Maybe/test/models/account/holding/syncer_test.rb

require "test_helper"

class Account::Holding::SyncerTest < ActiveSupport::TestCase
  include Account::EntriesTestHelper, SecuritiesTestHelper

  setup do
    @account = families(:empty).accounts.create!(name: "Test Brokerage", balance: 20000, currency: "USD", accountable: Investment.new)
  end

  test "account with no trades has no holdings" do
    run_sync_for(@account)

    assert_equal [], @account.holdings
  end

  test "can buy and sell securities" do
    # First create securities with their prices
    security1 = create_security("AMZN", prices: [
      { date: 2.days.ago.to_date, price: 214 },
      { date: 1.day.ago.to_date, price: 215 },
      { date: Date.current, price: 216 }
    ])

    security2 = create_security("NVDA", prices: [
      { date: 1.day.ago.to_date, price: 122 },
      { date: Date.current, price: 124 }
    ])

    # Then create trades after prices exist
    create_trade(security1, account: @account, qty: 10, date: 2.days.ago.to_date) # buy 10 shares of AMZN
    create_trade(security1, account: @account, qty: 2, date: 1.day.ago.to_date) # buy 2 shares of AMZN
    create_trade(security2, account: @account, qty: 20, date: 1.day.ago.to_date) # buy 20 shares of NVDA
    create_trade(security1, account: @account, qty: -10, date: Date.current) # sell 10 shares of AMZN

    expected = [
      { security: security1, qty: 10, price: 214, amount: 10 * 214, date: 2.days.ago.to_date },
      { security: security1, qty: 12, price: 215, amount: 12 * 215, date: 1.day.ago.to_date },
      { security: security1, qty: 2, price: 216, amount: 2 * 216, date: Date.current },
      { security: security2, qty: 20, price: 122, amount: 20 * 122, date: 1.day.ago.to_date },
      { security: security2, qty: 20, price: 124, amount: 20 * 124, date: Date.current }
    ]

    run_sync_for(@account)

    assert_holdings(expected)
  end

  test "generates holdings with prices" do
    provider = mock
    Security::Price.stubs(:security_prices_provider).returns(provider)

    provider.expects(:fetch_security_prices).never

    amzn = create_security("AMZN", prices: [ { date: Date.current, price: 215 } ])
    create_trade(amzn, account: @account, qty: 10, date: Date.current, price: 215)

    expected = [
      { security: amzn, qty: 10, price: 215, amount: 10 * 215, date: Date.current }
    ]

    run_sync_for(@account)

    assert_holdings(expected)
  end

  test "generates all holdings even when missing security prices" do
    amzn = create_security("AMZN", prices: [])

    create_trade(amzn, account: @account, qty: 10, date: 2.days.ago.to_date, price: 210)

    # 2 days ago — no daily price found, but since this is day of entry, we fall back to entry price
    # 1 day ago — finds daily price, uses it
    # Today — no daily price, no entry, so price and amount are `nil`
    expected = [
      { security: amzn, qty: 10, price: 210, amount: 10 * 210, date: 2.days.ago.to_date },
      { security: amzn, qty: 10, price: 215, amount: 10 * 215, date: 1.day.ago.to_date },
      { security: amzn, qty: 10, price: nil, amount: nil, date: Date.current }
    ]

    fetched_prices = [ Security::Price.new(ticker: "AMZN", date: 1.day.ago.to_date, price: 215) ]

    Gapfiller.any_instance.expects(:run).returns(fetched_prices)
    Security::Price.expects(:find_prices)
                   .with(security: amzn, start_date: 2.days.ago.to_date, end_date: Date.current)
                   .once
                   .returns(fetched_prices)

    run_sync_for(@account)

    assert_holdings(expected)
  end

  # It is common for data providers to not provide prices for weekends, so we need to carry the last observation forward
  test "uses locf gapfilling when price is missing" do
    friday = Date.new(2024, 9, 27) # A known Friday
    saturday = friday + 1.day # weekend
    sunday = saturday + 1.day # weekend
    monday = sunday + 1.day # known Monday

    # Prices should be gapfilled like this: 210, 210, 210, 220
    tm = create_security("TM", prices: [
      { date: friday, price: 210 },
      { date: monday, price: 220 }
    ])

    create_trade(tm, account: @account, qty: 10, date: friday, price: 210)

    expected = [
      { security: tm, qty: 10, price: 210, amount: 10 * 210, date: friday },
      { security: tm, qty: 10, price: 210, amount: 10 * 210, date: saturday },
      { security: tm, qty: 10, price: 210, amount: 10 * 210, date: sunday },
      { security: tm, qty: 10, price: 220, amount: 10 * 220, date: monday }
    ]

    run_sync_for(@account)

    assert_holdings(expected)
  end

  private

    def assert_holdings(expected_holdings)
      holdings = @account.holdings.includes(:security).to_a
      expected_holdings.each do |expected_holding|
        actual_holding = holdings.find { |holding|
          holding.security == expected_holding[:security] &&
          holding.date == expected_holding[:date]
        }
        date = expected_holding[:date]
        expected_price = expected_holding[:price]
        expected_qty = expected_holding[:qty]
        expected_amount = expected_holding[:amount]
        ticker = expected_holding[:security].ticker

        assert actual_holding, "expected #{ticker} holding on date: #{date}"
        assert_equal expected_holding[:qty], actual_holding.qty, "expected #{expected_qty} qty for holding #{ticker} on date: #{date}"
        assert_equal expected_holding[:amount].to_d, actual_holding.amount.to_d, "expected #{expected_amount} amount for holding #{ticker} on date: #{date}"
        assert_equal expected_holding[:price].to_d, actual_holding.price.to_d, "expected #{expected_price} price for holding #{ticker} on date: #{date}"
      end
    end

    def run_sync_for(account)
      Account::Holding::Syncer.new(account).run
    end
end