Swiftpack.co - openalloc/AllocData as Swift Package

Swiftpack.co is a collection of thousands of indexed Swift packages. Search packages.
openalloc/AllocData
Data Model for Financial Applications
.package(url: "https://github.com/openalloc/AllocData.git", from: "1.1.2")

AllocData

An open data model for financial applications, typically those used by the do-it-yourself investor.

Entities

The following entities are defined in the AllocData data model.

MAccount

This is the openalloc/account schema.

Each row of the Accounts table describes a unique account.

Name Type IsRequired IsKey Descript
accountID string true true The account number of the account.
title string false false The title of the account.
isActive bool false false Is the account active? (NOTE: no longer used by FlowAllocator)
isTaxable bool false false Is the account taxable? (default: false)
canTrade bool false false Can you trade securities in the account? (default: false)
accountStrategyID string false false The strategy associated with this account, if any.

MAllocation

This is the openalloc/allocation schema.

Each row of the Allocations table describes a ‘slice’ of a strategy’s allocation pie.

Name Type IsRequired IsKey Descript
allocationStrategyID string true true The strategy associated with this allocation.
allocationAssetID string true true The asset of the allocation.
targetPct double false false The fraction of the asset in the strategy.
isLocked bool false false Whether the targetPct is locked (or floating).

MAsset

This is the openalloc/asset schema.

Each row of the Assets table describes a unique asset class.

It also establishes relations between assets.

Name Type IsRequired IsKey Descript
assetID string true true The id of the asset.
title string false false The title of the asset.
colorCode int false false The code for the asset's color palette.
parentAssetID string false false The id of the parent of the asset.

MCap

This is the openalloc/cap schema.

This table describes limits on allocation for an asset class within an account.

Name Type IsRequired IsKey Descript
capAccountID string true true The account in which the limit will be imposed.
capAssetID string true true The asset in which the limit will be imposed.
limitPct double false false Allocate no more than this fraction of the account's capacity to the asset.

MHolding

This is the openalloc/holding schema.

A table where each row describes an individual position, with account, ticker, share count, share basis, etc.

Name Type IsRequired IsKey Descript
holdingAccountID string true true The account hosting the position.
holdingSecurityID string true true The security of the position.
holdingLotID string true true The lot of the position, if any.
shareCount double false false The number of shares held in the position.
shareBasis double false false The price paid per share of the security.
acquiredAt date false false The date of the acquisition.

MSecurity

This is the openalloc/security schema.

Table where each row describes a unique security, with its ticker, asset class and latest price.

Name Type IsRequired IsKey Descript
securityID string true true The symbol/securityID of the security.
securityAssetID string false false The asset class of the security.
sharePrice double false false The reported price of one share of the security.
updatedAt date false false The timestamp of the the reported price.
securityTrackerID string false false The index the security is tracking.

MStrategy

This is the openalloc/strategy schema.

Each row of the Strategies table describes a single allocation strategy.

Name Type IsRequired IsKey Descript
strategyID string true true The name of the strategy.
title string false false The title of the strategy.

MTracker

This is the openalloc/tracker schema.

Each row of the Tracker table describes a many-to-many relationship between Securities.

Name Type IsRequired IsKey Descript
trackerID string true true The name of the tracking index.
title string false false The title of the tracking index.

MTransaction NEW

This is the openalloc/transaction schema.

A table of recent transaction history, including purchases, sales, and other actions.

NOTE: this replaces the deprecated 'MHistory' entity.

Name Type IsRequired IsKey Descript
txnAction string true true The code of the type of transaction (see below).
txnTransactedAt date true true The date of the transaction.
txnAccountID string true true The account in which the transaction occurred.
txnSecurityID string true true The security involved in the transaction.
txnLotID string true true The lot of the position involved in the transaction (blank if none).
txnShareCount double true true The number of shares transacted.
txnSharePrice double true true The price at which the share(s) transacted.
realizedGainShort double false false The total short-term realized gain (or loss) from a sale.
realizedGainLong double false false The total long-term realized gain (or loss) from a sale.

The action types:

Type ShareCount SharePrice SecurityID Descript
buysell <0 if sale; >0 if purchase >0, price/share required Purchase/sale of security to/from cash.
income amount of income 1.0 (cash) if dividend Income from interest, or the dividend of a stock/ETF/etc..
transfer <0 is outgoing; >0 is incoming 1.0 if cash; >0 for security if not cash Transfer of security/cash to/from external source.
miscflow <0 is outgoing; >0 is incoming 1.0 (cash) ignored Neutral (non-income) cashflow to/from account.

MRebalanceAllocation

This is the openalloc/rebalance/allocation schema.

Each row of the RebalanceAllocation table describes an allocation that drives a rebalance.

Name Type IsRequired IsKey Descript
allocationAccountID string true true The account to which the asset is allocated.
allocationAssetID string true true The asset class of the allocation.
amount double true false The amount in dollars allocated.

MRebalancePurchase

This is the openalloc/rebalance/purchase schema.

Each row of the RebalancePurchase table describes an acquisition of a position to satisfy a rebalance.

Name Type IsRequired IsKey Descript
purchaseAccountID string true true The account to host the position.
purchaseAssetID string true true The asset class of the position to acquire.
amount double true false The amount in dollars to acquire.

MRebalanceSale

This is the openalloc/rebalance/sale schema.

Each row of the RebalanceSale table describes a liquidation of a position to satisfy a rebalance.

Name Type IsRequired IsKey Descript
saleAccountID string true true The account hosting the position.
saleSecurityID string true true The security of the position.
saleLotID string true true The lot of the position, if any.
amount double true false The amount in dollars to liquidate from this position.
shareCount double false false Estimated number of shares to liquidate from this position.
liquidateAll bool false false If true, the entire position can be liquidated.

MValuationSnapshot NEW

This is the openalloc/valuation/snapshot schema.

Each row of the ValuationSnapshot table describes a valuation captured at a particular time.

Name Type IsRequired IsKey Descript
valuationSnapshotID string true true The unique valuation snapshot identifier.
capturedAt date true false The timestamp when the snapshot was created.

MValuationPosition NEW

This is the openalloc/valuation/position schema.

Each row of the valuation position table describes a position captured at a particular time for a valuation snapshot. It can represent multiple holdings of an account for an asset class.

Name Type IsRequired IsKey Descript
valuationPositionSnapshotID string true true The valuation snapshot ID for the position.
valuationPositionAccountID string true true The account hosting the position.
valuationPositionAssetID string true true The asset class of the position.
totalBasis double true false The price paid to establish position.
marketValue double true false The market value of the position.

MValuationCashflow NEW

This is the openalloc/valuation/cashflow schema.

Each row of the valuation cashflow table describes a cash flow at a particular time. It is not explicitly bound to any valuation snapshot. Typically, multiple history items are rolled up into a cash flow item.

Name Type IsRequired IsKey Descript
valuationCashflowTransactedAt date true true The timestamp when this flow occurred.
valuationCashflowAccountID string true true The account in which the flow occurred.
valuationCashflowAssetID string true true The asset class flowed.
amount double true false The amount of the flow (-Sale, +Purchase).
reconciled bool true false If record was created to reconcile transactions.

MSourceMeta

This is the openalloc/meta/source schema.

Each row of the SourceMeta table describes an import or transformation of source data. It can also include extracted data, such as the published export date found within.

Name Type IsRequired IsKey Descript
sourceMetaID string true true The unique ID of the source meta record.
url string false false The source URL, if any.
importerID string false false The id of the importer/transformer, if any.
exportedAt date false false The published export date of the source data, if any.

Data Formats

Dates

In delimited text files, the dates should be in the ISO 8601 / RFC 3339 format (e.g., "2012-12-31T19:00:00Z").

API

Entities in the data model all conform to the following protocols:

Base

Base functionality for all entities. Currently just a schema identifier.

public protocol AllocBase {
    static var schema: AllocSchema { get }
}

Keyed

Used to retrieve and generate the entity's primary key.

This new struct-based implementation replaces the old string-based one.

public protocol AllocKeyed: Hashable {
    associatedtype Key: Hashable, Codable

    var primaryKey: Key { get }
}

Rowed

Used to parse (decode) and generate (encode) delimited data for the entities.

public protocol AllocRowed: AllocKeyed {
    // pre-decoded row, without strong typing
    typealias RawRow = [String: String]

    // decoded row, with stronger typing
    typealias DecodedRow = [String: AnyHashable]

    // create object from row
    init(from row: DecodedRow) throws

    static func decode(_ rawRows: [RawRow], rejectedRows: inout [RawRow]) throws -> [DecodedRow]

    // additive update from row
    mutating func update(from row: DecodedRow) throws

    static func getPrimaryKey(_ row: DecodedRow) throws -> Key
}

Attributable

Used to fetch a description of the entity's attributes.

public protocol AllocAttributable {
    static var attributes: [AllocAttribute] { get }
}

Applications using AllocData

  • FINporter - a library and command-line tool to transform various specialized formats to the standardized schema of AllocData

  • FlowAllocator - a new portfolio rebalancing tool for macOS

License

Copyright 2021 FlowAllocator LLC

Licensed under the Apache License, Version 2.0 (the "License"); you may not use this file except in compliance with the License. You may obtain a copy of the License at

http://www.apache.org/licenses/LICENSE-2.0

Unless required by applicable law or agreed to in writing, software distributed under the License is distributed on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the License for the specific language governing permissions and limitations under the License.

Contributing

Contributions are welcome. You are encouraged to submit pull requests to fix bugs, improve documentation, or offer new features.

The pull request need not be a production-ready feature or fix. It can be a draft of proposed changes, or simply a test to show that expected behavior is buggy. Discussion on the pull request can proceed from there.

Contributions should ultimately have adequate test coverage. See tests for current entities to see what coverage is expected.

GitHub

link
Stars: 1
Last commit: 2 days ago

Ad: Job Offers

iOS Software Engineer @ Perry Street Software
Perry Street Software is Jack’d and SCRUFF. We are two of the world’s largest gay, bi, trans and queer social dating apps on iOS and Android. Our brands reach more than 20 million members worldwide so members can connect, meet and express themselves on a platform that prioritizes privacy and security. We invest heavily into SwiftUI and using Swift Packages to modularize the codebase.

Submit a free job ad (while I'm testing this). The analytics numbers for this website are here.

Release Notes

New Key Implementation
2 days ago

Swiftpack is being maintained by Petr Pavlik | @ptrpavlik | @swiftpackco | API | Analytics