Interactive Brokers statement import: import of T-Bills maturity corp…

…orate action.
titov-vv · Apr 9, 2024 · 33a8165 · 33a8165
1 parent 8c55f46
commit 33a8165
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Showing 3 changed files with 7 additions and 3 deletions.
diff --git a/jal/data_import/broker_statements/ibkr.py b/jal/data_import/broker_statements/ibkr.py
@@ -66,7 +66,7 @@ def __init__(self, asset_type, subtype):
 class IBKR_CorpActionType:
     NotSupported = -1
     _corporate_action_types = {
-        'BM': FOF.ACTION_BOND_MATURITY,    # No separate value as will be converted to ordinary bond sell operation
+        'BM': FOF.ACTION_BOND_MATURITY,    # Bond maturity (will be converted to bond sell operation)
         'DW': FOF.ACTION_DELISTING,        # Delisting with loss of value
         'FS': FOF.ACTION_SPLIT,            # Forward split
         'HI': FOF.PAYMENT_STOCK_DIVIDEND,  # Choice dividend
@@ -76,6 +76,7 @@ class IBKR_CorpActionType:
         'SO': FOF.ACTION_SPINOFF,          # Spin-off of new company
         'SD': FOF.PAYMENT_STOCK_DIVIDEND,  # Dividend paid in stocks
         'TC': FOF.ACTION_MERGER,           # Conversion of one stock into another
+        'TM': FOF.ACTION_BOND_MATURITY,    # T-Bill maturity (will be converted to bond sell operation)
         'TO': FOF.ACTION_MERGER            # Voluntary conversion of one asset into another
     }
 

diff --git a/tests/test_data/ibkr_corp_actions.json b/tests/test_data/ibkr_corp_actions.json
@@ -25,6 +25,8 @@
      "outcome": [{"asset": 2, "quantity": 0.035, "share": 1.0}], "description": "TWOH(US90187E4026) SPLIT 1 FOR 1000 (TWOHD, TWO HANDS CORP, US90187E5015)"}
   ],
  "income_spending": [],
-  "trades": [],
-  "transfers": []
+ "trades": [
+   {"id": 1, "number": "26300000000", "timestamp": 1706127900, "settlement": 1706127900, "account": 1, "asset": 4, "quantity": -5.0, "price": 1000.0, "fee": 0.0, "note": "(US912796ZY88) TBILL MATURITY (912796ZY8, B 01/25/24, US912796ZY88)"}
+ ],
+ "transfers": []
 }
diff --git a/tests/test_data/ibkr_corp_actions.xml b/tests/test_data/ibkr_corp_actions.xml
@@ -16,6 +16,7 @@
 <CorporateAction accountId="U7654321" acctAlias="" model="" currency="USD" fxRateToBase="1" assetCategory="STK" symbol="TWOHD" description="TWOH(US90187E4026) SPLIT 1 FOR 1000 (TWOHD, TWO HANDS CORP, US90187E5015)" conid="657142858" securityID="US90187E5015" securityIDType="ISIN" cusip="90187E501" isin="US90187E5015" listingExchange="PINK" underlyingConid="" underlyingSymbol="" underlyingSecurityID="" underlyingListingExchange="" issuer="" multiplier="1" strike="" expiry="" putCall="" principalAdjustFactor="" reportDate="20230929" dateTime="20230928;202500" actionDescription="TWOH(US90187E4026) SPLIT 1 FOR 1000 (TWOHD, TWO HANDS CORP, US90187E5015)" amount="0" proceeds="0" value="0" quantity="0.035" fifoPnlRealized="0" mtmPnl="0" code="" type="RS" transactionID="25164201871" levelOfDetail="DETAIL" />
 <CorporateAction accountId="U7654321" acctAlias="" model="" currency="USD" fxRateToBase="1" assetCategory="STK" symbol="TWOHD.OLD" description="TWOH(US90187E4026) SPLIT 1 FOR 1000 (TWOHD.OLD, TWO HANDS CORP, US90187E4026)" conid="558667700" securityID="US90187E4026" securityIDType="ISIN" cusip="90187E402" isin="US90187E4026" listingExchange="PINK" underlyingConid="" underlyingSymbol="" underlyingSecurityID="" underlyingListingExchange="" issuer="" multiplier="1" strike="" expiry="" putCall="" principalAdjustFactor="" reportDate="20230929" dateTime="20230928;202500" actionDescription="TWOH(US90187E4026) SPLIT 1 FOR 1000 (TWOHD.OLD, TWO HANDS CORP, US90187E4026)" amount="0" proceeds="0" value="0" quantity="-35" fifoPnlRealized="0" mtmPnl="0" code="" type="RS" transactionID="25164201877" levelOfDetail="DETAIL" />
 <!-- T-Bill maturity -->
+<CorporateAction accountId="U7654321" acctAlias="" model="" currency="USD" fxRateToBase="1" assetCategory="BILL" subCategory="" symbol="912796ZY8" description="(US912796ZY88) TBILL MATURITY (912796ZY8, B 01/25/24, US912796ZY88)" conid="610571310" securityID="US912796ZY88" securityIDType="ISIN" cusip="912796ZY8" isin="US912796ZY88" figi="" listingExchange="" underlyingConid="" underlyingSymbol="" underlyingSecurityID="" underlyingListingExchange="" issuer="" issuerCountryCode="US" multiplier="1" strike="" expiry="" putCall="" principalAdjustFactor="" reportDate="20240125" dateTime="20240124;202500" actionDescription="(US912796ZY88) TBILL MATURITY (912796ZY8, B 01/25/24, US912796ZY88)" amount="-5000" proceeds="5000" value="0" quantity="-5000" fifoPnlRealized="115.03" mtmPnl="3.6372" code="" type="TM" transactionID="26300000000" actionID="111118555" levelOfDetail="DETAIL" serialNumber="" deliveryType="" commodityType="" fineness="0.0" weight="0.0" />
 </CorporateActions>
 </FlexStatement>
 </FlexStatements>