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https://github.com/ghislainbourgeois/beancount_portfolio_allocation
Reports on portfolio asset allocations in beancount. Useful for risk analysis and for rebalancing purposes.
https://github.com/ghislainbourgeois/beancount_portfolio_allocation
Last synced: about 1 month ago
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Reports on portfolio asset allocations in beancount. Useful for risk analysis and for rebalancing purposes.
- Host: GitHub
- URL: https://github.com/ghislainbourgeois/beancount_portfolio_allocation
- Owner: ghislainbourgeois
- License: gpl-2.0
- Created: 2018-06-17T02:28:35.000Z (over 6 years ago)
- Default Branch: master
- Last Pushed: 2022-06-15T17:45:41.000Z (over 2 years ago)
- Last Synced: 2024-05-21T12:50:14.839Z (7 months ago)
- Language: Python
- Size: 29.3 KB
- Stars: 25
- Watchers: 4
- Forks: 4
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
- Changelog: Changelog.md
- License: LICENSE
Awesome Lists containing this project
- awesome-beancount - Reports on portfolio asset allocation in Beancount
README
beancount_portfolio_allocation
==============================
Reports on portfolio asset allocations in beancount. Useful for risk analysis
and for rebalancing purposes.
[](http://travis-ci.org/ghislainbourgeois/beancount_portfolio_allocation)
[](https://coveralls.io/github/ghislainbourgeois/beancount_portfolio_allocation?branch=master)
Installation
------------
### From source
```bash
$ python3 setup.py install
```
### PIP
```bash
$ pip install beancount_portfolio_allocation
```
Usage
-----
```text
usage: Report on portfolio asset classes allocation vs targets.
[-h] --portfolio PORTFOLIO bean
positional arguments:
bean Path to the beancount file.
optional arguments:
-h, --help show this help message and exit
--portfolio PORTFOLIO
Name of portfolio to report on
```
### Example
```bash
$ bean-portfolio-allocation-report ledger.beancount --portfolio pension
CASH
====
Subclass Market Value Percentage Target % Difference
---------- -------------- ------------ ---------- ------------
cash 380.00 19.00 0.00 -380.00
EQUITY
======
Subclass Market Value Percentage Target % Difference
---------- -------------- ------------ ---------- ------------
ca-stock 700.00 35.00 30.00 -100.00
us-stock 600.00 30.00 30.00 0.00
FIXED
=====
Subclass Market Value Percentage Target % Difference
---------- -------------- ------------ ---------- ------------
ca-bond 320.00 16.00 40.00 480.00
```
Prerequisites
-------------
Before running this tool, your beancount files will need some additional
metadata to help it do its job.
### Commodities
All the commodities/currency you want to track will need to have the
`asset-class` and `asset-subclass` metadata strings filled in. The actual
values are up to you. Here are some examples:
```beancount
1867-01-01 commodity CAD
asset-class: "cash"
asset-subclass: "cash"
1986-03-13 commodity MSFT
asset-class: "equity"
asset-subclass: "us-stock"
1977-01-03 commodity AAPL
asset-class: "equity"
asset-subclass: "us-stock"
2007-04-04 commodity VAB
asset-class: "fixed-income"
asset-subclass: "ca-bond"
```
You will also need valid price directives for all commodities held at cost and
at least one 'operating_currency' option defined. The values in the report will
all be converted to the first 'operating_currency' defined. A future version
will offer a way to specify the currency to use for reporting.
### Accounts
Accounts need to be part of a specific portfolio to track. Only one portfolio
is supported by account, but you can have multiple portfolios over multiple
accounts:
```beancount
2000-01-01 open Assets:CA:Employer:PensionPlan
portfolio: "pension"
2000-01-01 open Assets:CA:Questrade:RRSP
portfolio: "pension"
2000-01-01 open Assets:CA:Questrade:Trading
portfolio: "day-trading"
```
#### Cash Based Accounts
It is possible to specify `asset-class` and `asset-subclasse` or accounts that
are reported as a cash-value, but are backed by specific asset classes.
This is use in particular for managed retirement accounts.
```beancount
2000-01-01 open Assets:CA:Employer:PensionPlan
portfolio: "pension"
asset-class: "fixed-income"
asset-subclass: "ca-bond"
```
### Target allocations
You can currently define your target allocation percentages for different asset
subclasses in a portfolio using custom directives. There can currently be only
one directive for the same portfolio and asset subclass. Missing allocation
targets will be assumed to be 0%. An example 60/40 portfolio target might look
like this (*NOT* a financial advice):
```beancount
2018-06-14 custom "allocation" "pension" "ca-stock" 30
2018-06-14 custom "allocation" "pension" "us-stock" 30
2018-06-14 custom "allocation" "pension" "ca-bond" 40
```