Differential D16766 Diff 46191 kmymoney/plugins/views/reports/core/querytable.cpp

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kmymoney/plugins/views/reports/core/querytable.cpp

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11 * but WITHOUT ANY WARRANTY; without even the implied warranty of 11​ * but WITHOUT ANY WARRANTY; without even the implied warranty of
12 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the 12​ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
13 * GNU General Public License for more details. 13​ * GNU General Public License for more details.
14 * 14​ *
15 * You should have received a copy of the GNU General Public License 15​ * You should have received a copy of the GNU General Public License
16 * along with this program. If not, see <http://www.gnu.org/licenses/>. 16​ * along with this program. If not, see <http://www.gnu.org/licenses/>.
17 */ 17​ */
18 18​
19/*************************************************************************** ​
20 * * ​
21 * This program is free software; you can redistribute it and/or modify * ​
22 * it under the terms of the GNU General Public License as published by * ​
23 * the Free Software Foundation; either version 2 of the License, or * ​
24 * (at your option) any later version. * ​
25 * * ​
26 ***************************************************************************/ ​
27 ​
28/**************************************************************************** ​
29 Contains code from the func_xirr and related methods of financial.cpp ​
30 - KOffice 1.6 by Sascha Pfau. Sascha agreed to relicense those methods under ​
31 GPLv2 or later. ​
32*****************************************************************************/ ​
33 ​
34#include "querytable.h" 19​#include "querytable.h"
35 20​
36#include <cmath> 21​#include <cmath>
37 22​
38// ---------------------------------------------------------------------------- 23​// ----------------------------------------------------------------------------
39// QT Includes 24​// QT Includes
40 25​
41#include <QList> 26​#include <QList>
42#include <QDebug> 27​#include <QDebug>
43 28​
44// ---------------------------------------------------------------------------- 29​// ----------------------------------------------------------------------------
45// KDE Includes 30​// KDE Includes
46 31​
47#include <KLocalizedString> 32​#include <KLocalizedString>
48 33​
49// ---------------------------------------------------------------------------- 34​// ----------------------------------------------------------------------------
50// Project Includes 35​// Project Includes
51 36​
37​#include "cashflowlist.h"
52#include "mymoneyfile.h" 38​#include "mymoneyfile.h"
53#include "mymoneyaccount.h" 39​#include "mymoneyaccount.h"
54#include "mymoneysecurity.h" 40​#include "mymoneysecurity.h"
55#include "mymoneyinstitution.h" 41​#include "mymoneyinstitution.h"
56#include "mymoneyprice.h" 42​#include "mymoneyprice.h"
57#include "mymoneypayee.h" 43​#include "mymoneypayee.h"
58#include "mymoneytag.h" 44​#include "mymoneytag.h"
59#include "mymoneysplit.h" 45​#include "mymoneysplit.h"
60#include "mymoneytransaction.h" 46​#include "mymoneytransaction.h"
61#include "mymoneyreport.h" 47​#include "mymoneyreport.h"
62#include "mymoneyexception.h" 48​#include "mymoneyexception.h"
63#include "kmymoneyutils.h" 49​#include "kmymoneyutils.h"
64#include "reportaccount.h" 50​#include "reportaccount.h"
65#include "mymoneyenums.h" 51​#include "mymoneyenums.h"
66 52​
67namespace reports 53​namespace reports
68{ 54​{
69 55​
70// **************************************************************************** 56​// ****************************************************************************
71// 57​//
72// CashFlowListItem implementation ​
73// ​
74// Cash flow analysis tools for investment reports ​
75// ​
76// **************************************************************************** ​
77 ​
78QDate CashFlowListItem::m_sToday = QDate::currentDate(); ​
79 ​
80MyMoneyMoney CashFlowListItem::NPV(double _rate) const ​
81{ ​
82 double T = static_cast<double>(m_sToday.daysTo(m_date)) / 365.0; ​
83 MyMoneyMoney result(m_value.toDouble() / pow(1 + _rate, T), 100); ​
84 ​
85 //qDebug() << "CashFlowListItem::NPV( " << _rate << " ) == " << result; ​
86 ​
87 return result; ​
88} ​
89 ​
90// **************************************************************************** ​
91// ​
92// CashFlowList implementation ​
93// ​
94// Cash flow analysis tools for investment reports ​
95// ​
96// **************************************************************************** ​
97 ​
98CashFlowListItem CashFlowList::mostRecent() const ​
99{ ​
100 CashFlowList dupe(*this); ​
101 ​
102 qSort(dupe); ​
103 ​
104 //qDebug() << " CashFlowList::mostRecent() == " << dupe.back().date().toString(Qt::ISODate); ​
105 ​
106 return dupe.back(); ​
107} ​
108 ​
109MyMoneyMoney CashFlowList::NPV(double _rate) const ​
110{ ​
111 MyMoneyMoney result; ​
112 ​
113 const_iterator it_cash = constBegin(); ​
114 while (it_cash != constEnd()) { ​
115 result += (*it_cash).NPV(_rate); ​
116 ++it_cash; ​
117 } ​
118 ​
119 //qDebug() << "CashFlowList::NPV( " << _rate << " ) == " << result << "------------------------" << endl; ​
120 ​
121 return result; ​
122} ​
123 ​
124double CashFlowList::calculateXIRR() const ​
125{ ​
126 double resultRate = 0.00001; ​
127 ​
128 double resultZero = 0.00000; ​
129 //if ( args.count() > 2 ) ​
130 // resultRate = calc->conv()->asFloat ( args[2] ).asFloat(); ​
131 ​
132// check pairs and count >= 2 and guess > -1.0 ​
133 //if ( args[0].count() != args[1].count() || args[1].count() < 2 || resultRate <= -1.0 ) ​
134 // return Value::errorVALUE(); ​
135 ​
136// define max epsilon ​
137 static const double maxEpsilon = 1e-5; ​
138 ​
139// max number of iterations ​
140 static const int maxIter = 50; ​
141 ​
142// Newton's method - try to find a res, with a accuracy of maxEpsilon ​
143 double rateEpsilon, newRate, resultValue; ​
144 int i = 0; ​
145 bool contLoop; ​
146 ​
147 do { ​
148 resultValue = xirrResult(resultRate); ​
149 ​
150 double resultDerive = xirrResultDerive(resultRate); ​
151 ​
152 //check what happens if xirrResultDerive is zero ​
153 //Don't know if it is correct to dismiss the result ​
154 if (resultDerive != 0) { ​
155 newRate = resultRate - resultValue / resultDerive; ​
156 } else { ​
157 ​
158 newRate = resultRate - resultValue; ​
159 } ​
160 ​
161 rateEpsilon = fabs(newRate - resultRate); ​
162 ​
163 resultRate = newRate; ​
164 contLoop = (rateEpsilon > maxEpsilon) && (fabs(resultValue) > maxEpsilon); ​
165 } while (contLoop && (++i < maxIter)); ​
166 ​
167 if (contLoop) ​
168 return resultZero; ​
169 ​
170 return resultRate; ​
171} ​
172 ​
173double CashFlowList::xirrResult(double& rate) const ​
174{ ​
175 double r = rate + 1.0; ​
176 double res = 0.00000;//back().value().toDouble(); ​
177 ​
178 QList<CashFlowListItem>::const_iterator list_it = constBegin(); ​
179 while (list_it != constEnd()) { ​
180 double e_i = ((* list_it).today().daysTo((* list_it).date())) / 365.0; ​
181 MyMoneyMoney val = (* list_it).value(); ​
182 ​
183 if (e_i < 0) { ​
184 res += val.toDouble() * pow(r, -e_i); ​
185 } else { ​
186 res += val.toDouble() / pow(r, e_i); ​
187 } ​
188 ++list_it; ​
189 } ​
190 ​
191 return res; ​
192} ​
193 ​
194 ​
195double CashFlowList::xirrResultDerive(double& rate) const ​
196{ ​
197 double r = rate + 1.0; ​
198 double res = 0.00000; ​
199 ​
200 QList<CashFlowListItem>::const_iterator list_it = constBegin(); ​
201 while (list_it != constEnd()) { ​
202 double e_i = ((* list_it).today().daysTo((* list_it).date())) / 365.0; ​
203 MyMoneyMoney val = (* list_it).value(); ​
204 ​
205 res -= e_i * val.toDouble() / pow(r, e_i + 1.0); ​
206 ++list_it; ​
207 } ​
208 ​
209 return res; ​
210} ​
211 ​
212double CashFlowList::IRR() const ​
213{ ​
214 double result = 0.0; ​
215 ​
216 // set 'today', which is the most recent of all dates in the list ​
217 CashFlowListItem::setToday(mostRecent().date()); ​
218 ​
219 result = calculateXIRR(); ​
220 return result; ​
221} ​
222 ​
223MyMoneyMoney CashFlowList::total() const ​
224{ ​
225 MyMoneyMoney result; ​
226 ​
227 const_iterator it_cash = constBegin(); ​
228 while (it_cash != constEnd()) { ​
229 result += (*it_cash).value(); ​
230 ++it_cash; ​
231 } ​
232 ​
233 return result; ​
234} ​
235 ​
236void CashFlowList::dumpDebug() const ​
237{ ​
238 const_iterator it_item = constBegin(); ​
239 while (it_item != constEnd()) { ​
240 qDebug() << (*it_item).date().toString(Qt::ISODate) << " " << (*it_item).value().toString(); ​
241 ++it_item; ​
242 } ​
243} ​
244 ​
245// **************************************************************************** ​
246// ​
247// QueryTable implementation 58​// QueryTable implementation
248// 59​//
249// **************************************************************************** 60​// ****************************************************************************
250 61​
251/** 62​/**
252 * TODO 63​ * TODO
253 * 64​ *
254 * - Collapse 2- & 3- groups when they are identical 65​ * - Collapse 2- & 3- groups when they are identical
▲ Show 20 Lines • Show All 994 Lines • ▼ Show 20 Line(s)1058{
1249 if (!buys.isZero() || !startingBal.isZero()) { 1060​ if (!buys.isZero() || !startingBal.isZero()) {
1250 returnInvestment = (sells + buys + cashIncome + endingBal - startingBal) / (startingBal - buys); 1061​ returnInvestment = (sells + buys + cashIncome + endingBal - startingBal) / (startingBal - buys);
1251 returnInvestment = returnInvestment.convert(10000); 1062​ returnInvestment = returnInvestment.convert(10000);
1252 } else 1063​ } else
1253 returnInvestment = MyMoneyMoney(); // if no investment then no return on investment 1064​ returnInvestment = MyMoneyMoney(); // if no investment then no return on investment
1254 return returnInvestment; 1065​ return returnInvestment;
1255} 1066​}
1256 1067​
1257MyMoneyMoney QueryTable::helperIRR(const CashFlowList &all) const 1068​QString QueryTable::helperIRR(const CashFlowList &all) const
1258{ 1069​{
1259 MyMoneyMoney annualReturn; ​
1260 try { 1070​ try {
1261 double irr = all.IRR(); 1071​ return MyMoneyMoney(all.XIRR(), 10000).toString();
1262#ifdef Q_CC_MSVC 1072​ } catch (MyMoneyException &e) {
1263 annualReturn = MyMoneyMoney(_isnan(irr) ? 0 : irr, 10000); 1073​ qDebug() << e.what();
1264#else 1074​ all.dumpDebug();
1265 annualReturn = MyMoneyMoney(std::isnan(irr) ? 0 : irr, 10000); 1075​ return QString();
1266#endif ​
1267 } catch (QString e) { ​
1268 qDebug() << e; ​
1269 } 1076​ }
1270 return annualReturn; ​
1271} 1077​}
1272 1078​
1273void QueryTable::sumInvestmentValues(const ReportAccount& account, QList<CashFlowList>& cfList, QList<MyMoneyMoney>& shList) const 1079​void QueryTable::sumInvestmentValues(const ReportAccount& account, QList<CashFlowList>& cfList, QList<MyMoneyMoney>& shList) const
1274{ 1080​{
1275 for (int i = InvestmentValue::Buys; i < InvestmentValue::End; ++i) 1081​ for (int i = InvestmentValue::Buys; i < InvestmentValue::End; ++i)
1276 cfList.append(CashFlowList()); 1082​ cfList.append(CashFlowList());
1277 for (int i = InvestmentValue::Buys; i <= InvestmentValue::BuysOfOwned; ++i) 1083​ for (int i = InvestmentValue::Buys; i <= InvestmentValue::BuysOfOwned; ++i)
1278 shList.append(MyMoneyMoney()); 1084​ shList.append(MyMoneyMoney());
▲ Show 20 Lines • Show All 315 Lines • ▼ Show 20 Line(s)1383 default:
1594 result[ctCashIncome] = cashIncomeTotal.toString(); 1400​ result[ctCashIncome] = cashIncomeTotal.toString();
1595 result[ctReinvestIncome] = reinvestIncomeTotal.toString(); 1401​ result[ctReinvestIncome] = reinvestIncomeTotal.toString();
1596 result[ctStartingBalance] = startingBal.toString(); 1402​ result[ctStartingBalance] = startingBal.toString();
1597 result[ctEndingBalance] = endingBal.toString(); 1403​ result[ctEndingBalance] = endingBal.toString();
1598 break; 1404​ break;
1599 } 1405​ }
1600 1406​
1601 MyMoneyMoney returnInvestment = helperROI(buysTotal - reinvestIncomeTotal, sellsTotal, startingBal, endingBal, cashIncomeTotal); 1407​ MyMoneyMoney returnInvestment = helperROI(buysTotal - reinvestIncomeTotal, sellsTotal, startingBal, endingBal, cashIncomeTotal);
1602 MyMoneyMoney annualReturn = helperIRR(all); ​
1603 1408​
1604 result[ctBuys] = buysTotal.toString(); 1409​ result[ctBuys] = buysTotal.toString();
1605 result[ctReturn] = annualReturn.toString(); 1410​ result[ctReturn] = helperIRR(all);
1606 result[ctReturnInvestment] = returnInvestment.toString(); 1411​ result[ctReturnInvestment] = returnInvestment.toString();
1607 result[ctEquityType] = MyMoneySecurity::securityTypeToString(file->security(account.currencyId()).securityType()); 1412​ result[ctEquityType] = MyMoneySecurity::securityTypeToString(file->security(account.currencyId()).securityType());
1608} 1413​}
1609 1414​
1610void QueryTable::constructCapitalGainRow(const ReportAccount& account, TableRow& result) const 1415​void QueryTable::constructCapitalGainRow(const ReportAccount& account, TableRow& result) const
1611{ 1416​{
1612 MyMoneyFile* file = MyMoneyFile::instance(); 1417​ MyMoneyFile* file = MyMoneyFile::instance();
1613 QList<CashFlowList> cfList; 1418​ QList<CashFlowList> cfList;
▲ Show 20 Lines • Show All 174 Lines • ▼ Show 20 Line(s)1591 if (m_config.queryColumns() == eMyMoney::Report::QueryColumn::Performance && m_config.isShowingColumnTotals()) {
1788 qtotalsrow[ctRank] = QLatin1Char('4'); // add identification of row as total 1593​ qtotalsrow[ctRank] = QLatin1Char('4'); // add identification of row as total
1789 QMap<QString, CashFlowList> currencyGrandCashFlow; 1594​ QMap<QString, CashFlowList> currencyGrandCashFlow;
1790 1595​
1791 QMap<QString, QMap<QString, CashFlowList>>::iterator currencyAccGrp = currencyCashFlow.begin(); 1596​ QMap<QString, QMap<QString, CashFlowList>>::iterator currencyAccGrp = currencyCashFlow.begin();
1792 while (currencyAccGrp != currencyCashFlow.end()) { 1597​ while (currencyAccGrp != currencyCashFlow.end()) {
1793 // convert map of top accounts with cashflows to TableRow 1598​ // convert map of top accounts with cashflows to TableRow
1794 for (QMap<QString, CashFlowList>::iterator topAccount = (*currencyAccGrp).begin(); topAccount != (*currencyAccGrp).end(); ++topAccount) { 1599​ for (QMap<QString, CashFlowList>::iterator topAccount = (*currencyAccGrp).begin(); topAccount != (*currencyAccGrp).end(); ++topAccount) {
1795 qtotalsrow[ctTopAccount] = topAccount.key(); 1600​ qtotalsrow[ctTopAccount] = topAccount.key();
1796 qtotalsrow[ctReturn] = helperIRR(topAccount.value()).toString(); 1601​ qtotalsrow[ctReturn] = helperIRR(topAccount.value());
1797 qtotalsrow[ctCurrency] = currencyAccGrp.key(); 1602​ qtotalsrow[ctCurrency] = currencyAccGrp.key();
1798 currencyGrandCashFlow[currencyAccGrp.key()] += topAccount.value(); // cumulative sum of cashflows of each topaccount 1603​ currencyGrandCashFlow[currencyAccGrp.key()] += topAccount.value(); // cumulative sum of cashflows of each topaccount
1799 m_rows.append(qtotalsrow); // rows aren't sorted yet, so no problem with adding them randomly at the end 1604​ m_rows.append(qtotalsrow); // rows aren't sorted yet, so no problem with adding them randomly at the end
1800 } 1605​ }
1801 ++currencyAccGrp; 1606​ ++currencyAccGrp;
1802 } 1607​ }
1803 QMap<QString, CashFlowList>::iterator currencyGrp = currencyGrandCashFlow.begin(); 1608​ QMap<QString, CashFlowList>::iterator currencyGrp = currencyGrandCashFlow.begin();
1804 qtotalsrow[ctTopAccount].clear(); // empty topaccount because it's grand cashflow 1609​ qtotalsrow[ctTopAccount].clear(); // empty topaccount because it's grand cashflow
1805 while (currencyGrp != currencyGrandCashFlow.end()) { 1610​ while (currencyGrp != currencyGrandCashFlow.end()) {
1806 qtotalsrow[ctReturn] = helperIRR(currencyGrp.value()).toString(); 1611​ qtotalsrow[ctReturn] = helperIRR(currencyGrp.value());
1807 qtotalsrow[ctCurrency] = currencyGrp.key(); 1612​ qtotalsrow[ctCurrency] = currencyGrp.key();
1808 m_rows.append(qtotalsrow); 1613​ m_rows.append(qtotalsrow);
1809 ++currencyGrp; 1614​ ++currencyGrp;
1810 } 1615​ }
1811 } 1616​ }
1812} 1617​}
1813 1618​
1814void QueryTable::constructSplitsTable() 1619​void QueryTable::constructSplitsTable()
▲ Show 20 Lines • Show All 356 Lines • Show Last 20 Lines