class Holding::ReverseCalculator attr_reader :account def initialize(account) @account = account end def calculate Rails.logger.tagged("Holding::ReverseCalculator") do holdings = calculate_holdings Holding.gapfill(holdings) end end 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) # If current day, always use holding prices (since that's what Plaid gives us). For historical values, use market data (since Plaid doesn't supply historical prices) holdings += build_holdings(current_portfolio, date, price_source: date == Date.current ? "holding" : nil) current_portfolio = previous_portfolio end holdings end def empty_portfolio securities = portfolio_cache.get_securities securities.each_with_object({}) { |security, hash| hash[security.id] = 0 } 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 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