fix: count brokerage cash once and skip short-position return percent (WealthLedger/backend#140)

This commit is contained in:
2026-10-28 08:00:20 +03:00
parent 97fc41fa29
commit f2843e30bd
6 changed files with 65 additions and 8 deletions
@@ -128,6 +128,27 @@ describe('saved brokerage account projection', () => {
}); });
}); });
it('omits return percent for a currency with short positions', async () => {
portfolio.saved.mockResolvedValueOnce({
membership: meta,
accounts: [{
id: 'a', name: 'A', type: 'BROKERAGE', openedOn: null, meta,
snapshot: {
cashBalances: [], structure: {}, totalsByCurrency: [],
positions: [
{ type: 'STOCK', quantity: '-2', averagePurchasePrice: { currency: 'RUB', value: '100' }, absoluteReturn: { currency: 'RUB', value: '-20' } },
{ type: 'STOCK', quantity: '1', averagePurchasePrice: { currency: 'USD', value: '10' }, absoluteReturn: { currency: 'USD', value: '1' } },
],
},
}],
});
expect((await service.list('owner')).data?.[0]?.portfolioSummary?.unrealizedReturnByCurrency).toEqual([
{ currency: 'RUB', absolute: '-20', costBasis: '-200', percent: null, partial: false },
{ currency: 'USD', absolute: '1', costBasis: '10', percent: '10', partial: false },
]);
});
it('observes the latest hourly walk without starting another one', async () => { it('observes the latest hourly walk without starting another one', async () => {
portfolio.saved.mockResolvedValue({ membership: meta, accounts: [] }); portfolio.saved.mockResolvedValue({ membership: meta, accounts: [] });
sync.hourly.mockResolvedValue({ sync.hourly.mockResolvedValue({
@@ -19,6 +19,7 @@ import {
} from './brokerage-account.dto'; } from './brokerage-account.dto';
const PERCENT_DECIMAL_PLACES = 2; const PERCENT_DECIMAL_PLACES = 2;
const ZERO_QUANTITY = 0n;
function unrealizedReturns(positions: PortfolioPositionDto[]): UnrealizedReturnDto[] { function unrealizedReturns(positions: PortfolioPositionDto[]): UnrealizedReturnDto[] {
// Cash-like CURRENCY positions must not duplicate the separately returned cash balances. // Cash-like CURRENCY positions must not duplicate the separately returned cash balances.
@@ -47,6 +48,13 @@ function unrealizedReturns(positions: PortfolioPositionDto[]): UnrealizedReturnD
return money ? [money.currency] : []; return money ? [money.currency] : [];
}), }),
); );
// A short position has negative cost basis, so a percent would flip sign or net out.
const withShorts = new Set(
investments.flatMap((position) => {
const money = position.absoluteReturn ?? position.averagePurchasePrice ?? position.currentValue;
return money && decimalFromString(position.quantity).value < ZERO_QUANTITY ? [money.currency] : [];
}),
);
const currencies = new Set([...absolute, ...costs].map((money) => money.currency)); const currencies = new Set([...absolute, ...costs].map((money) => money.currency));
return [...new Set([...currencies, ...partial])] return [...new Set([...currencies, ...partial])]
.sort((left, right) => left.localeCompare(right)) .sort((left, right) => left.localeCompare(right))
@@ -58,7 +66,7 @@ function unrealizedReturns(positions: PortfolioPositionDto[]): UnrealizedReturnD
currency, currency,
absolute: absoluteReturn, absolute: absoluteReturn,
costBasis, costBasis,
percent: isZero(cost) percent: isZero(cost) || withShorts.has(currency)
? null ? null
: formatDecimal(divide( : formatDecimal(divide(
multiply(decimalFromString(absoluteReturn), decimalFromString('100')), multiply(decimalFromString(absoluteReturn), decimalFromString('100')),
@@ -159,6 +159,31 @@ describe('persistent portfolio projection', () => {
expect(snapshot.positions[1].averagePurchasePrice).toEqual({ currency: 'RUB', value: '2' }); expect(snapshot.positions[1].averagePurchasePrice).toEqual({ currency: 'RUB', value: '2' });
}); });
it('counts cash once when T-Bank also returns it as a CURRENCY position', async () => {
repository.reserve.mockResolvedValueOnce({
launch: true,
work: { id: 'work', attemptId: 'attempt' },
});
tbank.getPortfolio.mockResolvedValue({ positions: [
{ figi: 'FUND', instrumentType: 'etf', quantity: { units: '1' }, currentPrice: { currency: 'RUB', units: '120', nano: 240000000 } },
{ figi: 'RUB000UTSTOM', instrumentType: 'currency', quantity: { units: '1', nano: 250000000 }, currentPrice: { currency: 'RUB', units: '1' } },
] });
tbank.getPositions.mockResolvedValue({ money: [{ currency: 'RUB', units: '1', nano: 250000000 }] });
repository.read.mockResolvedValue({
membershipAt,
membershipRevision: 1,
accounts: [{ accountId: 'a', name: 'A', type: 'BROKERAGE', openedOn: null, portfolio: null }],
work: [],
});
const handle = await service.request('user', 'private', 'a');
assert(handle);
await handle.done;
const snapshot = (repository.publish.mock.calls as [unknown, string, PortfolioDto][])[0][2];
expect(snapshot.totalsByCurrency).toEqual([{ currency: 'RUB', value: '121.49' }]);
expect(snapshot.positions.map((position) => position.type)).toEqual(['FUND', 'CURRENCY']);
expect(snapshot.structure.currencies[0].totalValue).toBe('121.49');
});
it('does not turn a missing account snapshot into aggregate zero; summaries stay independent', async () => { it('does not turn a missing account snapshot into aggregate zero; summaries stay independent', async () => {
const snapshot: PortfolioDto = { const snapshot: PortfolioDto = {
lastSuccessfulAt: membershipAt.toISOString(), lastSuccessfulAt: membershipAt.toISOString(),
@@ -19,7 +19,7 @@ const position = (
}); });
describe('portfolio structure', () => { describe('portfolio structure', () => {
it('includes cash once and keeps currency instruments among other assets', () => { it('counts cash once and skips CURRENCY positions that mirror it', () => {
const result = portfolioStructure( const result = portfolioStructure(
[ [
position('STOCK', '60'), position('STOCK', '60'),
@@ -30,13 +30,13 @@ describe('portfolio structure', () => {
); );
expect(result.currencies[0]).toEqual({ expect(result.currencies[0]).toEqual({
currency: 'RUB', currency: 'RUB',
totalValue: '100', totalValue: '90',
hasNegativeValues: false, hasNegativeValues: false,
categories: [ categories: [
{ type: 'STOCK', value: '60', sharePercent: '60' }, { type: 'STOCK', value: '60', sharePercent: '66.666667' },
{ type: 'BOND', value: '20', sharePercent: '20' }, { type: 'BOND', value: '20', sharePercent: '22.222222' },
{ type: 'OTHER', value: '10', sharePercent: '10' }, { type: 'OTHER', value: '0', sharePercent: '0' },
{ type: 'CASH', value: '10', sharePercent: '10' }, { type: 'CASH', value: '10', sharePercent: '11.111111' },
], ],
}); });
}); });
@@ -43,6 +43,8 @@ export function portfolioStructure(
currencies.set(money.currency, group); currencies.set(money.currency, group);
}; };
for (const position of positions) { for (const position of positions) {
// CURRENCY positions mirror cash, which is counted once as CASH below.
if (position.type === 'CURRENCY') continue;
const type = ['BOND', 'STOCK'].includes(position.type) const type = ['BOND', 'STOCK'].includes(position.type)
? position.type ? position.type
: 'OTHER'; : 'OTHER';
@@ -126,7 +126,8 @@ function totalsByCurrency(
for (const value of money) addTotal(value.currency, decimal(value)); for (const value of money) addTotal(value.currency, decimal(value));
for (const position of positions) { for (const position of positions) {
const price = position.currentPrice; const price = position.currentPrice;
if (!price) continue; // CURRENCY positions mirror the cash balances already added above.
if (!price || types[position.instrumentType?.toLowerCase() ?? ''] === 'CURRENCY') continue;
addTotal( addTotal(
price.currency, price.currency,
multiply(decimal(position.quantity ?? {}), decimal(price)), multiply(decimal(position.quantity ?? {}), decimal(price)),