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

2026-11-08T14:22:20+03:00

codex-bot commented

2026-11-08 14:22:20 +03:00

Summary

Adds GET /api/v1/brokerage-accounts/{accountId|all}/performance:

profit in ₽;
XIRR return over all time;
"the same money in the Moscow Exchange index" (MCFTRR) and outperformance; IMOEX as reference only.

Stores daily MOEX index closes locally.

Linked Issue

WealthLedger/main#54 · spec: WealthLedger/specs#85 (change 2026-11-07-investment-performance-vs-index)

Changes

market-index:
- MarketIndexDailyClose, MarketIndexSyncState (additive migration);
- MoexClient.indexHistory with strict pagination; one bad page means failure, no partial saves;
- confirmed coverage range;
- backward extension fetched immediately, tail and retry-after-failure at most hourly;
- single-flight;
- logs integration.moex.index_history.*.
performance:
- external flows: RUB INPUT*/OUTPUT* only, cut off at fetchedAt;
- coverage check up to the valuation instant;
- reasons: HISTORY_START_UNKNOWN, OPERATIONS_HISTORY_INCOMPLETE, PORTFOLIO_VALUATION_INCOMPLETE, NON_RUB_ACTIVITY, UNVALUED_SECURITIES_TRANSFER, UNCONFIRMED_TRANSFER, ACCOUNT_VALUATION_DATES_DIFFER, NO_SOLUTION, AMBIGUOUS_RETURN, INDEX_HISTORY_UNAVAILABLE.
XIRR: bisection with a Descartes uniqueness check. More than one sign change returns AMBIGUOUS_RETURN (conservative, owner decision).
Period: starts at the first external flow (owner decision); under 365 days → basis=period.
Shadow portfolio: exact decimal units at the flow-day close (previous trading day on weekends); a negative position → index unavailable.
isCompleteValuation: extracted into portfolio domain and reused by value history.

Verification

npm run verify: 52 suites / 364 tests passed, lint and typecheck clean, nest build ok.
npm run openapi:check: matches runtime; npm run test:openapi-contract: 5/5.
Migration applied on a disposable SQLite DB (prisma migrate deploy); migrate diff from migrations to schema is empty.
Reference cases in tests: 10% over 730 days; 1000→1100 index gives 110 000 ₽; Friday close for a Saturday flow; two-root case → AMBIGUOUS_RETURN; period from first deposit (+10% over 100 days).
Independent review done; findings fixed (coverage throttling, unpublished tail close, period basis, negative units, missing-amount reason).

Notes

The regenerated openapi.json also drops the stale sync=observe query and tbank-sync/{id} that were already gone from runtime code; the frontend snapshot was simply behind.
Before closing the Issue, transfers must be checked manually on real data: UNCONFIRMED_TRANSFER excludes accounts until a confirmed link exists.

## Summary Adds `GET /api/v1/brokerage-accounts/{accountId|all}/performance`: - profit in ₽; - XIRR return over all time; - "the same money in the Moscow Exchange index" (MCFTRR) and outperformance; IMOEX as reference only. Stores daily MOEX index closes locally. ## Linked Issue WealthLedger/main#54 · spec: WealthLedger/specs#85 (change `2026-11-07-investment-performance-vs-index`) ## Changes - **`market-index`**: - `MarketIndexDailyClose`, `MarketIndexSyncState` (additive migration); - `MoexClient.indexHistory` with strict pagination; one bad page means failure, no partial saves; - confirmed coverage range; - backward extension fetched immediately, tail and retry-after-failure at most hourly; - single-flight; - logs `integration.moex.index_history.*`. - **`performance`**: - external flows: RUB INPUT*/OUTPUT* only, cut off at `fetchedAt`; - coverage check up to the valuation instant; - reasons: `HISTORY_START_UNKNOWN`, `OPERATIONS_HISTORY_INCOMPLETE`, `PORTFOLIO_VALUATION_INCOMPLETE`, `NON_RUB_ACTIVITY`, `UNVALUED_SECURITIES_TRANSFER`, `UNCONFIRMED_TRANSFER`, `ACCOUNT_VALUATION_DATES_DIFFER`, `NO_SOLUTION`, `AMBIGUOUS_RETURN`, `INDEX_HISTORY_UNAVAILABLE`. - **XIRR**: bisection with a Descartes uniqueness check. More than one sign change returns `AMBIGUOUS_RETURN` (conservative, owner decision). - **Period**: starts at the first external flow (owner decision); under 365 days → `basis=period`. - **Shadow portfolio**: exact decimal units at the flow-day close (previous trading day on weekends); a negative position → index unavailable. - **`isCompleteValuation`**: extracted into portfolio domain and reused by value history. ## Verification - `npm run verify`: 52 suites / 364 tests passed, lint and typecheck clean, `nest build` ok. - `npm run openapi:check`: matches runtime; `npm run test:openapi-contract`: 5/5. - Migration applied on a disposable SQLite DB (`prisma migrate deploy`); `migrate diff` from migrations to schema is empty. - Reference cases in tests: 10% over 730 days; 1000→1100 index gives 110 000 ₽; Friday close for a Saturday flow; two-root case → `AMBIGUOUS_RETURN`; period from first deposit (+10% over 100 days). - Independent review done; findings fixed (coverage throttling, unpublished tail close, period basis, negative units, missing-amount reason). ## Notes - The regenerated `openapi.json` also drops the stale `sync=observe` query and `tbank-sync/{id}` that were already gone from runtime code; the frontend snapshot was simply behind. - Before closing the Issue, transfers must be checked manually on real data: `UNCONFIRMED_TRANSFER` excludes accounts until a confirmed link exists.

codex-bot added 1 commit 2026-11-08 14:22:20 +03:00

feat(market-index): store MOEX index closes with confirmed coverage (WealthLedger/main#54 ) 74dea05113

codex-bot referenced this pull request from WealthLedger/main

2026-11-08 14:22:41 +03:00

Показать доходность инвестиций (XIRR) и сравнение с индексом MCFTRR/IMOEX #54

ksv741 added 1 commit 2026-11-08 16:26:12 +03:00

feat(performance): add investment performance vs index endpoint (WealthLedger/main#54 )

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