Improve chart performance and gapfilling (#2306)

app/models/balance/chart_series_builder.rb

@@ -0,0 +1,141 @@
+class Balance::ChartSeriesBuilder
+  def initialize(account_ids:, currency:, period: Period.last_30_days, interval: "1 day", favorable_direction: "up")
+    @account_ids = account_ids
+    @currency = currency
+    @period = period
+    @interval = interval
+    @favorable_direction = favorable_direction
+  end
+
+  def balance_series
+    build_series_for(:balance)
+  end
+
+  def cash_balance_series
+    build_series_for(:cash_balance)
+  end
+
+  def holdings_balance_series
+    build_series_for(:holdings_balance)
+  end
+
+  private
+    attr_reader :account_ids, :currency, :period, :favorable_direction
+
+    def interval
+      @interval || period.interval
+    end
+
+    def build_series_for(column)
+      values = query_data.map do |datum|
+        Series::Value.new(
+          date: datum.date,
+          date_formatted: I18n.l(datum.date, format: :long),
+          value: Money.new(datum.send(column), currency),
+          trend: Trend.new(
+            current: Money.new(datum.send(column), currency),
+            previous: Money.new(datum.send("previous_#{column}"), currency),
+            favorable_direction: favorable_direction
+          )
+        )
+      end
+
+      Series.new(
+        start_date: period.start_date,
+        end_date: period.end_date,
+        interval: interval,
+        values: values,
+        favorable_direction: favorable_direction
+      )
+    end
+
+    def query_data
+      @query_data ||= Balance.find_by_sql([
+        query,
+        {
+          account_ids: account_ids,
+          target_currency: currency,
+          start_date: period.start_date,
+          end_date: period.end_date,
+          interval: interval,
+          sign_multiplier: sign_multiplier
+        }
+      ])
+    end
+
+    # Since the query aggregates the *net* of assets - liabilities, this means that if we're looking at
+    # a single liability account, we'll get a negative set of values.  This is not what the user expects
+    # to see.  When favorable direction is "down" (i.e. liability, decrease is "good"), we need to invert
+    # the values by multiplying by -1.
+    def sign_multiplier
+      favorable_direction == "down" ? -1 : 1
+    end
+
+    def query
+      <<~SQL
+        WITH dates AS (
+          SELECT generate_series(DATE :start_date, DATE :end_date, :interval::interval)::date AS date
+          UNION DISTINCT
+          SELECT :end_date::date  -- Pass in date to ensure timezone-aware "today" date
+        ), aggregated_balances AS (
+          SELECT
+            d.date,
+            -- Total balance (assets positive, liabilities negative)
+            SUM(
+              CASE WHEN accounts.classification = 'asset'
+                THEN COALESCE(last_bal.balance, 0)
+                ELSE -COALESCE(last_bal.balance, 0)
+              END * COALESCE(er.rate, 1) * :sign_multiplier::integer
+            ) AS balance,
+            -- Cash-only balance
+            SUM(
+              CASE WHEN accounts.classification = 'asset'
+                THEN COALESCE(last_bal.cash_balance, 0)
+                ELSE -COALESCE(last_bal.cash_balance, 0)
+              END * COALESCE(er.rate, 1) * :sign_multiplier::integer
+            ) AS cash_balance,
+            -- Holdings value (balance ‑ cash)
+            SUM(
+              CASE WHEN accounts.classification = 'asset'
+                THEN COALESCE(last_bal.balance, 0) - COALESCE(last_bal.cash_balance, 0)
+                ELSE 0
+              END * COALESCE(er.rate, 1) * :sign_multiplier::integer
+            ) AS holdings_balance
+          FROM dates d
+          JOIN accounts ON accounts.id = ANY(array[:account_ids]::uuid[])
+
+          -- Last observation carried forward (LOCF), use the most recent balance on or before the chart date
+          LEFT JOIN LATERAL (
+            SELECT b.balance, b.cash_balance
+            FROM balances b
+            WHERE b.account_id = accounts.id
+              AND b.date <= d.date
+            ORDER BY b.date DESC
+            LIMIT 1
+          ) last_bal ON TRUE
+
+          -- Last observation carried forward (LOCF), use the most recent exchange rate on or before the chart date
+          LEFT JOIN LATERAL (
+            SELECT er.rate
+            FROM exchange_rates er
+            WHERE er.from_currency = accounts.currency
+              AND er.to_currency = :target_currency
+              AND er.date <= d.date
+            ORDER BY er.date DESC
+            LIMIT 1
+          ) er ON TRUE
+          GROUP BY d.date
+        )
+        SELECT
+          date,
+          balance,
+          cash_balance,
+          holdings_balance,
+          COALESCE(LAG(balance) OVER (ORDER BY date), 0) AS previous_balance,
+          COALESCE(LAG(cash_balance) OVER (ORDER BY date), 0) AS previous_cash_balance,
+          COALESCE(LAG(holdings_balance) OVER (ORDER BY date), 0) AS previous_holdings_balance
+        FROM aggregated_balances
+        ORDER BY date
+      SQL
+    end
+end