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 = {}
+        prices = {}
-                             ticker_start_dates = {}
+        ticker_securities = {}
 
-                             sync_entries.each do |entry|
+        sync_entries.each do |entry|
-                               unless ticker_start_dates[entry.account_trade.security.ticker]
+          security = entry.account_trade.security
-                                 ticker_start_dates[entry.account_trade.security.ticker] = entry.date
+          unless ticker_securities[security.ticker]
-                               end
+            ticker_securities[security.ticker] = {
-                             end
+              security: security,
+              start_date: entry.date
+            }
+          end
+        end
 
-                             ticker_start_dates.each do |ticker, date|
+        ticker_securities.each do |ticker, data|
-                               fetched_prices = Security::Price.find_prices(ticker: ticker, start_date: date, end_date: Date.current)
+          fetched_prices = Security::Price.find_prices(
-                               gapfilled_prices = Gapfiller.new(fetched_prices, start_date: date, end_date: Date.current, cache: false).run
+            security: data[:security],
-                               prices[ticker] = gapfilled_prices
+            start_date: data[:start_date],
-                             end
+            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
+        prices
-                           end
+      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: "AAPL", exchange_mic: "NASDAQ", name: "Apple Inc.", reference_price: 210 },
-        { ticker: "TM", name: "Toyota Motor Corporation", reference_price: 202 },
+        { ticker: "TM", exchange_mic: "NYSE", name: "Toyota Motor Corporation", reference_price: 202 },
-        { ticker: "MSFT", name: "Microsoft Corporation", reference_price: 455 }
+        { 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
+  belongs_to :security
-
-  validates :ticker, presence: true, uniqueness: { scope: :date, case_sensitive: false }
 
   class << self
-    def find_price(ticker:, date:, cache: true)
+    def find_price(security:, date:, cache: true)
-      result = find_by(ticker:, date:)
+      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)
+    def find_prices(security:, start_date:, end_date: Date.current, cache: true)
-      prices = where(ticker:, date: start_date..end_date).to_a
+      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]

db/migrate/20241029125406_add_reference_to_security_prices.rb

@@ -0,0 +1,14 @@
+class AddReferenceToSecurityPrices < ActiveRecord::Migration[7.2]
+  def change
+    add_reference :security_prices, :security, foreign_key: true, type: :uuid
+
+    reversible do |dir|
+      dir.up do
+        Security::Price.find_each do |sp|
+          security = Security.find_by(ticker: sp.ticker)
+          sp.update_column(:security_id, security&.id)
+        end
+      end
+    end
+  end
+end

db/schema.rb

@@ -494,6 +494,8 @@ ActiveRecord::Schema[7.2].define(version: 2024_10_29_184115) do
     t.string "currency", default: "USD"
     t.datetime "created_at", null: false
     t.datetime "updated_at", null: false
+    t.uuid "security_id"
+    t.index ["security_id"], name: "index_security_prices_on_security_id"
   end
 
   create_table "sessions", id: :uuid, default: -> { "gen_random_uuid()" }, force: :cascade do |t|
@@ -606,6 +608,7 @@ ActiveRecord::Schema[7.2].define(version: 2024_10_29_184115) do
   add_foreign_key "imports", "families"
   add_foreign_key "institutions", "families"
   add_foreign_key "merchants", "families"
+  add_foreign_key "security_prices", "securities"
   add_foreign_key "sessions", "impersonation_sessions", column: "active_impersonator_session_id"
   add_foreign_key "sessions", "users"
   add_foreign_key "taggings", "tags"

test/fixtures/security/prices.yml

@@ -1,11 +1,11 @@
 one:
-  ticker: AAPL
+  security: aapl
   date: <%= Date.current %>
   price: 215
   currency: USD
 
 two:
-  ticker: AAPL
+  security: aapl
   date: <%= 1.day.ago.to_date %>
   price: 214
   currency: USD

test/interfaces/security_price_provider_interface_test.rb

@@ -10,7 +10,12 @@ module SecurityPriceProviderInterfaceTest
 
   test "security price provider response contract" do
     VCR.use_cassette "synth/security_prices" do
-      response = @subject.fetch_security_prices ticker: "AAPL", start_date: Date.iso8601("2024-01-01"), end_date: Date.iso8601("2024-08-01")
+      response = @subject.fetch_security_prices(
+        ticker: "AAPL",
+        mic_code: "XNAS",
+        start_date: Date.iso8601("2024-01-01"),
+        end_date: Date.iso8601("2024-08-01")
+      )
 
       assert_respond_to response, :prices
       assert_respond_to response, :success?

test/models/account/holding/syncer_test.rb

@@ -14,6 +14,7 @@ class Account::Holding::SyncerTest < ActiveSupport::TestCase
   end
 
   test "can buy and sell securities" do
+    # First create securities with their prices
     security1 = create_security("AMZN", prices: [
       { date: 2.days.ago.to_date, price: 214 },
       { date: 1.day.ago.to_date, price: 215 },
@@ -25,19 +26,18 @@ class Account::Holding::SyncerTest < ActiveSupport::TestCase
       { date: Date.current, price: 124 }
     ])
 
+    # Then create trades after prices exist
     create_trade(security1, account: @account, qty: 10, date: 2.days.ago.to_date) # buy 10 shares of AMZN
-
     create_trade(security1, account: @account, qty: 2, date: 1.day.ago.to_date) # buy 2 shares of AMZN
     create_trade(security2, account: @account, qty: 20, date: 1.day.ago.to_date) # buy 20 shares of NVDA
-
     create_trade(security1, account: @account, qty: -10, date: Date.current) # sell 10 shares of AMZN
 
     expected = [
-      { ticker: "AMZN", qty: 10, price: 214, amount: 10 * 214, date: 2.days.ago.to_date },
+      { security: security1, 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 },
+      { security: security1, 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 },
+      { security: security1, 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 },
+      { security: security2, 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 }
+      { security: security2, qty: 20, price: 124, amount: 20 * 124, date: Date.current }
     ]
 
     run_sync_for(@account)
@@ -55,7 +55,7 @@ class Account::Holding::SyncerTest < ActiveSupport::TestCase
     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 }
+      { security: amzn, qty: 10, price: 215, amount: 10 * 215, date: Date.current }
     ]
 
     run_sync_for(@account)
@@ -72,16 +72,16 @@ class Account::Holding::SyncerTest < ActiveSupport::TestCase
     # 1 day ago — finds daily price, uses it
     # Today — no daily price, no entry, so price and amount are `nil`
     expected = [
-      { ticker: "AMZN", qty: 10, price: 210, amount: 10 * 210, date: 2.days.ago.to_date },
+      { security: 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 },
+      { security: 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: amzn, qty: 10, price: nil, amount: nil, date: Date.current }
     ]
 
     fetched_prices = [ Security::Price.new(ticker: "AMZN", date: 1.day.ago.to_date, price: 215) ]
 
     Gapfiller.any_instance.expects(:run).returns(fetched_prices)
     Security::Price.expects(:find_prices)
-                   .with(start_date: 2.days.ago.to_date, end_date: Date.current, ticker: "AMZN")
+                   .with(security: amzn, start_date: 2.days.ago.to_date, end_date: Date.current)
                    .once
                    .returns(fetched_prices)
 
@@ -103,13 +103,13 @@ class Account::Holding::SyncerTest < ActiveSupport::TestCase
       { date: monday, price: 220 }
     ])
 
-    create_trade(tm, account: @account, qty: 10, date: friday)
+    create_trade(tm, account: @account, qty: 10, date: friday, price: 210)
 
     expected = [
-      { ticker: "TM", qty: 10, price: 210, amount: 10 * 210, date: friday },
+      { security: tm, qty: 10, price: 210, amount: 10 * 210, date: friday },
-      { ticker: "TM", qty: 10, price: 210, amount: 10 * 210, date: saturday },
+      { security: tm, qty: 10, price: 210, amount: 10 * 210, date: saturday },
-      { ticker: "TM", qty: 10, price: 210, amount: 10 * 210, date: sunday },
+      { security: tm, qty: 10, price: 210, amount: 10 * 210, date: sunday },
-      { ticker: "TM", qty: 10, price: 220, amount: 10 * 220, date: monday }
+      { security: tm, qty: 10, price: 220, amount: 10 * 220, date: monday }
     ]
 
     run_sync_for(@account)
@@ -122,12 +122,15 @@ 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.ticker == expected_holding[:ticker] && holding.date == expected_holding[:date] }
+        actual_holding = holdings.find { |holding|
+          holding.security == expected_holding[:security] &&
+          holding.date == expected_holding[:date]
+        }
         date = expected_holding[:date]
         expected_price = expected_holding[:price]
         expected_qty = expected_holding[:qty]
         expected_amount = expected_holding[:amount]
-        ticker = expected_holding[:ticker]
+        ticker = expected_holding[:security].ticker
 
         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}"

test/models/account/holding_test.rb

@@ -58,7 +58,7 @@ class Account::HoldingTest < ActiveSupport::TestCase
     end
 
     def create_holding(security, date, qty)
-      price = Security::Price.find_by(date: date, ticker: security.ticker).price
+      price = Security::Price.find_by(date: date, security: security).price
 
       @account.holdings.create! \
         date: date,

test/models/provider/synth_test.rb

@@ -10,7 +10,12 @@ class Provider::SynthTest < ActiveSupport::TestCase
 
   test "fetches paginated securities prices" do
     VCR.use_cassette("synth/security_prices") do
-      response = @synth.fetch_security_prices ticker: "AAPL", start_date: Date.iso8601("2024-01-01"), end_date: Date.iso8601("2024-08-01")
+      response = @synth.fetch_security_prices(
+        ticker: "AAPL",
+        mic_code: "XNAS",
+        start_date: Date.iso8601("2024-01-01"),
+        end_date: Date.iso8601("2024-08-01")
+      )
 
       assert 213, response.size
     end

test/models/security/price_test.rb

@@ -18,54 +18,63 @@ class Security::PriceTest < ActiveSupport::TestCase
 
   test "finds single security price in DB" do
     @provider.expects(:fetch_security_prices).never
+    security = securities(:aapl)
 
     price = security_prices(:one)
 
-    assert_equal price, Security::Price.find_price(ticker: price.ticker, date: price.date)
+    assert_equal price, Security::Price.find_price(security: security, date: price.date)
   end
 
   test "caches prices to DB" do
     expected_price = 314.34
-    @provider.expects(:fetch_security_prices)
+    security = securities(:aapl)
-             .once
+    tomorrow = Date.current + 1.day
-             .returns(
-               OpenStruct.new(
-                 success?: true,
-                 prices: [ { date: Date.current, price: expected_price } ]
-               )
-             )
 
-    fetched_rate = Security::Price.find_price(ticker: "NVDA", date: Date.current, cache: true)
+    @provider.expects(:fetch_security_prices)
-    refetched_rate = Security::Price.find_price(ticker: "NVDA", date: Date.current, cache: true)
+            .with(ticker: security.ticker, mic_code: security.exchange_mic, start_date: tomorrow, end_date: tomorrow)
+            .once
+            .returns(
+              OpenStruct.new(
+                success?: true,
+                prices: [ { date: tomorrow, price: expected_price } ]
+              )
+            )
+
+    fetched_rate = Security::Price.find_price(security: security, date: tomorrow, cache: true)
+    refetched_rate = Security::Price.find_price(security: security, date: tomorrow, cache: true)
 
     assert_equal expected_price, fetched_rate.price
     assert_equal expected_price, refetched_rate.price
   end
 
   test "returns nil if no price found in DB or from provider" do
+    security = securities(:aapl)
+    Security::Price.delete_all # Clear any existing prices
+
     @provider.expects(:fetch_security_prices)
-             .with(ticker: "NVDA", start_date: Date.current, end_date: Date.current)
+             .with(ticker: security.ticker, mic_code: security.exchange_mic, start_date: Date.current, end_date: Date.current)
              .once
              .returns(OpenStruct.new(success?: false))
 
-    assert_not Security::Price.find_price(ticker: "NVDA", date: Date.current)
+    assert_not Security::Price.find_price(security: security, date: Date.current)
   end
 
   test "returns nil if price not found in DB and provider disabled" do
     Security::Price.unstub(:security_prices_provider)
+    security = Security.new(ticker: "NVDA")
 
     with_env_overrides SYNTH_API_KEY: nil do
-      assert_not Security::Price.find_price(ticker: "NVDA", date: Date.current)
+      assert_not Security::Price.find_price(security: security, date: Date.current)
     end
   end
 
   test "fetches multiple dates at once" do
     @provider.expects(:fetch_security_prices).never
-
+    security = securities(:aapl)
     price1 = security_prices(:one) # AAPL today
     price2 = security_prices(:two) # AAPL yesterday
 
-    fetched_prices = Security::Price.find_prices(start_date: 1.day.ago.to_date, end_date: Date.current, ticker: "AAPL").sort_by(&:date)
+    fetched_prices = Security::Price.find_prices(security: security, start_date: 1.day.ago.to_date, end_date: Date.current).sort_by(&:date)
 
     assert_equal price1, fetched_prices[1]
     assert_equal price2, fetched_prices[0]
@@ -73,26 +82,33 @@ class Security::PriceTest < ActiveSupport::TestCase
 
   test "caches multiple prices to DB" do
     missing_price = 213.21
+    security = securities(:aapl)
+
     @provider.expects(:fetch_security_prices)
-             .with(ticker: "AAPL", start_date: 2.days.ago.to_date, end_date: 2.days.ago.to_date)
+             .with(ticker: security.ticker,
+                  mic_code: security.exchange_mic,
+                  start_date: 2.days.ago.to_date,
+                  end_date: 2.days.ago.to_date)
              .returns(OpenStruct.new(success?: true, prices: [ { date: 2.days.ago.to_date, price: missing_price } ]))
              .once
 
     price1 = security_prices(:one) # AAPL today
     price2 = security_prices(:two) # AAPL yesterday
 
-    fetched_prices = Security::Price.find_prices(ticker: "AAPL", start_date: 2.days.ago.to_date, end_date: Date.current, cache: true)
+    fetched_prices = Security::Price.find_prices(security: security, start_date: 2.days.ago.to_date, end_date: Date.current, cache: true)
-    refetched_prices = Security::Price.find_prices(ticker: "AAPL", start_date: 2.days.ago.to_date, end_date: Date.current, cache: true)
+    refetched_prices = Security::Price.find_prices(security: security, start_date: 2.days.ago.to_date, end_date: Date.current, cache: true)
 
     assert_equal [ missing_price, price2.price, price1.price ], fetched_prices.sort_by(&:date).map(&:price)
     assert_equal [ missing_price, price2.price, price1.price ], refetched_prices.sort_by(&:date).map(&:price)
+
+    assert Security::Price.exists?(security: security, date: 2.days.ago.to_date, price: missing_price)
   end
 
   test "returns empty array if no prices found in DB or from provider" do
     Security::Price.unstub(:security_prices_provider)
 
     with_env_overrides SYNTH_API_KEY: nil do
-      assert_equal [], Security::Price.find_prices(ticker: "NVDA", start_date: 10.days.ago.to_date, end_date: Date.current)
+      assert_equal [], Security::Price.find_prices(security: Security.new(ticker: "NVDA"), start_date: 10.days.ago.to_date, end_date: Date.current)
     end
   end
 end

test/support/account/entries_test_helper.rb

@@ -29,7 +29,7 @@ module Account::EntriesTestHelper
   end
 
   def create_trade(security, account:, qty:, date:, price: nil)
-    trade_price = price || Security::Price.find_by!(ticker: security.ticker, date: date).price
+    trade_price = price || Security::Price.find_by!(security: security, date: date).price
 
     trade = Account::Trade.new \
       qty: qty,

test/support/securities_test_helper.rb

@@ -1,9 +1,19 @@
 module SecuritiesTestHelper
   def create_security(ticker, prices:)
+    security = Security.create!(
+      ticker: ticker,
+      exchange_mic: "XNAS"
+    )
+
     prices.each do |price|
-      Security::Price.create! ticker: ticker, date: price[:date], price: price[:price]
+      Security::Price.create!(
+        security: security,
+        date: price[:date],
+        price: price[:price],
+        currency: "USD"
+      )
     end
 
-    Security.create! ticker: ticker
+    security
   end
 end