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
80 changed files with 2129 additions and 714 deletions
@@ -0,0 +1,15 @@
CREATE TABLE "MarketIndexDailyClose" (
"secid" TEXT NOT NULL,
"tradeDate" TEXT NOT NULL,
"close" TEXT NOT NULL,
"createdAt" DATETIME NOT NULL DEFAULT CURRENT_TIMESTAMP,
CONSTRAINT "MarketIndexDailyClose_pkey" PRIMARY KEY ("secid","tradeDate")
);
CREATE TABLE "MarketIndexSyncState" (
"secid" TEXT NOT NULL PRIMARY KEY,
"lastAttemptAt" DATETIME,
"lastSuccessAt" DATETIME,
"coveredFrom" TEXT,
"coveredTo" TEXT
);
@@ -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';
+20 -3
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@@ -8,6 +8,24 @@ datasource db {
provider = "sqlite"
}
// Public MOEX index closes contain no user holdings or credentials.
model MarketIndexDailyClose {
secid String
tradeDate String
close String
createdAt DateTime @default(now())
@@id([secid, tradeDate])
}
model MarketIndexSyncState {
secid String @id
lastAttemptAt DateTime?
lastSuccessAt DateTime?
coveredFrom String?
coveredTo String?
}
model User {
id String @id
email String @unique
@@ -83,18 +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])
}
+2
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@@ -9,6 +9,7 @@ import { BrokerageAccountsModule } from './modules/investments/brokerage-account
import { IncomeModule } from './modules/investments/income/income.module';
import { InstrumentsModule } from './modules/investments/instruments/instruments.module';
import { OperationsModule } from './modules/investments/operations/operations.module';
import { PerformanceModule } from './modules/investments/performance/performance.module';
import { PortfolioModule } from './modules/investments/portfolio/portfolio.module';
import { TbankConnectionModule } from './modules/investments/tbank-connection/tbank-connection.module';
import { TbankSyncModule } from './modules/investments/tbank-sync/tbank-sync.module';
@@ -27,6 +28,7 @@ import { PrismaModule } from './prisma/prisma.module';
BankCardsModule,
BrokerageAccountsModule,
PortfolioModule,
PerformanceModule,
OperationsModule,
IncomeModule,
UpcomingEventsModule,
+122
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@@ -8,6 +8,73 @@ const emptyEvents = {
describe('MoexClient', () => {
afterEach(() => jest.restoreAllMocks());
it('loads all pages of index closes without dropping a page', async () => {
const fetchMock = jest.spyOn(global, 'fetch').mockImplementation((input) => {
const start = Number(new URL(input as string).searchParams.get('start'));
return Promise.resolve({
ok: true,
status: 200,
json: () => Promise.resolve({
'history': {
columns: ['TRADEDATE', 'CLOSE'],
data: start === 0 ? [['2026-10-01', 5752.22]] : [['2026-10-02', 5745.61]],
},
'history.cursor': {
columns: ['INDEX', 'TOTAL', 'PAGESIZE'],
data: [[start, 2, 1]],
},
}),
} as Response);
});
expect(await new MoexClient().indexHistory('MCFTRR', '2026-10-01', '2026-10-02')).toEqual([
{ tradeDate: '2026-10-01', close: '5752.22' },
{ tradeDate: '2026-10-02', close: '5745.61' },
]);
expect(fetchMock).toHaveBeenCalledTimes(2);
});
it('rejects a later malformed page instead of returning partial index history', async () => {
jest.spyOn(global, 'fetch').mockImplementation((input) => {
const start = Number(new URL(input as string).searchParams.get('start'));
return Promise.resolve({
ok: true,
status: 200,
json: () => Promise.resolve({
'history': {
columns: ['TRADEDATE', 'CLOSE'],
data: [[start ? '2026-10-02' : '2026-10-01', start ? null : 100]],
},
'history.cursor': { columns: ['INDEX', 'TOTAL', 'PAGESIZE'], data: [[start, 2, 1]] },
}),
} as Response);
});
await expect(new MoexClient().indexHistory('IMOEX', '2026-10-01', '2026-10-02'))
.rejects.toThrow();
});
it('rejects an unsuccessful index history response', async () => {
jest.spyOn(global, 'fetch').mockResolvedValue({ ok: false, status: 503 } as Response);
await expect(new MoexClient().indexHistory('MCFTRR', '2026-10-01', '2026-10-02'))
.rejects.toThrow();
});
it('rejects a timed-out index history request', async () => {
jest.spyOn(global, 'fetch').mockRejectedValue(new DOMException('Timed out', 'TimeoutError'));
await expect(new MoexClient().indexHistory('IMOEX', '2026-10-01', '2026-10-02'))
.rejects.toThrow();
});
it('rejects duplicate or out-of-order trading dates', async () => {
jest.spyOn(global, 'fetch').mockResolvedValue({
ok: true, status: 200,
json: () => Promise.resolve({
'history': { columns: ['TRADEDATE', 'CLOSE'], data: [['2026-10-02', 100], ['2026-10-01', 101]] },
'history.cursor': { columns: ['INDEX', 'TOTAL', 'PAGESIZE'], data: [[0, 2, 100]] },
}),
} as Response);
await expect(new MoexClient().indexHistory('IMOEX', '2026-10-01', '2026-10-02'))
.rejects.toThrow();
});
it('uses effective yield only for the exact ISIN and board and preserves its own price and date', async () => {
jest.spyOn(global, 'fetch').mockResolvedValue({
ok: true,
@@ -273,4 +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();
}
});
});
+67 -6
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@@ -10,6 +10,13 @@ const EMPTY_PAGE_SIZE = 0;
const MIN_CURSOR_VALUE = 0;
const FALLBACK_PAGE_SIZE = 100;
const INDEX_COLUMNS = ['TRADEDATE', 'CLOSE'];
const ISO_DATE_LENGTH = 10;
const ZERO_CLOSE = 0;
const ISO_DATE_START = 0;
const LAST_HISTORY_ROW = -1;
const isoDayPattern = /^\d{4}-\d{2}-\d{2}$/;
const baseUrl = 'https://iss.moex.com/iss';
const timeoutMs = 10_000;
@@ -28,9 +35,64 @@ export type MoexBondYield = {
tradeAt: string;
value: string;
};
export type MoexIndexClose = { close: string; tradeDate: string };
@Injectable()
export class MoexClient {
async indexHistory(
secid: 'IMOEX' | 'MCFTRR',
from: string,
till: string,
): Promise<MoexIndexClose[]> {
const path = `history/engines/stock/markets/index/securities/${secid}.json`;
const rows: MoexIndexClose[] = [];
let start = FIRST_PAGE_OFFSET;
for (;;) {
const query = new URLSearchParams({
from,
till,
'start': String(start),
'iss.meta': 'off',
'history.columns': 'TRADEDATE,CLOSE',
});
const response = await this.request(`${baseUrl}/${path}?${query}`);
if (!response) throw new ServiceUnavailableException({ code: MoexErrorCode.Unavailable });
const block = response.history;
if (
!block || !Array.isArray(block.columns) ||
block.columns.length !== INDEX_COLUMNS.length ||
// eslint-disable-next-line security/detect-object-injection -- Offset comes from a fixed-length validated columns array.
block.columns.some((column, offset) => column !== INDEX_COLUMNS[offset])
) throw new ServiceUnavailableException({ code: MoexErrorCode.Unavailable });
const current = parseRows(block);
let previousDate = rows.at(LAST_HISTORY_ROW)?.tradeDate;
for (const row of current) {
const tradeDate = text(row.tradedate);
const close = numberText(row.close);
if (
!tradeDate || !isoDayPattern.test(tradeDate) ||
Number.isNaN(Date.parse(`${tradeDate}T00:00:00Z`)) ||
new Date(`${tradeDate}T00:00:00Z`).toISOString().slice(ISO_DATE_START, ISO_DATE_LENGTH) !== tradeDate ||
!close || Number(close) <= ZERO_CLOSE ||
(previousDate !== undefined && tradeDate <= previousDate)
) throw new ServiceUnavailableException({ code: MoexErrorCode.Unavailable });
rows.push({ tradeDate, close });
previousDate = tradeDate;
}
const cursor = parseRows(response['history.cursor']);
const index = integer(cursor[0]?.index);
const total = integer(cursor[0]?.total);
const pageSize = integer(cursor[0]?.pagesize);
if (
cursor.length !== EXPECTED_CURSOR_ROWS || index !== start ||
total === null || pageSize === null || pageSize === EMPTY_PAGE_SIZE ||
current.length !== Math.min(pageSize, total - start)
) throw new ServiceUnavailableException({ code: MoexErrorCode.Unavailable });
if (index + pageSize >= total) return rows;
start = index + pageSize;
}
}
async bondYield(
secid: string,
isin: string,
@@ -95,9 +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) {
@@ -109,9 +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
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@@ -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),
+6
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@@ -49,11 +49,17 @@ export enum TbankOperationType {
Dividend = 'OPERATION_TYPE_DIVIDEND',
DividendTax = 'OPERATION_TYPE_DIVIDEND_TAX',
DividendTransfer = 'OPERATION_TYPE_DIVIDEND_TRANSFER',
InpMulti = 'OPERATION_TYPE_INP_MULTI',
Input = 'OPERATION_TYPE_INPUT',
InputAcquiring = 'OPERATION_TYPE_INPUT_ACQUIRING',
InputSecurities = 'OPERATION_TYPE_INPUT_SECURITIES',
InputSwift = 'OPERATION_TYPE_INPUT_SWIFT',
MarginFee = 'OPERATION_TYPE_MARGIN_FEE',
OutMulti = 'OPERATION_TYPE_OUT_MULTI',
Output = 'OPERATION_TYPE_OUTPUT',
OutputAcquiring = 'OPERATION_TYPE_OUTPUT_ACQUIRING',
OutputSecurities = 'OPERATION_TYPE_OUTPUT_SECURITIES',
OutputSwift = 'OPERATION_TYPE_OUTPUT_SWIFT',
Sell = 'OPERATION_TYPE_SELL',
SellCard = 'OPERATION_TYPE_SELL_CARD',
SellMargin = 'OPERATION_TYPE_SELL_MARGIN',
@@ -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 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 = new Set(
investments.flatMap((position) => {
const money = position.absoluteReturn
? null
: position.averagePurchasePrice ?? position.currentValue;
return money ? [money.currency] : [];
}),
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)
absolute: formatDecimal(absoluteReturn),
costBasis: formatDecimal(costBasis),
percent: isZero(costBasis) || withShorts
? null
: formatDecimal(divide(
multiply(decimalFromString(absoluteReturn), decimalFromString('100')),
cost,
multiply(absoluteReturn, decimalFromString('100')),
costBasis,
PERCENT_DECIMAL_PLACES,
)),
partial: partial.has(currency),
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',
expect(result.total).toEqual({
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.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()
@@ -0,0 +1,13 @@
import { Module } from '@nestjs/common';
import { MoexModule } from '#src/integrations/moex/moex.module';
import { MarketIndexRepository } from './market-index.repository';
import { MarketIndexHistoryService } from './market-index.service';
@Module({
imports: [MoexModule],
providers: [MarketIndexHistoryService, MarketIndexRepository],
exports: [MarketIndexHistoryService],
})
export class MarketIndexModule {}
@@ -0,0 +1,52 @@
import { Injectable } from '@nestjs/common';
import type { MoexIndexClose } from '#src/integrations/moex/moex.client';
import { PrismaService } from '#src/prisma/prisma.service';
@Injectable()
export class MarketIndexRepository {
constructor(private readonly prisma: PrismaService) {}
async read(secid: 'IMOEX' | 'MCFTRR', from: string, to: string) {
const [closes, state] = await Promise.all([
this.prisma.marketIndexDailyClose.findMany({
where: { secid, tradeDate: { gte: from, lte: to } },
orderBy: { tradeDate: 'asc' },
}),
this.prisma.marketIndexSyncState.findUnique({ where: { secid } }),
]);
return { closes, state };
}
async attempt(secid: 'IMOEX' | 'MCFTRR', at: Date) {
await this.prisma.marketIndexSyncState.upsert({
where: { secid }, create: { secid, lastAttemptAt: at }, update: { lastAttemptAt: at },
});
}
// coveredTo is the `till` MOEX answered for: a close for today that is not
// published yet is re-checked by the service while the last close < to.
async save(secid: 'IMOEX' | 'MCFTRR', closes: MoexIndexClose[], from: string, to: string, at: Date) {
await this.prisma.$transaction(async (tx) => {
for (const close of closes) {
await tx.marketIndexDailyClose.upsert({
where: { secid_tradeDate: { secid, tradeDate: close.tradeDate } },
create: { secid, ...close },
update: { close: close.close },
});
}
const state = await tx.marketIndexSyncState.findUniqueOrThrow({ where: { secid } });
const joined = Boolean(state.coveredFrom && state.coveredTo &&
from <= state.coveredTo && to >= state.coveredFrom);
await tx.marketIndexSyncState.update({
where: { secid },
data: {
lastSuccessAt: at,
coveredFrom: joined && state.coveredFrom && state.coveredFrom < from ? state.coveredFrom : from,
coveredTo: joined && state.coveredTo && state.coveredTo > to ? state.coveredTo : to,
},
});
});
}
}
@@ -0,0 +1,121 @@
import { MarketIndexHistoryService } from './market-index.service';
jest.mock('./market-index.repository', () => ({ MarketIndexRepository: class {} }));
type State = {
coveredFrom: null | string;
coveredTo: null | string;
lastAttemptAt: Date | null;
lastSuccessAt: Date | null;
};
type Close = { close: string; tradeDate: string };
const HOUR_MS = 3_600_000;
// In-memory stand-in mirroring the repository's merge rules.
function setup(history: Close[]) {
let state: null | State = null;
const stored = new Map<string, string>();
const repository = {
read: jest.fn((_: string, from: string, to: string) => Promise.resolve({
closes: [...stored.entries()]
.filter(([date]) => date >= from && date <= to)
.sort(([a], [b]) => a.localeCompare(b))
.map(([tradeDate, close]) => ({ tradeDate, close })),
state: state && { ...state },
})),
attempt: jest.fn((_: string, at: Date) => {
state = { coveredFrom: null, coveredTo: null, lastSuccessAt: null, ...state, lastAttemptAt: at };
return Promise.resolve();
}),
save: jest.fn((_: string, closes: Close[], from: string, to: string, at: Date) => {
for (const close of closes) stored.set(close.tradeDate, close.close);
const current = state as State;
const joined = Boolean(current.coveredFrom && current.coveredTo &&
from <= current.coveredTo && to >= current.coveredFrom);
state = {
...current,
lastSuccessAt: at,
coveredFrom: joined && current.coveredFrom && current.coveredFrom < from ? current.coveredFrom : from,
coveredTo: joined && current.coveredTo && current.coveredTo > to ? current.coveredTo : to,
};
return Promise.resolve();
}),
};
const moex = {
indexHistory: jest.fn((_: string, from: string, till: string) => Promise.resolve(
history.filter((row) => row.tradeDate >= from && row.tradeDate <= till),
)),
};
const service = new MarketIndexHistoryService(
repository as never, moex as never, { event: jest.fn() } as never,
);
return { service, moex, setHistory: (rows: Close[]) => history.splice(0, history.length, ...rows) };
}
const closes = (...dates: string[]) => dates.map((tradeDate) => ({ tradeDate, close: '100' }));
describe('MarketIndexHistoryService', () => {
afterEach(() => jest.useRealTimers());
it('loads a ten-day lookback once and reuses the confirmed range', async () => {
const { service, moex } = setup(closes('2026-09-30', '2026-10-02', '2026-10-05'));
expect(await service.read('MCFTRR', '2026-10-02', '2026-10-05')).toHaveLength(3);
expect(await service.read('MCFTRR', '2026-10-02', '2026-10-05')).toHaveLength(3);
expect(moex.indexHistory).toHaveBeenCalledTimes(1);
expect(moex.indexHistory).toHaveBeenCalledWith('MCFTRR', '2026-09-22', '2026-10-05');
});
it('extends history backward at once, even right after a successful load', async () => {
const { service, moex } = setup(closes('2023-01-03', '2026-09-30', '2026-10-05'));
await service.read('MCFTRR', '2026-10-01', '2026-10-05');
expect(await service.read('MCFTRR', '2023-01-05', '2026-10-05')).toHaveLength(3);
expect(moex.indexHistory).toHaveBeenLastCalledWith('MCFTRR', '2022-12-26', '2026-10-05');
});
it('re-checks a missing tail close after an hour, but not sooner', async () => {
jest.useFakeTimers({ now: new Date('2026-10-05T12:00:00Z') });
const { service, moex, setHistory } = setup(closes('2026-09-30', '2026-10-02'));
await service.read('MCFTRR', '2026-10-02', '2026-10-05');
setHistory(closes('2026-09-30', '2026-10-02', '2026-10-05'));
await service.read('MCFTRR', '2026-10-02', '2026-10-05');
expect(moex.indexHistory).toHaveBeenCalledTimes(1);
jest.setSystemTime(Date.now() + HOUR_MS + 1);
const rows = await service.read('MCFTRR', '2026-10-02', '2026-10-05');
expect(rows?.at(-1)?.tradeDate).toBe('2026-10-05');
expect(moex.indexHistory).toHaveBeenCalledTimes(2);
});
it('keeps saved history usable when a later refresh fails and throttles retries', async () => {
jest.useFakeTimers({ now: new Date('2026-10-05T12:00:00Z') });
const { service, moex } = setup(closes('2026-09-30', '2026-10-02'));
await service.read('MCFTRR', '2026-10-02', '2026-10-02');
jest.setSystemTime(Date.now() + 1000);
moex.indexHistory.mockRejectedValue(new Error('MOEX down'));
expect(await service.read('MCFTRR', '2026-10-02', '2026-10-05')).toHaveLength(2);
expect(await service.read('MCFTRR', '2026-10-02', '2026-10-05')).toHaveLength(2);
expect(moex.indexHistory).toHaveBeenCalledTimes(2);
});
it('returns no history when nothing was ever loaded and MOEX fails', async () => {
const { service, moex } = setup([]);
moex.indexHistory.mockRejectedValue(new Error('MOEX down'));
expect(await service.read('MCFTRR', '2026-10-02', '2026-10-05')).toBeNull();
});
it('refuses a range that does not reach the last cash flow', async () => {
const { service, moex } = setup(closes('2026-09-30', '2026-10-02'));
await service.read('MCFTRR', '2026-10-02', '2026-10-02');
moex.indexHistory.mockRejectedValue(new Error('MOEX down'));
expect(await service.read('MCFTRR', '2026-10-02', '2026-10-09', '2026-10-08')).toBeNull();
});
it('shares one request for parallel reads', async () => {
const { service, moex } = setup(closes('2026-09-30', '2026-10-02'));
await Promise.all([
service.read('IMOEX', '2026-10-02', '2026-10-05'),
service.read('IMOEX', '2026-10-02', '2026-10-05'),
]);
expect(moex.indexHistory).toHaveBeenCalledTimes(1);
});
});
@@ -0,0 +1,115 @@
import { Injectable } from '@nestjs/common';
import { StructuredLogger } from '#src/common/logging/structured-logger.service';
import { MoexClient, type MoexIndexClose } from '#src/integrations/moex/moex.client';
import { MarketIndexRepository } from './market-index.repository';
const HOUR_MS = 3_600_000;
const LOOKBACK_DAYS = 10;
const ISO_DATE_LENGTH = 10;
const ISO_DATE_START = 0;
const LAST_CLOSE = -1;
const MAX_REFRESH_ROUNDS = 2;
const FIRST_ROUND = 0;
type IndexId = 'IMOEX' | 'MCFTRR';
type Saved = Awaited<ReturnType<MarketIndexRepository['read']>>;
function shiftDays(date: string, days: number): string {
const value = new Date(`${date}T00:00:00Z`);
value.setUTCDate(value.getUTCDate() + days);
return value.toISOString().slice(ISO_DATE_START, ISO_DATE_LENGTH);
}
function within(at: Date | null | undefined, ms: number) {
return Boolean(at && Date.now() - at.valueOf() < ms);
}
@Injectable()
export class MarketIndexHistoryService {
private readonly pending = new Map<IndexId, Promise<void>>();
constructor(
private readonly repository: MarketIndexRepository,
private readonly moex: MoexClient,
private readonly logger: StructuredLogger,
) {}
/**
* Closes covering [from − 10 days, to]. `requiredThrough` is the latest date
* that must have a close on or after it (the last cash flow); null when the
* confirmed history does not cover the period.
*/
async read(
secid: IndexId,
from: string,
to: string,
requiredThrough = from,
): Promise<MoexIndexClose[] | null> {
const rangeFrom = shiftDays(from, -LOOKBACK_DAYS);
let saved = await this.repository.read(secid, rangeFrom, to);
for (let round = FIRST_ROUND; round < MAX_REFRESH_ROUNDS; round++) {
const range = this.refreshRange(saved, rangeFrom, to);
if (!range) break;
const job = this.pending.get(secid) ?? this.start(secid, range.from, to);
await job;
saved = await this.repository.read(secid, rangeFrom, to);
}
return this.covered(saved, from, rangeFrom, to, requiredThrough)
? saved.closes.map(({ tradeDate, close }) => ({ tradeDate, close }))
: null;
}
// coveredFrom..coveredTo is the range MOEX was successfully asked about.
// Extending it backward is fetched at once; an unpublished tail close is
// re-checked at most hourly; a failed attempt is retried at most hourly.
private refreshRange(saved: Saved, rangeFrom: string, to: string) {
const state = saved.state;
const lastAttempt = state?.lastAttemptAt ?? null;
const lastSuccess = state?.lastSuccessAt ?? null;
// Success is stamped with its own attempt time, so equal means success.
const failed = lastAttempt !== null && (lastSuccess === null || lastSuccess.valueOf() !== lastAttempt.valueOf());
if (failed && within(lastAttempt, HOUR_MS)) return null;
if (!state?.coveredFrom || !state.coveredTo || state.coveredFrom > rangeFrom) return { from: rangeFrom };
if (state.coveredTo < to) return { from: state.coveredTo };
const last = saved.closes.at(LAST_CLOSE)?.tradeDate;
if ((!last || last < to) && !within(lastSuccess, HOUR_MS)) return { from: last ?? rangeFrom };
return null;
}
private covered(saved: Saved, from: string, rangeFrom: string, to: string, requiredThrough: string) {
const last = saved.closes.at(LAST_CLOSE)?.tradeDate;
return Boolean(
saved.state?.coveredFrom && saved.state.coveredFrom <= rangeFrom &&
saved.closes.some((row) => row.tradeDate <= from) &&
last && last >= shiftDays(to, -LOOKBACK_DAYS) &&
// The last cash flow must lie inside the checked range, otherwise it
// would be priced by a stale close.
saved.state.coveredTo && saved.state.coveredTo >= requiredThrough,
);
}
private start(secid: IndexId, from: string, to: string): Promise<void> {
const job = this.refresh(secid, from, to).finally(() => this.pending.delete(secid));
this.pending.set(secid, job);
return job;
}
private async refresh(secid: IndexId, from: string, to: string): Promise<void> {
const at = new Date();
const started = Date.now();
await this.repository.attempt(secid, at);
try {
const closes = await this.moex.indexHistory(secid, from, to);
await this.repository.save(secid, closes, from, to, at);
this.logger.event('info', 'integration.moex.index_history.succeeded', {
operation: secid, count: closes.length, durationMs: Date.now() - started,
});
} catch {
this.logger.event('warn', 'integration.moex.index_history.failed', {
operation: secid, durationMs: Date.now() - started,
});
}
}
}
@@ -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 },
) {
@@ -0,0 +1,27 @@
import { hasPerformanceCoverage } from './performance-availability';
const start = new Date('2024-01-01T00:00:00Z');
const valuation = new Date('2024-02-01T15:00:00Z');
describe('performance operations coverage', () => {
it('requires contiguous history through the exact valuation instant', () => {
expect(hasPerformanceCoverage('A', start, valuation, [{
from: start,
to: new Date('2024-02-01T15:00:00Z'),
asOf: valuation,
}])).toBe(false);
const end = new Date('2024-02-02T00:00:00Z');
expect(hasPerformanceCoverage('A', start, valuation, [
{ from: start, to: new Date('2024-01-15T00:00:00Z'), asOf: new Date('2024-01-15T00:00:00Z') },
{ from: new Date('2024-01-15T00:00:00Z'), to: end, asOf: end },
])).toBe(true);
});
it('rejects missing history in the middle', () => {
const end = new Date('2024-02-02T00:00:00Z');
expect(hasPerformanceCoverage('A', start, valuation, [
{ from: start, to: new Date('2024-01-15T00:00:00Z'), asOf: end },
{ from: new Date('2024-01-16T00:00:00Z'), to: end, asOf: end },
])).toBe(false);
});
});
@@ -0,0 +1,34 @@
import { uncoveredOperationIntervals } from '../../operations/domain/operations-sync-plan';
const ZERO_MILLIS = 0;
const NEXT_MILLISECOND = 1;
export enum PerformanceUnavailableReason {
AccountValuationDatesDiffer = 'ACCOUNT_VALUATION_DATES_DIFFER',
AmbiguousReturn = 'AMBIGUOUS_RETURN',
HistoryStartUnknown = 'HISTORY_START_UNKNOWN',
IndexHistoryUnavailable = 'INDEX_HISTORY_UNAVAILABLE',
NoSolution = 'NO_SOLUTION',
OperationsHistoryIncomplete = 'OPERATIONS_HISTORY_INCOMPLETE',
PortfolioValuationIncomplete = 'PORTFOLIO_VALUATION_INCOMPLETE',
UnconfirmedTransfer = 'UNCONFIRMED_TRANSFER',
UnvaluedSecuritiesTransfer = 'UNVALUED_SECURITIES_TRANSFER',
}
export const performanceUnavailableReasons = Object.values(PerformanceUnavailableReason);
type Coverage = { asOf: Date; from: Date; to: Date };
/** Coverage is half-open and must include the instant of the last valuation. */
export function hasPerformanceCoverage(
accountId: string,
from: Date,
valuationAt: Date,
coverage: Coverage[],
): boolean {
if (from.valueOf() >= valuationAt.valueOf()) return false;
const end = new Date(valuationAt.valueOf() + NEXT_MILLISECOND);
if (!coverage.some((item) => item.asOf >= valuationAt && item.to > valuationAt)) return false;
const confirmed = coverage.map((item) => ({ accountId, from: item.from, to: item.to }));
return uncoveredOperationIntervals([{ accountId, from, to: end }], confirmed).length === ZERO_MILLIS;
}
@@ -0,0 +1,49 @@
import { formatDecimal } from '#src/common/decimal';
import { candidateTransfers, readPerformanceOperations, sumFlows } from './performance-flows';
const at = (date: string) => new Date(date);
const op = (accountId: string, type: string, date: string, units: string, currency = 'rub') => ({
accountId, occurredAt: at(date), instrumentUid: null,
payload: { type, payment: { units, nano: 0, currency } },
});
describe('performance cash flows', () => {
it('includes only external cash and preserves dividends within the portfolio', () => {
const operations = [
op('A', 'OPERATION_TYPE_INPUT', '2025-01-01T15:00:00Z', '100000'),
op('A', 'OPERATION_TYPE_INPUT_ACQUIRING', '2025-02-01T15:00:00Z', '50000'),
op('A', 'OPERATION_TYPE_OUTPUT', '2025-03-01T15:00:00Z', '-20000'),
op('A', 'OPERATION_TYPE_DIVIDEND', '2025-04-01T15:00:00Z', '3000'),
];
const result = readPerformanceOperations(operations);
expect(formatDecimal(sumFlows(result.flows))).toBe('130000');
expect(result.flows).toHaveLength(3);
});
it('treats equal opposite cash movements as unconfirmed transfer candidates, not a proven pair', () => {
const result = readPerformanceOperations([
op('A', 'OPERATION_TYPE_OUTPUT', '2025-03-01T15:00:00Z', '-50000'),
op('B', 'OPERATION_TYPE_INPUT', '2025-03-01T15:01:00Z', '50000'),
]);
expect(candidateTransfers(result)).toEqual([{ accountIds: ['A', 'B'], type: 'cash' }]);
expect(result.flows).toHaveLength(2);
});
it('detects unvalued securities transfers', () => {
const result = readPerformanceOperations([
op('B', 'OPERATION_TYPE_INPUT_SECURITIES', '2025-01-01T15:00:00Z', '0'),
]);
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([]);
});
});
@@ -0,0 +1,115 @@
import { add, type Decimal, decimalFromString, formatDecimal } from '#src/common/decimal';
import { TbankOperationType } from '#src/integrations/tbank/tbank-protocol';
import { moscowDate } from '../../investment-calendar';
const ZERO: Decimal = { value: 0n, scale: 0 };
const ZERO_UNITS = 0n;
const NANO_SCALE = 9;
const TRANSFER_WINDOW_MS = 300_000;
export type PerformanceFlow = { accountId: string; amount: Decimal; at: Date; date: string };
export type Candidate = { accountIds: [string, string]; type: 'cash' };
type Operation = {
accountId: string;
instrumentUid: null | string;
occurredAt: Date;
payload: unknown;
};
const deposits = new Set<string>([
TbankOperationType.InpMulti, TbankOperationType.Input,
TbankOperationType.InputAcquiring, TbankOperationType.InputSwift,
]);
const withdrawals = new Set<string>([
TbankOperationType.OutMulti, TbankOperationType.Output,
TbankOperationType.OutputAcquiring, TbankOperationType.OutputSwift,
]);
const securities = new Set<string>([
TbankOperationType.InputSecurities, TbankOperationType.OutputSecurities,
TbankOperationType.TransBsBs, TbankOperationType.TransIisBs,
]);
function record(value: unknown): Record<string, unknown> {
return value !== null && typeof value === 'object' && !Array.isArray(value)
? value as Record<string, unknown>
: {};
}
function money(value: unknown): null | { currency: string; value: Decimal } {
const source = record(value);
if (typeof source.currency !== 'string') return null;
const units = typeof source.units === 'string' || typeof source.units === 'number'
? String(source.units)
: '0';
let nano = ZERO_UNITS;
if (typeof source.nano === 'number' && Number.isInteger(source.nano)) nano = BigInt(source.nano);
if (typeof source.nano === 'string' && /^-?\d+$/.test(source.nano)) nano = BigInt(source.nano);
const whole = decimalFromString(units);
return {
currency: source.currency.toUpperCase(),
value: add(whole, { value: nano, scale: NANO_SCALE }),
};
}
function magnitude(value: Decimal): Decimal {
return { value: value.value < ZERO_UNITS ? -value.value : value.value, scale: value.scale };
}
function appendCashFlow(
operation: Operation,
payload: Record<string, unknown>,
value: null | { currency: string; value: Decimal },
flows: PerformanceFlow[],
missingAmountAccounts: Set<string>,
) {
if (!value) {
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({
accountId: operation.accountId,
amount: deposits.has(payload.type as string) ? amount : { value: -amount.value, scale: amount.scale },
date: moscowDate(operation.occurredAt), at: operation.occurredAt,
});
}
export function readPerformanceOperations(operations: Operation[]) {
const flows: PerformanceFlow[] = [];
const unvaluedAccounts = new Set<string>();
const missingAmountAccounts = new Set<string>();
for (const operation of operations) {
const payload = record(operation.payload);
if (typeof payload.type !== 'string') continue;
const value = money(payload.payment);
if (deposits.has(payload.type) || withdrawals.has(payload.type)) {
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, unvaluedAccounts };
}
export function candidateTransfers(input: ReturnType<typeof readPerformanceOperations>): Candidate[] {
const candidates: Candidate[] = [];
for (const out of input.flows.filter((flow) => flow.amount.value < ZERO_UNITS)) {
for (const incoming of input.flows.filter((flow) => flow.amount.value > ZERO_UNITS)) {
if (out.accountId !== incoming.accountId &&
Math.abs(out.at.valueOf() - incoming.at.valueOf()) <= TRANSFER_WINDOW_MS &&
formatDecimal(magnitude(out.amount)) === formatDecimal(incoming.amount)) {
candidates.push({ accountIds: [out.accountId, incoming.accountId], type: 'cash' });
}
}
}
return candidates;
}
export function sumFlows(flows: PerformanceFlow[]): Decimal {
return flows.reduce((sum, flow) => add(sum, flow.amount), ZERO);
}
@@ -0,0 +1,41 @@
import { decimalFromString } from '#src/common/decimal';
import { shadowIndex } from './shadow-index';
const flow = (date: string, amount: string) => ({
accountId: 'A', amount: decimalFromString(amount),
date, at: new Date(`${date}T12:00:00Z`),
});
describe('shadowIndex', () => {
it('values identical deposits at the index close and links later index growth', () => {
const result = shadowIndex([flow('2026-11-06', '100000')], [
{ tradeDate: '2026-11-06', close: '1000' },
{ tradeDate: '2026-11-09', close: '1100' },
], '2026-11-06', '2026-11-09');
expect(result?.value).toBe('110000');
expect(result?.points.map((point) => point.value)).toEqual(['100000', '110000']);
});
it('uses Friday close for a Saturday deposit, not Monday close', () => {
const result = shadowIndex([flow('2026-11-07', '100000')], [
{ tradeDate: '2026-11-06', close: '1000' },
{ tradeDate: '2026-11-09', close: '1100' },
], '2026-11-07', '2026-11-09');
expect(result?.value).toBe('110000');
expect(result?.points).toEqual([{ date: '2026-11-09', netInvested: '100000', value: '110000' }]);
});
it('refuses withdrawals larger than the index position', () => {
expect(shadowIndex([flow('2026-11-06', '100000'), flow('2026-11-09', '-120000')], [
{ tradeDate: '2026-11-06', close: '1000' },
{ tradeDate: '2026-11-09', close: '900' },
], '2026-11-06', '2026-11-09')).toBeNull();
});
it('does not invent a price for a flow preceding the first close', () => {
expect(shadowIndex([flow('2026-11-05', '100000')], [
{ tradeDate: '2026-11-06', close: '1000' },
], '2026-11-05', '2026-11-06')).toBeNull();
});
});
@@ -0,0 +1,81 @@
import {
add, type Decimal, decimalFromString, divide, formatDecimal, multiply,
} from '#src/common/decimal';
import type { PerformanceFlow } from './performance-flows';
const UNIT_SCALE = 12;
const CENT_SCALE = 2;
const ZERO: Decimal = { scale: 0, value: 0n };
const FIRST = 0;
const NEXT = 1;
const LAST = -1;
const CENT = decimalFromString('1');
export type IndexClose = { close: string; tradeDate: string };
export type IndexPoint = { date: string; netInvested: string; value: string };
function valueAt(units: Decimal, close: string): string {
return formatDecimal(divide(multiply(units, decimalFromString(close)), CENT, CENT_SCALE));
}
/** A closed price on or before every cash flow is mandatory; no invented prices. */
export function shadowIndex(
flows: PerformanceFlow[],
closes: IndexClose[],
from: string,
to: string,
): null | { asOf: string; points: IndexPoint[]; value: string } {
const prices = closes.filter((close) => close.tradeDate <= to)
.sort((a, b) => a.tradeDate.localeCompare(b.tradeDate));
if (!prices.length) return null;
const events = [...flows].sort((a, b) => a.at.valueOf() - b.at.valueOf());
let closeIndex = FIRST;
let eventIndex = FIRST;
let units = ZERO;
let invested = ZERO;
const points: IndexPoint[] = [];
// Advance prices only up to the date of the event, never to the next trading day.
const applyEvent = (event: PerformanceFlow): boolean => {
while (prices[closeIndex + NEXT]?.tradeDate <= event.date) closeIndex++;
// eslint-disable-next-line security/detect-object-injection -- Numeric index advances only through this validated sorted local array.
const price = prices[closeIndex];
if (!price || price.tradeDate > event.date) return false;
units = add(units, divide(event.amount, decimalFromString(price.close), UNIT_SCALE));
// Withdrawals larger than the index position cannot be replayed honestly.
if (units.value < ZERO.value) return false;
invested = add(invested, event.amount);
return true;
};
for (const close of prices) {
// eslint-disable-next-line security/detect-object-injection -- Sequential local iteration bounded by array length.
while (events[eventIndex]?.date <= close.tradeDate) {
// eslint-disable-next-line security/detect-object-injection -- While condition ensures an event exists at this index.
const event = events[eventIndex];
if (!event || !applyEvent(event)) return null;
eventIndex++;
}
if (close.tradeDate >= from) {
points.push({
date: close.tradeDate,
netInvested: formatDecimal(invested),
value: valueAt(units, close.close),
});
}
}
// A flow on a market holiday after the last close still buys at that close.
// eslint-disable-next-line security/detect-object-injection -- Sequential local iteration bounded by array length.
while (events[eventIndex]?.date <= to) {
// eslint-disable-next-line security/detect-object-injection -- While condition ensures an event exists at this index.
const event = events[eventIndex];
if (!event || !applyEvent(event)) return null;
eventIndex++;
}
if (eventIndex !== events.length || !points.length) return null;
const last = points.at(LAST);
const finalPrice = prices.at(LAST);
if (!last || !finalPrice) return null;
return { asOf: last.date, points, value: valueAt(units, finalPrice.close) };
}
@@ -0,0 +1,33 @@
import { decimalFromString } from '#src/common/decimal';
import { xirr } from './xirr';
const cash = (date: string, value: string) => ({ date, amount: decimalFromString(value) });
describe('XIRR of actual dated external flows', () => {
it('finds 10% annual on 100000 invested for exactly 730 days', () => {
expect(xirr([cash('2024-01-01', '-100000'), cash('2025-12-31', '121000')]))
.toEqual({ value: '0.1', reason: null });
});
it('returns no rate when an investment is worth zero at the end', () => {
expect(xirr([cash('2024-01-01', '-100000'), cash('2025-01-01', '0')]))
.toEqual({ value: null, reason: 'NO_SOLUTION' });
});
it('never selects one of two mathematically valid IRR roots', () => {
// NPV = -100 + 230/(1+r) - 132/(1+r)^2: roots 10% and 20%.
expect(xirr([
cash('2023-01-01', '-100'),
cash('2024-01-01', '230'),
cash('2024-12-31', '-132'),
])).toEqual({ value: null, reason: 'AMBIGUOUS_RETURN' });
});
it('combines flows on the same day before choosing a rate', () => {
expect(xirr([
cash('2024-01-01', '-100000'), cash('2024-01-01', '25000'),
cash('2024-12-31', '82500'),
])).toEqual({ value: '0.1', reason: null });
});
});
@@ -0,0 +1,94 @@
import { add, type Decimal, formatDecimal } from '#src/common/decimal';
const DAYS_IN_YEAR = 365;
const DAY_MS = 86_400_000;
const MIN_RATE = -0.9999;
const MAX_RATE = 100;
const NPV_TOLERANCE_RUB = 0.01;
const MAX_ITERATIONS = 200;
const MIDPOINT = 2;
const ROOT_COUNT_NONE = 0;
const ROOT_COUNT_ONE = 1;
const ZERO = 0;
const ZERO_UNITS = 0n;
const RATE_SCALE = 6;
const RATE_BASE = 1;
export type DatedCashFlow = { amount: Decimal; date: string };
export type XirrResult =
| { reason: 'AMBIGUOUS_RETURN' | 'NO_SOLUTION'; value: null } |
{ reason: null; value: string };
// With x=(1+r)^(-1/365) the dated NPV is a polynomial with terms at integer
// day exponents. Descartes' rule proves uniqueness when its nonzero
// coefficients have exactly one sign change. More sign changes may still
// yield a unique root: conservatively report AMBIGUOUS_RETURN until all
// candidate roots can be isolated, never silently choose one.
export function xirr(flows: DatedCashFlow[]): XirrResult {
if (!flows.length) return { reason: 'NO_SOLUTION', value: null };
const byDate = new Map<string, Decimal>();
for (const flow of flows) {
byDate.set(flow.date, add(byDate.get(flow.date) ?? { value: ZERO_UNITS, scale: ZERO }, flow.amount));
}
const ordered = [...byDate.entries()].sort(([left], [right]) => left.localeCompare(right))
.filter(([, amount]) => amount.value !== ZERO_UNITS);
const changes = signChanges(ordered);
if (changes > ROOT_COUNT_ONE) return { reason: 'AMBIGUOUS_RETURN', value: null };
if (changes < ROOT_COUNT_ONE) return { reason: 'NO_SOLUTION', value: null };
const firstDay = ordered[0]?.[0];
if (!firstDay) return { reason: 'NO_SOLUTION', value: null };
const first = Date.parse(`${firstDay}T00:00:00Z`);
if (!Number.isFinite(first)) return { reason: 'NO_SOLUTION', value: null };
const terms = ordered.map(([date, amount]) => ({
days: (Date.parse(`${date}T00:00:00Z`) - first) / DAY_MS,
amount: Number(formatDecimal(amount)),
}));
if (terms.some((term) => !Number.isFinite(term.days) || !Number.isFinite(term.amount))) {
return { reason: 'NO_SOLUTION', value: null };
}
const npv = (rate: number) => terms.reduce((sum, term) =>
sum + term.amount / Math.pow(RATE_BASE + rate, term.days / DAYS_IN_YEAR), ZERO);
return bisect(npv);
}
function bisect(npv: (rate: number) => number): XirrResult {
let low = MIN_RATE;
let high = MAX_RATE;
let lower = npv(low);
const upper = npv(high);
if (!Number.isFinite(lower) || !Number.isFinite(upper) || lower * upper > ZERO) {
return { reason: 'NO_SOLUTION', value: null };
}
if (Math.abs(lower) <= NPV_TOLERANCE_RUB) {
return { reason: null, value: String(Number(low.toFixed(RATE_SCALE))) };
}
if (Math.abs(upper) <= NPV_TOLERANCE_RUB) {
return { reason: null, value: String(Number(high.toFixed(RATE_SCALE))) };
}
for (let i = ROOT_COUNT_NONE; i < MAX_ITERATIONS; i++) {
const mid = (low + high) / MIDPOINT;
const value = npv(mid);
if (!Number.isFinite(value)) return { reason: 'NO_SOLUTION', value: null };
if (Math.abs(value) <= NPV_TOLERANCE_RUB) {
return { reason: null, value: String(Number(mid.toFixed(RATE_SCALE))) };
}
if ((lower < ZERO) === (value < ZERO)) {
low = mid;
lower = value;
} else {
high = mid;
}
}
return { reason: 'NO_SOLUTION', value: null };
}
function signChanges(ordered: [string, Decimal][]): number {
let changes = ROOT_COUNT_NONE;
let previous = ZERO_UNITS;
for (const [, amount] of ordered) {
if (previous * amount.value < ZERO_UNITS) changes++;
previous = amount.value;
}
return changes;
}
@@ -0,0 +1,34 @@
import { Injectable } from '@nestjs/common';
import { PrismaService } from '#src/prisma/prisma.service';
@Injectable()
export class PerformanceRepository {
constructor(private readonly prisma: PrismaService) {}
read(userId: string, revision: string, accountId: string) {
return this.prisma.tbankConnection.findUnique({
where: { userId_revision: { userId, revision }, invalidToken: false },
select: {
membershipAt: true,
accounts: {
where: accountId === 'all' ? {} : { accountId },
orderBy: { upstreamOrder: 'asc' },
select: {
accountId: true, name: true, historyBoundary: true, historyFrom: true,
portfolio: { select: { payload: true, fetchedAt: true } },
operations: {
orderBy: { occurredAt: 'asc' },
select: { occurredAt: true, payload: true, instrumentUid: true },
},
coverage: {
where: { instrumentPredicate: '' },
select: { from: true, to: true, asOf: true },
orderBy: { from: 'asc' },
},
},
},
},
});
}
}
@@ -0,0 +1,16 @@
import { Module } from '@nestjs/common';
import { TbankModule } from '#src/integrations/tbank/tbank.module';
import { AuthModule } from '../../auth/auth.module';
import { MarketIndexModule } from '../market-index/market-index.module';
import { PerformanceRepository } from './infrastructure/performance.repository';
import { PerformanceService } from './performance.service';
import { PerformanceController } from './presentation/performance.controller';
@Module({
imports: [AuthModule, TbankModule, MarketIndexModule],
controllers: [PerformanceController],
providers: [PerformanceService, PerformanceRepository],
})
export class PerformanceModule {}
@@ -0,0 +1,111 @@
import { PerformanceService } from './performance.service';
jest.mock('./infrastructure/performance.repository', () => ({ PerformanceRepository: class {} }));
jest.mock('../market-index/market-index.service', () => ({ MarketIndexHistoryService: class {} }));
jest.mock('#src/integrations/tbank/tbank-access.service', () => ({ TbankAccessService: class {} }));
const first = new Date('2024-01-01T00:00:00Z');
const end = new Date('2025-12-31T15:00:00Z');
const coverageEnd = new Date('2026-01-01T00:00:00Z');
const operation = (accountId: string, type: string, units: string, date = first) => ({
accountId, instrumentUid: null, occurredAt: date,
payload: { type, payment: { currency: 'rub', units, nano: 0 } },
});
function account(accountId: string, amount = '121000') {
return {
accountId, name: accountId, historyFrom: first, historyBoundary: 'known',
portfolio: { fetchedAt: end, payload: {
positions: [], totals: { currency: 'RUB', value: amount },
} },
coverage: [{ from: first, to: coverageEnd, asOf: coverageEnd }],
operations: [operation(accountId, 'OPERATION_TYPE_INPUT', '100000')],
};
}
function setup(accounts: ReturnType<typeof account>[]) {
const access = { local: jest.fn().mockResolvedValue({ revision: 'revision' }) };
const repository = { read: jest.fn().mockResolvedValue({ membershipAt: first, accounts }) };
const indexes = { read: jest.fn().mockImplementation((code: string) => Promise.resolve([
{ tradeDate: '2024-01-01', close: code === 'MCFTRR' ? '1000' : '2000' },
{ tradeDate: '2025-12-31', close: code === 'MCFTRR' ? '1100' : '2100' },
])) };
const logger = { event: jest.fn() };
const service = new PerformanceService(access as never, repository as never, indexes as never, logger as never);
return { service, indexes };
}
describe('investment performance read', () => {
it('returns independently verifiable XIRR and same-flow benchmark, including profit', async () => {
const { service } = setup([account('A')]);
const result = await service.read('user', 'A');
expect(result.data).toMatchObject({
netInvested: { currency: 'RUB', value: '100000' },
currentValue: { currency: 'RUB', value: '121000' },
profit: { currency: 'RUB', value: '21000' },
return: { basis: 'annual', value: '0.1', unavailableReason: null },
benchmark: { code: 'MCFTRR', value: { currency: 'RUB', value: '110000' } },
outperformance: { money: { currency: 'RUB', value: '11000' } },
});
expect(result.data?.outperformance?.percentagePoints).toBe('0.051191');
});
it('does not return numbers for accounts with unconfirmed cash transfer candidates', async () => {
const a = account('A');
const b = account('B');
a.operations.push(operation('A', 'OPERATION_TYPE_OUTPUT', '-50000',
new Date('2024-02-01T12:00:00Z')));
b.operations.push(operation('B', 'OPERATION_TYPE_INPUT', '50000',
new Date('2024-02-01T12:01:00Z')));
expect(await setup([a, b]).service.read('user', 'all')).toMatchObject({
data: null,
meta: { unavailable: [
{ accountId: 'A', reason: 'UNCONFIRMED_TRANSFER' },
{ accountId: 'B', reason: 'UNCONFIRMED_TRANSFER' },
] },
});
});
it('does not sum account valuations observed on different Moscow days', async () => {
const b = account('B');
b.portfolio.fetchedAt = new Date('2026-01-01T15:00:00Z');
b.coverage[0].to = new Date('2026-01-02T00:00:00Z');
b.coverage[0].asOf = new Date('2026-01-02T00:00:00Z');
expect((await setup([account('A'), b]).service.read('user', 'all')).meta.unavailable)
.toEqual(expect.arrayContaining([{ accountId: 'A', name: 'A', reason: 'ACCOUNT_VALUATION_DATES_DIFFER' }]));
});
it('keeps the profit when the index is unavailable', async () => {
const { service, indexes } = setup([account('A')]);
indexes.read.mockResolvedValue(null);
const result = await service.read('user', 'A');
expect(result.data?.profit.value).toBe('21000');
expect(result.data?.benchmark.unavailableReason).toBe('INDEX_HISTORY_UNAVAILABLE');
expect(result.data?.series).toEqual([]);
});
it('starts the period at the first deposit, not at account opening', async () => {
const late = account('A', '110000');
late.historyFrom = new Date('2025-03-07T00:00:00Z');
late.coverage[0].from = late.historyFrom;
late.operations = [operation('A', 'OPERATION_TYPE_INPUT', '100000', new Date('2025-09-22T09:00:00Z'))];
const result = await setup([late]).service.read('user', 'A');
expect(result.data?.period).toEqual({ from: '2025-09-22', to: '2025-12-31', days: 100 });
expect(result.data?.return).toMatchObject({ basis: 'period', value: '0.1' });
});
it('reports incomplete history for a deposit without an amount', async () => {
const broken = account('A');
broken.operations.push({ ...operation('A', 'OPERATION_TYPE_INPUT', '0'), payload: { type: 'OPERATION_TYPE_INPUT' } } as never);
expect((await setup([broken]).service.read('user', 'A')).meta.unavailable)
.toEqual([{ accountId: 'A', name: 'A', reason: 'OPERATIONS_HISTORY_INCOMPLETE' }]);
});
it('keeps a zero rate available and calculates outperformance', async () => {
const { service } = setup([account('A', '100000')]);
const result = await service.read('user', 'A');
expect(result.data?.return).toMatchObject({ value: '0', unavailableReason: null });
expect(result.data?.outperformance?.money.value).toBe('-10000');
expect(result.data?.outperformance?.percentagePoints).not.toBeNull();
});
});
@@ -0,0 +1,195 @@
import { Injectable, NotFoundException } from '@nestjs/common';
import { add, type Decimal, decimalFromString, divide, formatDecimal, subtract } from '#src/common/decimal';
import { StructuredLogger } from '#src/common/logging/structured-logger.service';
import { TbankAccessService } from '#src/integrations/tbank/tbank-access.service';
import { moscowDate } from '../investment-calendar';
import { MarketIndexHistoryService } from '../market-index/market-index.service';
import { isCompleteValuation } from '../portfolio/domain/complete-valuation';
import { hasPerformanceCoverage, PerformanceUnavailableReason } from './domain/performance-availability';
import { candidateTransfers, type PerformanceFlow, readPerformanceOperations, sumFlows } from './domain/performance-flows';
import { shadowIndex } from './domain/shadow-index';
import { xirr } from './domain/xirr';
import { PerformanceRepository } from './infrastructure/performance.repository';
import {
PerformanceDto, PerformanceExcludedAccountDto, PerformanceIndexDto, PerformanceResourceDto,
PerformanceReturnDto, PerformanceSeriesPointDto,
} from './presentation/performance.dto';
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_DECIMAL = decimalFromString('0');
const LAST_FLOW = -1;
const ONE_DECIMAL = decimalFromString('1');
type Account = NonNullable<Awaited<ReturnType<PerformanceRepository['read']>>>['accounts'][number];
type Included = { account: Account; flows: PerformanceFlow[]; to: string; value: Decimal };
type IncludedResult = { included: Included | null; reason: null | PerformanceUnavailableReason };
function money(value: Decimal) {
return { currency: RUB, value: formatDecimal(divide(value, ONE_DECIMAL, MONEY_SCALE)) };
}
function unavailable(accountId: string, name: string, reason: PerformanceUnavailableReason): PerformanceExcludedAccountDto {
return { accountId, name, reason };
}
function duration(from: string, to: string) {
return (Date.parse(`${to}T00:00:00Z`) - Date.parse(`${from}T00:00:00Z`)) / DAY_MS;
}
// Float rate → exact decimal string, rounded by the shared money helper.
function roundRate(value: number): string {
return formatDecimal(divide(decimalFromString(value.toFixed(RATE_SCALE + ONE)), ONE_DECIMAL, RATE_SCALE));
}
function rate(flows: PerformanceFlow[], endValue: Decimal, to: string, days: number): PerformanceReturnDto {
const basis = days >= DAYS_IN_YEAR ? 'annual' : 'period';
const result = xirr([
...flows.map((flow) => ({ date: flow.date, amount: { value: -flow.amount.value, scale: flow.amount.scale } })),
{ date: to, amount: endValue },
]);
if (result.value === null) {
return { value: null, basis, unavailableReason: result.reason === 'AMBIGUOUS_RETURN'
? PerformanceUnavailableReason.AmbiguousReturn
: PerformanceUnavailableReason.NoSolution };
}
const raw = Number(result.value);
const value = basis === 'annual' ? raw : Math.pow(ONE + raw, days / DAYS_IN_YEAR) - ONE;
return { value: roundRate(value), basis, unavailableReason: null };
}
@Injectable()
export class PerformanceService {
constructor(
private readonly access: TbankAccessService,
private readonly repository: PerformanceRepository,
private readonly indexes: MarketIndexHistoryService,
private readonly logger: StructuredLogger,
) {}
async read(userId: string, accountId: string): Promise<PerformanceResourceDto> {
const started = Date.now();
const connection = await this.access.local(userId, accountId);
const saved = await this.repository.read(userId, connection.revision, accountId);
if (accountId !== 'all' && saved?.membershipAt && !saved.accounts.length) throw new NotFoundException();
const accounts = saved?.membershipAt ? saved.accounts : [];
const excluded: PerformanceExcludedAccountDto[] = [];
let included = accounts.flatMap((account) => {
const result = this.includeAccount(account);
if (result.reason) {
excluded.push(unavailable(account.accountId, account.name, result.reason));
return [];
}
return result.included ? [result.included] : [];
});
if (accountId === 'all' && included.length > ZERO) {
const allOps = included.flatMap((item) => item.account.operations
.filter((op) => item.account.portfolio && op.occurredAt <= item.account.portfolio.fetchedAt)
.map((op) => ({ ...op, accountId: item.account.accountId })));
const candidates = candidateTransfers(readPerformanceOperations(allOps));
const affected = new Set(candidates.flatMap((candidate) => candidate.accountIds));
if (affected.size) {
included = included.filter((item) => {
if (!affected.has(item.account.accountId)) return true;
excluded.push(unavailable(item.account.accountId, item.account.name, PerformanceUnavailableReason.UnconfirmedTransfer));
return false;
});
}
}
if (!included.length) return { data: null, meta: { dependencies: [], unavailable: excluded } };
const dates = new Set(included.map((item) => item.to));
if (dates.size > ONE) {
return {
data: null,
meta: { dependencies: [], unavailable: [
...excluded,
...included.map((item) => unavailable(item.account.accountId, item.account.name,
PerformanceUnavailableReason.AccountValuationDatesDiffer)),
] },
};
}
const [to] = dates;
const flows = included.flatMap((item) => item.flows).sort((a, b) => a.at.valueOf() - b.at.valueOf());
// The period starts when money was first put in (owner decision), not at account opening.
// eslint-disable-next-line security/detect-object-injection -- Fixed first element of a locally sorted array.
const from = flows[ZERO]?.date ?? to;
const days = duration(from, to);
const invested = sumFlows(flows);
const current = included.reduce((total, item) => add(total, item.value), ZERO_DECIMAL);
const profit = subtract(current, invested);
const ownReturn = rate(flows, current, to, days);
const [benchmark, reference] = await Promise.all([
this.indexResult('MCFTRR', flows, from, to, days),
this.indexResult('IMOEX', flows, from, to, days),
]);
const outperformance = ownReturn.value !== null && benchmark.index.return.value !== null && benchmark.index.value
? {
percentagePoints: formatDecimal(subtract(decimalFromString(ownReturn.value),
decimalFromString(benchmark.index.return.value))),
money: money(subtract(current, decimalFromString(benchmark.index.value.value))),
}
: null;
const referenceByDay = new Map(reference.points.map((point) => [point.date, point.value]));
const series: PerformanceSeriesPointDto[] = benchmark.points.map((point) => ({
date: point.date,
netInvested: point.netInvested,
benchmarkValue: point.value,
referenceValue: referenceByDay.get(point.date) ?? null,
}));
const data: PerformanceDto = {
accountId, period: { from, to, days }, netInvested: money(invested), currentValue: money(current),
profit: money(profit), return: ownReturn, benchmark: benchmark.index, reference: reference.index,
outperformance, series, completeness: excluded.length ? 'incomplete' : 'complete',
excludedAccounts: excluded, calculatedAt: new Date().toISOString(),
};
this.logger.event('debug', 'performance.calculated', {
count: included.length, durationMs: Date.now() - started,
});
return { data, meta: { dependencies: [], unavailable: [] } };
}
private includeAccount(account: Account): IncludedResult {
const fail = (reason: PerformanceUnavailableReason): IncludedResult => ({ included: null, reason });
if (account.historyBoundary !== 'known' || !account.historyFrom) {
return fail(PerformanceUnavailableReason.HistoryStartUnknown);
}
const portfolio = account.portfolio;
if (!portfolio) return fail(PerformanceUnavailableReason.PortfolioValuationIncomplete);
const snapshot = portfolio.payload as { positions: { currentValue: unknown }[];
totals: { value: string }; };
if (!isCompleteValuation(snapshot)) return fail(PerformanceUnavailableReason.PortfolioValuationIncomplete);
if (!hasPerformanceCoverage(account.accountId, account.historyFrom, portfolio.fetchedAt, account.coverage)) {
return fail(PerformanceUnavailableReason.OperationsHistoryIncomplete);
}
const operations = account.operations.filter((op) => op.occurredAt <= portfolio.fetchedAt)
.map((op) => ({ ...op, accountId: account.accountId }));
const parsed = readPerformanceOperations(operations);
if (parsed.missingAmountAccounts.size) return fail(PerformanceUnavailableReason.OperationsHistoryIncomplete);
if (parsed.unvaluedAccounts.size) return fail(PerformanceUnavailableReason.UnvaluedSecuritiesTransfer);
return {
included: { account, flows: parsed.flows, value: decimalFromString(snapshot.totals.value),
to: moscowDate(portfolio.fetchedAt) },
reason: null,
};
}
private async indexResult(code: 'IMOEX' | 'MCFTRR', flows: PerformanceFlow[], from: string, to: string, days: number) {
const closes = await this.indexes.read(code, from, to, flows.at(LAST_FLOW)?.date ?? from);
const shadow = closes && shadowIndex(flows, closes, from, to);
const unavailableReason = shadow ? null : PerformanceUnavailableReason.IndexHistoryUnavailable;
const result = shadow && rate(flows, decimalFromString(shadow.value), to, days);
const index: PerformanceIndexDto = {
code, value: shadow ? money(decimalFromString(shadow.value)) : null,
return: result || { basis: days >= DAYS_IN_YEAR ? 'annual' : 'period', value: null, unavailableReason },
asOf: shadow?.asOf ?? null, unavailableReason,
};
return { index, points: shadow?.points ?? [] };
}
}
@@ -0,0 +1,34 @@
import type { Request } from 'express';
import { Controller, Get, Param, Req, UseGuards } from '@nestjs/common';
import { ApiBearerAuth, ApiOkResponse, ApiTags } from '@nestjs/swagger';
import { ApiProblemResponses } from '#src/common/decorators/api-safe-error-response.decorator';
import { AccessPayload, JwtAuthGuard } from '../../../auth/auth.api';
import { PerformanceService } from '../performance.service';
import { PerformanceResourceDto } from './performance.dto';
@ApiTags('brokerage-accounts')
@ApiProblemResponses()
@ApiBearerAuth()
@UseGuards(JwtAuthGuard)
@Controller('brokerage-accounts')
export class PerformanceController {
constructor(private readonly performance: PerformanceService) {}
@Get('all/performance')
@ApiOkResponse({ type: PerformanceResourceDto })
all(@Req() request: Request & { user: AccessPayload }) {
return this.performance.read(request.user.sub, 'all');
}
@Get(':accountId/performance')
@ApiOkResponse({ type: PerformanceResourceDto })
account(
@Req() request: Request & { user: AccessPayload },
@Param('accountId') accountId: string,
) {
return this.performance.read(request.user.sub, accountId);
}
}
@@ -0,0 +1,139 @@
import { ApiProperty } from '@nestjs/swagger';
import { MoneyDto } from '#src/common/money.dto';
import { InvestmentDependencyDto } from '../../investment-resource.dto';
import { PerformanceUnavailableReason } from '../domain/performance-availability';
const rateBasis = ['annual', 'period'] as const;
const resultCompleteness = ['complete', 'incomplete'] as const;
const indexCodes = ['MCFTRR', 'IMOEX'] as const;
export class PerformanceReturnDto {
@ApiProperty({ type: String, nullable: true, description: 'Decimal fraction: 0.151 = 15.1%' })
declare value: null | string;
@ApiProperty({ enum: rateBasis })
declare basis: (typeof rateBasis)[number];
@ApiProperty({ enum: PerformanceUnavailableReason, enumName: 'PerformanceUnavailableReason', nullable: true })
declare unavailableReason: null | PerformanceUnavailableReason;
}
export class PerformancePeriodDto {
@ApiProperty({ format: 'date' })
declare from: string;
@ApiProperty({ format: 'date' })
declare to: string;
@ApiProperty()
declare days: number;
}
export class PerformanceIndexDto {
@ApiProperty({ enum: indexCodes })
declare code: (typeof indexCodes)[number];
@ApiProperty({ type: MoneyDto, nullable: true })
declare value: MoneyDto | null;
@ApiProperty({ type: PerformanceReturnDto })
declare return: PerformanceReturnDto;
@ApiProperty({ type: String, format: 'date', nullable: true })
declare asOf: null | string;
@ApiProperty({ enum: PerformanceUnavailableReason, enumName: 'PerformanceUnavailableReason', nullable: true })
declare unavailableReason: null | PerformanceUnavailableReason;
}
export class PerformanceOutperformanceDto {
@ApiProperty({ type: String, description: 'Difference between rates as decimal fractions' })
declare percentagePoints: string;
@ApiProperty({ type: MoneyDto })
declare money: MoneyDto;
}
export class PerformanceSeriesPointDto {
@ApiProperty({ format: 'date' })
declare date: string;
@ApiProperty({ type: String })
declare netInvested: string;
@ApiProperty({ type: String })
declare benchmarkValue: string;
@ApiProperty({ type: String, nullable: true })
declare referenceValue: null | string;
}
export class PerformanceExcludedAccountDto {
@ApiProperty()
declare accountId: string;
@ApiProperty()
declare name: string;
@ApiProperty({ enum: PerformanceUnavailableReason, enumName: 'PerformanceUnavailableReason' })
declare reason: PerformanceUnavailableReason;
}
export class PerformanceDto {
@ApiProperty()
declare accountId: string;
@ApiProperty({ type: PerformancePeriodDto })
declare period: PerformancePeriodDto;
@ApiProperty({ type: MoneyDto })
declare netInvested: MoneyDto;
@ApiProperty({ type: MoneyDto })
declare currentValue: MoneyDto;
@ApiProperty({ type: MoneyDto })
declare profit: MoneyDto;
@ApiProperty({ type: PerformanceReturnDto })
declare return: PerformanceReturnDto;
@ApiProperty({ type: PerformanceIndexDto })
declare benchmark: PerformanceIndexDto;
@ApiProperty({ type: PerformanceIndexDto })
declare reference: PerformanceIndexDto;
@ApiProperty({ type: PerformanceOutperformanceDto, nullable: true })
declare outperformance: null | PerformanceOutperformanceDto;
@ApiProperty({ type: PerformanceSeriesPointDto, isArray: true })
declare series: PerformanceSeriesPointDto[];
@ApiProperty({ enum: resultCompleteness })
declare completeness: (typeof resultCompleteness)[number];
@ApiProperty({ type: PerformanceExcludedAccountDto, isArray: true })
declare excludedAccounts: PerformanceExcludedAccountDto[];
@ApiProperty({ format: 'date-time' })
declare calculatedAt: string;
}
export class PerformanceMetaDto {
@ApiProperty({ type: InvestmentDependencyDto, isArray: true })
declare dependencies: InvestmentDependencyDto[];
@ApiProperty({ type: PerformanceExcludedAccountDto, isArray: true })
declare unavailable: PerformanceExcludedAccountDto[];
}
export class PerformanceResourceDto {
@ApiProperty({ type: PerformanceDto, nullable: true })
declare data: null | PerformanceDto;
@ApiProperty({ type: PerformanceMetaDto })
declare meta: PerformanceMetaDto;
}
@@ -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 =
@@ -0,0 +1,14 @@
import { isCompleteValuation } from './complete-valuation';
describe('isCompleteValuation', () => {
it('requires an actual total and every position value', () => {
expect(isCompleteValuation({
totals: { value: '100' },
positions: [{ currentValue: null }],
})).toBe(false);
expect(isCompleteValuation({
totals: { value: '100' },
positions: [{ currentValue: { currency: 'RUB', value: '0' } }],
})).toBe(true);
});
});
@@ -0,0 +1,11 @@
type Valuation = {
positions: { currentValue: unknown }[];
totals: { value: string };
};
export function isCompleteValuation(
snapshot: Valuation,
): boolean {
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);
},
);
@@ -20,48 +20,31 @@ 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);
return {
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 total = values.reduce(add, decimalFromString('0'));
const canCalculateShares =
!unvalued.size && !group.hasNegativeValues && total.value > ZERO_AMOUNT;
const categories = group.values.map((value, index) => ({
!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),
@@ -80,11 +63,9 @@ export function portfolioStructure(
: null,
}));
return {
currency,
totalValue: formatDecimal(total),
hasNegativeValues: group.hasNegativeValues,
hasNegativeValues,
categories,
};
}),
unvaluedCategories: [...unvalued].map(([type, count]) => ({ type, count })),
};
}
@@ -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),
),
// 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 [...totals]
.sort(([left], [right]) => left.localeCompare(right))
.map(([currency, value]) => ({ currency, value: formatDecimal(value) }));
return { currency: 'RUB', value: formatDecimal(total) };
}
@@ -11,6 +11,8 @@ import { toJson } from '#src/prisma/to-json';
import type { PortfolioDto } from '../presentation/portfolio.dto';
import { isCompleteValuation } from '../domain/complete-valuation';
const EXPECTED_UPDATED_ACCOUNTS = 1;
type PortfolioAttempt = {
@@ -140,10 +142,7 @@ export class PortfolioRepository {
});
// Value history points require a fully valued snapshot; the attempt
// identity deduplicates repeated or late publications of one attempt.
if (
snapshot.totalsByCurrency.length > Number.MIN_VALUE &&
snapshot.positions.every((position) => position.currentValue !== null)
) {
if (isCompleteValuation(snapshot)) {
await tx.tbankPortfolioValueHistory.upsert({
where: {
userId_accountId: { userId: attempt.userId, accountId },
@@ -151,28 +150,24 @@ 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_accountId_attemptId: {
userId: attempt.userId,
accountId,
attemptId: attempt.attemptId,
currency,
},
},
create: {
userId: attempt.userId,
accountId,
attemptId: attempt.attemptId,
currency,
value,
value: snapshot.totals.value,
capturedAt: data.fetchedAt,
},
update: {},
});
}
}
return true;
});
}
@@ -199,8 +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 };
@@ -1,5 +1,6 @@
export { ForecastService } from './application/forecast.service';
export { PortfolioService } from './application/portfolio.service';
export { isCompleteValuation } from './domain/complete-valuation';
// Public cross-module surface. Nest providers are exported by the matching module.
export {
@@ -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
View File
@@ -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
View File
@@ -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',
-13
View File
@@ -111,9 +111,6 @@ describe('Portfolio structure HTTP contract', () => {
expect((response.body as { data: unknown }).data).toMatchObject({
structure: {
unvaluedCategories: [],
currencies: [
{
currency: 'RUB',
totalValue: id === 'all' ? '200' : '100',
hasNegativeValues: false,
categories: [
@@ -131,8 +128,6 @@ describe('Portfolio structure HTTP contract', () => {
},
],
},
],
},
});
},
);
@@ -149,8 +144,6 @@ 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 },
@@ -158,8 +151,6 @@ describe('Portfolio structure HTTP contract', () => {
{ value: '40', sharePercent: null },
],
},
],
},
});
});
@@ -174,8 +165,6 @@ describe('Portfolio structure HTTP contract', () => {
.expect(200);
expect((response.body as { data: unknown }).data).toMatchObject({
structure: {
currencies: [
{
hasNegativeValues: true,
totalValue: '150',
categories: [
@@ -185,8 +174,6 @@ describe('Portfolio structure HTTP contract', () => {
{ 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',
});
+9 -17
View File
@@ -218,11 +218,9 @@ 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: [
@@ -231,19 +229,16 @@ describe('local accounts and portfolio HTTP (SQLite)', () => {
{ 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')]);