First pass at security price reference (#1388)

* First pass at security price reference

* Data cleanup

* Synth security fetching does better with a mic_code

* Update test suite

😭

* Update schema.rb

* Update generator.rb

app/models/account/holding/syncer.rb

@@ -38,23 +38,31 @@ class Account::Holding::Syncer
 
     def security_prices
       @security_prices ||= begin
-                             prices = {}
-                             ticker_start_dates = {}
+        prices = {}
+        ticker_securities = {}
 
-                             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
+        sync_entries.each do |entry|
+          security = entry.account_trade.security
+          unless ticker_securities[security.ticker]
+            ticker_securities[security.ticker] = {
+              security: security,
+              start_date: entry.date
+            }
+          end
+        end
 
-                             ticker_start_dates.each do |ticker, date|
-                               fetched_prices = Security::Price.find_prices(ticker: ticker, start_date: date, end_date: Date.current)
-                               gapfilled_prices = Gapfiller.new(fetched_prices, start_date: date, end_date: Date.current, cache: false).run
-                               prices[ticker] = gapfilled_prices
-                             end
+        ticker_securities.each do |ticker, data|
+          fetched_prices = Security::Price.find_prices(
+            security: data[:security],
+            start_date: data[:start_date],
+            end_date: Date.current
+          )
+          gapfilled_prices = Gapfiller.new(fetched_prices, start_date: data[:start_date], end_date: Date.current, cache: false).run
+          prices[ticker] = gapfilled_prices
+        end
 
-                             prices
-                           end
+        prices
+      end
     end
 
     def build_holdings_for_date(date)

app/models/demo/generator.rb

@@ -176,12 +176,12 @@ class Demo::Generator
 
     def load_securities!
       # Create an unknown security to simulate edge cases
-      Security.create! ticker: "UNKNOWN", name: "Unknown Demo Stock"
+      Security.create! ticker: "UNKNOWN", name: "Unknown Demo Stock", exchange_mic: "UNKNOWN"
 
       securities = [
-        { ticker: "AAPL", name: "Apple Inc.", reference_price: 210 },
-        { ticker: "TM", name: "Toyota Motor Corporation", reference_price: 202 },
-        { ticker: "MSFT", name: "Microsoft Corporation", reference_price: 455 }
+        { ticker: "AAPL", exchange_mic: "NASDAQ", name: "Apple Inc.", reference_price: 210 },
+        { ticker: "TM", exchange_mic: "NYSE", name: "Toyota Motor Corporation", reference_price: 202 },
+        { ticker: "MSFT", exchange_mic: "NASDAQ", name: "Microsoft Corporation", reference_price: 455 }
       ]
 
       securities.each do |security_attributes|
@@ -193,7 +193,7 @@ class Demo::Generator
           low_price = reference - 20
           high_price = reference + 20
           Security::Price.create! \
-            ticker: security.ticker,
+            security: security,
             date: date,
             price: Faker::Number.positive(from: low_price, to: high_price)
         end

app/models/provider/synth.rb

@@ -42,9 +42,10 @@ class Provider::Synth
     )
   end
 
-  def fetch_security_prices(ticker:, start_date:, end_date:)
+  def fetch_security_prices(ticker:, mic_code:, start_date:, end_date:)
     prices = paginate(
       "#{base_url}/tickers/#{ticker}/open-close",
+      mic_code: mic_code,
       start_date: start_date,
       end_date: end_date
     ) do |body|

app/models/security.rb

@@ -2,6 +2,7 @@ class Security < ApplicationRecord
   before_save :upcase_ticker
 
   has_many :trades, dependent: :nullify, class_name: "Account::Trade"
+  has_many :prices, dependent: :destroy
 
   validates :ticker, presence: true
   validates :ticker, uniqueness: { scope: :exchange_mic, case_sensitive: false }
@@ -26,7 +27,7 @@ class Security < ApplicationRecord
   }
 
   def current_price
-    @current_price ||= Security::Price.find_price(ticker:, date: Date.current)
+    @current_price ||= Security::Price.find_price(security: self, date: Date.current)
     return nil if @current_price.nil?
     Money.new(@current_price.price, @current_price.currency)
   end

app/models/security/price.rb

@@ -1,33 +1,31 @@
 class Security::Price < ApplicationRecord
   include Provided
 
-  before_save :upcase_ticker
-
-  validates :ticker, presence: true, uniqueness: { scope: :date, case_sensitive: false }
+  belongs_to :security
 
   class << self
-    def find_price(ticker:, date:, cache: true)
-      result = find_by(ticker:, date:)
+    def find_price(security:, date:, cache: true)
+      result = find_by(security:, date:)
 
-      result || fetch_price_from_provider(ticker:, date:, cache:)
+      result || fetch_price_from_provider(security:, date:, cache:)
     end
 
-    def find_prices(ticker:, start_date:, end_date: Date.current, cache: true)
-      prices = where(ticker:, date: start_date..end_date).to_a
+    def find_prices(security:, start_date:, end_date: Date.current, cache: true)
+      prices = where(security_id: security.id, date: start_date..end_date).to_a
       all_dates = (start_date..end_date).to_a.to_set
       existing_dates = prices.map(&:date).to_set
       missing_dates = (all_dates - existing_dates).sort
 
       if missing_dates.any?
-        prices += fetch_prices_from_provider(ticker:, start_date: missing_dates.first, end_date: missing_dates.last, cache:)
+        prices += fetch_prices_from_provider(
+          security: security,
+          start_date: missing_dates.first,
+          end_date: missing_dates.last,
+          cache: cache
+        )
       end
 
       prices
     end
   end
-
-  private
-    def upcase_ticker
-      self.ticker = ticker.upcase
-    end
 end

app/models/security/price/provided.rb

@@ -6,17 +6,18 @@ module Security::Price::Provided
   class_methods do
     private
 
-      def fetch_price_from_provider(ticker:, date:, cache: false)
+      def fetch_price_from_provider(security:, date:, cache: false)
         return nil unless security_prices_provider.present?
 
         response = security_prices_provider.fetch_security_prices \
-          ticker: ticker,
+          ticker: security.ticker,
+          mic_code: security.exchange_mic,
           start_date: date,
           end_date: date
 
         if response.success? && response.prices.size > 0
           price = Security::Price.new \
-            ticker: ticker,
+            security: security,
             date: response.prices.first[:date],
             price: response.prices.first[:price],
             currency: response.prices.first[:currency]
@@ -28,18 +29,20 @@ module Security::Price::Provided
         end
       end
 
-      def fetch_prices_from_provider(ticker:, start_date:, end_date:, cache: false)
+      def fetch_prices_from_provider(security:, start_date:, end_date:, cache: false)
         return [] unless security_prices_provider.present?
+        return [] unless security
 
         response = security_prices_provider.fetch_security_prices \
-          ticker: ticker,
+          ticker: security.ticker,
+          mic_code: security.exchange_mic,
           start_date: start_date,
           end_date: end_date
 
         if response.success?
           response.prices.map do |price|
             new_price = Security::Price.find_or_initialize_by(
-              ticker: ticker,
+              security: security,
               date: price[:date]
             ) do |p|
               p.price = price[:price]