.date(2019, 4, 25), Decimal('0.075807582443060723234804055')),
 (datetime.date(2019, 5, 10), Decimal('150.00')),
 (datetime.date(2019, 6, 10), Decimal('150.00')),
 (datetime.date(2019, 7, 1), Decimal('0.074201957713688278299761169')),
 (datetime.date(2019, 7, 10), Decimal('150.00')),
 (datetime.date(2019, 7, 25), Decimal('0.121507743894273941608576125')),
 (datetime.date(2019, 8, 1), Decimal('-2.901127047095921066015665370')),
 (datetime.date(2019, 8, 5), Decimal('0.032744018669264658502304616')),
 (datetime.date(2019, 8, 5), Decimal('5000.00')),
 (datetime.date(2019, 8, 12), Decimal('150.00')),
 (datetime.date(2019, 9, 10), Decimal('150.00')),
 (datetime.date(2019, 10, 10), Decimal('150.00')),
 (datetime.date(2019, 10, 25), Decimal('0.098772563176895306859205776')),
 (datetime.date(2019, 11, 4), Decimal('0.022749326145552560646900270')),
 (datetime.date(2019, 11, 11), Decimal('150.00')),
 (datetime.date(2019, 11, 27), Decimal('4.82362891304347826086956431')),
 (datetime.date(2019, 12, 11), Decimal('150.00')),
 (datetime.date(2019, 12, 31), Decimal('-22746.48983458110516934046346'))]
>> [inflows]
{'Actif:Boursorama:CCTim'}
<< [outflows]
set()

What i expect:
The cashflows should only include the situation at 01/01/2019, 31/12/2019 and the monthly deposit of 150EUR.
All the other values (with many decimal digits) should not be taken in consideration in the IRR calculation.

In order to understand what happen, here is the transaction of the January 14th that created the following cashflow:
(datetime.date(2019, 1, 14), Decimal('0.093647131589160751001238694')),

2019-01-14 * "Dividende Communications Systems Inc" 
  Revenus:Dividendes                                  -6.70 USD
  Depenses:Impots:PS                                   0.85 EUR
  Actif:Bink:CTO:Cash                                 -0.85 EUR
  Depenses:Impots:RetenueSource                        1.01 EUR
  Actif:Bink:CTO:Cash                                 -1.01 EUR
  Actif:Bink:CTO:Cash                                  5.94 EUR @@ 6.70 USD

As the "Revenus" and "Depenses" should be treated as internal, i do not expect any cashflow for this transaction.

Other situation which is probably not related to the multicurrencies but to a split:
On April 19th, i have th follwing cashflow:
(datetime.date(2019, 4, 19), Decimal('-2843.796426581529348899641038')),

Here is the corresponding transaction (a stock split):

2019-04-19 * "Transfert de titres 800 Appliance Recycling Centers Split- @ 0,99852 $" "Dépôt 160 Appliance Recycling Centers Am -Isin chn @ 4,99262 $"
  Actif:Bink:CTO:US03814F4037                          -800 US03814F4037 {}
  Actif:Bink:CTO:US03814F4037                           160 US03814F4037 {4.99262 USD} @4.99262 USD

Any idea of what may happen ?

Stock conversions cause incorrect output

Example below involves a stock conversion (eg: a stock split), which should make no change to inflows, outflows, or cashflows.
Expected output: 50%
Actual output: 150%

option "operating_currency" "USD"
plugin "beancount.plugins.auto_accounts"

2018-01-01 * "Buy"
   Assets:Investments 100 HOOLI {1 USD}
   Assets:Bank

2018-04-01 * "Conversion"
   Assets:Investments -100 HOOLI {}
   Assets:Investments 50 IOOLI {2 USD}

2018-12-31 price HOOLI 1.5 USD
2018-12-31 price IOOLI 3 USD

irr.py --account Assets:Investments test.bc --from 2018-01-01 --to 2018-12-31```

Error with simple file (no growth)

option "operating_currency" "USD"
plugin "beancount.plugins.auto_accounts"
plugin "beancount.plugins.implicit_prices"

2018-01-01 * "Buy"
   Assets:Investments 100 HOOLI {2 USD}
   Assets:Bank

Expected: 0%
Result: error:

$ /home/user/gnu/portfolio-returns/irr.py --currency USD --account Assets:Investments test.bc --from 2018-01-01 --to 2018-12-31
/usr/lib/python3.6/site-packages/numpy/core/numeric.py:2531: RuntimeWarning: invalid value encountered in multiply
  x = x * ones_like(cond)
Traceback (most recent call last):
  File "/home/user/gnu/portfolio-returns/irr.py", line 248, in <module>
    r = xirr([(d, float(f)) for (d,f) in cashflows])
  File "/home/user/gnu/portfolio-returns/irr.py", line 65, in xirr
    return optimize.newton(lambda r: xnpv(r,cashflows),guess)
  File "/usr/lib/python3.6/site-packages/scipy/optimize/zeros.py", line 338, in newton
    q1 = func(p1, *args)
  File "/home/user/gnu/portfolio-returns/irr.py", line 65, in <lambda>
    return optimize.newton(lambda r: xnpv(r,cashflows),guess)
  File "/home/user/gnu/portfolio-returns/irr.py", line 46, in xnpv
    return sum([cf/(1+rate)**((t-t0).days/365.0) for (t,cf) in chron_order])
  File "/home/user/gnu/portfolio-returns/irr.py", line 46, in <listcomp>
    return sum([cf/(1+rate)**((t-t0).days/365.0) for (t,cf) in chron_order])
OverflowError: complex exponentiation

License?

I was wondering if you've thought of a license this code is being released under?

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