Merge pull request #32 from vananiev/feature-derivatives-market

Срочный рынок Уралсиб

pom.xml

@@ -10,7 +10,7 @@
     </parent>
     <groupId>ru.portfolio</groupId>
     <artifactId>portfolio</artifactId>
-    <version>2020.4-SNAPSHOT</version>
+    <version>2020.4-beta1</version>
     <name>portfolio</name>
     <description>Investing Portfolio</description>
 

src/main/java/ru/portfolio/portfolio/parser/AbstractReportTable.java

@@ -61,7 +61,7 @@ protected Collection<RowType> parseTable() {
             return parseTable(table);
         } catch (Exception e) {
             throw new RuntimeException("Ошибка при парсинге таблицы '" + this.tableName + "' " +
-                    "в файле " + getReport().getPath().getFileName());
+                    "в файле " + getReport().getPath().getFileName(), e);
         }
     }
 

src/main/java/ru/portfolio/portfolio/parser/ExcelTable.java

@@ -204,6 +204,17 @@ public Cell getCell(CellAddress address) {
         return sheet.getRow(address.getRow()).getCell(address.getColumn());
     }
 
+    /**
+     * @return return cell value or defaultValue if the cell is missing or the type does not match the expected
+     */
+    public int getIntCellValueOrDefault(Row row, TableColumnDescription columnDescription, int defaultValue) {
+        try {
+            return getIntCellValue(row, columnDescription);
+        } catch (Exception e) {
+            return defaultValue;
+        }
+    }
+
     public int getIntCellValue(Row row, TableColumnDescription columnDescription) {
         return (int) getLongCellValue(row, columnDescription);
     }
@@ -212,6 +223,17 @@ public long getIntCellValue(CellAddress address) {
         return (int) getLongCellValue(address);
     }
 
+    /**
+     * @return return cell value or defaultValue if the cell is missing or the type does not match the expected
+     */
+    public long getLongCellValueOrDefault(Row row, TableColumnDescription columnDescription, long defaultValue) {
+        try {
+            return getLongCellValue(row, columnDescription);
+        } catch (Exception e) {
+            return defaultValue;
+        }
+    }
+
     public long getLongCellValue(Row row, TableColumnDescription columnDescription) {
         return ExcelTableHelper.getLongCellValue(getCell(row, columnDescription));
     }
@@ -220,6 +242,17 @@ public long getLongCellValue(CellAddress address) {
         return ExcelTableHelper.getLongCellValue(getCell(address));
     }
 
+    /**
+     * @return return cell value or defaultValue if the cell is missing or the type does not match the expected
+     */
+    public BigDecimal getCurrencyCellValueOrDefault(Row row, TableColumnDescription columnDescription, BigDecimal defaultValue) {
+        try {
+            return getCurrencyCellValue(row, columnDescription);
+        } catch (Exception e) {
+            return defaultValue;
+        }
+    }
+
     public BigDecimal getCurrencyCellValue(Row row, TableColumnDescription columnDescription) {
         return ExcelTableHelper.getCurrencyCellValue(getCell(row, columnDescription));
     }
@@ -228,6 +261,17 @@ public BigDecimal getCurrencyCellValue(CellAddress address) {
         return ExcelTableHelper.getCurrencyCellValue(getCell(address));
     }
 
+    /**
+     * @return return cell value or defaultValue if the cell is missing or the type does not match the expected
+     */
+    public String getStringCellValueOrDefault(Row row, TableColumnDescription columnDescription, String defaultValue) {
+        try {
+            return getStringCellValue(row, columnDescription);
+        } catch (Exception e) {
+            return defaultValue;
+        }
+    }
+
     public String getStringCellValue(Row row, TableColumnDescription columnDescription) {
         return ExcelTableHelper.getStringCellValue(getCell(row, columnDescription));
     }

src/main/java/ru/portfolio/portfolio/parser/ExcelTableHelper.java

@@ -222,9 +222,6 @@ public static BigDecimal getCurrencyCellValue(Cell cell) {
     }
 
     public static String getStringCellValue(Cell cell) {
-        if (cell == null || cell.getCellType() == CellType.BLANK) {
-            return "";
-        }
-        return cell.getStringCellValue();
+        return (cell.getCellType() == CellType.BLANK) ? "" : cell.getStringCellValue();
     }
 }

src/main/java/ru/portfolio/portfolio/parser/InitializableReportTable.java

@@ -51,7 +51,7 @@ protected void initializeIfNeed() {
                 }
             }
         } catch (Exception e) {
-            log.warn("Ошибка при парсинге файла {}", report.getPath().getFileName());
+            throw new RuntimeException("Ошибка при парсинге файла " + report.getPath().getFileName(), e);
         }
     }
 

src/main/java/ru/portfolio/portfolio/parser/OptionalTableColumn.java

@@ -0,0 +1,36 @@
+/*
+ * Portfolio
+ * Copyright (C) 2020  Vitalii Ananev <[email protected]>
+ *
+ * This program is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * This program is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with this program.  If not, see <https://www.gnu.org/licenses/>.
+ */
+
+package ru.portfolio.portfolio.parser;
+
+import org.apache.poi.ss.usermodel.Row;
+
+public class OptionalTableColumn implements TableColumn {
+
+    public static TableColumn of(TableColumn column) {
+        return AnyOfTableColumn.of(column, TableColumn.NOCOLUMN);
+    }
+
+    private OptionalTableColumn() {
+    }
+
+    @Override
+    public int getColumnIndex(int firstColumnForSearch, Row... headerRows) {
+        return -1;
+    }
+}

src/main/java/ru/portfolio/portfolio/parser/ReportParserService.java

@@ -60,6 +60,10 @@ public void parse(ReportTableFactory reportTableFactory) {
                 derivativeTransactionTable.getData().forEach(storage::addTransaction);
                 derivativeCashFlowTable.getData().forEach(c -> {
                     if (storage.addSecurity(c.getIsin())) {
+                        if (c.getCount() == null &&
+                                c.getEventType() == CashFlowType.DERIVATIVE_PROFIT) { // count is optional for derivatives
+                            c = c.toBuilder().count(0).build();
+                        }
                         storage.addSecurityEventCashFlow(c);
                     }
                 });

src/main/java/ru/portfolio/portfolio/parser/TableColumn.java

@@ -21,6 +21,11 @@
 import org.apache.poi.ss.usermodel.Row;
 
 public interface TableColumn {
+    TableColumn NOCOLUMN = (i, j) -> -1;
+
+    default TableColumn ofOptional(TableColumn column) {
+        return AnyOfTableColumn.of(column, TableColumn.NOCOLUMN);
+    }
 
     /**
      * @param headerRows header rows

src/main/java/ru/portfolio/portfolio/parser/psb/PsbBrokerReport.java

@@ -93,7 +93,7 @@ private static String getPortfolio(Sheet sheet) {
                 }
             }
             throw new IllegalArgumentException(
-                    "В отчете не найден номер договора по заданному шаблону '" + PORTFOLIO_MARKER + ": XXX'");
+                    "В отчете не найден номер договора по заданному шаблону '" + PORTFOLIO_MARKER + " XXX'");
         } catch (Exception e) {
             throw new RuntimeException("Ошибка поиска номера Брокерского счета в отчете");
         }

src/main/java/ru/portfolio/portfolio/parser/uralsib/DerivativeCashFlowTable.java

@@ -0,0 +1,79 @@
+/*
+ * Portfolio
+ * Copyright (C) 2020  Vitalii Ananev <[email protected]>
+ *
+ * This program is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * This program is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with this program.  If not, see <https://www.gnu.org/licenses/>.
+ */
+
+package ru.portfolio.portfolio.parser.uralsib;
+
+import lombok.extern.slf4j.Slf4j;
+import org.apache.poi.ss.usermodel.Row;
+import ru.portfolio.portfolio.parser.AbstractReportTable;
+import ru.portfolio.portfolio.parser.ExcelTable;
+import ru.portfolio.portfolio.pojo.CashFlowType;
+import ru.portfolio.portfolio.pojo.SecurityEventCashFlow;
+
+import java.util.Collection;
+import java.util.regex.Matcher;
+import java.util.regex.Pattern;
+
+import static java.util.Collections.emptyList;
+import static java.util.Collections.singletonList;
+import static ru.portfolio.portfolio.parser.uralsib.PaymentsTable.PaymentsTableHeader.*;
+
+@Slf4j
+public class DerivativeCashFlowTable extends AbstractReportTable<SecurityEventCashFlow> {
+
+    private final Pattern contractPattern = Pattern.compile(".*\\sвариационной маржи по\\s(.+)$");
+
+    public DerivativeCashFlowTable(UralsibBrokerReport report) {
+        super(report, PaymentsTable.TABLE_NAME, "", PaymentsTable.PaymentsTableHeader.class);
+    }
+
+    protected Collection<SecurityEventCashFlow> getRow(ExcelTable table, Row row) {
+        String action = table.getStringCellValue(row, OPERATION);
+        action = String.valueOf(action).toLowerCase().trim();
+        if (!action.equalsIgnoreCase("вариационная маржа")) {
+            return emptyList();
+        }
+        return singletonList(SecurityEventCashFlow.builder()
+                .timestamp(convertToInstant(table.getStringCellValue(row, DATE)))
+                .portfolio(getReport().getPortfolio())
+                .value(table.getCurrencyCellValue(row, VALUE))
+                .currency(UralsibBrokerReport.convertToCurrency(table.getStringCellValue(row, CURRENCY)))
+                .eventType(CashFlowType.DERIVATIVE_PROFIT)
+                .isin(getContract(table, row))
+                .build());
+    }
+
+    private String getContract(ExcelTable table, Row row) {
+        String description = table.getStringCellValue(row, DESCRIPTION);
+        Matcher matcher = contractPattern.matcher(description);
+        if (matcher.find()) {
+            return matcher.group(1);
+        }
+        throw new RuntimeException("Не могу найти наименование контракта в отчете брокера по событию:" + description);
+    }
+
+    @Override
+    protected boolean checkEquality(SecurityEventCashFlow cash1, SecurityEventCashFlow cash2) {
+        return SecurityEventCashFlow.checkEquality(cash1, cash2);
+    }
+
+    @Override
+    protected Collection<SecurityEventCashFlow> mergeDuplicates(SecurityEventCashFlow oldObject, SecurityEventCashFlow newObject) {
+        return SecurityEventCashFlow.mergeDuplicates(oldObject, newObject);
+    }
+}

src/main/java/ru/portfolio/portfolio/parser/uralsib/DerivativeTransactionTable.java

@@ -0,0 +1,107 @@
+/*
+ * Portfolio
+ * Copyright (C) 2020  Vitalii Ananev <[email protected]>
+ *
+ * This program is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * This program is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with this program.  If not, see <https://www.gnu.org/licenses/>.
+ */
+
+package ru.portfolio.portfolio.parser.uralsib;
+
+import lombok.Getter;
+import lombok.RequiredArgsConstructor;
+import lombok.extern.slf4j.Slf4j;
+import org.apache.poi.ss.usermodel.Row;
+import ru.portfolio.portfolio.parser.*;
+
+import java.math.BigDecimal;
+import java.util.ArrayList;
+import java.util.Collection;
+import java.util.List;
+
+import static java.util.Collections.emptyList;
+import static ru.portfolio.portfolio.parser.uralsib.DerivativeTransactionTable.FortsTableHeader.*;
+
+@Slf4j
+public class DerivativeTransactionTable extends AbstractReportTable<DerivativeTransaction> {
+    private static final String TABLE_NAME = "СДЕЛКИ С ФЬЮЧЕРСАМИ И ОПЦИОНАМИ";
+    private static final String TABLE_END_TEXT = "ДВИЖЕНИЕ ДЕНЕЖНЫХ СРЕДСТВ ЗА ОТЧЕТНЫЙ ПЕРИОД";
+
+    public DerivativeTransactionTable(UralsibBrokerReport report) {
+        super(report, TABLE_NAME, TABLE_END_TEXT, FortsTableHeader.class, 2);
+    }
+
+    @Override
+    protected Collection<DerivativeTransaction> getRow(ExcelTable table, Row row) {
+        Long transactionId = SecurityTransactionTable.getTransactionId(table, row, TRANSACTION);
+        if (transactionId == null) return emptyList();
+
+        boolean isBuy = table.getStringCellValue(row, DIRECTION).equalsIgnoreCase("покупка");
+        int count = table.getIntCellValue(row, COUNT);
+        BigDecimal valueInPoints = table.getCurrencyCellValue(row, QUOTE).multiply(BigDecimal.valueOf(count));
+        BigDecimal value = table.getCurrencyCellValue(row, VALUE);
+        String valueCurrency = UralsibBrokerReport.convertToCurrency(
+                table.getStringCellValueOrDefault(row, VALUE_CURRENCY, "RUB"));
+        if (isBuy) {
+            value = value.negate();
+            valueInPoints = valueInPoints.negate();
+        }
+        BigDecimal commission = table.getCurrencyCellValue(row, MARKET_COMMISSION)
+                .add(table.getCurrencyCellValue(row, BROKER_COMMISSION))
+                .negate();
+        List<DerivativeTransaction> transactionInfo = new ArrayList<>(2);
+        DerivativeTransaction.DerivativeTransactionBuilder builder = DerivativeTransaction.builder()
+                .timestamp(convertToInstant(table.getStringCellValue(row, DATE_TIME)))
+                .transactionId(transactionId)
+                .portfolio(getReport().getPortfolio())
+                .contract(table.getStringCellValue(row, CONTRACT))
+                .count((isBuy ? 1 : -1) * count);
+        transactionInfo.add(builder
+                .value(value)
+                .commission(commission)
+                .valueCurrency(valueCurrency)
+                .commissionCurrency("RUB") // FORTS, only RUB
+                .build());
+        transactionInfo.add(builder
+                .value(valueInPoints)
+                .commission(BigDecimal.ZERO)
+                .valueCurrency(DerivativeTransaction.QUOTE_CURRENCY)
+                .commissionCurrency("RUB") // FORTS, only RUB
+                .build());
+        return transactionInfo;
+    }
+
+    @RequiredArgsConstructor
+    enum FortsTableHeader implements TableColumnDescription {
+        DATE_TIME("дата расчетов"),
+        TRANSACTION("номер сделки"),
+        TYPE("вид контракта"),
+        CONTRACT("наименование контракта"),
+        DIRECTION("вид сделки"),
+        COUNT("количество контрактов"),
+        QUOTE(AnyOfTableColumn.of(
+                TableColumnImpl.of("цена фьючерса"),
+                TableColumnImpl.of("премия по опциону"))),
+        VALUE("^сумма$"),
+        VALUE_CURRENCY(OptionalTableColumn.of(
+                TableColumnImpl.of("валюта суммы"))), // sometime does not exists
+        MARKET_COMMISSION("комиссия тс"),
+        BROKER_COMMISSION("комиссия брокера");
+
+        @Getter
+        private final TableColumn column;
+        FortsTableHeader(String ... words) {
+            this.column = TableColumnImpl.of(words);
+        }
+    }
+}