refactor!: support RUB only (WealthLedger/main#55) #203
@@ -0,0 +1,32 @@
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-- RedefineTables
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PRAGMA defer_foreign_keys=ON;
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PRAGMA foreign_keys=OFF;
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CREATE TABLE "new_TbankPortfolioValuePoint" (
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"userId" TEXT NOT NULL,
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"accountId" TEXT NOT NULL,
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"attemptId" TEXT NOT NULL,
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"value" TEXT NOT NULL,
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"capturedAt" DATETIME NOT NULL,
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"createdAt" DATETIME NOT NULL DEFAULT CURRENT_TIMESTAMP,
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PRIMARY KEY ("userId", "accountId", "attemptId"),
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CONSTRAINT "TbankPortfolioValuePoint_userId_accountId_fkey" FOREIGN KEY ("userId", "accountId") REFERENCES "TbankPortfolioValueHistory" ("userId", "accountId") ON DELETE CASCADE ON UPDATE RESTRICT
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);
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-- RUB-only: keep the RUB row per key; non-RUB rows are dropped.
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INSERT INTO "new_TbankPortfolioValuePoint" ("accountId", "attemptId", "capturedAt", "createdAt", "userId", "value")
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SELECT "accountId", "attemptId", "capturedAt", "createdAt", "userId", "value"
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FROM "TbankPortfolioValuePoint"
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WHERE "currency" = 'RUB';
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DROP TABLE "TbankPortfolioValuePoint";
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ALTER TABLE "new_TbankPortfolioValuePoint" RENAME TO "TbankPortfolioValuePoint";
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CREATE INDEX "TbankPortfolioValuePoint_userId_accountId_capturedAt_idx" ON "TbankPortfolioValuePoint"("userId", "accountId", "capturedAt");
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-- RUB-only: persisted JSON payloads written in the old multi-currency shape
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-- are stale. A missing snapshot/forecast is the app's normal "not synced yet"
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-- state: reads report availability 'missing' and the hourly walk rebuilds them
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-- on the next pass. Delete the stale rows instead of failing reads with 500.
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DELETE FROM "TbankPortfolio";
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DELETE FROM "TbankForecast";
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PRAGMA foreign_keys=ON;
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PRAGMA defer_foreign_keys=OFF;
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@@ -0,0 +1,3 @@
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-- RUB-only: snapshots were dropped by the previous migration; clearing the hourly
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-- schedule makes the next scheduler tick rebuild them instead of waiting for the term.
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DELETE FROM "TbankSyncWork" WHERE "scopeKey" = 'hourly';
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@@ -101,18 +101,17 @@ model TbankPortfolioValueHistory {
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@@id([userId, accountId])
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@@id([userId, accountId])
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}
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}
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// One row per currency of a fully valued successful portfolio attempt.
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// One row per fully valued successful portfolio attempt (RUB only).
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model TbankPortfolioValuePoint {
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model TbankPortfolioValuePoint {
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userId String
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userId String
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accountId String
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accountId String
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attemptId String
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attemptId String
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currency String
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value String
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value String
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capturedAt DateTime
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capturedAt DateTime
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createdAt DateTime @default(now())
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createdAt DateTime @default(now())
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history TbankPortfolioValueHistory @relation(fields: [userId, accountId], references: [userId, accountId], onDelete: Cascade, onUpdate: Restrict)
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history TbankPortfolioValueHistory @relation(fields: [userId, accountId], references: [userId, accountId], onDelete: Cascade, onUpdate: Restrict)
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@@id([userId, accountId, attemptId, currency])
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@@id([userId, accountId, attemptId])
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@@index([userId, accountId, capturedAt])
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@@index([userId, accountId, capturedAt])
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}
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}
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@@ -340,4 +340,59 @@ describe('MoexClient', () => {
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expect(starts).toEqual(['0', '1']);
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expect(starts).toEqual(['0', '1']);
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},
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},
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);
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);
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it('filters non-RUB coupons and maturity out of bond events', async () => {
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const pages: Record<string, unknown> = {
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coupons: Response.json({
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'coupons': {
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columns: ['coupondate', 'value', 'faceunit'],
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data: [
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['2099-02-01', '2', 'SUR'],
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['2099-02-02', '3', 'USD'],
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],
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},
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'coupons.cursor': {
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columns: ['INDEX', 'TOTAL', 'PAGESIZE'],
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data: [[0, 2, 100]],
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},
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}),
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offers: Response.json({
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'offers': {
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columns: ['offerdate'],
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data: [['2099-02-28']],
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},
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'offers.cursor': {
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columns: ['INDEX', 'TOTAL', 'PAGESIZE'],
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data: [[0, 1, 100]],
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},
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}),
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description: Response.json({
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description: {
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columns: ['name', 'value'],
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data: [
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['MATDATE', '2099-02-28'],
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['FACEVALUE', '500'],
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['FACEUNIT', 'USD'],
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],
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},
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}),
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};
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const fetchMock = jest
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.spyOn(global, 'fetch')
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.mockImplementation((input) => {
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const url = new URL(input instanceof Request ? input.url : String(input));
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const block = url.searchParams.get('iss.only')?.split(',')[0] ?? 'description';
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// eslint-disable-next-line security/detect-object-injection -- Keys are fixed MOEX block names of this test's page map.
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const page = pages[block] ?? pages.description;
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return Promise.resolve(page as Response);
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});
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try {
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await expect(new MoexClient().bondEvents('BOND')).resolves.toEqual([
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{ type: 'coupon', date: '2099-02-01', value: '2', currency: 'RUB' },
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{ type: 'offer', date: '2099-02-28' },
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]);
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} finally {
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fetchMock.mockRestore();
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}
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});
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});
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});
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@@ -157,9 +157,9 @@ export class MoexClient {
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for (const row of coupons) {
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for (const row of coupons) {
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const date = text(row.coupondate);
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const date = text(row.coupondate);
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const value = numberText(row.value);
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const value = numberText(row.value);
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const currency = currencyText(row.faceunit);
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// RUB-only: coupons in other currencies are filtered out at this ingest boundary.
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if (date && value && currency) {
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if (date && value && currencyText(row.faceunit) === 'RUB') {
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events.push({ type: 'coupon', date, value, currency });
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events.push({ type: 'coupon', date, value, currency: 'RUB' });
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}
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}
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}
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}
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for (const row of offers) {
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for (const row of offers) {
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@@ -171,9 +171,8 @@ export class MoexClient {
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);
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);
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const date = values.get('MATDATE');
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const date = values.get('MATDATE');
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const value = numberText(values.get('FACEVALUE'));
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const value = numberText(values.get('FACEVALUE'));
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const currency = currencyText(values.get('FACEUNIT'));
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if (date && value && currencyText(values.get('FACEUNIT')) === 'RUB') {
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if (date && value && currency) {
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events.push({ type: 'maturity', date, value, currency: 'RUB' });
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events.push({ type: 'maturity', date, value, currency });
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}
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}
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return events;
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return events;
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}
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}
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@@ -1,4 +1,6 @@
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import { Decimal } from '../../common/decimal';
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import type { Money } from '../../common/money.types';
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import { Decimal, formatDecimal } from '../../common/decimal';
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const MISSING_PROTO_COMPONENT = 0;
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const MISSING_PROTO_COMPONENT = 0;
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@@ -6,6 +8,12 @@ const NANO = 1_000_000_000n;
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export type ProtoDecimal = { nano?: number | string; units?: number | string };
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export type ProtoDecimal = { nano?: number | string; units?: number | string };
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export function rubMoney(value?: ProtoDecimal & { currency?: string }): Money | null {
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return value?.currency?.trim().toUpperCase() === 'RUB'
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? { currency: 'RUB', value: formatDecimal(decimal(value)) }
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: null;
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}
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export function decimal(value: ProtoDecimal): Decimal {
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export function decimal(value: ProtoDecimal): Decimal {
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return {
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return {
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value: BigInt(value.units ?? MISSING_PROTO_COMPONENT) * NANO + BigInt(value.nano ?? MISSING_PROTO_COMPONENT),
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value: BigInt(value.units ?? MISSING_PROTO_COMPONENT) * NANO + BigInt(value.nano ?? MISSING_PROTO_COMPONENT),
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@@ -7,9 +7,6 @@ import { PortfolioStructureDto } from '../portfolio/portfolio.api';
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import { HourlySyncStatusDto } from '../tbank-sync/tbank-sync.dto';
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import { HourlySyncStatusDto } from '../tbank-sync/tbank-sync.dto';
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export class UnrealizedReturnDto {
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export class UnrealizedReturnDto {
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@ApiProperty()
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declare currency: string;
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@ApiProperty({ example: '12.345678901' })
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@ApiProperty({ example: '12.345678901' })
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declare absolute: string;
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declare absolute: string;
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@@ -24,17 +21,17 @@ export class UnrealizedReturnDto {
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}
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}
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export class PortfolioSummaryDto {
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export class PortfolioSummaryDto {
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@ApiProperty({ type: MoneyDto, isArray: true })
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@ApiProperty({ type: MoneyDto })
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declare totalsByCurrency: MoneyDto[];
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declare totals: MoneyDto;
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@ApiProperty({ type: MoneyDto, isArray: true })
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@ApiProperty({ type: MoneyDto })
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declare cashBalances: MoneyDto[];
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declare cash: MoneyDto;
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@ApiProperty({ type: PortfolioStructureDto })
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@ApiProperty({ type: PortfolioStructureDto })
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declare structure: PortfolioStructureDto;
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declare structure: PortfolioStructureDto;
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@ApiProperty({ type: UnrealizedReturnDto, isArray: true })
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@ApiProperty({ type: UnrealizedReturnDto })
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declare unrealizedReturnByCurrency: UnrealizedReturnDto[];
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declare unrealizedReturn: UnrealizedReturnDto;
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@ApiProperty({
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@ApiProperty({
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type: 'integer',
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type: 'integer',
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@@ -33,7 +33,7 @@ describe('saved brokerage account projection', () => {
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});
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});
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it('keeps exact saved totals and independent missing summaries', async () => {
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it('keeps exact saved totals and independent missing summaries', async () => {
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const structure = { currencies: [], unvaluedCategories: [] };
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const structure = { totalValue: '0', hasNegativeValues: false, categories: [], unvaluedCategories: [] };
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portfolio.saved.mockResolvedValue({
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portfolio.saved.mockResolvedValue({
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membership: meta,
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membership: meta,
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accounts: [
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accounts: [
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@@ -44,11 +44,9 @@ describe('saved brokerage account projection', () => {
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openedOn: null,
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openedOn: null,
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meta,
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meta,
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snapshot: {
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snapshot: {
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cashBalances: [{ currency: 'RUB', value: '10.000000001' }],
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cash: { currency: 'RUB', value: '10.000000001' },
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structure,
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structure,
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totalsByCurrency: [
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totals: { currency: 'RUB', value: '100000000.000000001' },
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{ currency: 'RUB', value: '100000000.000000001' },
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],
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positions: [{ type: 'STOCK', quantity: '1' }, { type: 'BOND', quantity: '2' }],
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positions: [{ type: 'STOCK', quantity: '1' }, { type: 'BOND', quantity: '2' }],
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},
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},
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},
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},
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@@ -64,14 +62,14 @@ describe('saved brokerage account projection', () => {
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});
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});
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const response = await service.list('owner');
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const response = await service.list('owner');
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expect(response.data?.[0].portfolioSummary).toEqual({
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expect(response.data?.[0].portfolioSummary).toEqual({
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cashBalances: [{ currency: 'RUB', value: '10.000000001' }],
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cash: { currency: 'RUB', value: '10.000000001' },
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structure,
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structure,
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totalsByCurrency: [{ currency: 'RUB', value: '100000000.000000001' }],
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totals: { currency: 'RUB', value: '100000000.000000001' },
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stockPositionCount: 1,
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stockPositionCount: 1,
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bondPositionCount: 1,
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bondPositionCount: 1,
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fundPositionCount: 0,
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fundPositionCount: 0,
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totalPositionCount: 2,
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totalPositionCount: 2,
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unrealizedReturnByCurrency: [],
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unrealizedReturn: { absolute: '0', costBasis: '0', percent: null, partial: false },
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});
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});
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expect(response.data?.[1].portfolioSummary).toBeNull();
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expect(response.data?.[1].portfolioSummary).toBeNull();
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expect(response.meta.availability).toBe('available');
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expect(response.meta.availability).toBe('available');
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@@ -79,74 +77,65 @@ describe('saved brokerage account projection', () => {
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});
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});
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it('returns an empty summary from an empty saved portfolio', async () => {
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it('returns an empty summary from an empty saved portfolio', async () => {
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const structure = { currencies: [], unvaluedPositions: [], unknownValues: [] };
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const structure = { totalValue: '0', hasNegativeValues: false, categories: [], unvaluedCategories: [] };
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portfolio.saved.mockResolvedValueOnce({
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portfolio.saved.mockResolvedValueOnce({
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membership: meta,
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membership: meta,
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accounts: [{
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accounts: [{
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id: 'empty', name: 'Empty', type: 'BROKERAGE', openedOn: null, meta,
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id: 'empty', name: 'Empty', type: 'BROKERAGE', openedOn: null, meta,
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snapshot: { cashBalances: [], structure, totalsByCurrency: [], positions: [] },
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snapshot: { cash: { currency: 'RUB', value: '0' }, structure, totals: { currency: 'RUB', value: '0' }, positions: [] },
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}],
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}],
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});
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});
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expect((await service.list('owner')).data?.[0].portfolioSummary).toEqual({
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expect((await service.list('owner')).data?.[0].portfolioSummary).toEqual({
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cashBalances: [], structure, totalsByCurrency: [],
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cash: { currency: 'RUB', value: '0' }, structure, totals: { currency: 'RUB', value: '0' },
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stockPositionCount: 0, bondPositionCount: 0,
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stockPositionCount: 0, bondPositionCount: 0,
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fundPositionCount: 0, totalPositionCount: 0,
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fundPositionCount: 0, totalPositionCount: 0,
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unrealizedReturnByCurrency: [],
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unrealizedReturn: { absolute: '0', costBasis: '0', percent: null, partial: false },
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});
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});
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});
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});
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it('calculates exact returns by currency, partial data, and zero cost basis', async () => {
|
it('calculates exact returns, partial data, and zero cost basis', async () => {
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portfolio.saved.mockResolvedValueOnce({
|
portfolio.saved.mockResolvedValueOnce({
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membership: meta,
|
membership: meta,
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accounts: [{
|
accounts: [{
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id: 'a', name: 'A', type: 'BROKERAGE', openedOn: null, meta,
|
id: 'a', name: 'A', type: 'BROKERAGE', openedOn: null, meta,
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snapshot: {
|
snapshot: {
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cashBalances: [], structure: {}, totalsByCurrency: [
|
cash: { currency: 'RUB', value: '0' }, structure: {}, totals: { currency: 'RUB', value: '100' },
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{ currency: 'RUB', value: '100' }, { currency: 'USD', value: '20' },
|
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],
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positions: [
|
positions: [
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{ type: 'STOCK', quantity: '2', averagePurchasePrice: { currency: 'RUB', value: '10.000000001' }, absoluteReturn: { currency: 'RUB', value: '0.000000003' } },
|
{ type: 'STOCK', quantity: '2', averagePurchasePrice: { currency: 'RUB', value: '10.000000001' }, absoluteReturn: { currency: 'RUB', value: '0.000000003' } },
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{ type: 'BOND', quantity: '0.5', averagePurchasePrice: { currency: 'RUB', value: '20' }, absoluteReturn: { currency: 'RUB', value: '1.25' } },
|
{ type: 'BOND', quantity: '0.5', averagePurchasePrice: { currency: 'RUB', value: '20' }, absoluteReturn: { currency: 'RUB', value: '1.25' } },
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{ type: 'FUND', quantity: '3', averagePurchasePrice: { currency: 'USD', value: '2.5' }, absoluteReturn: null },
|
{ type: 'FUND', quantity: '3', averagePurchasePrice: { currency: 'RUB', value: '2.5' }, absoluteReturn: null },
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{ type: 'STOCK', quantity: '4', averagePurchasePrice: { currency: 'USD', value: '0' }, absoluteReturn: { currency: 'USD', value: '2.5' } },
|
{ type: 'BOND', quantity: '1', currentValue: { currency: 'RUB', value: '7' }, averagePurchasePrice: null, absoluteReturn: null },
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{ type: 'CURRENCY', quantity: '100', averagePurchasePrice: { currency: 'EUR', value: '1' }, absoluteReturn: { currency: 'EUR', value: '5' } },
|
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{ type: 'BOND', quantity: '1', currentValue: { currency: 'CNY', value: '7' }, averagePurchasePrice: null, absoluteReturn: null },
|
|
||||||
],
|
],
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},
|
},
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}],
|
}],
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||||||
});
|
});
|
||||||
|
|
||||||
expect((await service.list('owner')).data?.[0].portfolioSummary).toMatchObject({
|
expect((await service.list('owner')).data?.[0].portfolioSummary).toMatchObject({
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||||||
stockPositionCount: 2, bondPositionCount: 2,
|
stockPositionCount: 1, bondPositionCount: 2,
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fundPositionCount: 1, totalPositionCount: 6,
|
fundPositionCount: 1, totalPositionCount: 4,
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unrealizedReturnByCurrency: [
|
unrealizedReturn: { absolute: '1.250000003', costBasis: '30.000000002', percent: '4.17', partial: true },
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{ 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 () => {
|
it('omits return percent for short positions', async () => {
|
||||||
portfolio.saved.mockResolvedValueOnce({
|
portfolio.saved.mockResolvedValueOnce({
|
||||||
membership: meta,
|
membership: meta,
|
||||||
accounts: [{
|
accounts: [{
|
||||||
id: 'a', name: 'A', type: 'BROKERAGE', openedOn: null, meta,
|
id: 'a', name: 'A', type: 'BROKERAGE', openedOn: null, meta,
|
||||||
snapshot: {
|
snapshot: {
|
||||||
cashBalances: [], structure: {}, totalsByCurrency: [],
|
cash: { currency: 'RUB', value: '0' }, structure: {}, totals: { currency: 'RUB', value: '0' },
|
||||||
positions: [
|
positions: [
|
||||||
{ type: 'STOCK', quantity: '-2', averagePurchasePrice: { currency: 'RUB', value: '100' }, absoluteReturn: { currency: 'RUB', value: '-20' } },
|
{ 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([
|
expect((await service.list('owner')).data?.[0]?.portfolioSummary?.unrealizedReturn).toEqual(
|
||||||
{ currency: 'RUB', absolute: '-20', costBasis: '-200', percent: null, partial: false },
|
{ absolute: '-19', costBasis: '-190', 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 () => {
|
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 { createHash } from 'node:crypto';
|
||||||
|
|
||||||
import {
|
import {
|
||||||
|
add,
|
||||||
decimalFromString,
|
decimalFromString,
|
||||||
divide,
|
divide,
|
||||||
formatDecimal,
|
formatDecimal,
|
||||||
@@ -10,7 +11,6 @@ import {
|
|||||||
} from '#src/common/decimal';
|
} from '#src/common/decimal';
|
||||||
|
|
||||||
import { investmentResourceMeta } from '../investment-resource.mapper';
|
import { investmentResourceMeta } from '../investment-resource.mapper';
|
||||||
import { sumMoneyByCurrency } from '../portfolio/domain/portfolio-totals';
|
|
||||||
import { PortfolioPositionDto, PortfolioService } from '../portfolio/portfolio.api';
|
import { PortfolioPositionDto, PortfolioService } from '../portfolio/portfolio.api';
|
||||||
import { hourlyAttempt, TbankSyncRepository } from '../tbank-sync/tbank-sync.api';
|
import { hourlyAttempt, TbankSyncRepository } from '../tbank-sync/tbank-sync.api';
|
||||||
import {
|
import {
|
||||||
@@ -22,61 +22,42 @@ import {
|
|||||||
const PERCENT_DECIMAL_PLACES = 2;
|
const PERCENT_DECIMAL_PLACES = 2;
|
||||||
const ZERO_QUANTITY = 0n;
|
const ZERO_QUANTITY = 0n;
|
||||||
|
|
||||||
function unrealizedReturns(positions: PortfolioPositionDto[]): UnrealizedReturnDto[] {
|
function unrealizedReturn(positions: PortfolioPositionDto[]): UnrealizedReturnDto {
|
||||||
// Cash-like CURRENCY positions must not duplicate the separately returned cash balances.
|
const absoluteReturn = positions.reduce(
|
||||||
const investments = positions.filter((position) => position.type !== 'CURRENCY');
|
(sum, position) => position.absoluteReturn
|
||||||
const absolute = sumMoneyByCurrency(
|
? add(sum, decimalFromString(position.absoluteReturn.value))
|
||||||
investments.flatMap((position) => position.absoluteReturn ? [position.absoluteReturn] : []),
|
: sum,
|
||||||
|
decimalFromString('0'),
|
||||||
);
|
);
|
||||||
const costs = sumMoneyByCurrency(
|
const costBasis = positions
|
||||||
investments.flatMap((position) =>
|
.filter((position) => position.absoluteReturn && position.averagePurchasePrice)
|
||||||
position.absoluteReturn && position.averagePurchasePrice
|
.reduce(
|
||||||
? [{
|
(sum, position) =>
|
||||||
currency: position.absoluteReturn.currency,
|
// eslint-disable-next-line @typescript-eslint/no-non-null-assertion -- Guarded by the filter above.
|
||||||
value: formatDecimal(multiply(
|
add(sum, multiply(decimalFromString(position.averagePurchasePrice!.value), decimalFromString(position.quantity))),
|
||||||
decimalFromString(position.averagePurchasePrice.value),
|
decimalFromString('0'),
|
||||||
decimalFromString(position.quantity),
|
);
|
||||||
)),
|
const partial = positions.some(
|
||||||
}]
|
(position) => !position.absoluteReturn && (position.averagePurchasePrice || position.currentValue),
|
||||||
: [],
|
|
||||||
),
|
|
||||||
);
|
|
||||||
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.
|
// A short position has negative cost basis, so a percent would flip sign or net out.
|
||||||
const withShorts = new Set(
|
const withShorts = positions.some(
|
||||||
investments.flatMap((position) => {
|
(position) =>
|
||||||
const money = position.absoluteReturn ?? position.averagePurchasePrice ?? position.currentValue;
|
(position.absoluteReturn ?? position.averagePurchasePrice ?? position.currentValue) &&
|
||||||
return money && decimalFromString(position.quantity).value < ZERO_QUANTITY ? [money.currency] : [];
|
decimalFromString(position.quantity).value < ZERO_QUANTITY,
|
||||||
}),
|
|
||||||
);
|
);
|
||||||
const currencies = new Set([...absolute, ...costs].map((money) => money.currency));
|
return {
|
||||||
return [...new Set([...currencies, ...partial])]
|
absolute: formatDecimal(absoluteReturn),
|
||||||
.sort((left, right) => left.localeCompare(right))
|
costBasis: formatDecimal(costBasis),
|
||||||
.map((currency) => {
|
percent: isZero(costBasis) || withShorts
|
||||||
const absoluteReturn = absolute.find((money) => money.currency === currency)?.value ?? '0';
|
? null
|
||||||
const costBasis = costs.find((money) => money.currency === currency)?.value ?? '0';
|
: formatDecimal(divide(
|
||||||
const cost = decimalFromString(costBasis);
|
multiply(absoluteReturn, decimalFromString('100')),
|
||||||
return {
|
costBasis,
|
||||||
currency,
|
PERCENT_DECIMAL_PLACES,
|
||||||
absolute: absoluteReturn,
|
)),
|
||||||
costBasis,
|
partial,
|
||||||
percent: isZero(cost) || withShorts.has(currency)
|
};
|
||||||
? null
|
|
||||||
: formatDecimal(divide(
|
|
||||||
multiply(decimalFromString(absoluteReturn), decimalFromString('100')),
|
|
||||||
cost,
|
|
||||||
PERCENT_DECIMAL_PLACES,
|
|
||||||
)),
|
|
||||||
partial: partial.has(currency),
|
|
||||||
};
|
|
||||||
});
|
|
||||||
}
|
}
|
||||||
|
|
||||||
@Injectable()
|
@Injectable()
|
||||||
@@ -98,10 +79,10 @@ export class BrokerageAccountsService {
|
|||||||
openedOn: account.openedOn,
|
openedOn: account.openedOn,
|
||||||
portfolioSummary: account.snapshot
|
portfolioSummary: account.snapshot
|
||||||
? {
|
? {
|
||||||
totalsByCurrency: account.snapshot.totalsByCurrency,
|
totals: account.snapshot.totals,
|
||||||
cashBalances: account.snapshot.cashBalances,
|
cash: account.snapshot.cash,
|
||||||
structure: account.snapshot.structure,
|
structure: account.snapshot.structure,
|
||||||
unrealizedReturnByCurrency: unrealizedReturns(account.snapshot.positions),
|
unrealizedReturn: unrealizedReturn(account.snapshot.positions),
|
||||||
stockPositionCount: account.snapshot.positions.filter(
|
stockPositionCount: account.snapshot.positions.filter(
|
||||||
(position) => position.type === 'STOCK',
|
(position) => position.type === 'STOCK',
|
||||||
).length,
|
).length,
|
||||||
|
|||||||
@@ -39,10 +39,7 @@ export class IncomePeriodDto {
|
|||||||
declare to: string;
|
declare to: string;
|
||||||
}
|
}
|
||||||
|
|
||||||
export class IncomeCurrencySummaryDto {
|
export class IncomeTotalDto {
|
||||||
@ApiProperty()
|
|
||||||
declare currency: string;
|
|
||||||
|
|
||||||
@ApiProperty({ type: MoneyDto })
|
@ApiProperty({ type: MoneyDto })
|
||||||
declare coupon: MoneyDto;
|
declare coupon: MoneyDto;
|
||||||
|
|
||||||
@@ -60,8 +57,8 @@ export class IncomeSummaryDto {
|
|||||||
@ApiProperty({ type: IncomePeriodDto })
|
@ApiProperty({ type: IncomePeriodDto })
|
||||||
declare period: IncomePeriodDto;
|
declare period: IncomePeriodDto;
|
||||||
|
|
||||||
@ApiProperty({ type: IncomeCurrencySummaryDto, isArray: true })
|
@ApiProperty({ type: IncomeTotalDto })
|
||||||
declare totalsByCurrency: IncomeCurrencySummaryDto[];
|
declare total: IncomeTotalDto;
|
||||||
|
|
||||||
@ApiProperty({ format: 'date-time' })
|
@ApiProperty({ format: 'date-time' })
|
||||||
declare calculatedAt: string;
|
declare calculatedAt: string;
|
||||||
@@ -71,8 +68,8 @@ export class IncomeBucketDto {
|
|||||||
@ApiProperty({ type: IncomePeriodDto })
|
@ApiProperty({ type: IncomePeriodDto })
|
||||||
declare period: IncomePeriodDto;
|
declare period: IncomePeriodDto;
|
||||||
|
|
||||||
@ApiProperty({ type: IncomeCurrencySummaryDto, isArray: true })
|
@ApiProperty({ type: IncomeTotalDto })
|
||||||
declare totalsByCurrency: IncomeCurrencySummaryDto[];
|
declare total: IncomeTotalDto;
|
||||||
}
|
}
|
||||||
|
|
||||||
export class IncomeInstrumentDto {
|
export class IncomeInstrumentDto {
|
||||||
|
|||||||
@@ -57,22 +57,22 @@ describe('IncomeAnalyticsService', () => {
|
|||||||
ticker: 'T',
|
ticker: 'T',
|
||||||
instrumentType: 'bond',
|
instrumentType: 'bond',
|
||||||
},
|
},
|
||||||
key: 'uid:UID:RUB',
|
key: 'uid:UID',
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
identity: { figi: 'FIGI', ticker: 'T', instrumentType: 'bond' },
|
identity: { figi: 'FIGI', ticker: 'T', instrumentType: 'bond' },
|
||||||
key: 'figi:FIGI:RUB',
|
key: 'figi:FIGI',
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
identity: { ticker: 'T', instrumentType: 'bond' },
|
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' },
|
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',
|
'uses one membership for entry and aggregate: $key',
|
||||||
async ({ identity, key }) => {
|
async ({ identity, key }) => {
|
||||||
@@ -102,7 +102,7 @@ describe('IncomeAnalyticsService', () => {
|
|||||||
},
|
},
|
||||||
);
|
);
|
||||||
|
|
||||||
it('preserves entry order, repeated IDs, currency groups and signed exact totals', async () => {
|
it('preserves entry order, repeated IDs and signed exact totals', async () => {
|
||||||
const selected = [
|
const selected = [
|
||||||
{
|
{
|
||||||
...entry('same-id', 'OPERATION_TYPE_COUPON', '10.25', 'RUB'),
|
...entry('same-id', 'OPERATION_TYPE_COUPON', '10.25', 'RUB'),
|
||||||
@@ -112,10 +112,6 @@ describe('IncomeAnalyticsService', () => {
|
|||||||
...entry('same-id', 'OPERATION_TYPE_DIVIDEND', '-0.25', 'RUB'),
|
...entry('same-id', 'OPERATION_TYPE_DIVIDEND', '-0.25', 'RUB'),
|
||||||
instrumentUid: 'UID',
|
instrumentUid: 'UID',
|
||||||
},
|
},
|
||||||
{
|
|
||||||
...entry('usd', 'OPERATION_TYPE_COUPON', '20', 'USD'),
|
|
||||||
instrumentUid: 'UID',
|
|
||||||
},
|
|
||||||
];
|
];
|
||||||
seed(selected);
|
seed(selected);
|
||||||
|
|
||||||
@@ -131,7 +127,7 @@ describe('IncomeAnalyticsService', () => {
|
|||||||
expect(result.entries).toEqual(
|
expect(result.entries).toEqual(
|
||||||
selected.map((item) => ({
|
selected.map((item) => ({
|
||||||
...item,
|
...item,
|
||||||
instrumentKey: `uid:UID:${item.payment?.currency}`,
|
instrumentKey: 'uid:UID',
|
||||||
})),
|
})),
|
||||||
);
|
);
|
||||||
expect(
|
expect(
|
||||||
@@ -146,14 +142,7 @@ describe('IncomeAnalyticsService', () => {
|
|||||||
),
|
),
|
||||||
).toEqual([
|
).toEqual([
|
||||||
{
|
{
|
||||||
key: 'uid:UID:USD',
|
key: 'uid:UID',
|
||||||
receiptCount: 1,
|
|
||||||
coupon: { currency: 'USD', value: '20' },
|
|
||||||
dividend: { currency: 'USD', value: '0' },
|
|
||||||
total: { currency: 'USD', value: '20' },
|
|
||||||
},
|
|
||||||
{
|
|
||||||
key: 'uid:UID:RUB',
|
|
||||||
receiptCount: 2,
|
receiptCount: 2,
|
||||||
coupon: { currency: 'RUB', value: '10.25' },
|
coupon: { currency: 'RUB', value: '10.25' },
|
||||||
dividend: { currency: 'RUB', value: '-0.25' },
|
dividend: { currency: 'RUB', value: '-0.25' },
|
||||||
@@ -162,7 +151,7 @@ describe('IncomeAnalyticsService', () => {
|
|||||||
]);
|
]);
|
||||||
expect(
|
expect(
|
||||||
result.entries
|
result.entries
|
||||||
.filter((item) => item.instrumentKey === 'uid:UID:RUB')
|
.filter((item) => item.instrumentKey === 'uid:UID')
|
||||||
.map((item) => item.payment?.value),
|
.map((item) => item.payment?.value),
|
||||||
).toEqual(['10.25', '-0.25']);
|
).toEqual(['10.25', '-0.25']);
|
||||||
});
|
});
|
||||||
@@ -191,26 +180,32 @@ describe('IncomeAnalyticsService', () => {
|
|||||||
expect(response.data?.buckets).toEqual([
|
expect(response.data?.buckets).toEqual([
|
||||||
{
|
{
|
||||||
period: { from: '2026-01-14', to: '2026-01-14' },
|
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' },
|
total: { currency: 'RUB', value: '0.1' },
|
||||||
})],
|
},
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
period: { from: '2026-01-15', to: '2026-01-15' },
|
period: { from: '2026-01-15', to: '2026-01-15' },
|
||||||
totalsByCurrency: [expect.objectContaining({
|
total: {
|
||||||
coupon: { currency: 'RUB', value: '0.2' },
|
coupon: { currency: 'RUB', value: '0.2' },
|
||||||
dividend: { currency: 'RUB', value: '-0.1' },
|
dividend: { currency: 'RUB', value: '-0.1' },
|
||||||
total: { currency: 'RUB', value: '0.1' },
|
total: { currency: 'RUB', value: '0.1' },
|
||||||
})],
|
},
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
period: { from: '2026-01-16', to: '2026-01-16' },
|
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(
|
operations.collectRanges.mockImplementation(
|
||||||
(
|
(
|
||||||
_user: string,
|
_user: string,
|
||||||
@@ -223,7 +218,6 @@ describe('IncomeAnalyticsService', () => {
|
|||||||
entry('coupon', 'OPERATION_TYPE_COUPON', '10.25', 'RUB'),
|
entry('coupon', 'OPERATION_TYPE_COUPON', '10.25', 'RUB'),
|
||||||
entry('dividend', 'OPERATION_TYPE_DIVIDEND', '-2.5', 'RUB'),
|
entry('dividend', 'OPERATION_TYPE_DIVIDEND', '-2.5', 'RUB'),
|
||||||
entry('transfer', 'OPERATION_TYPE_DIVIDEND_TRANSFER', '99', 'RUB'),
|
entry('transfer', 'OPERATION_TYPE_DIVIDEND_TRANSFER', '99', 'RUB'),
|
||||||
entry('usd', 'OPERATION_TYPE_COUPON', '1', 'USD'),
|
|
||||||
],
|
],
|
||||||
].map((items, index) => ({ items, meta: completeMeta(index) }));
|
].map((items, index) => ({ items, meta: completeMeta(index) }));
|
||||||
},
|
},
|
||||||
@@ -238,22 +232,14 @@ describe('IncomeAnalyticsService', () => {
|
|||||||
|
|
||||||
const result = response.data;
|
const result = response.data;
|
||||||
assert(result);
|
assert(result);
|
||||||
expect(result.totalsByCurrency).toEqual([
|
expect(result.total).toEqual({
|
||||||
expect.objectContaining({
|
coupon: { currency: 'RUB', value: '10.25' },
|
||||||
currency: 'RUB',
|
dividend: { currency: 'RUB', value: '-2.5' },
|
||||||
coupon: { currency: 'RUB', value: '10.25' },
|
total: { currency: 'RUB', value: '7.75' },
|
||||||
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([
|
expect(result.entries.map((entry) => entry.id)).toEqual([
|
||||||
'coupon',
|
'coupon',
|
||||||
'dividend',
|
'dividend',
|
||||||
'usd',
|
|
||||||
]);
|
]);
|
||||||
expect(result.buckets).toHaveLength(31);
|
expect(result.buckets).toHaveLength(31);
|
||||||
});
|
});
|
||||||
|
|||||||
@@ -18,11 +18,11 @@ import {
|
|||||||
import {
|
import {
|
||||||
IncomeAnalyticsEntryDto,
|
IncomeAnalyticsEntryDto,
|
||||||
IncomeAnalyticsResourceDto,
|
IncomeAnalyticsResourceDto,
|
||||||
IncomeCurrencySummaryDto,
|
|
||||||
IncomeDependencyDto,
|
IncomeDependencyDto,
|
||||||
IncomeInstrumentDto,
|
IncomeInstrumentDto,
|
||||||
IncomeSummaryDto,
|
IncomeSummaryDto,
|
||||||
IncomeSummaryResourceDto,
|
IncomeSummaryResourceDto,
|
||||||
|
IncomeTotalDto,
|
||||||
} from './income-analytics.dto';
|
} from './income-analytics.dto';
|
||||||
import {
|
import {
|
||||||
IncomeBucketGranularity,
|
IncomeBucketGranularity,
|
||||||
@@ -105,7 +105,7 @@ export class IncomeAnalyticsService {
|
|||||||
assert(current.meta.lastSuccessfulAt);
|
assert(current.meta.lastSuccessfulAt);
|
||||||
const selected = qualifying(current.items).map((entry) => ({
|
const selected = qualifying(current.items).map((entry) => ({
|
||||||
...entry,
|
...entry,
|
||||||
instrumentKey: `${instrumentKey(entry)}:${entry.payment?.currency ?? ''}`,
|
instrumentKey: instrumentKey(entry),
|
||||||
}));
|
}));
|
||||||
return {
|
return {
|
||||||
data: {
|
data: {
|
||||||
@@ -139,23 +139,19 @@ function summaryResponse(
|
|||||||
entries: BrokerageOperationDto[],
|
entries: BrokerageOperationDto[],
|
||||||
calculatedAt: string,
|
calculatedAt: string,
|
||||||
): IncomeSummaryDto {
|
): IncomeSummaryDto {
|
||||||
return { accountId, period, totalsByCurrency: totals(entries), calculatedAt };
|
return { accountId, period, total: totals(entries), calculatedAt };
|
||||||
}
|
}
|
||||||
|
|
||||||
function totals(entries: BrokerageOperationDto[]): IncomeCurrencySummaryDto[] {
|
function totals(entries: BrokerageOperationDto[]): IncomeTotalDto {
|
||||||
const values = new Map<string, Total>();
|
const total = zeroTotal();
|
||||||
for (const entry of entries) {
|
for (const entry of entries) {
|
||||||
if (!entry.payment) continue;
|
if (!entry.payment) continue;
|
||||||
const total = values.get(entry.payment.currency) ?? zeroTotal();
|
|
||||||
const value = decimalFromString(entry.payment.value);
|
const value = decimalFromString(entry.payment.value);
|
||||||
if (isTbankProtocolValue(entry.type, TbankOperationType.Coupon)) {
|
if (isTbankProtocolValue(entry.type, TbankOperationType.Coupon)) {
|
||||||
total.coupon = add(total.coupon, value);
|
total.coupon = add(total.coupon, value);
|
||||||
} else total.dividend = add(total.dividend, value);
|
} else total.dividend = add(total.dividend, value);
|
||||||
values.set(entry.payment.currency, total);
|
|
||||||
}
|
}
|
||||||
return [...values]
|
return presentTotal(total);
|
||||||
.sort(([left], [right]) => left.localeCompare(right))
|
|
||||||
.map(([currency, total]) => presentTotal(currency, total));
|
|
||||||
}
|
}
|
||||||
|
|
||||||
function buckets(
|
function buckets(
|
||||||
@@ -169,7 +165,7 @@ function buckets(
|
|||||||
}));
|
}));
|
||||||
return rangeBuckets(range, granularity).map((period) => ({
|
return rangeBuckets(range, granularity).map((period) => ({
|
||||||
period,
|
period,
|
||||||
totalsByCurrency: totals(
|
total: totals(
|
||||||
datedEntries
|
datedEntries
|
||||||
.filter(({ date }) => date >= period.from && date <= period.to)
|
.filter(({ date }) => date >= period.from && date <= period.to)
|
||||||
.map(({ entry }) => entry),
|
.map(({ entry }) => entry),
|
||||||
@@ -189,7 +185,7 @@ function instruments(
|
|||||||
return [...groups]
|
return [...groups]
|
||||||
.map(([key, group]) => {
|
.map(([key, group]) => {
|
||||||
const first = group[0];
|
const first = group[0];
|
||||||
const [total] = totals(group);
|
const total = totals(group);
|
||||||
return {
|
return {
|
||||||
key,
|
key,
|
||||||
figi: first.figi,
|
figi: first.figi,
|
||||||
@@ -225,15 +221,10 @@ function zeroTotal(): Total {
|
|||||||
return { coupon: { value: 0n, scale: 0 }, dividend: { value: 0n, scale: 0 } };
|
return { coupon: { value: 0n, scale: 0 }, dividend: { value: 0n, scale: 0 } };
|
||||||
}
|
}
|
||||||
|
|
||||||
function presentTotal(
|
function presentTotal(value: Total): IncomeTotalDto {
|
||||||
currency: string,
|
|
||||||
value: Total,
|
|
||||||
): IncomeCurrencySummaryDto {
|
|
||||||
const total = add(value.coupon, value.dividend);
|
|
||||||
return {
|
return {
|
||||||
currency,
|
coupon: { currency: 'RUB', value: formatDecimal(value.coupon) },
|
||||||
coupon: { currency, value: formatDecimal(value.coupon) },
|
dividend: { currency: 'RUB', value: formatDecimal(value.dividend) },
|
||||||
dividend: { currency, value: formatDecimal(value.dividend) },
|
total: { currency: 'RUB', value: formatDecimal(add(value.coupon, value.dividend)) },
|
||||||
total: { currency, value: formatDecimal(total) },
|
|
||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -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.getShare(token, uid)
|
||||||
: this.tbank.getBond(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 {
|
return {
|
||||||
data: { ...publicInstrument({ ...instrument, uid }), uid, slug: instrument.ticker?.toUpperCase() ?? uid },
|
data: { ...publicInstrument({ ...instrument, uid }), uid, slug: instrument.ticker?.toUpperCase() ?? uid },
|
||||||
meta: investmentResourceMeta({
|
meta: investmentResourceMeta({
|
||||||
@@ -74,10 +75,18 @@ export class CatalogDiscoveryService {
|
|||||||
? this.tbank.findShares(token, query)
|
? this.tbank.findShares(token, query)
|
||||||
: this.tbank.findBonds(token, query),
|
: this.tbank.findBonds(token, query),
|
||||||
);
|
);
|
||||||
const matches = selectCatalogInstruments(
|
const candidates = selectCatalogInstruments(
|
||||||
found.filter((item) => item.ticker?.trim().toUpperCase() === query),
|
found.filter((item) => item.ticker?.trim().toUpperCase() === query),
|
||||||
query,
|
query,
|
||||||
instrumentType,
|
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);
|
).slice(FIRST_RESULT_OFFSET, tickerAmbiguityLimit);
|
||||||
if (!matches.length) throw new NotFoundException();
|
if (!matches.length) throw new NotFoundException();
|
||||||
if (matches.length > UNAMBIGUOUS_MATCH_COUNT) {
|
if (matches.length > UNAMBIGUOUS_MATCH_COUNT) {
|
||||||
@@ -104,7 +113,7 @@ export class CatalogDiscoveryService {
|
|||||||
: found,
|
: found,
|
||||||
input.query,
|
input.query,
|
||||||
input.instrumentType,
|
input.instrumentType,
|
||||||
).slice(FIRST_RESULT_OFFSET, input.exactTicker ? tickerAmbiguityLimit : catalogSearchLimit);
|
);
|
||||||
const [details, prices] = await Promise.all([
|
const [details, prices] = await Promise.all([
|
||||||
Promise.all(
|
Promise.all(
|
||||||
instruments.map((item) =>
|
instruments.map((item) =>
|
||||||
@@ -122,12 +131,13 @@ export class CatalogDiscoveryService {
|
|||||||
const fetchedAt = new Date();
|
const fetchedAt = new Date();
|
||||||
const data = instruments.flatMap((item, index) => {
|
const data = instruments.flatMap((item, index) => {
|
||||||
const detail = details.at(index);
|
const detail = details.at(index);
|
||||||
|
if (detail?.currency?.trim().toUpperCase() !== 'RUB') return [];
|
||||||
return [{
|
return [{
|
||||||
...item,
|
...item,
|
||||||
detail: detail ? publicInstrument({ ...detail, uid: item.uid }) : null,
|
detail: detail ? publicInstrument({ ...detail, uid: item.uid }) : null,
|
||||||
price: prices.find((price) => price.instrumentUid === item.uid) ?? null,
|
price: prices.find((price) => price.instrumentUid === item.uid) ?? null,
|
||||||
}];
|
}];
|
||||||
});
|
}).slice(FIRST_RESULT_OFFSET, input.exactTicker ? tickerAmbiguityLimit : catalogSearchLimit);
|
||||||
return {
|
return {
|
||||||
data,
|
data,
|
||||||
meta: investmentResourceMeta({
|
meta: investmentResourceMeta({
|
||||||
|
|||||||
@@ -27,11 +27,11 @@ const row = (
|
|||||||
});
|
});
|
||||||
const portfolio = (positions: PortfolioPositionDto[]): PortfolioDto => ({
|
const portfolio = (positions: PortfolioPositionDto[]): PortfolioDto => ({
|
||||||
positions,
|
positions,
|
||||||
cashBalances: [],
|
cash: { currency: 'RUB', value: '0' },
|
||||||
totalsByCurrency: [],
|
totals: { currency: 'RUB', value: '0' },
|
||||||
isStale: false,
|
isStale: false,
|
||||||
lastSuccessfulAt: '2026-09-10T00:00:00Z',
|
lastSuccessfulAt: '2026-09-10T00:00:00Z',
|
||||||
structure: { currencies: [], unvaluedCategories: [] },
|
structure: { totalValue: '0', hasNegativeValues: false, categories: [], unvaluedCategories: [] },
|
||||||
});
|
});
|
||||||
|
|
||||||
describe('stock position', () => {
|
describe('stock position', () => {
|
||||||
@@ -64,10 +64,10 @@ describe('stock position', () => {
|
|||||||
expect(result.averagePurchasePrice?.value).toBe('0.1');
|
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 = {
|
const second = {
|
||||||
...row(),
|
...row(),
|
||||||
currentValue: money('2', 'USD'),
|
currentValue: null,
|
||||||
averagePurchasePrice: null,
|
averagePurchasePrice: null,
|
||||||
absoluteReturn: null,
|
absoluteReturn: null,
|
||||||
};
|
};
|
||||||
|
|||||||
@@ -46,7 +46,7 @@ export function instrumentPosition(
|
|||||||
averagePurchasePrice:
|
averagePurchasePrice:
|
||||||
positive && totalCost
|
positive && totalCost
|
||||||
? {
|
? {
|
||||||
currency: totalCost.currency,
|
currency: 'RUB',
|
||||||
value: formatDecimal(
|
value: formatDecimal(
|
||||||
divide(
|
divide(
|
||||||
decimalFromString(totalCost.value),
|
decimalFromString(totalCost.value),
|
||||||
@@ -83,17 +83,12 @@ function cost(position: PortfolioPositionDto): MoneyDto | null {
|
|||||||
: null;
|
: null;
|
||||||
}
|
}
|
||||||
function sumComplete(values: (MoneyDto | null)[]): MoneyDto | null {
|
function sumComplete(values: (MoneyDto | null)[]): MoneyDto | null {
|
||||||
const currency = values[0]?.currency;
|
if (!values.length || !values.every((value): value is MoneyDto => value !== null)) return null;
|
||||||
if (
|
const present = values;
|
||||||
!currency ||
|
|
||||||
!values.every((v): v is MoneyDto => v !== null && v.currency === currency)
|
|
||||||
) {
|
|
||||||
return null;
|
|
||||||
}
|
|
||||||
return {
|
return {
|
||||||
currency,
|
currency: 'RUB',
|
||||||
value: formatDecimal(
|
value: formatDecimal(
|
||||||
values.reduce(
|
present.reduce(
|
||||||
(sum, value) => add(sum, decimalFromString(value.value)),
|
(sum, value) => add(sum, decimalFromString(value.value)),
|
||||||
decimalFromString('0'),
|
decimalFromString('0'),
|
||||||
),
|
),
|
||||||
@@ -107,7 +102,6 @@ function percent(
|
|||||||
if (
|
if (
|
||||||
!base ||
|
!base ||
|
||||||
!result ||
|
!result ||
|
||||||
base.currency !== result.currency ||
|
|
||||||
decimalFromString(base.value).value <= ZERO_AMOUNT
|
decimalFromString(base.value).value <= ZERO_AMOUNT
|
||||||
) {
|
) {
|
||||||
return null;
|
return null;
|
||||||
|
|||||||
@@ -178,7 +178,7 @@ export function bondCoupons(
|
|||||||
recordDate &&
|
recordDate &&
|
||||||
recordDate >= today
|
recordDate >= today
|
||||||
? {
|
? {
|
||||||
currency: perBond.currency,
|
currency: 'RUB',
|
||||||
value: formatDecimal(
|
value: formatDecimal(
|
||||||
multiply(quantity, decimalFromString(perBond.value)),
|
multiply(quantity, decimalFromString(perBond.value)),
|
||||||
),
|
),
|
||||||
@@ -227,7 +227,6 @@ export function bondMetrics(
|
|||||||
coupon &&
|
coupon &&
|
||||||
couponPeriodDays &&
|
couponPeriodDays &&
|
||||||
clean &&
|
clean &&
|
||||||
coupon.currency === clean.currency &&
|
|
||||||
decimalFromString(coupon.value).value >= ZERO_AMOUNT &&
|
decimalFromString(coupon.value).value >= ZERO_AMOUNT &&
|
||||||
decimalFromString(clean.value).value > ZERO_AMOUNT
|
decimalFromString(clean.value).value > ZERO_AMOUNT
|
||||||
? formatDecimal(
|
? formatDecimal(
|
||||||
|
|||||||
@@ -82,7 +82,7 @@ export function bondQuote(
|
|||||||
nominal &&
|
nominal &&
|
||||||
decimalFromString(nominal.value).value > ZERO_AMOUNT
|
decimalFromString(nominal.value).value > ZERO_AMOUNT
|
||||||
? {
|
? {
|
||||||
currency: nominal.currency,
|
currency: 'RUB',
|
||||||
value: formatDecimal(
|
value: formatDecimal(
|
||||||
divide(
|
divide(
|
||||||
multiply(
|
multiply(
|
||||||
@@ -96,9 +96,9 @@ export function bondQuote(
|
|||||||
}
|
}
|
||||||
: null;
|
: null;
|
||||||
const dirtyPrice =
|
const dirtyPrice =
|
||||||
cleanPrice && aci && aci.currency === cleanPrice.currency
|
cleanPrice && aci
|
||||||
? {
|
? {
|
||||||
currency: cleanPrice.currency,
|
currency: 'RUB',
|
||||||
value: formatDecimal(
|
value: formatDecimal(
|
||||||
add(
|
add(
|
||||||
decimalFromString(cleanPrice.value),
|
decimalFromString(cleanPrice.value),
|
||||||
|
|||||||
@@ -1,10 +1 @@
|
|||||||
import { formatDecimal } from '#src/common/decimal';
|
export { rubMoney as money } from '#src/integrations/tbank/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;
|
|
||||||
}
|
|
||||||
|
|||||||
+3
-2
@@ -70,16 +70,17 @@ export function metrics(
|
|||||||
// eslint-disable-next-line security/detect-object-injection -- Keys come from the fixed metric selection declared above.
|
// eslint-disable-next-line security/detect-object-injection -- Keys come from the fixed metric selection declared above.
|
||||||
const value = values[key];
|
const value = values[key];
|
||||||
const currency = values.currency?.toUpperCase() || null;
|
const currency = values.currency?.toUpperCase() || null;
|
||||||
|
const rub = currency === 'RUB';
|
||||||
return typeof value === 'number' &&
|
return typeof value === 'number' &&
|
||||||
Number.isFinite(value) &&
|
Number.isFinite(value) &&
|
||||||
(unit !== 'money' || currency)
|
(unit !== 'money' || rub)
|
||||||
? [
|
? [
|
||||||
{
|
{
|
||||||
key,
|
key,
|
||||||
value,
|
value,
|
||||||
unit,
|
unit,
|
||||||
period,
|
period,
|
||||||
currency: unit === 'money' ? currency : null,
|
currency: unit === 'money' ? 'RUB' : null,
|
||||||
},
|
},
|
||||||
]
|
]
|
||||||
: [];
|
: [];
|
||||||
|
|||||||
@@ -45,7 +45,7 @@ export class StockCatalogService {
|
|||||||
price:
|
price:
|
||||||
last?.price && detail.currency
|
last?.price && detail.currency
|
||||||
? {
|
? {
|
||||||
currency: detail.currency,
|
currency: 'RUB',
|
||||||
value: formatDecimal(decimal(last.price)),
|
value: formatDecimal(decimal(last.price)),
|
||||||
}
|
}
|
||||||
: null,
|
: null,
|
||||||
|
|||||||
@@ -6,7 +6,7 @@ import {
|
|||||||
multiply,
|
multiply,
|
||||||
} from '#src/common/decimal';
|
} from '#src/common/decimal';
|
||||||
import { ISO_DATE_LENGTH, ISO_DATE_START } from '#src/common/time';
|
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 {
|
import {
|
||||||
TbankAccessService,
|
TbankAccessService,
|
||||||
type TbankDividend,
|
type TbankDividend,
|
||||||
@@ -131,11 +131,7 @@ export function stockDividends(
|
|||||||
const recordDate = timestamp(event.recordDate)?.slice(ISO_DATE_START, ISO_DATE_LENGTH) ?? null;
|
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 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 lastBuyDate = timestamp(event.lastBuyDate)?.slice(ISO_DATE_START, ISO_DATE_LENGTH) ?? null;
|
||||||
const currency = event.dividendNet?.currency?.toUpperCase();
|
const perShare = rubMoney(event.dividendNet);
|
||||||
const perShare =
|
|
||||||
currency && event.dividendNet
|
|
||||||
? { currency, value: formatDecimal(decimal(event.dividendNet)) }
|
|
||||||
: null;
|
|
||||||
// A future payment can have an already-fixed register: keep the event, but do not estimate entitlement from today's holding.
|
// 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 eventDate = paymentDate ?? recordDate;
|
||||||
const timing: StockDividendDto['timing'] = eventDate
|
const timing: StockDividendDto['timing'] = eventDate
|
||||||
@@ -150,7 +146,7 @@ export function stockDividends(
|
|||||||
recordDate >= today &&
|
recordDate >= today &&
|
||||||
timing === 'upcoming'
|
timing === 'upcoming'
|
||||||
? {
|
? {
|
||||||
currency: perShare.currency,
|
currency: 'RUB',
|
||||||
value: formatDecimal(
|
value: formatDecimal(
|
||||||
multiply(quantity, decimalFromString(perShare.value)),
|
multiply(quantity, decimalFromString(perShare.value)),
|
||||||
),
|
),
|
||||||
|
|||||||
@@ -8,7 +8,7 @@ import {
|
|||||||
subtract,
|
subtract,
|
||||||
} from '#src/common/decimal';
|
} from '#src/common/decimal';
|
||||||
import { ISO_DATE_LENGTH, ISO_DATE_START } from '#src/common/time';
|
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 { CandleService } from '../../application/candle.service';
|
||||||
import {
|
import {
|
||||||
@@ -70,15 +70,8 @@ export function stockQuote(
|
|||||||
const { price: last, candle: previous, tradingStatus = null } = values;
|
const { price: last, candle: previous, tradingStatus = null } = values;
|
||||||
const share = values.instrument;
|
const share = values.instrument;
|
||||||
const priceAt = timestamp(last?.time);
|
const priceAt = timestamp(last?.time);
|
||||||
const currency = share?.currency?.toUpperCase();
|
const price = last?.price ? rubMoney({ ...last.price, currency: share?.currency }) : null;
|
||||||
const price =
|
const previousPrice = previous?.close ? rubMoney({ ...previous.close, currency: share?.currency }) : null;
|
||||||
last?.price && currency
|
|
||||||
? { currency, value: formatDecimal(decimal(last.price)) }
|
|
||||||
: null;
|
|
||||||
const previousPrice =
|
|
||||||
previous?.close && currency
|
|
||||||
? { currency, value: formatDecimal(decimal(previous.close)) }
|
|
||||||
: null;
|
|
||||||
const difference =
|
const difference =
|
||||||
price && previousPrice
|
price && previousPrice
|
||||||
? subtract(
|
? subtract(
|
||||||
@@ -93,8 +86,8 @@ export function stockQuote(
|
|||||||
previousCloseDate: timestamp(previous?.time)?.slice(ISO_DATE_START, ISO_DATE_LENGTH) ?? null,
|
previousCloseDate: timestamp(previous?.time)?.slice(ISO_DATE_START, ISO_DATE_LENGTH) ?? null,
|
||||||
previousClose: previousPrice,
|
previousClose: previousPrice,
|
||||||
change:
|
change:
|
||||||
difference && currency
|
difference
|
||||||
? { currency, value: formatDecimal(difference) }
|
? { currency: 'RUB', value: formatDecimal(difference) }
|
||||||
: null,
|
: null,
|
||||||
changePercent:
|
changePercent:
|
||||||
difference &&
|
difference &&
|
||||||
|
|||||||
+1
-2
@@ -87,7 +87,6 @@ describe('StockScreenerService', () => {
|
|||||||
client.getAllShares.mockResolvedValueOnce([
|
client.getAllShares.mockResolvedValueOnce([
|
||||||
share(1, {
|
share(1, {
|
||||||
countryOfRisk: undefined,
|
countryOfRisk: undefined,
|
||||||
currency: undefined,
|
|
||||||
isin: undefined,
|
isin: undefined,
|
||||||
realExchange: undefined,
|
realExchange: undefined,
|
||||||
sector: undefined,
|
sector: undefined,
|
||||||
@@ -96,7 +95,7 @@ describe('StockScreenerService', () => {
|
|||||||
}),
|
}),
|
||||||
]);
|
]);
|
||||||
const result = await service.search('user-1', {});
|
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: ' ' })]);
|
client.getAllShares.mockResolvedValueOnce([share(2, { name: ' ' })]);
|
||||||
await expect(service.search('user-1', {})).rejects.toBeInstanceOf(ServiceUnavailableException);
|
await expect(service.search('user-1', {})).rejects.toBeInstanceOf(ServiceUnavailableException);
|
||||||
|
|||||||
+9
-2
@@ -29,16 +29,23 @@ describe('selectStockScreenerInstruments', () => {
|
|||||||
share({ isin: 'D', sector: 'finance', uid: 'uid-4' }),
|
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' })] });
|
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([
|
it.each([
|
||||||
['sector', { sector: 'energy' }, share({ sector: undefined })],
|
['sector', { sector: 'energy' }, share({ sector: undefined })],
|
||||||
['share type', { shareType: 'common' }, share({ shareType: 'preferred' })],
|
['share type', { shareType: 'common' }, share({ shareType: 'preferred' })],
|
||||||
['currency', { currency: 'USD' }, share({ currency: undefined })],
|
|
||||||
['exchange', { realExchange: 'MOEX' }, share({ realExchange: undefined })],
|
['exchange', { realExchange: 'MOEX' }, share({ realExchange: undefined })],
|
||||||
['country of risk', { countryOfRisk: 'RU' }, share({ countryOfRisk: 'US' })],
|
['country of risk', { countryOfRisk: 'RU' }, share({ countryOfRisk: 'US' })],
|
||||||
['query', { query: 'star' }, share({ name: undefined, ticker: undefined })],
|
['query', { query: 'star' }, share({ name: undefined, ticker: undefined })],
|
||||||
|
|||||||
@@ -7,7 +7,6 @@ export type StockScreenerCatalog = {
|
|||||||
|
|
||||||
export type StockScreenerConditions = {
|
export type StockScreenerConditions = {
|
||||||
countryOfRisk?: string;
|
countryOfRisk?: string;
|
||||||
currency?: string;
|
|
||||||
maxLot?: number;
|
maxLot?: number;
|
||||||
query?: string;
|
query?: string;
|
||||||
realExchange?: string;
|
realExchange?: string;
|
||||||
@@ -76,12 +75,7 @@ function matches(
|
|||||||
) {
|
) {
|
||||||
return false;
|
return false;
|
||||||
}
|
}
|
||||||
if (
|
if (instrument.currency?.toUpperCase() !== 'RUB') return false;
|
||||||
conditions.currency !== undefined &&
|
|
||||||
instrument.currency !== conditions.currency
|
|
||||||
) {
|
|
||||||
return false;
|
|
||||||
}
|
|
||||||
if (
|
if (
|
||||||
conditions.realExchange !== undefined &&
|
conditions.realExchange !== undefined &&
|
||||||
instrument.realExchange !== conditions.realExchange
|
instrument.realExchange !== conditions.realExchange
|
||||||
|
|||||||
@@ -89,7 +89,7 @@ export class StockController {
|
|||||||
criteria: StockScreenerCriteriaDto,
|
criteria: StockScreenerCriteriaDto,
|
||||||
) {
|
) {
|
||||||
// The global whitelist pipe strips unknown keys before this param pipe runs, so only the raw body can reject them.
|
// 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))) {
|
if (Object.keys(request.body as object).some((key) => !allowed.has(key))) {
|
||||||
throw new BadRequestException();
|
throw new BadRequestException();
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -52,7 +52,6 @@ export class StockScreenerCriteriaDto {
|
|||||||
@IsOptional()
|
@IsOptional()
|
||||||
@IsString()
|
@IsString()
|
||||||
@MinLength(MIN_TICKER_LENGTH)
|
@MinLength(MIN_TICKER_LENGTH)
|
||||||
currency?: string;
|
|
||||||
|
|
||||||
@ApiPropertyOptional({ minLength: MIN_TICKER_LENGTH })
|
@ApiPropertyOptional({ minLength: MIN_TICKER_LENGTH })
|
||||||
@IsOptional()
|
@IsOptional()
|
||||||
|
|||||||
@@ -56,6 +56,24 @@ describe('mapBrokerageOperation', () => {
|
|||||||
payment: null,
|
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', () => {
|
describe('executed trade quantity', () => {
|
||||||
|
|||||||
@@ -1,8 +1,7 @@
|
|||||||
import { formatDecimal } from '#src/common/decimal';
|
|
||||||
import { MILLISECONDS_PER_SECOND } from '#src/common/time';
|
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 { 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 { type OperationCategory } from '../../operation-category';
|
||||||
import { BrokerageOperationDto } from '../presentation/brokerage-operation.dto';
|
import { BrokerageOperationDto } from '../presentation/brokerage-operation.dto';
|
||||||
@@ -56,7 +55,7 @@ export function mapBrokerageOperation(
|
|||||||
ticker: text(operation.ticker),
|
ticker: text(operation.ticker),
|
||||||
instrumentType: text(operation.instrumentType),
|
instrumentType: text(operation.instrumentType),
|
||||||
logoName: null,
|
logoName: null,
|
||||||
payment: money(operation.payment),
|
payment: rubMoney(operation.payment),
|
||||||
quantity:
|
quantity:
|
||||||
(operationCategory(operation.type) === 'trade'
|
(operationCategory(operation.type) === 'trade'
|
||||||
? operation.quantityDone
|
? operation.quantityDone
|
||||||
@@ -67,9 +66,9 @@ export function mapBrokerageOperation(
|
|||||||
? operation.quantityDone
|
? operation.quantityDone
|
||||||
: operation.quantity,
|
: operation.quantity,
|
||||||
),
|
),
|
||||||
price: money(operation.price),
|
price: rubMoney(operation.price),
|
||||||
accruedInterest: money(operation.accruedInt),
|
accruedInterest: rubMoney(operation.accruedInt),
|
||||||
commission: money(operation.commission),
|
commission: rubMoney(operation.commission),
|
||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
@@ -77,13 +76,6 @@ function text(value: string | undefined): null | string {
|
|||||||
return value?.trim() || null;
|
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(
|
export function operationTimestamp(
|
||||||
value: undefined | { nanos?: number; seconds?: number | string },
|
value: undefined | { nanos?: number; seconds?: number | string },
|
||||||
) {
|
) {
|
||||||
|
|||||||
@@ -8,7 +8,6 @@ export enum PerformanceUnavailableReason {
|
|||||||
AmbiguousReturn = 'AMBIGUOUS_RETURN',
|
AmbiguousReturn = 'AMBIGUOUS_RETURN',
|
||||||
HistoryStartUnknown = 'HISTORY_START_UNKNOWN',
|
HistoryStartUnknown = 'HISTORY_START_UNKNOWN',
|
||||||
IndexHistoryUnavailable = 'INDEX_HISTORY_UNAVAILABLE',
|
IndexHistoryUnavailable = 'INDEX_HISTORY_UNAVAILABLE',
|
||||||
NonRubActivity = 'NON_RUB_ACTIVITY',
|
|
||||||
NoSolution = 'NO_SOLUTION',
|
NoSolution = 'NO_SOLUTION',
|
||||||
OperationsHistoryIncomplete = 'OPERATIONS_HISTORY_INCOMPLETE',
|
OperationsHistoryIncomplete = 'OPERATIONS_HISTORY_INCOMPLETE',
|
||||||
PortfolioValuationIncomplete = 'PORTFOLIO_VALUATION_INCOMPLETE',
|
PortfolioValuationIncomplete = 'PORTFOLIO_VALUATION_INCOMPLETE',
|
||||||
|
|||||||
@@ -30,12 +30,20 @@ describe('performance cash flows', () => {
|
|||||||
expect(result.flows).toHaveLength(2);
|
expect(result.flows).toHaveLength(2);
|
||||||
});
|
});
|
||||||
|
|
||||||
it('detects non-RUB operations and unvalued securities transfers', () => {
|
it('detects unvalued securities transfers', () => {
|
||||||
const result = readPerformanceOperations([
|
const result = readPerformanceOperations([
|
||||||
op('A', 'OPERATION_TYPE_INPUT', '2025-01-01T15:00:00Z', '10', 'usd'),
|
|
||||||
op('B', 'OPERATION_TYPE_INPUT_SECURITIES', '2025-01-01T15:00:00Z', '0'),
|
op('B', 'OPERATION_TYPE_INPUT_SECURITIES', '2025-01-01T15:00:00Z', '0'),
|
||||||
]);
|
]);
|
||||||
expect([...result.nonRubAccounts]).toEqual(['A']);
|
|
||||||
expect([...result.unvaluedAccounts]).toEqual(['B']);
|
expect([...result.unvaluedAccounts]).toEqual(['B']);
|
||||||
});
|
});
|
||||||
|
|
||||||
|
it('skips non-RUB cash movements read back from persisted payloads', () => {
|
||||||
|
const result = readPerformanceOperations([
|
||||||
|
op('A', 'OPERATION_TYPE_INPUT', '2025-01-01T15:00:00Z', '100'),
|
||||||
|
op('A', 'OPERATION_TYPE_INPUT', '2025-02-01T15:00:00Z', '21', 'usd'),
|
||||||
|
]);
|
||||||
|
expect(result.flows).toHaveLength(1);
|
||||||
|
expect(formatDecimal(sumFlows(result.flows))).toBe('100');
|
||||||
|
expect([...result.missingAmountAccounts]).toEqual([]);
|
||||||
|
});
|
||||||
});
|
});
|
||||||
|
|||||||
@@ -68,6 +68,7 @@ function appendCashFlow(
|
|||||||
missingAmountAccounts.add(operation.accountId);
|
missingAmountAccounts.add(operation.accountId);
|
||||||
return;
|
return;
|
||||||
}
|
}
|
||||||
|
// RUB-only: non-RUB cash movements have no rate to RUB and are left out of XIRR.
|
||||||
if (value.currency !== 'RUB') return;
|
if (value.currency !== 'RUB') return;
|
||||||
const amount = magnitude(value.value);
|
const amount = magnitude(value.value);
|
||||||
flows.push({
|
flows.push({
|
||||||
@@ -79,7 +80,6 @@ function appendCashFlow(
|
|||||||
|
|
||||||
export function readPerformanceOperations(operations: Operation[]) {
|
export function readPerformanceOperations(operations: Operation[]) {
|
||||||
const flows: PerformanceFlow[] = [];
|
const flows: PerformanceFlow[] = [];
|
||||||
const nonRubAccounts = new Set<string>();
|
|
||||||
const unvaluedAccounts = new Set<string>();
|
const unvaluedAccounts = new Set<string>();
|
||||||
const missingAmountAccounts = new Set<string>();
|
const missingAmountAccounts = new Set<string>();
|
||||||
for (const operation of operations) {
|
for (const operation of operations) {
|
||||||
@@ -87,14 +87,13 @@ export function readPerformanceOperations(operations: Operation[]) {
|
|||||||
if (typeof payload.type !== 'string') continue;
|
if (typeof payload.type !== 'string') continue;
|
||||||
const value = money(payload.payment);
|
const value = money(payload.payment);
|
||||||
if (deposits.has(payload.type) || withdrawals.has(payload.type)) {
|
if (deposits.has(payload.type) || withdrawals.has(payload.type)) {
|
||||||
if (value && value.currency !== 'RUB') nonRubAccounts.add(operation.accountId);
|
|
||||||
appendCashFlow(operation, payload, value, flows, missingAmountAccounts);
|
appendCashFlow(operation, payload, value, flows, missingAmountAccounts);
|
||||||
} else if (securities.has(payload.type)) {
|
} else if (securities.has(payload.type)) {
|
||||||
// Securities moved in or out carry no money amount for the flow.
|
// Securities moved in or out carry no money amount for the flow.
|
||||||
unvaluedAccounts.add(operation.accountId);
|
unvaluedAccounts.add(operation.accountId);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
return { flows, missingAmountAccounts, nonRubAccounts, unvaluedAccounts };
|
return { flows, missingAmountAccounts, unvaluedAccounts };
|
||||||
}
|
}
|
||||||
|
|
||||||
export function candidateTransfers(input: ReturnType<typeof readPerformanceOperations>): Candidate[] {
|
export function candidateTransfers(input: ReturnType<typeof readPerformanceOperations>): Candidate[] {
|
||||||
|
|||||||
@@ -16,7 +16,7 @@ function account(accountId: string, amount = '121000') {
|
|||||||
return {
|
return {
|
||||||
accountId, name: accountId, historyFrom: first, historyBoundary: 'known',
|
accountId, name: accountId, historyFrom: first, historyBoundary: 'known',
|
||||||
portfolio: { fetchedAt: end, payload: {
|
portfolio: { fetchedAt: end, payload: {
|
||||||
positions: [], totalsByCurrency: [{ currency: 'RUB', value: amount }],
|
positions: [], totals: { currency: 'RUB', value: amount },
|
||||||
} },
|
} },
|
||||||
coverage: [{ from: first, to: coverageEnd, asOf: coverageEnd }],
|
coverage: [{ from: first, to: coverageEnd, asOf: coverageEnd }],
|
||||||
operations: [operation(accountId, 'OPERATION_TYPE_INPUT', '100000')],
|
operations: [operation(accountId, 'OPERATION_TYPE_INPUT', '100000')],
|
||||||
|
|||||||
@@ -17,14 +17,13 @@ import {
|
|||||||
PerformanceReturnDto, PerformanceSeriesPointDto,
|
PerformanceReturnDto, PerformanceSeriesPointDto,
|
||||||
} from './presentation/performance.dto';
|
} from './presentation/performance.dto';
|
||||||
|
|
||||||
const RUB = 'RUB';
|
|
||||||
const DAY_MS = 86_400_000;
|
const DAY_MS = 86_400_000;
|
||||||
const DAYS_IN_YEAR = 365;
|
const DAYS_IN_YEAR = 365;
|
||||||
const RATE_SCALE = 6;
|
const RATE_SCALE = 6;
|
||||||
const MONEY_SCALE = 2;
|
const MONEY_SCALE = 2;
|
||||||
|
const RUB = 'RUB';
|
||||||
const ZERO = 0;
|
const ZERO = 0;
|
||||||
const ONE = 1;
|
const ONE = 1;
|
||||||
const ZERO_UNITS = 0n;
|
|
||||||
const ZERO_DECIMAL = decimalFromString('0');
|
const ZERO_DECIMAL = decimalFromString('0');
|
||||||
const LAST_FLOW = -1;
|
const LAST_FLOW = -1;
|
||||||
const ONE_DECIMAL = decimalFromString('1');
|
const ONE_DECIMAL = decimalFromString('1');
|
||||||
@@ -164,7 +163,7 @@ export class PerformanceService {
|
|||||||
const portfolio = account.portfolio;
|
const portfolio = account.portfolio;
|
||||||
if (!portfolio) return fail(PerformanceUnavailableReason.PortfolioValuationIncomplete);
|
if (!portfolio) return fail(PerformanceUnavailableReason.PortfolioValuationIncomplete);
|
||||||
const snapshot = portfolio.payload as { positions: { currentValue: unknown }[];
|
const snapshot = portfolio.payload as { positions: { currentValue: unknown }[];
|
||||||
totalsByCurrency: { currency: string; value: string }[]; };
|
totals: { value: string }; };
|
||||||
if (!isCompleteValuation(snapshot)) return fail(PerformanceUnavailableReason.PortfolioValuationIncomplete);
|
if (!isCompleteValuation(snapshot)) return fail(PerformanceUnavailableReason.PortfolioValuationIncomplete);
|
||||||
if (!hasPerformanceCoverage(account.accountId, account.historyFrom, portfolio.fetchedAt, account.coverage)) {
|
if (!hasPerformanceCoverage(account.accountId, account.historyFrom, portfolio.fetchedAt, account.coverage)) {
|
||||||
return fail(PerformanceUnavailableReason.OperationsHistoryIncomplete);
|
return fail(PerformanceUnavailableReason.OperationsHistoryIncomplete);
|
||||||
@@ -172,16 +171,10 @@ export class PerformanceService {
|
|||||||
const operations = account.operations.filter((op) => op.occurredAt <= portfolio.fetchedAt)
|
const operations = account.operations.filter((op) => op.occurredAt <= portfolio.fetchedAt)
|
||||||
.map((op) => ({ ...op, accountId: account.accountId }));
|
.map((op) => ({ ...op, accountId: account.accountId }));
|
||||||
const parsed = readPerformanceOperations(operations);
|
const parsed = readPerformanceOperations(operations);
|
||||||
if (parsed.nonRubAccounts.size || snapshot.totalsByCurrency.some((row) =>
|
|
||||||
row.currency !== RUB && decimalFromString(row.value).value !== ZERO_UNITS)) {
|
|
||||||
return fail(PerformanceUnavailableReason.NonRubActivity);
|
|
||||||
}
|
|
||||||
if (parsed.missingAmountAccounts.size) return fail(PerformanceUnavailableReason.OperationsHistoryIncomplete);
|
if (parsed.missingAmountAccounts.size) return fail(PerformanceUnavailableReason.OperationsHistoryIncomplete);
|
||||||
if (parsed.unvaluedAccounts.size) return fail(PerformanceUnavailableReason.UnvaluedSecuritiesTransfer);
|
if (parsed.unvaluedAccounts.size) return fail(PerformanceUnavailableReason.UnvaluedSecuritiesTransfer);
|
||||||
const value = snapshot.totalsByCurrency.find((row) => row.currency === RUB);
|
|
||||||
if (!value) return fail(PerformanceUnavailableReason.PortfolioValuationIncomplete);
|
|
||||||
return {
|
return {
|
||||||
included: { account, flows: parsed.flows, value: decimalFromString(value.value),
|
included: { account, flows: parsed.flows, value: decimalFromString(snapshot.totals.value),
|
||||||
to: moscowDate(portfolio.fetchedAt) },
|
to: moscowDate(portfolio.fetchedAt) },
|
||||||
reason: null,
|
reason: null,
|
||||||
};
|
};
|
||||||
|
|||||||
@@ -103,24 +103,21 @@ function filterEvents<T extends object>(payload: T, scopeKey: string, savedScope
|
|||||||
const [, from, to] = JSON.parse(scopeKey.slice('events/'.length)) as [string, string, string];
|
const [, from, to] = JSON.parse(scopeKey.slice('events/'.length)) as [string, string, string];
|
||||||
const value = payload as T & {
|
const value = payload as T & {
|
||||||
events?: { date: string; projectedAmount?: { currency: string; value: string }; type: string }[];
|
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 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) {
|
for (const event of events) {
|
||||||
if (!['coupon', 'dividend'].includes(event.type) || !event.projectedAmount) continue;
|
if (!['coupon', 'dividend'].includes(event.type) || !event.projectedAmount) continue;
|
||||||
const current = totals.get(event.projectedAmount.currency) ?? { value: 0n, scale: 0 };
|
total = add(total, decimalFromString(event.projectedAmount.value));
|
||||||
totals.set(event.projectedAmount.currency, add(current, decimalFromString(event.projectedAmount.value)));
|
|
||||||
}
|
}
|
||||||
const [, savedFrom, savedTo] = JSON.parse(savedScopeKey.slice('events/'.length)) as [string, string, string];
|
const [, savedFrom, savedTo] = JSON.parse(savedScopeKey.slice('events/'.length)) as [string, string, string];
|
||||||
return {
|
return {
|
||||||
...value,
|
...value,
|
||||||
window: { from: savedFrom, to: savedTo },
|
window: { from: savedFrom, to: savedTo },
|
||||||
events,
|
events,
|
||||||
incomeTotalsByCurrency: [...totals]
|
incomeTotal: { currency: 'RUB', value: formatDecimal(total) },
|
||||||
.sort(([left], [right]) => left.localeCompare(right))
|
|
||||||
.map(([currency, amount]) => ({ currency, value: formatDecimal(amount) })),
|
|
||||||
};
|
};
|
||||||
} catch {
|
} catch {
|
||||||
return payload;
|
return payload;
|
||||||
|
|||||||
@@ -145,19 +145,15 @@ describe('persistent portfolio projection', () => {
|
|||||||
]),
|
]),
|
||||||
).toEqual([
|
).toEqual([
|
||||||
['Known', 'STOCK', '2'],
|
['Known', 'STOCK', '2'],
|
||||||
['B', 'OTHER', '-0.5'],
|
|
||||||
]);
|
]);
|
||||||
expect(snapshot.positions[0].absoluteReturn).toEqual({
|
expect(snapshot.positions[0].absoluteReturn).toEqual({
|
||||||
currency: 'RUB',
|
currency: 'RUB',
|
||||||
value: '2.000000002',
|
value: '2.000000002',
|
||||||
});
|
});
|
||||||
expect(snapshot.totalsByCurrency).toEqual([
|
expect(snapshot.totals).toEqual({ currency: 'RUB', value: '7.000000002' });
|
||||||
{ currency: 'RUB', value: '7.000000002' },
|
expect(snapshot.cash).toEqual({ currency: 'RUB', value: '1' });
|
||||||
{ currency: 'USD', value: '-2' },
|
|
||||||
]);
|
|
||||||
expect(snapshot.cashBalances).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({
|
repository.reserve.mockResolvedValueOnce({
|
||||||
launch: true,
|
launch: true,
|
||||||
work: { id: 'work', attemptId: 'attempt' },
|
work: { id: 'work', attemptId: 'attempt' },
|
||||||
@@ -180,17 +176,10 @@ describe('persistent portfolio projection', () => {
|
|||||||
assert(handle);
|
assert(handle);
|
||||||
await handle.done;
|
await handle.done;
|
||||||
const snapshot = (repository.publish.mock.calls as [unknown, string, PortfolioDto][])[0][2];
|
const snapshot = (repository.publish.mock.calls as [unknown, string, PortfolioDto][])[0][2];
|
||||||
expect(snapshot.cashBalances).toEqual([
|
expect(snapshot.cash).toEqual({ currency: 'RUB', value: '0' });
|
||||||
{ currency: 'RUB', value: '0' },
|
expect(snapshot.totals).toEqual({ currency: 'RUB', value: '0' });
|
||||||
{ currency: 'EUR', value: '1' },
|
|
||||||
]);
|
|
||||||
expect(snapshot.totalsByCurrency).toEqual([
|
|
||||||
{ currency: 'EUR', value: '1' },
|
|
||||||
{ currency: 'USD', value: '3' },
|
|
||||||
]);
|
|
||||||
expect(snapshot.positions[0].currentValue).toBeNull();
|
expect(snapshot.positions[0].currentValue).toBeNull();
|
||||||
expect(snapshot.positions[1].absoluteReturn).toBeNull();
|
expect(snapshot.positions).toHaveLength(1);
|
||||||
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 () => {
|
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);
|
assert(handle);
|
||||||
await handle.done;
|
await handle.done;
|
||||||
const snapshot = (repository.publish.mock.calls as [unknown, string, PortfolioDto][])[0][2];
|
const snapshot = (repository.publish.mock.calls as [unknown, string, PortfolioDto][])[0][2];
|
||||||
expect(snapshot.totalsByCurrency).toEqual([{ currency: 'RUB', value: '121.49' }]);
|
expect(snapshot.totals).toEqual({ currency: 'RUB', value: '121.49' });
|
||||||
expect(snapshot.positions.map((position) => position.type)).toEqual(['FUND', 'CURRENCY']);
|
expect(snapshot.positions.map((position) => position.type)).toEqual(['FUND']);
|
||||||
expect(snapshot.structure.currencies[0].totalValue).toBe('121.49');
|
expect(snapshot.structure.totalValue).toBe('121.49');
|
||||||
});
|
});
|
||||||
|
|
||||||
// Test intent: a corrupted Json payload must fail loudly instead of being spread into the API response.
|
// 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(),
|
lastSuccessfulAt: membershipAt.toISOString(),
|
||||||
isStale: false,
|
isStale: false,
|
||||||
positions: [],
|
positions: [],
|
||||||
cashBalances: [],
|
cash: { currency: 'RUB', value: '0' },
|
||||||
structure: { currencies: [], unvaluedCategories: [] },
|
structure: { totalValue: '1.000000001', hasNegativeValues: false, categories: [], unvaluedCategories: [] },
|
||||||
totalsByCurrency: [{ currency: 'RUB', value: '1.000000001' }],
|
totals: { currency: 'RUB', value: '1.000000001' },
|
||||||
};
|
};
|
||||||
const account = {
|
const account = {
|
||||||
accountId: 'a',
|
accountId: 'a',
|
||||||
@@ -261,8 +250,8 @@ describe('persistent portfolio projection', () => {
|
|||||||
expect(partial.meta.availability).toBe('temporarily-unavailable');
|
expect(partial.meta.availability).toBe('temporarily-unavailable');
|
||||||
expect(partial.meta.completeness).toBe('incomplete');
|
expect(partial.meta.completeness).toBe('incomplete');
|
||||||
const saved = await service.saved('user', 'all');
|
const saved = await service.saved('user', 'all');
|
||||||
expect(saved.accounts[0].snapshot?.totalsByCurrency).toEqual(
|
expect(saved.accounts[0].snapshot?.totals).toEqual(
|
||||||
snapshot.totalsByCurrency,
|
snapshot.totals,
|
||||||
);
|
);
|
||||||
expect(saved.accounts[1].snapshot).toBeNull();
|
expect(saved.accounts[1].snapshot).toBeNull();
|
||||||
repository.read.mockResolvedValue({
|
repository.read.mockResolvedValue({
|
||||||
@@ -279,9 +268,9 @@ describe('persistent portfolio projection', () => {
|
|||||||
work: [],
|
work: [],
|
||||||
});
|
});
|
||||||
const complete = await service.read('user', 'all');
|
const complete = await service.read('user', 'all');
|
||||||
expect(complete.data?.totalsByCurrency).toEqual([
|
expect(complete.data?.totals).toEqual({
|
||||||
{ currency: 'RUB', value: '2.000000002' },
|
currency: 'RUB', value: '2.000000002',
|
||||||
]);
|
});
|
||||||
expect(complete.data?.lastSuccessfulAt).toBe(new Date(0).toISOString());
|
expect(complete.data?.lastSuccessfulAt).toBe(new Date(0).toISOString());
|
||||||
expect(complete.data?.isStale).toBe(true);
|
expect(complete.data?.isStale).toBe(true);
|
||||||
expect(tbank.getPortfolio).not.toHaveBeenCalled();
|
expect(tbank.getPortfolio).not.toHaveBeenCalled();
|
||||||
|
|||||||
@@ -25,7 +25,7 @@ import {
|
|||||||
TbankSyncRepository,
|
TbankSyncRepository,
|
||||||
} from '../../tbank-sync/tbank-sync.api';
|
} from '../../tbank-sync/tbank-sync.api';
|
||||||
import { portfolioStructure } from '../domain/portfolio-structure';
|
import { portfolioStructure } from '../domain/portfolio-structure';
|
||||||
import { sumMoneyByCurrency } from '../domain/portfolio-totals';
|
import { sumMoney } from '../domain/portfolio-totals';
|
||||||
import {
|
import {
|
||||||
portfolioFreshForMs,
|
portfolioFreshForMs,
|
||||||
PortfolioRepository,
|
PortfolioRepository,
|
||||||
@@ -184,16 +184,16 @@ export class PortfolioService {
|
|||||||
isStale: portfolios.length
|
isStale: portfolios.length
|
||||||
? portfolios.some((portfolio) => portfolio.isStale)
|
? portfolios.some((portfolio) => portfolio.isStale)
|
||||||
: saved.membership.freshness !== 'fresh',
|
: saved.membership.freshness !== 'fresh',
|
||||||
totalsByCurrency: sumMoneyByCurrency(
|
totals: sumMoney(
|
||||||
portfolios.flatMap((portfolio) => portfolio.totalsByCurrency),
|
portfolios.map((portfolio) => portfolio.totals),
|
||||||
),
|
),
|
||||||
cashBalances: sumMoneyByCurrency(
|
cash: sumMoney(
|
||||||
portfolios.flatMap((portfolio) => portfolio.cashBalances),
|
portfolios.map((portfolio) => portfolio.cash),
|
||||||
),
|
),
|
||||||
positions: portfolios.flatMap((portfolio) => portfolio.positions),
|
positions: portfolios.flatMap((portfolio) => portfolio.positions),
|
||||||
structure: portfolioStructure(
|
structure: portfolioStructure(
|
||||||
portfolios.flatMap((portfolio) => portfolio.positions),
|
portfolios.flatMap((portfolio) => portfolio.positions),
|
||||||
portfolios.flatMap((portfolio) => portfolio.cashBalances),
|
portfolios.map((portfolio) => portfolio.cash),
|
||||||
),
|
),
|
||||||
};
|
};
|
||||||
const work =
|
const work =
|
||||||
|
|||||||
@@ -1,14 +1,13 @@
|
|||||||
import { isCompleteValuation } from './complete-valuation';
|
import { isCompleteValuation } from './complete-valuation';
|
||||||
|
|
||||||
describe('isCompleteValuation', () => {
|
describe('isCompleteValuation', () => {
|
||||||
it('requires an actual currency total and every position value', () => {
|
it('requires an actual total and every position value', () => {
|
||||||
expect(isCompleteValuation({ totalsByCurrency: [], positions: [] })).toBe(false);
|
|
||||||
expect(isCompleteValuation({
|
expect(isCompleteValuation({
|
||||||
totalsByCurrency: [{ currency: 'RUB', value: '100' }],
|
totals: { value: '100' },
|
||||||
positions: [{ currentValue: null }],
|
positions: [{ currentValue: null }],
|
||||||
})).toBe(false);
|
})).toBe(false);
|
||||||
expect(isCompleteValuation({
|
expect(isCompleteValuation({
|
||||||
totalsByCurrency: [{ currency: 'RUB', value: '100' }],
|
totals: { value: '100' },
|
||||||
positions: [{ currentValue: { currency: 'RUB', value: '0' } }],
|
positions: [{ currentValue: { currency: 'RUB', value: '0' } }],
|
||||||
})).toBe(true);
|
})).toBe(true);
|
||||||
});
|
});
|
||||||
|
|||||||
@@ -1,13 +1,11 @@
|
|||||||
type Valuation = {
|
type Valuation = {
|
||||||
positions: { currentValue: unknown }[];
|
positions: { currentValue: unknown }[];
|
||||||
totalsByCurrency: unknown[];
|
totals: { value: string };
|
||||||
};
|
};
|
||||||
|
|
||||||
const MIN_TOTALS_COUNT = 0;
|
|
||||||
|
|
||||||
export function isCompleteValuation(
|
export function isCompleteValuation(
|
||||||
snapshot: Valuation,
|
snapshot: Valuation,
|
||||||
): boolean {
|
): boolean {
|
||||||
return snapshot.totalsByCurrency.length > MIN_TOTALS_COUNT &&
|
return Boolean(snapshot.totals) &&
|
||||||
snapshot.positions.every((position) => position.currentValue !== null);
|
snapshot.positions.every((position) => position.currentValue !== null);
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -4,10 +4,9 @@ import { portfolioStructure } from './portfolio-structure';
|
|||||||
const position = (
|
const position = (
|
||||||
type: string,
|
type: string,
|
||||||
value: null | string,
|
value: null | string,
|
||||||
currency = 'RUB',
|
|
||||||
): PortfolioPositionDto => ({
|
): PortfolioPositionDto => ({
|
||||||
type,
|
type,
|
||||||
currentValue: value === null ? null : { currency, value },
|
currentValue: value === null ? null : { currency: 'RUB', value },
|
||||||
quantity: '1',
|
quantity: '1',
|
||||||
displayName: 'Fixture',
|
displayName: 'Fixture',
|
||||||
figi: null,
|
figi: null,
|
||||||
@@ -20,18 +19,18 @@ const position = (
|
|||||||
averagePurchasePrice: null,
|
averagePurchasePrice: null,
|
||||||
});
|
});
|
||||||
|
|
||||||
|
const rub = (value: string) => ({ currency: 'RUB', value });
|
||||||
|
|
||||||
describe('portfolio structure', () => {
|
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(
|
const result = portfolioStructure(
|
||||||
[
|
[
|
||||||
position('STOCK', '60'),
|
position('STOCK', '60'),
|
||||||
position('BOND', '20'),
|
position('BOND', '20'),
|
||||||
position('CURRENCY', '10'),
|
|
||||||
],
|
],
|
||||||
[{ currency: 'RUB', value: '10' }],
|
[rub('10')],
|
||||||
);
|
);
|
||||||
expect(result.currencies[0]).toEqual({
|
expect(result).toEqual({
|
||||||
currency: 'RUB',
|
|
||||||
totalValue: '90',
|
totalValue: '90',
|
||||||
hasNegativeValues: false,
|
hasNegativeValues: false,
|
||||||
categories: [
|
categories: [
|
||||||
@@ -40,75 +39,58 @@ describe('portfolio structure', () => {
|
|||||||
{ type: 'OTHER', value: '0', sharePercent: '0' },
|
{ type: 'OTHER', value: '0', sharePercent: '0' },
|
||||||
{ type: 'CASH', value: '10', sharePercent: '11.111111' },
|
{ 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(
|
const result = portfolioStructure(
|
||||||
[
|
[
|
||||||
position('STOCK', '9007199254740993.000000001'),
|
position('STOCK', '9007199254740993.000000001'),
|
||||||
position('STOCK', '0.000000009'),
|
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.totalValue).toBe('9007199254740997.000000011');
|
||||||
expect(result.currencies[1].totalValue).toBe('3');
|
expect(result.categories[0].sharePercent).toBe('100');
|
||||||
expect(result.currencies[1].categories[1].sharePercent).toBe('66.666667');
|
expect(result.categories[1].sharePercent).toBe('0');
|
||||||
expect(result.currencies[1].categories[3].sharePercent).toBe('33.333333');
|
expect(result.categories[3].sharePercent).toBe('0');
|
||||||
});
|
});
|
||||||
|
|
||||||
it('represents cash-only, empty and zero-valued portfolios', () => {
|
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(
|
expect(
|
||||||
portfolioStructure([], [{ currency: 'EUR', value: '10' }]).currencies[0]
|
portfolioStructure([position('STOCK', '0')], [rub('0')]).categories.every(
|
||||||
.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(
|
|
||||||
(item) => item.sharePercent === null,
|
(item) => item.sharePercent === null,
|
||||||
),
|
),
|
||||||
).toBe(true);
|
).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(
|
expect(
|
||||||
portfolioStructure([position('OTHER', null)], []).currencies,
|
result.categories.every((item) => item.sharePercent === null),
|
||||||
).toEqual([]);
|
).toBe(true);
|
||||||
});
|
});
|
||||||
|
|
||||||
it.each([
|
it.each([
|
||||||
[[position('STOCK', '-20'), position('STOCK', '100')], []],
|
[[position('STOCK', '-20'), position('STOCK', '100')], rub('0')],
|
||||||
[
|
[[], rub('-20')],
|
||||||
[],
|
[[position('BOND', '-20'), position('BOND', '20')], rub('0')],
|
||||||
[
|
|
||||||
{ currency: 'RUB', value: '-20' },
|
|
||||||
{ currency: 'RUB', value: '100' },
|
|
||||||
],
|
|
||||||
],
|
|
||||||
[[position('BOND', '-20')], []],
|
|
||||||
[[position('BOND', '-20'), position('BOND', '20')], []],
|
|
||||||
])(
|
])(
|
||||||
'preserves negative constituents even when their category nets positive or zero',
|
'preserves negative constituents even when their category nets positive or zero',
|
||||||
(positions, cash) => {
|
(positions, cash) => {
|
||||||
const result = portfolioStructure(positions, cash);
|
const result = portfolioStructure(positions, [cash]);
|
||||||
expect(result.currencies[0].hasNegativeValues).toBe(true);
|
expect(result.hasNegativeValues).toBe(true);
|
||||||
expect(
|
expect(
|
||||||
result.currencies[0].categories.every(
|
result.categories.every((item) => item.sharePercent === null),
|
||||||
(item) => item.sharePercent === null,
|
|
||||||
),
|
|
||||||
).toBe(true);
|
).toBe(true);
|
||||||
},
|
},
|
||||||
);
|
);
|
||||||
|
|||||||
@@ -20,71 +20,52 @@ const categoryTypes = ['STOCK', 'BOND', 'OTHER', 'CASH'] as const;
|
|||||||
// Build from positions and cash, never from totals (which already include cash).
|
// Build from positions and cash, never from totals (which already include cash).
|
||||||
export function portfolioStructure(
|
export function portfolioStructure(
|
||||||
positions: { currentValue: Money | null; type: string }[],
|
positions: { currentValue: Money | null; type: string }[],
|
||||||
cash: Money[],
|
cashAmounts: Money[],
|
||||||
) {
|
) {
|
||||||
const currencies = new Map<
|
const values = categoryTypes.map(() => decimalFromString('0'));
|
||||||
string,
|
let hasNegativeValues = false;
|
||||||
{
|
|
||||||
hasNegativeValues: boolean;
|
|
||||||
values: ReturnType<typeof decimalFromString>[];
|
|
||||||
}
|
|
||||||
>();
|
|
||||||
const unvalued = new Map<string, number>();
|
const unvalued = new Map<string, number>();
|
||||||
const include = (type: string, money: Money) => {
|
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 index = categoryTypes.findIndex((category) => category === type);
|
||||||
const value = decimalFromString(money.value);
|
const value = decimalFromString(money.value);
|
||||||
// eslint-disable-next-line security/detect-object-injection -- The numeric index belongs to the fixed portfolio category array.
|
// 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);
|
values[index] = add(values[index], value);
|
||||||
group.hasNegativeValues ||= value.value < ZERO_AMOUNT;
|
hasNegativeValues ||= value.value < ZERO_AMOUNT;
|
||||||
currencies.set(money.currency, group);
|
|
||||||
};
|
};
|
||||||
for (const position of positions) {
|
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)
|
const type = ['BOND', 'STOCK'].includes(position.type)
|
||||||
? position.type
|
? position.type
|
||||||
: 'OTHER';
|
: 'OTHER';
|
||||||
if (position.currentValue) include(type, position.currentValue);
|
if (position.currentValue) include(type, position.currentValue);
|
||||||
else unvalued.set(type, (unvalued.get(type) ?? INITIAL_UNVALUED_COUNT) + POSITION_INCREMENT);
|
else unvalued.set(type, (unvalued.get(type) ?? INITIAL_UNVALUED_COUNT) + POSITION_INCREMENT);
|
||||||
}
|
}
|
||||||
for (const amount of cash) include('CASH', amount);
|
for (const amount of cashAmounts) include('CASH', amount);
|
||||||
|
|
||||||
|
const total = values.reduce(add, decimalFromString('0'));
|
||||||
|
const canCalculateShares =
|
||||||
|
!unvalued.size && !hasNegativeValues && total.value > ZERO_AMOUNT;
|
||||||
|
const categories = values.map((value, index) => ({
|
||||||
|
// eslint-disable-next-line security/detect-object-injection -- The numeric index belongs to the fixed portfolio category array.
|
||||||
|
type: categoryTypes[index],
|
||||||
|
value: formatDecimal(value),
|
||||||
|
// Rounded to six decimal places using integer arithmetic. Only the
|
||||||
|
// resulting dimensionless percentage is passed to chart geometry.
|
||||||
|
sharePercent: canCalculateShares
|
||||||
|
? formatDecimal({
|
||||||
|
value:
|
||||||
|
(value.value *
|
||||||
|
DECIMAL_RADIX ** BigInt(total.scale - value.scale) *
|
||||||
|
PERCENT_SCALED_FACTOR +
|
||||||
|
total.value / ROUNDING_DIVISOR) /
|
||||||
|
total.value,
|
||||||
|
scale: SHARE_PERCENT_DECIMAL_PLACES,
|
||||||
|
})
|
||||||
|
: null,
|
||||||
|
}));
|
||||||
return {
|
return {
|
||||||
|
totalValue: formatDecimal(total),
|
||||||
|
hasNegativeValues,
|
||||||
|
categories,
|
||||||
unvaluedCategories: [...unvalued].map(([type, count]) => ({ type, count })),
|
unvaluedCategories: [...unvalued].map(([type, count]) => ({ type, count })),
|
||||||
currencies: [...currencies]
|
|
||||||
.sort(([left], [right]) => left.localeCompare(right))
|
|
||||||
.map(([currency, group]) => {
|
|
||||||
const total = group.values.reduce(add, decimalFromString('0'));
|
|
||||||
const canCalculateShares =
|
|
||||||
!unvalued.size && !group.hasNegativeValues && total.value > ZERO_AMOUNT;
|
|
||||||
const categories = group.values.map((value, index) => ({
|
|
||||||
// eslint-disable-next-line security/detect-object-injection -- The numeric index belongs to the fixed portfolio category array.
|
|
||||||
type: categoryTypes[index],
|
|
||||||
value: formatDecimal(value),
|
|
||||||
// Rounded to six decimal places using integer arithmetic. Only the
|
|
||||||
// resulting dimensionless percentage is passed to chart geometry.
|
|
||||||
sharePercent: canCalculateShares
|
|
||||||
? formatDecimal({
|
|
||||||
value:
|
|
||||||
(value.value *
|
|
||||||
DECIMAL_RADIX ** BigInt(total.scale - value.scale) *
|
|
||||||
PERCENT_SCALED_FACTOR +
|
|
||||||
total.value / ROUNDING_DIVISOR) /
|
|
||||||
total.value,
|
|
||||||
scale: SHARE_PERCENT_DECIMAL_PLACES,
|
|
||||||
})
|
|
||||||
: null,
|
|
||||||
}));
|
|
||||||
return {
|
|
||||||
currency,
|
|
||||||
totalValue: formatDecimal(total),
|
|
||||||
hasNegativeValues: group.hasNegativeValues,
|
|
||||||
categories,
|
|
||||||
};
|
|
||||||
}),
|
|
||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -1,23 +1,12 @@
|
|||||||
import type { Money } from '#src/common/money.types';
|
import type { Money } from '#src/common/money.types';
|
||||||
|
|
||||||
import {
|
import { add, decimalFromString, formatDecimal } from '#src/common/decimal';
|
||||||
add,
|
|
||||||
decimalFromString,
|
|
||||||
formatDecimal,
|
|
||||||
} from '#src/common/decimal';
|
|
||||||
|
|
||||||
export function sumMoneyByCurrency(amounts: Money[]): Money[] {
|
// RUB-only: all inputs are expected to be RUB Money.
|
||||||
const totals = new Map<string, ReturnType<typeof decimalFromString>>();
|
export function sumMoney(amounts: Money[]): Money {
|
||||||
for (const amount of amounts) {
|
const total = amounts.reduce(
|
||||||
totals.set(
|
(sum, amount) => add(sum, decimalFromString(amount.value)),
|
||||||
amount.currency,
|
decimalFromString('0'),
|
||||||
add(
|
);
|
||||||
totals.get(amount.currency) ?? decimalFromString('0'),
|
return { currency: 'RUB', value: formatDecimal(total) };
|
||||||
decimalFromString(amount.value),
|
|
||||||
),
|
|
||||||
);
|
|
||||||
}
|
|
||||||
return [...totals]
|
|
||||||
.sort(([left], [right]) => left.localeCompare(right))
|
|
||||||
.map(([currency, value]) => ({ currency, value: formatDecimal(value) }));
|
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -150,27 +150,23 @@ export class PortfolioRepository {
|
|||||||
create: { userId: attempt.userId, accountId },
|
create: { userId: attempt.userId, accountId },
|
||||||
update: { deletedAt: null },
|
update: { deletedAt: null },
|
||||||
});
|
});
|
||||||
for (const { currency, value } of snapshot.totalsByCurrency) {
|
await tx.tbankPortfolioValuePoint.upsert({
|
||||||
await tx.tbankPortfolioValuePoint.upsert({
|
where: {
|
||||||
where: {
|
userId_accountId_attemptId: {
|
||||||
userId_accountId_attemptId_currency: {
|
|
||||||
userId: attempt.userId,
|
|
||||||
accountId,
|
|
||||||
attemptId: attempt.attemptId,
|
|
||||||
currency,
|
|
||||||
},
|
|
||||||
},
|
|
||||||
create: {
|
|
||||||
userId: attempt.userId,
|
userId: attempt.userId,
|
||||||
accountId,
|
accountId,
|
||||||
attemptId: attempt.attemptId,
|
attemptId: attempt.attemptId,
|
||||||
currency,
|
|
||||||
value,
|
|
||||||
capturedAt: data.fetchedAt,
|
|
||||||
},
|
},
|
||||||
update: {},
|
},
|
||||||
});
|
create: {
|
||||||
}
|
userId: attempt.userId,
|
||||||
|
accountId,
|
||||||
|
attemptId: attempt.attemptId,
|
||||||
|
value: snapshot.totals.value,
|
||||||
|
capturedAt: data.fetchedAt,
|
||||||
|
},
|
||||||
|
update: {},
|
||||||
|
});
|
||||||
}
|
}
|
||||||
return true;
|
return true;
|
||||||
});
|
});
|
||||||
@@ -198,8 +194,9 @@ export function portfolioSnapshot(value: Prisma.JsonValue): PortfolioDto {
|
|||||||
const snapshot = value as null | Partial<PortfolioDto>;
|
const snapshot = value as null | Partial<PortfolioDto>;
|
||||||
if (
|
if (
|
||||||
!Array.isArray(snapshot?.positions) ||
|
!Array.isArray(snapshot?.positions) ||
|
||||||
!Array.isArray(snapshot.totalsByCurrency) ||
|
!snapshot.totals?.currency ||
|
||||||
!Array.isArray(snapshot.cashBalances)
|
!snapshot.cash?.currency ||
|
||||||
|
!Array.isArray(snapshot.structure?.categories)
|
||||||
) {
|
) {
|
||||||
throw new Error('Corrupted portfolio snapshot payload');
|
throw new Error('Corrupted portfolio snapshot payload');
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -8,13 +8,12 @@ import {
|
|||||||
multiply,
|
multiply,
|
||||||
subtract,
|
subtract,
|
||||||
} from '#src/common/decimal';
|
} from '#src/common/decimal';
|
||||||
import { decimal } from '#src/integrations/tbank/decimal';
|
import { decimal, rubMoney } from '#src/integrations/tbank/decimal';
|
||||||
import {
|
import {
|
||||||
metadataKey,
|
metadataKey,
|
||||||
type TbankInstrument,
|
type TbankInstrument,
|
||||||
type TbankMoney,
|
type TbankMoney,
|
||||||
TbankPortfolio,
|
TbankPortfolio,
|
||||||
TbankPositions,
|
|
||||||
} from '#src/integrations/tbank/tbank.api';
|
} from '#src/integrations/tbank/tbank.api';
|
||||||
|
|
||||||
import type { Classification } from '../application/position-classification.service';
|
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';
|
import { portfolioStructure } from '../domain/portfolio-structure';
|
||||||
|
|
||||||
|
const RUB = 'RUB';
|
||||||
|
|
||||||
const types: Record<string, string> = {
|
const types: Record<string, string> = {
|
||||||
share: 'STOCK',
|
share: 'STOCK',
|
||||||
bond: 'BOND',
|
bond: 'BOND',
|
||||||
@@ -35,32 +36,36 @@ const types: Record<string, string> = {
|
|||||||
|
|
||||||
function mapPortfolio(
|
function mapPortfolio(
|
||||||
upstream: NonNullable<TbankPortfolio['positions']>,
|
upstream: NonNullable<TbankPortfolio['positions']>,
|
||||||
cash: TbankMoney[],
|
cashBalances: TbankMoney[],
|
||||||
metadata: ReadonlyMap<string, { data?: null | TbankInstrument }>,
|
metadata: ReadonlyMap<string, { data?: null | TbankInstrument }>,
|
||||||
lastSuccessfulAt: string,
|
lastSuccessfulAt: string,
|
||||||
classification: ReadonlyMap<string, Classification> = new Map(),
|
classification: ReadonlyMap<string, Classification> = new Map(),
|
||||||
): PortfolioDto {
|
): PortfolioDto {
|
||||||
const positions = upstream
|
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))))
|
.map((position) => mapPosition(position, metadata.get(metadataKey(position))?.data ?? null, classification.get(metadataKey(position))))
|
||||||
.filter((position): position is PortfolioPositionDto => position !== null);
|
.filter((position): position is PortfolioPositionDto => position !== null);
|
||||||
const balances = new Map<string, ReturnType<typeof decimal>>();
|
let cashTotal = decimal({});
|
||||||
for (const value of cash) {
|
for (const value of cashBalances) {
|
||||||
const currency = value.currency?.trim().toUpperCase();
|
if (value.currency?.trim().toUpperCase() !== RUB) continue;
|
||||||
const amount = decimal(value);
|
cashTotal = add(cashTotal, decimal(value));
|
||||||
if (!currency || isZero(amount)) continue;
|
|
||||||
balances.set(currency, add(balances.get(currency) ?? decimal({}), amount));
|
|
||||||
}
|
}
|
||||||
const cashBalances = [...balances].map(([currency, value]) => ({
|
const cash: Money = { currency: RUB, value: formatDecimal(cashTotal) };
|
||||||
currency,
|
let total = cashTotal;
|
||||||
value: formatDecimal(value),
|
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 {
|
return {
|
||||||
lastSuccessfulAt,
|
lastSuccessfulAt,
|
||||||
isStale: false,
|
isStale: false,
|
||||||
totalsByCurrency: totalsByCurrency(upstream, cash),
|
totals,
|
||||||
positions,
|
positions,
|
||||||
cashBalances,
|
cash,
|
||||||
structure: portfolioStructure(positions, cashBalances),
|
structure: portfolioStructure(positions, [cash]),
|
||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
@@ -73,16 +78,16 @@ function mapPosition(
|
|||||||
if (isZero(quantity)) return null;
|
if (isZero(quantity)) return null;
|
||||||
const figi = position.figi?.trim() || null;
|
const figi = position.figi?.trim() || null;
|
||||||
const instrumentUid = position.instrumentUid?.trim() || null;
|
const instrumentUid = position.instrumentUid?.trim() || null;
|
||||||
const currentPrice = money(position.currentPrice);
|
const currentPrice = rubMoney(position.currentPrice);
|
||||||
const averagePurchasePrice = money(position.averagePositionPrice);
|
const averagePurchasePrice = rubMoney(position.averagePositionPrice);
|
||||||
const currentValue = currentPrice && {
|
const currentValue = currentPrice && {
|
||||||
currency: currentPrice.currency,
|
currency: RUB,
|
||||||
value: formatDecimal(multiply(quantity, decimalFromString(currentPrice.value))),
|
value: formatDecimal(multiply(quantity, decimalFromString(currentPrice.value))),
|
||||||
};
|
};
|
||||||
const absoluteReturn =
|
const absoluteReturn =
|
||||||
currentPrice && averagePurchasePrice && currentPrice.currency === averagePurchasePrice.currency
|
currentPrice && averagePurchasePrice
|
||||||
? {
|
? {
|
||||||
currency: currentPrice.currency,
|
currency: RUB,
|
||||||
value: formatDecimal(multiply(
|
value: formatDecimal(multiply(
|
||||||
subtract(decimalFromString(currentPrice.value), decimalFromString(averagePurchasePrice.value)),
|
subtract(decimalFromString(currentPrice.value), decimalFromString(averagePurchasePrice.value)),
|
||||||
quantity,
|
quantity,
|
||||||
@@ -106,44 +111,4 @@ function mapPosition(
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
function money(value: TbankMoney | undefined): Money | null {
|
export { mapPortfolio };
|
||||||
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 };
|
|
||||||
|
|||||||
@@ -85,22 +85,6 @@ export class PortfolioStructureCategoryDto {
|
|||||||
declare sharePercent: null | string;
|
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 {
|
export class PortfolioUnvaluedCategoryDto {
|
||||||
@ApiProperty({ enum: ['STOCK', 'BOND', 'OTHER'] })
|
@ApiProperty({ enum: ['STOCK', 'BOND', 'OTHER'] })
|
||||||
declare type: string;
|
declare type: string;
|
||||||
@@ -110,13 +94,21 @@ export class PortfolioUnvaluedCategoryDto {
|
|||||||
}
|
}
|
||||||
|
|
||||||
export class PortfolioStructureDto {
|
export class PortfolioStructureDto {
|
||||||
@ApiProperty({ type: PortfolioStructureCurrencyDto, isArray: true })
|
@ApiProperty({ description: 'Exact known total as a decimal string.' })
|
||||||
declare currencies: PortfolioStructureCurrencyDto[];
|
declare totalValue: string;
|
||||||
|
|
||||||
|
@ApiProperty({
|
||||||
|
description: 'Any negative constituent, even if netted positive.',
|
||||||
|
})
|
||||||
|
declare hasNegativeValues: boolean;
|
||||||
|
|
||||||
|
@ApiProperty({ type: PortfolioStructureCategoryDto, isArray: true })
|
||||||
|
declare categories: PortfolioStructureCategoryDto[];
|
||||||
|
|
||||||
@ApiProperty({
|
@ApiProperty({
|
||||||
type: PortfolioUnvaluedCategoryDto, isArray: true,
|
type: PortfolioUnvaluedCategoryDto, isArray: true,
|
||||||
description:
|
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[];
|
declare unvaluedCategories: PortfolioUnvaluedCategoryDto[];
|
||||||
}
|
}
|
||||||
@@ -128,14 +120,14 @@ export class PortfolioDto {
|
|||||||
@ApiProperty()
|
@ApiProperty()
|
||||||
declare isStale: boolean;
|
declare isStale: boolean;
|
||||||
|
|
||||||
@ApiProperty({ type: MoneyDto, isArray: true })
|
@ApiProperty({ type: MoneyDto })
|
||||||
declare totalsByCurrency: MoneyDto[];
|
declare totals: MoneyDto;
|
||||||
|
|
||||||
@ApiProperty({ type: PortfolioPositionDto, isArray: true })
|
@ApiProperty({ type: PortfolioPositionDto, isArray: true })
|
||||||
declare positions: PortfolioPositionDto[];
|
declare positions: PortfolioPositionDto[];
|
||||||
|
|
||||||
@ApiProperty({ type: MoneyDto, isArray: true })
|
@ApiProperty({ type: MoneyDto })
|
||||||
declare cashBalances: MoneyDto[];
|
declare cash: MoneyDto;
|
||||||
|
|
||||||
@ApiProperty({ type: PortfolioStructureDto })
|
@ApiProperty({ type: PortfolioStructureDto })
|
||||||
declare structure: PortfolioStructureDto;
|
declare structure: PortfolioStructureDto;
|
||||||
|
|||||||
@@ -61,10 +61,10 @@ function projectedMoney(
|
|||||||
value: string,
|
value: string,
|
||||||
currency: string | undefined,
|
currency: string | undefined,
|
||||||
): UpcomingEventDto['projectedAmount'] {
|
): UpcomingEventDto['projectedAmount'] {
|
||||||
const normalizedCurrency = currency?.trim().toUpperCase();
|
// RUB-only: projected income in other currencies is filtered out.
|
||||||
if (!normalizedCurrency) return null;
|
if (currency?.trim().toUpperCase() !== 'RUB') return null;
|
||||||
return {
|
return {
|
||||||
currency: normalizedCurrency,
|
currency: 'RUB',
|
||||||
value: formatDecimal(multiply(quantity, decimalFromString(value))),
|
value: formatDecimal(multiply(quantity, decimalFromString(value))),
|
||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -90,8 +90,8 @@ export class UpcomingEventsDto {
|
|||||||
@ApiProperty({ type: UpcomingEventDto, isArray: true })
|
@ApiProperty({ type: UpcomingEventDto, isArray: true })
|
||||||
declare events: UpcomingEventDto[];
|
declare events: UpcomingEventDto[];
|
||||||
|
|
||||||
@ApiProperty({ type: MoneyDto, isArray: true })
|
@ApiProperty({ type: MoneyDto })
|
||||||
declare incomeTotalsByCurrency: MoneyDto[];
|
declare incomeTotal: MoneyDto;
|
||||||
}
|
}
|
||||||
|
|
||||||
export class UpcomingEventsResourceDto {
|
export class UpcomingEventsResourceDto {
|
||||||
|
|||||||
@@ -13,19 +13,19 @@ const metadata = {
|
|||||||
logoName: null,
|
logoName: null,
|
||||||
};
|
};
|
||||||
describe('forecast financial projections', () => {
|
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(
|
expect(
|
||||||
dividendEvent(metadata, decimalFromString('-2.5'), {
|
dividendEvent(metadata, decimalFromString('-2.5'), {
|
||||||
recordDate: { seconds: String(Date.parse('2026-10-13Z') / 1000) },
|
recordDate: { seconds: String(Date.parse('2026-10-13Z') / 1000) },
|
||||||
dividendNet: { currency: 'usd', units: '10', nano: 1 },
|
dividendNet: { currency: 'rub', units: '10', nano: 1 },
|
||||||
}),
|
}),
|
||||||
).toMatchObject({
|
).toMatchObject({
|
||||||
date: '2026-10-13',
|
date: '2026-10-13',
|
||||||
dateKind: 'registry',
|
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(
|
expect(
|
||||||
bondEvent(metadata, decimalFromString('3'), {
|
bondEvent(metadata, decimalFromString('3'), {
|
||||||
type: 'offer',
|
type: 'offer',
|
||||||
@@ -38,6 +38,12 @@ describe('forecast financial projections', () => {
|
|||||||
dividendNet: { units: '10' },
|
dividendNet: { units: '10' },
|
||||||
}).projectedAmount,
|
}).projectedAmount,
|
||||||
).toBeNull();
|
).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', () => {
|
it('preserves redemption as a non-income event with its exact amount', () => {
|
||||||
expect(
|
expect(
|
||||||
|
|||||||
@@ -156,7 +156,7 @@ export class UpcomingEventsService {
|
|||||||
accountId,
|
accountId,
|
||||||
calculatedAt: new Date().toISOString(),
|
calculatedAt: new Date().toISOString(),
|
||||||
events,
|
events,
|
||||||
incomeTotalsByCurrency: incomeTotals(events),
|
incomeTotal: incomeTotal(events),
|
||||||
}
|
}
|
||||||
: undefined;
|
: undefined;
|
||||||
return this.forecasts.result({
|
return this.forecasts.result({
|
||||||
@@ -286,22 +286,13 @@ function dateWindow(query: UpcomingEventsQueryDto) {
|
|||||||
return { from, to };
|
return { from, to };
|
||||||
}
|
}
|
||||||
|
|
||||||
function incomeTotals(events: UpcomingEventDto[]): MoneyDto[] {
|
function incomeTotal(events: UpcomingEventDto[]): MoneyDto {
|
||||||
const totals = new Map<string, Decimal>();
|
let total: Decimal = { value: 0n, scale: 0 };
|
||||||
for (const event of events) {
|
for (const event of events) {
|
||||||
if (!['coupon', 'dividend'].includes(event.type) || !event.projectedAmount) {
|
if (!['coupon', 'dividend'].includes(event.type) || !event.projectedAmount) {
|
||||||
continue;
|
continue;
|
||||||
}
|
}
|
||||||
const current = totals.get(event.projectedAmount.currency) ?? {
|
total = add(total, decimalFromString(event.projectedAmount.value));
|
||||||
value: 0n,
|
|
||||||
scale: 0,
|
|
||||||
};
|
|
||||||
totals.set(
|
|
||||||
event.projectedAmount.currency,
|
|
||||||
add(current, decimalFromString(event.projectedAmount.value)),
|
|
||||||
);
|
|
||||||
}
|
}
|
||||||
return [...totals]
|
return { currency: 'RUB', value: formatDecimal(total) };
|
||||||
.sort(([left], [right]) => left.localeCompare(right))
|
|
||||||
.map(([currency, value]) => ({ currency, value: formatDecimal(value) }));
|
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -91,7 +91,7 @@ function seedTbank(owner) {
|
|||||||
db.transaction(() => {
|
db.transaction(() => {
|
||||||
db.prepare('UPDATE TbankConnection SET membershipAt=?,membershipRevision=1 WHERE userId=?').run(now, owner);
|
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('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('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('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 });
|
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 });
|
||||||
|
|||||||
@@ -62,12 +62,12 @@ export function failUpstream(rpc: jest.Mock, kind: 'bond' | 'share', code: numbe
|
|||||||
uid: 'e6123145-9665-43e0-8413-cd61b8aa9b13',
|
uid: 'e6123145-9665-43e0-8413-cd61b8aa9b13',
|
||||||
};
|
};
|
||||||
const healthy = new Map<string, unknown>([
|
const healthy = new Map<string, unknown>([
|
||||||
['bondBy', { instrument }],
|
['bondBy', { instrument: { ...instrument, currency: 'rub' } }],
|
||||||
['findInstrument', { instruments: [instrument] }],
|
['findInstrument', { instruments: [instrument] }],
|
||||||
['getAssetBy', { asset: { description: 'description' } }],
|
['getAssetBy', { asset: { description: 'description' } }],
|
||||||
['getAssetFundamentals', { fundamentals: [] }],
|
['getAssetFundamentals', { fundamentals: [] }],
|
||||||
['getLastPrices', { lastPrices: [] }],
|
['getLastPrices', { lastPrices: [] }],
|
||||||
['shareBy', { instrument }],
|
['shareBy', { instrument: { ...instrument, currency: 'rub' } }],
|
||||||
]);
|
]);
|
||||||
const failure = Object.assign(new Error('grpc failure'), {
|
const failure = Object.assign(new Error('grpc failure'), {
|
||||||
code,
|
code,
|
||||||
|
|||||||
@@ -98,7 +98,7 @@ describe('OpenAPI contract (integration)', () => {
|
|||||||
expect.arrayContaining([
|
expect.arrayContaining([
|
||||||
'accountId',
|
'accountId',
|
||||||
'period',
|
'period',
|
||||||
'totalsByCurrency',
|
'total',
|
||||||
'calculatedAt',
|
'calculatedAt',
|
||||||
'bucketGranularity',
|
'bucketGranularity',
|
||||||
'buckets',
|
'buckets',
|
||||||
|
|||||||
@@ -111,25 +111,20 @@ describe('Portfolio structure HTTP contract', () => {
|
|||||||
expect((response.body as { data: unknown }).data).toMatchObject({
|
expect((response.body as { data: unknown }).data).toMatchObject({
|
||||||
structure: {
|
structure: {
|
||||||
unvaluedCategories: [],
|
unvaluedCategories: [],
|
||||||
currencies: [
|
totalValue: id === 'all' ? '200' : '100',
|
||||||
|
hasNegativeValues: false,
|
||||||
|
categories: [
|
||||||
{
|
{
|
||||||
currency: 'RUB',
|
type: 'STOCK',
|
||||||
totalValue: id === 'all' ? '200' : '100',
|
value: id === 'all' ? '120' : '60',
|
||||||
hasNegativeValues: false,
|
sharePercent: '60',
|
||||||
categories: [
|
},
|
||||||
{
|
{ type: 'BOND', value: '0', sharePercent: '0' },
|
||||||
type: 'STOCK',
|
{ type: 'OTHER', value: '0', sharePercent: '0' },
|
||||||
value: id === 'all' ? '120' : '60',
|
{
|
||||||
sharePercent: '60',
|
type: 'CASH',
|
||||||
},
|
value: id === 'all' ? '80' : '40',
|
||||||
{ type: 'BOND', value: '0', sharePercent: '0' },
|
sharePercent: '40',
|
||||||
{ type: 'OTHER', value: '0', sharePercent: '0' },
|
|
||||||
{
|
|
||||||
type: 'CASH',
|
|
||||||
value: id === 'all' ? '80' : '40',
|
|
||||||
sharePercent: '40',
|
|
||||||
},
|
|
||||||
],
|
|
||||||
},
|
},
|
||||||
],
|
],
|
||||||
},
|
},
|
||||||
@@ -149,15 +144,11 @@ describe('Portfolio structure HTTP contract', () => {
|
|||||||
expect((response.body as { data: unknown }).data).toMatchObject({
|
expect((response.body as { data: unknown }).data).toMatchObject({
|
||||||
structure: {
|
structure: {
|
||||||
unvaluedCategories: [{ type: 'BOND', count: 1 }],
|
unvaluedCategories: [{ type: 'BOND', count: 1 }],
|
||||||
currencies: [
|
categories: [
|
||||||
{
|
{ sharePercent: null },
|
||||||
categories: [
|
{ sharePercent: null },
|
||||||
{ sharePercent: null },
|
{ sharePercent: null },
|
||||||
{ sharePercent: null },
|
{ value: '40', sharePercent: null },
|
||||||
{ sharePercent: null },
|
|
||||||
{ value: '40', sharePercent: null },
|
|
||||||
],
|
|
||||||
},
|
|
||||||
],
|
],
|
||||||
},
|
},
|
||||||
});
|
});
|
||||||
@@ -174,17 +165,13 @@ describe('Portfolio structure HTTP contract', () => {
|
|||||||
.expect(200);
|
.expect(200);
|
||||||
expect((response.body as { data: unknown }).data).toMatchObject({
|
expect((response.body as { data: unknown }).data).toMatchObject({
|
||||||
structure: {
|
structure: {
|
||||||
currencies: [
|
hasNegativeValues: true,
|
||||||
{
|
totalValue: '150',
|
||||||
hasNegativeValues: true,
|
categories: [
|
||||||
totalValue: '150',
|
{ value: '120', sharePercent: null },
|
||||||
categories: [
|
{ sharePercent: null },
|
||||||
{ value: '120', sharePercent: null },
|
{ sharePercent: null },
|
||||||
{ sharePercent: null },
|
{ value: '30', sharePercent: null },
|
||||||
{ sharePercent: null },
|
|
||||||
{ value: '30', sharePercent: null },
|
|
||||||
],
|
|
||||||
},
|
|
||||||
],
|
],
|
||||||
},
|
},
|
||||||
});
|
});
|
||||||
|
|||||||
@@ -103,7 +103,6 @@ describe('local income completeness and exact money (SQLite)', () => {
|
|||||||
for (const [id, units, nano, currency, type] of [
|
for (const [id, units, nano, currency, type] of [
|
||||||
['same', '10', 1, 'rub', 'OPERATION_TYPE_COUPON'],
|
['same', '10', 1, 'rub', 'OPERATION_TYPE_COUPON'],
|
||||||
['negative', '-2', -500000000, 'rub', 'OPERATION_TYPE_DIVIDEND'],
|
['negative', '-2', -500000000, 'rub', 'OPERATION_TYPE_DIVIDEND'],
|
||||||
['usd', '3', 0, 'usd', 'OPERATION_TYPE_COUPON'],
|
|
||||||
] as const) {
|
] as const) {
|
||||||
await prisma.tbankOperation.create({
|
await prisma.tbankOperation.create({
|
||||||
data: {
|
data: {
|
||||||
@@ -130,11 +129,8 @@ describe('local income completeness and exact money (SQLite)', () => {
|
|||||||
assert(result.data);
|
assert(result.data);
|
||||||
expect(result.meta.availability).toBe('available');
|
expect(result.meta.availability).toBe('available');
|
||||||
expect(result.meta.completeness).toBe('complete');
|
expect(result.meta.completeness).toBe('complete');
|
||||||
expect(result.data.totalsByCurrency.map((row) => row.total)).toEqual([
|
expect(result.data.total.total).toEqual({ currency: 'RUB', value: '15.000000002' });
|
||||||
{ currency: 'RUB', value: '15.000000002' },
|
expect(result.data.entries).toHaveLength(4);
|
||||||
{ currency: 'USD', value: '6' },
|
|
||||||
]);
|
|
||||||
expect(result.data.entries).toHaveLength(6);
|
|
||||||
expect(
|
expect(
|
||||||
result.data.entries
|
result.data.entries
|
||||||
.filter((row) => row.id === 'same')
|
.filter((row) => row.id === 'same')
|
||||||
@@ -185,7 +181,7 @@ describe('local income completeness and exact money (SQLite)', () => {
|
|||||||
assert(after.data);
|
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 === '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.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(after.data.calculatedAt).toBe(base.calculatedAt);
|
||||||
expect(upstream.getOperationsByCursor).not.toHaveBeenCalled();
|
expect(upstream.getOperationsByCursor).not.toHaveBeenCalled();
|
||||||
});
|
});
|
||||||
@@ -205,8 +201,8 @@ describe('local income completeness and exact money (SQLite)', () => {
|
|||||||
new Date('2025-03-31T21:00:00Z'),
|
new Date('2025-03-31T21:00:00Z'),
|
||||||
);
|
);
|
||||||
expect(
|
expect(
|
||||||
(await read('a', 'from=2025-03-01&to=2025-03-31')).data?.totalsByCurrency,
|
(await read('a', 'from=2025-03-01&to=2025-03-31')).data?.total.total,
|
||||||
).toEqual([]);
|
).toEqual({ currency: 'RUB', value: '0' });
|
||||||
expect(upstream.getOperationsByCursor).toHaveBeenCalledWith(
|
expect(upstream.getOperationsByCursor).toHaveBeenCalledWith(
|
||||||
'synthetic', expect.objectContaining({ accountId: 'b' }),
|
'synthetic', expect.objectContaining({ accountId: 'b' }),
|
||||||
);
|
);
|
||||||
@@ -225,11 +221,8 @@ describe('local income completeness and exact money (SQLite)', () => {
|
|||||||
});
|
});
|
||||||
const result = await read();
|
const result = await read();
|
||||||
assert(result.data);
|
assert(result.data);
|
||||||
expect(result.data.entries).toHaveLength(6);
|
expect(result.data.entries).toHaveLength(4);
|
||||||
expect(
|
expect(result.data.total.total).toEqual({ currency: 'RUB', value: '25.000000002' });
|
||||||
result.data.totalsByCurrency.find(({ currency }) => currency === 'RUB')
|
|
||||||
?.total,
|
|
||||||
).toEqual({ currency: 'RUB', value: '25.000000002' });
|
|
||||||
});
|
});
|
||||||
it('preserves the complete financial result and timestamp through failed atomic reconciliation', async () => {
|
it('preserves the complete financial result and timestamp through failed atomic reconciliation', async () => {
|
||||||
const before = await read();
|
const before = await read();
|
||||||
|
|||||||
@@ -268,7 +268,7 @@ describe('persistent ledger HTTP and cursor (SQLite)', () => {
|
|||||||
expect(
|
expect(
|
||||||
income.data?.entries.map(({ id, occurredAt }) => ({ id, occurredAt })),
|
income.data?.entries.map(({ id, occurredAt }) => ({ id, occurredAt })),
|
||||||
).toEqual(expected);
|
).toEqual(expected);
|
||||||
expect(income.data?.totalsByCurrency[0].total).toEqual({
|
expect(income.data?.total.total).toEqual({
|
||||||
currency: 'RUB',
|
currency: 'RUB',
|
||||||
value: '2.000000002',
|
value: '2.000000002',
|
||||||
});
|
});
|
||||||
|
|||||||
@@ -218,32 +218,27 @@ describe('local accounts and portfolio HTTP (SQLite)', () => {
|
|||||||
bondPositionCount: 0,
|
bondPositionCount: 0,
|
||||||
fundPositionCount: 0,
|
fundPositionCount: 0,
|
||||||
totalPositionCount: 1,
|
totalPositionCount: 1,
|
||||||
totalsByCurrency: [{ currency: 'RUB', value: '21.100000002' }],
|
totals: { currency: 'RUB', value: '21.100000002' },
|
||||||
cashBalances: [{ currency: 'RUB', value: '1.1' }],
|
cash: { currency: 'RUB', value: '1.1' },
|
||||||
structure: {
|
structure: {
|
||||||
currencies: [{
|
totalValue: '21.100000002',
|
||||||
currency: 'RUB',
|
hasNegativeValues: false,
|
||||||
totalValue: '21.100000002',
|
categories: [
|
||||||
hasNegativeValues: false,
|
{ type: 'STOCK', value: '20.000000002', sharePercent: '94.78673' },
|
||||||
categories: [
|
{ type: 'BOND', value: '0', sharePercent: '0' },
|
||||||
{ type: 'STOCK', value: '20.000000002', sharePercent: '94.78673' },
|
{ type: 'OTHER', value: '0', sharePercent: '0' },
|
||||||
{ type: 'BOND', value: '0', sharePercent: '0' },
|
{ type: 'CASH', value: '1.1', sharePercent: '5.21327' },
|
||||||
{ type: 'OTHER', value: '0', sharePercent: '0' },
|
],
|
||||||
{ type: 'CASH', value: '1.1', sharePercent: '5.21327' },
|
|
||||||
],
|
|
||||||
}],
|
|
||||||
unvaluedCategories: [],
|
unvaluedCategories: [],
|
||||||
},
|
},
|
||||||
unrealizedReturnByCurrency: [
|
unrealizedReturn: { absolute: '0', costBasis: '0', percent: null, partial: true },
|
||||||
{ currency: 'RUB', absolute: '0', costBasis: '0', percent: null, partial: true },
|
|
||||||
],
|
|
||||||
});
|
});
|
||||||
const portfolio = await get('brokerage-accounts/account/portfolio').expect(
|
const portfolio = await get('brokerage-accounts/account/portfolio').expect(
|
||||||
200,
|
200,
|
||||||
);
|
);
|
||||||
expect(
|
expect(
|
||||||
(portfolio.body as PortfolioResourceDto).data?.totalsByCurrency,
|
(portfolio.body as PortfolioResourceDto).data?.totals,
|
||||||
).toEqual([{ currency: 'RUB', value: '21.100000002' }]);
|
).toEqual({ currency: 'RUB', value: '21.100000002' });
|
||||||
expect(upstream.getOpenAccounts).not.toHaveBeenCalled();
|
expect(upstream.getOpenAccounts).not.toHaveBeenCalled();
|
||||||
expect(upstream.getPortfolio).toHaveBeenCalledTimes(1);
|
expect(upstream.getPortfolio).toHaveBeenCalledTimes(1);
|
||||||
expect(upstream.getInstrumentByFigi).not.toHaveBeenCalled();
|
expect(upstream.getInstrumentByFigi).not.toHaveBeenCalled();
|
||||||
@@ -315,7 +310,7 @@ describe('local accounts and portfolio HTTP (SQLite)', () => {
|
|||||||
logoName: 'enriched.png',
|
logoName: 'enriched.png',
|
||||||
quantity: '2',
|
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.data?.lastSuccessfulAt).toBe(before.data?.lastSuccessfulAt);
|
||||||
expect(after.meta.dataRevision).not.toBe(before.meta.dataRevision);
|
expect(after.meta.dataRevision).not.toBe(before.meta.dataRevision);
|
||||||
expect(upstream.getPortfolio).toHaveBeenCalledTimes(1);
|
expect(upstream.getPortfolio).toHaveBeenCalledTimes(1);
|
||||||
@@ -513,12 +508,9 @@ describe('local accounts and portfolio HTTP (SQLite)', () => {
|
|||||||
const summaries = (await get('brokerage-accounts').expect(200))
|
const summaries = (await get('brokerage-accounts').expect(200))
|
||||||
.body as BrokerageAccountsResourceDto;
|
.body as BrokerageAccountsResourceDto;
|
||||||
expect(summaries.data?.[0].portfolioSummary).toMatchObject({
|
expect(summaries.data?.[0].portfolioSummary).toMatchObject({
|
||||||
totalsByCurrency: [{ currency: 'RUB', value: '21.1' }],
|
totals: { currency: 'RUB', value: '21.1' },
|
||||||
cashBalances: [{ currency: 'RUB', value: '1.1' }],
|
cash: { currency: 'RUB', value: '1.1' },
|
||||||
structure: { currencies: [{ currency: 'RUB' }] },
|
unrealizedReturn: { absolute: '0', costBasis: '0', percent: null, partial: true },
|
||||||
unrealizedReturnByCurrency: [
|
|
||||||
{ currency: 'RUB', absolute: '0', costBasis: '0', percent: null, partial: true },
|
|
||||||
],
|
|
||||||
stockPositionCount: 1,
|
stockPositionCount: 1,
|
||||||
bondPositionCount: 0,
|
bondPositionCount: 0,
|
||||||
fundPositionCount: 0,
|
fundPositionCount: 0,
|
||||||
|
|||||||
@@ -16,18 +16,15 @@ describe('portfolio publication (SQLite)', () => {
|
|||||||
const snapshot = {
|
const snapshot = {
|
||||||
lastSuccessfulAt: '2026-01-01T00:00:00.000Z',
|
lastSuccessfulAt: '2026-01-01T00:00:00.000Z',
|
||||||
isStale: false,
|
isStale: false,
|
||||||
totalsByCurrency: [],
|
totals: { currency: 'RUB', value: '0' },
|
||||||
positions: [],
|
positions: [],
|
||||||
cashBalances: [],
|
cash: { currency: 'RUB', value: '0' },
|
||||||
structure: { currencies: [], unvaluedCategories: [] },
|
structure: { totalValue: '0', hasNegativeValues: false, categories: [], unvaluedCategories: [] },
|
||||||
} satisfies PortfolioDto;
|
} satisfies PortfolioDto;
|
||||||
const accountId = 'account';
|
const accountId = 'account';
|
||||||
const valuedSnapshot = {
|
const valuedSnapshot = {
|
||||||
...snapshot,
|
...snapshot,
|
||||||
totalsByCurrency: [
|
totals: { currency: 'RUB', value: '200' },
|
||||||
{ currency: 'RUB', value: '200' },
|
|
||||||
{ currency: 'USD', value: '10' },
|
|
||||||
],
|
|
||||||
} satisfies PortfolioDto;
|
} satisfies PortfolioDto;
|
||||||
const createRunningAttempt = () =>
|
const createRunningAttempt = () =>
|
||||||
prisma.tbankSyncWork.create({
|
prisma.tbankSyncWork.create({
|
||||||
@@ -95,7 +92,7 @@ describe('portfolio publication (SQLite)', () => {
|
|||||||
expect(await prisma.tbankPortfolio.count()).toBe(1);
|
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 previousFetchedAt = new Date('2025-12-31T00:00:00.000Z');
|
||||||
const previousCapturedAt = new Date('2025-12-31T01:00:00.000Z');
|
const previousCapturedAt = new Date('2025-12-31T01:00:00.000Z');
|
||||||
await prisma.tbankPortfolio.create({
|
await prisma.tbankPortfolio.create({
|
||||||
@@ -114,7 +111,6 @@ describe('portfolio publication (SQLite)', () => {
|
|||||||
points: {
|
points: {
|
||||||
create: {
|
create: {
|
||||||
attemptId: 'previous-attempt',
|
attemptId: 'previous-attempt',
|
||||||
currency: 'RUB',
|
|
||||||
value: '100',
|
value: '100',
|
||||||
capturedAt: previousCapturedAt,
|
capturedAt: previousCapturedAt,
|
||||||
},
|
},
|
||||||
@@ -123,11 +119,9 @@ describe('portfolio publication (SQLite)', () => {
|
|||||||
});
|
});
|
||||||
await createRunningAttempt();
|
await createRunningAttempt();
|
||||||
interceptTransaction((tx) => {
|
interceptTransaction((tx) => {
|
||||||
const upsert = tx.tbankPortfolioValuePoint.upsert.bind(tx.tbankPortfolioValuePoint);
|
|
||||||
jest
|
jest
|
||||||
.spyOn(tx.tbankPortfolioValuePoint, 'upsert')
|
.spyOn(tx.tbankPortfolioValuePoint, 'upsert')
|
||||||
.mockImplementationOnce((args) => upsert(args))
|
.mockRejectedValueOnce(new Error('injected point failure'));
|
||||||
.mockRejectedValueOnce(new Error('injected second point failure'));
|
|
||||||
});
|
});
|
||||||
|
|
||||||
await expect(
|
await expect(
|
||||||
@@ -136,7 +130,7 @@ describe('portfolio publication (SQLite)', () => {
|
|||||||
accountId,
|
accountId,
|
||||||
valuedSnapshot,
|
valuedSnapshot,
|
||||||
),
|
),
|
||||||
).rejects.toThrow('injected second point failure');
|
).rejects.toThrow('injected point failure');
|
||||||
|
|
||||||
expect(
|
expect(
|
||||||
await prisma.tbankPortfolio.findUnique({
|
await prisma.tbankPortfolio.findUnique({
|
||||||
|
|||||||
@@ -114,7 +114,7 @@ describe('T-Bank persisted read budget', () => {
|
|||||||
(item) =>
|
(item) =>
|
||||||
item.instrumentKind === 'INSTRUMENT_TYPE_SHARE' &&
|
item.instrumentKind === 'INSTRUMENT_TYPE_SHARE' &&
|
||||||
item.ticker.includes(query),
|
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) =>
|
findBonds: (_token: string, query: string) =>
|
||||||
counted(
|
counted(
|
||||||
@@ -123,7 +123,7 @@ describe('T-Bank persisted read budget', () => {
|
|||||||
(item) =>
|
(item) =>
|
||||||
item.instrumentKind === 'INSTRUMENT_TYPE_BOND' &&
|
item.instrumentKind === 'INSTRUMENT_TYPE_BOND' &&
|
||||||
item.ticker.includes(query),
|
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) =>
|
getShare: (_token: string, uid: string) =>
|
||||||
counted(
|
counted(
|
||||||
@@ -279,9 +279,9 @@ describe('T-Bank persisted read budget', () => {
|
|||||||
currentPrice: { currency: 'rub', units: '1000' },
|
currentPrice: { currency: 'rub', units: '1000' },
|
||||||
averagePositionPrice: { currency: 'rub', units: '900' },
|
averagePositionPrice: { currency: 'rub', units: '900' },
|
||||||
}],
|
}],
|
||||||
totalsByCurrency: [{ currency: 'RUB', value: '1100' }],
|
totals: { currency: 'RUB', value: '1100' },
|
||||||
cashBalances: [{ currency: 'RUB', value: '100' }],
|
cash: { currency: 'RUB', value: '100' },
|
||||||
structure: { currencies: [], unvaluedCategories: [] },
|
structure: { totalValue: '1100', hasNegativeValues: false, categories: [], unvaluedCategories: [] },
|
||||||
},
|
},
|
||||||
fetchedAt: now,
|
fetchedAt: now,
|
||||||
},
|
},
|
||||||
|
|||||||
@@ -80,7 +80,7 @@ describe('T-Bank value history persistence and visibility (SQLite)', () => {
|
|||||||
],
|
],
|
||||||
});
|
});
|
||||||
upstream.getPositions.mockResolvedValue({
|
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', () => {
|
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 createUser('owner');
|
||||||
await putConnection('owner', 'token-a').expect(200);
|
await putConnection('owner', 'token-a').expect(200);
|
||||||
await publishPortfolio('owner', 'a');
|
await publishPortfolio('owner', 'a');
|
||||||
@@ -133,12 +133,10 @@ describe('T-Bank value history persistence and visibility (SQLite)', () => {
|
|||||||
include: { points: true },
|
include: { points: true },
|
||||||
});
|
});
|
||||||
expect(history?.deletedAt).toBeNull();
|
expect(history?.deletedAt).toBeNull();
|
||||||
expect(history?.points).toHaveLength(2);
|
expect(history?.points).toHaveLength(1);
|
||||||
|
|
||||||
const rubPoint = history?.points.find((p) => p.currency === 'RUB');
|
const rubPoint = history?.points[0];
|
||||||
const usdPoint = history?.points.find((p) => p.currency === 'USD');
|
expect(rubPoint?.value).toBe('26');
|
||||||
expect(rubPoint?.value).toBe('21');
|
|
||||||
expect(usdPoint?.value).toBe('5');
|
|
||||||
|
|
||||||
const snapshot = await prisma.tbankPortfolio.findUniqueOrThrow({
|
const snapshot = await prisma.tbankPortfolio.findUniqueOrThrow({
|
||||||
where: {
|
where: {
|
||||||
@@ -201,7 +199,7 @@ describe('T-Bank value history persistence and visibility (SQLite)', () => {
|
|||||||
expect(points).toHaveLength(0);
|
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.getPortfolio.mockResolvedValue({ positions: [] });
|
||||||
upstream.getPositions.mockResolvedValue({ money: [] });
|
upstream.getPositions.mockResolvedValue({ money: [] });
|
||||||
|
|
||||||
@@ -212,7 +210,8 @@ describe('T-Bank value history persistence and visibility (SQLite)', () => {
|
|||||||
const points = await prisma.tbankPortfolioValuePoint.findMany({
|
const points = await prisma.tbankPortfolioValuePoint.findMany({
|
||||||
where: { userId: 'owner', accountId: 'a' },
|
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 () => {
|
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({
|
const points = await prisma.tbankPortfolioValuePoint.findMany({
|
||||||
where: { userId: 'owner', accountId: 'a' },
|
where: { userId: 'owner', accountId: 'a' },
|
||||||
});
|
});
|
||||||
expect(points).toHaveLength(2);
|
expect(points).toHaveLength(1);
|
||||||
});
|
});
|
||||||
|
|
||||||
it('late attempt after token replacement adds no points', async () => {
|
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 = {
|
const published = {
|
||||||
lastSuccessfulAt: new Date().toISOString(),
|
lastSuccessfulAt: new Date().toISOString(),
|
||||||
isStale: false,
|
isStale: false,
|
||||||
totalsByCurrency: [
|
totals: { currency: 'RUB', value: '100' },
|
||||||
{ currency: 'RUB', value: '100' },
|
|
||||||
{ currency: 'USD', value: '50' },
|
|
||||||
],
|
|
||||||
positions: [
|
positions: [
|
||||||
{
|
{
|
||||||
figi: 'stock',
|
figi: 'stock',
|
||||||
@@ -302,8 +298,8 @@ describe('T-Bank value history persistence and visibility (SQLite)', () => {
|
|||||||
issuer: null,
|
issuer: null,
|
||||||
},
|
},
|
||||||
],
|
],
|
||||||
cashBalances: [{ currency: 'USD', value: '50' }],
|
cash: { currency: 'RUB', value: '0' },
|
||||||
structure: { currencies: [], unvaluedCategories: [] },
|
structure: { totalValue: '100', hasNegativeValues: false, categories: [], unvaluedCategories: [] },
|
||||||
};
|
};
|
||||||
|
|
||||||
const result = await app.get(PortfolioService)['repository'].publish(oldWork, 'a', published);
|
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({
|
const pointsBefore = await prisma.tbankPortfolioValuePoint.findMany({
|
||||||
where: { userId: 'owner', accountId: 'a' },
|
where: { userId: 'owner', accountId: 'a' },
|
||||||
});
|
});
|
||||||
expect(pointsBefore).toHaveLength(2);
|
expect(pointsBefore).toHaveLength(1);
|
||||||
|
|
||||||
upstream.getPortfolio.mockRejectedValue(new Error('Upstream failed'));
|
upstream.getPortfolio.mockRejectedValue(new Error('Upstream failed'));
|
||||||
await publishPortfolio('owner', 'a');
|
await publishPortfolio('owner', 'a');
|
||||||
@@ -331,7 +327,7 @@ describe('T-Bank value history persistence and visibility (SQLite)', () => {
|
|||||||
const pointsAfter = await prisma.tbankPortfolioValuePoint.findMany({
|
const pointsAfter = await prisma.tbankPortfolioValuePoint.findMany({
|
||||||
where: { userId: 'owner', accountId: 'a' },
|
where: { userId: 'owner', accountId: 'a' },
|
||||||
});
|
});
|
||||||
expect(pointsAfter).toHaveLength(2);
|
expect(pointsAfter).toHaveLength(1);
|
||||||
expect(pointsAfter).toEqual(pointsBefore);
|
expect(pointsAfter).toEqual(pointsBefore);
|
||||||
});
|
});
|
||||||
});
|
});
|
||||||
@@ -345,7 +341,7 @@ describe('T-Bank value history persistence and visibility (SQLite)', () => {
|
|||||||
const oldPoints = await prisma.tbankPortfolioValuePoint.findMany({
|
const oldPoints = await prisma.tbankPortfolioValuePoint.findMany({
|
||||||
where: { userId: 'owner', accountId: 'a' },
|
where: { userId: 'owner', accountId: 'a' },
|
||||||
});
|
});
|
||||||
expect(oldPoints).toHaveLength(2);
|
expect(oldPoints).toHaveLength(1);
|
||||||
|
|
||||||
upstream.validateToken.mockResolvedValue([accounts[0]]);
|
upstream.validateToken.mockResolvedValue([accounts[0]]);
|
||||||
await putConnection('owner', 'token-b').expect(200);
|
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' },
|
where: { userId: 'owner', accountId: 'a' },
|
||||||
orderBy: { createdAt: 'asc' },
|
orderBy: { createdAt: 'asc' },
|
||||||
});
|
});
|
||||||
expect(newPoints.length).toBeGreaterThan(2);
|
expect(newPoints.length).toBeGreaterThan(1);
|
||||||
expect(newPoints.slice(0, 2)).toEqual(oldPoints);
|
expect(newPoints.slice(0, 1)).toEqual(oldPoints);
|
||||||
});
|
});
|
||||||
|
|
||||||
it('hides history when account disappears from membership', async () => {
|
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({
|
const pointsB = await prisma.tbankPortfolioValuePoint.findMany({
|
||||||
where: { userId: 'owner', accountId: 'b' },
|
where: { userId: 'owner', accountId: 'b' },
|
||||||
});
|
});
|
||||||
expect(pointsB).toHaveLength(2);
|
expect(pointsB).toHaveLength(1);
|
||||||
});
|
});
|
||||||
|
|
||||||
it('leaves visibility unchanged on membership fetch error', async () => {
|
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({
|
const points = await prisma.tbankPortfolioValuePoint.findMany({
|
||||||
where: { userId: 'owner', accountId: 'a' },
|
where: { userId: 'owner', accountId: 'a' },
|
||||||
});
|
});
|
||||||
expect(points).toHaveLength(2);
|
expect(points).toHaveLength(1);
|
||||||
|
|
||||||
await request(app.getHttpServer())
|
await request(app.getHttpServer())
|
||||||
.delete('/api/v1/tbank-connection')
|
.delete('/api/v1/tbank-connection')
|
||||||
@@ -450,7 +446,7 @@ describe('T-Bank value history persistence and visibility (SQLite)', () => {
|
|||||||
const pointsAfter = await prisma.tbankPortfolioValuePoint.findMany({
|
const pointsAfter = await prisma.tbankPortfolioValuePoint.findMany({
|
||||||
where: { userId: 'owner', accountId: 'a' },
|
where: { userId: 'owner', accountId: 'a' },
|
||||||
});
|
});
|
||||||
expect(pointsAfter.length).toBeGreaterThan(2);
|
expect(pointsAfter.length).toBeGreaterThan(1);
|
||||||
});
|
});
|
||||||
|
|
||||||
it('unhides when disappeared account returns in membership', async () => {
|
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({
|
const points = await prisma.tbankPortfolioValuePoint.findMany({
|
||||||
where: { userId: 'owner', accountId: 'a' },
|
where: { userId: 'owner', accountId: 'a' },
|
||||||
});
|
});
|
||||||
expect(points).toHaveLength(2);
|
expect(points).toHaveLength(1);
|
||||||
});
|
});
|
||||||
});
|
});
|
||||||
});
|
});
|
||||||
|
|||||||
@@ -113,9 +113,9 @@ describe('saved payout calendars and complete forecasts (SQLite HTTP)', () => {
|
|||||||
lastSuccessfulAt: new Date().toISOString(),
|
lastSuccessfulAt: new Date().toISOString(),
|
||||||
isStale: false,
|
isStale: false,
|
||||||
positions,
|
positions,
|
||||||
totalsByCurrency: [],
|
totals: { currency: 'RUB', value: '0' },
|
||||||
cashBalances: [],
|
cash: { currency: 'RUB', value: '0' },
|
||||||
structure: { currencies: [], unvaluedCategories: [] },
|
structure: { totalValue: '0', hasNegativeValues: false, categories: [], unvaluedCategories: [] },
|
||||||
};
|
};
|
||||||
await prisma.tbankPortfolio.upsert({
|
await prisma.tbankPortfolio.upsert({
|
||||||
where: {
|
where: {
|
||||||
@@ -273,17 +273,14 @@ describe('saved payout calendars and complete forecasts (SQLite HTTP)', () => {
|
|||||||
single.data?.events.find((event) => event.type === 'offer')
|
single.data?.events.find((event) => event.type === 'offer')
|
||||||
?.projectedAmount,
|
?.projectedAmount,
|
||||||
).toBeNull();
|
).toBeNull();
|
||||||
expect(single.data?.incomeTotalsByCurrency).toEqual([
|
expect(single.data?.incomeTotal).toEqual({ currency: 'RUB', value: '6' });
|
||||||
{ currency: 'RUB', value: '6' },
|
|
||||||
{ currency: 'USD', value: '20.000000002' },
|
|
||||||
]);
|
|
||||||
const all = (await events('all').expect(200))
|
const all = (await events('all').expect(200))
|
||||||
.body as UpcomingEventsResourceDto;
|
.body as UpcomingEventsResourceDto;
|
||||||
expect(
|
expect(
|
||||||
all.data?.events.every((event) => event.account?.id === 'account'),
|
all.data?.events.every((event) => event.account?.id === 'account'),
|
||||||
).toBe(true);
|
).toBe(true);
|
||||||
expect(all.data?.incomeTotalsByCurrency).toEqual(
|
expect(all.data?.incomeTotal).toEqual(
|
||||||
single.data?.incomeTotalsByCurrency,
|
single.data?.incomeTotal,
|
||||||
);
|
);
|
||||||
expect(moex.bondEvents).toHaveBeenCalledWith('BOND');
|
expect(moex.bondEvents).toHaveBeenCalledWith('BOND');
|
||||||
expect(upstream.getBondCoupons).not.toHaveBeenCalled();
|
expect(upstream.getBondCoupons).not.toHaveBeenCalled();
|
||||||
@@ -334,7 +331,7 @@ describe('saved payout calendars and complete forecasts (SQLite HTTP)', () => {
|
|||||||
expect(newRange.data).toEqual({
|
expect(newRange.data).toEqual({
|
||||||
...saved.data,
|
...saved.data,
|
||||||
events: [],
|
events: [],
|
||||||
incomeTotalsByCurrency: [],
|
incomeTotal: { currency: 'RUB', value: '0' },
|
||||||
});
|
});
|
||||||
expect(newRange.data?.window).toEqual(window);
|
expect(newRange.data?.window).toEqual(window);
|
||||||
await prisma.tbankConnection.update({
|
await prisma.tbankConnection.update({
|
||||||
@@ -372,8 +369,8 @@ describe('saved payout calendars and complete forecasts (SQLite HTTP)', () => {
|
|||||||
}
|
}
|
||||||
expect(
|
expect(
|
||||||
((await events().expect(200)).body as UpcomingEventsResourceDto).data
|
((await events().expect(200)).body as UpcomingEventsResourceDto).data
|
||||||
?.incomeTotalsByCurrency,
|
?.incomeTotal,
|
||||||
).toEqual([{ currency: 'USD', value: '90.000000009' }]);
|
).toEqual({ currency: 'RUB', value: '0' });
|
||||||
});
|
});
|
||||||
|
|
||||||
it('serves instrument payouts from shared calendars with private exact holdings and retains successful source timestamps on failure', async () => {
|
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();
|
await settled();
|
||||||
const result = (await events().expect(200))
|
const result = (await events().expect(200))
|
||||||
.body as UpcomingEventsResourceDto;
|
.body as UpcomingEventsResourceDto;
|
||||||
expect(result.data?.incomeTotalsByCurrency).toEqual([
|
expect(result.data?.incomeTotal).toEqual({ currency: 'RUB', value: '6' });
|
||||||
{ currency: 'RUB', value: '6' },
|
|
||||||
]);
|
|
||||||
expect(moex.bondEvents).toHaveBeenCalledWith('BOND');
|
expect(moex.bondEvents).toHaveBeenCalledWith('BOND');
|
||||||
});
|
});
|
||||||
|
|
||||||
@@ -574,9 +569,7 @@ describe('saved payout calendars and complete forecasts (SQLite HTTP)', () => {
|
|||||||
await settled();
|
await settled();
|
||||||
const before = (await events().expect(200))
|
const before = (await events().expect(200))
|
||||||
.body as UpcomingEventsResourceDto;
|
.body as UpcomingEventsResourceDto;
|
||||||
expect(before.data?.incomeTotalsByCurrency).toEqual([
|
expect(before.data?.incomeTotal).toEqual({ currency: 'RUB', value: '6' });
|
||||||
{ currency: 'RUB', value: '6' },
|
|
||||||
]);
|
|
||||||
const calendar = await prisma.tbankInstrumentSource.findFirstOrThrow({
|
const calendar = await prisma.tbankInstrumentSource.findFirstOrThrow({
|
||||||
where: { kind: 'bond-events' },
|
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 w1 = windowOf(day1, '2099-03-04');
|
||||||
const dividend = (date: string) => ({
|
const dividend = (date: string) => ({
|
||||||
recordDate: time(date),
|
recordDate: time(date),
|
||||||
dividendNet: { units: '10', nano: 1, currency: 'usd' },
|
dividendNet: { units: '10', nano: 1, currency: 'rub' },
|
||||||
});
|
});
|
||||||
const defaultEvents = async () =>
|
const defaultEvents = async () =>
|
||||||
(await get('brokerage-accounts/account/events').expect(200))
|
(await get('brokerage-accounts/account/events').expect(200))
|
||||||
@@ -705,9 +698,7 @@ describe('saved payout calendars and complete forecasts (SQLite HTTP)', () => {
|
|||||||
await refresh({});
|
await refresh({});
|
||||||
const first = await defaultEvents();
|
const first = await defaultEvents();
|
||||||
expect(first.data?.window).toEqual(w0);
|
expect(first.data?.window).toEqual(w0);
|
||||||
expect(first.data?.incomeTotalsByCurrency).toEqual([
|
expect(first.data?.incomeTotal).toEqual({ currency: 'RUB', value: '20.000000002' });
|
||||||
{ currency: 'USD', value: '20.000000002' },
|
|
||||||
]);
|
|
||||||
|
|
||||||
jest.setSystemTime(new Date(`${day1}T12:00:00Z`));
|
jest.setSystemTime(new Date(`${day1}T12:00:00Z`));
|
||||||
await portfolio([position(shareUid, '5')]);
|
await portfolio([position(shareUid, '5')]);
|
||||||
@@ -720,9 +711,7 @@ describe('saved payout calendars and complete forecasts (SQLite HTTP)', () => {
|
|||||||
'2099-02-05',
|
'2099-02-05',
|
||||||
'2099-03-04',
|
'2099-03-04',
|
||||||
]);
|
]);
|
||||||
expect(second.data?.incomeTotalsByCurrency).toEqual([
|
expect(second.data?.incomeTotal).toEqual({ currency: 'RUB', value: '100.00000001' });
|
||||||
{ currency: 'USD', value: '100.00000001' },
|
|
||||||
]);
|
|
||||||
const stale = (await events('account', 'owner', w0).expect(200))
|
const stale = (await events('account', 'owner', w0).expect(200))
|
||||||
.body as UpcomingEventsResourceDto;
|
.body as UpcomingEventsResourceDto;
|
||||||
expect(stale.data?.calculatedAt).toBe(second.data?.calculatedAt);
|
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({
|
expect(disjoint.data).toEqual({
|
||||||
...second.data,
|
...second.data,
|
||||||
events: [],
|
events: [],
|
||||||
incomeTotalsByCurrency: [],
|
incomeTotal: { currency: 'RUB', value: '0' },
|
||||||
});
|
});
|
||||||
expect(await prisma.tbankForecast.count()).toBe(2);
|
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') => ({
|
const dividend = (units: string, dividendType = 'Regular') => ({
|
||||||
recordDate: time(date),
|
recordDate: time(date),
|
||||||
dividendType,
|
dividendType,
|
||||||
dividendNet: { units, currency: 'usd' },
|
dividendNet: { units, currency: 'rub' },
|
||||||
});
|
});
|
||||||
// One hourly walk: the scheduler stamps it once and passes it to every account.
|
// One hourly walk: the scheduler stamps it once and passes it to every account.
|
||||||
const startWalk = async () => {
|
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 () => {
|
it('picks up a changed and then a cancelled payout on the next pass of the same window', async () => {
|
||||||
upstream.getDividends.mockResolvedValue([dividend('10')]);
|
upstream.getDividends.mockResolvedValue([dividend('10')]);
|
||||||
await pass(await startWalk());
|
await pass(await startWalk());
|
||||||
expect((await latest()).data?.incomeTotalsByCurrency).toEqual([
|
expect((await latest()).data?.incomeTotal).toEqual({ currency: 'RUB', value: '20' });
|
||||||
{ currency: 'USD', value: '20' },
|
|
||||||
]);
|
|
||||||
const first = await dividendRow();
|
const first = await dividendRow();
|
||||||
|
|
||||||
upstream.getDividends.mockResolvedValue([dividend('30')]);
|
upstream.getDividends.mockResolvedValue([dividend('30')]);
|
||||||
await pass(await startWalk());
|
await pass(await startWalk());
|
||||||
expect((await latest()).data?.incomeTotalsByCurrency).toEqual([
|
expect((await latest()).data?.incomeTotal).toEqual({ currency: 'RUB', value: '60' });
|
||||||
{ currency: 'USD', value: '60' },
|
|
||||||
]);
|
|
||||||
expect((await dividendRow()).dataRevision).toBe(first.dataRevision + 1);
|
expect((await dividendRow()).dataRevision).toBe(first.dataRevision + 1);
|
||||||
|
|
||||||
upstream.getDividends.mockResolvedValue([dividend('30', 'Cancelled')]);
|
upstream.getDividends.mockResolvedValue([dividend('30', 'Cancelled')]);
|
||||||
|
|||||||
Reference in New Issue
Block a user