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Remove bad abstraction
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parent
c8b1e1d059
commit
64147758a3
6 changed files with 178 additions and 101 deletions
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@ -1,35 +0,0 @@
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class Balance::BaseCalculator
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attr_reader :account
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def initialize(account)
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@account = account
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end
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def calculate
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Rails.logger.tagged(self.class.name) do
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calculate_balances
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end
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end
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private
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def sync_cache
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@sync_cache ||= Balance::SyncCache.new(account)
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end
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def build_balance(date, cash_balance, holdings_value)
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Balance.new(
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account_id: account.id,
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date: date,
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balance: holdings_value + cash_balance,
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cash_balance: cash_balance,
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currency: account.currency
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)
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end
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def calculate_next_balance(prior_balance, transactions, direction: :forward)
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flows = transactions.sum(&:amount)
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negated = direction == :forward ? account.asset? : account.liability?
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flows *= -1 if negated
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prior_balance + flows
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end
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end
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@ -1,4 +1,16 @@
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class Balance::ForwardCalculator < Balance::BaseCalculator
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class Balance::ForwardCalculator
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attr_reader :account
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def initialize(account)
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@account = account
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end
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def calculate
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Rails.logger.tagged("Balance::ForwardCalculator") do
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calculate_balances
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end
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end
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private
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def calculate_balances
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current_cash_balance = 0
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@ -25,4 +37,25 @@ class Balance::ForwardCalculator < Balance::BaseCalculator
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@balances
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end
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def sync_cache
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@sync_cache ||= Balance::SyncCache.new(account)
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end
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def build_balance(date, cash_balance, holdings_value)
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Balance.new(
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account_id: account.id,
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date: date,
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balance: holdings_value + cash_balance,
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cash_balance: cash_balance,
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currency: account.currency
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)
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end
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def calculate_next_balance(prior_balance, transactions, direction: :forward)
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flows = transactions.sum(&:amount)
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negated = direction == :forward ? account.asset? : account.liability?
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flows *= -1 if negated
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prior_balance + flows
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end
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end
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@ -1,4 +1,16 @@
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class Balance::ReverseCalculator < Balance::BaseCalculator
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class Balance::ReverseCalculator
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attr_reader :account
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def initialize(account)
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@account = account
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end
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def calculate
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Rails.logger.tagged("Balance::ReverseCalculator") do
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calculate_balances
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end
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end
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private
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def calculate_balances
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current_cash_balance = account.cash_balance
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@ -35,4 +47,25 @@ class Balance::ReverseCalculator < Balance::BaseCalculator
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@balances
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end
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def sync_cache
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@sync_cache ||= Balance::SyncCache.new(account)
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end
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def build_balance(date, cash_balance, holdings_value)
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Balance.new(
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account_id: account.id,
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date: date,
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balance: holdings_value + cash_balance,
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cash_balance: cash_balance,
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currency: account.currency
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)
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end
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def calculate_next_balance(prior_balance, transactions, direction: :forward)
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flows = transactions.sum(&:amount)
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negated = direction == :forward ? account.asset? : account.liability?
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flows *= -1 if negated
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prior_balance + flows
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end
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end
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@ -1,62 +0,0 @@
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class Holding::BaseCalculator
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attr_reader :account
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def initialize(account)
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@account = account
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end
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def calculate
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Rails.logger.tagged(self.class.name) do
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holdings = calculate_holdings
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Holding.gapfill(holdings)
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end
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end
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private
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def portfolio_cache
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@portfolio_cache ||= Holding::PortfolioCache.new(account)
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end
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def empty_portfolio
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securities = portfolio_cache.get_securities
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securities.each_with_object({}) { |security, hash| hash[security.id] = 0 }
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end
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def generate_starting_portfolio
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empty_portfolio
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end
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def transform_portfolio(previous_portfolio, trade_entries, direction: :forward)
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new_quantities = previous_portfolio.dup
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trade_entries.each do |trade_entry|
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trade = trade_entry.entryable
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security_id = trade.security_id
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qty_change = trade.qty
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qty_change = qty_change * -1 if direction == :reverse
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new_quantities[security_id] = (new_quantities[security_id] || 0) + qty_change
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end
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new_quantities
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end
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def build_holdings(portfolio, date, price_source: nil)
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portfolio.map do |security_id, qty|
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price = portfolio_cache.get_price(security_id, date, source: price_source)
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if price.nil?
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next
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end
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Holding.new(
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account_id: account.id,
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security_id: security_id,
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date: date,
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qty: qty,
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price: price.price,
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currency: price.currency,
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amount: qty * price.price
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)
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end.compact
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end
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end
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@ -1,9 +1,65 @@
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class Holding::ForwardCalculator < Holding::BaseCalculator
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class Holding::ForwardCalculator
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attr_reader :account
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def initialize(account)
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@account = account
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end
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def calculate
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Rails.logger.tagged("Holding::ForwardCalculator") do
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holdings = calculate_holdings
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Holding.gapfill(holdings)
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end
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end
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private
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def portfolio_cache
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@portfolio_cache ||= Holding::PortfolioCache.new(account)
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end
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def empty_portfolio
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securities = portfolio_cache.get_securities
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securities.each_with_object({}) { |security, hash| hash[security.id] = 0 }
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end
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def generate_starting_portfolio
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empty_portfolio
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end
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def transform_portfolio(previous_portfolio, trade_entries, direction: :forward)
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new_quantities = previous_portfolio.dup
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trade_entries.each do |trade_entry|
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trade = trade_entry.entryable
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security_id = trade.security_id
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qty_change = trade.qty
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qty_change = qty_change * -1 if direction == :reverse
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new_quantities[security_id] = (new_quantities[security_id] || 0) + qty_change
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end
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new_quantities
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end
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def build_holdings(portfolio, date, price_source: nil)
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portfolio.map do |security_id, qty|
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price = portfolio_cache.get_price(security_id, date, source: price_source)
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if price.nil?
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next
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end
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Holding.new(
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account_id: account.id,
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security_id: security_id,
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date: date,
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qty: qty,
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price: price.price,
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currency: price.currency,
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amount: qty * price.price
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)
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end.compact
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end
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def calculate_holdings
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current_portfolio = generate_starting_portfolio
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next_portfolio = {}
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@ -1,4 +1,17 @@
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class Holding::ReverseCalculator < Holding::BaseCalculator
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class Holding::ReverseCalculator
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attr_reader :account
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def initialize(account)
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@account = account
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end
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def calculate
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Rails.logger.tagged("Holding::ReverseCalculator") do
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holdings = calculate_holdings
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Holding.gapfill(holdings)
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end
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end
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private
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# Reverse calculators will use the existing holdings as a source of security ids and prices
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# since it is common for a provider to supply "current day" holdings but not all the historical
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@ -25,6 +38,11 @@ class Holding::ReverseCalculator < Holding::BaseCalculator
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holdings
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end
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def empty_portfolio
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securities = portfolio_cache.get_securities
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securities.each_with_object({}) { |security, hash| hash[security.id] = 0 }
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end
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# Since this is a reverse sync, we start with today's holdings
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def generate_starting_portfolio
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holding_quantities = empty_portfolio
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@ -37,4 +55,38 @@ class Holding::ReverseCalculator < Holding::BaseCalculator
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holding_quantities
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end
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def transform_portfolio(previous_portfolio, trade_entries, direction: :forward)
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new_quantities = previous_portfolio.dup
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trade_entries.each do |trade_entry|
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trade = trade_entry.entryable
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security_id = trade.security_id
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qty_change = trade.qty
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qty_change = qty_change * -1 if direction == :reverse
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new_quantities[security_id] = (new_quantities[security_id] || 0) + qty_change
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end
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new_quantities
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end
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def build_holdings(portfolio, date, price_source: nil)
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portfolio.map do |security_id, qty|
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price = portfolio_cache.get_price(security_id, date, source: price_source)
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if price.nil?
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next
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end
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Holding.new(
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account_id: account.id,
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security_id: security_id,
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date: date,
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qty: qty,
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price: price.price,
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currency: price.currency,
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amount: qty * price.price
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)
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end.compact
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end
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end
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