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

prisma/migrations/20261028080000_reset_inflated_portfolio_value_points/migration.sql

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

src/modules/investments/brokerage-accounts/brokerage-account.dto.ts

@@ -2,12 +2,39 @@ import { ApiProperty } from '@nestjs/swagger';
 
 import { MoneyDto } from '../../../common/money.dto';
 import { InvestmentResourceMetaDto } from '../investment-resource.dto';
+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;
+
+  @ApiProperty({ example: '100.00' })
+  declare costBasis: string;
+
+  @ApiProperty({ type: String, nullable: true, example: '12.34' })
+  declare percent: null | string;
+
+  @ApiProperty()
+  declare partial: boolean;
+}
+
 export class PortfolioSummaryDto {
   @ApiProperty({ type: MoneyDto, isArray: true })
   declare totalsByCurrency: MoneyDto[];
 
+  @ApiProperty({ type: MoneyDto, isArray: true })
+  declare cashBalances: MoneyDto[];
+
+  @ApiProperty({ type: PortfolioStructureDto })
+  declare structure: PortfolioStructureDto;
+
+  @ApiProperty({ type: UnrealizedReturnDto, isArray: true })
+  declare unrealizedReturnByCurrency: UnrealizedReturnDto[];
+
   @ApiProperty({
     type: 'integer',
     minimum: 0,
@@ -21,6 +48,20 @@ export class PortfolioSummaryDto {
     description: 'Number of non-zero bond positions, not the number of units.',
   })
   declare bondPositionCount: number;
+
+  @ApiProperty({
+    type: 'integer',
+    minimum: 0,
+    description: 'Number of non-zero fund positions, not the number of units.',
+  })
+  declare fundPositionCount: number;
+
+  @ApiProperty({
+    type: 'integer',
+    minimum: 0,
+    description: 'Number of all non-zero positions, not the number of units.',
+  })
+  declare totalPositionCount: number;
 }
 
 export class BrokerageAccountDto {

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

@@ -33,6 +33,7 @@ describe('saved brokerage account projection', () => {
   });
 
   it('keeps exact saved totals and independent missing summaries', async () => {
+    const structure = { currencies: [], unvaluedCategories: [] };
     portfolio.saved.mockResolvedValue({
       membership: meta,
       accounts: [
@@ -43,10 +44,12 @@ describe('saved brokerage account projection', () => {
           openedOn: null,
           meta,
           snapshot: {
+            cashBalances: [{ currency: 'RUB', value: '10.000000001' }],
+            structure,
             totalsByCurrency: [
               { currency: 'RUB', value: '100000000.000000001' },
             ],
-            positions: [{ type: 'STOCK' }, { type: 'BOND' }],
+            positions: [{ type: 'STOCK', quantity: '1' }, { type: 'BOND', quantity: '2' }],
           },
         },
         {
@@ -61,15 +64,91 @@ describe('saved brokerage account projection', () => {
     });
     const response = await service.list('owner');
     expect(response.data?.[0].portfolioSummary).toEqual({
+      cashBalances: [{ currency: 'RUB', value: '10.000000001' }],
+      structure,
       totalsByCurrency: [{ currency: 'RUB', value: '100000000.000000001' }],
       stockPositionCount: 1,
       bondPositionCount: 1,
+      fundPositionCount: 0,
+      totalPositionCount: 2,
+      unrealizedReturnByCurrency: [],
     });
     expect(response.data?.[1].portfolioSummary).toBeNull();
     expect(response.meta.availability).toBe('available');
     expect(response.meta.completeness).toBe('complete');
   });
 
+  it('returns an empty summary from an empty saved portfolio', async () => {
+    const structure = { currencies: [], unvaluedPositions: [], unknownValues: [] };
+    portfolio.saved.mockResolvedValueOnce({
+      membership: meta,
+      accounts: [{
+        id: 'empty', name: 'Empty', type: 'BROKERAGE', openedOn: null, meta,
+        snapshot: { cashBalances: [], structure, totalsByCurrency: [], positions: [] },
+      }],
+    });
+
+    expect((await service.list('owner')).data?.[0].portfolioSummary).toEqual({
+      cashBalances: [], structure, totalsByCurrency: [],
+      stockPositionCount: 0, bondPositionCount: 0,
+      fundPositionCount: 0, totalPositionCount: 0,
+      unrealizedReturnByCurrency: [],
+    });
+  });
+
+  it('calculates exact returns by currency, 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' },
+          ],
+          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 },
+          ],
+        },
+      }],
+    });
+
+    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 },
+      ],
+    });
+  });
+
+  it('omits return percent for a currency with short positions', async () => {
+    portfolio.saved.mockResolvedValueOnce({
+      membership: meta,
+      accounts: [{
+        id: 'a', name: 'A', type: 'BROKERAGE', openedOn: null, meta,
+        snapshot: {
+          cashBalances: [], structure: {}, totalsByCurrency: [],
+          positions: [
+            { type: 'STOCK', quantity: '-2', averagePurchasePrice: { currency: 'RUB', value: '100' }, absoluteReturn: { currency: 'RUB', value: '-20' } },
+            { type: 'STOCK', quantity: '1', averagePurchasePrice: { currency: 'USD', value: '10' }, absoluteReturn: { currency: 'USD', value: '1' } },
+          ],
+        },
+      }],
+    });
+
+    expect((await service.list('owner')).data?.[0]?.portfolioSummary?.unrealizedReturnByCurrency).toEqual([
+      { currency: 'RUB', absolute: '-20', costBasis: '-200', percent: null, partial: false },
+      { currency: 'USD', absolute: '1', costBasis: '10', percent: '10', partial: false },
+    ]);
+  });
+
   it('observes the latest hourly walk without starting another one', async () => {
     portfolio.saved.mockResolvedValue({ membership: meta, accounts: [] });
     sync.hourly.mockResolvedValue({

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

@@ -1,10 +1,82 @@
 import { Injectable } from '@nestjs/common';
 import { createHash } from 'node:crypto';
 
+import {
+  decimalFromString,
+  divide,
+  formatDecimal,
+  isZero,
+  multiply,
+} from '../../../common/decimal';
 import { investmentResourceMeta } from '../investment-resource.mapper';
-import { PortfolioService } from '../portfolio/portfolio.api';
+import { sumMoneyByCurrency } from '../portfolio/domain/portfolio-totals';
+import { PortfolioPositionDto, PortfolioService } from '../portfolio/portfolio.api';
 import { hourlyAttempt, TbankSyncRepository } from '../tbank-sync/tbank-sync.repository';
-import { BrokerageAccountDto, BrokerageAccountsResourceDto } from './brokerage-account.dto';
+import {
+  BrokerageAccountDto,
+  BrokerageAccountsResourceDto,
+  UnrealizedReturnDto,
+} from './brokerage-account.dto';
+
+const PERCENT_DECIMAL_PLACES = 2;
+const ZERO_QUANTITY = 0n;
+
+function unrealizedReturns(positions: PortfolioPositionDto[]): UnrealizedReturnDto[] {
+  // Cash-like CURRENCY positions must not duplicate the separately returned cash balances.
+  const investments = positions.filter((position) => position.type !== 'CURRENCY');
+  const absolute = sumMoneyByCurrency(
+    investments.flatMap((position) => position.absoluteReturn ? [position.absoluteReturn] : []),
+  );
+  const costs = sumMoneyByCurrency(
+    investments.flatMap((position) =>
+      position.absoluteReturn && position.averagePurchasePrice
+        ? [{
+            currency: position.absoluteReturn.currency,
+            value: formatDecimal(multiply(
+              decimalFromString(position.averagePurchasePrice.value),
+              decimalFromString(position.quantity),
+            )),
+          }]
+        : [],
+    ),
+  );
+  const partial = new Set(
+    investments.flatMap((position) => {
+      const money = position.absoluteReturn
+        ? null
+        : position.averagePurchasePrice ?? position.currentValue;
+      return money ? [money.currency] : [];
+    }),
+  );
+  // A short position has negative cost basis, so a percent would flip sign or net out.
+  const withShorts = new Set(
+    investments.flatMap((position) => {
+      const money = position.absoluteReturn ?? position.averagePurchasePrice ?? position.currentValue;
+      return money && decimalFromString(position.quantity).value < ZERO_QUANTITY ? [money.currency] : [];
+    }),
+  );
+  const currencies = new Set([...absolute, ...costs].map((money) => money.currency));
+  return [...new Set([...currencies, ...partial])]
+    .sort((left, right) => left.localeCompare(right))
+    .map((currency) => {
+      const absoluteReturn = absolute.find((money) => money.currency === currency)?.value ?? '0';
+      const costBasis = costs.find((money) => money.currency === currency)?.value ?? '0';
+      const cost = decimalFromString(costBasis);
+      return {
+        currency,
+        absolute: absoluteReturn,
+        costBasis,
+        percent: isZero(cost) || withShorts.has(currency)
+          ? null
+          : formatDecimal(divide(
+              multiply(decimalFromString(absoluteReturn), decimalFromString('100')),
+              cost,
+              PERCENT_DECIMAL_PLACES,
+            )),
+        partial: partial.has(currency),
+      };
+    });
+}
 
 @Injectable()
 export class BrokerageAccountsService {
@@ -26,12 +98,20 @@ export class BrokerageAccountsService {
             portfolioSummary: account.snapshot
               ? {
                   totalsByCurrency: account.snapshot.totalsByCurrency,
+                  cashBalances: account.snapshot.cashBalances,
+                  structure: account.snapshot.structure,
+                  unrealizedReturnByCurrency: unrealizedReturns(account.snapshot.positions),
                   stockPositionCount: account.snapshot.positions.filter(
                     (position) => position.type === 'STOCK',
                   ).length,
                   bondPositionCount: account.snapshot.positions.filter(
                     (position) => position.type === 'BOND',
                   ).length,
+                  fundPositionCount: account.snapshot.positions.filter(
+                    (position) => position.type === 'FUND',
+                  ).length,
+                  // The snapshot mapper already drops zero-quantity positions.
+                  totalPositionCount: account.snapshot.positions.length,
                 }
               : null,
           }));

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

@@ -159,6 +159,31 @@ describe('persistent portfolio projection', () => {
     expect(snapshot.positions[1].averagePurchasePrice).toEqual({ currency: 'RUB', value: '2' });
   });
 
+  it('counts cash once when T-Bank also returns it as a CURRENCY position', async () => {
+    repository.reserve.mockResolvedValueOnce({
+      launch: true,
+      work: { id: 'work', attemptId: 'attempt' },
+    });
+    tbank.getPortfolio.mockResolvedValue({ positions: [
+      { figi: 'FUND', instrumentType: 'etf', quantity: { units: '1' }, currentPrice: { currency: 'RUB', units: '120', nano: 240000000 } },
+      { figi: 'RUB000UTSTOM', instrumentType: 'currency', quantity: { units: '1', nano: 250000000 }, currentPrice: { currency: 'RUB', units: '1' } },
+    ] });
+    tbank.getPositions.mockResolvedValue({ money: [{ currency: 'RUB', units: '1', nano: 250000000 }] });
+    repository.read.mockResolvedValue({
+      membershipAt,
+      membershipRevision: 1,
+      accounts: [{ accountId: 'a', name: 'A', type: 'BROKERAGE', openedOn: null, portfolio: null }],
+      work: [],
+    });
+    const handle = await service.request('user', 'private', 'a');
+    assert(handle);
+    await handle.done;
+    const snapshot = (repository.publish.mock.calls as [unknown, string, PortfolioDto][])[0][2];
+    expect(snapshot.totalsByCurrency).toEqual([{ currency: 'RUB', value: '121.49' }]);
+    expect(snapshot.positions.map((position) => position.type)).toEqual(['FUND', 'CURRENCY']);
+    expect(snapshot.structure.currencies[0].totalValue).toBe('121.49');
+  });
+
   it('does not turn a missing account snapshot into aggregate zero; summaries stay independent', async () => {
     const snapshot: PortfolioDto = {
       lastSuccessfulAt: membershipAt.toISOString(),

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

@@ -19,7 +19,7 @@ const position = (
 });
 
 describe('portfolio structure', () => {
-  it('includes cash once and keeps currency instruments among other assets', () => {
+  it('counts cash once and skips CURRENCY positions that mirror it', () => {
     const result = portfolioStructure(
       [
         position('STOCK', '60'),
@@ -30,13 +30,13 @@ describe('portfolio structure', () => {
     );
     expect(result.currencies[0]).toEqual({
       currency: 'RUB',
-      totalValue: '100',
+      totalValue: '90',
       hasNegativeValues: false,
       categories: [
-        { type: 'STOCK', value: '60', sharePercent: '60' },
+        { type: 'STOCK', value: '60', sharePercent: '66.666667' },
-        { type: 'BOND', value: '20', sharePercent: '20' },
+        { type: 'BOND', value: '20', sharePercent: '22.222222' },
-        { type: 'OTHER', value: '10', sharePercent: '10' },
+        { type: 'OTHER', value: '0', sharePercent: '0' },
-        { type: 'CASH', value: '10', sharePercent: '10' },
+        { type: 'CASH', value: '10', sharePercent: '11.111111' },
       ],
     });
   });

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

@@ -43,6 +43,8 @@ export function portfolioStructure(
     currencies.set(money.currency, group);
   };
   for (const position of positions) {
+    // CURRENCY positions mirror cash, which is counted once as CASH below.
+    if (position.type === 'CURRENCY') continue;
     const type = ['BOND', 'STOCK'].includes(position.type)
       ? position.type
       : 'OTHER';

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

@@ -126,7 +126,8 @@ function totalsByCurrency(
   for (const value of money) addTotal(value.currency, decimal(value));
   for (const position of positions) {
     const price = position.currentPrice;
-    if (!price) continue;
+    // CURRENCY positions mirror the cash balances already added above.
+    if (!price || types[position.instrumentType?.toLowerCase() ?? ''] === 'CURRENCY') continue;
     addTotal(
       price.currency,
       multiply(decimal(position.quantity ?? {}), decimal(price)),

src/modules/investments/portfolio/portfolio.api.ts

@@ -5,4 +5,5 @@ export { PortfolioService } from './application/portfolio.service';
 export {
   PortfolioDto,
   PortfolioPositionDto,
+  PortfolioStructureDto,
 } from './presentation/portfolio.dto';

test/tbank-local-reads.e2e-spec.ts

@@ -216,7 +216,27 @@ describe('local accounts and portfolio HTTP (SQLite)', () => {
     ).toEqual({
       stockPositionCount: 1,
       bondPositionCount: 0,
+      fundPositionCount: 0,
+      totalPositionCount: 1,
       totalsByCurrency: [{ currency: 'RUB', value: '21.100000002' }],
+      cashBalances: [{ currency: 'RUB', value: '1.1' }],
+      structure: {
+        currencies: [{
+          currency: 'RUB',
+          totalValue: '21.100000002',
+          hasNegativeValues: false,
+          categories: [
+            { type: 'STOCK', value: '20.000000002', sharePercent: '94.78673' },
+            { type: 'BOND', value: '0', sharePercent: '0' },
+            { type: 'OTHER', value: '0', sharePercent: '0' },
+            { type: 'CASH', value: '1.1', sharePercent: '5.21327' },
+          ],
+        }],
+        unvaluedCategories: [],
+      },
+      unrealizedReturnByCurrency: [
+        { currency: 'RUB', absolute: '0', costBasis: '0', percent: null, partial: true },
+      ],
     });
     const portfolio = await get('brokerage-accounts/account/portfolio').expect(
       200,
@@ -492,9 +512,18 @@ describe('local accounts and portfolio HTTP (SQLite)', () => {
     }
     const summaries = (await get('brokerage-accounts?sync=observe').expect(200))
       .body as BrokerageAccountsResourceDto;
-    expect(summaries.data?.[0].portfolioSummary?.totalsByCurrency).toEqual([
+    expect(summaries.data?.[0].portfolioSummary).toMatchObject({
-      { currency: 'RUB', value: '21.1' },
+      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 },
+      ],
+      stockPositionCount: 1,
+      bondPositionCount: 0,
+      fundPositionCount: 0,
+      totalPositionCount: 1,
+    });
     expect(summaries.data?.[1].portfolioSummary).toBeNull();
     expect(summaries.meta.availability).toBe('available');
     expect(summaries.meta.completeness).toBe('complete');