roi command includes unwanted amounts when given a period and dates on postings.

[hbwales]

The roi command includes unwanted amounts when given a period and dates on postings.

For example with test.journal as:

2020-12-01 Test1
  A        +200.00  ; date:2020-12-01
  B        +100.00  ; date:2021-01-01
  C        -300.00

2020-12-01 Test2
  D        +200.00
  E        +100.00
  F        -300.00

I get:

> hledger.exe roi --inv A --pnl dummy -p 2020 -f test.journal
+---++------------+------------++---------------+----------+-------------+---------++---------++------------+----------+
|   ||      Begin |        End || Value (begin) | Cashflow | Value (end) |     PnL ||     IRR || TWR/period | TWR/year |
+===++============+============++===============+==========+=============+=========++=========++============+==========+
| 1 || 2020-01-01 | 2020-12-31 ||             0 |   300.00 |      200.00 | -100.00 || -99.16% ||    -33.33% |  -33.33% |
+---++------------+------------++---------------+----------+-------------+---------++---------++------------+----------+

Note the Cashflow of 300, & PnL -100, I would expect 200 and 0 respectively?
Taking the dates off the postings gives the expected result:

>hledger.exe roi --inv D --pnl dummy -p 2020 -f test.journal
+---++------------+------------++---------------+----------+-------------+-----++-------++------------+----------+
|   ||      Begin |        End || Value (begin) | Cashflow | Value (end) | PnL ||   IRR || TWR/period | TWR/year |
+===++============+============++===============+==========+=============+=====++=======++============+==========+
| 1 || 2020-01-01 | 2020-12-31 ||             0 |   200.00 |      200.00 |   0 || 0.00% ||      0.00% |    0.00% |
+---++------------+------------++---------------+----------+-------------+-----++-------++------------+----------+

(Version used is hledger 1.32.1-g39fc78a64-20231207, windows-x86_64)

[simonmichael]

Thanks for the report. There was one fix for roi in hledger 1.33:

roi now correctly interacts with --value. #2190 (Dmitry Astapov)

Could you confirm your issue still happens with 1.33 ?

[hbwales]

Thanks - I get the same results with hledger 1.33.1-gba1b40e50-20240502, windows-x86_64

[simonmichael]

@adept, any thoughts ?

[adept]

@hbwales , in this transaction:

2020-12-01 Test1
  A        +200.00  ; date:2020-12-01
  B        +100.00  ; date:2021-01-01
  C        -300.00

your assumption seems to be that these cash movements have taken place:

1. 200 from C to A
2. 100 from C to B

However, roi takes an "A-centric" view, and treats all transactions that mention A as related to the investment. So the interpretation is this:

1. 300 from C to A (money moving in, as C is not a PnL account)
2. 100 from A to B (money moving out, as B is not a PnL account)

This is documented in https://hledger.org/1.33/hledger.html#semantics-of---inv-and---pnl

If this interpretation does not suit you, you need to split this transaction into two so that the transaction that is not related to your investment will not have any mention of A.

This is not a recent development, I would've expected roi to behave like this from the very beginning

[simonmichael]

@hbwales, shall we close this ?

[simonmichael]

Closing, presumed resolved.