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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
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Zach Gollwitzer 2024-08-01 19:43:23 -04:00 • committed by GitHub
parent c70c8b6d86
commit 453a54e5e6
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33 changed files with 584 additions and 118 deletions
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59
test/models/account/holding/syncer_test.rb
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@ -33,11 +33,29 @@ class Account::Holding::SyncerTest < ActiveSupport::TestCase
create_trade(security1, account: @account, qty: -10, date: Date.current) # sell 10 shares of AMZN
expected = [
{ symbol: "AMZN", qty: 10, price: 214, amount: 10 * 214, date: 2.days.ago.to_date },
{ symbol: "AMZN", qty: 12, price: 215, amount: 12 * 215, date: 1.day.ago.to_date },
{ symbol: "AMZN", qty: 2, price: 216, amount: 2 * 216, date: Date.current },
{ symbol: "NVDA", qty: 20, price: 122, amount: 20 * 122, date: 1.day.ago.to_date },
{ symbol: "NVDA", qty: 20, price: 124, amount: 20 * 124, date: Date.current }
{ ticker: "AMZN", qty: 10, price: 214, amount: 10 * 214, date: 2.days.ago.to_date },
{ ticker: "AMZN", qty: 12, price: 215, amount: 12 * 215, date: 1.day.ago.to_date },
{ ticker: "AMZN", qty: 2, price: 216, amount: 2 * 216, date: Date.current },
{ ticker: "NVDA", qty: 20, price: 122, amount: 20 * 122, date: 1.day.ago.to_date },
{ ticker: "NVDA", qty: 20, price: 124, amount: 20 * 124, date: Date.current }
]
run_sync_for(@account)
assert_holdings(expected)
end
test "generates holdings with prices" do
provider = mock
Security::Price.stubs(:security_prices_provider).returns(provider)
provider.expects(:fetch_security_prices).never
amzn = create_security("AMZN", prices: [ { date: Date.current, price: 215 } ])
create_trade(amzn, account: @account, qty: 10, date: Date.current, price: 215)
expected = [
{ ticker: "AMZN", qty: 10, price: 215, amount: 10 * 215, date: Date.current }
]
run_sync_for(@account)
@ -46,21 +64,26 @@ class Account::Holding::SyncerTest < ActiveSupport::TestCase
end
test "generates all holdings even when missing security prices" do
aapl = create_security("AMZN", prices: [
{ date: 1.day.ago.to_date, price: 215 }
])
amzn = create_security("AMZN", prices: [])
create_trade(aapl, account: @account, qty: 10, date: 2.days.ago.to_date, price: 210)
create_trade(amzn, account: @account, qty: 10, date: 2.days.ago.to_date, price: 210)
# 2 days ago — no daily price found, but since this is day of entry, we fall back to entry price
# 1 day ago — finds daily price, uses it
# Today — no daily price, no entry, so price and amount are `nil`
expected = [
{ symbol: "AMZN", qty: 10, price: 210, amount: 10 * 210, date: 2.days.ago.to_date },
{ symbol: "AMZN", qty: 10, price: 215, amount: 10 * 215, date: 1.day.ago.to_date },
{ symbol: "AMZN", qty: 10, price: nil, amount: nil, date: Date.current }
{ ticker: "AMZN", qty: 10, price: 210, amount: 10 * 210, date: 2.days.ago.to_date },
{ ticker: "AMZN", qty: 10, price: 215, amount: 10 * 215, date: 1.day.ago.to_date },
{ ticker: "AMZN", qty: 10, price: nil, amount: nil, date: Date.current }
]
Security::Price.expects(:find_prices)
.with(start_date: 2.days.ago.to_date, end_date: Date.current, ticker: "AMZN")
.once
.returns([
Security::Price.new(ticker: "AMZN", date: 1.day.ago.to_date, price: 215)
])
run_sync_for(@account)
assert_holdings(expected)
@ -71,17 +94,17 @@ class Account::Holding::SyncerTest < ActiveSupport::TestCase
def assert_holdings(expected_holdings)
holdings = @account.holdings.includes(:security).to_a
expected_holdings.each do |expected_holding|
actual_holding = holdings.find { |holding| holding.security.symbol == expected_holding[:symbol] && holding.date == expected_holding[:date] }
actual_holding = holdings.find { |holding| holding.security.ticker == expected_holding[:ticker] && holding.date == expected_holding[:date] }
date = expected_holding[:date]
expected_price = expected_holding[:price]
expected_qty = expected_holding[:qty]
expected_amount = expected_holding[:amount]
symbol = expected_holding[:symbol]
ticker = expected_holding[:ticker]
assert actual_holding, "expected #{symbol} holding on date: #{date}"
assert_equal expected_holding[:qty], actual_holding.qty, "expected #{expected_qty} qty for holding #{symbol} on date: #{date}"
assert_equal expected_holding[:amount], actual_holding.amount, "expected #{expected_amount} amount for holding #{symbol} on date: #{date}"
assert_equal expected_holding[:price], actual_holding.price, "expected #{expected_price} price for holding #{symbol} on date: #{date}"
assert actual_holding, "expected #{ticker} holding on date: #{date}"
assert_equal expected_holding[:qty], actual_holding.qty, "expected #{expected_qty} qty for holding #{ticker} on date: #{date}"
assert_equal expected_holding[:amount], actual_holding.amount, "expected #{expected_amount} amount for holding #{ticker} on date: #{date}"
assert_equal expected_holding[:price], actual_holding.price, "expected #{expected_price} price for holding #{ticker} on date: #{date}"
end
end