Account:: namespace simplifications and cleanup (#2110)

* Flatten Holding model

* Flatten balance model

* Entries domain renames

* Fix valuations reference

* Fix trades stream

* Fix brakeman warnings

* Fix tests

* Replace existing entryable type references in DB

app/models/holding/base_calculator.rb

@@ -0,0 +1,63 @@
+class Holding::BaseCalculator
+  attr_reader :account
+
+  def initialize(account)
+    @account = account
+  end
+
+  def calculate
+    Rails.logger.tagged(self.class.name) do
+      holdings = calculate_holdings
+      Holding.gapfill(holdings)
+    end
+  end
+
+  private
+    def portfolio_cache
+      @portfolio_cache ||= Holding::PortfolioCache.new(account)
+    end
+
+    def empty_portfolio
+      securities = portfolio_cache.get_securities
+      securities.each_with_object({}) { |security, hash| hash[security.id] = 0 }
+    end
+
+    def generate_starting_portfolio
+      empty_portfolio
+    end
+
+    def transform_portfolio(previous_portfolio, trade_entries, direction: :forward)
+      new_quantities = previous_portfolio.dup
+
+      trade_entries.each do |trade_entry|
+        trade = trade_entry.entryable
+        security_id = trade.security_id
+        qty_change = trade.qty
+        qty_change = qty_change * -1 if direction == :reverse
+        new_quantities[security_id] = (new_quantities[security_id] || 0) + qty_change
+      end
+
+      new_quantities
+    end
+
+    def build_holdings(portfolio, date)
+      portfolio.map do |security_id, qty|
+        price = portfolio_cache.get_price(security_id, date)
+
+        if price.nil?
+          Rails.logger.warn "No price found for security #{security_id} on #{date}"
+          next
+        end
+
+        Holding.new(
+          account_id: account.id,
+          security_id: security_id,
+          date: date,
+          qty: qty,
+          price: price.price,
+          currency: price.currency,
+          amount: qty * price.price
+        )
+      end.compact
+    end
+end

app/models/holding/forward_calculator.rb

@@ -0,0 +1,21 @@
+class Holding::ForwardCalculator < Holding::BaseCalculator
+  private
+    def portfolio_cache
+      @portfolio_cache ||= Holding::PortfolioCache.new(account)
+    end
+
+    def calculate_holdings
+      current_portfolio = generate_starting_portfolio
+      next_portfolio = {}
+      holdings = []
+
+      account.start_date.upto(Date.current).each do |date|
+        trades = portfolio_cache.get_trades(date: date)
+        next_portfolio = transform_portfolio(current_portfolio, trades, direction: :forward)
+        holdings += build_holdings(next_portfolio, date)
+        current_portfolio = next_portfolio
+      end
+
+      holdings
+    end
+end

app/models/holding/gapfillable.rb

@@ -0,0 +1,38 @@
+module Holding::Gapfillable
+  extend ActiveSupport::Concern
+
+  class_methods do
+    def gapfill(holdings)
+      filled_holdings = []
+
+      holdings.group_by { |h| h.security_id }.each do |security_id, security_holdings|
+        next if security_holdings.empty?
+
+        sorted = security_holdings.sort_by(&:date)
+        previous_holding = sorted.first
+
+        sorted.first.date.upto(Date.current) do |date|
+          holding = security_holdings.find { |h| h.date == date }
+
+          if holding
+            filled_holdings << holding
+            previous_holding = holding
+          else
+            # Create a new holding based on the previous day's data
+            filled_holdings << Holding.new(
+              account: previous_holding.account,
+              security: previous_holding.security,
+              date: date,
+              qty: previous_holding.qty,
+              price: previous_holding.price,
+              currency: previous_holding.currency,
+              amount: previous_holding.amount
+            )
+          end
+        end
+      end
+
+      filled_holdings
+    end
+  end
+end

app/models/holding/portfolio_cache.rb

@@ -0,0 +1,131 @@
+class Holding::PortfolioCache
+  attr_reader :account, :use_holdings
+
+  class SecurityNotFound < StandardError
+    def initialize(security_id, account_id)
+      super("Security id=#{security_id} not found in portfolio cache for account #{account_id}.  This should not happen unless securities were preloaded incorrectly.")
+    end
+  end
+
+  def initialize(account, use_holdings: false)
+    @account = account
+    @use_holdings = use_holdings
+    load_prices
+  end
+
+  def get_trades(date: nil)
+    if date.blank?
+      trades
+    else
+      trades.select { |t| t.date == date }
+    end
+  end
+
+  def get_price(security_id, date)
+    security = @security_cache[security_id]
+    raise SecurityNotFound.new(security_id, account.id) unless security
+
+    price = security[:prices].select { |p| p.price.date == date }.min_by(&:priority)&.price
+
+    return nil unless price
+
+    price_money = Money.new(price.price, price.currency)
+
+    converted_amount = price_money.exchange_to(account.currency, fallback_rate: 1).amount
+
+    Security::Price.new(
+      security_id: security_id,
+      date: price.date,
+      price: converted_amount,
+      currency: account.currency
+    )
+  end
+
+  def get_securities
+    @security_cache.map { |_, v| v[:security] }
+  end
+
+  private
+    PriceWithPriority = Data.define(:price, :priority)
+
+    def trades
+      @trades ||= account.entries.includes(entryable: :security).trades.chronological.to_a
+    end
+
+    def holdings
+      @holdings ||= account.holdings.chronological.to_a
+    end
+
+    def collect_unique_securities
+      unique_securities_from_trades = trades.map(&:entryable).map(&:security).uniq
+
+      return unique_securities_from_trades unless use_holdings
+
+      unique_securities_from_holdings = holdings.map(&:security).uniq
+
+      (unique_securities_from_trades + unique_securities_from_holdings).uniq
+    end
+
+    # Loads all known prices for all securities in the account with priority based on source:
+    # 1 - DB or provider prices
+    # 2 - Trade prices
+    # 3 - Holding prices
+    def load_prices
+      @security_cache = {}
+      securities = collect_unique_securities
+
+      Rails.logger.info "Preloading #{securities.size} securities for account #{account.id}"
+
+      securities.each do |security|
+        Rails.logger.info "Loading security: ID=#{security.id} Ticker=#{security.ticker}"
+
+        # Load prices from provider to DB
+        security.sync_provider_prices(start_date: account.start_date)
+
+        # High priority prices from DB (synced from provider)
+        db_prices = security.prices.where(date: account.start_date..Date.current).map do |price|
+          PriceWithPriority.new(
+            price: price,
+            priority: 1
+          )
+        end
+
+        # Medium priority prices from trades
+        trade_prices = trades
+          .select { |t| t.entryable.security_id == security.id }
+          .map do |trade|
+            PriceWithPriority.new(
+              price: Security::Price.new(
+                security: security,
+                price: trade.entryable.price,
+                currency: trade.entryable.currency,
+                date: trade.date
+              ),
+              priority: 2
+            )
+          end
+
+        # Low priority prices from holdings (if applicable)
+        holding_prices = if use_holdings
+          holdings.select { |h| h.security_id == security.id }.map do |holding|
+            PriceWithPriority.new(
+              price: Security::Price.new(
+                security: security,
+                price: holding.price,
+                currency: holding.currency,
+                date: holding.date
+              ),
+              priority: 3
+            )
+          end
+        else
+          []
+        end
+
+        @security_cache[security.id] = {
+          security: security,
+          prices: db_prices + trade_prices + holding_prices
+        }
+      end
+    end
+end

app/models/holding/reverse_calculator.rb

@@ -0,0 +1,38 @@
+class Holding::ReverseCalculator < Holding::BaseCalculator
+  private
+    # Reverse calculators will use the existing holdings as a source of security ids and prices
+    # since it is common for a provider to supply "current day" holdings but not all the historical
+    # trades that make up those holdings.
+    def portfolio_cache
+      @portfolio_cache ||= Holding::PortfolioCache.new(account, use_holdings: true)
+    end
+
+    def calculate_holdings
+      current_portfolio = generate_starting_portfolio
+      previous_portfolio = {}
+
+      holdings = []
+
+      Date.current.downto(account.start_date).each do |date|
+        today_trades = portfolio_cache.get_trades(date: date)
+        previous_portfolio = transform_portfolio(current_portfolio, today_trades, direction: :reverse)
+        holdings += build_holdings(current_portfolio, date)
+        current_portfolio = previous_portfolio
+      end
+
+      holdings
+    end
+
+    # Since this is a reverse sync, we start with today's holdings
+    def generate_starting_portfolio
+      holding_quantities = empty_portfolio
+
+      todays_holdings = account.holdings.where(date: Date.current)
+
+      todays_holdings.each do |holding|
+        holding_quantities[holding.security_id] = holding.qty
+      end
+
+      holding_quantities
+    end
+end

app/models/holding/syncer.rb

@@ -0,0 +1,58 @@
+class Holding::Syncer
+  def initialize(account, strategy:)
+    @account = account
+    @strategy = strategy
+  end
+
+  def sync_holdings
+    calculate_holdings
+
+    Rails.logger.info("Persisting #{@holdings.size} holdings")
+    persist_holdings
+
+    if strategy == :forward
+      purge_stale_holdings
+    end
+
+    @holdings
+  end
+
+  private
+    attr_reader :account, :strategy
+
+    def calculate_holdings
+      @holdings = calculator.calculate
+    end
+
+    def persist_holdings
+      current_time = Time.now
+
+      account.holdings.upsert_all(
+        @holdings.map { |h| h.attributes
+               .slice("date", "currency", "qty", "price", "amount", "security_id")
+               .merge("account_id" => account.id, "updated_at" => current_time) },
+        unique_by: %i[account_id security_id date currency]
+      )
+    end
+
+    def purge_stale_holdings
+      portfolio_security_ids = account.entries.trades.map { |entry| entry.entryable.security_id }.uniq
+
+      # If there are no securities in the portfolio, delete all holdings
+      if portfolio_security_ids.empty?
+        Rails.logger.info("Clearing all holdings (no securities)")
+        account.holdings.delete_all
+      else
+        deleted_count = account.holdings.delete_by("date < ? OR security_id NOT IN (?)", account.start_date, portfolio_security_ids)
+        Rails.logger.info("Purged #{deleted_count} stale holdings") if deleted_count > 0
+      end
+    end
+
+    def calculator
+      if strategy == :reverse
+        Holding::ReverseCalculator.new(account)
+      else
+        Holding::ForwardCalculator.new(account)
+      end
+    end
+end