Investments
Helps you with managing your investments:
- Analysis: calculates average rate of return from cash investments by comparing portfolio performance to performance of a bank deposit in USD and RUB currency with exactly the same investments and monthly capitalization. Considers taxes, commissions, dividends, tax deductions and optionally inflation when calculates portfolio performance.
- Backtesting: backtests you portfolio against configured benchmarks.
- Portfolio rebalancing: instructs you which orders you have to submit to make your portfolio in order with your asset allocation.
- Stock selling simulation: calculates revenue, profit, taxes and real profit percent which considers taxes into account.
- Automatic tax statement generation: reads broker statements and alters *.deX file (created by Russian tax program named Декларация) by adding all required information about income from stock selling, paid dividends and idle cash interest.
- Bank deposits control: view opened bank deposits all in one place and get notified about upcoming deposit closures.
- Metrics: exports analysis results in Prometheus format.
Targeted for Russian investors who use Firstrade, Interactive Brokers, БКС, Сбер, Т-Банк or non-exchange-traded unit investment funds.
Installation
See installation instructions.
Configuration
Create ~/.investments/config.yaml configuration file. See example which contains typical configuration for each broker, tax exemptions that are applicable to the account and more. Don’t forget to obtain API token for FCS API and Finnhub (see stock and forex quotes providers for details).
Usage
Stocks
Investments is designed to work with your broker statements — there is no need to enter all trades and transactions manually, but it requires you to have all broker statements starting from account opening day. It may be either one broker statement or many — it doesn’t matter, but what matters is that the first statement must be with zero starting assets and statements’ periods mustn’t overlap or have missing days in between.
For now the following brokers are supported:
Investments keeps some data in local database located at ~/.investments/db.sqlite and supports a number of commands which can be grouped as:
investments analyse command calculates average rate of return from cash investments by comparing portfolio performance to performance of a bank deposit in USD and RUB currency with exactly the same investments and monthly capitalization. Considers taxes, commissions, dividends, tax deductions and optionally inflation when calculates portfolio performance.
Backtesting
investments backtest command backtests all your cash flows against configured benchmarks which allows you to compare your portfolio performace with these benchmarks.
The command also allows to backfill backtesting results (historical data) to VictoriaMetrics for further analysis.
Portfolio rebalancing
See instructions for portfolio rebalancing.
Tax statement generation
See instructions for tax statement generation and recommendations for interacting with Russian Federal Tax Service.
Sell simulation
investments simulate-sell command simulates closing of the specified positions by current market price and allows you to estimate your profits, taxes and tax exemption applicability.
Prometheus metrics
investments metrics command allows you to export analysis results in Prometheus format to be collected by Node exporter’s Textfile Collector.
Here is an example of Grafana dashboard which displays aggregated statistics and investment results for multiple portfolios opened in different brokers:
Non-exchange-traded unit investment funds
There is a support for non-exchange-traded unit investment funds. The program doesn’t support specific fund providers along with their statements, but allows to manually specify all operations in the configuration file.
Deposits
You can also view opened bank deposits all in one place and get notified about upcoming deposit closures. Register your opened deposits in the configuration file and then execute:
$ investments deposits
Open deposits
Open date Close date Name Amount Interest Current amount
19.06.2019 19.03.2020 Тинькофф 465,000₽ 7 473,343.49₽
21.06.2019 21.06.2020 Тинькофф 200,000₽ 7.5 203,763.08₽
665,000₽ 677,106.57₽
This command has a cron mode (investments deposits --cron) which you can use in combination with notify_deposit_closing_days configuration option. For example, if you create a cron job and configure it to send the command output to your email, then on 11.06.2020 having notify_deposit_closing_days: 10 you get an email with the following contents:
The following deposits are about to close:
* 21.06.2020 Тинькофф: 200,000₽ -> 215,570.51₽
The following deposits are closed:
* 19.03.2020 Тинькофф: 465,000₽ -> 490,013.27₽
Unsupported features
The program is focused on passive investing use cases and supports only those cases which I saw in my broker statements or statements sent to me by other people, which I assured to be handled properly and wrote regression tests for. For example, the following aren’t supported yet:
Denial of responsibility
Any automation is imperfect and the author is a software developer, not a tax lawyer, so always be critical to all program’s calculation results.
The project is developed as a pet project, mainly for my personal use. The code is written in a way that if it finds something unusual in broker statement it returns an error and doesn’t try to pass through the error to avoid the case when it will get you to misleading results, so there may be many cases that it’s not able to handle yet and I can’t guarantee that I’ll find a free time to support your specific case.
Issues and
Discussions are the preferred way for requests and questions. Please use email only for privacy reasons.
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