Increase precision for trades income/expenses/profit values (#37)

investments/ibtax/ibtax.py

@@ -1,7 +1,7 @@
 import argparse
 import logging
 import os
-from typing import List, Optional
+from typing import Iterable, List, Optional
 
 import pandas  # type: ignore
 
@@ -16,8 +16,21 @@
 from investments.trades_fifo import TradesAnalyzer, FinishedTrade, PortfolioElement  # noqa: I001
 
 
-def prepare_trades_report(finished_trades: List[FinishedTrade], cbr_client_usd: cbr.ExchangeRatesRUB, verbose: bool) -> pandas.DataFrame:
-    fee_round_digits = 4
+def apply_round_for_dataframe(source: pandas.DataFrame, columns: Iterable, digits: int = 2) -> pandas.DataFrame:
+    source[list(columns)] = source[list(columns)].applymap(
+        lambda x: x.round(digits=digits) if isinstance(x, Money) else round(x, digits),
+    )
+    return source
+
+
+def prepare_trades_report(finished_trades: List[FinishedTrade], cbr_client_usd: cbr.ExchangeRatesRUB) -> pandas.DataFrame:
+    """
+    Расчёт расхода/дохода и финансового результата по закрытым сделкам.
+
+    Общая методика расчёта расхода/дохода по сделке:
+    [сумма сделки] * [курс валюты на дату поставки] +/- [сумма комиссии] * [курс валюты на дату сделки]
+
+    """
     trade_date_column = 'trade_date'
     tax_date_column = 'settle_date'
 
@@ -29,18 +42,16 @@ def prepare_trades_report(finished_trades: List[FinishedTrade], cbr_client_usd:
     tax_years = df.groupby('N')[tax_date_column].max().map(lambda x: x.year).rename('tax_year')
     df = df.join(tax_years, how='left', on='N')
 
-    df['price_rub'] = df.apply(lambda x: cbr_client_usd.convert_to_rub(x['price'], x[tax_date_column]).round(digits=2), axis=1)
-    df['fee_per_piece_rub'] = df.apply(lambda x: cbr_client_usd.convert_to_rub(x['fee_per_piece'], x[trade_date_column]).round(digits=fee_round_digits), axis=1)
-
-    df['fee_per_piece'] = df.apply(lambda x: x['fee_per_piece'].round(digits=fee_round_digits), axis=1)
-    df['fee'] = df.apply(lambda x: (x['fee_per_piece'] * abs(x['quantity'])).round(digits=fee_round_digits), axis=1)
+    df['price_rub'] = df.apply(lambda x: cbr_client_usd.convert_to_rub(x['price'], x[tax_date_column]), axis=1)
+    df['fee_per_piece_rub'] = df.apply(lambda x: cbr_client_usd.convert_to_rub(x['fee_per_piece'], x[trade_date_column]), axis=1)
+    df['fee'] = df.apply(lambda x: (x['fee_per_piece'] * abs(x['quantity'])), axis=1)
 
     df['total'] = df.apply(
-        lambda x: compute_total_cost(x['quantity'], x['price'], x['fee_per_piece']).round(digits=2),
+        lambda x: compute_total_cost(x['quantity'], x['price'], x['fee_per_piece']),
         axis=1,
     )
     df['total_rub'] = df.apply(
-        lambda x: compute_total_cost(x['quantity'], x['price_rub'], x['fee_per_piece_rub']).round(digits=2),
+        lambda x: compute_total_cost(x['quantity'], x['price_rub'], x['fee_per_piece_rub']),
         axis=1,
     )
 
@@ -49,13 +60,10 @@ def prepare_trades_report(finished_trades: List[FinishedTrade], cbr_client_usd:
     df['profit_rub'] = df['total_rub']
 
     profit = df.groupby('N')['profit_rub'].sum().reset_index().set_index('N')
-    df = df.join(profit, how='left', on='N', lsuffix='del')
-    df.drop(columns=['profit_rubdel'], axis=0, inplace=True)
+    df = df.join(profit, how='left', on='N', lsuffix='_delete')
+    df.drop(columns=['profit_rub_delete'], axis=0, inplace=True)
     df.loc[~df.index.isin(df.groupby('N')[trade_date_column].idxmax()), 'profit_rub'] = Money(0, Currency.RUB)
 
-    if not verbose:
-        df = df.drop(columns=['fee_per_piece', 'fee_per_piece_rub', 'price_rub'])
-
     return df
 
 
@@ -71,14 +79,9 @@ def prepare_dividends_report(dividends: List[Dividend], cbr_client_usd: cbr.Exch
 
     df = df.join(cbr_client_usd.dataframe, how='left', on=operation_date_column)
 
-    df['amount_rub'] = df.apply(lambda x: cbr_client_usd.convert_to_rub(x['amount'], x[operation_date_column]).round(digits=2), axis=1)
-    df['tax_paid_rub'] = df.apply(lambda x: cbr_client_usd.convert_to_rub(x['tax_paid'], x[operation_date_column]).round(digits=2), axis=1)
-
-    if verbose:
-        df['tax_rate'] = df.apply(
-            lambda x: round(x['tax_paid'].amount * 100 / x['amount'].amount, 2),
-            axis=1,
-        )
+    df['amount_rub'] = df.apply(lambda x: cbr_client_usd.convert_to_rub(x['amount'], x[operation_date_column]), axis=1)
+    df['tax_paid_rub'] = df.apply(lambda x: cbr_client_usd.convert_to_rub(x['tax_paid'], x[operation_date_column]), axis=1)
+    df['tax_rate'] = df.apply(lambda x: round(x['tax_paid'].amount * 100 / x['amount'].amount, 2), axis=1)
 
     return df
 
@@ -92,7 +95,7 @@ def prepare_fees_report(fees: List[Fee], cbr_client_usd: cbr.ExchangeRatesRUB) -
     df = pandas.DataFrame(df_data, columns=['N', operation_date_column, 'amount', 'description', 'tax_year'])
     df = df.join(cbr_client_usd.dataframe, how='left', on=operation_date_column)
 
-    df['amount_rub'] = df.apply(lambda x: cbr_client_usd.convert_to_rub(x['amount'], x[operation_date_column]).round(digits=2), axis=1)
+    df['amount_rub'] = df.apply(lambda x: cbr_client_usd.convert_to_rub(x['amount'], x[operation_date_column]), axis=1)
     return df
 
 
@@ -104,64 +107,94 @@ def prepare_interests_report(interests: List[Interest], cbr_client_usd: cbr.Exch
     ]
     df = pandas.DataFrame(df_data, columns=['N', operation_date_column, 'amount', 'description', 'tax_year'])
     df = df.join(cbr_client_usd.dataframe, how='left', on=operation_date_column)
-    df['amount_rub'] = df.apply(lambda x: cbr_client_usd.convert_to_rub(x['amount'], x[operation_date_column]).round(digits=2), axis=1)
+    df['amount_rub'] = df.apply(lambda x: cbr_client_usd.convert_to_rub(x['amount'], x[operation_date_column]), axis=1)
     return df
 
 
 def _show_header(msg: str):
     print(f'>>> {msg} <<<')
 
 
-def _show_fees_report(fees: pandas.DataFrame, year: int):
+def _show_fees_report(fees: pandas.DataFrame, year: int, verbose: bool):
     fees_by_year = fees[fees['tax_year'] == year].drop(columns=['tax_year'])
     if fees_by_year.empty:
         return
+
+    feed_presenter = fees_by_year.copy(deep=True).set_index(['N', 'date'])
+    if not verbose:
+        apply_round_for_dataframe(feed_presenter, {'rate'}, 4)
+        apply_round_for_dataframe(feed_presenter, {'amount', 'amount_rub'}, 2)
+
     _show_header('OTHER FEES')
-    print(fees_by_year.set_index(['N', 'date']).to_string())
-    print('\nTOTAL:\t', fees_by_year['amount_rub'].sum())
+    print(feed_presenter.to_string())
+    print('\nTOTAL:\t', feed_presenter['amount_rub'].sum())
     print('\n\n')
 
 
-def _show_interests_report(interests: pandas.DataFrame, year: int):
+def _show_interests_report(interests: pandas.DataFrame, year: int, verbose: bool):
     interests_by_year = interests[interests['tax_year'] == year].drop(columns=['tax_year'])
     if interests_by_year.empty:
         return
+
+    interests_presenter = interests_by_year.copy(deep=True).set_index(['N', 'date'])
+    if not verbose:
+        apply_round_for_dataframe(interests_presenter, {'rate'}, 4)
+        apply_round_for_dataframe(interests_presenter, {'amount', 'amount_rub'}, 2)
+
     _show_header('INTERESTS')
-    print(interests_by_year.set_index(['N', 'date']).to_string())
+    print(interests_presenter.to_string())
     print('\n\n')
 
 
-def _show_dividends_report(dividends: pandas.DataFrame, year: int):
+def _show_dividends_report(dividends: pandas.DataFrame, year: int, verbose: bool):
     dividends_by_year = dividends[dividends['tax_year'] == year].drop(columns=['tax_year'])
     if dividends_by_year.empty:
         return
 
     dividends_by_year['N'] -= dividends_by_year['N'].iloc[0] - 1
+
+    dividends_presenter = dividends_by_year.copy(deep=True).set_index(['N', 'ticker', 'date'])
+    if not verbose:
+        apply_round_for_dataframe(dividends_presenter, {'rate'}, 4)
+        apply_round_for_dataframe(dividends_presenter, {'amount', 'amount_rub', 'tax_paid', 'tax_paid_rub'}, 2)
+        dividends_presenter = dividends_presenter.drop(columns=['tax_rate'])
+
     _show_header('DIVIDENDS')
-    print(dividends_by_year.set_index(['N', 'ticker', 'date']).to_string())
+    print(dividends_presenter.to_string())
     print('\n\n')
 
 
-def _show_trades_report(trades: pandas.DataFrame, year: int):
+def _show_trades_report(trades: pandas.DataFrame, year: int, verbose: bool):
     trades_by_year = trades[trades['tax_year'] == year].drop(columns=['tax_year'])
     if trades_by_year.empty:
         return
+
     trades_by_year['N'] -= trades_by_year['N'].iloc[0] - 1
 
     _show_header('TRADES')
-    print(trades_by_year.set_index(['N', 'ticker', 'trade_date']).to_string())
+    trades_presenter = trades_by_year.copy(deep=True).set_index(['N', 'ticker', 'trade_date'])
+    if not verbose:
+        apply_round_for_dataframe(trades_presenter, {'price', 'total', 'total_rub', 'profit_rub'}, 2)
+        apply_round_for_dataframe(trades_presenter, {'fee', 'settle_rate', 'fee_rate'}, 4)
+        trades_presenter = trades_presenter.drop(columns=['fee_per_piece', 'fee_per_piece_rub', 'price_rub'])
+
+    print(trades_presenter.to_string())
     print('\n\n')
 
     _show_header('TRADES RESULTS BEFORE TAXES')
-    tp = trades_by_year.groupby(lambda idx: (
+    trades_summary_presenter = trades_by_year.copy(deep=True).groupby(lambda idx: (
         trades_by_year.loc[idx, 'ticker'].kind,
         'expenses' if trades_by_year.loc[idx, 'quantity'] > 0 else 'income',
     ))['total_rub'].sum().reset_index()
-    tp = tp['index'].apply(pandas.Series).join(tp).pivot(index=0, columns=1, values='total_rub')
-    tp.index.name = ''
-    tp.columns.name = ''
-    tp['profit'] = tp['income'] + tp['expenses']
-    print(tp.reset_index().to_string())
+    trades_summary_presenter = trades_summary_presenter['index'].apply(pandas.Series).join(trades_summary_presenter).pivot(index=0, columns=1, values='total_rub')
+    trades_summary_presenter.index.name = ''
+    trades_summary_presenter.columns.name = ''
+    trades_summary_presenter['profit'] = trades_summary_presenter['income'] + trades_summary_presenter['expenses']
+
+    if not verbose:
+        apply_round_for_dataframe(trades_summary_presenter, {'expenses', 'income', 'profit'}, 2)
+
+    print(trades_summary_presenter.reset_index().to_string())
     print('\n\n')
 
 
@@ -174,7 +207,7 @@ def show_portfolio_report(portfolio: List[PortfolioElement]):
 
 def show_report(trades: Optional[pandas.DataFrame], dividends: Optional[pandas.DataFrame],
                 fees: Optional[pandas.DataFrame], interests: Optional[pandas.DataFrame],
-                filter_years: List[int]):  # noqa: WPS318,WPS319
+                filter_years: List[int], verbose: bool):  # noqa: WPS318,WPS319
     years = set()
     for report in (trades, dividends, fees, interests):
         if report is not None:
@@ -186,28 +219,28 @@ def show_report(trades: Optional[pandas.DataFrame], dividends: Optional[pandas.D
         print('\n', '______' * 8, f'  {year}  ', '______' * 8, '\n')
 
         if dividends is not None:
-            _show_dividends_report(dividends, year)
+            _show_dividends_report(dividends, year, verbose)
 
         if trades is not None:
-            _show_trades_report(trades, year)
+            _show_trades_report(trades, year, verbose)
 
         if fees is not None:
-            _show_fees_report(fees, year)
+            _show_fees_report(fees, year, verbose)
 
         if interests is not None:
-            _show_interests_report(interests, year)
+            _show_interests_report(interests, year, verbose)
 
         print('______' * 8, f'EOF {year}', '______' * 8, '\n\n\n')
 
 
 def csvs_in_dir(directory: str):
     ret = []
-    for fname in os.scandir(directory):
-        if not fname.is_file():
+    for filename in os.scandir(directory):
+        if not filename.is_file():
             continue
-        if not fname.name.lower().endswith('.csv'):
+        if not filename.name.lower().endswith('.csv'):
             continue
-        ret.append(fname.path)
+        ret.append(filename.path)
     return ret
 
 
@@ -238,7 +271,7 @@ def main():
     parser.add_argument('--confirmation-reports-dir', type=str, required=True, help='directory with InteractiveBrokers .csv confirmation reports')
     parser.add_argument('--cache-dir', type=str, default='.', help='directory for caching (CBR RUB exchange rates)')
     parser.add_argument('--years', type=lambda x: [int(v.strip()) for v in x.split(',')], default=[], help='comma separated years for final report, omit for all')
-    parser.add_argument('--verbose', nargs='?', default=False, const=True, help='do not "prune" reversed dividends, show dividens tax percent, etc.')
+    parser.add_argument('--verbose', nargs='?', default=False, const=True, help='do not "prune" reversed dividends, show dividends tax percent, etc.')
     args = parser.parse_args()
 
     if os.path.abspath(args.activity_reports_dir) == os.path.abspath(args.confirmation_reports_dir):
@@ -271,9 +304,9 @@ def main():
     finished_trades = analyzer.finished_trades
     portfolio = analyzer.final_portfolio
 
-    trades_report = prepare_trades_report(finished_trades, cbr_client_usd, args.verbose) if finished_trades else None
+    trades_report = prepare_trades_report(finished_trades, cbr_client_usd) if finished_trades else None
 
-    show_report(trades_report, dividends_report, fees_report, interests_report, args.years)
+    show_report(trades_report, dividends_report, fees_report, interests_report, args.years, args.verbose)
     show_portfolio_report(portfolio)