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git-svn-id: svn+ssh://svn.gnucash.org/repo/gnucash/trunk@1505 57a11ea4-9604-0410-9ed3-97b8803252fd
zzzoldfeatures/xacc-12-patch
Linas Vepstas 28 years ago
parent 559d0cd42d
commit d325604f46
1 changed files with 274 additions and 27 deletions
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301
src/quotes/quote.pl
Unescape View File

@ -1,19 +1,23 @@
#!/usr/bin/perl
# real file name value_portfolio
#######################################################################
# $Id$
# Looks up investment prices on the web, and builds a report
# to summarize the results
#######################################################################
$HISTORYFILE="/home/cbbrowne/financial/histprices";
$HISTORYFILE="histprices";
$newprices = "NO"; # Haven't found *any* new prices so far...
#######################################################################
# Start by initializing the security list
#######################################################################
# My TSE stocks...
#######################################################################
&add_stock("T", 100, 1670.5, "TSE");
&add_stock("NVA", 100, 1345.5, "TSE");
#&add_stock("NVA", 100, 1345.5, "TSE");
&add_stock("NVA", 100, -10.16, "TSE");
&add_stock("TRP", 52, 1345.50, "TSE");
&add_stock("PCA", 100, 1733, "TSE");
&add_stock("TOC", 50, 21.035*50, "TSE");
&add_stock("RY", 50, 32.785*50, "TSE");
@ -33,26 +37,39 @@ $newprices = "NO"; # Haven't found *any* new prices so far...
#&add_stock("CTEMER", 27.463, 266.67, "CTE");
#&add_stock("CTIBND", 84.879, 907.37, "CTE");
# Units as at Dec 31/97
&add_stock("CTMM", 87.033, 839.51, "CTE");
&add_stock("CTBOND", 131.818, 1315.17, "CTE");
&add_stock("CTSTK", 57.425, 832.73, "CTE");
# Units as at Oct 31/98
&add_stock("CTMM", 89.572, 839.51, "CTE");
&add_stock("CTBOND", 137.398, 1315.17, "CTE");
&add_stock("CTSTK", 62.896, 832.73, "CTE");
&add_stock("CTSPEC", 28.263, 504.07, "CTE");
&add_stock("CTAMER", 206.301, 1983.05, "CTE");
&add_stock("CTUSEQ", 19.644, 294.91, "CTE");
&add_stock("CTAMER", 251.604, 1983.05, "CTE");
&add_stock("CTUSEQ", 20.467, 294.91, "CTE");
&add_stock("CTASIA", 28.238, 251.99, "CTE");
&add_stock("CTEURO", 71.689, 530.50, "CTE");
&add_stock("CTEURO", 91.298, 530.50, "CTE");
&add_stock("CTEMER", 27.463, 266.67, "CTE");
&add_stock("CTIBND", 91.056, 907.37, "CTE");
&add_stock("CTIBND", 94.264, 907.37, "CTE");
# Stuff on NYSE
&add_stock("MOT", 15, (62+5/8)*15, "NYSE");
#&add_stock("IFMXE", 0.1, 0.1, "NYSE");
&add_stock("TSG", 13.0289, 43.02*5+43.75+44.48, "NYSE");
&add_stock("TSG", 27.619-13.0289, 44.48*8, "NYSE");
# SuperSaver 401(k)... Approximate...
&add_stock("AADBX", 0.3*2115.93/14, 0.3*1604.85, "NYSE");
&add_stock("AADEX", 0.5*2115.93/19, 0.5*1604.85, "NYSE");
&add_stock("AAIEX", 0.2*2115.93/15, 0.2*1604.85, "NYSE");
# SGRP Balances: Approximate...
&add_stock("AADBX", 712.33/14.9, 700, "NYSE"); # Balanced
&add_stock("AADEX", 4556.64/22.5 + (533.94+200.24+183.55)/22.5, 3500+(533.94+200.24+183.55), "NYSE"); # Equity
&add_stock("AAIEX", 1829.63/18.8 + (213.57+80.1+73.41)/18.8, 1700+(213.57+80.1+73.41), "NYSE"); # Int'l Equity
&add_stock("AASPX", 2104.81/15 + (320.37+120.12+110.13)/15, 1900 + (320.37+120.12+110.13), "NYSE"); # Stock Index
#######################################################################
# Working Ventures fund... Not currently updatable via the Web...
# Working Ventures fund...
#######################################################################
&add_stock("WORKVE", 219.701, 3000, "OTHER");
$PRICE{"WORKVE"} = 3000/219.701; # Hack in a price for Working Ventures
@ -76,7 +93,7 @@ $CURRNAME{"CDN"} = "Canadian";
$CURRNAME{"USD"} = "United States";
$CURRATE{"CDN"} = 1;
$CURRATE{"USD"} = 1.37;
# &get_currency("USD");
&get_currency("USD");
#######################################################################
# Now, get the current prices by sundry queries of web sites
#######################################################################
@ -123,8 +140,8 @@ exit 0; # Done
#######################################################################
sub add_stock {
local($ticker, $num, $cost, $exchange) = @_;
$NUM{$ticker} = $num;
$COST{$ticker} = $cost;
$NUM{$ticker} += $num;
$COST{$ticker} += $cost;
$EXCHANGE{$ticker} = $exchange;
local ($currency) = "CDN";
if ($exchange eq "TSE") {
@ -160,7 +177,7 @@ sub get_url_command {
#######################################################################
sub search_web_for_prices {
local ($ticker);
# Do some per-ticker searching
foreach $ticker (keys EXCHANGE) {
local($exchange) = $EXCHANGE{$ticker};
@ -168,7 +185,7 @@ sub search_web_for_prices {
&get_TSE($ticker);
&get_yahoo($ticker, "TSE");
}
if ($exchange eq "CTE") {
# Do nothing; data is coming
# in en masse via &get_all_everest_rates;
@ -177,13 +194,13 @@ sub search_web_for_prices {
&get_yahoo($ticker, $EXCHANGE{$ticker});
}
}
# search for CT Everest fund data
&get_CT_Everest; # Get Everest mutual fund data
# Search for Working Ventures fund data
&get_WV;
# get all of the TSE stock prices
# foreach $ticker (ord("a")..ord("z")) {
# &get_TSE( chr($ticker) );
@ -198,6 +215,7 @@ sub search_web_for_prices {
sub get_TSE {
local ($stock) = @_;
local ($page) = "http://www.telenium.ca/TSE/" .
lc(
substr($stock, 0, 1)
)
@ -214,12 +232,12 @@ sub get_TSE {
# print $line, "\n";
if ($line =~ /(\d*\.\d*)\D+\d+\S*\s+\d+\s+\S+\s+\d+\/\d+\s+(\S*)\s*$/) {
local($lp, $ls) = (sprintf("%.4f", $1), $2);
# print "Found $ls @ $lp\n";
#... 21.3 21.35 21.2 21.2 -0.15 142300 193 02/14 T
#... 19.4 19.5 19.2 19.35-0.1 687239 181 02/04 T
#... 51.5 52 50.6 51.4 0 1527378 583 02/05 RY
#... 21.3 21.35 21.2 21.2 -0.15 142300 193 02/14 T
#... 19.4 19.5 19.2 19.35-0.1 687239 181 02/04 T
#... 51.5 52 50.6 51.4 0 1527378 583 02/05 RY
#... 1.18 1.2 1.1 1.2 0.02 44700 29 02/03 NBX
# ^^^
# Want this "close" value...
@ -256,6 +274,7 @@ sub get_yahoo {
$exchange = ".TO";
}
local ($page) = "http://quote.yahoo.com/download/quotes.csv?symbols=" .
$stock . $exchange .
"&format=sl1d1t1c1ohgv&ext=.csv";
if ($OLD{$stock} eq "NO!") { # We've already priced this stock
@ -304,7 +323,8 @@ sub get_CT_Everest {
$newprices = "YES";
print "NEW PRICE: $fund, $value\n";
}
}
$PRICE{$ID{$fund}} = $value;
$OLD{$ID{$fund}} = "NO!"; # Indicate that this is an update...
# print "CT Price: $value ", $ID{$fund}, "\n";
@ -329,7 +349,8 @@ sub get_WV {
if (($1 * 1.0) != $PRICE{"WORKVE"}) {
$newprices = "YES";
print "NEW PRICE: WV, $1\n";
}
}
$PRICE{"WORKVE"} = sprintf("%.4f", $1);
$OLD{"WORKVE"} = "NO!"; # Indicate that this is an update...
}
@ -354,7 +375,7 @@ sub ct_fund_ids {
"DIV INCOME ", "CTDIV",
"STOCK ", "CTSTK",
"SPECIAL EQUITY ", "CTSPEC",
"INT'L BOND ", "CTIBND",
"INT'L BOND ", "CTIBND",
"NORTH AMERICAN ", "CTNA",
"AMERIGROWTH ", "CTAMER",
"U.S. EQUITY ", "CTUSEQ",
@ -412,6 +433,7 @@ sub load_prices {
}
#######################################################################
############################ &show_report();###########################
#######################################################################
@ -423,4 +445,229 @@ sub show_report {
chop $date;
local($ticker, $shares, $price, $value, $cost, $profitloss);
local ($tp, $tv, $tc);
format STDOUT_TOP =
Portfolio Valuation
as at @<<<<<<<<<<<<<<<<<<<<<<<<<<<
$date
Ticker Shares Recent Price Value Cost Profit/Loss
------------------------------------------------------------------------
.
format STDOUT =
@<<<<<<< @>>>>>>> @>>>>>>>> @>>>>>>>>>>> @>>>>>>>>>>> @>>>>>>>>>>>>
$ticker, $shares, $price, $value, $cost, $profitloss
.
foreach $stock (sort keys EXCHANGE) {
if ($stock ne "zPortfolio") {
$ticker = $stock;
$shares = sprintf("%.4f", $NUM{$stock});
$price = sprintf("%.4f", $PRICE{$stock});
$value = sprintf("%.2f", $shares * $price * $CURRATE{$CURRENCY{$stock}});
$cost = sprintf("%.2f", $COST{$stock} * $CURRATE{$CURRENCY{$stock} });
$profitloss = sprintf("%.2f", $value - $cost);
$tv += $value;
$tc += $cost;
$tp += $profitloss;
write;
}
}
($ticker, $shares, $price, $value, $cost, $profitloss) =
("", "", "", "---------------", "---------------", "---------------");
write;
($ticker, $shares, $price, $value, $cost, $profitloss) =
("Total", "", "", sprintf("%.2f", $tv), sprintf("%.2f" ,$tc),
sprintf("%.2f" ,$tp));
write;
($ticker, $shares, $price, $value, $cost, $profitloss) =
("", "", "", "===============", "===============", "===============");
write;
}
#########################################################################=
#####
############################## Find Variances #########################=
#####
#########################################################################=
#####
sub calc_variances {
local ($x);
open(PRICEF, "<$HISTORYFILE");
while (<PRICEF>) {
($date, $id, $price) = split(/\|/, $_);
$XCOUNT{$id} ++;
$quantity = $NUM{$id};
$x = $quantity * $price * $CURRATE{$CURRENCY{$id}};
$XSUM{$id} += $x;
$XSQUARESUM{$id} += ($x * $x);
$DATES{$date} ++;
$PRICES{"$date|$id"} = $price;
# printf "XC: %9.2f XSUM: %9.2f XSQ: %9.2f\n", $XCOUNT{$id}, $XSUM{$id}, $XSQUARESUM{$id};
}
&complete_price_list(); # Get prices for *every* day
&value_portfolios(); # Value the portfolio for every day
}
# Need to make sure that we have prices for each stock for each date
# This is done by (for each stock) going thru all the dates, and
# inserting prices for dates where prices are missing. We use the
# last price present for the stock.
sub complete_price_list {
foreach $stock (keys XCOUNT) {
$current_price = $XSUM{$stock} / $XCOUNT{$stock};
# Move forwards until a price gets found. That price
# is then used for all "empty" price slots up to the first
# actual measurement
FIRSTPRICE:
foreach $date (sort keys DATES) {
if ($PRICES{"$date|$stock"}) {
$current_price = $PRICES{"$date|$stock"};
last FIRSTPRICE;
}
}
# Now, proceed onwards...
foreach $date (sort keys DATES) {
if ($PRICES{"$date|$stock"}) {
# There's a price
$current_price = $PRICES{"$date|$stock"};
} else {
$PRICES{"$date|$stock"} = $current_price;
}
}
}
}
sub value_portfolios {
# &setup_portfolio_quantities();
$NUM{"zPortfolio"}=1;
foreach $date (sort keys DATES) {
$price = 0;
foreach $stock (keys XCOUNT) {
$price += $NUM{$stock} * $PRICES{"$date|$stock"}* $CURRATE{$CURRENCY{$stock}};
}
$XCOUNT{"zPortfolio"} ++;
$XSUM{"zPortfolio"} += $price;
$XSQUARESUM{"zPortfolio"} += ($price * $price);
# printf "Portfolio on %15s valued at %14.2f\n", $date, $price;
}
}
sub hilo_portfolios {
local($date, $hi, $lo, $hival, $loval);
local ($stock, $price, $latest_date);
foreach $stock (keys XCOUNT) {
$LO{$stock} = 99999999;
$HI{$stock} = -99999999;
}
$HI{"zPortfolio"} = -99999999;
$LO{"zPortfolio"} = 99999999;
foreach $date (keys DATES) {
local ($pprice);
local($dt) = split(/-/, $date);
foreach $stock (keys XCOUNT) {
$price = $PRICES{"$date|$stock"};
if ($date >= $latest_date) {
$latest_date = $date;
$CURRENT{$stock} = $price;
}
if ($price > $HI{$stock}) {
($HI{$stock}, $HIDATE{$stock}) = ($price, $dt);
}
if ($price < $LO{$stock}) {
($LO{$stock}, $LODATE{$stock}) = ($price, $dt);
}
$pprice += $NUM{$stock} * $price;
}
if ($date >= $latest_date) {
$latest_date = $date;
$CURRENT{"zPortfolio"} = $pprice;
}
if ($pprice > $HI{"zPortfolio"}) {
($HI{"zPortfolio"}, $HIDATE{"zPortfolio"}) = ($pprice, $dt);
}
if ($pprice > $LO{"zPortfolio"}) {
($LO{"zPortfolio"}, $LODATE{"zPortfolio"}) = ($pprice, $dt);
}
}
# Report results...
print
"-----------------------------------------------------------------------
Highs/Lows
-----------------------------------------------------------------------
";
printf "%10s %10s %10s %10s %10s %10s\n", "Stock", "High Date", "High",
"Low Date", "Low Price", "Current";
print "-----------------------------------------------------------------------";
foreach $stock (sort keys XCOUNT) {
printf "%10s %10s %10.2f %10s %10.2f %10.2f\n", $stock, $HIDATE{$stock},
$HI{$stock}, $LODATE{$stock}, $LO{$stock}, $CURRENT{$stock};
}
print "-----------------------------------------------------------------------";
}
sub show_variances {
print
"-----------------------------------------------------------------------
Variance/Standard Deviations for Portfolio *VALUE*
------------------------------------------------------------------------
Security Mean Variance Std. Dev. % Std.Dev
------------------------------------------------------------------------
";
foreach $i (sort keys XCOUNT) {
if ($XCOUNT{$i} > 2) {
$variance = (($XCOUNT{$i} * $XSQUARESUM{$i})
- ($XSUM{$i} * $XSUM{$i})) /
($XCOUNT{$i} * ($XCOUNT{$i}-1));
}
$variance = -$variance if ($variance < 0);
$deviation = sqrt($variance);
# printf "XC: %5d XSUM: %9.2f XSQ: %9.2f\n", $XCOUNT{$i}, $XSUM{$i}, $XSQUARESUM{$i};
# Divide by mean price to determine volatility of price
if ($XCOUNT{$i} != 0 && $XSUM{$i} != 0) {
$volatility = $deviation / ($XSUM{$i} / $XCOUNT{$i});
printf "%10s %10.2f %14.3f %9.3f %9.3f\n", $i, $XSUM{$i}/$XCOUNT{$i},
$variance, $deviation,
$volatility *100;
($VARIANCE{$i}, $STD{$i}, $VOLATILITY{$i}) = ($variance, $deviation,
$volatility);
}
}
print "------------------------------------------------------------------------";
}
sub get_currency {
local ($to) = @_;
local($url) =
"http://www.dna.lth.se/cgi-bin/kurt/rates/rates?CAD+$to";
local($line, $rate);
local ($command) = &get_url_command($url);
local($fromname, $toname) = ($CURRNAME{"CDN"}, $CURRNAME{$to});
open(CURRS, "$command |");
while ($line = <CURRS>) {
if ($line =~ /Rate: $fromname.*$toname.*:\s*(\d*.\d+)/) {
$rate = $1;
$CURRATE{$toname} = sprintf("%f", $rate);
return;
}
}
}

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