kwess 0.0.7__py3-none-any.whl → 0.1.0__py3-none-any.whl

kwess/__init__.py

@@ -1,7 +1,7 @@
 
 import requests
 import sys
-from pprint import pprint
+from pprint import pprint as pp
 from datetime import datetime as dt, timezone as tz, timedelta as td
 import time
 import json
@@ -179,7 +179,7 @@ class Trader:
             print(f"Accounts for user id {self.userid}:")
         for account in self.accounts:
             if verbose:
-                pprint(account)
+                pp(account)
             yield account
 
 
@@ -262,7 +262,7 @@ class Trader:
             self._report_and_exit(resp.request.url, resp.text, "Failed to query server for account activities.", f"{self.server_type} server returned {resp.status_code} on get_account_activities().", ex)
 
         if verbosity > 1:
-            pprint(resp.json())
+            pp(resp.json())
         return resp.json()
     
 
@@ -413,7 +413,7 @@ class Trader:
             self._report_and_exit(resp.request.url, resp.text, "Failed to query server for account orders.", f"{self.server_type} server returned {resp.status_code} on get_account_orders().", ex)
 
         if verbosity > 1:
-            pprint(resp.json())
+            pp(resp.json())
         return resp.json()
 
 
@@ -449,7 +449,7 @@ class Trader:
             self._report_and_exit(resp.request.url, resp.text, "Failed to query server for account orders by ids.", f"{self.server_type} server returned {resp.status_code} on get_account_orders_by_ids().", ex)
 
         if verbosity > 0:
-            pprint(resp.json())
+            pp(resp.json())
         return resp.json()
     
 
@@ -494,7 +494,7 @@ class Trader:
             self._report_and_exit(resp.request.url, resp.text, "Failed to query server for account executions.", f"{self.server_type} server returned {resp.status_code} on get_account_executions().", ex)
 
         if verbosity > 1:
-            pprint(resp.json())
+            pp(resp.json())
         return resp.json()
 
 
@@ -525,7 +525,7 @@ class Trader:
             self._report_and_exit(resp.request.url, resp.text, "Failed to query server for account balances.", f"{self.server_type} server returned {resp.status_code} on get_account_balances().", ex)
 
         if verbosity > 0:
-            pprint(resp.json())
+            pp(resp.json())
         return resp.json()
 
 
@@ -556,7 +556,7 @@ class Trader:
             self._report_and_exit(resp.request.url, resp.text, "Failed to query server for account positions.", f"{self.server_type} server returned {resp.status_code} on get_account_positions().", ex)
 
         if verbosity > 0:
-            pprint(resp.json())
+            pp(resp.json())
         return resp.json()
 
 
@@ -583,7 +583,7 @@ class Trader:
 
         rd = resp.json()
         if verbosity > 0:
-            pprint(dt.strptime(rd["time"][:-13], '%Y-%m-%dT%X'))
+            pp(dt.strptime(rd["time"][:-13], '%Y-%m-%dT%X'))
         return dt.strptime(rd["time"][:-13], '%Y-%m-%dT%X'), rd
 
 
@@ -623,7 +623,7 @@ class Trader:
             self._report_and_exit(resp.request.url, resp.text, "Failed to query server for market candles.", f"{self.server_type} server returned {resp.status_code} on get_market_candles().", ex)
 
         if verbosity > 0:
-            pprint(resp.json())
+            pp(resp.json())
         return resp.json()
             
 
@@ -652,7 +652,7 @@ class Trader:
             self._report_and_exit(resp.request.url, resp.text, "Failed to query server for market quote strategies.", f"{self.server_type} server returned {resp.status_code} on get_market_quotes_strategies().", ex)
 
         if verbosity > 0:
-            pprint(resp.json())
+            pp(resp.json())
         return resp.json()
 
 
@@ -684,7 +684,7 @@ class Trader:
             self._report_and_exit(resp.request.url, resp.text, "Failed to query server for market quote options.", f"{self.server_type} server returned {resp.status_code} on get_market_quotes_options().", ex)
 
         if verbosity > 0:
-            pprint(resp.json())
+            pp(resp.json())
         return resp.json()
             
             
@@ -729,7 +729,7 @@ class Trader:
             self._report_and_exit(resp.request.url, resp.text, "Failed to query server for market quotes.", f"{self.server_type} server returned {resp.status_code} on get_market_quotes().", ex)
 
         if verbosity > 0:
-            pprint(resp.json())
+            pp(resp.json())
         return resp.json()
     
 
@@ -756,7 +756,7 @@ class Trader:
             self._report_and_exit(resp.request.url, resp.text, "Failed to query server for markets.", f"{self.server_type} server returned {resp.status_code} on get_markets().", ex)
 
         if verbosity > 0:
-            pprint(resp.json())
+            pp(resp.json())
         return resp.json()
     
 
@@ -784,7 +784,7 @@ class Trader:
             self._report_and_exit(resp.request.url, resp.text, "Failed to query server for symbol options.", f"{self.server_type} server returned {resp.status_code} on get_symbol_options().", ex)
 
         if verbosity > 0:
-            pprint(resp.json())
+            pp(resp.json())
         return resp.json()
             
 
@@ -814,7 +814,7 @@ class Trader:
             self._report_and_exit(resp.request.url, resp.text, "Failed to search server for symbols.", f"{self.server_type} server returned {resp.status_code} on search_symbols().", ex)
 
         if verbosity > 0:
-            pprint(resp.json())
+            pp(resp.json())
         return resp.json()
 
 
@@ -855,7 +855,7 @@ class Trader:
             self._report_and_exit(resp.request.url, resp.text, "Failed to query server for symbols by ids.", f"{self.server_type} server returned {resp.status_code} on get_symbols_by_ids().", ex)
 
         if verbosity > 0:
-            pprint(resp.json())
+            pp(resp.json())
         return resp.json()
 
 
@@ -889,6 +889,6 @@ class Trader:
             self._report_and_exit(resp.request.url, resp.text, "Failed to query server for symbols by names.", f"{self.server_type} server returned {resp.status_code} on get_symbols_by_names().", ex)
 
         if verbosity > 0:
-            pprint(resp.json())
+            pp(resp.json())
         return resp.json()
 

kwess/__main__.py

@@ -0,0 +1,7 @@
+
+from kwess.kwess_acb import main
+
+
+if __name__ == "__main__":
+    main()
+    

kwess/kwess_acb.py

@@ -0,0 +1,176 @@
+# kwess_acb.py
+
+import json
+from pathlib import Path
+from pprint import pprint as pp
+from datetime import datetime as dt
+import argparse
+import math
+import sys
+
+
+class Activities:
+    def __init__(self, cut_off_year=0, path="."):
+        """
+        Description:
+            Initializer of an Activities object.
+            Parameters:
+                - cut_off_year the ACB will be calculated up until (but not including) the cut_off_year.
+                - path directory path in which your Questrade investment activities logs are located.
+            Returns:
+                Activities object.
+        """
+        self.data = []
+        self.all_symbols = set()
+        self.path = path
+        self.symbol = ""
+        if cut_off_year == 0:
+            self.cut_off_year = dt.today().year
+        else:
+            self.cut_off_year = cut_off_year
+        self.load_from_json_files()
+
+        
+    def load_from_json_files(self):
+        """
+        Description:
+            Loads activities logs. It is called during Activities object initialization.
+        """
+        p = Path(self.path)
+        if not p.exists():
+            print(f"Invalid path: {self.path}")
+            sys.exit(1)
+        data = []
+        for e in p.glob("*activities*.json"):
+            with e.open(mode="rt") as f:
+                t = f.read()
+                t = t.replace("}{", "},{")
+                s = "[" + t + "]"
+                l = json.loads(s)
+                for d in l:
+                    for v in d.values():
+                        for a in v:
+                            #pp(a)
+                            if (dt.fromisoformat(a["settlementDate"]).year < self.cut_off_year) and (a["action"] in ("Buy", "Sell")):
+                                data.append(a)
+                                self.all_symbols.add(a["symbol"])
+        self.data = sorted(data, key=lambda x: dt.fromisoformat(x["settlementDate"]))
+
+
+    def generate_adjusted_cost_base(self, symbol, include_fees=True):
+        """
+        Description:
+            Calculates the ACB and prints profit/loss of Sell transactions for the given symbol.
+        Parameters:
+                - symbol the ticker symbol.
+                - include_fees whether or not to include the commission fees in the calculation. Defaults to True.    
+        """
+        prev_shares = 0
+        prev_cost_base = 0
+        prev_cost_base_per_share = 1
+        add_newline = False
+        for e in self.data:
+            if e["symbol"] == symbol.upper():
+                if e["action"] == "Buy":
+                    shares = e["quantity"] + prev_shares
+                    if include_fees:
+                        cost_base = math.fabs(e["netAmount"]) + prev_cost_base  # includes commission and fees
+                    else:
+                        cost_base = math.fabs(e["grossAmount"]) + prev_cost_base  # does not include commission and fees
+                    e["total_shares"] = shares
+                    e["total_cost_base"] = cost_base
+                    e["cost_base_per_share"] = cost_base / shares
+                    prev_shares = shares
+                    prev_cost_base = cost_base
+                    prev_cost_base_per_share = e["cost_base_per_share"]
+                elif e["action"] == "Sell":
+                    cost_base_per_share = prev_cost_base_per_share
+                    if include_fees:
+                        #print(f"e[grossAmount] {e["grossAmount"]}\ne[commission] {e["commission"]}\ne[quantity] {e["quantity"]}\nprev_cost_base {prev_cost_base}\n prev_shares {prev_shares}")
+                        capital_gain_loss = e["grossAmount"] + e["commission"] + e["quantity"] * cost_base_per_share
+                    else:
+                        capital_gain_loss = e["grossAmount"] + e["quantity"] * cost_base_per_share
+                    prev_cost_base += e["quantity"] * cost_base_per_share
+                    prev_shares += e["quantity"]
+                    e["capital_gain_loss"] = capital_gain_loss
+                    e["total_shares"] = prev_shares
+                    e["total_cost_base"] = prev_cost_base # for debugging
+                    e["cost_base_per_share"] = cost_base_per_share # for debugging
+                    if capital_gain_loss > 0:
+                        print(f'{symbol} capital gain of {capital_gain_loss} on {e["settlementDate"]}')
+                        add_newline = True
+                    elif capital_gain_loss < 0:
+                        print(f'{symbol} capital loss of {capital_gain_loss} on {e["settlementDate"]}')
+                        add_newline = True
+        if add_newline:
+            print()
+
+
+    def generate_all_ACBs(self, include_fees=True):
+        """
+        Description:
+            Calculates the ACB and prints profit/loss of Sell transactions for all the symbols present in the activities logs.
+        Parameters:
+                - include_fees whether or not to include the commission fees in the calculation. Defaults to True.    
+        """
+        for symbol in self.all_symbols:
+            self.generate_adjusted_cost_base(symbol, include_fees)
+
+
+    def print_by_symbol(self, symbol):
+        """
+        Description:
+            Prints the activities logs relating to symbol.
+        Parameters:
+                - symbol the ticker symbol.    
+        """
+        for e in self.data:
+            if e["symbol"] == symbol.upper():
+                pp(e)
+
+
+    def __str__(self):
+        """
+        Description:
+            Used for printing the activities logs.
+        Returns:
+            String representation of the activities logs.
+        """
+        s = ""
+        for e in self.data:
+            s = "\n".join([s, str(e)])
+        return s
+
+
+    def __repr__(self):
+        """
+        Description:
+            Used for printing the activities object.
+        Returns:
+            String representation of the Activities object.
+        """
+        return f"Activities(data: {self.data}\nsymbol: {self.symbol}\nall_symbols: {self.all_symbols}\npath: {self.path}\ncut_off_year: {self.cut_off_year})"
+
+
+def main():
+    """
+        Description:
+            Calculates the ACB and prints the profit/loss of Sell transactions for the symbol(s) present in the activities logs.
+    """
+    parser = argparse.ArgumentParser(prog="kwess_acb.py", description="Computes the ACB (Average/Adjusted Cost Base) from kwess activity logs, and prints profit/loss of Sell transactions.")
+    parser.add_argument("-s", "--symbol", nargs="+", help="ticker symbol(s).")
+    parser.add_argument("-y", "--cut_off_year", default=0, help="cut off year. defaults to the current year.")
+    parser.add_argument("-p", "--path", default=".", help="path of the directory containing the logs. defaults to the current directory.")
+    args = parser.parse_args()
+
+    acts = Activities(cut_off_year=int(args.cut_off_year), path=args.path)
+    if args.symbol:
+        for symbol in args.symbol:
+            acts.generate_adjusted_cost_base(symbol)
+    else:
+        acts.generate_all_ACBs()
+
+
+
+if __name__ == "__main__":
+    main()

{kwess-0.0.7.dist-info → kwess-0.1.0.dist-info}/METADATA

@@ -1,32 +1,34 @@
-Metadata-Version: 2.1
+Metadata-Version: 2.4
 Name: kwess
-Version: 0.0.7
+Version: 0.1.0
 Summary: Questrade API wrapper.
-Home-page: https://github.com/kaiyoux/kwess
-Author: Issa Lompo
-Author-email: kaiyoux@gmail.com
-Maintainer: Issa Lompo
-Maintainer-email: kaiyoux@gmail.com
-License: GNU General Public License v3 (GPLv3)
-Project-URL: Bug Tracker, https://github.com/kaiyoux/kwess/issues
-Keywords: Questrade,api,REST,wrapper
+Author-email: Issa Lompo <kaiyoux@gmail.com>
+Maintainer-email: Issa Lompo <kaiyoux@gmail.com>
+License-Expression: GPL-3.0-or-later
+Project-URL: Homepage, https://github.com/pypa/kwess
+Project-URL: Bug Tracker, https://github.com
+Keywords: questrade,api,REST,wrapper,ACB,profit,loss,average cost base,adjusted cost base,logs,kwess
 Classifier: Programming Language :: Python :: 3
-Classifier: License :: OSI Approved :: GNU General Public License v3 (GPLv3)
 Classifier: Operating System :: OS Independent
 Classifier: Development Status :: 5 - Production/Stable
 Classifier: Intended Audience :: Developers
 Requires-Python: >=3.6
 Description-Content-Type: text/markdown
 License-File: LICENSE.txt
-Requires-Dist: requests >=2.28.1
+Requires-Dist: requests>=2.28.1
+Dynamic: license-file
 
 # Introduction
 
 Yet another Questrade API wrapper.
-
 For details about the input parameters and output results, please visit
 the [Questrade API documentation](https://www.questrade.com/api/home).
 
+Also includes an executable module that determines the ACB 
+(Average/Adjusted Cost Base) of buy and sell activities from 
+saved logs, and prints the profit/loss amounts of sell transactions 
+up till, but not including, a given cut-off year.
+
 ### To install:
 **python -m pip install kwess**
 
@@ -99,7 +101,7 @@ print(accs)
 sim = qs.search_symbols("vfv", verbose="88")
 print(sim)
 
-sim = qs.get_symbols_by_names("xdiv.to,xuu.to,cve.to", verbose="**")
+sim = qs.get_symbols_by_names("xdiv.to,xuu.to,qqc.to", verbose="**")
 print(sim)
 
 sim = qs.get_symbols_by_names("hom.un.to")
@@ -128,6 +130,50 @@ pprint(ops)
 
 ```
 
+# Sample Script To Pull Your Questrade Logs
+
+```
+from kwess import Trader
+from datetime import datetime as dt
+import json
+
+
+def get_logs(qt, startdate, enddate=None, accounttype="TFSA"):
+    """
+    Parameters:
+        - qt Trader object.
+        - startdate datetime object for beginning period.
+        - enddate datetime object for end period. Defaults to None, which will be treated as now.
+        - accounttype type of account for which activities will be obtained. Defaults to TFSA.
+    """
+    if enddate == None:
+        enddate = dt.now()
+    for filename in ["activities", "orders", "executions"]:
+        filename = accounttype + "_account_" + filename + "_from_" + str(startdate.date()) + "_to_" + str(enddate.date()) + ".json"
+        with open(filename, mode="at", encoding="utf-8") as jfp:
+            if "activities" in filename:
+                accs = qt.get_account_activities(accounttype=accounttype, startdatetime=startdate, enddatetime=enddate, verbose="nnn")
+            elif "orders" in filename:
+                accs = qt.get_account_orders(accounttype=accounttype, startdatetime=startdate, enddatetime=enddate, verbose="nnn")
+            else:
+                accs = qt.get_account_executions(accounttype=accounttype, startdatetime=startdate, enddatetime=enddate, verbose='nnn')
+            
+            for acc in accs:
+                json.dump(acc, jfp, ensure_ascii=False, indent=2)
+
+
+ 
+
+if __name__ == "__main__":
+    #account_types = ["TFSA", "Cash", "Margin"]
+    #account_types = ["Cash"]
+    account_types = ["Margin"]
+    qt = Trader(verbose='n')
+
+    for acc_type in account_types:
+        get_logs(qt=qt, accounttype=acc_type, startdate=dt(year=2025, month=9, day=17))
+
+```
 
 # API Class And Methods
 
@@ -501,5 +547,32 @@ Returns:
     If gmt is True, the returned time will be considered as gmt time.
 ```
 
+# Example of Executable Module
+
+Open a command line in the directory containing your logs, and run the module:
+```
+    kwess_acb
+(or)
+    python -m kwess.kwess_acb
+
+```
+
+### To run the scrpit:
+**kwess_acb [-h] [-s SYMBOL [SYMBOL ...]] [-y CUT_OFF_YEAR] [-p PATH]**
+```
+Computes the ACB (Average/Adjusted Cost Base) from kwess activity logs, and 
+prints profit/loss of Sell transactions.
+
+options:
+  -h, --help            show this help message and exit.
+  -s SYMBOL [SYMBOL ...], --symbol SYMBOL [SYMBOL ...]
+                        ticker symbol(s).
+  -y CUT_OFF_YEAR, --cut_off_year CUT_OFF_YEAR
+                        cut off year. defaults to the current year.
+  -p PATH, --path PATH  path of the directory containing the logs. 
+			defaults to the current directory.
+
+```
+
 
 Let me know if you have any questions: <kaiyoux@gmail.com>

kwess-0.1.0.dist-info/RECORD

@@ -0,0 +1,10 @@
+kwess/__init__.py,sha256=ma5qr504ZX-5aB3pSJz6OIXncDpdv-j0L7GyeDAOLe8,43905
+kwess/__main__.py,sha256=Y3IEU-vW_vbl_cpabJfofkyJPvjrZM-AnEKWitFUdeQ,86
+kwess/kwess_acb.py,sha256=fIEwBgygiYbSdmvwcq-utDIS4wJa7iJv9FcJT72PZJI,7239
+kwess-0.1.0.dist-info/licenses/LICENSE.txt,sha256=gcuuhKKc5-dwvyvHsXjlC9oM6N5gZ6umYbC8ewW1Yvg,35821
+kwess-0.1.0.dist-info/METADATA,sha256=y7LMOdHx1DcSIhalWYfANCuDL73bOLbRCnsiZFF7z24,22714
+kwess-0.1.0.dist-info/WHEEL,sha256=wUyA8OaulRlbfwMtmQsvNngGrxQHAvkKcvRmdizlJi0,92
+kwess-0.1.0.dist-info/entry_points.txt,sha256=jzERIdOqYeuefJsph3YQRGdUZYVdN1uo4SAQq17SNMI,51
+kwess-0.1.0.dist-info/top_level.txt,sha256=jdYzcYQHwnZajr9CyHMIRBi6MrEGYTJ-uaAT3M50kP0,6
+kwess-0.1.0.dist-info/zip-safe,sha256=frcCV1k9oG9oKj3dpUqdJg1PxRT2RSN_XKdLCPjaYaY,2
+kwess-0.1.0.dist-info/RECORD,,

{kwess-0.0.7.dist-info → kwess-0.1.0.dist-info}/WHEEL

@@ -1,5 +1,5 @@
 Wheel-Version: 1.0
-Generator: bdist_wheel (0.43.0)
+Generator: setuptools (80.10.2)
 Root-Is-Purelib: true
 Tag: py3-none-any
 

kwess-0.1.0.dist-info/entry_points.txt

@@ -0,0 +1,2 @@
+[console_scripts]
+kwess_acb = kwess.kwess_acb:main

kwess-0.0.7.dist-info/RECORD

@@ -1,7 +0,0 @@
-kwess/__init__.py,sha256=hG0J_zyNPRCVd-_VEbg9a26HvtfcbdnkUHpRJ0PhyGI,43967
-kwess-0.0.7.dist-info/LICENSE.txt,sha256=gcuuhKKc5-dwvyvHsXjlC9oM6N5gZ6umYbC8ewW1Yvg,35821
-kwess-0.0.7.dist-info/METADATA,sha256=MbNWz6np_171fBoycthEz60AQ7kqj3APbDS7sykUpH0,19940
-kwess-0.0.7.dist-info/WHEEL,sha256=GJ7t_kWBFywbagK5eo9IoUwLW6oyOeTKmQ-9iHFVNxQ,92
-kwess-0.0.7.dist-info/top_level.txt,sha256=jdYzcYQHwnZajr9CyHMIRBi6MrEGYTJ-uaAT3M50kP0,6
-kwess-0.0.7.dist-info/zip-safe,sha256=frcCV1k9oG9oKj3dpUqdJg1PxRT2RSN_XKdLCPjaYaY,2
-kwess-0.0.7.dist-info/RECORD,,