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Populate holdings for "offline" securities properly (#1958)
* Placeholder logic for missing prices * Generate holdings properly for "offline" securities * Separate forward and reverse calculators for holdings and balances * Remove unnecessary currency conversion during sync * Clearer sync process * Move price caching logic to dedicated model * Base holding calculator * Base calculator for balances * Finish balance calculators * Better naming * Logs cleanup * Remove stale data type * Remove stale test * Fix price lookup logic for holdings sync * Fix Plaid item sync regression * Remove temp logging * Calculate cash and holdings series * Add holdings, cash, and balance series dropdown for investments
This commit is contained in:
Zach Gollwitzer
GitHub
parent
26762477a3
commit
eac5d5e663
35 changed files with 1109 additions and 808 deletions
74
test/models/account/balance/forward_calculator_test.rb
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74
test/models/account/balance/forward_calculator_test.rb
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@ -0,0 +1,74 @@
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require "test_helper"
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class Account::Balance::ForwardCalculatorTest < ActiveSupport::TestCase
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include Account::EntriesTestHelper
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setup do
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@account = families(:empty).accounts.create!(
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name: "Test",
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balance: 20000,
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cash_balance: 20000,
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currency: "USD",
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accountable: Investment.new
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)
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end
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# When syncing forwards, we don't care about the account balance. We generate everything based on entries, starting from 0.
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test "no entries sync" do
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assert_equal 0, @account.balances.count
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expected = [ 0, 0 ]
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calculated = Account::Balance::ForwardCalculator.new(@account).calculate
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assert_equal expected, calculated.map(&:balance)
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end
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test "valuations sync" do
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create_valuation(account: @account, date: 4.days.ago.to_date, amount: 17000)
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create_valuation(account: @account, date: 2.days.ago.to_date, amount: 19000)
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expected = [ 0, 17000, 17000, 19000, 19000, 19000 ]
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calculated = Account::Balance::ForwardCalculator.new(@account).calculate.sort_by(&:date).map(&:balance)
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assert_equal expected, calculated
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end
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test "transactions sync" do
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create_transaction(account: @account, date: 4.days.ago.to_date, amount: -500) # income
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create_transaction(account: @account, date: 2.days.ago.to_date, amount: 100) # expense
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expected = [ 0, 500, 500, 400, 400, 400 ]
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calculated = Account::Balance::ForwardCalculator.new(@account).calculate.sort_by(&:date).map(&:balance)
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assert_equal expected, calculated
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end
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test "multi-entry sync" do
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create_transaction(account: @account, date: 8.days.ago.to_date, amount: -5000)
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create_valuation(account: @account, date: 6.days.ago.to_date, amount: 17000)
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create_transaction(account: @account, date: 6.days.ago.to_date, amount: -500)
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create_transaction(account: @account, date: 4.days.ago.to_date, amount: -500)
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create_valuation(account: @account, date: 3.days.ago.to_date, amount: 17000)
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create_transaction(account: @account, date: 1.day.ago.to_date, amount: 100)
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expected = [ 0, 5000, 5000, 17000, 17000, 17500, 17000, 17000, 16900, 16900 ]
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calculated = Account::Balance::ForwardCalculator.new(@account).calculate.sort_by(&:date).map(&:balance)
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assert_equal expected, calculated
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end
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test "multi-currency sync" do
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ExchangeRate.create! date: 1.day.ago.to_date, from_currency: "EUR", to_currency: "USD", rate: 1.2
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create_transaction(account: @account, date: 3.days.ago.to_date, amount: -100, currency: "USD")
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create_transaction(account: @account, date: 2.days.ago.to_date, amount: -300, currency: "USD")
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# Transaction in different currency than the account's main currency
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create_transaction(account: @account, date: 1.day.ago.to_date, amount: -500, currency: "EUR") # €500 * 1.2 = $600
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expected = [ 0, 100, 400, 1000, 1000 ]
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calculated = Account::Balance::ForwardCalculator.new(@account).calculate.sort_by(&:date).map(&:balance)
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assert_equal expected, calculated
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end
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end
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59
test/models/account/balance/reverse_calculator_test.rb
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59
test/models/account/balance/reverse_calculator_test.rb
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@ -0,0 +1,59 @@
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require "test_helper"
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class Account::Balance::ReverseCalculatorTest < ActiveSupport::TestCase
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include Account::EntriesTestHelper
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setup do
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@account = families(:empty).accounts.create!(
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name: "Test",
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balance: 20000,
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cash_balance: 20000,
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currency: "USD",
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accountable: Investment.new
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)
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end
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# When syncing backwards, we start with the account balance and generate everything from there.
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test "no entries sync" do
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assert_equal 0, @account.balances.count
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expected = [ @account.balance, @account.balance ]
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calculated = Account::Balance::ReverseCalculator.new(@account).calculate
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assert_equal expected, calculated.map(&:balance)
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end
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test "valuations sync" do
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create_valuation(account: @account, date: 4.days.ago.to_date, amount: 17000)
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create_valuation(account: @account, date: 2.days.ago.to_date, amount: 19000)
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expected = [ 17000, 17000, 19000, 19000, 20000, 20000 ]
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calculated = Account::Balance::ReverseCalculator.new(@account).calculate.sort_by(&:date).map(&:balance)
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assert_equal expected, calculated
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end
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test "transactions sync" do
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create_transaction(account: @account, date: 4.days.ago.to_date, amount: -500) # income
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create_transaction(account: @account, date: 2.days.ago.to_date, amount: 100) # expense
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expected = [ 19600, 20100, 20100, 20000, 20000, 20000 ]
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calculated = Account::Balance::ReverseCalculator.new(@account).calculate.sort_by(&:date).map(&:balance)
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assert_equal expected, calculated
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end
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test "multi-entry sync" do
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create_transaction(account: @account, date: 8.days.ago.to_date, amount: -5000)
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create_valuation(account: @account, date: 6.days.ago.to_date, amount: 17000)
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create_transaction(account: @account, date: 6.days.ago.to_date, amount: -500)
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create_transaction(account: @account, date: 4.days.ago.to_date, amount: -500)
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create_valuation(account: @account, date: 3.days.ago.to_date, amount: 17000)
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create_transaction(account: @account, date: 1.day.ago.to_date, amount: 100)
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expected = [ 12000, 17000, 17000, 17000, 16500, 17000, 17000, 20100, 20000, 20000 ]
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calculated = Account::Balance::ReverseCalculator.new(@account).calculate.sort_by(&:date).map(&:balance)
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assert_equal expected, calculated
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end
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end
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51
test/models/account/balance/syncer_test.rb
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51
test/models/account/balance/syncer_test.rb
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require "test_helper"
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class Account::Balance::SyncerTest < ActiveSupport::TestCase
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include Account::EntriesTestHelper
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setup do
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@account = families(:empty).accounts.create!(
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name: "Test",
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balance: 20000,
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cash_balance: 20000,
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currency: "USD",
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accountable: Investment.new
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)
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end
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test "syncs balances" do
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Account::Holding::Syncer.any_instance.expects(:sync_holdings).returns([]).once
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@account.expects(:start_date).returns(2.days.ago.to_date)
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Account::Balance::ForwardCalculator.any_instance.expects(:calculate).returns(
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[
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Account::Balance.new(date: 1.day.ago.to_date, balance: 1000, cash_balance: 1000, currency: "USD"),
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Account::Balance.new(date: Date.current, balance: 1000, cash_balance: 1000, currency: "USD")
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]
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)
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assert_difference "@account.balances.count", 2 do
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Account::Balance::Syncer.new(@account, strategy: :forward).sync_balances
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end
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end
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test "purges stale balances and holdings" do
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# Balance before start date is stale
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@account.expects(:start_date).returns(2.days.ago.to_date).twice
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stale_balance = Account::Balance.new(date: 3.days.ago.to_date, balance: 10000, cash_balance: 10000, currency: "USD")
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Account::Balance::ForwardCalculator.any_instance.expects(:calculate).returns(
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[
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stale_balance,
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Account::Balance.new(date: 2.days.ago.to_date, balance: 10000, cash_balance: 10000, currency: "USD"),
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Account::Balance.new(date: 1.day.ago.to_date, balance: 1000, cash_balance: 1000, currency: "USD"),
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Account::Balance.new(date: Date.current, balance: 1000, cash_balance: 1000, currency: "USD")
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]
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)
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assert_difference "@account.balances.count", 3 do
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Account::Balance::Syncer.new(@account, strategy: :forward).sync_balances
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end
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end
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end
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@ -1,156 +0,0 @@
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require "test_helper"
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class Account::BalanceCalculatorTest < ActiveSupport::TestCase
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include Account::EntriesTestHelper
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setup do
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@account = families(:empty).accounts.create!(
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name: "Test",
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balance: 20000,
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cash_balance: 20000,
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currency: "USD",
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accountable: Investment.new
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)
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end
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# When syncing backwards, we start with the account balance and generate everything from there.
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test "reverse no entries sync" do
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assert_equal 0, @account.balances.count
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expected = [ @account.balance ]
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calculated = Account::BalanceCalculator.new(@account).calculate(reverse: true)
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assert_equal expected, calculated.map(&:balance)
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end
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# When syncing forwards, we don't care about the account balance. We generate everything based on entries, starting from 0.
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test "forward no entries sync" do
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assert_equal 0, @account.balances.count
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expected = [ 0 ]
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calculated = Account::BalanceCalculator.new(@account).calculate
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assert_equal expected, calculated.map(&:balance)
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end
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test "forward valuations sync" do
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create_valuation(account: @account, date: 4.days.ago.to_date, amount: 17000)
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create_valuation(account: @account, date: 2.days.ago.to_date, amount: 19000)
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expected = [ 0, 17000, 17000, 19000, 19000, 19000 ]
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calculated = Account::BalanceCalculator.new(@account).calculate.sort_by(&:date).map(&:balance)
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assert_equal expected, calculated
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end
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test "reverse valuations sync" do
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create_valuation(account: @account, date: 4.days.ago.to_date, amount: 17000)
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create_valuation(account: @account, date: 2.days.ago.to_date, amount: 19000)
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expected = [ 17000, 17000, 19000, 19000, 20000, 20000 ]
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calculated = Account::BalanceCalculator.new(@account).calculate(reverse: true).sort_by(&:date).map(&:balance)
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assert_equal expected, calculated
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end
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test "forward transactions sync" do
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create_transaction(account: @account, date: 4.days.ago.to_date, amount: -500) # income
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create_transaction(account: @account, date: 2.days.ago.to_date, amount: 100) # expense
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expected = [ 0, 500, 500, 400, 400, 400 ]
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calculated = Account::BalanceCalculator.new(@account).calculate.sort_by(&:date).map(&:balance)
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assert_equal expected, calculated
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end
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test "reverse transactions sync" do
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create_transaction(account: @account, date: 4.days.ago.to_date, amount: -500) # income
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create_transaction(account: @account, date: 2.days.ago.to_date, amount: 100) # expense
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expected = [ 19600, 20100, 20100, 20000, 20000, 20000 ]
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calculated = Account::BalanceCalculator.new(@account).calculate(reverse: true).sort_by(&:date).map(&:balance)
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assert_equal expected, calculated
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end
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test "reverse multi-entry sync" do
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create_transaction(account: @account, date: 8.days.ago.to_date, amount: -5000)
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create_valuation(account: @account, date: 6.days.ago.to_date, amount: 17000)
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create_transaction(account: @account, date: 6.days.ago.to_date, amount: -500)
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create_transaction(account: @account, date: 4.days.ago.to_date, amount: -500)
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create_valuation(account: @account, date: 3.days.ago.to_date, amount: 17000)
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create_transaction(account: @account, date: 1.day.ago.to_date, amount: 100)
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expected = [ 12000, 17000, 17000, 17000, 16500, 17000, 17000, 20100, 20000, 20000 ]
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calculated = Account::BalanceCalculator.new(@account).calculate(reverse: true) .sort_by(&:date).map(&:balance)
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assert_equal expected, calculated
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end
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test "forward multi-entry sync" do
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create_transaction(account: @account, date: 8.days.ago.to_date, amount: -5000)
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create_valuation(account: @account, date: 6.days.ago.to_date, amount: 17000)
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create_transaction(account: @account, date: 6.days.ago.to_date, amount: -500)
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create_transaction(account: @account, date: 4.days.ago.to_date, amount: -500)
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create_valuation(account: @account, date: 3.days.ago.to_date, amount: 17000)
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create_transaction(account: @account, date: 1.day.ago.to_date, amount: 100)
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expected = [ 0, 5000, 5000, 17000, 17000, 17500, 17000, 17000, 16900, 16900 ]
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calculated = Account::BalanceCalculator.new(@account).calculate.sort_by(&:date).map(&:balance)
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assert_equal expected, calculated
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end
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test "investment balance sync" do
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@account.update!(cash_balance: 18000)
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# Transactions represent deposits / withdrawals from the brokerage account
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# Ex: We deposit $20,000 into the brokerage account
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create_transaction(account: @account, date: 2.days.ago.to_date, amount: -20000)
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# Trades either consume cash (buy) or generate cash (sell). They do NOT change total balance, but do affect composition of cash/holdings.
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# Ex: We buy 20 shares of MSFT at $100 for a total of $2000
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create_trade(securities(:msft), account: @account, date: 1.day.ago.to_date, qty: 20, price: 100)
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holdings = [
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Account::Holding.new(date: Date.current, security: securities(:msft), amount: 2000, currency: "USD"),
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Account::Holding.new(date: 1.day.ago.to_date, security: securities(:msft), amount: 2000, currency: "USD"),
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Account::Holding.new(date: 2.days.ago.to_date, security: securities(:msft), amount: 0, currency: "USD")
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]
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expected = [ 0, 20000, 20000, 20000 ]
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calculated_backwards = Account::BalanceCalculator.new(@account, holdings: holdings).calculate(reverse: true).sort_by(&:date).map(&:balance)
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calculated_forwards = Account::BalanceCalculator.new(@account, holdings: holdings).calculate.sort_by(&:date).map(&:balance)
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assert_equal calculated_forwards, calculated_backwards
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assert_equal expected, calculated_forwards
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end
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test "multi-currency sync" do
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ExchangeRate.create! date: 1.day.ago.to_date, from_currency: "EUR", to_currency: "USD", rate: 1.2
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create_transaction(account: @account, date: 3.days.ago.to_date, amount: -100, currency: "USD")
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create_transaction(account: @account, date: 2.days.ago.to_date, amount: -300, currency: "USD")
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# Transaction in different currency than the account's main currency
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create_transaction(account: @account, date: 1.day.ago.to_date, amount: -500, currency: "EUR") # €500 * 1.2 = $600
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expected = [ 0, 100, 400, 1000, 1000 ]
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calculated = Account::BalanceCalculator.new(@account).calculate.sort_by(&:date).map(&:balance)
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assert_equal expected, calculated
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end
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private
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def create_holding(date:, security:, amount:)
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Account::Holding.create!(
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account: @account,
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security: security,
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date: date,
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qty: 0, # not used
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price: 0, # not used
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amount: amount,
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currency: @account.currency
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)
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end
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end
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146
test/models/account/holding/forward_calculator_test.rb
Normal file
146
test/models/account/holding/forward_calculator_test.rb
Normal file
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@ -0,0 +1,146 @@
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require "test_helper"
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class Account::Holding::ForwardCalculatorTest < ActiveSupport::TestCase
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include Account::EntriesTestHelper
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setup do
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@account = families(:empty).accounts.create!(
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name: "Test",
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balance: 20000,
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cash_balance: 20000,
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currency: "USD",
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accountable: Investment.new
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)
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end
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test "no holdings" do
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calculated = Account::Holding::ForwardCalculator.new(@account).calculate
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assert_equal [], calculated
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end
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test "forward portfolio calculation" do
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load_prices
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# Build up to 10 shares of VOO (current value $5000)
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create_trade(@voo, qty: 20, date: 3.days.ago.to_date, price: 470, account: @account)
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create_trade(@voo, qty: -15, date: 2.days.ago.to_date, price: 480, account: @account)
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create_trade(@voo, qty: 5, date: 1.day.ago.to_date, price: 490, account: @account)
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# Amazon won't exist in current holdings because qty is zero, but should show up in historical portfolio
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create_trade(@amzn, qty: 1, date: 2.days.ago.to_date, price: 200, account: @account)
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create_trade(@amzn, qty: -1, date: 1.day.ago.to_date, price: 200, account: @account)
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# Build up to 100 shares of WMT (current value $10000)
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create_trade(@wmt, qty: 100, date: 1.day.ago.to_date, price: 100, account: @account)
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expected = [
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# 4 days ago
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Account::Holding.new(security: @voo, date: 4.days.ago.to_date, qty: 0, price: 460, amount: 0),
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Account::Holding.new(security: @wmt, date: 4.days.ago.to_date, qty: 0, price: 100, amount: 0),
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Account::Holding.new(security: @amzn, date: 4.days.ago.to_date, qty: 0, price: 200, amount: 0),
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# 3 days ago
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Account::Holding.new(security: @voo, date: 3.days.ago.to_date, qty: 20, price: 470, amount: 9400),
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Account::Holding.new(security: @wmt, date: 3.days.ago.to_date, qty: 0, price: 100, amount: 0),
|
||||
Account::Holding.new(security: @amzn, date: 3.days.ago.to_date, qty: 0, price: 200, amount: 0),
|
||||
|
||||
# 2 days ago
|
||||
Account::Holding.new(security: @voo, date: 2.days.ago.to_date, qty: 5, price: 480, amount: 2400),
|
||||
Account::Holding.new(security: @wmt, date: 2.days.ago.to_date, qty: 0, price: 100, amount: 0),
|
||||
Account::Holding.new(security: @amzn, date: 2.days.ago.to_date, qty: 1, price: 200, amount: 200),
|
||||
|
||||
# 1 day ago
|
||||
Account::Holding.new(security: @voo, date: 1.day.ago.to_date, qty: 10, price: 490, amount: 4900),
|
||||
Account::Holding.new(security: @wmt, date: 1.day.ago.to_date, qty: 100, price: 100, amount: 10000),
|
||||
Account::Holding.new(security: @amzn, date: 1.day.ago.to_date, qty: 0, price: 200, amount: 0),
|
||||
|
||||
# Today
|
||||
Account::Holding.new(security: @voo, date: Date.current, qty: 10, price: 500, amount: 5000),
|
||||
Account::Holding.new(security: @wmt, date: Date.current, qty: 100, price: 100, amount: 10000),
|
||||
Account::Holding.new(security: @amzn, date: Date.current, qty: 0, price: 200, amount: 0)
|
||||
]
|
||||
|
||||
calculated = Account::Holding::ForwardCalculator.new(@account).calculate
|
||||
|
||||
assert_equal expected.length, calculated.length
|
||||
assert_holdings(expected, calculated)
|
||||
end
|
||||
|
||||
# Carries the previous record forward if no holding exists for a date
|
||||
# to ensure that net worth historical rollups have a value for every date
|
||||
test "uses locf to fill missing holdings" do
|
||||
load_prices
|
||||
|
||||
create_trade(@wmt, qty: 100, date: 1.day.ago.to_date, price: 100, account: @account)
|
||||
|
||||
expected = [
|
||||
Account::Holding.new(security: @wmt, date: 2.days.ago.to_date, qty: 0, price: 100, amount: 0),
|
||||
Account::Holding.new(security: @wmt, date: 1.day.ago.to_date, qty: 100, price: 100, amount: 10000),
|
||||
Account::Holding.new(security: @wmt, date: Date.current, qty: 100, price: 100, amount: 10000)
|
||||
]
|
||||
|
||||
# Price missing today, so we should carry forward the holding from 1 day ago
|
||||
Security.stubs(:find).returns(@wmt)
|
||||
Security::Price.stubs(:find_price).with(security: @wmt, date: 2.days.ago.to_date).returns(Security::Price.new(price: 100))
|
||||
Security::Price.stubs(:find_price).with(security: @wmt, date: 1.day.ago.to_date).returns(Security::Price.new(price: 100))
|
||||
Security::Price.stubs(:find_price).with(security: @wmt, date: Date.current).returns(nil)
|
||||
|
||||
calculated = Account::Holding::ForwardCalculator.new(@account).calculate
|
||||
|
||||
assert_equal expected.length, calculated.length
|
||||
assert_holdings(expected, calculated)
|
||||
end
|
||||
|
||||
test "offline tickers sync holdings based on most recent trade price" do
|
||||
offline_security = Security.create!(ticker: "OFFLINE", name: "Offline Ticker")
|
||||
|
||||
create_trade(offline_security, qty: 1, date: 3.days.ago.to_date, price: 90, account: @account)
|
||||
create_trade(offline_security, qty: 1, date: 1.day.ago.to_date, price: 100, account: @account)
|
||||
|
||||
expected = [
|
||||
Account::Holding.new(security: offline_security, date: 3.days.ago.to_date, qty: 1, price: 90, amount: 90),
|
||||
Account::Holding.new(security: offline_security, date: 2.days.ago.to_date, qty: 1, price: 90, amount: 90),
|
||||
Account::Holding.new(security: offline_security, date: 1.day.ago.to_date, qty: 2, price: 100, amount: 200),
|
||||
Account::Holding.new(security: offline_security, date: Date.current, qty: 2, price: 100, amount: 200)
|
||||
]
|
||||
|
||||
calculated = Account::Holding::ForwardCalculator.new(@account).calculate
|
||||
|
||||
assert_equal expected.length, calculated.length
|
||||
assert_holdings(expected, calculated)
|
||||
end
|
||||
|
||||
private
|
||||
def assert_holdings(expected, calculated)
|
||||
expected.each do |expected_entry|
|
||||
calculated_entry = calculated.find { |c| c.security == expected_entry.security && c.date == expected_entry.date }
|
||||
|
||||
assert_equal expected_entry.qty, calculated_entry.qty, "Qty mismatch for #{expected_entry.security.ticker} on #{expected_entry.date}"
|
||||
assert_equal expected_entry.price, calculated_entry.price, "Price mismatch for #{expected_entry.security.ticker} on #{expected_entry.date}"
|
||||
assert_equal expected_entry.amount, calculated_entry.amount, "Amount mismatch for #{expected_entry.security.ticker} on #{expected_entry.date}"
|
||||
end
|
||||
end
|
||||
|
||||
def load_prices
|
||||
@voo = Security.create!(ticker: "VOO", name: "Vanguard S&P 500 ETF")
|
||||
Security::Price.create!(security: @voo, date: 4.days.ago.to_date, price: 460)
|
||||
Security::Price.create!(security: @voo, date: 3.days.ago.to_date, price: 470)
|
||||
Security::Price.create!(security: @voo, date: 2.days.ago.to_date, price: 480)
|
||||
Security::Price.create!(security: @voo, date: 1.day.ago.to_date, price: 490)
|
||||
Security::Price.create!(security: @voo, date: Date.current, price: 500)
|
||||
|
||||
@wmt = Security.create!(ticker: "WMT", name: "Walmart Inc.")
|
||||
Security::Price.create!(security: @wmt, date: 4.days.ago.to_date, price: 100)
|
||||
Security::Price.create!(security: @wmt, date: 3.days.ago.to_date, price: 100)
|
||||
Security::Price.create!(security: @wmt, date: 2.days.ago.to_date, price: 100)
|
||||
Security::Price.create!(security: @wmt, date: 1.day.ago.to_date, price: 100)
|
||||
Security::Price.create!(security: @wmt, date: Date.current, price: 100)
|
||||
|
||||
@amzn = Security.create!(ticker: "AMZN", name: "Amazon.com Inc.")
|
||||
Security::Price.create!(security: @amzn, date: 4.days.ago.to_date, price: 200)
|
||||
Security::Price.create!(security: @amzn, date: 3.days.ago.to_date, price: 200)
|
||||
Security::Price.create!(security: @amzn, date: 2.days.ago.to_date, price: 200)
|
||||
Security::Price.create!(security: @amzn, date: 1.day.ago.to_date, price: 200)
|
||||
Security::Price.create!(security: @amzn, date: Date.current, price: 200)
|
||||
end
|
||||
end
|
||||
63
test/models/account/holding/portfolio_cache_test.rb
Normal file
63
test/models/account/holding/portfolio_cache_test.rb
Normal file
|
|
@ -0,0 +1,63 @@
|
|||
require "test_helper"
|
||||
|
||||
class Account::Holding::PortfolioCacheTest < ActiveSupport::TestCase
|
||||
include Account::EntriesTestHelper
|
||||
|
||||
setup do
|
||||
# Prices, highest to lowest priority
|
||||
@db_price = 210
|
||||
@provider_price = 220
|
||||
@trade_price = 200
|
||||
@holding_price = 250
|
||||
|
||||
@account = families(:empty).accounts.create!(name: "Test Brokerage", balance: 10000, currency: "USD", accountable: Investment.new)
|
||||
@test_security = Security.create!(name: "Test Security", ticker: "TEST")
|
||||
|
||||
@trade = create_trade(@test_security, account: @account, qty: 1, date: Date.current, price: @trade_price)
|
||||
@holding = Account::Holding.create!(security: @test_security, account: @account, date: Date.current, qty: 1, price: @holding_price, amount: @holding_price, currency: "USD")
|
||||
Security::Price.create!(security: @test_security, date: Date.current, price: @db_price)
|
||||
end
|
||||
|
||||
test "gets price from DB if available" do
|
||||
cache = Account::Holding::PortfolioCache.new(@account)
|
||||
|
||||
assert_equal @db_price, cache.get_price(@test_security.id, Date.current).price
|
||||
end
|
||||
|
||||
test "if no price in DB, try fetching from provider" do
|
||||
Security::Price.destroy_all
|
||||
Security::Price.expects(:find_prices)
|
||||
.with(security: @test_security, start_date: @account.start_date, end_date: Date.current)
|
||||
.returns([
|
||||
Security::Price.new(security: @test_security, date: Date.current, price: @provider_price, currency: "USD")
|
||||
])
|
||||
|
||||
cache = Account::Holding::PortfolioCache.new(@account)
|
||||
|
||||
assert_equal @provider_price, cache.get_price(@test_security.id, Date.current).price
|
||||
end
|
||||
|
||||
test "if no price from db or provider, try getting the price from trades" do
|
||||
Security::Price.destroy_all # No DB prices
|
||||
Security::Price.expects(:find_prices)
|
||||
.with(security: @test_security, start_date: @account.start_date, end_date: Date.current)
|
||||
.returns([]) # No provider prices
|
||||
|
||||
cache = Account::Holding::PortfolioCache.new(@account)
|
||||
|
||||
assert_equal @trade_price, cache.get_price(@test_security.id, Date.current).price
|
||||
end
|
||||
|
||||
test "if no price from db, provider, or trades, search holdings" do
|
||||
Security::Price.destroy_all # No DB prices
|
||||
Security::Price.expects(:find_prices)
|
||||
.with(security: @test_security, start_date: @account.start_date, end_date: Date.current)
|
||||
.returns([]) # No provider prices
|
||||
|
||||
@account.entries.destroy_all # No prices from trades
|
||||
|
||||
cache = Account::Holding::PortfolioCache.new(@account, use_holdings: true)
|
||||
|
||||
assert_equal @holding_price, cache.get_price(@test_security.id, Date.current).price
|
||||
end
|
||||
end
|
||||
|
|
@ -1,6 +1,6 @@
|
|||
require "test_helper"
|
||||
|
||||
class Account::HoldingCalculatorTest < ActiveSupport::TestCase
|
||||
class Account::Holding::ReverseCalculatorTest < ActiveSupport::TestCase
|
||||
include Account::EntriesTestHelper
|
||||
|
||||
setup do
|
||||
|
|
@ -14,10 +14,8 @@ class Account::HoldingCalculatorTest < ActiveSupport::TestCase
|
|||
end
|
||||
|
||||
test "no holdings" do
|
||||
forward = Account::HoldingCalculator.new(@account).calculate
|
||||
reverse = Account::HoldingCalculator.new(@account).calculate(reverse: true)
|
||||
assert_equal forward, reverse
|
||||
assert_equal [], forward
|
||||
calculated = Account::Holding::ReverseCalculator.new(@account).calculate
|
||||
assert_equal [], calculated
|
||||
end
|
||||
|
||||
# Should be able to handle this case, although we should not be reverse-syncing an account without provided current day holdings
|
||||
|
|
@ -28,7 +26,7 @@ class Account::HoldingCalculatorTest < ActiveSupport::TestCase
|
|||
|
||||
create_trade(voo, qty: -10, date: Date.current, price: 470, account: @account)
|
||||
|
||||
calculated = Account::HoldingCalculator.new(@account).calculate(reverse: true)
|
||||
calculated = Account::Holding::ReverseCalculator.new(@account).calculate
|
||||
assert_equal 2, calculated.length
|
||||
end
|
||||
|
||||
|
|
@ -74,7 +72,7 @@ class Account::HoldingCalculatorTest < ActiveSupport::TestCase
|
|||
Account::Holding.new(security: @amzn, date: Date.current, qty: 0, price: 200, amount: 0)
|
||||
]
|
||||
|
||||
calculated = Account::HoldingCalculator.new(@account).calculate(reverse: true)
|
||||
calculated = Account::Holding::ReverseCalculator.new(@account).calculate
|
||||
|
||||
assert_equal expected.length, calculated.length
|
||||
|
||||
|
|
@ -87,80 +85,6 @@ class Account::HoldingCalculatorTest < ActiveSupport::TestCase
|
|||
end
|
||||
end
|
||||
|
||||
test "forward portfolio calculation" do
|
||||
load_prices
|
||||
|
||||
# Build up to 10 shares of VOO (current value $5000)
|
||||
create_trade(@voo, qty: 20, date: 3.days.ago.to_date, price: 470, account: @account)
|
||||
create_trade(@voo, qty: -15, date: 2.days.ago.to_date, price: 480, account: @account)
|
||||
create_trade(@voo, qty: 5, date: 1.day.ago.to_date, price: 490, account: @account)
|
||||
|
||||
# Amazon won't exist in current holdings because qty is zero, but should show up in historical portfolio
|
||||
create_trade(@amzn, qty: 1, date: 2.days.ago.to_date, price: 200, account: @account)
|
||||
create_trade(@amzn, qty: -1, date: 1.day.ago.to_date, price: 200, account: @account)
|
||||
|
||||
# Build up to 100 shares of WMT (current value $10000)
|
||||
create_trade(@wmt, qty: 100, date: 1.day.ago.to_date, price: 100, account: @account)
|
||||
|
||||
expected = [
|
||||
# 4 days ago
|
||||
Account::Holding.new(security: @voo, date: 4.days.ago.to_date, qty: 0, price: 460, amount: 0),
|
||||
Account::Holding.new(security: @wmt, date: 4.days.ago.to_date, qty: 0, price: 100, amount: 0),
|
||||
Account::Holding.new(security: @amzn, date: 4.days.ago.to_date, qty: 0, price: 200, amount: 0),
|
||||
|
||||
# 3 days ago
|
||||
Account::Holding.new(security: @voo, date: 3.days.ago.to_date, qty: 20, price: 470, amount: 9400),
|
||||
Account::Holding.new(security: @wmt, date: 3.days.ago.to_date, qty: 0, price: 100, amount: 0),
|
||||
Account::Holding.new(security: @amzn, date: 3.days.ago.to_date, qty: 0, price: 200, amount: 0),
|
||||
|
||||
# 2 days ago
|
||||
Account::Holding.new(security: @voo, date: 2.days.ago.to_date, qty: 5, price: 480, amount: 2400),
|
||||
Account::Holding.new(security: @wmt, date: 2.days.ago.to_date, qty: 0, price: 100, amount: 0),
|
||||
Account::Holding.new(security: @amzn, date: 2.days.ago.to_date, qty: 1, price: 200, amount: 200),
|
||||
|
||||
# 1 day ago
|
||||
Account::Holding.new(security: @voo, date: 1.day.ago.to_date, qty: 10, price: 490, amount: 4900),
|
||||
Account::Holding.new(security: @wmt, date: 1.day.ago.to_date, qty: 100, price: 100, amount: 10000),
|
||||
Account::Holding.new(security: @amzn, date: 1.day.ago.to_date, qty: 0, price: 200, amount: 0),
|
||||
|
||||
# Today
|
||||
Account::Holding.new(security: @voo, date: Date.current, qty: 10, price: 500, amount: 5000),
|
||||
Account::Holding.new(security: @wmt, date: Date.current, qty: 100, price: 100, amount: 10000),
|
||||
Account::Holding.new(security: @amzn, date: Date.current, qty: 0, price: 200, amount: 0)
|
||||
]
|
||||
|
||||
calculated = Account::HoldingCalculator.new(@account).calculate
|
||||
|
||||
assert_equal expected.length, calculated.length
|
||||
assert_holdings(expected, calculated)
|
||||
end
|
||||
|
||||
# Carries the previous record forward if no holding exists for a date
|
||||
# to ensure that net worth historical rollups have a value for every date
|
||||
test "uses locf to fill missing holdings" do
|
||||
load_prices
|
||||
|
||||
create_trade(@wmt, qty: 100, date: 1.day.ago.to_date, price: 100, account: @account)
|
||||
|
||||
expected = [
|
||||
Account::Holding.new(security: @wmt, date: 2.days.ago.to_date, qty: 0, price: 100, amount: 0),
|
||||
Account::Holding.new(security: @wmt, date: 1.day.ago.to_date, qty: 100, price: 100, amount: 10000),
|
||||
Account::Holding.new(security: @wmt, date: Date.current, qty: 100, price: 100, amount: 10000)
|
||||
]
|
||||
|
||||
# Price missing today, so we should carry forward the holding from 1 day ago
|
||||
Security.stubs(:find).returns(@wmt)
|
||||
Security::Price.stubs(:find_price).with(security: @wmt, date: 2.days.ago.to_date).returns(Security::Price.new(price: 100))
|
||||
Security::Price.stubs(:find_price).with(security: @wmt, date: 1.day.ago.to_date).returns(Security::Price.new(price: 100))
|
||||
Security::Price.stubs(:find_price).with(security: @wmt, date: Date.current).returns(nil)
|
||||
|
||||
calculated = Account::HoldingCalculator.new(@account).calculate
|
||||
|
||||
assert_equal expected.length, calculated.length
|
||||
|
||||
assert_holdings(expected, calculated)
|
||||
end
|
||||
|
||||
private
|
||||
def assert_holdings(expected, calculated)
|
||||
expected.each do |expected_entry|
|
||||
29
test/models/account/holding/syncer_test.rb
Normal file
29
test/models/account/holding/syncer_test.rb
Normal file
|
|
@ -0,0 +1,29 @@
|
|||
require "test_helper"
|
||||
|
||||
class Account::Holding::SyncerTest < ActiveSupport::TestCase
|
||||
include Account::EntriesTestHelper
|
||||
|
||||
setup do
|
||||
@family = families(:empty)
|
||||
@account = @family.accounts.create!(name: "Test", balance: 20000, cash_balance: 20000, currency: "USD", accountable: Investment.new)
|
||||
@aapl = securities(:aapl)
|
||||
end
|
||||
|
||||
test "syncs holdings" do
|
||||
create_trade(@aapl, account: @account, qty: 1, price: 200, date: Date.current)
|
||||
|
||||
# Should have yesterday's and today's holdings
|
||||
assert_difference "@account.holdings.count", 2 do
|
||||
Account::Holding::Syncer.new(@account, strategy: :forward).sync_holdings
|
||||
end
|
||||
end
|
||||
|
||||
test "purges stale holdings for unlinked accounts" do
|
||||
# Since the account has no entries, there should be no holdings
|
||||
Account::Holding.create!(account: @account, security: @aapl, qty: 1, price: 100, amount: 100, currency: "USD", date: Date.current)
|
||||
|
||||
assert_difference "Account::Holding.count", -1 do
|
||||
Account::Holding::Syncer.new(@account, strategy: :forward).sync_holdings
|
||||
end
|
||||
end
|
||||
end
|
||||
|
|
@ -1,65 +0,0 @@
|
|||
require "test_helper"
|
||||
|
||||
class Account::SyncerTest < ActiveSupport::TestCase
|
||||
include Account::EntriesTestHelper
|
||||
|
||||
setup do
|
||||
@account = families(:empty).accounts.create!(
|
||||
name: "Test",
|
||||
balance: 20000,
|
||||
cash_balance: 20000,
|
||||
currency: "USD",
|
||||
accountable: Investment.new
|
||||
)
|
||||
end
|
||||
|
||||
test "converts foreign account balances and holdings to family currency" do
|
||||
@account.family.update! currency: "USD"
|
||||
@account.update! currency: "EUR"
|
||||
|
||||
@account.entries.create!(date: 1.day.ago.to_date, currency: "EUR", amount: 500, name: "Buy AAPL", entryable: Account::Trade.new(security: securities(:aapl), qty: 10, price: 50, currency: "EUR"))
|
||||
|
||||
ExchangeRate.create!(date: 1.day.ago.to_date, from_currency: "EUR", to_currency: "USD", rate: 1.2)
|
||||
ExchangeRate.create!(date: Date.current, from_currency: "EUR", to_currency: "USD", rate: 2)
|
||||
|
||||
Account::BalanceCalculator.any_instance.expects(:calculate).returns(
|
||||
[
|
||||
Account::Balance.new(date: 1.day.ago.to_date, balance: 1000, cash_balance: 1000, currency: "EUR"),
|
||||
Account::Balance.new(date: Date.current, balance: 1000, cash_balance: 1000, currency: "EUR")
|
||||
]
|
||||
)
|
||||
|
||||
Account::HoldingCalculator.any_instance.expects(:calculate).returns(
|
||||
[
|
||||
Account::Holding.new(security: securities(:aapl), date: 1.day.ago.to_date, qty: 10, price: 50, amount: 500, currency: "EUR"),
|
||||
Account::Holding.new(security: securities(:aapl), date: Date.current, qty: 10, price: 50, amount: 500, currency: "EUR")
|
||||
]
|
||||
)
|
||||
|
||||
Account::Syncer.new(@account).run
|
||||
|
||||
assert_equal [ 1000, 1000 ], @account.balances.where(currency: "EUR").chronological.map(&:balance)
|
||||
assert_equal [ 1200, 2000 ], @account.balances.where(currency: "USD").chronological.map(&:balance)
|
||||
assert_equal [ 500, 500 ], @account.holdings.where(currency: "EUR").chronological.map(&:amount)
|
||||
assert_equal [ 600, 1000 ], @account.holdings.where(currency: "USD").chronological.map(&:amount)
|
||||
end
|
||||
|
||||
test "purges stale balances and holdings" do
|
||||
# Old, out of range holdings and balances
|
||||
@account.holdings.create!(security: securities(:aapl), date: 10.years.ago.to_date, currency: "USD", qty: 100, price: 100, amount: 10000)
|
||||
@account.balances.create!(date: 10.years.ago.to_date, currency: "USD", balance: 10000, cash_balance: 10000)
|
||||
|
||||
assert_equal 1, @account.holdings.count
|
||||
assert_equal 1, @account.balances.count
|
||||
|
||||
Account::Syncer.new(@account).run
|
||||
|
||||
@account.reload
|
||||
|
||||
assert_equal 0, @account.holdings.count
|
||||
|
||||
# Balance sync always creates 1 balance if no entries present.
|
||||
assert_equal 1, @account.balances.count
|
||||
assert_equal 0, @account.balances.first.balance
|
||||
end
|
||||
end
|
||||
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Reference in a new issue