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Added adjusted internal rate of return #2975
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44 changes: 44 additions & 0 deletions
44
...uchen.portfolio.ui/src/name/abuchen/portfolio/ui/views/dashboard/IRRDataSeriesConfig.java
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,44 @@ | ||
| package name.abuchen.portfolio.ui.views.dashboard; | ||
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| import org.eclipse.jface.action.IMenuManager; | ||
| import org.eclipse.jface.action.Separator; | ||
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| import name.abuchen.portfolio.model.Dashboard; | ||
| import name.abuchen.portfolio.ui.Messages; | ||
| import name.abuchen.portfolio.ui.util.SimpleAction; | ||
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| public class IRRDataSeriesConfig extends DataSeriesConfig | ||
| { | ||
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| public IRRDataSeriesConfig(WidgetDelegate<?> delegate) | ||
| { | ||
| super(delegate, false, true, true, null, Messages.LabelBenchmarks, | ||
| Dashboard.Config.SECONDARY_DATA_SERIES); | ||
| } | ||
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| @Override | ||
| public void menuAboutToShow(IMenuManager manager) | ||
| { | ||
| super.menuAboutToShow(manager); | ||
| if (getDataSeries() != null) | ||
| { | ||
| IMenuManager subMenu = manager.findMenuUsingPath(Dashboard.Config.SECONDARY_DATA_SERIES.name()); | ||
| subMenu.add(new Separator()); | ||
| subMenu.add(new SimpleAction(Messages.MenuReportingPeriodDelete, a -> removeBenchmark())); | ||
| } | ||
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| } | ||
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| private void removeBenchmark() | ||
| { | ||
| if (getDataSeries() == null) | ||
| return; | ||
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| setDataSeries(null); | ||
| getDelegate().getWidget().getConfiguration().remove(Dashboard.Config.SECONDARY_DATA_SERIES.name()); | ||
| getDelegate().getWidget().setLabel(WidgetFactory.valueOf(getDelegate().getWidget().getType()).getLabel()); | ||
| getDelegate().update(); | ||
| getDelegate().getClient().touch(); | ||
| } | ||
|
|
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| } |
39 changes: 39 additions & 0 deletions
39
name.abuchen.portfolio.ui/src/name/abuchen/portfolio/ui/views/dashboard/IRRWidget.java
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,39 @@ | ||
| package name.abuchen.portfolio.ui.views.dashboard; | ||
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| import java.time.LocalDate; | ||
| import java.util.function.Supplier; | ||
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| import name.abuchen.portfolio.model.Dashboard.Widget; | ||
| import name.abuchen.portfolio.money.Values; | ||
| import name.abuchen.portfolio.ui.views.dataseries.DataSeries; | ||
| import name.abuchen.portfolio.util.Interval; | ||
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| public class IRRWidget extends IndicatorWidget<Double> | ||
| { | ||
| public IRRWidget(Widget widget, DashboardData dashboardData) | ||
| { | ||
| super(widget, dashboardData, false, null); | ||
| this.setFormatter(Values.Percent2); | ||
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| addConfig(new IRRDataSeriesConfig(this)); | ||
| } | ||
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| @Override | ||
| public Supplier<Double> getUpdateTask() | ||
| { | ||
| return () -> { | ||
| double irrBench = 0; | ||
| Interval reportingPeriod = get(ReportingPeriodConfig.class).getReportingPeriod() | ||
| .toInterval(LocalDate.now()); | ||
| DataSeries dsBench = get(IRRDataSeriesConfig.class).getDataSeries(); | ||
| if (dsBench != null) | ||
| { | ||
| irrBench = getDashboardData().calculate(dsBench, reportingPeriod).getPerformanceIRR(); | ||
| } | ||
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| double irr = getDashboardData().calculate(get(DataSeriesConfig.class).getDataSeries(), reportingPeriod) | ||
| .getPerformanceIRR(); | ||
| return (irrBench != -1) ? (1 + irr) / (1 + irrBench) - 1 : irr - irrBench; | ||
| }; | ||
| } | ||
| } | ||
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This is the business logic of the widget, and it’s wrong. Since the IRR is money-weighted, it is not enough to just subtract the benchmark; you need to correct the whole data series by the benchmark before calculating the IRR.