rebalance 0.0.1

data/spec/rebalance/target_spec.rb

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+require File.expand_path('../../spec_helper', __FILE__)
+
+describe Rebalance::Target do
+  before do
+    @target = Rebalance::Target.new do
+      asset_class 30, 'Some Asset Class'
+      asset_class 20, 'Another Asset Class'
+      asset_class 50, 'Bonds'
+    end
+  end
+
+  it 'allows asset_class to be called' do
+    @target.asset_classes.size.must_equal 3
+  end
+
+  it 'remembers the asset class description' do
+    @target.asset_classes['Some Asset Class'].must_equal 30
+  end
+
+  describe 'with account information' do
+    before do
+      @account = Rebalance::Account.new 'Test Account' do
+        fund 'ABCDE', 'Some Asset Class', 500, 10.00
+        fund 'FGHIJ', 'Some Asset Class', 300, 25.00
+        fund 'KLMNO', 'Another Asset Class', 75, 300
+        fund 'PQRST', 'Bonds', 35.5, 32.00
+        fund 'UVWXY', 'Bonds', 75, 5.50
+      end
+    end
+
+    it 'calculates the target value for each asset class' do
+      target_values = @target.calculate_target_asset_class_values(@account)
+
+      expected_target_values = {
+        'Some Asset Class' => 10964.55,
+        'Another Asset Class' => 7309.70,
+        'Bonds' => 18274.25
+      }
+
+      target_values.must_equal expected_target_values
+    end
+
+    it 'calculates the current value for each asset class' do
+      current_values = @target.calculate_current_asset_class_values(@account)
+
+      expected_current_values = {
+        'Some Asset Class' => 12500.00,
+        'Another Asset Class' => 22500.00,
+        'Bonds' => 1548.50
+      }
+
+      current_values.must_equal expected_current_values
+    end
+  end
+
+  describe 'with multiple accounts' do
+    before do
+      @wifes_roth = Rebalance::Account.new "Wife's Roth" do
+        fund 'ABCDE', 'Some Asset Class', 500, 10.00 # $5,000
+        fund 'FGHIJ', 'Some Asset Class', 300, 25.00 # $7,500
+        fund 'KLMNO', 'Another Asset Class', 75, 300 # $22,500
+        fund 'PQRST', 'Bonds', 35.5, 32.00           # $1,136
+        fund 'UVWXY', 'Bonds', 75, 5.50              # $412.50
+      end
+
+      @my_roth = Rebalance::Account.new 'My Roth' do
+        fund 'AAAAA', 'Cash', 150, 1.00              # $150
+        fund 'BBBBB', 'Some Asset Class', 10, 23.00  # $230
+        fund 'FGHIJ', 'Some Asset Class', 100, 25.00 # $2,500
+      end
+
+      @my_sep_ira = Rebalance::Account.new 'My SEP IRA' do
+        fund 'ZZZZZ', 'Bonds', 250, 20.25            # $5,062.50
+      end
+    end
+
+    it 'calculates the total value of all accounts' do
+      @target.total_value_of_all_accounts(@wifes_roth, @my_roth, @my_sep_ira).must_equal 44491.00
+    end
+
+    it 'calculates the target value for each asset class' do
+      target_values = @target.calculate_target_asset_class_values(@wifes_roth, @my_roth, @my_sep_ira)
+
+      expected_target_values = {
+        'Some Asset Class' => 13347.30,
+        'Another Asset Class' => 8898.20,
+        'Bonds' => 22245.50
+      }
+
+      target_values.must_equal expected_target_values
+    end
+
+    it 'calculates the current value for each asset class' do
+      current_values = @target.calculate_current_asset_class_values(@wifes_roth, @my_roth, @my_sep_ira)
+
+      expected_current_values = {
+        'Some Asset Class' => 15230.00,
+        'Another Asset Class' => 22500.00,
+        'Bonds' => 6611.00,
+        'Cash' => 150.00
+      }
+
+      current_values.must_equal expected_current_values
+    end
+
+    it 'calculates the current percentage for each asset class' do
+      current_values = @target.calculate_current_asset_class_percentages(@wifes_roth, @my_roth, @my_sep_ira)
+
+      expected_current_values = {
+        'Some Asset Class' => 34.2316,
+        'Another Asset Class' => 50.5720,
+        'Bonds' => 14.8592,
+        'Cash' => 0.3371
+      }
+
+      current_values.must_equal expected_current_values
+    end
+
+    it 'calculates the asset class percentages across all accounts' do
+      expected_percentages = {
+        "Wife's Roth" => {
+        "Some Asset Class" => 28.0956,
+        "Another Asset Class" => 50.5720,
+        "Bonds" => 3.4805
+      },
+        "My Roth" => {
+        "Cash" => 0.3371,
+        "Some Asset Class" => 6.1361
+      },
+        "My SEP IRA" => {
+        "Bonds" => 11.3787
+      }
+      }
+
+      @target.asset_class_percentages_across_all_accounts(@wifes_roth, @my_roth, @my_sep_ira).must_equal expected_percentages
+    end
+  end
+end

data/spec/spec_helper.rb

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+require 'minitest/autorun'
+
+require 'rebalance/target'
+require 'rebalance/account'
+require 'rebalance/fund'
+require 'rebalance/rebalancer'
+
+require 'vcr'
+
+VCR.config do |c|
+  c.cassette_library_dir     = 'spec/cassettes'
+  c.stub_with                :webmock
+  c.default_cassette_options = { :record => :new_episodes }
+end
+
+module MiniTest
+  module Assertions
+    def assert_rebalanced rebalance
+      target = rebalance.target
+      accounts = rebalance.accounts
+
+      target_values = target.calculate_target_asset_class_values(*accounts)
+
+      # Allow the rebalance to be off by half a percent of the total value of all accounts
+      acceptable_delta = target.total_value_of_all_accounts(*accounts) * 0.005
+
+      rebalance.calculate_rebalanced_asset_class_values.each do |asset_class, rebalanced_value|
+        if !target_values[asset_class].nil?
+          rebalanced_value.must_be_within_delta target_values[asset_class], acceptable_delta, "Failed for asset class: #{asset_class}"
+        end
+      end
+    end
+
+    def assert_accounts_have_same_values_after_rebalance rebalance
+      rebalance.accounts.each do |account|
+        if rebalance.accounts.size > 1
+          values = rebalance.rebalanced_values[account.name].values
+        else
+          values = rebalance.rebalanced_values.values
+        end
+        rebalanced_total = values.inject{|sum,x| sum + x }
+        account.total_value.must_be_within_delta rebalanced_total, 0.10
+      end
+    end
+  end
+end

metadata

@@ -0,0 +1,116 @@
+--- !ruby/object:Gem::Specification
+name: rebalance
+version: !ruby/object:Gem::Version
+  version: 0.0.1
+  prerelease: 
+platform: ruby
+authors:
+- Bryce Thornton
+autorequire: 
+bindir: bin
+cert_chain: []
+date: 2011-12-31 00:00:00.000000000 Z
+dependencies:
+- !ruby/object:Gem::Dependency
+  name: ruport
+  requirement: &70357428827480 !ruby/object:Gem::Requirement
+    none: false
+    requirements:
+    - - ! '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :runtime
+  prerelease: false
+  version_requirements: *70357428827480
+- !ruby/object:Gem::Dependency
+  name: json
+  requirement: &70357428826720 !ruby/object:Gem::Requirement
+    none: false
+    requirements:
+    - - ! '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :runtime
+  prerelease: false
+  version_requirements: *70357428826720
+- !ruby/object:Gem::Dependency
+  name: vcr
+  requirement: &70357428826040 !ruby/object:Gem::Requirement
+    none: false
+    requirements:
+    - - ! '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: *70357428826040
+- !ruby/object:Gem::Dependency
+  name: webmock
+  requirement: &70357428825540 !ruby/object:Gem::Requirement
+    none: false
+    requirements:
+    - - ! '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: *70357428825540
+description: Rebalances mutual fund accounts to match your target asset allocation
+email:
+- brycethornton@gmail.com
+executables: []
+extensions: []
+extra_rdoc_files: []
+files:
+- .gitignore
+- Gemfile
+- README.md
+- Rakefile
+- lib/rebalance.rb
+- lib/rebalance/account.rb
+- lib/rebalance/fund.rb
+- lib/rebalance/rebalancer.rb
+- lib/rebalance/target.rb
+- lib/rebalance/version.rb
+- rebalance.gemspec
+- spec/cassettes/price_lookup_for_98765.yml
+- spec/cassettes/price_lookup_for_VISVX.yml
+- spec/cassettes/price_lookup_for_VMMXX.yml
+- spec/rebalance/account_spec.rb
+- spec/rebalance/fund_spec.rb
+- spec/rebalance/rebalancer_spec.rb
+- spec/rebalance/target_spec.rb
+- spec/spec_helper.rb
+homepage: ''
+licenses: []
+post_install_message: 
+rdoc_options: []
+require_paths:
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement
+  none: false
+  requirements:
+  - - ! '>='
+    - !ruby/object:Gem::Version
+      version: '0'
+required_rubygems_version: !ruby/object:Gem::Requirement
+  none: false
+  requirements:
+  - - ! '>='
+    - !ruby/object:Gem::Version
+      version: '0'
+requirements: []
+rubyforge_project: rebalance
+rubygems_version: 1.8.10
+signing_key: 
+specification_version: 3
+summary: Target asset allocation rebalancer
+test_files:
+- spec/cassettes/price_lookup_for_98765.yml
+- spec/cassettes/price_lookup_for_VISVX.yml
+- spec/cassettes/price_lookup_for_VMMXX.yml
+- spec/rebalance/account_spec.rb
+- spec/rebalance/fund_spec.rb
+- spec/rebalance/rebalancer_spec.rb
+- spec/rebalance/target_spec.rb
+- spec/spec_helper.rb