BilbelCapitalReturns/config.example.yaml at main · lullu57/BilbelCapitalReturns · GitHub

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# GIPS-Compliant Returns Calculator Configuration
# ================================================
# Copy this file to config.yaml and update with your values.
# Do NOT commit config.yaml to version control.

brokerages:
  - name: IBKR
    module: IBKR
    enabled: true
  - name: Exante
    module: Exante
    enabled: true

# Clients are auto-discovered from CSV files in the input directory.
# This section is optional and informational.
clients: []

fees:
  # 0.25% per quarter = 1% annual equivalent
  management_fee_quarterly: 0.0025
  performance_fee_rate: 0.25
  hurdle_rate_annual: 0.06

thresholds:
  large_cash_flow_pct: 0.10

periods:
  # January = calendar-year fiscal periods
  fiscal_year_start_month: 1
  reporting_years:
    - 2022
    - 2023
    - 2024
    - 2025

paths:
  input_dir: input
  output_dir: results
  log_dir: logs

currency:
  base_currency: EUR
  report_currency: EUR
  flow_columns:
    - "Adjusted EUR"
    - "EUR equivalent"
    - "Amount"
  # Required when report_currency differs from base_currency
  fx_rates_file: null
  fx_rates_sheet: null
  fx_date_column: "TIME_PERIOD"
  fx_rate_column: null
  fx_fill_method: "ffill"

# Optional NAV adjustments.
# Configure real values in local config.yaml only (config.yaml is gitignored).
# Remove this block if not needed.
nav_adjustments:
  - brokerage: "IBKR"
    clients: ["ClientA", "ClientB"]
    start_date: "YYYY-MM-DD"
    amount: 0.0
    currency: "EUR"
    distribute: "weights"  # one of: equal, per_account, weights
    weights:
      ClientA: 1.0
      ClientB: 1.0

brokerage_settings:
  IBKR:
    nav_file: "allocation_by_asset_class.csv"
    nav_column: "NAV"
    date_formats:
      - "%Y%m%d"
      - "%m/%d/%y"
    flow_file: "deposits_and_withdrawals.csv"
    flow_amount_column: "Amount"
    include_patterns:
      - "Cash Receipts / Electronic Fund Transfers"
      - "Disbursement Initiated By"
    exclude_patterns:
      - "Quantity:"
      - "Adjustment: Cash Receipt / Disbursement / Transfer"
      - "Adjustment:"

  Exante:
    nav_file: "NAV.xlsx"
    nav_column: "Net Asset Value"
    date_column: "Date"
    flow_file: "Trades.xlsx"
    flow_amount_column: "EUR equivalent"
    flow_date_column: "When"
    operation_types:
      - "FUNDING/WITHDRAWAL"