rebalance 0.0.1
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- data/.gitignore +6 -0
- data/Gemfile +4 -0
- data/README.md +100 -0
- data/Rakefile +10 -0
- data/lib/rebalance.rb +4 -0
- data/lib/rebalance/account.rb +42 -0
- data/lib/rebalance/fund.rb +45 -0
- data/lib/rebalance/rebalancer.rb +306 -0
- data/lib/rebalance/target.rb +84 -0
- data/lib/rebalance/version.rb +3 -0
- data/rebalance.gemspec +26 -0
- data/spec/cassettes/price_lookup_for_98765.yml +40 -0
- data/spec/cassettes/price_lookup_for_VISVX.yml +42 -0
- data/spec/cassettes/price_lookup_for_VMMXX.yml +41 -0
- data/spec/rebalance/account_spec.rb +37 -0
- data/spec/rebalance/fund_spec.rb +28 -0
- data/spec/rebalance/rebalancer_spec.rb +285 -0
- data/spec/rebalance/target_spec.rb +138 -0
- data/spec/spec_helper.rb +46 -0
- metadata +116 -0
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require File.expand_path('../../spec_helper', __FILE__)
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describe Rebalance::Target do
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before do
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@target = Rebalance::Target.new do
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asset_class 30, 'Some Asset Class'
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asset_class 20, 'Another Asset Class'
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asset_class 50, 'Bonds'
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end
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end
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it 'allows asset_class to be called' do
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@target.asset_classes.size.must_equal 3
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end
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it 'remembers the asset class description' do
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@target.asset_classes['Some Asset Class'].must_equal 30
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end
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describe 'with account information' do
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before do
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@account = Rebalance::Account.new 'Test Account' do
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fund 'ABCDE', 'Some Asset Class', 500, 10.00
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fund 'FGHIJ', 'Some Asset Class', 300, 25.00
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fund 'KLMNO', 'Another Asset Class', 75, 300
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fund 'PQRST', 'Bonds', 35.5, 32.00
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fund 'UVWXY', 'Bonds', 75, 5.50
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end
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end
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it 'calculates the target value for each asset class' do
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target_values = @target.calculate_target_asset_class_values(@account)
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expected_target_values = {
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'Some Asset Class' => 10964.55,
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'Another Asset Class' => 7309.70,
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'Bonds' => 18274.25
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}
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target_values.must_equal expected_target_values
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end
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it 'calculates the current value for each asset class' do
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current_values = @target.calculate_current_asset_class_values(@account)
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expected_current_values = {
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'Some Asset Class' => 12500.00,
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'Another Asset Class' => 22500.00,
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'Bonds' => 1548.50
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}
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current_values.must_equal expected_current_values
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end
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end
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describe 'with multiple accounts' do
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before do
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@wifes_roth = Rebalance::Account.new "Wife's Roth" do
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fund 'ABCDE', 'Some Asset Class', 500, 10.00 # $5,000
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fund 'FGHIJ', 'Some Asset Class', 300, 25.00 # $7,500
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fund 'KLMNO', 'Another Asset Class', 75, 300 # $22,500
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fund 'PQRST', 'Bonds', 35.5, 32.00 # $1,136
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fund 'UVWXY', 'Bonds', 75, 5.50 # $412.50
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end
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@my_roth = Rebalance::Account.new 'My Roth' do
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fund 'AAAAA', 'Cash', 150, 1.00 # $150
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fund 'BBBBB', 'Some Asset Class', 10, 23.00 # $230
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fund 'FGHIJ', 'Some Asset Class', 100, 25.00 # $2,500
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end
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@my_sep_ira = Rebalance::Account.new 'My SEP IRA' do
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fund 'ZZZZZ', 'Bonds', 250, 20.25 # $5,062.50
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end
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end
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it 'calculates the total value of all accounts' do
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@target.total_value_of_all_accounts(@wifes_roth, @my_roth, @my_sep_ira).must_equal 44491.00
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end
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it 'calculates the target value for each asset class' do
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target_values = @target.calculate_target_asset_class_values(@wifes_roth, @my_roth, @my_sep_ira)
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expected_target_values = {
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'Some Asset Class' => 13347.30,
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'Another Asset Class' => 8898.20,
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'Bonds' => 22245.50
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}
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target_values.must_equal expected_target_values
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end
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it 'calculates the current value for each asset class' do
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current_values = @target.calculate_current_asset_class_values(@wifes_roth, @my_roth, @my_sep_ira)
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expected_current_values = {
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'Some Asset Class' => 15230.00,
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'Another Asset Class' => 22500.00,
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'Bonds' => 6611.00,
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'Cash' => 150.00
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}
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current_values.must_equal expected_current_values
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end
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it 'calculates the current percentage for each asset class' do
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current_values = @target.calculate_current_asset_class_percentages(@wifes_roth, @my_roth, @my_sep_ira)
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expected_current_values = {
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'Some Asset Class' => 34.2316,
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'Another Asset Class' => 50.5720,
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'Bonds' => 14.8592,
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'Cash' => 0.3371
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}
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current_values.must_equal expected_current_values
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end
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it 'calculates the asset class percentages across all accounts' do
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expected_percentages = {
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"Wife's Roth" => {
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"Some Asset Class" => 28.0956,
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"Another Asset Class" => 50.5720,
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"Bonds" => 3.4805
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},
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"My Roth" => {
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"Cash" => 0.3371,
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"Some Asset Class" => 6.1361
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},
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"My SEP IRA" => {
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"Bonds" => 11.3787
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}
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}
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@target.asset_class_percentages_across_all_accounts(@wifes_roth, @my_roth, @my_sep_ira).must_equal expected_percentages
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end
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end
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end
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data/spec/spec_helper.rb
ADDED
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require 'minitest/autorun'
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require 'rebalance/target'
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require 'rebalance/account'
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require 'rebalance/fund'
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require 'rebalance/rebalancer'
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require 'vcr'
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VCR.config do |c|
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c.cassette_library_dir = 'spec/cassettes'
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c.stub_with :webmock
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c.default_cassette_options = { :record => :new_episodes }
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end
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module MiniTest
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module Assertions
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def assert_rebalanced rebalance
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target = rebalance.target
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accounts = rebalance.accounts
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target_values = target.calculate_target_asset_class_values(*accounts)
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# Allow the rebalance to be off by half a percent of the total value of all accounts
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acceptable_delta = target.total_value_of_all_accounts(*accounts) * 0.005
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rebalance.calculate_rebalanced_asset_class_values.each do |asset_class, rebalanced_value|
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if !target_values[asset_class].nil?
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rebalanced_value.must_be_within_delta target_values[asset_class], acceptable_delta, "Failed for asset class: #{asset_class}"
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end
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end
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end
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def assert_accounts_have_same_values_after_rebalance rebalance
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rebalance.accounts.each do |account|
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if rebalance.accounts.size > 1
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values = rebalance.rebalanced_values[account.name].values
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else
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values = rebalance.rebalanced_values.values
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end
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rebalanced_total = values.inject{|sum,x| sum + x }
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account.total_value.must_be_within_delta rebalanced_total, 0.10
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end
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end
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end
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end
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metadata
ADDED
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--- !ruby/object:Gem::Specification
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name: rebalance
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version: !ruby/object:Gem::Version
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version: 0.0.1
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prerelease:
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platform: ruby
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authors:
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- Bryce Thornton
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autorequire:
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bindir: bin
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cert_chain: []
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date: 2011-12-31 00:00:00.000000000 Z
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dependencies:
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- !ruby/object:Gem::Dependency
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name: ruport
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requirement: &70357428827480 !ruby/object:Gem::Requirement
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none: false
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requirements:
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- - ! '>='
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- !ruby/object:Gem::Version
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version: '0'
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type: :runtime
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prerelease: false
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version_requirements: *70357428827480
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- !ruby/object:Gem::Dependency
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name: json
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requirement: &70357428826720 !ruby/object:Gem::Requirement
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none: false
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requirements:
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- - ! '>='
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- !ruby/object:Gem::Version
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version: '0'
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type: :runtime
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prerelease: false
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version_requirements: *70357428826720
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- !ruby/object:Gem::Dependency
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name: vcr
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requirement: &70357428826040 !ruby/object:Gem::Requirement
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none: false
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requirements:
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41
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- - ! '>='
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- !ruby/object:Gem::Version
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version: '0'
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type: :development
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prerelease: false
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46
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version_requirements: *70357428826040
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47
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- !ruby/object:Gem::Dependency
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name: webmock
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requirement: &70357428825540 !ruby/object:Gem::Requirement
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none: false
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requirements:
|
52
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- - ! '>='
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53
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- !ruby/object:Gem::Version
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version: '0'
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type: :development
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prerelease: false
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version_requirements: *70357428825540
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description: Rebalances mutual fund accounts to match your target asset allocation
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email:
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- brycethornton@gmail.com
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executables: []
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extensions: []
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extra_rdoc_files: []
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files:
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- .gitignore
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- Gemfile
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67
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- README.md
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68
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- Rakefile
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69
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- lib/rebalance.rb
|
70
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- lib/rebalance/account.rb
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71
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- lib/rebalance/fund.rb
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72
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- lib/rebalance/rebalancer.rb
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73
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- lib/rebalance/target.rb
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74
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- lib/rebalance/version.rb
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75
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- rebalance.gemspec
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76
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- spec/cassettes/price_lookup_for_98765.yml
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77
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- spec/cassettes/price_lookup_for_VISVX.yml
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78
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- spec/cassettes/price_lookup_for_VMMXX.yml
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79
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- spec/rebalance/account_spec.rb
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80
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- spec/rebalance/fund_spec.rb
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81
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- spec/rebalance/rebalancer_spec.rb
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82
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- spec/rebalance/target_spec.rb
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83
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- spec/spec_helper.rb
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84
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homepage: ''
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licenses: []
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86
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post_install_message:
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87
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rdoc_options: []
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88
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require_paths:
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89
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- lib
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required_ruby_version: !ruby/object:Gem::Requirement
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91
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none: false
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92
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requirements:
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93
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- - ! '>='
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94
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- !ruby/object:Gem::Version
|
95
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version: '0'
|
96
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required_rubygems_version: !ruby/object:Gem::Requirement
|
97
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none: false
|
98
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requirements:
|
99
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+
- - ! '>='
|
100
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- !ruby/object:Gem::Version
|
101
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version: '0'
|
102
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requirements: []
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103
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rubyforge_project: rebalance
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rubygems_version: 1.8.10
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signing_key:
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specification_version: 3
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summary: Target asset allocation rebalancer
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test_files:
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109
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- spec/cassettes/price_lookup_for_98765.yml
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110
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- spec/cassettes/price_lookup_for_VISVX.yml
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111
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- spec/cassettes/price_lookup_for_VMMXX.yml
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112
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- spec/rebalance/account_spec.rb
|
113
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- spec/rebalance/fund_spec.rb
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114
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- spec/rebalance/rebalancer_spec.rb
|
115
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- spec/rebalance/target_spec.rb
|
116
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- spec/spec_helper.rb
|