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49c353e10c
* Start tests rework * Cash balance on schema * Add reverse syncer * Reverse balance sync with holdings * Reverse holdings sync * Reverse holdings sync should work with only trade entries * Consolidate brokerage cash * Add forward sync option * Update new balance info after syncs * Intraday balance calculator and sync fixes * Show only balance for trade entries * Tests passing * Update Gemfile.lock * Cleanup, performance improvements * Remove account reloads for reliable sync outputs * Simplify valuation view logic * Special handling for Plaid cash holding
231 lines
11 KiB
Ruby
231 lines
11 KiB
Ruby
require "test_helper"
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class Account::HoldingCalculatorTest < ActiveSupport::TestCase
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include Account::EntriesTestHelper
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setup do
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@account = families(:empty).accounts.create!(
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name: "Test",
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balance: 20000,
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cash_balance: 20000,
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currency: "USD",
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accountable: Investment.new
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)
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end
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test "no holdings" do
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forward = Account::HoldingCalculator.new(@account).calculate
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reverse = Account::HoldingCalculator.new(@account).calculate(reverse: true)
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assert_equal forward, reverse
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assert_equal [], forward
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end
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# Should be able to handle this case, although we should not be reverse-syncing an account without provided current day holdings
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test "reverse portfolio with trades but without current day holdings" do
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voo = Security.create!(ticker: "VOO", name: "Vanguard S&P 500 ETF")
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Security::Price.create!(security: voo, date: Date.current, price: 470)
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Security::Price.create!(security: voo, date: 1.day.ago.to_date, price: 470)
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create_trade(voo, qty: -10, date: Date.current, price: 470, account: @account)
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calculated = Account::HoldingCalculator.new(@account).calculate(reverse: true)
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assert_equal 2, calculated.length
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end
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test "reverse portfolio calculation" do
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load_today_portfolio
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# Build up to 10 shares of VOO (current value $5000)
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create_trade(@voo, qty: 20, date: 3.days.ago.to_date, price: 470, account: @account)
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create_trade(@voo, qty: -15, date: 2.days.ago.to_date, price: 480, account: @account)
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create_trade(@voo, qty: 5, date: 1.day.ago.to_date, price: 490, account: @account)
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# Amazon won't exist in current holdings because qty is zero, but should show up in historical portfolio
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create_trade(@amzn, qty: 1, date: 2.days.ago.to_date, price: 200, account: @account)
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create_trade(@amzn, qty: -1, date: 1.day.ago.to_date, price: 200, account: @account)
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# Build up to 100 shares of WMT (current value $10000)
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create_trade(@wmt, qty: 100, date: 1.day.ago.to_date, price: 100, account: @account)
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expected = [
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# 4 days ago
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Account::Holding.new(security: @voo, date: 4.days.ago.to_date, qty: 0, price: 460, amount: 0),
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Account::Holding.new(security: @wmt, date: 4.days.ago.to_date, qty: 0, price: 100, amount: 0),
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Account::Holding.new(security: @amzn, date: 4.days.ago.to_date, qty: 0, price: 200, amount: 0),
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# 3 days ago
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Account::Holding.new(security: @voo, date: 3.days.ago.to_date, qty: 20, price: 470, amount: 9400),
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Account::Holding.new(security: @wmt, date: 3.days.ago.to_date, qty: 0, price: 100, amount: 0),
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Account::Holding.new(security: @amzn, date: 3.days.ago.to_date, qty: 0, price: 200, amount: 0),
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# 2 days ago
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Account::Holding.new(security: @voo, date: 2.days.ago.to_date, qty: 5, price: 480, amount: 2400),
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Account::Holding.new(security: @wmt, date: 2.days.ago.to_date, qty: 0, price: 100, amount: 0),
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Account::Holding.new(security: @amzn, date: 2.days.ago.to_date, qty: 1, price: 200, amount: 200),
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# 1 day ago
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Account::Holding.new(security: @voo, date: 1.day.ago.to_date, qty: 10, price: 490, amount: 4900),
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Account::Holding.new(security: @wmt, date: 1.day.ago.to_date, qty: 100, price: 100, amount: 10000),
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Account::Holding.new(security: @amzn, date: 1.day.ago.to_date, qty: 0, price: 200, amount: 0),
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# Today
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Account::Holding.new(security: @voo, date: Date.current, qty: 10, price: 500, amount: 5000),
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Account::Holding.new(security: @wmt, date: Date.current, qty: 100, price: 100, amount: 10000),
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Account::Holding.new(security: @amzn, date: Date.current, qty: 0, price: 200, amount: 0)
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]
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calculated = Account::HoldingCalculator.new(@account).calculate(reverse: true)
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assert_equal expected.length, calculated.length
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expected.each do |expected_entry|
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calculated_entry = calculated.find { |c| c.security == expected_entry.security && c.date == expected_entry.date }
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assert_equal expected_entry.qty, calculated_entry.qty, "Qty mismatch for #{expected_entry.security.ticker} on #{expected_entry.date}"
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assert_equal expected_entry.price, calculated_entry.price, "Price mismatch for #{expected_entry.security.ticker} on #{expected_entry.date}"
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assert_equal expected_entry.amount, calculated_entry.amount, "Amount mismatch for #{expected_entry.security.ticker} on #{expected_entry.date}"
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end
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end
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test "forward portfolio calculation" do
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load_prices
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# Build up to 10 shares of VOO (current value $5000)
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create_trade(@voo, qty: 20, date: 3.days.ago.to_date, price: 470, account: @account)
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create_trade(@voo, qty: -15, date: 2.days.ago.to_date, price: 480, account: @account)
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create_trade(@voo, qty: 5, date: 1.day.ago.to_date, price: 490, account: @account)
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# Amazon won't exist in current holdings because qty is zero, but should show up in historical portfolio
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create_trade(@amzn, qty: 1, date: 2.days.ago.to_date, price: 200, account: @account)
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create_trade(@amzn, qty: -1, date: 1.day.ago.to_date, price: 200, account: @account)
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# Build up to 100 shares of WMT (current value $10000)
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create_trade(@wmt, qty: 100, date: 1.day.ago.to_date, price: 100, account: @account)
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expected = [
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# 4 days ago
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Account::Holding.new(security: @voo, date: 4.days.ago.to_date, qty: 0, price: 460, amount: 0),
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Account::Holding.new(security: @wmt, date: 4.days.ago.to_date, qty: 0, price: 100, amount: 0),
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Account::Holding.new(security: @amzn, date: 4.days.ago.to_date, qty: 0, price: 200, amount: 0),
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# 3 days ago
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Account::Holding.new(security: @voo, date: 3.days.ago.to_date, qty: 20, price: 470, amount: 9400),
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Account::Holding.new(security: @wmt, date: 3.days.ago.to_date, qty: 0, price: 100, amount: 0),
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Account::Holding.new(security: @amzn, date: 3.days.ago.to_date, qty: 0, price: 200, amount: 0),
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# 2 days ago
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Account::Holding.new(security: @voo, date: 2.days.ago.to_date, qty: 5, price: 480, amount: 2400),
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Account::Holding.new(security: @wmt, date: 2.days.ago.to_date, qty: 0, price: 100, amount: 0),
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Account::Holding.new(security: @amzn, date: 2.days.ago.to_date, qty: 1, price: 200, amount: 200),
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# 1 day ago
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Account::Holding.new(security: @voo, date: 1.day.ago.to_date, qty: 10, price: 490, amount: 4900),
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Account::Holding.new(security: @wmt, date: 1.day.ago.to_date, qty: 100, price: 100, amount: 10000),
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Account::Holding.new(security: @amzn, date: 1.day.ago.to_date, qty: 0, price: 200, amount: 0),
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# Today
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Account::Holding.new(security: @voo, date: Date.current, qty: 10, price: 500, amount: 5000),
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Account::Holding.new(security: @wmt, date: Date.current, qty: 100, price: 100, amount: 10000),
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Account::Holding.new(security: @amzn, date: Date.current, qty: 0, price: 200, amount: 0)
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]
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calculated = Account::HoldingCalculator.new(@account).calculate
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assert_equal expected.length, calculated.length
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assert_holdings(expected, calculated)
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end
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# Carries the previous record forward if no holding exists for a date
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# to ensure that net worth historical rollups have a value for every date
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test "uses locf to fill missing holdings" do
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load_prices
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create_trade(@wmt, qty: 100, date: 1.day.ago.to_date, price: 100, account: @account)
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expected = [
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Account::Holding.new(security: @wmt, date: 2.days.ago.to_date, qty: 0, price: 100, amount: 0),
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Account::Holding.new(security: @wmt, date: 1.day.ago.to_date, qty: 100, price: 100, amount: 10000),
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Account::Holding.new(security: @wmt, date: Date.current, qty: 100, price: 100, amount: 10000)
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]
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# Price missing today, so we should carry forward the holding from 1 day ago
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Security.stubs(:find).returns(@wmt)
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Security::Price.stubs(:find_price).with(security: @wmt, date: 2.days.ago.to_date).returns(Security::Price.new(price: 100))
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Security::Price.stubs(:find_price).with(security: @wmt, date: 1.day.ago.to_date).returns(Security::Price.new(price: 100))
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Security::Price.stubs(:find_price).with(security: @wmt, date: Date.current).returns(nil)
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calculated = Account::HoldingCalculator.new(@account).calculate
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assert_equal expected.length, calculated.length
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assert_holdings(expected, calculated)
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end
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private
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def assert_holdings(expected, calculated)
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expected.each do |expected_entry|
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calculated_entry = calculated.find { |c| c.security == expected_entry.security && c.date == expected_entry.date }
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assert_equal expected_entry.qty, calculated_entry.qty, "Qty mismatch for #{expected_entry.security.ticker} on #{expected_entry.date}"
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assert_equal expected_entry.price, calculated_entry.price, "Price mismatch for #{expected_entry.security.ticker} on #{expected_entry.date}"
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assert_equal expected_entry.amount, calculated_entry.amount, "Amount mismatch for #{expected_entry.security.ticker} on #{expected_entry.date}"
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end
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end
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def load_prices
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@voo = Security.create!(ticker: "VOO", name: "Vanguard S&P 500 ETF")
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Security::Price.create!(security: @voo, date: 4.days.ago.to_date, price: 460)
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Security::Price.create!(security: @voo, date: 3.days.ago.to_date, price: 470)
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Security::Price.create!(security: @voo, date: 2.days.ago.to_date, price: 480)
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Security::Price.create!(security: @voo, date: 1.day.ago.to_date, price: 490)
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Security::Price.create!(security: @voo, date: Date.current, price: 500)
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@wmt = Security.create!(ticker: "WMT", name: "Walmart Inc.")
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Security::Price.create!(security: @wmt, date: 4.days.ago.to_date, price: 100)
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Security::Price.create!(security: @wmt, date: 3.days.ago.to_date, price: 100)
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Security::Price.create!(security: @wmt, date: 2.days.ago.to_date, price: 100)
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Security::Price.create!(security: @wmt, date: 1.day.ago.to_date, price: 100)
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Security::Price.create!(security: @wmt, date: Date.current, price: 100)
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@amzn = Security.create!(ticker: "AMZN", name: "Amazon.com Inc.")
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Security::Price.create!(security: @amzn, date: 4.days.ago.to_date, price: 200)
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Security::Price.create!(security: @amzn, date: 3.days.ago.to_date, price: 200)
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Security::Price.create!(security: @amzn, date: 2.days.ago.to_date, price: 200)
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Security::Price.create!(security: @amzn, date: 1.day.ago.to_date, price: 200)
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Security::Price.create!(security: @amzn, date: Date.current, price: 200)
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end
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# Portfolio holdings:
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# +--------+-----+--------+---------+
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# | Ticker | Qty | Price | Amount |
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# +--------+-----+--------+---------+
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# | VOO | 10 | $500 | $5,000 |
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# | WMT | 100 | $100 | $10,000 |
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# +--------+-----+--------+---------+
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# Brokerage Cash: $5,000
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# Holdings Value: $15,000
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# Total Balance: $20,000
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def load_today_portfolio
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@account.update!(cash_balance: 5000)
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load_prices
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@account.holdings.create!(
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date: Date.current,
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price: 500,
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qty: 10,
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amount: 5000,
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currency: "USD",
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security: @voo
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)
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@account.holdings.create!(
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date: Date.current,
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price: 100,
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qty: 100,
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amount: 10000,
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currency: "USD",
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security: @wmt
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)
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end
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end
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