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https://github.com/maybe-finance/maybe.git
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10dd9e061a
* PlaidConnectable concern * Remove bad abstraction * Put sync implementations in own concerns * Sync strategies * Move sync orchestration to Sync class * Clean up sync class, add state machine * Basic market data sync cron * Fix price sync * Improve sync window column names, add timestamps * 30 day syncs by default * Clean up market data methods * Report high duplicate sync counts to Sentry * Add sync states throughout app * account tab session * Persistent account tab selections * Remove manual sleep * Add migration to clear stale syncs on self hosted apps * Tweak sync states * Sync completion event broadcasts * Fix timezones in tests * Cleanup * More cleanup * Plaid item UI broadcasts for sync * Fix account ID namespace conflict * Sync broadcasters * Smoother account sync refreshes * Remove test sync delay
72 lines
1.9 KiB
Ruby
72 lines
1.9 KiB
Ruby
class Holding::ForwardCalculator
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attr_reader :account
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def initialize(account)
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@account = account
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end
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def calculate
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Rails.logger.tagged("Holding::ForwardCalculator") do
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current_portfolio = generate_starting_portfolio
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next_portfolio = {}
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holdings = []
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account.start_date.upto(Date.current).each do |date|
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trades = portfolio_cache.get_trades(date: date)
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next_portfolio = transform_portfolio(current_portfolio, trades, direction: :forward)
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holdings += build_holdings(next_portfolio, date)
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current_portfolio = next_portfolio
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end
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Holding.gapfill(holdings)
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end
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end
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private
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def portfolio_cache
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@portfolio_cache ||= Holding::PortfolioCache.new(account)
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end
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def empty_portfolio
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securities = portfolio_cache.get_securities
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securities.each_with_object({}) { |security, hash| hash[security.id] = 0 }
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end
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def generate_starting_portfolio
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empty_portfolio
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end
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def transform_portfolio(previous_portfolio, trade_entries, direction: :forward)
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new_quantities = previous_portfolio.dup
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trade_entries.each do |trade_entry|
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trade = trade_entry.entryable
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security_id = trade.security_id
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qty_change = trade.qty
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qty_change = qty_change * -1 if direction == :reverse
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new_quantities[security_id] = (new_quantities[security_id] || 0) + qty_change
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end
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new_quantities
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end
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def build_holdings(portfolio, date, price_source: nil)
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portfolio.map do |security_id, qty|
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price = portfolio_cache.get_price(security_id, date, source: price_source)
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if price.nil?
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next
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end
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Holding.new(
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account_id: account.id,
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security_id: security_id,
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date: date,
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qty: qty,
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price: price.price,
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currency: price.currency,
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amount: qty * price.price
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)
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end.compact
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end
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end
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