feat(performance): investment performance vs Moscow Exchange index (WealthLedger/main#54) (#200)

2026-11-08 16:45:29 +03:00
parent 84433ee207
commit fee61537b6
28 changed files with 1507 additions and 4 deletions
@@ -0,0 +1,41 @@
+import { formatDecimal } from '#src/common/decimal';
+
+import { candidateTransfers, readPerformanceOperations, sumFlows } from './performance-flows';
+
+const at = (date: string) => new Date(date);
+const op = (accountId: string, type: string, date: string, units: string, currency = 'rub') => ({
+  accountId, occurredAt: at(date), instrumentUid: null,
+  payload: { type, payment: { units, nano: 0, currency } },
+});
+
+describe('performance cash flows', () => {
+  it('includes only external cash and preserves dividends within the portfolio', () => {
+    const operations = [
+      op('A', 'OPERATION_TYPE_INPUT', '2025-01-01T15:00:00Z', '100000'),
+      op('A', 'OPERATION_TYPE_INPUT_ACQUIRING', '2025-02-01T15:00:00Z', '50000'),
+      op('A', 'OPERATION_TYPE_OUTPUT', '2025-03-01T15:00:00Z', '-20000'),
+      op('A', 'OPERATION_TYPE_DIVIDEND', '2025-04-01T15:00:00Z', '3000'),
+    ];
+    const result = readPerformanceOperations(operations);
+    expect(formatDecimal(sumFlows(result.flows))).toBe('130000');
+    expect(result.flows).toHaveLength(3);
+  });
+
+  it('treats equal opposite cash movements as unconfirmed transfer candidates, not a proven pair', () => {
+    const result = readPerformanceOperations([
+      op('A', 'OPERATION_TYPE_OUTPUT', '2025-03-01T15:00:00Z', '-50000'),
+      op('B', 'OPERATION_TYPE_INPUT', '2025-03-01T15:01:00Z', '50000'),
+    ]);
+    expect(candidateTransfers(result)).toEqual([{ accountIds: ['A', 'B'], type: 'cash' }]);
+    expect(result.flows).toHaveLength(2);
+  });
+
+  it('detects non-RUB operations and unvalued securities transfers', () => {
+    const result = readPerformanceOperations([
+      op('A', 'OPERATION_TYPE_INPUT', '2025-01-01T15:00:00Z', '10', 'usd'),
+      op('B', 'OPERATION_TYPE_INPUT_SECURITIES', '2025-01-01T15:00:00Z', '0'),
+    ]);
+    expect([...result.nonRubAccounts]).toEqual(['A']);
+    expect([...result.unvaluedAccounts]).toEqual(['B']);
+  });
+});