beancount_portfolio_allocation

[Ghislain Bourgeois]

Hi,

I recently started using beancount to manage my finances, and I needed a quick way to figure out the asset allocations in different portfolios. I wrote a quick reporting for that using metadata and custom directives.

Example usage would look like this:

$ bean-portfolio-allocation-report ledger.beancount --portfolio pension
cash
===========================================================================
subclass 	 amount 	 percent 	 target 	 difference
---------------------------------------------------------------------------
cash       	 380.00 	 19.00 		 0.00 		 -380.00

equity
===========================================================================
subclass 	 amount 	 percent 	 target 	 difference
---------------------------------------------------------------------------
ca-stock   	 700.00 	 35.00 		 30.00 		 -100.00
us-stock   	 600.00 	 30.00 		 30.00 		 0.00

fixed
===========================================================================
subclass 	 amount 	 percent 	 target 	 difference
---------------------------------------------------------------------------
ca-bond    	 320.00 	 16.00 		 40.00 		 480.00



You can find more information on github: https://github.com/ghislainbourgeois/beancount_portfolio_allocation

Comments and suggestions are welcome!

Ghislain

[Justus Pendleton]

Nifty idea.

I tried it and it told me:

Traceback (most recent call last):

  File "/Users/justus/anaconda/bin/bean-portfolio-allocation-report", line 11, in <module>

    sys.exit(main())

  File "/Users/justus/anaconda/lib/python3.5/site-packages/beancount_portfolio_allocation/allocation_report.py", line 58, in main

    print(report(args.bean, args.portfolio))

  File "/Users/justus/anaconda/lib/python3.5/site-packages/beancount_portfolio_allocation/allocation_report.py", line 10, in report

    targets, allocations, total = loader.load(bean, portfolio)

  File "/Users/justus/anaconda/lib/python3.5/site-packages/beancount_portfolio_allocation/loader.py", line 18, in load

    total = allocations.total_invested_for_portfolio()

  File "/Users/justus/anaconda/lib/python3.5/site-packages/beancount_portfolio_allocation/allocation.py", line 38, in total_invested_for_portfolio

    return sum([p.value for p in self])

TypeError: unsupported operand type(s) for +: 'decimal.Decimal' and 'NoneType'

If I have time tomorrow, I'll try to figure out why :)

[Ghislain Bourgeois]

You might be missing price directives for some of your commodities. I still need to add error handling and input validation.

Ghislain

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[Justus Pendleton]

I have price directives for everything.

From a quick look, the allocation_query in get_allocations is the culprit. In particular the sum(value(position)). It gets a list of all positions, even ones that are now 0. (e.g. I bought some MSFT and then sold it, so I now have 0 MSFT in that account.) The sum of the position is None. Here's the same query run through bean-query so you can see how (part of) my results look. (I've replaced some actual numbers with <redacted> but you should get the general idea.)

  currency      value_sum_position      c         s                  account            

------------- ----------------------- ----- ------------- ------------------------------

AUD                 2.00     AUD                          Assets:AUS:CMC                

AUD                40.47     AUD                          Assets:US:Interactive-Brokers 

EMGF           <redacted>    USD      stock em            Assets:US:WellsFargo:Brokerage

FSS_INTL       <redacted>    FSS_INTL stock international Assets:AUS:First-State-Super  

IEMG                                  stock em            Assets:US:WellsFargo:Brokerage

IEMG           <redacted>    USD      stock em            Assets:US:Interactive-Brokers 

RZV                                   stock small cap     Assets:US:WellsFargo:Brokerage

RZV            <redacted>    USD      stock small cap     Assets:US:Interactive-Brokers 

VWIUX                                 bond  us-bond       Assets:US:Vanguard:Taxable    

Now that I look at it, that sum(value(position)) probably needs to convert everything to a single, uniform currency to be meaningful. If I have some things in Euros and something in USD, the results won't make much sense otherwise.

[Ghislain Bourgeois]

I have just released version 0.2.0 that now supports multiple currencies by converting everything to the first operating_currency. I will also add an optional parameter in the near future to select the currency to use for reporting.

I can also confirm the issue with reducing positions. The sum function in bean-query returns None in error cases (like missing price entries) and also when the sum adds up to 0. I think this is a bug in beancount and will open an issue for it, but was able to put a workaround in place. You should be able to test the new version and get more useful data now.

Thanks for the feedback!

[Justus Pendleton]

The update works for me. Thanks!