add fidelity option matching and a summary including price ratio updates
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1 changed files with 188 additions and 1 deletions
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@ -195,6 +195,71 @@ fn isUnitPriceCash(price_raw: []const u8, cost_raw: []const u8) bool {
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return price == 1.0 and cost == 1.0;
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}
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const Date = @import("../models/date.zig").Date;
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/// Check if a Fidelity option symbol (e.g. "-AMZN260515C220") matches a
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/// portfolio lot by comparing parsed components against the lot's structured
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/// fields (underlying, maturity_date, option_type, strike).
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///
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/// Fidelity format: [-]{UNDERLYING}{YYMMDD}{C|P}{STRIKE}
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/// The underlying length is variable, so we scan for the first position
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/// where 6 consecutive digits encode a valid date.
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fn fidelityOptionMatchesLot(symbol: []const u8, lot: portfolio_mod.Lot) bool {
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if (lot.security_type != .option) return false;
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// Strip leading dash (short indicator)
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const sym = if (symbol.len > 0 and symbol[0] == '-') symbol[1..] else symbol;
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// Need at least: 1 char underlying + 6 date + 1 type + 1 strike = 9
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if (sym.len < 9) return false;
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// Scan for the date boundary: first position where 6 consecutive digits
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// form a valid YYMMDD (and the character before is a letter).
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var i: usize = 1; // underlying is at least 1 char
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while (i + 7 < sym.len) : (i += 1) {
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// All 6 chars must be digits
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if (!std.ascii.isDigit(sym[i]) or
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!std.ascii.isDigit(sym[i + 1]) or
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!std.ascii.isDigit(sym[i + 2]) or
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!std.ascii.isDigit(sym[i + 3]) or
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!std.ascii.isDigit(sym[i + 4]) or
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!std.ascii.isDigit(sym[i + 5]))
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continue;
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// Character after the 6 digits must be C or P
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const type_char = sym[i + 6];
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if (type_char != 'C' and type_char != 'P') continue;
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// Parse date components
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const yy = std.fmt.parseInt(i16, sym[i..][0..2], 10) catch continue;
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const mm = std.fmt.parseInt(u8, sym[i + 2 ..][0..2], 10) catch continue;
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const dd = std.fmt.parseInt(u8, sym[i + 4 ..][0..2], 10) catch continue;
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if (mm < 1 or mm > 12 or dd < 1 or dd > 31) continue;
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const year = 2000 + yy;
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// Parse components
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const underlying = sym[0..i];
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const option_type: portfolio_mod.OptionType = if (type_char == 'P') .put else .call;
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const strike_str = sym[i + 7 ..];
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const strike = std.fmt.parseFloat(f64, strike_str) catch continue;
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const date = Date.fromYmd(year, mm, dd);
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// Match against lot fields
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const lot_underlying = lot.underlying orelse return false;
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const lot_maturity = lot.maturity_date orelse return false;
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if (!std.mem.eql(u8, underlying, lot_underlying)) return false;
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if (!lot_maturity.eql(date)) return false;
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if (option_type != lot.option_type) return false;
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if (lot.strike) |ls| {
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if (@abs(ls - strike) > 0.01) return false;
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} else return false;
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return true;
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}
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return false;
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}
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// ── Schwab CSV parser ───────────────────────────────────────
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//
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// Parses the per-account positions CSV exported from Schwab's website
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@ -836,7 +901,11 @@ pub fn compareAccounts(
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const lot_acct = lot.account orelse continue;
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if (!std.mem.eql(u8, lot_acct, portfolio_acct_name.?)) continue;
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if (!lot.isOpen()) continue;
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if (!std.mem.eql(u8, lot.symbol, bp.symbol)) continue;
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// Match by exact symbol, or by parsed option components
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// (Fidelity uses compact OCC format like "-AMZN260515C220"
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// while portfolio uses "AMZN 05/15/2026 220.00 C")
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if (!std.mem.eql(u8, lot.symbol, bp.symbol) and
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!fidelityOptionMatchesLot(bp.symbol, lot)) continue;
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switch (lot.security_type) {
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.cd => {
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pf_shares += lot.shares;
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@ -851,6 +920,8 @@ pub fn compareAccounts(
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},
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else => {},
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}
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// Track the lot's own symbol so the portfolio-only pass skips it
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try matched_symbols.put(lot.symbol, {});
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}
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if (pf_shares != 0) try matched_symbols.put(bp.symbol, {});
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}
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@ -1001,6 +1072,90 @@ pub fn compareAccounts(
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return results.toOwnedSlice(allocator);
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}
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// ── Ratio suggestions ────────────────────────────────────────
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/// After displaying audit results, check for price_ratio positions where
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/// the brokerage NAV implies a different ratio than what's configured.
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/// Outputs actionable suggestions for portfolio.srf updates.
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fn displayRatioSuggestions(
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results: []const AccountComparison,
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portfolio: zfin.Portfolio,
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prices: std.StringHashMap(f64),
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color: bool,
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out: *std.Io.Writer,
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) !void {
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var has_header = false;
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for (results) |acct| {
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for (acct.comparisons) |cmp| {
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// Skip unmatched, cash, and option rows
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if (cmp.only_in_brokerage or cmp.only_in_portfolio) continue;
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if (cmp.is_cash or cmp.is_option) continue;
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// Find the portfolio lot(s) for this symbol with price_ratio != 1.0
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for (portfolio.lots) |lot| {
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if (lot.price_ratio == 1.0) continue;
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if (lot.security_type != .stock) continue;
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const lot_acct = lot.account orelse continue;
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if (!std.mem.eql(u8, lot_acct, acct.account_name)) continue;
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// Match by lot_symbol (CUSIP) or ticker against brokerage symbol
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const lot_sym = lot.symbol;
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const price_sym = lot.priceSymbol();
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if (!std.mem.eql(u8, lot_sym, cmp.symbol) and
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!std.mem.eql(u8, price_sym, cmp.symbol)) continue;
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// Get the retail price from cache
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const retail_price = prices.get(price_sym) orelse continue;
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// Brokerage price is the institutional NAV per share
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const inst_nav = cmp.brokerage_price orelse continue;
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if (retail_price == 0) continue;
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const current_ratio = lot.price_ratio;
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const suggested_ratio = inst_nav / retail_price;
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const drift_pct = (suggested_ratio - current_ratio) / current_ratio * 100.0;
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// Only suggest if drift is meaningful (> 0.01%)
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if (current_ratio == suggested_ratio) break;
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if (!has_header) {
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try out.print("\n", .{});
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try cli.setBold(out, color);
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try out.print(" Ratio updates", .{});
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try cli.reset(out, color);
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try cli.setFg(out, color, cli.CLR_MUTED);
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try out.print(" (for portfolio.srf)\n", .{});
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try cli.reset(out, color);
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has_header = true;
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}
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var cur_buf: [24]u8 = undefined;
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var sug_buf: [24]u8 = undefined;
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var drift_buf: [16]u8 = undefined;
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const cur_str = std.fmt.bufPrint(&cur_buf, "{d}", .{current_ratio}) catch "?";
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const sug_str = std.fmt.bufPrint(&sug_buf, "{d}", .{suggested_ratio}) catch "?";
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const drift_str = std.fmt.bufPrint(&drift_buf, "{d:.2}%", .{drift_pct}) catch "?";
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try out.print(" {s:<16} ", .{lot_sym});
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try cli.setFg(out, color, cli.CLR_MUTED);
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try out.print("ticker {s:<6}", .{price_sym});
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try cli.reset(out, color);
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try out.print(" ratio {s} -> ", .{cur_str});
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try cli.setBold(out, color);
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try out.print("{s}", .{sug_str});
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try cli.reset(out, color);
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try cli.setFg(out, color, cli.CLR_MUTED);
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try out.print(" ({s} drift)\n", .{drift_str});
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try cli.reset(out, color);
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break; // One suggestion per symbol
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}
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}
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}
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if (has_header) try out.print("\n", .{});
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}
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// ── Display ─────────────────────────────────────────────────
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fn displayResults(results: []const AccountComparison, color: bool, out: *std.Io.Writer) !void {
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@ -1376,6 +1531,7 @@ pub fn run(allocator: std.mem.Allocator, svc: *zfin.DataService, portfolio_path:
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}
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try displayResults(results, color, out);
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try displayRatioSuggestions(results, portfolio, prices, color, out);
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}
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// Schwab per-account CSV
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@ -1401,6 +1557,7 @@ pub fn run(allocator: std.mem.Allocator, svc: *zfin.DataService, portfolio_path:
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}
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try displayResults(results, color, out);
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try displayRatioSuggestions(results, portfolio, prices, color, out);
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}
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}
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@ -1745,3 +1902,33 @@ test "resolvePositionValue: ratio-1.0 position unaffected by provenance" {
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try std.testing.expectApproxEqAbs(@as(f64, 150.0), miss.price, 0.01);
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try std.testing.expectApproxEqAbs(@as(f64, 1500.0), miss.value, 0.01);
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}
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test "fidelityOptionMatchesLot basic call" {
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const lot = portfolio_mod.Lot{
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.symbol = "AMZN 05/15/2026 220.00 C",
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.security_type = .option,
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.underlying = "AMZN",
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.strike = 220.0,
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.option_type = .call,
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.maturity_date = Date.fromYmd(2026, 5, 15),
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.shares = -3,
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.open_date = Date.fromYmd(2025, 1, 1),
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.open_price = 8.75,
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};
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// Fidelity format with leading dash (short)
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try std.testing.expect(fidelityOptionMatchesLot("-AMZN260515C220", lot));
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// Without dash
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try std.testing.expect(fidelityOptionMatchesLot("AMZN260515C220", lot));
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// Wrong underlying
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try std.testing.expect(!fidelityOptionMatchesLot("-MSFT260515C220", lot));
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// Wrong date
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try std.testing.expect(!fidelityOptionMatchesLot("-AMZN260615C220", lot));
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// Wrong type
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try std.testing.expect(!fidelityOptionMatchesLot("-AMZN260515P220", lot));
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// Wrong strike
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try std.testing.expect(!fidelityOptionMatchesLot("-AMZN260515C230", lot));
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// Non-option lot
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const stock_lot = portfolio_mod.Lot{ .symbol = "AMZN", .security_type = .stock, .shares = 100, .open_date = Date.fromYmd(2025, 1, 1), .open_price = 100 };
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try std.testing.expect(!fidelityOptionMatchesLot("-AMZN260515C220", stock_lot));
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}
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