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Code Issues Releases Activity Actions

Fix investment valuation calculations and recon display

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This commit is contained in:
Zach Gollwitzer 2025-07-23 15:12:25 -04:00
parent 91f1dceead
commit 0619102273
4 changed files with 92 additions and 33 deletions
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11
app/components/UI/account/balance_reconciliation.rb
View file

@ -63,9 +63,14 @@ class UI::Account::BalanceReconciliation < ApplicationComponent
{ label: "Start balance", value: balance.start_balance_money, tooltip: "The total portfolio value at the beginning of this day", style: :start }
]
items << { label: "Cash flows", value: net_cash_flow, tooltip: "Deposits and withdrawals during the day", style: :flow } if net_cash_flow != 0
items << { label: "Trading activity", value: net_non_cash_flow, tooltip: "Net change from buying and selling securities", style: :flow } if net_non_cash_flow != 0
items << { label: "Market changes", value: balance.net_market_flows_money, tooltip: "Value changes from market price movements", style: :flow } if balance.net_market_flows != 0
# Change in brokerage cash (includes deposits, withdrawals, and cash from trades)
items << { label: "Change in brokerage cash", value: net_cash_flow, tooltip: "Net change in cash from deposits, withdrawals, and trades", style: :flow }
# Change in holdings from trading activity
items << { label: "Change in holdings (buys/sells)", value: net_non_cash_flow, tooltip: "Impact on holdings from buying and selling securities", style: :flow }
# Market price changes
items << { label: "Change in holdings (market price activity)", value: balance.net_market_flows_money, tooltip: "Change in holdings value from market price movements", style: :flow }
if has_adjustments?
items << { label: "End balance", value: end_balance_before_adjustments, tooltip: "The calculated balance after all activity", style: :subtotal }

12
app/models/balance/base_calculator.rb
View file

@ -29,16 +29,16 @@ class Balance::BaseCalculator
end
end
def cash_adjustments_for_date(start_cash, net_cash_flows, valuation)
return 0 unless valuation && account.balance_type != :non_cash
def cash_adjustments_for_date(start_cash, end_cash, net_cash_flows)
return 0 unless account.balance_type != :non_cash
valuation.amount - start_cash - net_cash_flows
end_cash - start_cash - net_cash_flows
end
def non_cash_adjustments_for_date(start_non_cash, non_cash_flows, valuation)
return 0 unless valuation && account.balance_type == :non_cash
def non_cash_adjustments_for_date(start_non_cash, end_non_cash, non_cash_flows)
return 0 unless account.balance_type == :non_cash
valuation.amount - start_non_cash - non_cash_flows
end_non_cash - start_non_cash - non_cash_flows
end
# If holdings value goes from $100 -> $200 (change_holdings_value is $100)

15
app/models/balance/forward_calculator.rb
View file

@ -2,10 +2,10 @@ class Balance::ForwardCalculator < Balance::BaseCalculator
def calculate
Rails.logger.tagged("Balance::ForwardCalculator") do
start_cash_balance = derive_cash_balance_on_date_from_total(
total_balance: 0,
total_balance: account.opening_anchor_balance,
date: account.opening_anchor_date
)
start_non_cash_balance = 0
start_non_cash_balance = account.opening_anchor_balance - start_cash_balance
calc_start_date.upto(calc_end_date).map do |date|
valuation = sync_cache.get_valuation(date)
@ -24,6 +24,9 @@ class Balance::ForwardCalculator < Balance::BaseCalculator
flows = flows_for_date(date)
market_value_change = market_value_change_on_date(date, flows)
cash_adjustments = cash_adjustments_for_date(start_cash_balance, end_cash_balance, (flows[:cash_inflows] - flows[:cash_outflows]) * flows_factor)
non_cash_adjustments = non_cash_adjustments_for_date(start_non_cash_balance, end_non_cash_balance, (flows[:non_cash_inflows] - flows[:non_cash_outflows]) * flows_factor)
output_balance = build_balance(
date: date,
balance: end_cash_balance + end_non_cash_balance,
@ -34,8 +37,8 @@ class Balance::ForwardCalculator < Balance::BaseCalculator
cash_outflows: flows[:cash_outflows],
non_cash_inflows: flows[:non_cash_inflows],
non_cash_outflows: flows[:non_cash_outflows],
cash_adjustments: cash_adjustments_for_date(start_cash_balance, flows[:cash_inflows] - flows[:cash_outflows], valuation),
non_cash_adjustments: non_cash_adjustments_for_date(start_non_cash_balance, flows[:non_cash_inflows] - flows[:non_cash_outflows], valuation),
cash_adjustments: cash_adjustments,
non_cash_adjustments: non_cash_adjustments,
net_market_flows: market_value_change
)
@ -75,4 +78,8 @@ class Balance::ForwardCalculator < Balance::BaseCalculator
def derive_end_non_cash_balance(start_non_cash_balance:, date:)
derive_non_cash_balance(start_non_cash_balance, date, direction: :forward)
end
def flows_factor
account.asset? ? 1 : -1
end
end

87
test/models/balance/forward_calculator_test.rb
View file

@ -117,9 +117,9 @@ class Balance::ForwardCalculatorTest < ActiveSupport::TestCase
{
date: 3.days.ago.to_date,
legacy_balances: { balance: 17000, cash_balance: 17000 },
balances: { start: 0, start_cash: 0, start_non_cash: 0, end_cash: 17000, end_non_cash: 0, end: 17000 },
balances: { start: 17000, start_cash: 17000, start_non_cash: 0, end_cash: 17000, end_non_cash: 0, end: 17000 },
flows: 0,
adjustments: { cash_adjustments: 17000, non_cash_adjustments: 0 }
adjustments: 0
},
{
date: 2.days.ago.to_date,
@ -151,9 +151,9 @@ class Balance::ForwardCalculatorTest < ActiveSupport::TestCase
{
date: 3.days.ago.to_date,
legacy_balances: { balance: 17000, cash_balance: 0.0 },
balances: { start: 0, start_cash: 0, start_non_cash: 0, end_cash: 0, end_non_cash: 17000, end: 17000 },
balances: { start: 17000, start_cash: 0, start_non_cash: 17000, end_cash: 0, end_non_cash: 17000, end: 17000 },
flows: 0,
adjustments: { cash_adjustments: 0, non_cash_adjustments: 17000 }
adjustments: 0
},
{
date: 2.days.ago.to_date,
@ -185,9 +185,9 @@ class Balance::ForwardCalculatorTest < ActiveSupport::TestCase
{
date: 3.days.ago.to_date,
legacy_balances: { balance: 17000, cash_balance: 17000 },
balances: { start: 0, start_cash: 0, start_non_cash: 0, end_cash: 17000, end_non_cash: 0, end: 17000 },
balances: { start: 17000, start_cash: 17000, start_non_cash: 0, end_cash: 17000, end_non_cash: 0, end: 17000 },
flows: { market_flows: 0 },
adjustments: { cash_adjustments: 17000, non_cash_adjustments: 0 } # Since no holdings present, adjustment is all cash
adjustments: 0
},
{
date: 2.days.ago.to_date,
@ -222,9 +222,9 @@ class Balance::ForwardCalculatorTest < ActiveSupport::TestCase
{
date: 5.days.ago.to_date,
legacy_balances: { balance: 20000, cash_balance: 20000 },
balances: { start: 0, start_cash: 0, start_non_cash: 0, end_cash: 20000, end_non_cash: 0, end: 20000 },
balances: { start: 20000, start_cash: 20000, start_non_cash: 0, end_cash: 20000, end_non_cash: 0, end: 20000 },
flows: 0,
adjustments: { cash_adjustments: 20000, non_cash_adjustments: 0 }
adjustments: 0
},
{
date: 4.days.ago.to_date,
@ -270,9 +270,9 @@ class Balance::ForwardCalculatorTest < ActiveSupport::TestCase
{
date: 5.days.ago.to_date,
legacy_balances: { balance: 1000, cash_balance: 1000 },
balances: { start: 0, start_cash: 0, start_non_cash: 0, end_cash: 1000, end_non_cash: 0, end: 1000 },
balances: { start: 1000, start_cash: 1000, start_non_cash: 0, end_cash: 1000, end_non_cash: 0, end: 1000 },
flows: 0,
adjustments: { cash_adjustments: 1000, non_cash_adjustments: 0 }
adjustments: 0
},
{
date: 4.days.ago.to_date,
@ -318,9 +318,9 @@ class Balance::ForwardCalculatorTest < ActiveSupport::TestCase
{
date: 4.days.ago.to_date,
legacy_balances: { balance: 20000, cash_balance: 20000 },
balances: { start: 0, start_cash: 0, start_non_cash: 0, end_cash: 20000, end_non_cash: 0, end: 20000 },
balances: { start: 20000, start_cash: 20000, start_non_cash: 0, end_cash: 20000, end_non_cash: 0, end: 20000 },
flows: 0,
adjustments: { cash_adjustments: 20000, non_cash_adjustments: 0 }
adjustments: 0
},
{
date: 3.days.ago.to_date,
@ -370,9 +370,9 @@ class Balance::ForwardCalculatorTest < ActiveSupport::TestCase
{
date: 4.days.ago.to_date,
legacy_balances: { balance: 100, cash_balance: 100 },
balances: { start: 0, start_cash: 0, start_non_cash: 0, end_cash: 100, end_non_cash: 0, end: 100 },
balances: { start: 100, start_cash: 100, start_non_cash: 0, end_cash: 100, end_non_cash: 0, end: 100 },
flows: 0,
adjustments: { cash_adjustments: 100, non_cash_adjustments: 0 }
adjustments: 0
},
{
date: 3.days.ago.to_date,
@ -420,9 +420,9 @@ class Balance::ForwardCalculatorTest < ActiveSupport::TestCase
{
date: 2.days.ago.to_date,
legacy_balances: { balance: 20000, cash_balance: 0 },
balances: { start: 0, start_cash: 0, start_non_cash: 0, end_cash: 0, end_non_cash: 20000, end: 20000 },
balances: { start: 20000, start_cash: 0, start_non_cash: 20000, end_cash: 0, end_non_cash: 20000, end: 20000 },
flows: 0,
adjustments: { cash_adjustments: 0, non_cash_adjustments: 20000 } # Valuations adjust non-cash balance for non-cash accounts like Loans
adjustments: 0
},
{
date: 1.day.ago.to_date,
@ -455,9 +455,9 @@ class Balance::ForwardCalculatorTest < ActiveSupport::TestCase
{
date: 3.days.ago.to_date,
legacy_balances: { balance: 500000, cash_balance: 0 },
balances: { start: 0, start_cash: 0, start_non_cash: 0, end_cash: 0, end_non_cash: 500000, end: 500000 },
balances: { start: 500000, start_cash: 0, start_non_cash: 500000, end_cash: 0, end_non_cash: 500000, end: 500000 },
flows: 0,
adjustments: { cash_adjustments: 0, non_cash_adjustments: 500000 }
adjustments: 0
},
{
date: 2.days.ago.to_date,
@ -505,9 +505,9 @@ class Balance::ForwardCalculatorTest < ActiveSupport::TestCase
{
date: 3.days.ago.to_date,
legacy_balances: { balance: 5000, cash_balance: 5000 },
balances: { start: 0, start_cash: 0, start_non_cash: 0, end_cash: 5000, end_non_cash: 0, end: 5000 },
balances: { start: 5000, start_cash: 5000, start_non_cash: 0, end_cash: 5000, end_non_cash: 0, end: 5000 },
flows: 0,
adjustments: { cash_adjustments: 5000, non_cash_adjustments: 0 }
adjustments: 0
},
{
date: 2.days.ago.to_date,
@ -534,6 +534,53 @@ class Balance::ForwardCalculatorTest < ActiveSupport::TestCase
)
end
test "investment account can have valuations that override balance" do
account = create_account_with_ledger(
account: { type: Investment, currency: "USD" },
entries: [
{ type: "opening_anchor", date: 2.days.ago.to_date, balance: 5000 },
{ type: "reconciliation", date: 1.day.ago.to_date, balance: 10000 }
],
holdings: [
{ date: 3.days.ago.to_date, ticker: "AAPL", qty: 10, price: 100, amount: 1000 },
{ date: 2.days.ago.to_date, ticker: "AAPL", qty: 10, price: 100, amount: 1000 },
{ date: 1.day.ago.to_date, ticker: "AAPL", qty: 10, price: 110, amount: 1100 },
{ date: Date.current, ticker: "AAPL", qty: 10, price: 120, amount: 1200 }
]
)
# Given constant prices, overall balance (account value) should be constant
# (the single trade doesn't affect balance; it just alters cash vs. holdings composition)
calculated = Balance::ForwardCalculator.new(account).calculate
assert_calculated_ledger_balances(
calculated_data: calculated,
expected_data: [
{
date: 2.days.ago.to_date,
legacy_balances: { balance: 5000, cash_balance: 4000 },
balances: { start: 5000, start_cash: 4000, start_non_cash: 1000, end_cash: 4000, end_non_cash: 1000, end: 5000 },
flows: 0,
adjustments: 0
},
{
date: 1.day.ago.to_date,
legacy_balances: { balance: 10000, cash_balance: 8900 },
balances: { start: 5000, start_cash: 4000, start_non_cash: 1000, end_cash: 8900, end_non_cash: 1100, end: 10000 },
flows: { net_market_flows: 100 },
adjustments: { cash_adjustments: 4900, non_cash_adjustments: 0 }
},
{
date: Date.current,
legacy_balances: { balance: 10100, cash_balance: 8900 },
balances: { start: 10000, start_cash: 8900, start_non_cash: 1100, end_cash: 8900, end_non_cash: 1200, end: 10100 },
flows: { net_market_flows: 100 },
adjustments: 0
}
]
)
end
private
def assert_balances(calculated_data:, expected_balances:)
# Sort calculated data by date to ensure consistent ordering