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Merge pull request #80 from 5Ub-Z3r0/master
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Add a TransferLot Type to the list of Transfer types available.
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@csingley
csingley authored May 21, 2024
2 parents 8a1748b + 3249e0c commit 2a745b7
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Showing 2 changed files with 209 additions and 3 deletions.
63 changes: 60 additions & 3 deletions ibflex/Types.py
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Original file line number Diff line number Diff line change
Expand Up @@ -804,7 +804,8 @@ class CashReportCurrency(FlexElement):
slbNetSettledCashSec: Optional[decimal.Decimal] = None
slbNetSettledCashCom: Optional[decimal.Decimal] = None
slbNetSettledCashPaxos: Optional[decimal.Decimal] = None



@dataclass(frozen=True)
class CFDCharge(FlexElement):
""" Wrapped in <CFDCharge> """
Expand Down Expand Up @@ -848,8 +849,8 @@ class CFDCharge(FlexElement):
acctAlias: Optional[str] = None
model: Optional[str] = None
levelOfDetail: Optional[str] = None


@dataclass(frozen=True)
class StatementOfFundsLine(FlexElement):
""" Wrapped in <StmtFunds> """
Expand Down Expand Up @@ -906,6 +907,7 @@ class StatementOfFundsLine(FlexElement):
weight: Optional[str] = None
actionID: Optional[str] = None


@dataclass(frozen=True)
class ChangeInPositionValue(FlexElement):
""" Wrapped in <ChangeInPositionValues> """
Expand Down Expand Up @@ -1107,6 +1109,59 @@ class Trade(FlexElement):
figi: Optional[str] = None


@dataclass(frozen=True)
class TransferLot(FlexElement):
""" Wrapped in <Transfers> """
accountId: Optional[str] = None
currency: Optional[str] = None
fxRateToBase: Optional[decimal.Decimal] = None
assetCategory: Optional[enums.AssetClass] = None
symbol: Optional[str] = None
description: Optional[str] = None
conid: Optional[str] = None
securityID: Optional[str] = None
securityIDType: Optional[str] = None
cusip: Optional[str] = None
isin: Optional[str] = None
listingExchange: Optional[str] = None
multiplier: Optional[decimal.Decimal] = None
reportDate: Optional[datetime.date] = None
date: Optional[datetime.date] = None
dateTime: Optional[datetime.datetime] = None
type: Optional[enums.TransferType] = None
direction: Optional[enums.InOut] = None
company: Optional[str] = None
account: Optional[str] = None
deliveringBroker: Optional[str] = None
quantity: Optional[decimal.Decimal] = None
transferPrice: Optional[decimal.Decimal] = None
pnlAmount: Optional[decimal.Decimal] = None
pnlAmountInBase: Optional[decimal.Decimal] = None
code: Tuple[enums.Code, ...] = ()
acctAlias: Optional[str] = None
model: Optional[str] = None
underlyingConid: Optional[str] = None
underlyingSymbol: Optional[str] = None
underlyingSecurityID: Optional[str] = None
underlyingListingExchange: Optional[str] = None
issuer: Optional[str] = None
strike: Optional[decimal.Decimal] = None
expiry: Optional[datetime.date] = None
putCall: Optional[enums.PutCall] = None
principalAdjustFactor: Optional[decimal.Decimal] = None
accountName: Optional[str] = None
positionAmount: Optional[decimal.Decimal] = None
positionAmountInBase: Optional[decimal.Decimal] = None
cashTransfer: Optional[decimal.Decimal] = None
clientReference: Optional[str] = None
transactionID: Optional[str] = None
serialNumber: Optional[str] = None
deliveryType: Optional[str] = None
commodityType: Optional[str] = None
fineness: Optional[decimal.Decimal] = None
weight: Optional[str] = None


@dataclass(frozen=True)
class Lot(FlexElement):
""" Wrapped in <Trades> """
Expand Down Expand Up @@ -1195,6 +1250,8 @@ class Lot(FlexElement):
commodityType: Optional[str] = None
fineness: Optional[decimal.Decimal] = None
weight: Optional[str] = None
origTransactionID: Optional[str] = None
relatedTransactionID: Optional[str] = None


@dataclass(frozen=True)
Expand Down
149 changes: 149 additions & 0 deletions tests/test_types.py
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Original file line number Diff line number Diff line change
Expand Up @@ -623,6 +623,112 @@ def testParse(self):
self.assertEqual(instance.weight, "0.0 ()")


class TradeLotTestCase(unittest.TestCase):
data = ET.fromstring(
('<Lot accountId="U123456" acctAlias="ibflex test" model="" currency="USD" '
'fxRateToBase="1" assetCategory="STK" symbol="VXX 110917C00005000" '
'description="VXX 17SEP11 5.0 C" conid="83615386" securityID="" '
'securityIDType="" cusip="" isin="" underlyingConid="80789235" '
'underlyingSymbol="VXX" issuer="" multiplier="100" strike="5" '
'expiry="2011-09-17" putCall="C" principalAdjustFactor="" tradeID="594763148" '
'reportDate="2011-08-12" tradeDate="2011-08-11" tradeTime="162000" '
'settleDateTarget="2011-08-12" transactionType="BookTrade" exchange="--" '
'quantity="3" tradePrice="0" tradeMoney="0" proceeds="-0" taxes="0" '
'ibCommission="0" ibCommissionCurrency="USD" netCash="0" '
'closePrice="29.130974" openCloseIndicator="C" notes="A" cost="8398.81122" '
'fifoPnlRealized="0" fxPnl="0" mtmPnl="8739.2922" origTradePrice="0" '
'origTradeDate="" origTradeID="" origOrderID="0" clearingFirmID="" '
'transactionID="2381339439" buySell="BUY" ibOrderID="2381339439" ibExecID="" '
'brokerageOrderID="" orderReference="" volatilityOrderLink="" '
'exchOrderId="N/A" extExecID="N/A" orderTime="" openDateTime="" '
'holdingPeriodDateTime="" whenRealized="" whenReopened="" '
'levelOfDetail="EXECUTION" changeInPrice="0" changeInQuantity="0" '
'orderType="" traderID="" isAPIOrder="N" accruedInt="0" serialNumber="" '
'deliveryType="" commodityType="" fineness="0.0" weight="0.0 ()" '
'origTransactionID="1234" relatedTransactionID="3456"/>')
)

def testParse(self):
instance = parser.parse_data_element(self.data)
self.assertIsInstance(instance, Types.Lot)
self.assertEqual(instance.accountId, "U123456")
self.assertEqual(instance.acctAlias, "ibflex test")
self.assertEqual(instance.model, None)
self.assertEqual(instance.currency, "USD")
self.assertEqual(instance.fxRateToBase, decimal.Decimal('1'))
self.assertEqual(instance.assetCategory, enums.AssetClass.STOCK)
self.assertEqual(instance.symbol, "VXX 110917C00005000")
self.assertEqual(instance.description, "VXX 17SEP11 5.0 C")
self.assertEqual(instance.conid, "83615386")
self.assertEqual(instance.securityID, None)
self.assertEqual(instance.securityIDType, None)
self.assertEqual(instance.cusip, None)
self.assertEqual(instance.isin, None)
self.assertEqual(instance.underlyingConid, "80789235")
self.assertEqual(instance.underlyingSymbol, "VXX")
self.assertEqual(instance.issuer, None)
self.assertEqual(instance.multiplier, decimal.Decimal('100'))
self.assertEqual(instance.strike, decimal.Decimal('5'))
self.assertEqual(instance.expiry, datetime.date(2011, 9, 17))
self.assertEqual(instance.putCall, enums.PutCall.CALL)
self.assertEqual(instance.principalAdjustFactor, None)
self.assertEqual(instance.tradeID, "594763148")
self.assertEqual(instance.reportDate, datetime.date(2011, 8, 12))
self.assertEqual(instance.tradeDate, datetime.date(2011, 8, 11))
self.assertEqual(instance.tradeTime, datetime.time(16, 20, 0))
self.assertEqual(instance.settleDateTarget, datetime.date(2011, 8, 12))
self.assertEqual(instance.transactionType, enums.TradeType.BOOKTRADE)
self.assertEqual(instance.exchange, None)
self.assertEqual(instance.quantity, decimal.Decimal("3"))
self.assertEqual(instance.tradePrice, decimal.Decimal("0"))
self.assertEqual(instance.tradeMoney, decimal.Decimal("0"))
self.assertEqual(instance.proceeds, decimal.Decimal("-0"))
self.assertEqual(instance.taxes, decimal.Decimal("0"))
self.assertEqual(instance.ibCommission, decimal.Decimal("0"))
self.assertEqual(instance.ibCommissionCurrency, "USD")
self.assertEqual(instance.netCash, decimal.Decimal("0"))
self.assertEqual(instance.closePrice, decimal.Decimal("29.130974"))
self.assertEqual(instance.openCloseIndicator, enums.OpenClose.CLOSE)
self.assertEqual(instance.notes, (enums.Code.ASSIGNMENT, ))
self.assertEqual(instance.cost, decimal.Decimal("8398.81122"))
self.assertEqual(instance.fifoPnlRealized, decimal.Decimal("0"))
self.assertEqual(instance.fxPnl, decimal.Decimal("0"))
self.assertEqual(instance.mtmPnl, decimal.Decimal("8739.2922"))
self.assertEqual(instance.origTradePrice, decimal.Decimal("0"))
self.assertEqual(instance.origTradeDate, None)
self.assertEqual(instance.origTradeID, None)
self.assertEqual(instance.origOrderID, "0")
self.assertEqual(instance.clearingFirmID, None)
self.assertEqual(instance.transactionID, "2381339439")
self.assertEqual(instance.buySell, enums.BuySell.BUY)
self.assertEqual(instance.ibOrderID, "2381339439")
self.assertEqual(instance.ibExecID, None)
self.assertEqual(instance.brokerageOrderID, None)
self.assertEqual(instance.orderReference, None)
self.assertEqual(instance.volatilityOrderLink, None)
self.assertEqual(instance.exchOrderId, None)
self.assertEqual(instance.extExecID, None)
self.assertEqual(instance.orderTime, None)
self.assertEqual(instance.openDateTime, None)
self.assertEqual(instance.holdingPeriodDateTime, None)
self.assertEqual(instance.whenRealized, None)
self.assertEqual(instance.whenReopened, None)
self.assertEqual(instance.levelOfDetail, "EXECUTION")
self.assertEqual(instance.changeInPrice, decimal.Decimal("0"))
self.assertEqual(instance.changeInQuantity, decimal.Decimal("0"))
self.assertEqual(instance.orderType, None)
self.assertEqual(instance.traderID, None)
self.assertEqual(instance.isAPIOrder, False)
self.assertEqual(instance.accruedInt, decimal.Decimal("0"))
self.assertEqual(instance.serialNumber, None)
self.assertEqual(instance.deliveryType, None)
self.assertEqual(instance.commodityType, None)
self.assertEqual(instance.fineness, decimal.Decimal("0"))
self.assertEqual(instance.weight, "0.0 ()")
self.assertEqual(instance.origTransactionID, "1234")
self.assertEqual(instance.relatedTransactionID, "3456")


class OptionEAETestCase(unittest.TestCase):
data = ET.fromstring(
('<OptionEAE accountId="U123456" acctAlias="ibflex test" model="" '
Expand Down Expand Up @@ -1004,6 +1110,49 @@ def testParse(self):
self.assertEqual(instance.clientReference, None)


class TransferLotTestCase(unittest.TestCase):
data = ET.fromstring(
('<TransferLot accountId="U123456" currency="USD" fxRateToBase="1" '
'assetCategory="STK" symbol="FMTIF" description="FMI HOLDINGS LTD" '
'conid="86544467" securityID="" securityIDType="" cusip="02K123K" '
'isin="" listingExchange="NYSE" multiplier="1" reportDate="20110718" '
'date="20110718" dateTime="20110718" type="FOP" direction="IN" '
'company="HOOLI" account="12345678" deliveringBroker="12345" '
'quantity="701.5" transferPrice="0" pnlAmount="0" pnlAmountInBase="0"'
' code="ST" />')
)

def testParse(self):
instance = parser.parse_data_element(self.data)
self.assertIsInstance(instance, Types.TransferLot)
self.assertEqual(instance.accountId, "U123456")
self.assertEqual(instance.currency, "USD")
self.assertEqual(instance.fxRateToBase, decimal.Decimal("1"))
self.assertEqual(instance.assetCategory, enums.AssetClass.STOCK)
self.assertEqual(instance.symbol, "FMTIF")
self.assertEqual(instance.description, "FMI HOLDINGS LTD")
self.assertEqual(instance.conid, "86544467")
self.assertEqual(instance.securityID, None)
self.assertEqual(instance.securityIDType, None)
self.assertEqual(instance.cusip, "02K123K")
self.assertEqual(instance.isin, None)
self.assertEqual(instance.listingExchange, "NYSE")
self.assertEqual(instance.multiplier, decimal.Decimal("1"))
self.assertEqual(instance.reportDate, datetime.date(2011, 7, 18))
self.assertEqual(instance.date, datetime.date(2011, 7, 18))
self.assertEqual(instance.dateTime, datetime.datetime(2011, 7, 18, 0, 0, 0))
self.assertEqual(instance.type, enums.TransferType.FOP)
self.assertEqual(instance.direction, enums.InOut.IN)
self.assertEqual(instance.company, 'HOOLI')
self.assertEqual(instance.account, "12345678")
self.assertEqual(instance.deliveringBroker, "12345")
self.assertEqual(instance.quantity, decimal.Decimal("701.5"))
self.assertEqual(instance.transferPrice, decimal.Decimal("0"))
self.assertEqual(instance.pnlAmount, decimal.Decimal("0"))
self.assertEqual(instance.pnlAmountInBase, decimal.Decimal("0"))
self.assertEqual(instance.code, (enums.Code.STCG, ))


class CorporateActionTestCase(unittest.TestCase):
data = ET.fromstring(
('<CorporateAction accountId="U123456" acctAlias="ibflex test" model="" '
Expand Down

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