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<HTML>
<HEAD>
<TITLE>Finance::Beancounter - Module for stock portfolio performance functions.</TITLE>
<LINK REV="made" HREF="mailto:perl@packages.debian.org">
</HEAD>
<BODY>
<A NAME="__index__"></A>
<!-- INDEX BEGIN -->
<UL>
<LI><A HREF="#name">NAME</A></LI>
<LI><A HREF="#synopsis">SYNOPSIS</A></LI>
<LI><A HREF="#description">DESCRIPTION</A></LI>
<LI><A HREF="#database layout">DATABASE LAYOUT</A></LI>
<UL>
<LI><A HREF="#the stockinfo table">THE STOCKINFO TABLE</A></LI>
<LI><A HREF="#the stockprices table">THE STOCKPRICES TABLE</A></LI>
<LI><A HREF="#the fxprices table">THE FXPRICES TABLE</A></LI>
<LI><A HREF="#the stockportfolio table">THE STOCKPORTFOLIO TABLE</A></LI>
<LI><A HREF="#the indices table">THE INDICES TABLE</A></LI>
</UL>
<LI><A HREF="#bugs">BUGS</A></LI>
<LI><A HREF="#see also">SEE ALSO</A></LI>
<LI><A HREF="#copyright">COPYRIGHT</A></LI>
<LI><A HREF="#acknowledgements">ACKNOWLEDGEMENTS</A></LI>
</UL>
<!-- INDEX END -->
<HR>
<P>
<H1><A NAME="name">NAME</A></H1>
<P>Finance::Beancounter - Module for stock portfolio performance functions.</P>
<P>
<HR>
<H1><A NAME="synopsis">SYNOPSIS</A></H1>
<PRE>
use Finance::Beancounter;</PRE>
<P>
<HR>
<H1><A NAME="description">DESCRIPTION</A></H1>
<P><STRONG>Finance::BeanCounter</STRONG> provides functions to <EM>download</EM>, <EM>store</EM> and
<EM>analyse</EM> stock market data.</P>
<P><EM>Downloads</EM> are available of current (or rather: 15 or 20
minute-delayed) price and company data as well as of historical price
data. Both forms can be stored in an SQL database (for which we
currently default to <STRONG>PostgreSQL</STRONG> though <STRONG>MySQL</STRONG> is supported as
well; furthermore any database reachable by means of an <STRONG>ODBC</STRONG>
connection should work).</P>
<P><EM>Analysis</EM> currently consists of performance and risk
analysis. Performance reports comprise a profit-and-loss (or 'p/l' in
the lingo) report which can be run over arbitrary time intervals such
as <CODE>--prevdate 'friday six months ago' --date 'yesterday'</CODE> -- in
essence, whatever the wonderful <STRONG>Date::Manip</STRONG> module understands --
as well as dayendreport which defaults to changes in the last trading
day. A risk report show parametric and non-parametric value-at-risk
(VaR) estimates.</P>
<P>Most available functionality is also provided in the reference
implementation <STRONG>beancounter</STRONG>, a convenient command-line script.</P>
<P>The API might change and evolve over time. The low version number
really means to say that the code is not in its final form yet, but it
has been in use for well over two years.</P>
<P>More documentation is in the Perl source code.</P>
<P>
<HR>
<H1><A NAME="database layout">DATABASE LAYOUT</A></H1>
<P>The easiest way to see the table design is to look at the content of
the <STRONG>setup_beancounter</STRONG> script. It creates the five tables
<EM>stockinfo</EM>, <EM>stockprices</EM>, <EM>fxprices</EM>, <EM>portfolio</EM> and
<EM>indices</EM>. Note also that is supports the creation of database for
both <STRONG>PostgreSQL</STRONG> and <STRONG>MySQL</STRONG>.</P>
<P>
<H2><A NAME="the stockinfo table">THE STOCKINFO TABLE</A></H2>
<P>The <EM>stockinfo</EM> table contains general (non-price) information and is
index by <EM>symbol</EM>:</P>
<PRE>
symbol varchar(12) not null,
name varchar(64) not null,
exchange varchar(16) not null,
capitalisation float4,
low_52weeks float4,
high_52weeks float4,
earnings float4,
dividend float4,
p_e_ratio float4,
avg_volume int4</PRE>
<P>This table is updated by overwriting the previous content.</P>
<P>
<H2><A NAME="the stockprices table">THE STOCKPRICES TABLE</A></H2>
<P>The <EM>stockprices</EM> table contains (daily) price and volume
information. It is indexed by both <EM>date</EM> and <EM>symbol</EM>:</P>
<PRE>
symbol varchar(12) not null,
date date,
previous_close float4,
day_open float4,
day_low float4,
day_high float4,
day_close float4,
day_change float4,
bid float4,
ask float4,
volume int4</PRE>
<P>During updates, information is appended to this table.</P>
<P>
<H2><A NAME="the fxprices table">THE FXPRICES TABLE</A></H2>
<P>The <EM>fxprices</EM> table contains (daily) foreign exchange rates. It can be used to calculate home market values of foreign stocks:</P>
<PRE>
currency varchar(12) not null,
date date,
previous_close float4,
day_open float4,
day_low float4,
day_high float4,
day_close float4,
day_change float4</PRE>
<P>Similar to the <EM>stockprices</EM> table, it is index on <EM>date</EM> and <EM>symbol</EM>.</P>
<P>
<H2><A NAME="the stockportfolio table">THE STOCKPORTFOLIO TABLE</A></H2>
<P>The <EM>portfolio</EM> table contains contains the holdings information:</P>
<PRE>
symbol varchar(16) not null,
shares float4,
currency varchar(12),
type varchar(16),
owner varchar(16),
cost float(4),
date date</PRE>
<P>It is indexed on <EM>symbol,owner,date</EM>.</P>
<P>
<H2><A NAME="the indices table">THE INDICES TABLE</A></H2>
<P>The <EM>indices</EM> table links a stock <EM>symbol</EM> with one or several
market indices:</P>
<PRE>
symbol varchar(12) not null,
stockindex varchar(12) not null</PRE>
<P>
<HR>
<H1><A NAME="bugs">BUGS</A></H1>
<P><STRONG>Finance::BeanCounter</STRONG> and <STRONG>beancounter</STRONG> are so fresh that there are
only missing features :)</P>
<P>On a more serious note, this code (or its earlier predecessors) have
been in use since the fall of 1998.</P>
<P>Known bugs or limitations are documented in TODO file in the source
package.</P>
<P>
<HR>
<H1><A NAME="see also">SEE ALSO</A></H1>
<P><EM>beancounter.1</EM>, <EM>smtm.1</EM>, <EM>Finance::YahooQuote.3pm</EM>,
<EM>LWP.3pm</EM>, <EM>Date::Manip.3pm</EM></P>
<P>
<HR>
<H1><A NAME="copyright">COPYRIGHT</A></H1>
<P>Finance::BeanCounter.pm (c) 2000 -- 2002 by Dirk Eddelbuettel <<A HREF="mailto:edd@debian.org">edd@debian.org</A>></P>
<P>Updates to this program might appear at
<EM><A HREF="http://eddelbuettel.com/dirk/code/beancounter.html">http://eddelbuettel.com/dirk/code/beancounter.html</A></EM>.</P>
<P>This program is free software; you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation; either version 2 of the License, or
(at your option) any later version. There is NO warranty whatsoever.</P>
<P>The information that you obtain with this program may be copyrighted
by Yahoo! Inc., and is governed by their usage license. See
<EM><A HREF="http://www.yahoo.com/docs/info/gen_disclaimer.html">http://www.yahoo.com/docs/info/gen_disclaimer.html</A></EM> for more
information.</P>
<P>
<HR>
<H1><A NAME="acknowledgements">ACKNOWLEDGEMENTS</A></H1>
<P>The Finance::YahooQuote module by Dj Padzensky (on the web at
<EM><A HREF="http://www.padz.net/~djpadz/YahooQuote/">http://www.padz.net/~djpadz/YahooQuote/</A></EM>) served as the backbone for
data retrieval, and a guideline for the extension to the non-North
American quotes which was already very useful for the real-time ticker
<EM><A HREF="http://eddelbuettel.com/dirk/code/smtm.html">http://eddelbuettel.com/dirk/code/smtm.html</A></EM>.</P>
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