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8db95623cf
* Handle reverse calculator starting portfolio generation correctly * Fix current_holdings to handle different dates and hide zero quantities - Use DISTINCT ON to get most recent holding per security instead of assuming same date - Filter out zero quantity holdings from UI display - Maintain cash display regardless of zero balance - Use single efficient query with proper Rails syntax * Continue to process holdings even if one is not resolvable * Lint fixes
76 lines
2.4 KiB
Ruby
76 lines
2.4 KiB
Ruby
class Holding::ReverseCalculator
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attr_reader :account, :portfolio_snapshot
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def initialize(account, portfolio_snapshot:)
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@account = account
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@portfolio_snapshot = portfolio_snapshot
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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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# Start with the portfolio snapshot passed in from the materializer
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current_portfolio = portfolio_snapshot.to_h
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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 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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