IB Analytics MCP Server

""" ETF差し替え計算ツール アイルランド籍ETFへの組み替え時の必要株数を正確に計算する。 LLMによる算術計算ミスを防ぐため、すべての計算をPython側で実施。 """ from dataclasses import dataclass from decimal import ROUND_HALF_UP, Decimal @dataclass class ETFPosition: """ETFポジション情報""" symbol: str shares: Decimal price: Decimal total_value: Decimal expense_ratio: Decimal dividend_yield: Decimal withholding_tax_rate: Decimal # 源泉税率（例：0.30 = 30%） @dataclass class SwapCalculation: """差し替え計算結果""" from_etf: ETFPosition to_etf: ETFPosition required_shares: int # 購入必要株数 purchase_amount: Decimal surplus_cash: Decimal annual_withholding_tax_savings: Decimal annual_expense_change: Decimal annual_net_benefit: Decimal payback_period_months: float # 投資回収期間（月） class ETFSwapCalculator: """ETF差し替え計算機""" def __init__(self, trading_fee_usd: Decimal = Decimal("75.00")): """ Args: trading_fee_usd: 取引コスト（デフォルト$75） """ self.trading_fee = trading_fee_usd def calculate_swap( self, from_symbol: str, from_shares: int, from_price: Decimal, from_expense_ratio: Decimal, from_dividend_yield: Decimal, from_withholding_tax: Decimal, to_symbol: str, to_price: Decimal, to_expense_ratio: Decimal, to_dividend_yield: Decimal, to_withholding_tax: Decimal, ) -> SwapCalculation: """ ETF差し替えの計算を実行 Args: from_symbol: 売却するETFのシンボル from_shares: 売却株数 from_price: 売却価格 from_expense_ratio: 経費率（例：0.0003 = 0.03%） from_dividend_yield: 配当利回り（例：0.0115 = 1.15%） from_withholding_tax: 源泉税率（例：0.30 = 30%） to_symbol: 購入するETFのシンボル to_price: 購入価格 to_expense_ratio: 経費率 to_dividend_yield: 配当利回り to_withholding_tax: 源泉税率 Returns: SwapCalculation: 計算結果 """ # 売却額の計算 from_total = Decimal(from_shares) * from_price # 購入可能株数の計算（端数切り上げ） required_shares_decimal = from_total / to_price required_shares = int( required_shares_decimal.quantize(Decimal("1"), rounding=ROUND_HALF_UP) ) # 実際の購入金額 purchase_amount = Decimal(required_shares) * to_price # 余剰金または不足金 surplus_cash = from_total - purchase_amount # 年間配当額 from_annual_dividend = from_total * from_dividend_yield to_annual_dividend = purchase_amount * to_dividend_yield # 年間源泉税 from_annual_withholding = from_annual_dividend * from_withholding_tax to_annual_withholding = to_annual_dividend * to_withholding_tax # 年間源泉税削減額 annual_withholding_savings = from_annual_withholding - to_annual_withholding # 年間経費 from_annual_expense = from_total * from_expense_ratio to_annual_expense = purchase_amount * to_expense_ratio # 年間経費変化（マイナスなら削減、プラスなら増加） annual_expense_change = to_annual_expense - from_annual_expense # 年間純メリット annual_net_benefit = annual_withholding_savings - annual_expense_change # 投資回収期間（月） if annual_net_benefit > 0: payback_period_months = float((self.trading_fee / annual_net_benefit) * Decimal("12")) else: payback_period_months = float("inf") # ETFポジション作成 from_etf = ETFPosition( symbol=from_symbol, shares=Decimal(from_shares), price=from_price, total_value=from_total, expense_ratio=from_expense_ratio, dividend_yield=from_dividend_yield, withholding_tax_rate=from_withholding_tax, ) to_etf = ETFPosition( symbol=to_symbol, shares=Decimal(required_shares), price=to_price, total_value=purchase_amount, expense_ratio=to_expense_ratio, dividend_yield=to_dividend_yield, withholding_tax_rate=to_withholding_tax, ) return SwapCalculation( from_etf=from_etf, to_etf=to_etf, required_shares=required_shares, purchase_amount=purchase_amount, surplus_cash=surplus_cash, annual_withholding_tax_savings=annual_withholding_savings, annual_expense_change=annual_expense_change, annual_net_benefit=annual_net_benefit, payback_period_months=payback_period_months, ) def format_calculation_result(self, calc: SwapCalculation) -> str: """ 計算結果を人間が読みやすい形式でフォーマット Args: calc: 計算結果 Returns: フォーマットされた文字列 """ lines = [ "=== ETF差し替え計算結果 ===", "", "【売却】", f" {calc.from_etf.symbol}: {calc.from_etf.shares:,.0f}株 × ${calc.from_etf.price:,.2f} = ${calc.from_etf.total_value:,.2f}", f" 経費率: {calc.from_etf.expense_ratio * 100:.2f}%", f" 配当利回り: {calc.from_etf.dividend_yield * 100:.2f}%", f" 源泉税率: {calc.from_etf.withholding_tax_rate * 100:.0f}%", "", "【購入】", f" {calc.to_etf.symbol}: {calc.required_shares:,}株 × ${calc.to_etf.price:,.2f} = ${calc.purchase_amount:,.2f}", f" 経費率: {calc.to_etf.expense_ratio * 100:.2f}%", f" 配当利回り: {calc.to_etf.dividend_yield * 100:.2f}%", f" 源泉税率: {calc.to_etf.withholding_tax_rate * 100:.0f}%", "", "【差額】", f" 余剰金/不足金: ${calc.surplus_cash:+,.2f}", "", "【年間メリット】", f" 源泉税削減: ${calc.annual_withholding_tax_savings:,.2f}/年", f" 経費変化: ${calc.annual_expense_change:+,.2f}/年", f" 純メリット: ${calc.annual_net_benefit:,.2f}/年", "", "【投資回収期間】", ] if calc.payback_period_months == float("inf"): lines.append(" メリットなし（経費増加が源泉税削減を上回る）") else: lines.append( f" {calc.payback_period_months:.1f}ヶ月（約{calc.payback_period_months/12:.1f}年）" ) return "\n".join(lines) def calculate_portfolio_swap(self, swaps: list[dict]) -> dict: """ ポートフォリオ全体の差し替え計算 Args: swaps: 差し替えリスト [ { "from_symbol": "VOO", "from_shares": 40, "from_price": 607.39, ... }, ... ] Returns: 集計結果の辞書 """ results = [] total_from_value = Decimal("0") total_to_value = Decimal("0") total_from_shares = 0 total_to_shares = 0 total_annual_savings = Decimal("0") total_expense_change = Decimal("0") for swap_data in swaps: calc = self.calculate_swap( from_symbol=swap_data["from_symbol"], from_shares=swap_data["from_shares"], from_price=Decimal(str(swap_data["from_price"])), from_expense_ratio=Decimal(str(swap_data["from_expense_ratio"])), from_dividend_yield=Decimal(str(swap_data["from_dividend_yield"])), from_withholding_tax=Decimal(str(swap_data["from_withholding_tax"])), to_symbol=swap_data["to_symbol"], to_price=Decimal(str(swap_data["to_price"])), to_expense_ratio=Decimal(str(swap_data["to_expense_ratio"])), to_dividend_yield=Decimal(str(swap_data["to_dividend_yield"])), to_withholding_tax=Decimal(str(swap_data["to_withholding_tax"])), ) results.append(calc) total_from_value += calc.from_etf.total_value total_to_value += calc.purchase_amount total_from_shares += int(calc.from_etf.shares) total_to_shares += calc.required_shares total_annual_savings += calc.annual_withholding_tax_savings total_expense_change += calc.annual_expense_change total_net_benefit = total_annual_savings - total_expense_change if total_net_benefit > 0: total_payback_months = float((self.trading_fee / total_net_benefit) * Decimal("12")) else: total_payback_months = float("inf") return { "individual_results": results, "summary": { "total_from_value": float(total_from_value), "total_to_value": float(total_to_value), "total_from_shares": total_from_shares, "total_to_shares": total_to_shares, "surplus_cash": float(total_from_value - total_to_value), "annual_withholding_savings": float(total_annual_savings), "annual_expense_change": float(total_expense_change), "annual_net_benefit": float(total_net_benefit), "payback_period_months": total_payback_months, "trading_fee": float(self.trading_fee), }, } def validate_etf_price( symbol: str, price: Decimal, reference_symbol: str | None = None, reference_price: Decimal | None = None, ) -> dict[str, any]: """ ETF価格の妥当性を検証 Args: symbol: ETFシンボル price: 価格 reference_symbol: 参照ETFシンボル（同じ指数を追跡） reference_price: 参照ETF価格 Returns: 検証結果 """ warnings = [] # 価格が異常に低い/高いかチェック if price < Decimal("1.00"): warnings.append(f"⚠️ {symbol}の価格${price:.2f}は非常に低い（$1未満）- 低価格ETFの可能性") if price > Decimal("1000.00"): warnings.append(f"⚠️ {symbol}の価格${price:.2f}は非常に高い（$1,000超）") # 参照ETFとの比較 price_ratio = None if reference_symbol and reference_price: price_ratio = float(price / reference_price) if price_ratio < 0.01: warnings.append( f"⚠️ {symbol}は{reference_symbol}の{price_ratio*100:.1f}%の価格 " f"- 低価格ETFの可能性（正常な場合もあり）" ) elif price_ratio > 100: warnings.append( f"⚠️ {symbol}は{reference_symbol}の{price_ratio:.0f}倍の価格 " f"- 価格情報が誤っている可能性" ) elif price_ratio < 0.5 or price_ratio > 2.0: warnings.append( f"ℹ️ {symbol}は{reference_symbol}の{price_ratio:.2f}倍の価格 " f"- 1株あたりの設計が異なる（正常）" ) return { "symbol": symbol, "price": float(price), "reference_symbol": reference_symbol, "reference_price": float(reference_price) if reference_price else None, "price_ratio": price_ratio, "warnings": warnings, "is_valid": len([w for w in warnings if w.startswith("⚠️")]) == 0, }