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Improvement: IBFlex handle currency unit mismatches
Extend IBFlex importer to handle cases where the reported unit is not the same as the unit the exchange quotes in (e.g. GBP vs GBX)
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+122
-4
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3 files changed

+122
-4
lines changed

‎name.abuchen.portfolio.tests/src/name/abuchen/portfolio/datatransfer/ibflex/IBFlexStatementExtractorTest.java‎

Lines changed: 68 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -3486,4 +3486,72 @@ public void testIBFlexStatementFile26() throws IOException
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hasAmount("EUR", 62.05), //
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hasTaxes("EUR", 0.00), hasFees("EUR", 0.00)))));
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}
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@Test
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public void testIBFlexStatementFile27() throws IOException
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{
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// Test minor unit currency handling: IBKR provides GBP, security is GBX
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var client = new Client();
3495+
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// Create security with GBX currency (minor unit)
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var eqqq = new Security("INVESCO NASDAQ-100 DIST", "GBX");
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eqqq.setTickerSymbol("EQQQ.L");
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eqqq.setIsin("IE0032077012");
3500+
eqqq.setWkn("35628280");
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client.addSecurity(eqqq);
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3503+
var referenceAccount = new Account("A");
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referenceAccount.setCurrencyCode("GBP");
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client.addAccount(referenceAccount);
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var portfolio = new Portfolio("U1234567");
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portfolio.setReferenceAccount(referenceAccount);
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client.addPortfolio(portfolio);
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var extractor = new IBFlexStatementExtractor(client);
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var activityStatement = getClass().getResourceAsStream("testIBFlexStatementFile27.xml");
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var tempFile = createTempFile(activityStatement);
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var errors = new ArrayList<Exception>();
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var results = extractor.extract(Collections.singletonList(tempFile), errors);
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assertThat(errors, empty());
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assertThat(countSecurities(results), is(0L)); // Security already exists
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assertThat(countBuySell(results), is(1L));
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assertThat(countAccountTransactions(results), is(0L));
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// Find the buy transaction
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BuySellEntry entry = (BuySellEntry) results.stream() //
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.filter(BuySellEntryItem.class::isInstance) //
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.findFirst() //
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.orElseThrow(() -> new AssertionError("Buy transaction not found")) //
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.getSubject();
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// Verify transaction currency is GBP (from IBKR)
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assertThat(entry.getPortfolioTransaction().getCurrencyCode(), is("GBP"));
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// netCash is -1369.52, but transaction amount should be absolute value
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assertThat(entry.getPortfolioTransaction().getAmount(), is(136952L)); // 1369.52 GBP
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// Verify security currency is GBX
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assertThat(entry.getPortfolioTransaction().getSecurity().getCurrencyCode(), is("GBX"));
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// Verify GROSS_VALUE unit exists and has correct conversion
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var grossValueUnit = entry.getPortfolioTransaction().getUnit(Unit.Type.GROSS_VALUE);
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assertThat("GROSS_VALUE unit should be present for GBP->GBX conversion", grossValueUnit.isPresent(), is(true));
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var unit = grossValueUnit.get();
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// GROSS_VALUE unit amount is the gross value before fees
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// Transaction amount is 1369.52 GBP (netCash), fees are 3.00 GBP
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// Gross value = 1369.52 - 3.00 = 1366.52 GBP = 136652 (in smallest unit)
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assertThat(unit.getAmount().getCurrencyCode(), is("GBP"));
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assertThat(unit.getAmount().getAmount(), is(136652L));
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// Forex amount in GBX: 1369.52 GBP * 100 = 136952 GBX (in smallest unit)
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assertThat(unit.getForex().getCurrencyCode(), is("GBX"));
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assertThat(unit.getForex().getAmount(), is(13695200L)); // 136952.00 GBX
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// Exchange rate should be 0.01 (GBP to GBX: 1 GBP = 100 GBX, so rate is 0.01)
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assertThat(unit.getExchangeRate().compareTo(new java.math.BigDecimal("0.01")), is(0));
3556+
}
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}

‎name.abuchen.portfolio.tests/src/name/abuchen/portfolio/datatransfer/ibflex/testIBFlexStatementFile27.xml‎

Lines changed: 11 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,11 @@
1+
<FlexQueryResponse queryName="PP" type="AF">
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<FlexStatements count="1">
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<FlexStatement accountId="U1234567" fromDate="20251201" toDate="20251231" period="LastMonth" whenGenerated="20251220;120000">
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<AccountInformation accountId="U1234567" acctAlias="A" model="" currency="GBP" name="John Doe" accountType="Individual" customerType="Individual" />
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<Trades>
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<Trade accountId="U1234567" acctAlias="" model="" currency="GBP" fxRateToBase="1.1426" assetCategory="STK" subCategory="ETF" symbol="EQQQ.L" description="INVESCO NASDAQ-100 DIST" conid="35628280" securityID="IE0032077012" securityIDType="ISIN" cusip="" isin="IE0032077012" figi="BBG000QYQVV5" listingExchange="LSEETF" underlyingConid="" underlyingSymbol="EQQQ.L" underlyingSecurityID="" underlyingListingExchange="" issuer="" issuerCountryCode="IE" tradeID="1252050191" multiplier="1" relatedTradeID="" strike="" reportDate="20251216" expiry="" dateTime="20251216;103059" putCall="" tradeDate="20251216" principalAdjustFactor="" settleDateTarget="20251218" transactionType="ExchTrade" exchange="TRWBUKETF" quantity="3" tradePrice="455.5054" tradeMoney="1366.52" proceeds="-1366.52" taxes="0" ibCommission="-3" ibCommissionCurrency="GBP" netCash="-1369.52" closePrice="455.49" openCloseIndicator="O" notes="" cost="1369.52" fifoPnlRealized="0" mtmPnl="-0.05" origTradePrice="0" origTradeDate="" origTradeID="" origOrderID="0" origTransactionID="0" buySell="BUY" clearingFirmID="" ibOrderID="1022115019" transactionID="5103375270" ibExecID="00015269.69411ea0.01.01" relatedTransactionID="" rtn="" brokerageOrderID="000e3ea6.0001cbfa.6940ef59.0001" orderReference="" volatilityOrderLink="" exchOrderId="N/A" extExecID="PC16JANEETF201531" orderTime="20251216;103058" openDateTime="" holdingPeriodDateTime="" whenRealized="" whenReopened="" levelOfDetail="EXECUTION" changeInPrice="0" changeInQuantity="0" orderType="LMT" traderID="" isAPIOrder="N" accruedInt="0" initialInvestment="" positionActionID="" serialNumber="" deliveryType="" commodityType="" fineness="0.0" weight="0.0" />
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</Trades>
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</FlexStatement>
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</FlexStatements>
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</FlexQueryResponse>
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‎name.abuchen.portfolio/src/name/abuchen/portfolio/datatransfer/ibflex/IBFlexStatementExtractor.java‎

Lines changed: 43 additions & 4 deletions
Original file line numberDiff line numberDiff line change
@@ -58,6 +58,7 @@
5858
import name.abuchen.portfolio.money.ExchangeRate;
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import name.abuchen.portfolio.money.Money;
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import name.abuchen.portfolio.money.Values;
61+
import name.abuchen.portfolio.money.impl.FixedExchangeRateProvider;
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import name.abuchen.portfolio.online.QuoteFeed;
6263
import name.abuchen.portfolio.online.impl.YahooFinanceQuoteFeed;
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import name.abuchen.portfolio.util.Pair;
@@ -611,6 +612,9 @@ private class IBFlexStatementExtractorResult
611612

612613
portfolioTransaction.setDate(extractDate(element));
613614

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// Set security before amount so that setAmount can detect currency mismatches in all cases
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portfolioTransaction.setSecurity(this.getOrCreateSecurity(element, true));
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614618
// @formatter:off
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// Set amount and check if the element contains the "netCash"
616620
// attribute. If the element contains only the "cost" attribute, the
@@ -621,14 +625,14 @@ private class IBFlexStatementExtractorResult
621625
Money amount = Money.of(asCurrencyCode(element.getAttribute("currency")), asAmount(element.getAttribute("netCash")));
622626

623627
setAmount(element, portfolioTransaction.getPortfolioTransaction(), amount);
624-
setAmount(element, portfolioTransaction.getAccountTransaction(), amount);
628+
portfolioTransaction.getAccountTransaction().setMonetaryAmount(amount);
625629
}
626630
else
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{
628632
Money amount = Money.of(asCurrencyCode(element.getAttribute("currency")), asAmount(element.getAttribute("cost")));
629633

630634
setAmount(element, portfolioTransaction.getPortfolioTransaction(), amount);
631-
setAmount(element, portfolioTransaction.getAccountTransaction(), amount);
635+
portfolioTransaction.getAccountTransaction().setMonetaryAmount(amount);
632636
}
633637

634638
// Set share quantity
@@ -646,8 +650,6 @@ private class IBFlexStatementExtractorResult
646650
Unit taxUnit = new Unit(Unit.Type.TAX, taxes);
647651
portfolioTransaction.getPortfolioTransaction().addUnit(taxUnit);
648652

649-
portfolioTransaction.setSecurity(this.getOrCreateSecurity(element, true));
650-
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// Set note
652654
if (portfolioTransaction.getNote() == null || !portfolioTransaction.getNote().equals(Messages.MsgErrorOrderCancellationUnsupported))
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{
@@ -938,6 +940,43 @@ private BigDecimal getExchangeRate(Element element, String fromCurrency, String
938940
return fromRate.divide(toRate, 10, RoundingMode.HALF_DOWN);
939941
}
940942

943+
// Check if there's a fixed exchange rate (e.g. GBP/GBX)
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BigDecimal fixedRate = getUnitExchangeRate(fromCurrency, toCurrency);
945+
if (fixedRate != null)
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return fixedRate;
947+
948+
return null;
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}
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/**
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* Returns the exchange rate for currency pairs with a fixed relationship
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* (e.g. GBX/GBP) using FixedExchangeRateProvider. Handles both directions.
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*
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* @param fromCurrency The source currency
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* @param toCurrency The target currency
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* @return The exchange rate, or null if not a known fixed-rate pair
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*/
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private BigDecimal getUnitExchangeRate(String fromCurrency, String toCurrency)
960+
{
961+
var provider = new FixedExchangeRateProvider();
962+
963+
for (var series : provider.getAvailableTimeSeries(null))
964+
{
965+
if (series.getRates().isEmpty())
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continue;
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968+
BigDecimal rate = series.getRates().get(0).getValue();
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if (series.getBaseCurrency().equals(fromCurrency) && series.getTermCurrency().equals(toCurrency))
971+
{
972+
return rate;
973+
}
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else if (series.getBaseCurrency().equals(toCurrency) && series.getTermCurrency().equals(fromCurrency))
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{
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return BigDecimal.ONE.divide(rate, 10, RoundingMode.HALF_UP);
977+
}
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}
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return null;
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}
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