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