fix: reset portfolio value points inflated by double-counted cash (WealthLedger/backend#140)

prisma/migrations/20261028080000_reset_inflated_portfolio_value_points/migration.sql

@@ -0,0 +1,4 @@
+-- Points written before WealthLedger/backend#140 counted cash twice (cash balance
+-- plus the mirroring CURRENCY position). Historical compositions and FX rates are
+-- not stored, so the points cannot be recomputed exactly; history restarts here.
+DELETE FROM "TbankPortfolioValuePoint";

src/modules/investments/brokerage-accounts/brokerage-accounts.service.spec.ts

@@ -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 () => {
     portfolio.saved.mockResolvedValue({ membership: meta, accounts: [] });
     sync.hourly.mockResolvedValue({

src/modules/investments/brokerage-accounts/brokerage-accounts.service.ts

@@ -19,6 +19,7 @@ import {
 } from './brokerage-account.dto';
 
 const PERCENT_DECIMAL_PLACES = 2;
+const ZERO_QUANTITY = 0n;
 
 function unrealizedReturns(positions: PortfolioPositionDto[]): UnrealizedReturnDto[] {
   // 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] : [];
     }),
   );
+  // 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));
   return [...new Set([...currencies, ...partial])]
     .sort((left, right) => left.localeCompare(right))
@@ -58,7 +66,7 @@ function unrealizedReturns(positions: PortfolioPositionDto[]): UnrealizedReturnD
         currency,
         absolute: absoluteReturn,
         costBasis,
-        percent: isZero(cost)
+        percent: isZero(cost) || withShorts.has(currency)
           ? null
           : formatDecimal(divide(
               multiply(decimalFromString(absoluteReturn), decimalFromString('100')),

src/modules/investments/portfolio/application/portfolio.service.spec.ts

@@ -159,6 +159,31 @@ describe('persistent portfolio projection', () => {
     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 () => {
     const snapshot: PortfolioDto = {
       lastSuccessfulAt: membershipAt.toISOString(),

src/modules/investments/portfolio/domain/portfolio-structure.spec.ts

@@ -19,7 +19,7 @@ const position = (
 });
 
 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(
       [
         position('STOCK', '60'),
@@ -30,13 +30,13 @@ describe('portfolio structure', () => {
     );
     expect(result.currencies[0]).toEqual({
       currency: 'RUB',
-      totalValue: '100',
+      totalValue: '90',
       hasNegativeValues: false,
       categories: [
-        { type: 'STOCK', value: '60', sharePercent: '60' },
-        { type: 'BOND', value: '20', sharePercent: '20' },
-        { type: 'OTHER', value: '10', sharePercent: '10' },
-        { type: 'CASH', value: '10', sharePercent: '10' },
+        { type: 'STOCK', value: '60', sharePercent: '66.666667' },
+        { type: 'BOND', value: '20', sharePercent: '22.222222' },
+        { type: 'OTHER', value: '0', sharePercent: '0' },
+        { type: 'CASH', value: '10', sharePercent: '11.111111' },
       ],
     });
   });

src/modules/investments/portfolio/domain/portfolio-structure.ts

@@ -43,6 +43,8 @@ export function portfolioStructure(
     currencies.set(money.currency, group);
   };
   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)
       ? position.type
       : 'OTHER';

src/modules/investments/portfolio/infrastructure/tbank-portfolio.mapper.ts

@@ -126,7 +126,8 @@ function totalsByCurrency(
   for (const value of money) addTotal(value.currency, decimal(value));
   for (const position of positions) {
     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(
       price.currency,
       multiply(decimal(position.quantity ?? {}), decimal(price)),