allow determining portfolio positions for a specific date
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2 changed files with 237 additions and 9 deletions
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@ -201,6 +201,27 @@ pub fn run(
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defer allocator.free(qdates.dates);
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const as_of = as_of_override orelse (computeAsOfDate(qdates.dates) orelse Date.fromEpoch(std.time.timestamp()));
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// Under --as-of, skip days with no market activity (weekends, US
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// market holidays). Detection is cache-based: if NO non-MM symbol
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// has a candle dated exactly `as_of`, no market data was published
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// for that date. Emitting a snapshot would just carry Friday's
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// close forward with every row flagged stale — useless and
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// polluting to the timeline.
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//
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// Not applied in auto mode: auto mode's as_of already comes from
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// cache mode and is guaranteed to be a trading day.
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if (as_of_override != null and !hasAnyTradingDayCandle(allocator, svc, syms, as_of)) {
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var date_buf: [10]u8 = undefined;
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var msg_buf: [256]u8 = undefined;
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const msg = std.fmt.bufPrint(
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&msg_buf,
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"skipping {s}: no market data (weekend or holiday)\n",
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.{as_of.format(&date_buf)},
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) catch "skipping non-trading day\n";
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try cli.stderrPrint(msg);
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return;
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}
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// Per-symbol candle close lookup keyed on `as_of`. Owns no string
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// memory (keys borrow from the caller's `syms`).
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var symbol_prices = std.StringHashMap(zfin.valuation.CandleAtDate).init(allocator);
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@ -452,6 +473,37 @@ pub fn probeFreshAsOfDate(
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return computeAsOfDate(infos);
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}
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/// Check whether any non-MM held symbol has a candle dated exactly
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/// `date` in the cache. Used to detect non-trading days (weekends,
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/// holidays) so `--as-of` backfill can skip them.
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///
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/// "Any" rather than "all" because US market holidays may still have
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/// international or money-market trading that'd show up on a few
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/// symbols. The absence of US equity candles across the board is what
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/// signals a non-trading day for our purposes.
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pub fn hasAnyTradingDayCandle(
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allocator: std.mem.Allocator,
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svc: *zfin.DataService,
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symbols: []const []const u8,
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date: Date,
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) bool {
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for (symbols) |sym| {
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if (portfolio_mod.isMoneyMarketSymbol(sym)) continue;
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const cs = svc.getCachedCandles(sym) orelse continue;
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defer allocator.free(cs);
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// Linear scan from the end — recent dates are where `date` is
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// most likely to land for a backfill.
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var i: usize = cs.len;
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while (i > 0) {
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i -= 1;
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if (cs[i].date.eql(date)) return true;
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// Candles are sorted ascending; bail early once we're past.
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if (cs[i].date.lessThan(date)) break;
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}
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}
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return false;
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}
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/// Gather quote-date info for each symbol from the cache. Does not
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/// fetch; relies on whatever the cache has. Symbols with no candles at
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/// all get `last_date = null`.
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@ -549,8 +601,10 @@ fn buildSnapshot(
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as_of: Date,
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qdates: QuoteDates,
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) !Snapshot {
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// Totals
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const positions = try portfolio.positions(allocator);
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// Totals. Use `positionsAsOf(as_of)` rather than `positions()` so
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// historical backfills correctly count lots that were held on
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// `as_of` regardless of whether they're open today.
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const positions = try portfolio.positionsAsOf(allocator, as_of);
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defer allocator.free(positions);
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var manual_set = try zfin.valuation.buildFallbackPrices(allocator, portfolio.lots, positions, @constCast(&prices));
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@ -570,6 +624,15 @@ fn buildSnapshot(
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// Analysis (optional — depends on metadata.srf existing). If it
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// fails we still emit the snapshot with empty tax_type/account
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// sections rather than failing the whole capture.
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//
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// Known limitation: `runAnalysis` uses `isOpen()` (wall-clock today)
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// for its per-account/tax-type roll-ups rather than
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// `lotIsOpenAsOf(as_of)`. For backfill dates where lots have
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// matured/closed/opened between `as_of` and today, the per-account
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// totals can be off by the affected lots. The headline
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// net_worth/liquid/illiquid totals are NOT affected — those flow
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// through `positionsAsOf(as_of)` which honors the target date.
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// Fixing analysis to be as_of-aware is tracked separately.
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var tax_types: []TaxTypeRow = &.{};
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var accounts: []AccountRow = &.{};
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@ -602,7 +665,11 @@ fn buildSnapshot(
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_ = syms;
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for (portfolio.lots) |lot| {
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if (!lot.isOpen()) continue;
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// Use as_of (not wall-clock today) so backfill snapshots
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// correctly include lots that had opened by then and exclude
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// ones that had already closed or matured. See
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// `Lot.lotIsOpenAsOf` for semantics.
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if (!lot.lotIsOpenAsOf(as_of)) continue;
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const sec_label = lot.security_type.label();
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const lot_sym = lot.symbol;
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@ -149,10 +149,31 @@ pub const Lot = struct {
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}
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pub fn isOpen(self: Lot) bool {
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if (self.close_date != null) return false;
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return self.lotIsOpenAsOf(Date.fromEpoch(std.time.timestamp()));
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}
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/// Was the lot held at end-of-day on `as_of`?
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///
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/// Used by historical snapshot backfill (`zfin snapshot --as-of`)
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/// where "open" must be evaluated against the target date rather
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/// than wall-clock today. `isOpen()` delegates to this with
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/// today as `as_of`.
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///
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/// End-of-day semantics (see tests):
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/// - `open_date > as_of` → not yet bought → false
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/// - `close_date` on/before as_of → sold that day or earlier → false
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/// - `maturity_date` on/before as_of → matured that day or earlier → false
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/// - otherwise → true
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pub fn lotIsOpenAsOf(self: Lot, as_of: Date) bool {
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// Not yet bought on `as_of`.
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if (as_of.lessThan(self.open_date)) return false;
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// Sold on or before `as_of`.
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if (self.close_date) |cd| {
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if (!as_of.lessThan(cd)) return false;
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}
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// Matured on or before `as_of` (options, CDs).
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if (self.maturity_date) |mat| {
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const today = Date.fromEpoch(std.time.timestamp());
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if (!today.lessThan(mat)) return false;
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if (!as_of.lessThan(mat)) return false;
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}
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return true;
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}
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@ -305,7 +326,20 @@ pub const Portfolio = struct {
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/// Aggregate stock/ETF lots into positions by symbol (skips options, CDs, cash).
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/// Keys by priceSymbol() so CUSIP lots with ticker aliases aggregate under the ticker.
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///
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/// Uses wall-clock today for the open/closed determination. For
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/// historical snapshot backfill where "today" is not the right
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/// reference, use `positionsAsOf(allocator, as_of)`.
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pub fn positions(self: Portfolio, allocator: std.mem.Allocator) ![]Position {
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return self.positionsAsOf(allocator, Date.fromEpoch(std.time.timestamp()));
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}
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/// Like `positions` but evaluates lot open/closed against `as_of`
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/// rather than wall-clock today. See `Lot.lotIsOpenAsOf` for
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/// semantics. Used by historical snapshot backfill so a lot closed
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/// after `as_of` still contributes its shares on that date, and
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/// a lot opened after `as_of` does not.
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pub fn positionsAsOf(self: Portfolio, allocator: std.mem.Allocator, as_of: Date) ![]Position {
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var map = std.StringHashMap(Position).init(allocator);
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defer map.deinit();
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@ -339,13 +373,20 @@ pub const Portfolio = struct {
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entry.value_ptr.price_ratio = lot.price_ratio;
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}
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}
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if (lot.isOpen()) {
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if (lot.lotIsOpenAsOf(as_of)) {
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entry.value_ptr.shares += lot.shares;
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entry.value_ptr.total_cost += lot.costBasis();
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entry.value_ptr.open_lots += 1;
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} else {
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entry.value_ptr.closed_lots += 1;
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entry.value_ptr.realized_gain_loss += lot.realizedGainLoss() orelse 0;
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// Closed-as-of: contributes realized gain IF the close
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// happened on/before as_of. Lots not yet opened as of
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// the target date shouldn't contribute anything — they
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// didn't exist.
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const not_yet_opened = as_of.lessThan(lot.open_date);
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if (!not_yet_opened) {
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entry.value_ptr.closed_lots += 1;
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entry.value_ptr.realized_gain_loss += lot.realizedGainLoss() orelse 0;
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}
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}
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}
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@ -812,6 +853,126 @@ test "isOpen respects maturity_date" {
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try std.testing.expect(stock.isOpen());
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}
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// ── lotIsOpenAsOf ────────────────────────────────────────────
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//
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// `isOpen()` asks "is this lot held right now (wall-clock today)?"
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// `lotIsOpenAsOf(as_of)` asks "was this lot held at end-of-day on
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// `as_of`?" — needed for historical snapshot backfill where wall-clock
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// `today` is not the relevant reference date.
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//
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// Rules (end-of-day semantics):
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// - open_date > as_of → not yet bought → CLOSED
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// - close_date set and <= as_of → sold on/before → CLOSED
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// - maturity_date set and <= as_of → matured on/before → CLOSED
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// - otherwise → open
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//
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// "Closed on D excluded from D snapshot" is deliberate (end-of-day
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// semantics: a lot sold on D is not held at day-end). Symmetric: "opened
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// on D included in D snapshot" — you bought it that day, you hold it at
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// day-end.
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test "lotIsOpenAsOf: open_date after as_of excludes" {
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const lot = Lot{
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.symbol = "X",
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.shares = 10,
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.open_date = Date.fromYmd(2026, 4, 9),
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.open_price = 100.0,
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};
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try std.testing.expect(!lot.lotIsOpenAsOf(Date.fromYmd(2026, 4, 6)));
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try std.testing.expect(lot.lotIsOpenAsOf(Date.fromYmd(2026, 4, 9))); // opened that day
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try std.testing.expect(lot.lotIsOpenAsOf(Date.fromYmd(2026, 4, 10)));
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}
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test "lotIsOpenAsOf: close_date on or before as_of excludes" {
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const lot = Lot{
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.symbol = "X",
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.shares = 10,
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.open_date = Date.fromYmd(2026, 1, 1),
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.open_price = 100.0,
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.close_date = Date.fromYmd(2026, 4, 6),
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.close_price = 110.0,
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};
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try std.testing.expect(lot.lotIsOpenAsOf(Date.fromYmd(2026, 4, 5))); // still open
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try std.testing.expect(!lot.lotIsOpenAsOf(Date.fromYmd(2026, 4, 6))); // sold that day
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try std.testing.expect(!lot.lotIsOpenAsOf(Date.fromYmd(2026, 4, 7)));
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}
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test "lotIsOpenAsOf: maturity relative to as_of, not wall clock" {
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// Option opened 03-16, matured 04-17. Asking about 04-06 should
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// return true — open, maturity hasn't happened yet on 04-06.
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// This was the real bug: isOpen() used wall-clock today, so
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// backfilling any date before today but after maturity wrongly
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// excluded the lot.
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const opt = Lot{
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.symbol = "NVDA 04/17/2026 200 C",
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.shares = -5,
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.open_date = Date.fromYmd(2026, 3, 16),
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.open_price = 2.79,
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.security_type = .option,
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.maturity_date = Date.fromYmd(2026, 4, 17),
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};
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try std.testing.expect(opt.lotIsOpenAsOf(Date.fromYmd(2026, 4, 6)));
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try std.testing.expect(opt.lotIsOpenAsOf(Date.fromYmd(2026, 4, 16)));
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try std.testing.expect(!opt.lotIsOpenAsOf(Date.fromYmd(2026, 4, 17))); // matured that day
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try std.testing.expect(!opt.lotIsOpenAsOf(Date.fromYmd(2026, 4, 18)));
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}
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test "lotIsOpenAsOf: close wins over maturity (closed early)" {
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// Option opened 03-16, closed early 04-09, nominal maturity 04-17.
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// On 04-06 (before both): open.
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// On 04-09 (closed that day): not open.
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// On 04-15 (between close and maturity): not open (already closed).
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const opt = Lot{
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.symbol = "NVDA 04/17/2026 200 C",
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.shares = -5,
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.open_date = Date.fromYmd(2026, 3, 16),
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.open_price = 2.79,
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.security_type = .option,
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.close_date = Date.fromYmd(2026, 4, 9),
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.close_price = 0.09,
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.maturity_date = Date.fromYmd(2026, 4, 17),
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};
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try std.testing.expect(opt.lotIsOpenAsOf(Date.fromYmd(2026, 4, 6)));
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try std.testing.expect(opt.lotIsOpenAsOf(Date.fromYmd(2026, 4, 8)));
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try std.testing.expect(!opt.lotIsOpenAsOf(Date.fromYmd(2026, 4, 9)));
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try std.testing.expect(!opt.lotIsOpenAsOf(Date.fromYmd(2026, 4, 15)));
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}
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test "lotIsOpenAsOf: plain stock with no close, no maturity" {
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const lot = Lot{
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.symbol = "AAPL",
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.shares = 100,
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.open_date = Date.fromYmd(2024, 1, 1),
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.open_price = 150.0,
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};
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try std.testing.expect(!lot.lotIsOpenAsOf(Date.fromYmd(2023, 12, 31)));
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try std.testing.expect(lot.lotIsOpenAsOf(Date.fromYmd(2024, 1, 1)));
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try std.testing.expect(lot.lotIsOpenAsOf(Date.fromYmd(2100, 1, 1)));
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}
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test "lotIsOpenAsOf: isOpen() stays compatible via today" {
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// Regression guard: isOpen() should still behave as before —
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// equivalent to lotIsOpenAsOf(today). Test with a lot whose
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// status doesn't depend on date to keep this deterministic.
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const stock = Lot{
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.symbol = "AAPL",
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.shares = 10,
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.open_date = Date.fromYmd(2024, 1, 15),
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.open_price = 150.0,
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};
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try std.testing.expectEqual(stock.isOpen(), stock.lotIsOpenAsOf(Date.fromEpoch(std.time.timestamp())));
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const closed = Lot{
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.symbol = "AAPL",
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.shares = 10,
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.open_date = Date.fromYmd(2024, 1, 15),
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.open_price = 150.0,
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.close_date = Date.fromYmd(2024, 6, 15),
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.close_price = 200.0,
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};
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try std.testing.expectEqual(closed.isOpen(), closed.lotIsOpenAsOf(Date.fromEpoch(std.time.timestamp())));
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}
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test "nonStockValueForAccount" {
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const allocator = std.testing.allocator;
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const future = Date.fromYmd(2099, 12, 31);
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