Improve chart performance and gapfilling (#2306)

test/models/account/chartable_test.rb

@@ -1,61 +1,46 @@
 require "test_helper"
 
 class Account::ChartableTest < ActiveSupport::TestCase
-  test "generates gapfilled balance series" do
+  test "generates series and memoizes" do
     account = accounts(:depository)
-    account.balances.delete_all
 
-    account.balances.create!(date: 20.days.ago.to_date, balance: 5000, currency: "USD")
-    account.balances.create!(date: 10.days.ago.to_date, balance: 5000, currency: "USD")
+    test_series = mock
+    builder1 = mock
+    builder2 = mock
 
-    period = Period.last_30_days
-    series = account.balance_series(period: period)
-    assert_equal period.days, series.values.count
-    assert_equal 0, series.values.first.trend.current.amount
-    assert_equal 5000, series.values.find { |v| v.date == 20.days.ago.to_date }.trend.current.amount
-    assert_equal 5000, series.values.find { |v| v.date == 10.days.ago.to_date }.trend.current.amount
-    assert_equal 5000, series.values.last.trend.current.amount
-  end
+    Balance::ChartSeriesBuilder.expects(:new)
+      .with(
+        account_ids: [ account.id ],
+        currency: account.currency,
+        period: Period.last_30_days,
+        favorable_direction: account.favorable_direction,
+        interval: nil
+      )
+      .returns(builder1)
+      .once
 
-  test "combines assets and liabilities for multiple accounts properly" do
-    family = families(:empty)
+    Balance::ChartSeriesBuilder.expects(:new)
+      .with(
+        account_ids: [ account.id ],
+        currency: account.currency,
+        period: Period.last_90_days, # Period changed, so memoization should be invalidated
+        favorable_direction: account.favorable_direction,
+        interval: nil
+      )
+      .returns(builder2)
+      .once
 
-    asset = family.accounts.create!(name: "Asset", currency: "USD", balance: 5000, accountable: Depository.new)
-    liability = family.accounts.create!(name: "Liability", currency: "USD", balance: 2000, accountable: CreditCard.new)
+    builder1.expects(:balance_series).returns(test_series).twice
+    series1 = account.balance_series
+    memoized_series1 = account.balance_series
 
-    asset.balances.create!(date: 20.days.ago.to_date, balance: 4000, currency: "USD")
-    asset.balances.create!(date: 10.days.ago.to_date, balance: 5000, currency: "USD")
+    builder2.expects(:balance_series).returns(test_series).twice
+    builder2.expects(:cash_balance_series).returns(test_series).once
+    builder2.expects(:holdings_balance_series).returns(test_series).once
 
-    liability.balances.create!(date: 20.days.ago.to_date, balance: 1000, currency: "USD")
-    liability.balances.create!(date: 10.days.ago.to_date, balance: 1500, currency: "USD")
-
-    series = family.accounts.balance_series(currency: "USD", period: Period.last_30_days)
-
-    assert_equal 0, series.values.first.trend.current.amount
-    assert_equal 3000, series.values.find { |v| v.date == 20.days.ago.to_date }.trend.current.amount
-    assert_equal 3500, series.values.last.trend.current.amount
-  end
-
-  test "generates correct totals for multi currency families" do
-    family = families(:empty)
-    family.update!(currency: "USD")
-
-    usd_account = family.accounts.create!(name: "Asset", currency: "USD", balance: 5000, accountable: Depository.new)
-    eur_account = family.accounts.create!(name: "Asset", currency: "EUR", balance: 1000, accountable: Depository.new)
-
-    usd_account.balances.create!(date: 3.days.ago.to_date, balance: 5000, currency: "USD")
-    eur_account.balances.create!(date: 3.days.ago.to_date, balance: 1000, currency: "EUR")
-
-    # 1 EUR = 1.1 USD, so 1000 EUR = 1100 USD
-    ExchangeRate.create!(from_currency: "EUR", to_currency: "USD", date: 3.days.ago.to_date, rate: 1.1)
-    ExchangeRate.create!(from_currency: "EUR", to_currency: "USD", date: 2.days.ago.to_date, rate: 1.1)
-    ExchangeRate.create!(from_currency: "EUR", to_currency: "USD", date: 1.days.ago.to_date, rate: 1.1)
-    ExchangeRate.create!(from_currency: "EUR", to_currency: "USD", date: Date.current, rate: 1.1)
-
-    series = family.accounts.balance_series(currency: "USD", period: Period.last_7_days)
-
-    assert_equal 0, series.values.first.trend.current.amount
-    assert_equal 6100, series.values.find { |v| v.date == 3.days.ago.to_date }.trend.current.amount
-    assert_equal 6100, series.values.last.trend.current.amount
+    series2 = account.balance_series(period: Period.last_90_days)
+    memoized_series2 = account.balance_series(period: Period.last_90_days)
+    memoized_series2_cash_view = account.balance_series(period: Period.last_90_days, view: :cash_balance)
+    memoized_series2_holdings_view = account.balance_series(period: Period.last_90_days, view: :holdings_balance)
   end
 end

test/models/balance/chart_series_builder_test.rb

@@ -0,0 +1,128 @@
+require "test_helper"
+
+class Balance::ChartSeriesBuilderTest < ActiveSupport::TestCase
+  setup do
+  end
+
+  test "balance series with fallbacks and gapfills" do
+    account = accounts(:depository)
+    account.balances.destroy_all
+
+    # With gaps
+    account.balances.create!(date: 3.days.ago.to_date, balance: 1000, currency: "USD")
+    account.balances.create!(date: 1.day.ago.to_date, balance: 1100, currency: "USD")
+    account.balances.create!(date: Date.current, balance: 1200, currency: "USD")
+
+    builder = Balance::ChartSeriesBuilder.new(
+      account_ids: [ account.id ],
+      currency: "USD",
+      period: Period.last_30_days,
+      interval: "1 day"
+    )
+
+    assert_equal 31, builder.balance_series.size # Last 30 days == 31 total balances
+    assert_equal 0, builder.balance_series.first.value
+
+    expected = [
+      0, # No value, so fallback to 0
+      1000,
+      1000, # Last observation carried forward
+      1100,
+      1200
+    ]
+
+    assert_equal expected, builder.balance_series.last(5).map { |v| v.value.amount }
+  end
+
+  test "exchange rates apply locf when missing" do
+    account = accounts(:depository)
+    account.balances.destroy_all
+
+    account.balances.create!(date: 2.days.ago.to_date, balance: 1000, currency: "USD")
+    account.balances.create!(date: 1.day.ago.to_date, balance: 1100, currency: "USD")
+    account.balances.create!(date: Date.current, balance: 1200, currency: "USD")
+
+    builder = Balance::ChartSeriesBuilder.new(
+      account_ids: [ account.id ],
+      currency: "EUR", # Will need to convert existing balances to EUR
+      period: Period.custom(start_date: 2.days.ago.to_date, end_date: Date.current),
+      interval: "1 day"
+    )
+
+    # Only 1 rate in DB. We'll be missing the first and last days in the series.
+    # This rate should be applied to 1 day ago and today, but not 2 days ago (will fall back to 1)
+    ExchangeRate.create!(date: 1.day.ago.to_date, from_currency: "USD", to_currency: "EUR", rate: 2)
+
+    expected = [
+      1000, # No rate available, so fall back to 1:1 conversion (1000 USD = 1000 EUR)
+      2200, # Rate available, so use 2:1 conversion (1100 USD = 2200 EUR)
+      2400 # Rate NOT available, but LOCF will use the last available rate, so use 2:1 conversion (1200 USD = 2400 EUR)
+    ]
+
+    assert_equal expected, builder.balance_series.map { |v| v.value.amount }
+  end
+
+  test "combines asset and liability accounts properly" do
+    asset_account = accounts(:depository)
+    liability_account = accounts(:credit_card)
+
+    Balance.destroy_all
+
+    asset_account.balances.create!(date: 3.days.ago.to_date, balance: 500, currency: "USD")
+    asset_account.balances.create!(date: 1.day.ago.to_date, balance: 1000, currency: "USD")
+    asset_account.balances.create!(date: Date.current, balance: 1000, currency: "USD")
+
+    liability_account.balances.create!(date: 3.days.ago.to_date, balance: 200, currency: "USD")
+    liability_account.balances.create!(date: 2.days.ago.to_date, balance: 200, currency: "USD")
+    liability_account.balances.create!(date: Date.current, balance: 100, currency: "USD")
+
+    builder = Balance::ChartSeriesBuilder.new(
+      account_ids: [ asset_account.id, liability_account.id ],
+      currency: "USD",
+      period: Period.custom(start_date: 4.days.ago.to_date, end_date: Date.current),
+      interval: "1 day"
+    )
+
+    expected = [
+      0, # No asset or liability balances - 4 days ago
+      300, # 500 - 200 = 300 - 3 days ago
+      300, # 500 - 200 = 300 (500 is locf) - 2 days ago
+      800, # 1000 - 200 = 800 (200 is locf) - 1 day ago
+      900 # 1000 - 100 = 900 - today
+    ]
+
+    assert_equal expected, builder.balance_series.map { |v| v.value.amount }
+  end
+
+  test "when favorable direction is down balance signage inverts" do
+    account = accounts(:credit_card)
+    account.balances.destroy_all
+
+    account.balances.create!(date: 1.day.ago.to_date, balance: 1000, currency: "USD")
+    account.balances.create!(date: Date.current, balance: 500, currency: "USD")
+
+    builder = Balance::ChartSeriesBuilder.new(
+      account_ids: [ account.id ],
+      currency: "USD",
+      period: Period.custom(start_date: 1.day.ago.to_date, end_date: Date.current),
+      favorable_direction: "up"
+    )
+
+    # Since favorable direction is up and balances are liabilities, the values should be negative
+    expected = [ -1000, -500 ]
+
+    assert_equal expected, builder.balance_series.map { |v| v.value.amount }
+
+    builder = Balance::ChartSeriesBuilder.new(
+      account_ids: [ account.id ],
+      currency: "USD",
+      period: Period.custom(start_date: 1.day.ago.to_date, end_date: Date.current),
+      favorable_direction: "down"
+    )
+
+    # Since favorable direction is down and balances are liabilities, the values should be positive
+    expected = [ 1000, 500 ]
+
+    assert_equal expected, builder.balance_series.map { |v| v.value.amount }
+  end
+end