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Code Issues Releases Activity Actions

Add security prices provider (Synth integration) (#1039)

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* User tickers as primary lookup symbol instead of isin

* Add security price provider

* Fetch security prices in bulk to improve sync performance

* Fetch prices in bulk, better mocking for tests
This commit is contained in:
Zach Gollwitzer 2024-08-01 19:43:23 -04:00 • committed by GitHub
parent c70c8b6d86
commit 453a54e5e6
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GPG key ID: B5690EEEBB952194
33 changed files with 584 additions and 118 deletions
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2
app/models/account/entry.rb
View file

@ -204,7 +204,7 @@ class Account::Entry < ApplicationRecord
current_qty = account.holding_qty(account_trade.security)
if current_qty < account_trade.qty.abs
errors.add(:base, "cannot sell #{account_trade.qty.abs} shares of #{account_trade.security.symbol} because you only own #{current_qty} shares")
errors.add(:base, "cannot sell #{account_trade.qty.abs} shares of #{account_trade.security.ticker} because you only own #{current_qty} shares")
end
end
end

2
app/models/account/holding.rb
View file

@ -13,7 +13,7 @@ class Account::Holding < ApplicationRecord
scope :for, ->(security) { where(security_id: security).order(:date) }
delegate :name, to: :security
delegate :symbol, to: :security
delegate :ticker, to: :security
def weight
return nil unless amount

36
app/models/account/holding/syncer.rb
View file

@ -32,16 +32,42 @@ class Account::Holding::Syncer
.order(:date)
end
def get_cached_price(ticker, date)
return nil unless security_prices.key?(ticker)
price = security_prices[ticker].find { |p| p.date == date }
price ? price[:price] : nil
end
def security_prices
@security_prices ||= begin
prices = {}
ticker_start_dates = {}
sync_entries.each do |entry|
unless ticker_start_dates[entry.account_trade.security.ticker]
ticker_start_dates[entry.account_trade.security.ticker] = entry.date
end
end
ticker_start_dates.each do |ticker, date|
prices[ticker] = Security::Price.find_prices(ticker: ticker, start_date: date, end_date: Date.current)
end
prices
end
end
def build_holdings_for_date(date)
trades = sync_entries.select { |trade| trade.date == date }
@portfolio = generate_next_portfolio(@portfolio, trades)
@portfolio.map do |isin, holding|
@portfolio.map do |ticker, holding|
trade = trades.find { |trade| trade.account_trade.security_id == holding[:security_id] }
trade_price = trade&.account_trade&.price
price = Security::Price.find_by(date: date, isin: isin)&.price || trade_price
price = get_cached_price(ticker, date) || trade_price
account.holdings.build \
date: date,
@ -58,10 +84,10 @@ class Account::Holding::Syncer
trade = entry.account_trade
price = trade.price
prior_qty = prior_portfolio.dig(trade.security.isin, :qty) || 0
prior_qty = prior_portfolio.dig(trade.security.ticker, :qty) || 0
new_qty = prior_qty + trade.qty
new_portfolio[trade.security.isin] = {
new_portfolio[trade.security.ticker] = {
qty: new_qty,
price: price,
amount: new_qty * price,
@ -86,7 +112,7 @@ class Account::Holding::Syncer
prior_day_holdings = account.holdings.where(date: sync_date_range.begin - 1.day)
prior_day_holdings.each do |holding|
@portfolio[holding.security.isin] = {
@portfolio[holding.security.ticker] = {
qty: holding.qty,
price: holding.price,
amount: holding.amount,