ksv741
3b55b611b5
Filter non-RUB data at ingest, collapse per-currency collections into single RUB Money, drop currency from TbankPortfolioValuePoint, remove NON_RUB_ACTIVITY and screener currency filter. BREAKING CHANGE: per-currency API fields replaced with single RUB Money; stock screener currency param removed.
35 lines
1.4 KiB
TypeScript
35 lines
1.4 KiB
TypeScript
import { uncoveredOperationIntervals } from '../../operations/domain/operations-sync-plan';
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const ZERO_MILLIS = 0;
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const NEXT_MILLISECOND = 1;
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export enum PerformanceUnavailableReason {
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AccountValuationDatesDiffer = 'ACCOUNT_VALUATION_DATES_DIFFER',
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AmbiguousReturn = 'AMBIGUOUS_RETURN',
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HistoryStartUnknown = 'HISTORY_START_UNKNOWN',
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IndexHistoryUnavailable = 'INDEX_HISTORY_UNAVAILABLE',
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NoSolution = 'NO_SOLUTION',
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OperationsHistoryIncomplete = 'OPERATIONS_HISTORY_INCOMPLETE',
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PortfolioValuationIncomplete = 'PORTFOLIO_VALUATION_INCOMPLETE',
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UnconfirmedTransfer = 'UNCONFIRMED_TRANSFER',
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UnvaluedSecuritiesTransfer = 'UNVALUED_SECURITIES_TRANSFER',
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}
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export const performanceUnavailableReasons = Object.values(PerformanceUnavailableReason);
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type Coverage = { asOf: Date; from: Date; to: Date };
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/** Coverage is half-open and must include the instant of the last valuation. */
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export function hasPerformanceCoverage(
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accountId: string,
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from: Date,
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valuationAt: Date,
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coverage: Coverage[],
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): boolean {
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if (from.valueOf() >= valuationAt.valueOf()) return false;
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const end = new Date(valuationAt.valueOf() + NEXT_MILLISECOND);
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if (!coverage.some((item) => item.asOf >= valuationAt && item.to > valuationAt)) return false;
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const confirmed = coverage.map((item) => ({ accountId, from: item.from, to: item.to }));
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return uncoveredOperationIntervals([{ accountId, from, to: end }], confirmed).length === ZERO_MILLIS;
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}
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