3 Commits
Author SHA1 Message Date
codex-bot 809936e62d refactor!: support RUB only (WealthLedger/main#55) (#204)
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BREAKING CHANGE: per-currency API fields replaced with single RUB Money.
2026-11-11 10:07:11 +03:00
codex-bot 85d65f8997 fix(sync): start hourly operations after portfolio works finish (#201) (#202)
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2026-11-11 09:29:08 +03:00
codex-bot fee61537b6 feat(performance): investment performance vs Moscow Exchange index (WealthLedger/main#54) (#200)
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2026-11-08 16:45:29 +03:00
63 changed files with 648 additions and 736 deletions
@@ -0,0 +1,32 @@
-- RedefineTables
PRAGMA defer_foreign_keys=ON;
PRAGMA foreign_keys=OFF;
CREATE TABLE "new_TbankPortfolioValuePoint" (
"userId" TEXT NOT NULL,
"accountId" TEXT NOT NULL,
"attemptId" TEXT NOT NULL,
"value" TEXT NOT NULL,
"capturedAt" DATETIME NOT NULL,
"createdAt" DATETIME NOT NULL DEFAULT CURRENT_TIMESTAMP,
PRIMARY KEY ("userId", "accountId", "attemptId"),
CONSTRAINT "TbankPortfolioValuePoint_userId_accountId_fkey" FOREIGN KEY ("userId", "accountId") REFERENCES "TbankPortfolioValueHistory" ("userId", "accountId") ON DELETE CASCADE ON UPDATE RESTRICT
);
-- RUB-only: keep the RUB row per key; non-RUB rows are dropped.
INSERT INTO "new_TbankPortfolioValuePoint" ("accountId", "attemptId", "capturedAt", "createdAt", "userId", "value")
SELECT "accountId", "attemptId", "capturedAt", "createdAt", "userId", "value"
FROM "TbankPortfolioValuePoint"
WHERE "currency" = 'RUB';
DROP TABLE "TbankPortfolioValuePoint";
ALTER TABLE "new_TbankPortfolioValuePoint" RENAME TO "TbankPortfolioValuePoint";
CREATE INDEX "TbankPortfolioValuePoint_userId_accountId_capturedAt_idx" ON "TbankPortfolioValuePoint"("userId", "accountId", "capturedAt");
-- RUB-only: persisted JSON payloads written in the old multi-currency shape
-- are stale. A missing snapshot/forecast is the app's normal "not synced yet"
-- state: reads report availability 'missing' and the hourly walk rebuilds them
-- on the next pass. Delete the stale rows instead of failing reads with 500.
DELETE FROM "TbankPortfolio";
DELETE FROM "TbankForecast";
PRAGMA foreign_keys=ON;
PRAGMA defer_foreign_keys=OFF;
@@ -0,0 +1,3 @@
-- RUB-only: snapshots were dropped by the previous migration; clearing the hourly
-- schedule makes the next scheduler tick rebuild them instead of waiting for the term.
DELETE FROM "TbankSyncWork" WHERE "scopeKey" = 'hourly';
+2 -3
View File
@@ -101,18 +101,17 @@ model TbankPortfolioValueHistory {
@@id([userId, accountId])
}
// One row per currency of a fully valued successful portfolio attempt.
// One row per fully valued successful portfolio attempt (RUB only).
model TbankPortfolioValuePoint {
userId String
accountId String
attemptId String
currency String
value String
capturedAt DateTime
createdAt DateTime @default(now())
history TbankPortfolioValueHistory @relation(fields: [userId, accountId], references: [userId, accountId], onDelete: Cascade, onUpdate: Restrict)
@@id([userId, accountId, attemptId, currency])
@@id([userId, accountId, attemptId])
@@index([userId, accountId, capturedAt])
}
+55
View File
@@ -340,4 +340,59 @@ describe('MoexClient', () => {
expect(starts).toEqual(['0', '1']);
},
);
it('filters non-RUB coupons and maturity out of bond events', async () => {
const pages: Record<string, unknown> = {
coupons: Response.json({
'coupons': {
columns: ['coupondate', 'value', 'faceunit'],
data: [
['2099-02-01', '2', 'SUR'],
['2099-02-02', '3', 'USD'],
],
},
'coupons.cursor': {
columns: ['INDEX', 'TOTAL', 'PAGESIZE'],
data: [[0, 2, 100]],
},
}),
offers: Response.json({
'offers': {
columns: ['offerdate'],
data: [['2099-02-28']],
},
'offers.cursor': {
columns: ['INDEX', 'TOTAL', 'PAGESIZE'],
data: [[0, 1, 100]],
},
}),
description: Response.json({
description: {
columns: ['name', 'value'],
data: [
['MATDATE', '2099-02-28'],
['FACEVALUE', '500'],
['FACEUNIT', 'USD'],
],
},
}),
};
const fetchMock = jest
.spyOn(global, 'fetch')
.mockImplementation((input) => {
const url = new URL(input instanceof Request ? input.url : String(input));
const block = url.searchParams.get('iss.only')?.split(',')[0] ?? 'description';
// eslint-disable-next-line security/detect-object-injection -- Keys are fixed MOEX block names of this test's page map.
const page = pages[block] ?? pages.description;
return Promise.resolve(page as Response);
});
try {
await expect(new MoexClient().bondEvents('BOND')).resolves.toEqual([
{ type: 'coupon', date: '2099-02-01', value: '2', currency: 'RUB' },
{ type: 'offer', date: '2099-02-28' },
]);
} finally {
fetchMock.mockRestore();
}
});
});
+5 -6
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@@ -157,9 +157,9 @@ export class MoexClient {
for (const row of coupons) {
const date = text(row.coupondate);
const value = numberText(row.value);
const currency = currencyText(row.faceunit);
if (date && value && currency) {
events.push({ type: 'coupon', date, value, currency });
// RUB-only: coupons in other currencies are filtered out at this ingest boundary.
if (date && value && currencyText(row.faceunit) === 'RUB') {
events.push({ type: 'coupon', date, value, currency: 'RUB' });
}
}
for (const row of offers) {
@@ -171,9 +171,8 @@ export class MoexClient {
);
const date = values.get('MATDATE');
const value = numberText(values.get('FACEVALUE'));
const currency = currencyText(values.get('FACEUNIT'));
if (date && value && currency) {
events.push({ type: 'maturity', date, value, currency });
if (date && value && currencyText(values.get('FACEUNIT')) === 'RUB') {
events.push({ type: 'maturity', date, value, currency: 'RUB' });
}
return events;
}
+9 -1
View File
@@ -1,4 +1,6 @@
import { Decimal } from '../../common/decimal';
import type { Money } from '../../common/money.types';
import { Decimal, formatDecimal } from '../../common/decimal';
const MISSING_PROTO_COMPONENT = 0;
@@ -6,6 +8,12 @@ const NANO = 1_000_000_000n;
export type ProtoDecimal = { nano?: number | string; units?: number | string };
export function rubMoney(value?: ProtoDecimal & { currency?: string }): Money | null {
return value?.currency?.trim().toUpperCase() === 'RUB'
? { currency: 'RUB', value: formatDecimal(decimal(value)) }
: null;
}
export function decimal(value: ProtoDecimal): Decimal {
return {
value: BigInt(value.units ?? MISSING_PROTO_COMPONENT) * NANO + BigInt(value.nano ?? MISSING_PROTO_COMPONENT),
@@ -7,9 +7,6 @@ import { PortfolioStructureDto } from '../portfolio/portfolio.api';
import { HourlySyncStatusDto } from '../tbank-sync/tbank-sync.dto';
export class UnrealizedReturnDto {
@ApiProperty()
declare currency: string;
@ApiProperty({ example: '12.345678901' })
declare absolute: string;
@@ -24,17 +21,17 @@ export class UnrealizedReturnDto {
}
export class PortfolioSummaryDto {
@ApiProperty({ type: MoneyDto, isArray: true })
declare totalsByCurrency: MoneyDto[];
@ApiProperty({ type: MoneyDto })
declare totals: MoneyDto;
@ApiProperty({ type: MoneyDto, isArray: true })
declare cashBalances: MoneyDto[];
@ApiProperty({ type: MoneyDto })
declare cash: MoneyDto;
@ApiProperty({ type: PortfolioStructureDto })
declare structure: PortfolioStructureDto;
@ApiProperty({ type: UnrealizedReturnDto, isArray: true })
declare unrealizedReturnByCurrency: UnrealizedReturnDto[];
@ApiProperty({ type: UnrealizedReturnDto })
declare unrealizedReturn: UnrealizedReturnDto;
@ApiProperty({
type: 'integer',
@@ -33,7 +33,7 @@ describe('saved brokerage account projection', () => {
});
it('keeps exact saved totals and independent missing summaries', async () => {
const structure = { currencies: [], unvaluedCategories: [] };
const structure = { totalValue: '0', hasNegativeValues: false, categories: [], unvaluedCategories: [] };
portfolio.saved.mockResolvedValue({
membership: meta,
accounts: [
@@ -44,11 +44,9 @@ describe('saved brokerage account projection', () => {
openedOn: null,
meta,
snapshot: {
cashBalances: [{ currency: 'RUB', value: '10.000000001' }],
cash: { currency: 'RUB', value: '10.000000001' },
structure,
totalsByCurrency: [
{ currency: 'RUB', value: '100000000.000000001' },
],
totals: { currency: 'RUB', value: '100000000.000000001' },
positions: [{ type: 'STOCK', quantity: '1' }, { type: 'BOND', quantity: '2' }],
},
},
@@ -64,14 +62,14 @@ describe('saved brokerage account projection', () => {
});
const response = await service.list('owner');
expect(response.data?.[0].portfolioSummary).toEqual({
cashBalances: [{ currency: 'RUB', value: '10.000000001' }],
cash: { currency: 'RUB', value: '10.000000001' },
structure,
totalsByCurrency: [{ currency: 'RUB', value: '100000000.000000001' }],
totals: { currency: 'RUB', value: '100000000.000000001' },
stockPositionCount: 1,
bondPositionCount: 1,
fundPositionCount: 0,
totalPositionCount: 2,
unrealizedReturnByCurrency: [],
unrealizedReturn: { absolute: '0', costBasis: '0', percent: null, partial: false },
});
expect(response.data?.[1].portfolioSummary).toBeNull();
expect(response.meta.availability).toBe('available');
@@ -79,74 +77,65 @@ describe('saved brokerage account projection', () => {
});
it('returns an empty summary from an empty saved portfolio', async () => {
const structure = { currencies: [], unvaluedPositions: [], unknownValues: [] };
const structure = { totalValue: '0', hasNegativeValues: false, categories: [], unvaluedCategories: [] };
portfolio.saved.mockResolvedValueOnce({
membership: meta,
accounts: [{
id: 'empty', name: 'Empty', type: 'BROKERAGE', openedOn: null, meta,
snapshot: { cashBalances: [], structure, totalsByCurrency: [], positions: [] },
snapshot: { cash: { currency: 'RUB', value: '0' }, structure, totals: { currency: 'RUB', value: '0' }, positions: [] },
}],
});
expect((await service.list('owner')).data?.[0].portfolioSummary).toEqual({
cashBalances: [], structure, totalsByCurrency: [],
cash: { currency: 'RUB', value: '0' }, structure, totals: { currency: 'RUB', value: '0' },
stockPositionCount: 0, bondPositionCount: 0,
fundPositionCount: 0, totalPositionCount: 0,
unrealizedReturnByCurrency: [],
unrealizedReturn: { absolute: '0', costBasis: '0', percent: null, partial: false },
});
});
it('calculates exact returns by currency, partial data, and zero cost basis', async () => {
it('calculates exact returns, partial data, and zero cost basis', async () => {
portfolio.saved.mockResolvedValueOnce({
membership: meta,
accounts: [{
id: 'a', name: 'A', type: 'BROKERAGE', openedOn: null, meta,
snapshot: {
cashBalances: [], structure: {}, totalsByCurrency: [
{ currency: 'RUB', value: '100' }, { currency: 'USD', value: '20' },
],
cash: { currency: 'RUB', value: '0' }, structure: {}, totals: { currency: 'RUB', value: '100' },
positions: [
{ type: 'STOCK', quantity: '2', averagePurchasePrice: { currency: 'RUB', value: '10.000000001' }, absoluteReturn: { currency: 'RUB', value: '0.000000003' } },
{ type: 'BOND', quantity: '0.5', averagePurchasePrice: { currency: 'RUB', value: '20' }, absoluteReturn: { currency: 'RUB', value: '1.25' } },
{ type: 'FUND', quantity: '3', averagePurchasePrice: { currency: 'USD', value: '2.5' }, absoluteReturn: null },
{ type: 'STOCK', quantity: '4', averagePurchasePrice: { currency: 'USD', value: '0' }, absoluteReturn: { currency: 'USD', value: '2.5' } },
{ type: 'CURRENCY', quantity: '100', averagePurchasePrice: { currency: 'EUR', value: '1' }, absoluteReturn: { currency: 'EUR', value: '5' } },
{ type: 'BOND', quantity: '1', currentValue: { currency: 'CNY', value: '7' }, averagePurchasePrice: null, absoluteReturn: null },
{ type: 'FUND', quantity: '3', averagePurchasePrice: { currency: 'RUB', value: '2.5' }, absoluteReturn: null },
{ type: 'BOND', quantity: '1', currentValue: { currency: 'RUB', value: '7' }, averagePurchasePrice: null, absoluteReturn: null },
],
},
}],
});
expect((await service.list('owner')).data?.[0].portfolioSummary).toMatchObject({
stockPositionCount: 2, bondPositionCount: 2,
fundPositionCount: 1, totalPositionCount: 6,
unrealizedReturnByCurrency: [
{ currency: 'CNY', absolute: '0', costBasis: '0', percent: null, partial: true },
{ currency: 'RUB', absolute: '1.250000003', costBasis: '30.000000002', percent: '4.17', partial: false },
{ currency: 'USD', absolute: '2.5', costBasis: '0', percent: null, partial: true },
],
stockPositionCount: 1, bondPositionCount: 2,
fundPositionCount: 1, totalPositionCount: 4,
unrealizedReturn: { absolute: '1.250000003', costBasis: '30.000000002', percent: '4.17', partial: true },
});
});
it('omits return percent for a currency with short positions', async () => {
it('omits return percent for short positions', async () => {
portfolio.saved.mockResolvedValueOnce({
membership: meta,
accounts: [{
id: 'a', name: 'A', type: 'BROKERAGE', openedOn: null, meta,
snapshot: {
cashBalances: [], structure: {}, totalsByCurrency: [],
cash: { currency: 'RUB', value: '0' }, structure: {}, totals: { currency: 'RUB', value: '0' },
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' } },
{ type: 'STOCK', quantity: '1', averagePurchasePrice: { currency: 'RUB', value: '10' }, absoluteReturn: { currency: 'RUB', 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 },
]);
expect((await service.list('owner')).data?.[0]?.portfolioSummary?.unrealizedReturn).toEqual(
{ absolute: '-19', costBasis: '-190', percent: null, partial: false },
);
});
it('observes the latest hourly walk without starting another one', async () => {
@@ -2,6 +2,7 @@ import { Injectable } from '@nestjs/common';
import { createHash } from 'node:crypto';
import {
add,
decimalFromString,
divide,
formatDecimal,
@@ -10,7 +11,6 @@ import {
} from '#src/common/decimal';
import { investmentResourceMeta } from '../investment-resource.mapper';
import { sumMoneyByCurrency } from '../portfolio/domain/portfolio-totals';
import { PortfolioPositionDto, PortfolioService } from '../portfolio/portfolio.api';
import { hourlyAttempt, TbankSyncRepository } from '../tbank-sync/tbank-sync.api';
import {
@@ -22,61 +22,42 @@ import {
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.
const investments = positions.filter((position) => position.type !== 'CURRENCY');
const absolute = sumMoneyByCurrency(
investments.flatMap((position) => position.absoluteReturn ? [position.absoluteReturn] : []),
function unrealizedReturn(positions: PortfolioPositionDto[]): UnrealizedReturnDto {
const absoluteReturn = positions.reduce(
(sum, position) => position.absoluteReturn
? add(sum, decimalFromString(position.absoluteReturn.value))
: sum,
decimalFromString('0'),
);
const costs = sumMoneyByCurrency(
investments.flatMap((position) =>
position.absoluteReturn && position.averagePurchasePrice
? [{
currency: position.absoluteReturn.currency,
value: formatDecimal(multiply(
decimalFromString(position.averagePurchasePrice.value),
decimalFromString(position.quantity),
)),
}]
: [],
),
);
const partial = new Set(
investments.flatMap((position) => {
const money = position.absoluteReturn
? null
: position.averagePurchasePrice ?? position.currentValue;
return money ? [money.currency] : [];
}),
const costBasis = positions
.filter((position) => position.absoluteReturn && position.averagePurchasePrice)
.reduce(
(sum, position) =>
// eslint-disable-next-line @typescript-eslint/no-non-null-assertion -- Guarded by the filter above.
add(sum, multiply(decimalFromString(position.averagePurchasePrice!.value), decimalFromString(position.quantity))),
decimalFromString('0'),
);
const partial = positions.some(
(position) => !position.absoluteReturn && (position.averagePurchasePrice || position.currentValue),
);
// 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 withShorts = positions.some(
(position) =>
(position.absoluteReturn ?? position.averagePurchasePrice ?? position.currentValue) &&
decimalFromString(position.quantity).value < ZERO_QUANTITY,
);
const currencies = new Set([...absolute, ...costs].map((money) => money.currency));
return [...new Set([...currencies, ...partial])]
.sort((left, right) => left.localeCompare(right))
.map((currency) => {
const absoluteReturn = absolute.find((money) => money.currency === currency)?.value ?? '0';
const costBasis = costs.find((money) => money.currency === currency)?.value ?? '0';
const cost = decimalFromString(costBasis);
return {
currency,
absolute: absoluteReturn,
costBasis,
percent: isZero(cost) || withShorts.has(currency)
? null
: formatDecimal(divide(
multiply(decimalFromString(absoluteReturn), decimalFromString('100')),
cost,
PERCENT_DECIMAL_PLACES,
)),
partial: partial.has(currency),
};
});
return {
absolute: formatDecimal(absoluteReturn),
costBasis: formatDecimal(costBasis),
percent: isZero(costBasis) || withShorts
? null
: formatDecimal(divide(
multiply(absoluteReturn, decimalFromString('100')),
costBasis,
PERCENT_DECIMAL_PLACES,
)),
partial,
};
}
@Injectable()
@@ -98,10 +79,10 @@ export class BrokerageAccountsService {
openedOn: account.openedOn,
portfolioSummary: account.snapshot
? {
totalsByCurrency: account.snapshot.totalsByCurrency,
cashBalances: account.snapshot.cashBalances,
totals: account.snapshot.totals,
cash: account.snapshot.cash,
structure: account.snapshot.structure,
unrealizedReturnByCurrency: unrealizedReturns(account.snapshot.positions),
unrealizedReturn: unrealizedReturn(account.snapshot.positions),
stockPositionCount: account.snapshot.positions.filter(
(position) => position.type === 'STOCK',
).length,
@@ -39,10 +39,7 @@ export class IncomePeriodDto {
declare to: string;
}
export class IncomeCurrencySummaryDto {
@ApiProperty()
declare currency: string;
export class IncomeTotalDto {
@ApiProperty({ type: MoneyDto })
declare coupon: MoneyDto;
@@ -60,8 +57,8 @@ export class IncomeSummaryDto {
@ApiProperty({ type: IncomePeriodDto })
declare period: IncomePeriodDto;
@ApiProperty({ type: IncomeCurrencySummaryDto, isArray: true })
declare totalsByCurrency: IncomeCurrencySummaryDto[];
@ApiProperty({ type: IncomeTotalDto })
declare total: IncomeTotalDto;
@ApiProperty({ format: 'date-time' })
declare calculatedAt: string;
@@ -71,8 +68,8 @@ export class IncomeBucketDto {
@ApiProperty({ type: IncomePeriodDto })
declare period: IncomePeriodDto;
@ApiProperty({ type: IncomeCurrencySummaryDto, isArray: true })
declare totalsByCurrency: IncomeCurrencySummaryDto[];
@ApiProperty({ type: IncomeTotalDto })
declare total: IncomeTotalDto;
}
export class IncomeInstrumentDto {
@@ -57,22 +57,22 @@ describe('IncomeAnalyticsService', () => {
ticker: 'T',
instrumentType: 'bond',
},
key: 'uid:UID:RUB',
key: 'uid:UID',
},
{
identity: { figi: 'FIGI', ticker: 'T', instrumentType: 'bond' },
key: 'figi:FIGI:RUB',
key: 'figi:FIGI',
},
{
identity: { ticker: 'T', instrumentType: 'bond' },
key: 'ticker:T:bond:RUB',
key: 'ticker:T:bond',
},
{ identity: { ticker: 'T' }, key: 'ticker:T::RUB' },
{ identity: { ticker: 'T' }, key: 'ticker:T:' },
{
identity: { ticker: null, instrumentType: 'bond' },
key: 'ticker::bond:RUB',
key: 'ticker::bond',
},
{ identity: { ticker: null }, key: 'operation:receipt:RUB' },
{ identity: { ticker: null }, key: 'operation:receipt' },
])(
'uses one membership for entry and aggregate: $key',
async ({ identity, key }) => {
@@ -102,7 +102,7 @@ describe('IncomeAnalyticsService', () => {
},
);
it('preserves entry order, repeated IDs, currency groups and signed exact totals', async () => {
it('preserves entry order, repeated IDs and signed exact totals', async () => {
const selected = [
{
...entry('same-id', 'OPERATION_TYPE_COUPON', '10.25', 'RUB'),
@@ -112,10 +112,6 @@ describe('IncomeAnalyticsService', () => {
...entry('same-id', 'OPERATION_TYPE_DIVIDEND', '-0.25', 'RUB'),
instrumentUid: 'UID',
},
{
...entry('usd', 'OPERATION_TYPE_COUPON', '20', 'USD'),
instrumentUid: 'UID',
},
];
seed(selected);
@@ -131,7 +127,7 @@ describe('IncomeAnalyticsService', () => {
expect(result.entries).toEqual(
selected.map((item) => ({
...item,
instrumentKey: `uid:UID:${item.payment?.currency}`,
instrumentKey: 'uid:UID',
})),
);
expect(
@@ -146,14 +142,7 @@ describe('IncomeAnalyticsService', () => {
),
).toEqual([
{
key: 'uid:UID:USD',
receiptCount: 1,
coupon: { currency: 'USD', value: '20' },
dividend: { currency: 'USD', value: '0' },
total: { currency: 'USD', value: '20' },
},
{
key: 'uid:UID:RUB',
key: 'uid:UID',
receiptCount: 2,
coupon: { currency: 'RUB', value: '10.25' },
dividend: { currency: 'RUB', value: '-0.25' },
@@ -162,7 +151,7 @@ describe('IncomeAnalyticsService', () => {
]);
expect(
result.entries
.filter((item) => item.instrumentKey === 'uid:UID:RUB')
.filter((item) => item.instrumentKey === 'uid:UID')
.map((item) => item.payment?.value),
).toEqual(['10.25', '-0.25']);
});
@@ -191,26 +180,32 @@ describe('IncomeAnalyticsService', () => {
expect(response.data?.buckets).toEqual([
{
period: { from: '2026-01-14', to: '2026-01-14' },
totalsByCurrency: [expect.objectContaining({
total: {
coupon: { currency: 'RUB', value: '0.1' },
dividend: { currency: 'RUB', value: '0' },
total: { currency: 'RUB', value: '0.1' },
})],
},
},
{
period: { from: '2026-01-15', to: '2026-01-15' },
totalsByCurrency: [expect.objectContaining({
total: {
coupon: { currency: 'RUB', value: '0.2' },
dividend: { currency: 'RUB', value: '-0.1' },
total: { currency: 'RUB', value: '0.1' },
})],
},
},
{
period: { from: '2026-01-16', to: '2026-01-16' },
totalsByCurrency: [],
total: {
coupon: { currency: 'RUB', value: '0' },
dividend: { currency: 'RUB', value: '0' },
total: { currency: 'RUB', value: '0' },
},
},
]);
});
it('aggregates only exact coupon and dividend payments by source currency', async () => {
it('aggregates only exact coupon and dividend payments', async () => {
operations.collectRanges.mockImplementation(
(
_user: string,
@@ -223,7 +218,6 @@ describe('IncomeAnalyticsService', () => {
entry('coupon', 'OPERATION_TYPE_COUPON', '10.25', 'RUB'),
entry('dividend', 'OPERATION_TYPE_DIVIDEND', '-2.5', 'RUB'),
entry('transfer', 'OPERATION_TYPE_DIVIDEND_TRANSFER', '99', 'RUB'),
entry('usd', 'OPERATION_TYPE_COUPON', '1', 'USD'),
],
].map((items, index) => ({ items, meta: completeMeta(index) }));
},
@@ -238,22 +232,14 @@ describe('IncomeAnalyticsService', () => {
const result = response.data;
assert(result);
expect(result.totalsByCurrency).toEqual([
expect.objectContaining({
currency: 'RUB',
coupon: { currency: 'RUB', value: '10.25' },
dividend: { currency: 'RUB', value: '-2.5' },
total: { currency: 'RUB', value: '7.75' },
}),
expect.objectContaining({
currency: 'USD',
total: { currency: 'USD', value: '1' },
}),
]);
expect(result.total).toEqual({
coupon: { currency: 'RUB', value: '10.25' },
dividend: { currency: 'RUB', value: '-2.5' },
total: { currency: 'RUB', value: '7.75' },
});
expect(result.entries.map((entry) => entry.id)).toEqual([
'coupon',
'dividend',
'usd',
]);
expect(result.buckets).toHaveLength(31);
});
@@ -18,11 +18,11 @@ import {
import {
IncomeAnalyticsEntryDto,
IncomeAnalyticsResourceDto,
IncomeCurrencySummaryDto,
IncomeDependencyDto,
IncomeInstrumentDto,
IncomeSummaryDto,
IncomeSummaryResourceDto,
IncomeTotalDto,
} from './income-analytics.dto';
import {
IncomeBucketGranularity,
@@ -105,7 +105,7 @@ export class IncomeAnalyticsService {
assert(current.meta.lastSuccessfulAt);
const selected = qualifying(current.items).map((entry) => ({
...entry,
instrumentKey: `${instrumentKey(entry)}:${entry.payment?.currency ?? ''}`,
instrumentKey: instrumentKey(entry),
}));
return {
data: {
@@ -139,23 +139,19 @@ function summaryResponse(
entries: BrokerageOperationDto[],
calculatedAt: string,
): IncomeSummaryDto {
return { accountId, period, totalsByCurrency: totals(entries), calculatedAt };
return { accountId, period, total: totals(entries), calculatedAt };
}
function totals(entries: BrokerageOperationDto[]): IncomeCurrencySummaryDto[] {
const values = new Map<string, Total>();
function totals(entries: BrokerageOperationDto[]): IncomeTotalDto {
const total = zeroTotal();
for (const entry of entries) {
if (!entry.payment) continue;
const total = values.get(entry.payment.currency) ?? zeroTotal();
const value = decimalFromString(entry.payment.value);
if (isTbankProtocolValue(entry.type, TbankOperationType.Coupon)) {
total.coupon = add(total.coupon, value);
} else total.dividend = add(total.dividend, value);
values.set(entry.payment.currency, total);
}
return [...values]
.sort(([left], [right]) => left.localeCompare(right))
.map(([currency, total]) => presentTotal(currency, total));
return presentTotal(total);
}
function buckets(
@@ -169,7 +165,7 @@ function buckets(
}));
return rangeBuckets(range, granularity).map((period) => ({
period,
totalsByCurrency: totals(
total: totals(
datedEntries
.filter(({ date }) => date >= period.from && date <= period.to)
.map(({ entry }) => entry),
@@ -189,7 +185,7 @@ function instruments(
return [...groups]
.map(([key, group]) => {
const first = group[0];
const [total] = totals(group);
const total = totals(group);
return {
key,
figi: first.figi,
@@ -225,15 +221,10 @@ function zeroTotal(): Total {
return { coupon: { value: 0n, scale: 0 }, dividend: { value: 0n, scale: 0 } };
}
function presentTotal(
currency: string,
value: Total,
): IncomeCurrencySummaryDto {
const total = add(value.coupon, value.dividend);
function presentTotal(value: Total): IncomeTotalDto {
return {
currency,
coupon: { currency, value: formatDecimal(value.coupon) },
dividend: { currency, value: formatDecimal(value.dividend) },
total: { currency, value: formatDecimal(total) },
coupon: { currency: 'RUB', value: formatDecimal(value.coupon) },
dividend: { currency: 'RUB', value: formatDecimal(value.dividend) },
total: { currency: 'RUB', value: formatDecimal(add(value.coupon, value.dividend)) },
};
}
@@ -0,0 +1,20 @@
import { CatalogDiscoveryService } from './catalog-discovery.service';
jest.mock('#src/prisma/prisma.service', () => ({ PrismaService: class {} }));
describe('catalog discovery currency filtering', () => {
it('uses details to filter InstrumentShort results before resolving ticker ambiguity', async () => {
const short = (uid: string) => ({ uid, ticker: 'SBER', instrumentKind: 'INSTRUMENT_TYPE_SHARE' });
const client = {
findShares: jest.fn().mockResolvedValue([short('a'), short('b')]),
getShare: jest.fn().mockImplementation((_token: string, uid: string) =>
Promise.resolve({ uid, ticker: 'SBER', currency: uid === 'a' ? 'USD' : 'RUB' })),
getLastPrices: jest.fn().mockResolvedValue([]),
};
const access = { online: jest.fn().mockImplementation((_user: string, run: (connection: { token: string }) => unknown) => run({ token: 'fixture' })) };
const service = new CatalogDiscoveryService(access as never, client as never);
const search = await service.search('user', { instrumentType: 'share', query: 'SBER' });
expect(search.data.map((item) => item.uid)).toEqual(['b']);
expect((await service.byTicker('user', 'share', 'SBER')).data?.uid).toBe('b');
});
});
@@ -49,7 +49,8 @@ export class CatalogDiscoveryService {
? this.tbank.getShare(token, uid)
: this.tbank.getBond(token, uid),
);
if (!instrument) throw new NotFoundException();
// RUB-only: a non-RUB instrument line (e.g. USD line of an SPB-traded stock) is not available.
if (!instrument || instrument.currency?.toUpperCase() !== 'RUB') throw new NotFoundException();
return {
data: { ...publicInstrument({ ...instrument, uid }), uid, slug: instrument.ticker?.toUpperCase() ?? uid },
meta: investmentResourceMeta({
@@ -74,10 +75,18 @@ export class CatalogDiscoveryService {
? this.tbank.findShares(token, query)
: this.tbank.findBonds(token, query),
);
const matches = selectCatalogInstruments(
const candidates = selectCatalogInstruments(
found.filter((item) => item.ticker?.trim().toUpperCase() === query),
query,
instrumentType,
);
const details = await this.access.online(userId, ({ token }) => Promise.all(
candidates.map((item) => instrumentType === 'share'
? this.tbank.getShare(token, item.uid)
: this.tbank.getBond(token, item.uid)),
));
const matches = candidates.filter((_item, index) =>
details.at(index)?.currency?.trim().toUpperCase() === 'RUB',
).slice(FIRST_RESULT_OFFSET, tickerAmbiguityLimit);
if (!matches.length) throw new NotFoundException();
if (matches.length > UNAMBIGUOUS_MATCH_COUNT) {
@@ -104,7 +113,7 @@ export class CatalogDiscoveryService {
: found,
input.query,
input.instrumentType,
).slice(FIRST_RESULT_OFFSET, input.exactTicker ? tickerAmbiguityLimit : catalogSearchLimit);
);
const [details, prices] = await Promise.all([
Promise.all(
instruments.map((item) =>
@@ -122,12 +131,13 @@ export class CatalogDiscoveryService {
const fetchedAt = new Date();
const data = instruments.flatMap((item, index) => {
const detail = details.at(index);
if (detail?.currency?.trim().toUpperCase() !== 'RUB') return [];
return [{
...item,
detail: detail ? publicInstrument({ ...detail, uid: item.uid }) : null,
price: prices.find((price) => price.instrumentUid === item.uid) ?? null,
}];
});
}).slice(FIRST_RESULT_OFFSET, input.exactTicker ? tickerAmbiguityLimit : catalogSearchLimit);
return {
data,
meta: investmentResourceMeta({
@@ -27,11 +27,11 @@ const row = (
});
const portfolio = (positions: PortfolioPositionDto[]): PortfolioDto => ({
positions,
cashBalances: [],
totalsByCurrency: [],
cash: { currency: 'RUB', value: '0' },
totals: { currency: 'RUB', value: '0' },
isStale: false,
lastSuccessfulAt: '2026-09-10T00:00:00Z',
structure: { currencies: [], unvaluedCategories: [] },
structure: { totalValue: '0', hasNegativeValues: false, categories: [], unvaluedCategories: [] },
});
describe('stock position', () => {
@@ -64,10 +64,10 @@ describe('stock position', () => {
expect(result.averagePurchasePrice?.value).toBe('0.1');
},
);
it('does not sum currencies or treat unknown values as zero', () => {
it('does not treat unknown values as zero', () => {
const second = {
...row(),
currentValue: money('2', 'USD'),
currentValue: null,
averagePurchasePrice: null,
absoluteReturn: null,
};
@@ -46,7 +46,7 @@ export function instrumentPosition(
averagePurchasePrice:
positive && totalCost
? {
currency: totalCost.currency,
currency: 'RUB',
value: formatDecimal(
divide(
decimalFromString(totalCost.value),
@@ -83,17 +83,12 @@ function cost(position: PortfolioPositionDto): MoneyDto | null {
: null;
}
function sumComplete(values: (MoneyDto | null)[]): MoneyDto | null {
const currency = values[0]?.currency;
if (
!currency ||
!values.every((v): v is MoneyDto => v !== null && v.currency === currency)
) {
return null;
}
if (!values.length || !values.every((value): value is MoneyDto => value !== null)) return null;
const present = values;
return {
currency,
currency: 'RUB',
value: formatDecimal(
values.reduce(
present.reduce(
(sum, value) => add(sum, decimalFromString(value.value)),
decimalFromString('0'),
),
@@ -107,7 +102,6 @@ function percent(
if (
!base ||
!result ||
base.currency !== result.currency ||
decimalFromString(base.value).value <= ZERO_AMOUNT
) {
return null;
@@ -178,7 +178,7 @@ export function bondCoupons(
recordDate &&
recordDate >= today
? {
currency: perBond.currency,
currency: 'RUB',
value: formatDecimal(
multiply(quantity, decimalFromString(perBond.value)),
),
@@ -227,7 +227,6 @@ export function bondMetrics(
coupon &&
couponPeriodDays &&
clean &&
coupon.currency === clean.currency &&
decimalFromString(coupon.value).value >= ZERO_AMOUNT &&
decimalFromString(clean.value).value > ZERO_AMOUNT
? formatDecimal(
@@ -82,7 +82,7 @@ export function bondQuote(
nominal &&
decimalFromString(nominal.value).value > ZERO_AMOUNT
? {
currency: nominal.currency,
currency: 'RUB',
value: formatDecimal(
divide(
multiply(
@@ -96,9 +96,9 @@ export function bondQuote(
}
: null;
const dirtyPrice =
cleanPrice && aci && aci.currency === cleanPrice.currency
cleanPrice && aci
? {
currency: cleanPrice.currency,
currency: 'RUB',
value: formatDecimal(
add(
decimalFromString(cleanPrice.value),
@@ -1,10 +1 @@
import { formatDecimal } from '#src/common/decimal';
import { decimal } from '#src/integrations/tbank/decimal';
import { type TbankMoney } from '#src/integrations/tbank/tbank.api';
export function money(value?: TbankMoney) {
const currency = value?.currency?.toUpperCase();
return value && currency
? { currency, value: formatDecimal(decimal(value)) }
: null;
}
export { rubMoney as money } from '#src/integrations/tbank/decimal';
@@ -70,16 +70,17 @@ export function metrics(
// eslint-disable-next-line security/detect-object-injection -- Keys come from the fixed metric selection declared above.
const value = values[key];
const currency = values.currency?.toUpperCase() || null;
const rub = currency === 'RUB';
return typeof value === 'number' &&
Number.isFinite(value) &&
(unit !== 'money' || currency)
(unit !== 'money' || rub)
? [
{
key,
value,
unit,
period,
currency: unit === 'money' ? currency : null,
currency: unit === 'money' ? 'RUB' : null,
},
]
: [];
@@ -45,7 +45,7 @@ export class StockCatalogService {
price:
last?.price && detail.currency
? {
currency: detail.currency,
currency: 'RUB',
value: formatDecimal(decimal(last.price)),
}
: null,
@@ -6,7 +6,7 @@ import {
multiply,
} from '#src/common/decimal';
import { ISO_DATE_LENGTH, ISO_DATE_START } from '#src/common/time';
import { decimal } from '#src/integrations/tbank/decimal';
import { rubMoney } from '#src/integrations/tbank/decimal';
import {
TbankAccessService,
type TbankDividend,
@@ -131,11 +131,7 @@ export function stockDividends(
const recordDate = timestamp(event.recordDate)?.slice(ISO_DATE_START, ISO_DATE_LENGTH) ?? null;
const paymentDate = timestamp(event.paymentDate)?.slice(ISO_DATE_START, ISO_DATE_LENGTH) ?? null;
const lastBuyDate = timestamp(event.lastBuyDate)?.slice(ISO_DATE_START, ISO_DATE_LENGTH) ?? null;
const currency = event.dividendNet?.currency?.toUpperCase();
const perShare =
currency && event.dividendNet
? { currency, value: formatDecimal(decimal(event.dividendNet)) }
: null;
const perShare = rubMoney(event.dividendNet);
// A future payment can have an already-fixed register: keep the event, but do not estimate entitlement from today's holding.
const eventDate = paymentDate ?? recordDate;
const timing: StockDividendDto['timing'] = eventDate
@@ -150,7 +146,7 @@ export function stockDividends(
recordDate >= today &&
timing === 'upcoming'
? {
currency: perShare.currency,
currency: 'RUB',
value: formatDecimal(
multiply(quantity, decimalFromString(perShare.value)),
),
@@ -8,7 +8,7 @@ import {
subtract,
} from '#src/common/decimal';
import { ISO_DATE_LENGTH, ISO_DATE_START } from '#src/common/time';
import { decimal } from '#src/integrations/tbank/decimal';
import { rubMoney } from '#src/integrations/tbank/decimal';
import { CandleService } from '../../application/candle.service';
import {
@@ -70,15 +70,8 @@ export function stockQuote(
const { price: last, candle: previous, tradingStatus = null } = values;
const share = values.instrument;
const priceAt = timestamp(last?.time);
const currency = share?.currency?.toUpperCase();
const price =
last?.price && currency
? { currency, value: formatDecimal(decimal(last.price)) }
: null;
const previousPrice =
previous?.close && currency
? { currency, value: formatDecimal(decimal(previous.close)) }
: null;
const price = last?.price ? rubMoney({ ...last.price, currency: share?.currency }) : null;
const previousPrice = previous?.close ? rubMoney({ ...previous.close, currency: share?.currency }) : null;
const difference =
price && previousPrice
? subtract(
@@ -93,8 +86,8 @@ export function stockQuote(
previousCloseDate: timestamp(previous?.time)?.slice(ISO_DATE_START, ISO_DATE_LENGTH) ?? null,
previousClose: previousPrice,
change:
difference && currency
? { currency, value: formatDecimal(difference) }
difference
? { currency: 'RUB', value: formatDecimal(difference) }
: null,
changePercent:
difference &&
@@ -87,7 +87,6 @@ describe('StockScreenerService', () => {
client.getAllShares.mockResolvedValueOnce([
share(1, {
countryOfRisk: undefined,
currency: undefined,
isin: undefined,
realExchange: undefined,
sector: undefined,
@@ -96,7 +95,7 @@ describe('StockScreenerService', () => {
}),
]);
const result = await service.search('user-1', {});
expect(result.items[0]).toEqual(expect.objectContaining({ countryOfRisk: null, currency: null, isin: null, logoName: null, ticker: null }));
expect(result.items[0]).toEqual(expect.objectContaining({ countryOfRisk: null, currency: 'RUB', isin: null, logoName: null, ticker: null }));
client.getAllShares.mockResolvedValueOnce([share(2, { name: ' ' })]);
await expect(service.search('user-1', {})).rejects.toBeInstanceOf(ServiceUnavailableException);
@@ -29,16 +29,23 @@ describe('selectStockScreenerInstruments', () => {
share({ isin: 'D', sector: 'finance', uid: 'uid-4' }),
],
},
{ currency: 'RUB', query: 'star', sector: 'energy' },
{ query: 'star', sector: 'energy' },
);
expect(result).toEqual({ asOf, instruments: [share({ isin: 'A', sector: 'energy' })] });
});
it('filters out non-RUB instruments', () => {
const result = selectStockScreenerInstruments(
{ asOf, instruments: [share({ currency: 'USD' }), share({ currency: undefined })] },
{},
);
expect(result.instruments).toEqual([]);
});
it.each([
['sector', { sector: 'energy' }, share({ sector: undefined })],
['share type', { shareType: 'common' }, share({ shareType: 'preferred' })],
['currency', { currency: 'USD' }, share({ currency: undefined })],
['exchange', { realExchange: 'MOEX' }, share({ realExchange: undefined })],
['country of risk', { countryOfRisk: 'RU' }, share({ countryOfRisk: 'US' })],
['query', { query: 'star' }, share({ name: undefined, ticker: undefined })],
@@ -7,7 +7,6 @@ export type StockScreenerCatalog = {
export type StockScreenerConditions = {
countryOfRisk?: string;
currency?: string;
maxLot?: number;
query?: string;
realExchange?: string;
@@ -76,12 +75,7 @@ function matches(
) {
return false;
}
if (
conditions.currency !== undefined &&
instrument.currency !== conditions.currency
) {
return false;
}
if (instrument.currency?.toUpperCase() !== 'RUB') return false;
if (
conditions.realExchange !== undefined &&
instrument.realExchange !== conditions.realExchange
@@ -89,7 +89,7 @@ export class StockController {
criteria: StockScreenerCriteriaDto,
) {
// The global whitelist pipe strips unknown keys before this param pipe runs, so only the raw body can reject them.
const allowed = new Set(['countryOfRisk', 'currency', 'maxLot', 'query', 'realExchange', 'sector', 'shareType']);
const allowed = new Set(['countryOfRisk', 'maxLot', 'query', 'realExchange', 'sector', 'shareType']);
if (Object.keys(request.body as object).some((key) => !allowed.has(key))) {
throw new BadRequestException();
}
@@ -52,7 +52,6 @@ export class StockScreenerCriteriaDto {
@IsOptional()
@IsString()
@MinLength(MIN_TICKER_LENGTH)
currency?: string;
@ApiPropertyOptional({ minLength: MIN_TICKER_LENGTH })
@IsOptional()
@@ -56,6 +56,24 @@ describe('mapBrokerageOperation', () => {
payment: null,
});
});
it('filters non-RUB money out of every money field at ingest', () => {
expect(
mapBrokerageOperation({
id: 'usd',
date: { seconds: '1' },
type: 'OPERATION_TYPE_DIVIDEND',
payment: { currency: 'usd', units: '21' },
price: { currency: 'USD', units: '10' },
commission: { currency: 'EUR', units: '1' },
}),
).toMatchObject({
id: 'usd',
payment: null,
price: null,
commission: null,
});
});
});
describe('executed trade quantity', () => {
@@ -1,8 +1,7 @@
import { formatDecimal } from '#src/common/decimal';
import { MILLISECONDS_PER_SECOND } from '#src/common/time';
import { decimal } from '#src/integrations/tbank/decimal';
import { rubMoney } from '#src/integrations/tbank/decimal';
import { TbankOperationType } from '#src/integrations/tbank/tbank-protocol';
import { TbankMoney, TbankOperationItem } from '#src/integrations/tbank/tbank.api';
import { TbankOperationItem } from '#src/integrations/tbank/tbank.api';
import { type OperationCategory } from '../../operation-category';
import { BrokerageOperationDto } from '../presentation/brokerage-operation.dto';
@@ -56,7 +55,7 @@ export function mapBrokerageOperation(
ticker: text(operation.ticker),
instrumentType: text(operation.instrumentType),
logoName: null,
payment: money(operation.payment),
payment: rubMoney(operation.payment),
quantity:
(operationCategory(operation.type) === 'trade'
? operation.quantityDone
@@ -67,9 +66,9 @@ export function mapBrokerageOperation(
? operation.quantityDone
: operation.quantity,
),
price: money(operation.price),
accruedInterest: money(operation.accruedInt),
commission: money(operation.commission),
price: rubMoney(operation.price),
accruedInterest: rubMoney(operation.accruedInt),
commission: rubMoney(operation.commission),
};
}
@@ -77,13 +76,6 @@ function text(value: string | undefined): null | string {
return value?.trim() || null;
}
function money(value: TbankMoney | undefined) {
const currency = value?.currency?.trim().toUpperCase();
return currency && value
? { currency, value: formatDecimal(decimal(value)) }
: null;
}
export function operationTimestamp(
value: undefined | { nanos?: number; seconds?: number | string },
) {
@@ -8,7 +8,6 @@ export enum PerformanceUnavailableReason {
AmbiguousReturn = 'AMBIGUOUS_RETURN',
HistoryStartUnknown = 'HISTORY_START_UNKNOWN',
IndexHistoryUnavailable = 'INDEX_HISTORY_UNAVAILABLE',
NonRubActivity = 'NON_RUB_ACTIVITY',
NoSolution = 'NO_SOLUTION',
OperationsHistoryIncomplete = 'OPERATIONS_HISTORY_INCOMPLETE',
PortfolioValuationIncomplete = 'PORTFOLIO_VALUATION_INCOMPLETE',
@@ -30,12 +30,20 @@ describe('performance cash flows', () => {
expect(result.flows).toHaveLength(2);
});
it('detects non-RUB operations and unvalued securities transfers', () => {
it('detects 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']);
});
it('skips non-RUB cash movements read back from persisted payloads', () => {
const result = readPerformanceOperations([
op('A', 'OPERATION_TYPE_INPUT', '2025-01-01T15:00:00Z', '100'),
op('A', 'OPERATION_TYPE_INPUT', '2025-02-01T15:00:00Z', '21', 'usd'),
]);
expect(result.flows).toHaveLength(1);
expect(formatDecimal(sumFlows(result.flows))).toBe('100');
expect([...result.missingAmountAccounts]).toEqual([]);
});
});
@@ -68,6 +68,7 @@ function appendCashFlow(
missingAmountAccounts.add(operation.accountId);
return;
}
// RUB-only: non-RUB cash movements have no rate to RUB and are left out of XIRR.
if (value.currency !== 'RUB') return;
const amount = magnitude(value.value);
flows.push({
@@ -79,7 +80,6 @@ function appendCashFlow(
export function readPerformanceOperations(operations: Operation[]) {
const flows: PerformanceFlow[] = [];
const nonRubAccounts = new Set<string>();
const unvaluedAccounts = new Set<string>();
const missingAmountAccounts = new Set<string>();
for (const operation of operations) {
@@ -87,14 +87,13 @@ export function readPerformanceOperations(operations: Operation[]) {
if (typeof payload.type !== 'string') continue;
const value = money(payload.payment);
if (deposits.has(payload.type) || withdrawals.has(payload.type)) {
if (value && value.currency !== 'RUB') nonRubAccounts.add(operation.accountId);
appendCashFlow(operation, payload, value, flows, missingAmountAccounts);
} else if (securities.has(payload.type)) {
// Securities moved in or out carry no money amount for the flow.
unvaluedAccounts.add(operation.accountId);
}
}
return { flows, missingAmountAccounts, nonRubAccounts, unvaluedAccounts };
return { flows, missingAmountAccounts, unvaluedAccounts };
}
export function candidateTransfers(input: ReturnType<typeof readPerformanceOperations>): Candidate[] {
@@ -16,7 +16,7 @@ function account(accountId: string, amount = '121000') {
return {
accountId, name: accountId, historyFrom: first, historyBoundary: 'known',
portfolio: { fetchedAt: end, payload: {
positions: [], totalsByCurrency: [{ currency: 'RUB', value: amount }],
positions: [], totals: { currency: 'RUB', value: amount },
} },
coverage: [{ from: first, to: coverageEnd, asOf: coverageEnd }],
operations: [operation(accountId, 'OPERATION_TYPE_INPUT', '100000')],
@@ -17,14 +17,13 @@ import {
PerformanceReturnDto, PerformanceSeriesPointDto,
} from './presentation/performance.dto';
const RUB = 'RUB';
const DAY_MS = 86_400_000;
const DAYS_IN_YEAR = 365;
const RATE_SCALE = 6;
const MONEY_SCALE = 2;
const RUB = 'RUB';
const ZERO = 0;
const ONE = 1;
const ZERO_UNITS = 0n;
const ZERO_DECIMAL = decimalFromString('0');
const LAST_FLOW = -1;
const ONE_DECIMAL = decimalFromString('1');
@@ -164,7 +163,7 @@ export class PerformanceService {
const portfolio = account.portfolio;
if (!portfolio) return fail(PerformanceUnavailableReason.PortfolioValuationIncomplete);
const snapshot = portfolio.payload as { positions: { currentValue: unknown }[];
totalsByCurrency: { currency: string; value: string }[]; };
totals: { value: string }; };
if (!isCompleteValuation(snapshot)) return fail(PerformanceUnavailableReason.PortfolioValuationIncomplete);
if (!hasPerformanceCoverage(account.accountId, account.historyFrom, portfolio.fetchedAt, account.coverage)) {
return fail(PerformanceUnavailableReason.OperationsHistoryIncomplete);
@@ -172,16 +171,10 @@ export class PerformanceService {
const operations = account.operations.filter((op) => op.occurredAt <= portfolio.fetchedAt)
.map((op) => ({ ...op, accountId: account.accountId }));
const parsed = readPerformanceOperations(operations);
if (parsed.nonRubAccounts.size || snapshot.totalsByCurrency.some((row) =>
row.currency !== RUB && decimalFromString(row.value).value !== ZERO_UNITS)) {
return fail(PerformanceUnavailableReason.NonRubActivity);
}
if (parsed.missingAmountAccounts.size) return fail(PerformanceUnavailableReason.OperationsHistoryIncomplete);
if (parsed.unvaluedAccounts.size) return fail(PerformanceUnavailableReason.UnvaluedSecuritiesTransfer);
const value = snapshot.totalsByCurrency.find((row) => row.currency === RUB);
if (!value) return fail(PerformanceUnavailableReason.PortfolioValuationIncomplete);
return {
included: { account, flows: parsed.flows, value: decimalFromString(value.value),
included: { account, flows: parsed.flows, value: decimalFromString(snapshot.totals.value),
to: moscowDate(portfolio.fetchedAt) },
reason: null,
};
@@ -103,24 +103,21 @@ function filterEvents<T extends object>(payload: T, scopeKey: string, savedScope
const [, from, to] = JSON.parse(scopeKey.slice('events/'.length)) as [string, string, string];
const value = payload as T & {
events?: { date: string; projectedAmount?: { currency: string; value: string }; type: string }[];
incomeTotalsByCurrency?: { currency: string; value: string }[];
incomeTotal?: { currency: string; value: string };
};
if (!value.events || !value.incomeTotalsByCurrency) return payload;
if (!value.events || !value.incomeTotal) return payload;
const events = value.events.filter((event) => event.date >= from && event.date <= to);
const totals = new Map<string, ReturnType<typeof decimalFromString>>();
let total = { value: 0n, scale: 0 };
for (const event of events) {
if (!['coupon', 'dividend'].includes(event.type) || !event.projectedAmount) continue;
const current = totals.get(event.projectedAmount.currency) ?? { value: 0n, scale: 0 };
totals.set(event.projectedAmount.currency, add(current, decimalFromString(event.projectedAmount.value)));
total = add(total, decimalFromString(event.projectedAmount.value));
}
const [, savedFrom, savedTo] = JSON.parse(savedScopeKey.slice('events/'.length)) as [string, string, string];
return {
...value,
window: { from: savedFrom, to: savedTo },
events,
incomeTotalsByCurrency: [...totals]
.sort(([left], [right]) => left.localeCompare(right))
.map(([currency, amount]) => ({ currency, value: formatDecimal(amount) })),
incomeTotal: { currency: 'RUB', value: formatDecimal(total) },
};
} catch {
return payload;
@@ -145,19 +145,15 @@ describe('persistent portfolio projection', () => {
]),
).toEqual([
['Known', 'STOCK', '2'],
['B', 'OTHER', '-0.5'],
]);
expect(snapshot.positions[0].absoluteReturn).toEqual({
currency: 'RUB',
value: '2.000000002',
});
expect(snapshot.totalsByCurrency).toEqual([
{ currency: 'RUB', value: '7.000000002' },
{ currency: 'USD', value: '-2' },
]);
expect(snapshot.cashBalances).toEqual([{ currency: 'RUB', value: '1' }]);
expect(snapshot.totals).toEqual({ currency: 'RUB', value: '7.000000002' });
expect(snapshot.cash).toEqual({ currency: 'RUB', value: '1' });
});
it('keeps net-zero cash groups, missing valuations and incompatible currencies distinct', async () => {
it('filters non-RUB cash and positions out of the RUB-only snapshot', async () => {
repository.reserve.mockResolvedValueOnce({
launch: true,
work: { id: 'work', attemptId: 'attempt' },
@@ -180,17 +176,10 @@ describe('persistent portfolio projection', () => {
assert(handle);
await handle.done;
const snapshot = (repository.publish.mock.calls as [unknown, string, PortfolioDto][])[0][2];
expect(snapshot.cashBalances).toEqual([
{ currency: 'RUB', value: '0' },
{ currency: 'EUR', value: '1' },
]);
expect(snapshot.totalsByCurrency).toEqual([
{ currency: 'EUR', value: '1' },
{ currency: 'USD', value: '3' },
]);
expect(snapshot.cash).toEqual({ currency: 'RUB', value: '0' });
expect(snapshot.totals).toEqual({ currency: 'RUB', value: '0' });
expect(snapshot.positions[0].currentValue).toBeNull();
expect(snapshot.positions[1].absoluteReturn).toBeNull();
expect(snapshot.positions[1].averagePurchasePrice).toEqual({ currency: 'RUB', value: '2' });
expect(snapshot.positions).toHaveLength(1);
});
it('counts cash once when T-Bank also returns it as a CURRENCY position', async () => {
@@ -213,9 +202,9 @@ describe('persistent portfolio projection', () => {
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');
expect(snapshot.totals).toEqual({ currency: 'RUB', value: '121.49' });
expect(snapshot.positions.map((position) => position.type)).toEqual(['FUND']);
expect(snapshot.structure.totalValue).toBe('121.49');
});
// Test intent: a corrupted Json payload must fail loudly instead of being spread into the API response.
@@ -235,9 +224,9 @@ describe('persistent portfolio projection', () => {
lastSuccessfulAt: membershipAt.toISOString(),
isStale: false,
positions: [],
cashBalances: [],
structure: { currencies: [], unvaluedCategories: [] },
totalsByCurrency: [{ currency: 'RUB', value: '1.000000001' }],
cash: { currency: 'RUB', value: '0' },
structure: { totalValue: '1.000000001', hasNegativeValues: false, categories: [], unvaluedCategories: [] },
totals: { currency: 'RUB', value: '1.000000001' },
};
const account = {
accountId: 'a',
@@ -261,8 +250,8 @@ describe('persistent portfolio projection', () => {
expect(partial.meta.availability).toBe('temporarily-unavailable');
expect(partial.meta.completeness).toBe('incomplete');
const saved = await service.saved('user', 'all');
expect(saved.accounts[0].snapshot?.totalsByCurrency).toEqual(
snapshot.totalsByCurrency,
expect(saved.accounts[0].snapshot?.totals).toEqual(
snapshot.totals,
);
expect(saved.accounts[1].snapshot).toBeNull();
repository.read.mockResolvedValue({
@@ -279,9 +268,9 @@ describe('persistent portfolio projection', () => {
work: [],
});
const complete = await service.read('user', 'all');
expect(complete.data?.totalsByCurrency).toEqual([
{ currency: 'RUB', value: '2.000000002' },
]);
expect(complete.data?.totals).toEqual({
currency: 'RUB', value: '2.000000002',
});
expect(complete.data?.lastSuccessfulAt).toBe(new Date(0).toISOString());
expect(complete.data?.isStale).toBe(true);
expect(tbank.getPortfolio).not.toHaveBeenCalled();
@@ -25,7 +25,7 @@ import {
TbankSyncRepository,
} from '../../tbank-sync/tbank-sync.api';
import { portfolioStructure } from '../domain/portfolio-structure';
import { sumMoneyByCurrency } from '../domain/portfolio-totals';
import { sumMoney } from '../domain/portfolio-totals';
import {
portfolioFreshForMs,
PortfolioRepository,
@@ -184,16 +184,16 @@ export class PortfolioService {
isStale: portfolios.length
? portfolios.some((portfolio) => portfolio.isStale)
: saved.membership.freshness !== 'fresh',
totalsByCurrency: sumMoneyByCurrency(
portfolios.flatMap((portfolio) => portfolio.totalsByCurrency),
totals: sumMoney(
portfolios.map((portfolio) => portfolio.totals),
),
cashBalances: sumMoneyByCurrency(
portfolios.flatMap((portfolio) => portfolio.cashBalances),
cash: sumMoney(
portfolios.map((portfolio) => portfolio.cash),
),
positions: portfolios.flatMap((portfolio) => portfolio.positions),
structure: portfolioStructure(
portfolios.flatMap((portfolio) => portfolio.positions),
portfolios.flatMap((portfolio) => portfolio.cashBalances),
portfolios.map((portfolio) => portfolio.cash),
),
};
const work =
@@ -1,14 +1,13 @@
import { isCompleteValuation } from './complete-valuation';
describe('isCompleteValuation', () => {
it('requires an actual currency total and every position value', () => {
expect(isCompleteValuation({ totalsByCurrency: [], positions: [] })).toBe(false);
it('requires an actual total and every position value', () => {
expect(isCompleteValuation({
totalsByCurrency: [{ currency: 'RUB', value: '100' }],
totals: { value: '100' },
positions: [{ currentValue: null }],
})).toBe(false);
expect(isCompleteValuation({
totalsByCurrency: [{ currency: 'RUB', value: '100' }],
totals: { value: '100' },
positions: [{ currentValue: { currency: 'RUB', value: '0' } }],
})).toBe(true);
});
@@ -1,13 +1,11 @@
type Valuation = {
positions: { currentValue: unknown }[];
totalsByCurrency: unknown[];
totals: { value: string };
};
const MIN_TOTALS_COUNT = 0;
export function isCompleteValuation(
snapshot: Valuation,
): boolean {
return snapshot.totalsByCurrency.length > MIN_TOTALS_COUNT &&
return Boolean(snapshot.totals) &&
snapshot.positions.every((position) => position.currentValue !== null);
}
@@ -4,10 +4,9 @@ import { portfolioStructure } from './portfolio-structure';
const position = (
type: string,
value: null | string,
currency = 'RUB',
): PortfolioPositionDto => ({
type,
currentValue: value === null ? null : { currency, value },
currentValue: value === null ? null : { currency: 'RUB', value },
quantity: '1',
displayName: 'Fixture',
figi: null,
@@ -20,18 +19,18 @@ const position = (
averagePurchasePrice: null,
});
const rub = (value: string) => ({ currency: 'RUB', value });
describe('portfolio structure', () => {
it('counts cash once and skips CURRENCY positions that mirror it', () => {
it('builds a single RUB composition with cash counted once', () => {
const result = portfolioStructure(
[
position('STOCK', '60'),
position('BOND', '20'),
position('CURRENCY', '10'),
],
[{ currency: 'RUB', value: '10' }],
[rub('10')],
);
expect(result.currencies[0]).toEqual({
currency: 'RUB',
expect(result).toEqual({
totalValue: '90',
hasNegativeValues: false,
categories: [
@@ -40,75 +39,58 @@ describe('portfolio structure', () => {
{ type: 'OTHER', value: '0', sharePercent: '0' },
{ type: 'CASH', value: '10', sharePercent: '11.111111' },
],
unvaluedCategories: [],
});
});
it('sums beyond Number precision and separates currencies without FX', () => {
it('sums beyond Number precision', () => {
const result = portfolioStructure(
[
position('STOCK', '9007199254740993.000000001'),
position('STOCK', '0.000000009'),
position('BOND', '2', 'USD'),
position('BOND', '3.000000001'),
],
[{ currency: 'USD', value: '1' }],
[rub('1')],
);
expect(result.currencies[0].totalValue).toBe('9007199254740993.00000001');
expect(result.currencies[1].totalValue).toBe('3');
expect(result.currencies[1].categories[1].sharePercent).toBe('66.666667');
expect(result.currencies[1].categories[3].sharePercent).toBe('33.333333');
expect(result.totalValue).toBe('9007199254740997.000000011');
expect(result.categories[0].sharePercent).toBe('100');
expect(result.categories[1].sharePercent).toBe('0');
expect(result.categories[3].sharePercent).toBe('0');
});
it('represents cash-only, empty and zero-valued portfolios', () => {
expect(portfolioStructure([], []).currencies).toEqual([]);
expect(portfolioStructure([], [rub('0')]).totalValue).toBe('0');
expect(portfolioStructure([], [rub('10')]).categories[3].sharePercent).toBe('100');
expect(
portfolioStructure([], [{ currency: 'EUR', value: '10' }]).currencies[0]
.categories[3].sharePercent,
).toBe('100');
expect(
portfolioStructure(
[position('STOCK', '0')],
[],
).currencies[0].categories.every((item) => item.sharePercent === null),
).toBe(true);
});
it('retains unvalued categories without assigning zero or guessing a currency', () => {
const result = portfolioStructure(
[position('BOND', null), position('BOND', null), position('STOCK', '50')],
[],
);
expect(result.unvaluedCategories).toEqual([{ type: 'BOND', count: 2 }]);
expect(result.currencies[0].totalValue).toBe('50');
expect(
result.currencies[0].categories.every(
portfolioStructure([position('STOCK', '0')], [rub('0')]).categories.every(
(item) => item.sharePercent === null,
),
).toBe(true);
});
it('retains unvalued categories without assigning zero', () => {
const result = portfolioStructure(
[position('BOND', null), position('BOND', null), position('STOCK', '50')],
[rub('0')],
);
expect(result.unvaluedCategories).toEqual([{ type: 'BOND', count: 2 }]);
expect(result.totalValue).toBe('50');
expect(
portfolioStructure([position('OTHER', null)], []).currencies,
).toEqual([]);
result.categories.every((item) => item.sharePercent === null),
).toBe(true);
});
it.each([
[[position('STOCK', '-20'), position('STOCK', '100')], []],
[
[],
[
{ currency: 'RUB', value: '-20' },
{ currency: 'RUB', value: '100' },
],
],
[[position('BOND', '-20')], []],
[[position('BOND', '-20'), position('BOND', '20')], []],
[[position('STOCK', '-20'), position('STOCK', '100')], rub('0')],
[[], rub('-20')],
[[position('BOND', '-20'), position('BOND', '20')], rub('0')],
])(
'preserves negative constituents even when their category nets positive or zero',
(positions, cash) => {
const result = portfolioStructure(positions, cash);
expect(result.currencies[0].hasNegativeValues).toBe(true);
const result = portfolioStructure(positions, [cash]);
expect(result.hasNegativeValues).toBe(true);
expect(
result.currencies[0].categories.every(
(item) => item.sharePercent === null,
),
result.categories.every((item) => item.sharePercent === null),
).toBe(true);
},
);
@@ -20,71 +20,52 @@ const categoryTypes = ['STOCK', 'BOND', 'OTHER', 'CASH'] as const;
// Build from positions and cash, never from totals (which already include cash).
export function portfolioStructure(
positions: { currentValue: Money | null; type: string }[],
cash: Money[],
cashAmounts: Money[],
) {
const currencies = new Map<
string,
{
hasNegativeValues: boolean;
values: ReturnType<typeof decimalFromString>[];
}
>();
const values = categoryTypes.map(() => decimalFromString('0'));
let hasNegativeValues = false;
const unvalued = new Map<string, number>();
const include = (type: string, money: Money) => {
const group = currencies.get(money.currency) ?? {
values: categoryTypes.map(() => decimalFromString('0')),
hasNegativeValues: false,
};
const index = categoryTypes.findIndex((category) => category === type);
const value = decimalFromString(money.value);
// eslint-disable-next-line security/detect-object-injection -- The numeric index belongs to the fixed portfolio category array.
group.values[index] = add(group.values[index], value);
group.hasNegativeValues ||= value.value < ZERO_AMOUNT;
currencies.set(money.currency, group);
values[index] = add(values[index], value);
hasNegativeValues ||= value.value < ZERO_AMOUNT;
};
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';
if (position.currentValue) include(type, position.currentValue);
else unvalued.set(type, (unvalued.get(type) ?? INITIAL_UNVALUED_COUNT) + POSITION_INCREMENT);
}
for (const amount of cash) include('CASH', amount);
for (const amount of cashAmounts) include('CASH', amount);
const total = values.reduce(add, decimalFromString('0'));
const canCalculateShares =
!unvalued.size && !hasNegativeValues && total.value > ZERO_AMOUNT;
const categories = values.map((value, index) => ({
// eslint-disable-next-line security/detect-object-injection -- The numeric index belongs to the fixed portfolio category array.
type: categoryTypes[index],
value: formatDecimal(value),
// Rounded to six decimal places using integer arithmetic. Only the
// resulting dimensionless percentage is passed to chart geometry.
sharePercent: canCalculateShares
? formatDecimal({
value:
(value.value *
DECIMAL_RADIX ** BigInt(total.scale - value.scale) *
PERCENT_SCALED_FACTOR +
total.value / ROUNDING_DIVISOR) /
total.value,
scale: SHARE_PERCENT_DECIMAL_PLACES,
})
: null,
}));
return {
totalValue: formatDecimal(total),
hasNegativeValues,
categories,
unvaluedCategories: [...unvalued].map(([type, count]) => ({ type, count })),
currencies: [...currencies]
.sort(([left], [right]) => left.localeCompare(right))
.map(([currency, group]) => {
const total = group.values.reduce(add, decimalFromString('0'));
const canCalculateShares =
!unvalued.size && !group.hasNegativeValues && total.value > ZERO_AMOUNT;
const categories = group.values.map((value, index) => ({
// eslint-disable-next-line security/detect-object-injection -- The numeric index belongs to the fixed portfolio category array.
type: categoryTypes[index],
value: formatDecimal(value),
// Rounded to six decimal places using integer arithmetic. Only the
// resulting dimensionless percentage is passed to chart geometry.
sharePercent: canCalculateShares
? formatDecimal({
value:
(value.value *
DECIMAL_RADIX ** BigInt(total.scale - value.scale) *
PERCENT_SCALED_FACTOR +
total.value / ROUNDING_DIVISOR) /
total.value,
scale: SHARE_PERCENT_DECIMAL_PLACES,
})
: null,
}));
return {
currency,
totalValue: formatDecimal(total),
hasNegativeValues: group.hasNegativeValues,
categories,
};
}),
};
}
@@ -1,23 +1,12 @@
import type { Money } from '#src/common/money.types';
import {
add,
decimalFromString,
formatDecimal,
} from '#src/common/decimal';
import { add, decimalFromString, formatDecimal } from '#src/common/decimal';
export function sumMoneyByCurrency(amounts: Money[]): Money[] {
const totals = new Map<string, ReturnType<typeof decimalFromString>>();
for (const amount of amounts) {
totals.set(
amount.currency,
add(
totals.get(amount.currency) ?? decimalFromString('0'),
decimalFromString(amount.value),
),
);
}
return [...totals]
.sort(([left], [right]) => left.localeCompare(right))
.map(([currency, value]) => ({ currency, value: formatDecimal(value) }));
// RUB-only: all inputs are expected to be RUB Money.
export function sumMoney(amounts: Money[]): Money {
const total = amounts.reduce(
(sum, amount) => add(sum, decimalFromString(amount.value)),
decimalFromString('0'),
);
return { currency: 'RUB', value: formatDecimal(total) };
}
@@ -150,27 +150,23 @@ export class PortfolioRepository {
create: { userId: attempt.userId, accountId },
update: { deletedAt: null },
});
for (const { currency, value } of snapshot.totalsByCurrency) {
await tx.tbankPortfolioValuePoint.upsert({
where: {
userId_accountId_attemptId_currency: {
userId: attempt.userId,
accountId,
attemptId: attempt.attemptId,
currency,
},
},
create: {
await tx.tbankPortfolioValuePoint.upsert({
where: {
userId_accountId_attemptId: {
userId: attempt.userId,
accountId,
attemptId: attempt.attemptId,
currency,
value,
capturedAt: data.fetchedAt,
},
update: {},
});
}
},
create: {
userId: attempt.userId,
accountId,
attemptId: attempt.attemptId,
value: snapshot.totals.value,
capturedAt: data.fetchedAt,
},
update: {},
});
}
return true;
});
@@ -198,8 +194,9 @@ export function portfolioSnapshot(value: Prisma.JsonValue): PortfolioDto {
const snapshot = value as null | Partial<PortfolioDto>;
if (
!Array.isArray(snapshot?.positions) ||
!Array.isArray(snapshot.totalsByCurrency) ||
!Array.isArray(snapshot.cashBalances)
!snapshot.totals?.currency ||
!snapshot.cash?.currency ||
!Array.isArray(snapshot.structure?.categories)
) {
throw new Error('Corrupted portfolio snapshot payload');
}
@@ -8,13 +8,12 @@ import {
multiply,
subtract,
} from '#src/common/decimal';
import { decimal } from '#src/integrations/tbank/decimal';
import { decimal, rubMoney } from '#src/integrations/tbank/decimal';
import {
metadataKey,
type TbankInstrument,
type TbankMoney,
TbankPortfolio,
TbankPositions,
} from '#src/integrations/tbank/tbank.api';
import type { Classification } from '../application/position-classification.service';
@@ -22,6 +21,8 @@ import type { PortfolioDto, PortfolioPositionDto } from '../presentation/portfol
import { portfolioStructure } from '../domain/portfolio-structure';
const RUB = 'RUB';
const types: Record<string, string> = {
share: 'STOCK',
bond: 'BOND',
@@ -35,32 +36,36 @@ const types: Record<string, string> = {
function mapPortfolio(
upstream: NonNullable<TbankPortfolio['positions']>,
cash: TbankMoney[],
cashBalances: TbankMoney[],
metadata: ReadonlyMap<string, { data?: null | TbankInstrument }>,
lastSuccessfulAt: string,
classification: ReadonlyMap<string, Classification> = new Map(),
): PortfolioDto {
const positions = upstream
// Currency positions mirror cash balances and are non-RUB holdings by definition.
.filter((position) => types[position.instrumentType?.toLowerCase() ?? ''] !== 'CURRENCY' &&
(!position.currentPrice?.currency?.trim() || position.currentPrice.currency.trim().toUpperCase() === RUB))
.map((position) => mapPosition(position, metadata.get(metadataKey(position))?.data ?? null, classification.get(metadataKey(position))))
.filter((position): position is PortfolioPositionDto => position !== null);
const balances = new Map<string, ReturnType<typeof decimal>>();
for (const value of cash) {
const currency = value.currency?.trim().toUpperCase();
const amount = decimal(value);
if (!currency || isZero(amount)) continue;
balances.set(currency, add(balances.get(currency) ?? decimal({}), amount));
let cashTotal = decimal({});
for (const value of cashBalances) {
if (value.currency?.trim().toUpperCase() !== RUB) continue;
cashTotal = add(cashTotal, decimal(value));
}
const cashBalances = [...balances].map(([currency, value]) => ({
currency,
value: formatDecimal(value),
}));
const cash: Money = { currency: RUB, value: formatDecimal(cashTotal) };
let total = cashTotal;
for (const position of positions) {
if (!position.currentValue) continue;
total = add(total, decimalFromString(position.currentValue.value));
}
const totals: Money = { currency: RUB, value: formatDecimal(total) };
return {
lastSuccessfulAt,
isStale: false,
totalsByCurrency: totalsByCurrency(upstream, cash),
totals,
positions,
cashBalances,
structure: portfolioStructure(positions, cashBalances),
cash,
structure: portfolioStructure(positions, [cash]),
};
}
@@ -73,16 +78,16 @@ function mapPosition(
if (isZero(quantity)) return null;
const figi = position.figi?.trim() || null;
const instrumentUid = position.instrumentUid?.trim() || null;
const currentPrice = money(position.currentPrice);
const averagePurchasePrice = money(position.averagePositionPrice);
const currentPrice = rubMoney(position.currentPrice);
const averagePurchasePrice = rubMoney(position.averagePositionPrice);
const currentValue = currentPrice && {
currency: currentPrice.currency,
currency: RUB,
value: formatDecimal(multiply(quantity, decimalFromString(currentPrice.value))),
};
const absoluteReturn =
currentPrice && averagePurchasePrice && currentPrice.currency === averagePurchasePrice.currency
currentPrice && averagePurchasePrice
? {
currency: currentPrice.currency,
currency: RUB,
value: formatDecimal(multiply(
subtract(decimalFromString(currentPrice.value), decimalFromString(averagePurchasePrice.value)),
quantity,
@@ -106,44 +111,4 @@ function mapPosition(
};
}
function money(value: TbankMoney | undefined): Money | null {
const currency = value?.currency?.trim().toUpperCase();
return currency && value
? { currency, value: formatDecimal(decimal(value)) }
: null;
}
function totalsByCurrency(
positions: NonNullable<TbankPortfolio['positions']>,
money: NonNullable<TbankPositions['money']>,
): Money[] {
const totals = new Map<string, ReturnType<typeof decimal>>();
const addTotal = (
currency: string | undefined,
amount: ReturnType<typeof decimal>,
) => {
const normalizedCurrency = currency?.trim().toUpperCase();
if (!normalizedCurrency || isZero(amount)) return;
totals.set(
normalizedCurrency,
add(totals.get(normalizedCurrency) ?? decimal({}), amount),
);
};
for (const value of money) addTotal(value.currency, decimal(value));
for (const position of positions) {
const price = position.currentPrice;
// 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)),
);
}
return [...totals]
.filter(([, value]) => !isZero(value))
.map(([currency, value]) => ({ currency, value: formatDecimal(value) }));
}
export { mapPortfolio, totalsByCurrency };
export { mapPortfolio };
@@ -85,22 +85,6 @@ export class PortfolioStructureCategoryDto {
declare sharePercent: null | string;
}
export class PortfolioStructureCurrencyDto {
@ApiProperty()
declare currency: string;
@ApiProperty()
declare totalValue: string;
@ApiProperty({
description: 'Any negative constituent, even if netted positive.',
})
declare hasNegativeValues: boolean;
@ApiProperty({ type: PortfolioStructureCategoryDto, isArray: true })
declare categories: PortfolioStructureCategoryDto[];
}
export class PortfolioUnvaluedCategoryDto {
@ApiProperty({ enum: ['STOCK', 'BOND', 'OTHER'] })
declare type: string;
@@ -110,13 +94,21 @@ export class PortfolioUnvaluedCategoryDto {
}
export class PortfolioStructureDto {
@ApiProperty({ type: PortfolioStructureCurrencyDto, isArray: true })
declare currencies: PortfolioStructureCurrencyDto[];
@ApiProperty({ description: 'Exact known total as a decimal string.' })
declare totalValue: string;
@ApiProperty({
description: 'Any negative constituent, even if netted positive.',
})
declare hasNegativeValues: boolean;
@ApiProperty({ type: PortfolioStructureCategoryDto, isArray: true })
declare categories: PortfolioStructureCategoryDto[];
@ApiProperty({
type: PortfolioUnvaluedCategoryDto, isArray: true,
description:
'Positions without current value and known valuation currency. Shares are unavailable across all currencies when nonempty.',
'Positions without current value. Shares are unavailable when nonempty.',
})
declare unvaluedCategories: PortfolioUnvaluedCategoryDto[];
}
@@ -128,14 +120,14 @@ export class PortfolioDto {
@ApiProperty()
declare isStale: boolean;
@ApiProperty({ type: MoneyDto, isArray: true })
declare totalsByCurrency: MoneyDto[];
@ApiProperty({ type: MoneyDto })
declare totals: MoneyDto;
@ApiProperty({ type: PortfolioPositionDto, isArray: true })
declare positions: PortfolioPositionDto[];
@ApiProperty({ type: MoneyDto, isArray: true })
declare cashBalances: MoneyDto[];
@ApiProperty({ type: MoneyDto })
declare cash: MoneyDto;
@ApiProperty({ type: PortfolioStructureDto })
declare structure: PortfolioStructureDto;
@@ -244,16 +244,23 @@ export class TbankHourlyScheduler implements OnModuleDestroy, OnModuleInit {
dispatchProblems: HourlySection[],
walkStartedAt: Date,
) {
const portfolios: string[] = [];
for (const account of accounts) {
await this.dispatchPortfolio(
userId,
revision,
account.accountId,
dispatch,
async (child) => {
portfolios.push(child.id);
await dispatch(child);
},
dispatchProblems,
walkStartedAt,
);
}
// Operations coverage must end after the Portfolio valuation it explains:
// performance requires coverage up to the snapshot fetchedAt.
await this.waitWorks(userId, portfolios);
for (const account of accounts) {
await this.dispatchOperations(
userId,
@@ -61,10 +61,10 @@ function projectedMoney(
value: string,
currency: string | undefined,
): UpcomingEventDto['projectedAmount'] {
const normalizedCurrency = currency?.trim().toUpperCase();
if (!normalizedCurrency) return null;
// RUB-only: projected income in other currencies is filtered out.
if (currency?.trim().toUpperCase() !== 'RUB') return null;
return {
currency: normalizedCurrency,
currency: 'RUB',
value: formatDecimal(multiply(quantity, decimalFromString(value))),
};
}
@@ -90,8 +90,8 @@ export class UpcomingEventsDto {
@ApiProperty({ type: UpcomingEventDto, isArray: true })
declare events: UpcomingEventDto[];
@ApiProperty({ type: MoneyDto, isArray: true })
declare incomeTotalsByCurrency: MoneyDto[];
@ApiProperty({ type: MoneyDto })
declare incomeTotal: MoneyDto;
}
export class UpcomingEventsResourceDto {
@@ -13,19 +13,19 @@ const metadata = {
logoName: null,
};
describe('forecast financial projections', () => {
it('preserves registry dates, source currency and exact signed fractional quantities', () => {
it('preserves registry dates and exact signed fractional quantities', () => {
expect(
dividendEvent(metadata, decimalFromString('-2.5'), {
recordDate: { seconds: String(Date.parse('2026-10-13Z') / 1000) },
dividendNet: { currency: 'usd', units: '10', nano: 1 },
dividendNet: { currency: 'rub', units: '10', nano: 1 },
}),
).toMatchObject({
date: '2026-10-13',
dateKind: 'registry',
projectedAmount: { currency: 'USD', value: '-25.0000000025' },
projectedAmount: { currency: 'RUB', value: '-25.0000000025' },
});
});
it('does not invent an amount for offers or missing currency', () => {
it('does not invent an amount for offers, missing or non-RUB currency', () => {
expect(
bondEvent(metadata, decimalFromString('3'), {
type: 'offer',
@@ -38,6 +38,12 @@ describe('forecast financial projections', () => {
dividendNet: { units: '10' },
}).projectedAmount,
).toBeNull();
expect(
dividendEvent(metadata, decimalFromString('3'), {
recordDate: { seconds: '1790812800' },
dividendNet: { currency: 'usd', units: '10' },
}).projectedAmount,
).toBeNull();
});
it('preserves redemption as a non-income event with its exact amount', () => {
expect(
@@ -156,7 +156,7 @@ export class UpcomingEventsService {
accountId,
calculatedAt: new Date().toISOString(),
events,
incomeTotalsByCurrency: incomeTotals(events),
incomeTotal: incomeTotal(events),
}
: undefined;
return this.forecasts.result({
@@ -286,22 +286,13 @@ function dateWindow(query: UpcomingEventsQueryDto) {
return { from, to };
}
function incomeTotals(events: UpcomingEventDto[]): MoneyDto[] {
const totals = new Map<string, Decimal>();
function incomeTotal(events: UpcomingEventDto[]): MoneyDto {
let total: Decimal = { value: 0n, scale: 0 };
for (const event of events) {
if (!['coupon', 'dividend'].includes(event.type) || !event.projectedAmount) {
continue;
}
const current = totals.get(event.projectedAmount.currency) ?? {
value: 0n,
scale: 0,
};
totals.set(
event.projectedAmount.currency,
add(current, decimalFromString(event.projectedAmount.value)),
);
total = add(total, decimalFromString(event.projectedAmount.value));
}
return [...totals]
.sort(([left], [right]) => left.localeCompare(right))
.map(([currency, value]) => ({ currency, value: formatDecimal(value) }));
return { currency: 'RUB', value: formatDecimal(total) };
}
+1 -1
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@@ -91,7 +91,7 @@ function seedTbank(owner) {
db.transaction(() => {
db.prepare('UPDATE TbankConnection SET membershipAt=?,membershipRevision=1 WHERE userId=?').run(now, owner);
insert('TbankAccount', { ...scope, type: 'BROKERAGE', name: 'Synthetic persisted account', upstreamOrder: 0 });
insert('TbankPortfolio', { ...scope, payload: JSON.stringify({ positions: [], cashBalances: [], totalsByCurrency: [], structure: { currencies: [], unvaluedCategories: [] } }), fetchedAt: now });
insert('TbankPortfolio', { ...scope, payload: JSON.stringify({ positions: [], cash: { currency: 'RUB', value: '0' }, totals: { currency: 'RUB', value: '0' }, structure: { totalValue: '0', hasNegativeValues: false, categories: [], unvaluedCategories: [] } }), fetchedAt: now });
insert('TbankOperation', { ...scope, brokerOperationId: 'durable-income', occurredAt: now, category: 'income', payload: JSON.stringify({ id: 'durable-income', payment: exact }) });
insert('TbankOperationCoverage', { ...scope, from: now - 1000, to: now + 1000, fetchedAt: now, asOf: now });
insert('TbankForecast', { userId: owner, revision, scopeKey: 'durable-forecast', membershipRevision: 1, payload: JSON.stringify({ incomeTotalsByCurrency: [exact] }), dependencyRevisions: JSON.stringify({ portfolio: 1 }), sourceTimestamps: JSON.stringify({ portfolio: new Date(now).toISOString() }), calculatedAt: now });
+2 -2
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@@ -62,12 +62,12 @@ export function failUpstream(rpc: jest.Mock, kind: 'bond' | 'share', code: numbe
uid: 'e6123145-9665-43e0-8413-cd61b8aa9b13',
};
const healthy = new Map<string, unknown>([
['bondBy', { instrument }],
['bondBy', { instrument: { ...instrument, currency: 'rub' } }],
['findInstrument', { instruments: [instrument] }],
['getAssetBy', { asset: { description: 'description' } }],
['getAssetFundamentals', { fundamentals: [] }],
['getLastPrices', { lastPrices: [] }],
['shareBy', { instrument }],
['shareBy', { instrument: { ...instrument, currency: 'rub' } }],
]);
const failure = Object.assign(new Error('grpc failure'), {
code,
+1 -1
View File
@@ -98,7 +98,7 @@ describe('OpenAPI contract (integration)', () => {
expect.arrayContaining([
'accountId',
'period',
'totalsByCurrency',
'total',
'calculatedAt',
'bucketGranularity',
'buckets',
+25 -38
View File
@@ -111,25 +111,20 @@ describe('Portfolio structure HTTP contract', () => {
expect((response.body as { data: unknown }).data).toMatchObject({
structure: {
unvaluedCategories: [],
currencies: [
totalValue: id === 'all' ? '200' : '100',
hasNegativeValues: false,
categories: [
{
currency: 'RUB',
totalValue: id === 'all' ? '200' : '100',
hasNegativeValues: false,
categories: [
{
type: 'STOCK',
value: id === 'all' ? '120' : '60',
sharePercent: '60',
},
{ type: 'BOND', value: '0', sharePercent: '0' },
{ type: 'OTHER', value: '0', sharePercent: '0' },
{
type: 'CASH',
value: id === 'all' ? '80' : '40',
sharePercent: '40',
},
],
type: 'STOCK',
value: id === 'all' ? '120' : '60',
sharePercent: '60',
},
{ type: 'BOND', value: '0', sharePercent: '0' },
{ type: 'OTHER', value: '0', sharePercent: '0' },
{
type: 'CASH',
value: id === 'all' ? '80' : '40',
sharePercent: '40',
},
],
},
@@ -149,15 +144,11 @@ describe('Portfolio structure HTTP contract', () => {
expect((response.body as { data: unknown }).data).toMatchObject({
structure: {
unvaluedCategories: [{ type: 'BOND', count: 1 }],
currencies: [
{
categories: [
{ sharePercent: null },
{ sharePercent: null },
{ sharePercent: null },
{ value: '40', sharePercent: null },
],
},
categories: [
{ sharePercent: null },
{ sharePercent: null },
{ sharePercent: null },
{ value: '40', sharePercent: null },
],
},
});
@@ -174,17 +165,13 @@ describe('Portfolio structure HTTP contract', () => {
.expect(200);
expect((response.body as { data: unknown }).data).toMatchObject({
structure: {
currencies: [
{
hasNegativeValues: true,
totalValue: '150',
categories: [
{ value: '120', sharePercent: null },
{ sharePercent: null },
{ sharePercent: null },
{ value: '30', sharePercent: null },
],
},
hasNegativeValues: true,
totalValue: '150',
categories: [
{ value: '120', sharePercent: null },
{ sharePercent: null },
{ sharePercent: null },
{ value: '30', sharePercent: null },
],
},
});
+23
View File
@@ -167,6 +167,29 @@ describe('hourly attempt lifecycle (SQLite)', () => {
expect(read?.state).toBe('succeeded');
});
it('starts operations only after every portfolio work finished', async () => {
const portfolios: string[] = [];
portfolio.request.mockImplementation(
async (_userId: string, _revision: string, accountId: string) => {
const row = await child('running', null, `portfolio:${accountId}`);
portfolios.push(row.id);
return { id: row.id, done: Promise.resolve() };
},
);
const scheduler = createScheduler();
await scheduler.tick();
await pump();
expect(portfolios).toHaveLength(2);
expect(operations.request).not.toHaveBeenCalled();
await prisma.tbankSyncWork.updateMany({
where: { id: { in: portfolios } },
data: { state: 'complete' },
});
const row = await runWalk(scheduler);
expect(operations.request).toHaveBeenCalledTimes(2);
expect(row.state).toBe('complete');
});
it('settles partial and keeps successful steps when one account fails', async () => {
portfolio.request.mockImplementation(
async (_userId: string, _revision: string, accountId: string) => {
+7 -14
View File
@@ -103,7 +103,6 @@ describe('local income completeness and exact money (SQLite)', () => {
for (const [id, units, nano, currency, type] of [
['same', '10', 1, 'rub', 'OPERATION_TYPE_COUPON'],
['negative', '-2', -500000000, 'rub', 'OPERATION_TYPE_DIVIDEND'],
['usd', '3', 0, 'usd', 'OPERATION_TYPE_COUPON'],
] as const) {
await prisma.tbankOperation.create({
data: {
@@ -130,11 +129,8 @@ describe('local income completeness and exact money (SQLite)', () => {
assert(result.data);
expect(result.meta.availability).toBe('available');
expect(result.meta.completeness).toBe('complete');
expect(result.data.totalsByCurrency.map((row) => row.total)).toEqual([
{ currency: 'RUB', value: '15.000000002' },
{ currency: 'USD', value: '6' },
]);
expect(result.data.entries).toHaveLength(6);
expect(result.data.total.total).toEqual({ currency: 'RUB', value: '15.000000002' });
expect(result.data.entries).toHaveLength(4);
expect(
result.data.entries
.filter((row) => row.id === 'same')
@@ -185,7 +181,7 @@ describe('local income completeness and exact money (SQLite)', () => {
assert(after.data);
expect(after.data.entries.find((entry) => entry.account?.id === 'a' && entry.id === 'same')?.logoName).toBe('bond.png');
expect(after.data.entries.find((entry) => entry.account?.id === 'b' && entry.id === 'same')?.logoName).toBeNull();
expect(after.data.totalsByCurrency).toEqual(base.totalsByCurrency);
expect(after.data.total).toEqual(base.total);
expect(after.data.calculatedAt).toBe(base.calculatedAt);
expect(upstream.getOperationsByCursor).not.toHaveBeenCalled();
});
@@ -205,8 +201,8 @@ describe('local income completeness and exact money (SQLite)', () => {
new Date('2025-03-31T21:00:00Z'),
);
expect(
(await read('a', 'from=2025-03-01&to=2025-03-31')).data?.totalsByCurrency,
).toEqual([]);
(await read('a', 'from=2025-03-01&to=2025-03-31')).data?.total.total,
).toEqual({ currency: 'RUB', value: '0' });
expect(upstream.getOperationsByCursor).toHaveBeenCalledWith(
'synthetic', expect.objectContaining({ accountId: 'b' }),
);
@@ -225,11 +221,8 @@ describe('local income completeness and exact money (SQLite)', () => {
});
const result = await read();
assert(result.data);
expect(result.data.entries).toHaveLength(6);
expect(
result.data.totalsByCurrency.find(({ currency }) => currency === 'RUB')
?.total,
).toEqual({ currency: 'RUB', value: '25.000000002' });
expect(result.data.entries).toHaveLength(4);
expect(result.data.total.total).toEqual({ currency: 'RUB', value: '25.000000002' });
});
it('preserves the complete financial result and timestamp through failed atomic reconciliation', async () => {
const before = await read();
+1 -1
View File
@@ -268,7 +268,7 @@ describe('persistent ledger HTTP and cursor (SQLite)', () => {
expect(
income.data?.entries.map(({ id, occurredAt }) => ({ id, occurredAt })),
).toEqual(expected);
expect(income.data?.totalsByCurrency[0].total).toEqual({
expect(income.data?.total.total).toEqual({
currency: 'RUB',
value: '2.000000002',
});
+17 -25
View File
@@ -218,32 +218,27 @@ describe('local accounts and portfolio HTTP (SQLite)', () => {
bondPositionCount: 0,
fundPositionCount: 0,
totalPositionCount: 1,
totalsByCurrency: [{ currency: 'RUB', value: '21.100000002' }],
cashBalances: [{ currency: 'RUB', value: '1.1' }],
totals: { currency: 'RUB', value: '21.100000002' },
cash: { currency: 'RUB', value: '1.1' },
structure: {
currencies: [{
currency: 'RUB',
totalValue: '21.100000002',
hasNegativeValues: false,
categories: [
{ type: 'STOCK', value: '20.000000002', sharePercent: '94.78673' },
{ type: 'BOND', value: '0', sharePercent: '0' },
{ type: 'OTHER', value: '0', sharePercent: '0' },
{ type: 'CASH', value: '1.1', sharePercent: '5.21327' },
],
}],
totalValue: '21.100000002',
hasNegativeValues: false,
categories: [
{ type: 'STOCK', value: '20.000000002', sharePercent: '94.78673' },
{ type: 'BOND', value: '0', sharePercent: '0' },
{ type: 'OTHER', value: '0', sharePercent: '0' },
{ type: 'CASH', value: '1.1', sharePercent: '5.21327' },
],
unvaluedCategories: [],
},
unrealizedReturnByCurrency: [
{ currency: 'RUB', absolute: '0', costBasis: '0', percent: null, partial: true },
],
unrealizedReturn: { absolute: '0', costBasis: '0', percent: null, partial: true },
});
const portfolio = await get('brokerage-accounts/account/portfolio').expect(
200,
);
expect(
(portfolio.body as PortfolioResourceDto).data?.totalsByCurrency,
).toEqual([{ currency: 'RUB', value: '21.100000002' }]);
(portfolio.body as PortfolioResourceDto).data?.totals,
).toEqual({ currency: 'RUB', value: '21.100000002' });
expect(upstream.getOpenAccounts).not.toHaveBeenCalled();
expect(upstream.getPortfolio).toHaveBeenCalledTimes(1);
expect(upstream.getInstrumentByFigi).not.toHaveBeenCalled();
@@ -315,7 +310,7 @@ describe('local accounts and portfolio HTTP (SQLite)', () => {
logoName: 'enriched.png',
quantity: '2',
});
expect(after.data?.totalsByCurrency).toEqual(before.data?.totalsByCurrency);
expect(after.data?.totals).toEqual(before.data?.totals);
expect(after.data?.lastSuccessfulAt).toBe(before.data?.lastSuccessfulAt);
expect(after.meta.dataRevision).not.toBe(before.meta.dataRevision);
expect(upstream.getPortfolio).toHaveBeenCalledTimes(1);
@@ -513,12 +508,9 @@ describe('local accounts and portfolio HTTP (SQLite)', () => {
const summaries = (await get('brokerage-accounts').expect(200))
.body as BrokerageAccountsResourceDto;
expect(summaries.data?.[0].portfolioSummary).toMatchObject({
totalsByCurrency: [{ currency: 'RUB', value: '21.1' }],
cashBalances: [{ currency: 'RUB', value: '1.1' }],
structure: { currencies: [{ currency: 'RUB' }] },
unrealizedReturnByCurrency: [
{ currency: 'RUB', absolute: '0', costBasis: '0', percent: null, partial: true },
],
totals: { currency: 'RUB', value: '21.1' },
cash: { currency: 'RUB', value: '1.1' },
unrealizedReturn: { absolute: '0', costBasis: '0', percent: null, partial: true },
stockPositionCount: 1,
bondPositionCount: 0,
fundPositionCount: 0,
+7 -13
View File
@@ -16,18 +16,15 @@ describe('portfolio publication (SQLite)', () => {
const snapshot = {
lastSuccessfulAt: '2026-01-01T00:00:00.000Z',
isStale: false,
totalsByCurrency: [],
totals: { currency: 'RUB', value: '0' },
positions: [],
cashBalances: [],
structure: { currencies: [], unvaluedCategories: [] },
cash: { currency: 'RUB', value: '0' },
structure: { totalValue: '0', hasNegativeValues: false, categories: [], unvaluedCategories: [] },
} satisfies PortfolioDto;
const accountId = 'account';
const valuedSnapshot = {
...snapshot,
totalsByCurrency: [
{ currency: 'RUB', value: '200' },
{ currency: 'USD', value: '10' },
],
totals: { currency: 'RUB', value: '200' },
} satisfies PortfolioDto;
const createRunningAttempt = () =>
prisma.tbankSyncWork.create({
@@ -95,7 +92,7 @@ describe('portfolio publication (SQLite)', () => {
expect(await prisma.tbankPortfolio.count()).toBe(1);
});
it('rolls back the snapshot, first value point and claim when the second point fails', async () => {
it('rolls back the snapshot, value point and claim when the point write fails', async () => {
const previousFetchedAt = new Date('2025-12-31T00:00:00.000Z');
const previousCapturedAt = new Date('2025-12-31T01:00:00.000Z');
await prisma.tbankPortfolio.create({
@@ -114,7 +111,6 @@ describe('portfolio publication (SQLite)', () => {
points: {
create: {
attemptId: 'previous-attempt',
currency: 'RUB',
value: '100',
capturedAt: previousCapturedAt,
},
@@ -123,11 +119,9 @@ describe('portfolio publication (SQLite)', () => {
});
await createRunningAttempt();
interceptTransaction((tx) => {
const upsert = tx.tbankPortfolioValuePoint.upsert.bind(tx.tbankPortfolioValuePoint);
jest
.spyOn(tx.tbankPortfolioValuePoint, 'upsert')
.mockImplementationOnce((args) => upsert(args))
.mockRejectedValueOnce(new Error('injected second point failure'));
.mockRejectedValueOnce(new Error('injected point failure'));
});
await expect(
@@ -136,7 +130,7 @@ describe('portfolio publication (SQLite)', () => {
accountId,
valuedSnapshot,
),
).rejects.toThrow('injected second point failure');
).rejects.toThrow('injected point failure');
expect(
await prisma.tbankPortfolio.findUnique({
+5 -5
View File
@@ -114,7 +114,7 @@ describe('T-Bank persisted read budget', () => {
(item) =>
item.instrumentKind === 'INSTRUMENT_TYPE_SHARE' &&
item.ticker.includes(query),
),
).map((item) => ({ uid: item.uid, ticker: item.ticker, name: item.name, isin: item.isin, instrumentKind: item.instrumentKind, classCode: item.classCode, apiTradeAvailableFlag: item.apiTradeAvailableFlag })),
),
findBonds: (_token: string, query: string) =>
counted(
@@ -123,7 +123,7 @@ describe('T-Bank persisted read budget', () => {
(item) =>
item.instrumentKind === 'INSTRUMENT_TYPE_BOND' &&
item.ticker.includes(query),
),
).map((item) => ({ uid: item.uid, ticker: item.ticker, name: item.name, isin: item.isin, instrumentKind: item.instrumentKind, classCode: item.classCode, apiTradeAvailableFlag: item.apiTradeAvailableFlag })),
),
getShare: (_token: string, uid: string) =>
counted(
@@ -279,9 +279,9 @@ describe('T-Bank persisted read budget', () => {
currentPrice: { currency: 'rub', units: '1000' },
averagePositionPrice: { currency: 'rub', units: '900' },
}],
totalsByCurrency: [{ currency: 'RUB', value: '1100' }],
cashBalances: [{ currency: 'RUB', value: '100' }],
structure: { currencies: [], unvaluedCategories: [] },
totals: { currency: 'RUB', value: '1100' },
cash: { currency: 'RUB', value: '100' },
structure: { totalValue: '1100', hasNegativeValues: false, categories: [], unvaluedCategories: [] },
},
fetchedAt: now,
},
+21 -25
View File
@@ -80,7 +80,7 @@ describe('T-Bank value history persistence and visibility (SQLite)', () => {
],
});
upstream.getPositions.mockResolvedValue({
money: [{ units: '5', currency: 'usd' }],
money: [{ units: '5', currency: 'rub' }],
});
});
@@ -123,7 +123,7 @@ describe('T-Bank value history persistence and visibility (SQLite)', () => {
}
describe('1.1 Point persistence', () => {
it('writes points for fully valued snapshot with two currencies', async () => {
it('writes a single RUB point for a fully valued snapshot', async () => {
await createUser('owner');
await putConnection('owner', 'token-a').expect(200);
await publishPortfolio('owner', 'a');
@@ -133,12 +133,10 @@ describe('T-Bank value history persistence and visibility (SQLite)', () => {
include: { points: true },
});
expect(history?.deletedAt).toBeNull();
expect(history?.points).toHaveLength(2);
expect(history?.points).toHaveLength(1);
const rubPoint = history?.points.find((p) => p.currency === 'RUB');
const usdPoint = history?.points.find((p) => p.currency === 'USD');
expect(rubPoint?.value).toBe('21');
expect(usdPoint?.value).toBe('5');
const rubPoint = history?.points[0];
expect(rubPoint?.value).toBe('26');
const snapshot = await prisma.tbankPortfolio.findUniqueOrThrow({
where: {
@@ -201,7 +199,7 @@ describe('T-Bank value history persistence and visibility (SQLite)', () => {
expect(points).toHaveLength(0);
});
it('writes no points for empty account without currency', async () => {
it('writes a zero point for an empty fully valued account', async () => {
upstream.getPortfolio.mockResolvedValue({ positions: [] });
upstream.getPositions.mockResolvedValue({ money: [] });
@@ -212,7 +210,8 @@ describe('T-Bank value history persistence and visibility (SQLite)', () => {
const points = await prisma.tbankPortfolioValuePoint.findMany({
where: { userId: 'owner', accountId: 'a' },
});
expect(points).toHaveLength(0);
expect(points).toHaveLength(1);
expect(points[0].value).toBe('0');
});
it('deduplicates repeated publication of same attempt', async () => {
@@ -258,7 +257,7 @@ describe('T-Bank value history persistence and visibility (SQLite)', () => {
const points = await prisma.tbankPortfolioValuePoint.findMany({
where: { userId: 'owner', accountId: 'a' },
});
expect(points).toHaveLength(2);
expect(points).toHaveLength(1);
});
it('late attempt after token replacement adds no points', async () => {
@@ -282,10 +281,7 @@ describe('T-Bank value history persistence and visibility (SQLite)', () => {
const published = {
lastSuccessfulAt: new Date().toISOString(),
isStale: false,
totalsByCurrency: [
{ currency: 'RUB', value: '100' },
{ currency: 'USD', value: '50' },
],
totals: { currency: 'RUB', value: '100' },
positions: [
{
figi: 'stock',
@@ -302,8 +298,8 @@ describe('T-Bank value history persistence and visibility (SQLite)', () => {
issuer: null,
},
],
cashBalances: [{ currency: 'USD', value: '50' }],
structure: { currencies: [], unvaluedCategories: [] },
cash: { currency: 'RUB', value: '0' },
structure: { totalValue: '100', hasNegativeValues: false, categories: [], unvaluedCategories: [] },
};
const result = await app.get(PortfolioService)['repository'].publish(oldWork, 'a', published);
@@ -323,7 +319,7 @@ describe('T-Bank value history persistence and visibility (SQLite)', () => {
const pointsBefore = await prisma.tbankPortfolioValuePoint.findMany({
where: { userId: 'owner', accountId: 'a' },
});
expect(pointsBefore).toHaveLength(2);
expect(pointsBefore).toHaveLength(1);
upstream.getPortfolio.mockRejectedValue(new Error('Upstream failed'));
await publishPortfolio('owner', 'a');
@@ -331,7 +327,7 @@ describe('T-Bank value history persistence and visibility (SQLite)', () => {
const pointsAfter = await prisma.tbankPortfolioValuePoint.findMany({
where: { userId: 'owner', accountId: 'a' },
});
expect(pointsAfter).toHaveLength(2);
expect(pointsAfter).toHaveLength(1);
expect(pointsAfter).toEqual(pointsBefore);
});
});
@@ -345,7 +341,7 @@ describe('T-Bank value history persistence and visibility (SQLite)', () => {
const oldPoints = await prisma.tbankPortfolioValuePoint.findMany({
where: { userId: 'owner', accountId: 'a' },
});
expect(oldPoints).toHaveLength(2);
expect(oldPoints).toHaveLength(1);
upstream.validateToken.mockResolvedValue([accounts[0]]);
await putConnection('owner', 'token-b').expect(200);
@@ -361,8 +357,8 @@ describe('T-Bank value history persistence and visibility (SQLite)', () => {
where: { userId: 'owner', accountId: 'a' },
orderBy: { createdAt: 'asc' },
});
expect(newPoints.length).toBeGreaterThan(2);
expect(newPoints.slice(0, 2)).toEqual(oldPoints);
expect(newPoints.length).toBeGreaterThan(1);
expect(newPoints.slice(0, 1)).toEqual(oldPoints);
});
it('hides history when account disappears from membership', async () => {
@@ -392,7 +388,7 @@ describe('T-Bank value history persistence and visibility (SQLite)', () => {
const pointsB = await prisma.tbankPortfolioValuePoint.findMany({
where: { userId: 'owner', accountId: 'b' },
});
expect(pointsB).toHaveLength(2);
expect(pointsB).toHaveLength(1);
});
it('leaves visibility unchanged on membership fetch error', async () => {
@@ -424,7 +420,7 @@ describe('T-Bank value history persistence and visibility (SQLite)', () => {
const points = await prisma.tbankPortfolioValuePoint.findMany({
where: { userId: 'owner', accountId: 'a' },
});
expect(points).toHaveLength(2);
expect(points).toHaveLength(1);
await request(app.getHttpServer())
.delete('/api/v1/tbank-connection')
@@ -450,7 +446,7 @@ describe('T-Bank value history persistence and visibility (SQLite)', () => {
const pointsAfter = await prisma.tbankPortfolioValuePoint.findMany({
where: { userId: 'owner', accountId: 'a' },
});
expect(pointsAfter.length).toBeGreaterThan(2);
expect(pointsAfter.length).toBeGreaterThan(1);
});
it('unhides when disappeared account returns in membership', async () => {
@@ -530,7 +526,7 @@ describe('T-Bank value history persistence and visibility (SQLite)', () => {
const points = await prisma.tbankPortfolioValuePoint.findMany({
where: { userId: 'owner', accountId: 'a' },
});
expect(points).toHaveLength(2);
expect(points).toHaveLength(1);
});
});
});
+18 -33
View File
@@ -113,9 +113,9 @@ describe('saved payout calendars and complete forecasts (SQLite HTTP)', () => {
lastSuccessfulAt: new Date().toISOString(),
isStale: false,
positions,
totalsByCurrency: [],
cashBalances: [],
structure: { currencies: [], unvaluedCategories: [] },
totals: { currency: 'RUB', value: '0' },
cash: { currency: 'RUB', value: '0' },
structure: { totalValue: '0', hasNegativeValues: false, categories: [], unvaluedCategories: [] },
};
await prisma.tbankPortfolio.upsert({
where: {
@@ -273,17 +273,14 @@ describe('saved payout calendars and complete forecasts (SQLite HTTP)', () => {
single.data?.events.find((event) => event.type === 'offer')
?.projectedAmount,
).toBeNull();
expect(single.data?.incomeTotalsByCurrency).toEqual([
{ currency: 'RUB', value: '6' },
{ currency: 'USD', value: '20.000000002' },
]);
expect(single.data?.incomeTotal).toEqual({ currency: 'RUB', value: '6' });
const all = (await events('all').expect(200))
.body as UpcomingEventsResourceDto;
expect(
all.data?.events.every((event) => event.account?.id === 'account'),
).toBe(true);
expect(all.data?.incomeTotalsByCurrency).toEqual(
single.data?.incomeTotalsByCurrency,
expect(all.data?.incomeTotal).toEqual(
single.data?.incomeTotal,
);
expect(moex.bondEvents).toHaveBeenCalledWith('BOND');
expect(upstream.getBondCoupons).not.toHaveBeenCalled();
@@ -334,7 +331,7 @@ describe('saved payout calendars and complete forecasts (SQLite HTTP)', () => {
expect(newRange.data).toEqual({
...saved.data,
events: [],
incomeTotalsByCurrency: [],
incomeTotal: { currency: 'RUB', value: '0' },
});
expect(newRange.data?.window).toEqual(window);
await prisma.tbankConnection.update({
@@ -372,8 +369,8 @@ describe('saved payout calendars and complete forecasts (SQLite HTTP)', () => {
}
expect(
((await events().expect(200)).body as UpcomingEventsResourceDto).data
?.incomeTotalsByCurrency,
).toEqual([{ currency: 'USD', value: '90.000000009' }]);
?.incomeTotal,
).toEqual({ currency: 'RUB', value: '0' });
});
it('serves instrument payouts from shared calendars with private exact holdings and retains successful source timestamps on failure', async () => {
@@ -539,9 +536,7 @@ describe('saved payout calendars and complete forecasts (SQLite HTTP)', () => {
await settled();
const result = (await events().expect(200))
.body as UpcomingEventsResourceDto;
expect(result.data?.incomeTotalsByCurrency).toEqual([
{ currency: 'RUB', value: '6' },
]);
expect(result.data?.incomeTotal).toEqual({ currency: 'RUB', value: '6' });
expect(moex.bondEvents).toHaveBeenCalledWith('BOND');
});
@@ -574,9 +569,7 @@ describe('saved payout calendars and complete forecasts (SQLite HTTP)', () => {
await settled();
const before = (await events().expect(200))
.body as UpcomingEventsResourceDto;
expect(before.data?.incomeTotalsByCurrency).toEqual([
{ currency: 'RUB', value: '6' },
]);
expect(before.data?.incomeTotal).toEqual({ currency: 'RUB', value: '6' });
const calendar = await prisma.tbankInstrumentSource.findFirstOrThrow({
where: { kind: 'bond-events' },
});
@@ -675,7 +668,7 @@ describe('saved payout calendars and complete forecasts (SQLite HTTP)', () => {
const w1 = windowOf(day1, '2099-03-04');
const dividend = (date: string) => ({
recordDate: time(date),
dividendNet: { units: '10', nano: 1, currency: 'usd' },
dividendNet: { units: '10', nano: 1, currency: 'rub' },
});
const defaultEvents = async () =>
(await get('brokerage-accounts/account/events').expect(200))
@@ -705,9 +698,7 @@ describe('saved payout calendars and complete forecasts (SQLite HTTP)', () => {
await refresh({});
const first = await defaultEvents();
expect(first.data?.window).toEqual(w0);
expect(first.data?.incomeTotalsByCurrency).toEqual([
{ currency: 'USD', value: '20.000000002' },
]);
expect(first.data?.incomeTotal).toEqual({ currency: 'RUB', value: '20.000000002' });
jest.setSystemTime(new Date(`${day1}T12:00:00Z`));
await portfolio([position(shareUid, '5')]);
@@ -720,9 +711,7 @@ describe('saved payout calendars and complete forecasts (SQLite HTTP)', () => {
'2099-02-05',
'2099-03-04',
]);
expect(second.data?.incomeTotalsByCurrency).toEqual([
{ currency: 'USD', value: '100.00000001' },
]);
expect(second.data?.incomeTotal).toEqual({ currency: 'RUB', value: '100.00000001' });
const stale = (await events('account', 'owner', w0).expect(200))
.body as UpcomingEventsResourceDto;
expect(stale.data?.calculatedAt).toBe(second.data?.calculatedAt);
@@ -736,7 +725,7 @@ describe('saved payout calendars and complete forecasts (SQLite HTTP)', () => {
expect(disjoint.data).toEqual({
...second.data,
events: [],
incomeTotalsByCurrency: [],
incomeTotal: { currency: 'RUB', value: '0' },
});
expect(await prisma.tbankForecast.count()).toBe(2);
});
@@ -779,7 +768,7 @@ describe('saved payout calendars and complete forecasts (SQLite HTTP)', () => {
const dividend = (units: string, dividendType = 'Regular') => ({
recordDate: time(date),
dividendType,
dividendNet: { units, currency: 'usd' },
dividendNet: { units, currency: 'rub' },
});
// One hourly walk: the scheduler stamps it once and passes it to every account.
const startWalk = async () => {
@@ -803,16 +792,12 @@ describe('saved payout calendars and complete forecasts (SQLite HTTP)', () => {
it('picks up a changed and then a cancelled payout on the next pass of the same window', async () => {
upstream.getDividends.mockResolvedValue([dividend('10')]);
await pass(await startWalk());
expect((await latest()).data?.incomeTotalsByCurrency).toEqual([
{ currency: 'USD', value: '20' },
]);
expect((await latest()).data?.incomeTotal).toEqual({ currency: 'RUB', value: '20' });
const first = await dividendRow();
upstream.getDividends.mockResolvedValue([dividend('30')]);
await pass(await startWalk());
expect((await latest()).data?.incomeTotalsByCurrency).toEqual([
{ currency: 'USD', value: '60' },
]);
expect((await latest()).data?.incomeTotal).toEqual({ currency: 'RUB', value: '60' });
expect((await dividendRow()).dataRevision).toBe(first.dataRevision + 1);
upstream.getDividends.mockResolvedValue([dividend('30', 'Cancelled')]);