class Holding::ForwardCalculator attr_reader :account def initialize(account) @account = account end def calculate Rails.logger.tagged("Holding::ForwardCalculator") do 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 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, price_source: nil) portfolio.map do |security_id, qty| price = portfolio_cache.get_price(security_id, date, source: price_source) if price.nil? 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