1385 lines
58 KiB
Zig
1385 lines
58 KiB
Zig
const std = @import("std");
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const Date = @import("../Date.zig");
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const Candle = @import("candle.zig").Candle;
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// ── Pricing model ────────────────────────────────────────────
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//
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// How a lot's market value gets computed is non-obvious because several
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// independent concerns overlap. Consolidated here so new readers (and
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// future-us) don't have to reverse-engineer it from call sites.
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//
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// ## Inputs
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//
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// 1. `lot.shares` — signed share count. Negative = short (written
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// options, short stock). Absolute value is what multiplies price for
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// cost/value; the sign flows through to P&L.
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//
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// 2. Some "raw price" from one of these sources, in priority order:
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// a. Candle close for the target date (live API — retail share
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// class). This is the common path.
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// b. `lot.price` manual override (`price::` in portfolio.srf). The
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// user enters what they see in their brokerage statement, so this
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// is in the LOT's share class already — no ratio needed.
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// c. `position.avg_cost` fallback when no candle is available and no
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// manual override exists. This is in the LOT's share class (user
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// paid institutional-class prices to open the lot).
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//
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// 3. `lot.price_ratio` — share-class conversion factor. Default 1.0
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// for retail-class lots. Example: VTTHX (institutional, $144) holds
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// VTHR (retail, $27.78), ratio ≈ 5.185. API gives us the $27.78
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// retail close; we multiply to get the $144 institutional price.
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//
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// ## The rule
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//
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// `effective_price = is_preadjusted ? raw_price : raw_price * price_ratio`
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//
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// Where `is_preadjusted` means "this raw price is already in the lot's
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// share-class terms, don't apply the ratio." Sources (2b) and (2c) are
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// preadjusted; source (2a) is not.
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//
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// `market_value = shares * effective_price`
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//
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// See `Lot.effectivePrice`, `Lot.marketValue`, and the matching methods
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// on `Position` for the canonical implementation. All callers in
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// snapshot.zig, audit.zig, and valuation.zig route through these — do
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// not reintroduce inline `price * price_ratio` expressions.
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//
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// ## Caching pre-multiply pattern
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//
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// When manual overrides (2b) get folded into a shared `prices` map
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// keyed by symbol, they're PRE-MULTIPLIED by `price_ratio` at insert
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// time (see `commands/snapshot.zig:buildSnapshot` and
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// `commands/audit.zig`). This normalizes the cached value so later
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// readers can treat every entry uniformly as "price in whichever terms
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// the lot needs." The `manual_set` (from `buildFallbackPrices`) then
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// tells readers which entries are preadjusted.
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//
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// ## avg_cost fallback
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//
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// When a symbol has no live price AND no manual override, callers fall
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// back to `position.avg_cost` (the weighted average lot open-price).
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// That value is already in the lot's share-class terms — the user paid
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// institutional-class prices to open the lot — so `is_preadjusted = true`.
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// Both snapshot and audit honor this: snapshot via `buildFallbackPrices`
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// + `manual_set`, audit via inline `prices.get(sym) orelse avg_cost`
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// with a matching `is_preadjusted` flag per branch.
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// ── Money-market / stable-NAV classification ────────────────
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//
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// Centralized so that audit.zig, the Fidelity/Schwab parsers, and the
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// planned snapshot writer all agree on which symbols are fixed-$1-NAV
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// instruments. Prior to this the classification lived in three places
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// with three different heuristics that disagreed on edge cases.
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/// Well-known US money-market fund tickers. Schwab (SWVXX/SWTXX),
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/// Vanguard (VMFXX/VMRXX/VUSXX/VMSXX/VYFXX), Fidelity
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/// (SPAXX/SPRXX/FDRXX/FDLXX/FZFXX/FZDXX/FTEXX), and a handful of
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/// BlackRock / Federated / JPM common tickers. Extend as new funds
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/// appear.
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pub const money_market_symbols = [_][]const u8{
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// Schwab
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"SWVXX", "SWTXX", "SNAXX", "SNVXX", "SNOXX", "SNSXX",
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// Vanguard
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"VMFXX", "VMRXX", "VUSXX", "VMSXX", "VYFXX",
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// Fidelity prime/gov/treasury
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"SPAXX",
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"SPRXX", "FDRXX", "FDLXX", "FZFXX", "FZDXX", "FTEXX",
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"FDIXX",
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// Federated, BlackRock, JPM common tickers
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"GOFXX", "TSCXX", "MJLXX",
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};
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/// Returns true when `symbol` appears in the well-known money-market
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/// ticker list (case-insensitive). Use this anywhere you need to know
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/// "is this a fixed-$1-NAV cash equivalent?" based on the ticker alone.
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///
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/// Symbols not in the list (including unknown MM funds) return false.
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/// Callers that have candle data on hand can supplement this with a
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/// trailing-$1-close check of their own if they need to catch funds
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/// missing from the whitelist.
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pub fn isMoneyMarketSymbol(symbol: []const u8) bool {
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if (symbol.len == 0) return false;
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// All tickers in `money_market_symbols` are uppercase; upper-case the
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// input once into a fixed-size buffer for the comparison.
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var buf: [16]u8 = undefined;
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if (symbol.len > buf.len) return false;
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for (symbol, 0..) |c, i| buf[i] = std.ascii.toUpper(c);
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const up = buf[0..symbol.len];
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for (money_market_symbols) |mm| {
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if (std.mem.eql(u8, up, mm)) return true;
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}
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return false;
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}
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/// Synthesize a stable-NAV (= $1) candle for a given date. Used when
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/// historical price data for a money-market fund doesn't reach back as
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/// far as the period under analysis — the close is known to be $1 by
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/// construction, so we can extrapolate backward without inventing data.
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pub fn stableNavCandle(date: Date) Candle {
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return .{ .date = date, .open = 1, .high = 1, .low = 1, .close = 1, .adj_close = 1, .volume = 0 };
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}
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/// Type of holding in a portfolio lot.
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pub const LotType = enum {
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stock, // stocks and ETFs (default)
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option, // option contracts
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cd, // certificates of deposit
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cash, // cash/money market
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illiquid, // illiquid assets (real estate, vehicles, etc.)
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watch, // watchlist item (no position, just track price)
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pub fn label(self: LotType) []const u8 {
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return switch (self) {
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.stock => "Stock",
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.option => "Option",
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.cd => "CD",
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.cash => "Cash",
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.illiquid => "Illiquid",
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.watch => "Watch",
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};
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}
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pub fn fromString(s: []const u8) LotType {
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if (std.mem.eql(u8, s, "option")) return .option;
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if (std.mem.eql(u8, s, "cd")) return .cd;
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if (std.mem.eql(u8, s, "cash")) return .cash;
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if (std.mem.eql(u8, s, "illiquid")) return .illiquid;
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if (std.mem.eql(u8, s, "watch")) return .watch;
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return .stock;
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}
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};
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/// Call or put option type.
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pub const OptionType = enum {
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call,
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put,
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pub fn fromString(s: []const u8) OptionType {
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if (std.mem.eql(u8, s, "put")) return .put;
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return .call;
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}
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};
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/// A single lot in a portfolio -- one purchase/sale event.
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/// Open lots have no close_date/close_price.
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/// Closed lots have both.
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pub const Lot = struct {
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symbol: []const u8 = "",
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shares: f64,
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open_date: Date,
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open_price: f64,
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close_date: ?Date = null,
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close_price: ?f64 = null,
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/// Optional note/tag for the lot
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note: ?[]const u8 = null,
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/// Optional account identifier (e.g. "Roth IRA", "Brokerage")
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account: ?[]const u8 = null,
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/// Type of holding (stock, option, cd, cash)
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security_type: LotType = .stock,
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/// Maturity date (for CDs)
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maturity_date: ?Date = null,
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/// Interest rate (for CDs, as percentage e.g. 3.8 = 3.8%)
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rate: ?f64 = null,
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/// Whether this lot is from dividend reinvestment (DRIP).
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/// DRIP lots are summarized as ST/LT groups instead of shown individually.
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drip: bool = false,
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/// Ticker alias for price fetching (e.g. CUSIP symbol with ticker::VTTHX).
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/// When set, this ticker is used for API calls instead of the symbol field.
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ticker: ?[]const u8 = null,
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/// Manual price override (e.g. for mutual funds not covered by data providers).
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/// Used as fallback when API price fetch fails.
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price: ?f64 = null,
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/// Date of the manual price (for display/staleness tracking).
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price_date: ?Date = null,
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/// Price ratio for institutional share classes. When set, the fetched price
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/// (from the `ticker` symbol) is multiplied by this ratio to get the actual
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/// institutional NAV. E.g. if VTTHX (investor) is $27.78 and the institutional
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/// class trades at $144.04, price_ratio = 144.04 / 27.78 ≈ 5.185.
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price_ratio: f64 = 1.0,
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/// Underlying stock symbol for option lots (e.g. "AMZN").
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underlying: ?[]const u8 = null,
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/// Strike price for option lots.
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strike: ?f64 = null,
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/// Contract multiplier (shares per contract). Default 100 for standard US equity options.
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multiplier: f64 = 100.0,
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/// Call or put (for option lots).
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option_type: OptionType = .call,
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/// The symbol to use for price fetching (ticker if set, else symbol).
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pub fn priceSymbol(self: Lot) []const u8 {
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return self.ticker orelse self.symbol;
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}
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pub fn isOpen(self: Lot, as_of: Date) bool {
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return self.lotIsOpenAsOf(as_of);
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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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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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pub fn costBasis(self: Lot) f64 {
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return self.shares * self.open_price;
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}
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/// Apply the share-class `price_ratio` to `raw_price`. See the
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/// "Pricing model" block at the top of this file for the full
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/// semantics of `is_preadjusted`.
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pub fn effectivePrice(self: Lot, raw_price: f64, is_preadjusted: bool) f64 {
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return if (is_preadjusted) raw_price else raw_price * self.price_ratio;
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}
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/// Market value of the lot at `raw_price`: `shares * effectivePrice`.
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pub fn marketValue(self: Lot, raw_price: f64, is_preadjusted: bool) f64 {
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return self.shares * self.effectivePrice(raw_price, is_preadjusted);
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}
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/// Realized gain/loss for a closed lot: shares * (close_price - open_price).
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/// Returns null if the lot is still open.
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pub fn realizedGainLoss(self: Lot) ?f64 {
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const cp = self.close_price orelse return null;
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return self.shares * (cp - self.open_price);
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}
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/// Unrealized gain/loss for an open lot at the given market price.
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pub fn unrealizedGainLoss(self: Lot, current_price: f64) f64 {
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return self.shares * (current_price - self.open_price);
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}
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pub fn returnPct(self: Lot, current_price: f64) f64 {
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if (self.open_price == 0) return 0;
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const price = if (self.close_price) |cp| cp else current_price;
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return (price / self.open_price) - 1.0;
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}
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};
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/// Aggregated position for a single symbol across multiple lots.
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pub const Position = struct {
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symbol: []const u8,
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/// Original lot symbol before ticker aliasing (e.g. CUSIP "02315N600").
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/// Same as `symbol` when no ticker alias is set.
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lot_symbol: []const u8 = "",
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/// Total open shares
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shares: f64,
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/// Weighted average cost basis per share (open lots only)
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avg_cost: f64,
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/// Total cost basis of open lots
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total_cost: f64,
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/// Number of open lots
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open_lots: u32,
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/// Number of closed lots
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closed_lots: u32,
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/// Total realized P&L from closed lots
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realized_gain_loss: f64,
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/// Account name (shared across lots, or "Multiple" if mixed).
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account: []const u8 = "",
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/// Note from the first lot (e.g. "VANGUARD TARGET 2035").
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note: ?[]const u8 = null,
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/// Price ratio for institutional share classes (from lot).
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/// positionsAsOf() groups by (priceSymbol, price_ratio), so lots with
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/// different ratios sharing the same ticker produce separate positions.
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/// portfolioSummary() then merges them back into a single rolled-up
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/// allocation with normalized (base-ticker-equivalent) shares.
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price_ratio: f64 = 1.0,
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/// Apply the share-class `price_ratio` to `raw_price` — the
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/// Position-aggregate mirror of `Lot.effectivePrice`. See the
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/// "Pricing model" block at the top of this file.
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pub fn effectivePrice(self: Position, raw_price: f64, is_preadjusted: bool) f64 {
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return if (is_preadjusted) raw_price else raw_price * self.price_ratio;
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}
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/// Market value of the position at `raw_price`: `shares * effectivePrice`.
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pub fn marketValue(self: Position, raw_price: f64, is_preadjusted: bool) f64 {
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return self.shares * self.effectivePrice(raw_price, is_preadjusted);
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}
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};
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/// A portfolio is a collection of lots.
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pub const Portfolio = struct {
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lots: []Lot,
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allocator: std.mem.Allocator,
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pub fn deinit(self: *Portfolio) void {
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for (self.lots) |lot| {
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self.allocator.free(lot.symbol);
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if (lot.note) |n| self.allocator.free(n);
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if (lot.account) |a| self.allocator.free(a);
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if (lot.ticker) |t| self.allocator.free(t);
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if (lot.underlying) |u| self.allocator.free(u);
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}
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self.allocator.free(self.lots);
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}
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/// Get all unique symbols in the portfolio (all types).
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pub fn symbols(self: Portfolio, allocator: std.mem.Allocator) ![][]const u8 {
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var seen = std.StringHashMap(void).init(allocator);
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defer seen.deinit();
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for (self.lots) |lot| {
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try seen.put(lot.symbol, {});
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}
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var result = std.ArrayList([]const u8).empty;
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errdefer result.deinit(allocator);
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var iter = seen.keyIterator();
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while (iter.next()) |key| {
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try result.append(allocator, key.*);
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}
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return result.toOwnedSlice(allocator);
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}
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/// Get unique symbols for stock/ETF lots only (skips options, CDs, cash).
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/// Returns the price symbol (ticker alias if set, otherwise raw symbol).
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/// Excludes manual-price-only lots (price:: set, no ticker::) since those
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/// have no API coverage and should never be fetched.
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pub fn stockSymbols(self: Portfolio, allocator: std.mem.Allocator) ![][]const u8 {
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var seen = std.StringHashMap(void).init(allocator);
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defer seen.deinit();
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for (self.lots) |lot| {
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if (lot.security_type == .stock) {
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// Skip lots that have a manual price but no ticker alias —
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// these are securities without API coverage (e.g. 401k CIT shares).
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if (lot.price != null and lot.ticker == null) continue;
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try seen.put(lot.priceSymbol(), {});
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}
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}
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var result = std.ArrayList([]const u8).empty;
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errdefer result.deinit(allocator);
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var iter = seen.keyIterator();
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while (iter.next()) |key| {
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try result.append(allocator, key.*);
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}
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return result.toOwnedSlice(allocator);
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}
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/// Get all lots for a given symbol.
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pub fn lotsForSymbol(self: Portfolio, allocator: std.mem.Allocator, symbol: []const u8) ![]Lot {
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var result = std.ArrayList(Lot).empty;
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errdefer result.deinit(allocator);
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for (self.lots) |lot| {
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if (std.mem.eql(u8, lot.symbol, symbol)) {
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try result.append(allocator, lot);
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}
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}
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return result.toOwnedSlice(allocator);
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}
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/// Get all lots of a given security type (allocated copy).
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pub fn lotsOfTypeAlloc(self: Portfolio, allocator: std.mem.Allocator, sec_type: LotType) ![]Lot {
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var result = std.ArrayList(Lot).empty;
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errdefer result.deinit(allocator);
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for (self.lots) |lot| {
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if (lot.security_type == sec_type) {
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try result.append(allocator, lot);
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}
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}
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return result.toOwnedSlice(allocator);
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}
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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, as_of: Date, allocator: std.mem.Allocator) ![]Position {
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return self.positionsAsOf(allocator, as_of);
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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 result = std.ArrayList(Position).empty;
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errdefer result.deinit(allocator);
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for (self.lots) |lot| {
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if (lot.security_type != .stock) continue;
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const sym = lot.priceSymbol();
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// Find existing position matching both symbol AND price_ratio.
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// Lots with different ratios (e.g. direct SPY vs institutional CIT
|
|
// using ticker::SPY) must produce separate positions to ensure
|
|
// correct valuation.
|
|
var found: ?*Position = null;
|
|
for (result.items) |*pos| {
|
|
if (std.mem.eql(u8, pos.symbol, sym) and pos.price_ratio == lot.price_ratio) {
|
|
found = pos;
|
|
break;
|
|
}
|
|
}
|
|
|
|
if (found == null) {
|
|
try result.append(allocator, .{
|
|
.symbol = sym,
|
|
.lot_symbol = lot.symbol,
|
|
.shares = 0,
|
|
.avg_cost = 0,
|
|
.total_cost = 0,
|
|
.open_lots = 0,
|
|
.closed_lots = 0,
|
|
.realized_gain_loss = 0,
|
|
.account = lot.account orelse "",
|
|
.note = lot.note,
|
|
.price_ratio = lot.price_ratio,
|
|
});
|
|
found = &result.items[result.items.len - 1];
|
|
} else {
|
|
// Track account: if lots have different accounts, mark as "Multiple"
|
|
const existing = found.?.account;
|
|
const new_acct = lot.account orelse "";
|
|
if (existing.len > 0 and !std.mem.eql(u8, existing, "Multiple") and !std.mem.eql(u8, existing, new_acct)) {
|
|
found.?.account = "Multiple";
|
|
}
|
|
}
|
|
|
|
const pos = found.?;
|
|
if (lot.lotIsOpenAsOf(as_of)) {
|
|
pos.shares += lot.shares;
|
|
pos.total_cost += lot.costBasis();
|
|
pos.open_lots += 1;
|
|
} else {
|
|
const not_yet_opened = as_of.lessThan(lot.open_date);
|
|
if (!not_yet_opened) {
|
|
pos.closed_lots += 1;
|
|
pos.realized_gain_loss += lot.realizedGainLoss() orelse 0;
|
|
}
|
|
}
|
|
}
|
|
|
|
// Compute avg_cost
|
|
for (result.items) |*pos| {
|
|
if (pos.shares > 0) {
|
|
pos.avg_cost = pos.total_cost / pos.shares;
|
|
}
|
|
}
|
|
|
|
return result.toOwnedSlice(allocator);
|
|
}
|
|
|
|
/// Aggregate stock/ETF lots into positions for a single account.
|
|
/// Same logic as positions() but filtered to lots matching `account_name`.
|
|
/// Only includes positions with at least one open lot (closed-only symbols are excluded).
|
|
pub fn positionsForAccount(self: Portfolio, as_of: Date, allocator: std.mem.Allocator, account_name: []const u8) ![]Position {
|
|
var result = std.ArrayList(Position).empty;
|
|
errdefer result.deinit(allocator);
|
|
|
|
for (self.lots) |lot| {
|
|
if (lot.security_type != .stock) continue;
|
|
const lot_acct = lot.account orelse continue;
|
|
if (!std.mem.eql(u8, lot_acct, account_name)) continue;
|
|
|
|
const sym = lot.priceSymbol();
|
|
|
|
// Find existing position matching both symbol AND price_ratio.
|
|
var found: ?*Position = null;
|
|
for (result.items) |*pos| {
|
|
if (std.mem.eql(u8, pos.symbol, sym) and pos.price_ratio == lot.price_ratio) {
|
|
found = pos;
|
|
break;
|
|
}
|
|
}
|
|
|
|
if (found == null) {
|
|
try result.append(allocator, .{
|
|
.symbol = sym,
|
|
.lot_symbol = lot.symbol,
|
|
.shares = 0,
|
|
.avg_cost = 0,
|
|
.total_cost = 0,
|
|
.open_lots = 0,
|
|
.closed_lots = 0,
|
|
.realized_gain_loss = 0,
|
|
.account = lot_acct,
|
|
.note = lot.note,
|
|
.price_ratio = lot.price_ratio,
|
|
});
|
|
found = &result.items[result.items.len - 1];
|
|
}
|
|
|
|
const pos = found.?;
|
|
if (lot.isOpen(as_of)) {
|
|
pos.shares += lot.shares;
|
|
pos.total_cost += lot.costBasis();
|
|
pos.open_lots += 1;
|
|
} else {
|
|
pos.closed_lots += 1;
|
|
pos.realized_gain_loss += lot.realizedGainLoss() orelse 0;
|
|
}
|
|
}
|
|
|
|
// Compute avg_cost and filter to open-only
|
|
var final = std.ArrayList(Position).empty;
|
|
errdefer final.deinit(allocator);
|
|
|
|
for (result.items) |*pos| {
|
|
if (pos.open_lots == 0) continue;
|
|
if (pos.shares > 0) {
|
|
pos.avg_cost = pos.total_cost / pos.shares;
|
|
}
|
|
try final.append(allocator, pos.*);
|
|
}
|
|
result.deinit(allocator);
|
|
return final.toOwnedSlice(allocator);
|
|
}
|
|
|
|
/// Total cash for a single account.
|
|
pub fn cashForAccount(self: Portfolio, account_name: []const u8) f64 {
|
|
var total: f64 = 0;
|
|
for (self.lots) |lot| {
|
|
if (lot.security_type != .cash) continue;
|
|
const lot_acct = lot.account orelse continue;
|
|
if (std.mem.eql(u8, lot_acct, account_name)) total += lot.shares;
|
|
}
|
|
return total;
|
|
}
|
|
|
|
/// Total value of non-stock holdings (cash, CDs, options) for a single account.
|
|
/// Only includes open lots (respects close_date and maturity_date).
|
|
pub fn nonStockValueForAccount(self: Portfolio, as_of: Date, account_name: []const u8) f64 {
|
|
var total: f64 = 0;
|
|
for (self.lots) |lot| {
|
|
if (!lot.isOpen(as_of)) continue;
|
|
const lot_acct = lot.account orelse continue;
|
|
if (!std.mem.eql(u8, lot_acct, account_name)) continue;
|
|
switch (lot.security_type) {
|
|
.cash => total += lot.shares,
|
|
.cd => total += lot.shares,
|
|
.option => total += @abs(lot.shares) * lot.open_price * lot.multiplier,
|
|
else => {},
|
|
}
|
|
}
|
|
return total;
|
|
}
|
|
|
|
/// Total value of an account: stocks (priced from the given map, falling back to avg_cost)
|
|
/// plus cash, CDs, and options. Only includes open lots.
|
|
pub fn totalForAccount(self: Portfolio, as_of: Date, allocator: std.mem.Allocator, account_name: []const u8, prices: std.StringHashMap(f64)) f64 {
|
|
var total: f64 = 0;
|
|
|
|
const acct_positions = self.positionsForAccount(as_of, allocator, account_name) catch return self.nonStockValueForAccount(as_of, account_name);
|
|
defer allocator.free(acct_positions);
|
|
|
|
for (acct_positions) |pos| {
|
|
const price = prices.get(pos.symbol) orelse pos.avg_cost;
|
|
total += pos.shares * price * pos.price_ratio;
|
|
}
|
|
|
|
total += self.nonStockValueForAccount(as_of, account_name);
|
|
return total;
|
|
}
|
|
|
|
/// Total cost basis of all open stock lots.
|
|
pub fn totalCostBasis(self: Portfolio, as_of: Date) f64 {
|
|
var total: f64 = 0;
|
|
for (self.lots) |lot| {
|
|
if (lot.isOpen(as_of) and lot.security_type == .stock) total += lot.costBasis();
|
|
}
|
|
return total;
|
|
}
|
|
|
|
/// Total realized P&L from all closed stock lots.
|
|
pub fn totalRealizedGainLoss(self: Portfolio) f64 {
|
|
var total: f64 = 0;
|
|
for (self.lots) |lot| {
|
|
if (lot.security_type == .stock) {
|
|
if (lot.realizedGainLoss()) |pnl| total += pnl;
|
|
}
|
|
}
|
|
return total;
|
|
}
|
|
|
|
/// Total cash across all accounts (open lots only).
|
|
pub fn totalCash(self: Portfolio, as_of: Date) f64 {
|
|
return self.totalCashAsOf(as_of);
|
|
}
|
|
|
|
/// `totalCash` evaluated against an arbitrary date — used by
|
|
/// historical snapshot backfill. See `Lot.lotIsOpenAsOf`.
|
|
pub fn totalCashAsOf(self: Portfolio, as_of: Date) f64 {
|
|
var total: f64 = 0;
|
|
for (self.lots) |lot| {
|
|
if (lot.security_type != .cash) continue;
|
|
if (!lot.lotIsOpenAsOf(as_of)) continue;
|
|
total += lot.shares;
|
|
}
|
|
return total;
|
|
}
|
|
|
|
/// Total illiquid asset value across all accounts (open lots only).
|
|
pub fn totalIlliquid(self: Portfolio, as_of: Date) f64 {
|
|
return self.totalIlliquidAsOf(as_of);
|
|
}
|
|
|
|
/// `totalIlliquid` evaluated against an arbitrary date.
|
|
pub fn totalIlliquidAsOf(self: Portfolio, as_of: Date) f64 {
|
|
var total: f64 = 0;
|
|
for (self.lots) |lot| {
|
|
if (lot.security_type != .illiquid) continue;
|
|
if (!lot.lotIsOpenAsOf(as_of)) continue;
|
|
total += lot.shares;
|
|
}
|
|
return total;
|
|
}
|
|
|
|
/// Total CD face value across all accounts (open lots only —
|
|
/// matured CDs are excluded).
|
|
pub fn totalCdFaceValue(self: Portfolio, as_of: Date) f64 {
|
|
return self.totalCdFaceValueAsOf(as_of);
|
|
}
|
|
|
|
/// `totalCdFaceValue` evaluated against an arbitrary date.
|
|
pub fn totalCdFaceValueAsOf(self: Portfolio, as_of: Date) f64 {
|
|
var total: f64 = 0;
|
|
for (self.lots) |lot| {
|
|
if (lot.security_type != .cd) continue;
|
|
if (!lot.lotIsOpenAsOf(as_of)) continue;
|
|
total += lot.shares;
|
|
}
|
|
return total;
|
|
}
|
|
|
|
/// Total option cost basis (|shares| * open_price * multiplier) —
|
|
/// open lots only. Closed/matured options are excluded.
|
|
pub fn totalOptionCost(self: Portfolio, as_of: Date) f64 {
|
|
return self.totalOptionCostAsOf(as_of);
|
|
}
|
|
|
|
/// `totalOptionCost` evaluated against an arbitrary date.
|
|
pub fn totalOptionCostAsOf(self: Portfolio, as_of: Date) f64 {
|
|
var total: f64 = 0;
|
|
for (self.lots) |lot| {
|
|
if (lot.security_type != .option) continue;
|
|
if (!lot.lotIsOpenAsOf(as_of)) continue;
|
|
// open_price is per-share option price; multiply by contract size
|
|
total += @abs(lot.shares) * lot.open_price * lot.multiplier;
|
|
}
|
|
return total;
|
|
}
|
|
|
|
/// Check if portfolio has any lots of a given type.
|
|
pub fn hasType(self: Portfolio, sec_type: LotType) bool {
|
|
for (self.lots) |lot| {
|
|
if (lot.security_type == sec_type) return true;
|
|
}
|
|
return false;
|
|
}
|
|
|
|
/// Get watchlist symbols (from watch lots in the portfolio).
|
|
pub fn watchSymbols(self: Portfolio, allocator: std.mem.Allocator) ![][]const u8 {
|
|
var result = std.ArrayList([]const u8).empty;
|
|
errdefer result.deinit(allocator);
|
|
|
|
for (self.lots) |lot| {
|
|
if (lot.security_type == .watch) {
|
|
try result.append(allocator, lot.symbol);
|
|
}
|
|
}
|
|
return result.toOwnedSlice(allocator);
|
|
}
|
|
};
|
|
|
|
/// Check if a string looks like a CUSIP (9 alphanumeric characters).
|
|
/// CUSIPs have 6 alphanumeric issuer chars + 2 issue chars + 1 check digit.
|
|
/// This is a heuristic -- it won't catch all CUSIPs and may have false positives.
|
|
pub fn isCusipLike(s: []const u8) bool {
|
|
if (s.len != 9) return false;
|
|
// Must contain at least one digit (all-alpha would be a ticker)
|
|
var has_digit = false;
|
|
for (s) |c| {
|
|
if (!std.ascii.isAlphanumeric(c)) return false;
|
|
if (std.ascii.isDigit(c)) has_digit = true;
|
|
}
|
|
return has_digit;
|
|
}
|
|
|
|
test "lot basics" {
|
|
const lot = Lot{
|
|
.symbol = "AAPL",
|
|
.shares = 10,
|
|
.open_date = Date.fromYmd(2024, 1, 15),
|
|
.open_price = 150.0,
|
|
};
|
|
try std.testing.expect(lot.isOpen(Date.fromYmd(2026, 5, 8)));
|
|
try std.testing.expectApproxEqAbs(@as(f64, 1500.0), lot.costBasis(), 0.01);
|
|
try std.testing.expectApproxEqAbs(@as(f64, 2000.0), lot.marketValue(200.0, true), 0.01);
|
|
try std.testing.expectApproxEqAbs(@as(f64, 500.0), lot.unrealizedGainLoss(200.0), 0.01);
|
|
try std.testing.expect(lot.realizedGainLoss() == null);
|
|
}
|
|
|
|
test "closed lot" {
|
|
const lot = Lot{
|
|
.symbol = "AAPL",
|
|
.shares = 10,
|
|
.open_date = Date.fromYmd(2024, 1, 15),
|
|
.open_price = 150.0,
|
|
.close_date = Date.fromYmd(2024, 6, 15),
|
|
.close_price = 200.0,
|
|
};
|
|
try std.testing.expect(!lot.isOpen(Date.fromYmd(2026, 5, 8)));
|
|
try std.testing.expectApproxEqAbs(@as(f64, 500.0), lot.realizedGainLoss().?, 0.01);
|
|
try std.testing.expectApproxEqAbs(@as(f64, 0.3333), lot.returnPct(0), 0.001);
|
|
}
|
|
|
|
test "portfolio positions" {
|
|
const allocator = std.testing.allocator;
|
|
|
|
var lots = [_]Lot{
|
|
.{ .symbol = "AAPL", .shares = 10, .open_date = Date.fromYmd(2024, 1, 1), .open_price = 150.0 },
|
|
.{ .symbol = "AAPL", .shares = 5, .open_date = Date.fromYmd(2024, 3, 1), .open_price = 160.0 },
|
|
.{ .symbol = "VTI", .shares = 100, .open_date = Date.fromYmd(2024, 1, 1), .open_price = 220.0 },
|
|
.{ .symbol = "AAPL", .shares = 3, .open_date = Date.fromYmd(2023, 6, 1), .open_price = 130.0, .close_date = Date.fromYmd(2024, 2, 1), .close_price = 155.0 },
|
|
};
|
|
|
|
var portfolio = Portfolio{ .lots = &lots, .allocator = allocator };
|
|
// Don't call deinit since these are stack-allocated test strings
|
|
|
|
const pos = try portfolio.positions(Date.fromYmd(2026, 5, 8), allocator);
|
|
defer allocator.free(pos);
|
|
|
|
try std.testing.expectEqual(@as(usize, 2), pos.len);
|
|
|
|
// Find AAPL position
|
|
var aapl: ?Position = null;
|
|
for (pos) |p| {
|
|
if (std.mem.eql(u8, p.symbol, "AAPL")) aapl = p;
|
|
}
|
|
try std.testing.expect(aapl != null);
|
|
try std.testing.expectApproxEqAbs(@as(f64, 15.0), aapl.?.shares, 0.01);
|
|
try std.testing.expectEqual(@as(u32, 2), aapl.?.open_lots);
|
|
try std.testing.expectEqual(@as(u32, 1), aapl.?.closed_lots);
|
|
try std.testing.expectApproxEqAbs(@as(f64, 75.0), aapl.?.realized_gain_loss, 0.01); // 3 * (155-130)
|
|
}
|
|
|
|
test "LotType label and fromString" {
|
|
try std.testing.expectEqualStrings("Stock", LotType.stock.label());
|
|
try std.testing.expectEqualStrings("Option", LotType.option.label());
|
|
try std.testing.expectEqualStrings("CD", LotType.cd.label());
|
|
try std.testing.expectEqualStrings("Cash", LotType.cash.label());
|
|
try std.testing.expectEqualStrings("Illiquid", LotType.illiquid.label());
|
|
try std.testing.expectEqualStrings("Watch", LotType.watch.label());
|
|
|
|
try std.testing.expectEqual(LotType.option, LotType.fromString("option"));
|
|
try std.testing.expectEqual(LotType.cd, LotType.fromString("cd"));
|
|
try std.testing.expectEqual(LotType.cash, LotType.fromString("cash"));
|
|
try std.testing.expectEqual(LotType.illiquid, LotType.fromString("illiquid"));
|
|
try std.testing.expectEqual(LotType.watch, LotType.fromString("watch"));
|
|
try std.testing.expectEqual(LotType.stock, LotType.fromString("unknown"));
|
|
try std.testing.expectEqual(LotType.stock, LotType.fromString(""));
|
|
}
|
|
|
|
test "Lot.priceSymbol" {
|
|
const with_ticker = Lot{ .symbol = "9128283H2", .shares = 1, .open_date = Date.fromYmd(2024, 1, 1), .open_price = 100, .ticker = "VTTHX" };
|
|
try std.testing.expectEqualStrings("VTTHX", with_ticker.priceSymbol());
|
|
const without_ticker = Lot{ .symbol = "AAPL", .shares = 1, .open_date = Date.fromYmd(2024, 1, 1), .open_price = 150 };
|
|
try std.testing.expectEqualStrings("AAPL", without_ticker.priceSymbol());
|
|
}
|
|
|
|
test "Lot.returnPct" {
|
|
// Open lot: uses current_price param
|
|
const open_lot = Lot{ .symbol = "AAPL", .shares = 10, .open_date = Date.fromYmd(2024, 1, 1), .open_price = 100 };
|
|
try std.testing.expectApproxEqAbs(@as(f64, 0.5), open_lot.returnPct(150), 0.001);
|
|
// Closed lot: uses close_price, ignores current_price
|
|
const closed_lot = Lot{ .symbol = "AAPL", .shares = 10, .open_date = Date.fromYmd(2024, 1, 1), .open_price = 100, .close_date = Date.fromYmd(2024, 6, 1), .close_price = 120 };
|
|
try std.testing.expectApproxEqAbs(@as(f64, 0.2), closed_lot.returnPct(999), 0.001);
|
|
// Zero open_price: returns 0
|
|
const zero_lot = Lot{ .symbol = "X", .shares = 1, .open_date = Date.fromYmd(2024, 1, 1), .open_price = 0 };
|
|
try std.testing.expectApproxEqAbs(@as(f64, 0.0), zero_lot.returnPct(100), 0.001);
|
|
}
|
|
|
|
test "Portfolio totals" {
|
|
var lots = [_]Lot{
|
|
.{ .symbol = "AAPL", .shares = 10, .open_date = Date.fromYmd(2024, 1, 1), .open_price = 150, .security_type = .stock },
|
|
.{ .symbol = "AAPL", .shares = 5, .open_date = Date.fromYmd(2024, 1, 1), .open_price = 140, .security_type = .stock, .close_date = Date.fromYmd(2024, 6, 1), .close_price = 160 },
|
|
.{ .symbol = "Savings", .shares = 50000, .open_date = Date.fromYmd(2024, 1, 1), .open_price = 0, .security_type = .cash },
|
|
.{ .symbol = "CD-1Y", .shares = 10000, .open_date = Date.fromYmd(2024, 1, 1), .open_price = 0, .security_type = .cd },
|
|
.{ .symbol = "House", .shares = 500000, .open_date = Date.fromYmd(2020, 1, 1), .open_price = 0, .security_type = .illiquid },
|
|
.{ .symbol = "SPY_CALL", .shares = 2, .open_date = Date.fromYmd(2024, 1, 1), .open_price = 5.50, .security_type = .option },
|
|
.{ .symbol = "TSLA", .shares = 0, .open_date = Date.fromYmd(2024, 1, 1), .open_price = 0, .security_type = .watch },
|
|
};
|
|
const portfolio = Portfolio{ .lots = &lots, .allocator = std.testing.allocator };
|
|
|
|
// totalCostBasis: only open stock lots -> 10 * 150 = 1500
|
|
try std.testing.expectApproxEqAbs(@as(f64, 1500.0), portfolio.totalCostBasis(Date.fromYmd(2026, 5, 8)), 0.01);
|
|
// totalRealizedGainLoss: closed stock lots -> 5 * (160-140) = 100
|
|
try std.testing.expectApproxEqAbs(@as(f64, 100.0), portfolio.totalRealizedGainLoss(), 0.01);
|
|
// totalCash
|
|
try std.testing.expectApproxEqAbs(@as(f64, 50000.0), portfolio.totalCash(Date.fromYmd(2026, 5, 8)), 0.01);
|
|
// totalIlliquid
|
|
try std.testing.expectApproxEqAbs(@as(f64, 500000.0), portfolio.totalIlliquid(Date.fromYmd(2026, 5, 8)), 0.01);
|
|
// totalCdFaceValue
|
|
try std.testing.expectApproxEqAbs(@as(f64, 10000.0), portfolio.totalCdFaceValue(Date.fromYmd(2026, 5, 8)), 0.01);
|
|
// totalOptionCost: |2| * 5.50 * 100 = 1100
|
|
try std.testing.expectApproxEqAbs(@as(f64, 1100.0), portfolio.totalOptionCost(Date.fromYmd(2026, 5, 8)), 0.01);
|
|
// hasType
|
|
try std.testing.expect(portfolio.hasType(.stock));
|
|
try std.testing.expect(portfolio.hasType(.cash));
|
|
try std.testing.expect(portfolio.hasType(.cd));
|
|
try std.testing.expect(portfolio.hasType(.illiquid));
|
|
try std.testing.expect(portfolio.hasType(.option));
|
|
try std.testing.expect(portfolio.hasType(.watch));
|
|
}
|
|
|
|
// ── Portfolio totals: open-lot filtering ──────────────────────
|
|
//
|
|
// The four non-stock totals (cash, cd, illiquid, option) now filter
|
|
// by `lotIsOpenAsOf` rather than counting every lot of the given type.
|
|
// Motivating scenario: user leaves a matured CD in portfolio.srf with
|
|
// `maturity_date` set (for historical context). Pre-fix, totalCdFaceValue
|
|
// would include it and over-report cash-equivalents. Post-fix, the
|
|
// matured CD is correctly excluded from "right now" totals.
|
|
|
|
test "Portfolio.totalOptionCost: excludes closed options" {
|
|
var lots = [_]Lot{
|
|
.{
|
|
.symbol = "CALL_OPEN",
|
|
.shares = -5,
|
|
.open_date = Date.fromYmd(2026, 3, 1),
|
|
.open_price = 2.00,
|
|
.security_type = .option,
|
|
.maturity_date = Date.fromYmd(2099, 1, 1),
|
|
},
|
|
.{
|
|
.symbol = "CALL_CLOSED",
|
|
.shares = -3,
|
|
.open_date = Date.fromYmd(2026, 3, 1),
|
|
.open_price = 4.00,
|
|
.security_type = .option,
|
|
.close_date = Date.fromYmd(2026, 3, 15),
|
|
.close_price = 0.01,
|
|
.maturity_date = Date.fromYmd(2099, 1, 1),
|
|
},
|
|
};
|
|
const portfolio = Portfolio{ .lots = &lots, .allocator = std.testing.allocator };
|
|
|
|
// Only CALL_OPEN contributes: |-5| * 2.00 * 100 = 1000.
|
|
// Pre-fix would have been 1000 + |-3| * 4.00 * 100 = 2200.
|
|
try std.testing.expectApproxEqAbs(@as(f64, 1000.0), portfolio.totalOptionCost(Date.fromYmd(2026, 5, 8)), 0.01);
|
|
}
|
|
|
|
test "Portfolio.totalOptionCost: excludes matured options" {
|
|
var lots = [_]Lot{
|
|
.{
|
|
.symbol = "CALL_OPEN",
|
|
.shares = -5,
|
|
.open_date = Date.fromYmd(2026, 3, 1),
|
|
.open_price = 2.00,
|
|
.security_type = .option,
|
|
.maturity_date = Date.fromYmd(2099, 1, 1),
|
|
},
|
|
.{
|
|
.symbol = "CALL_MATURED",
|
|
.shares = -3,
|
|
.open_date = Date.fromYmd(2024, 1, 1),
|
|
.open_price = 4.00,
|
|
.security_type = .option,
|
|
.maturity_date = Date.fromYmd(2024, 6, 1), // long expired
|
|
},
|
|
};
|
|
const portfolio = Portfolio{ .lots = &lots, .allocator = std.testing.allocator };
|
|
|
|
try std.testing.expectApproxEqAbs(@as(f64, 1000.0), portfolio.totalOptionCost(Date.fromYmd(2026, 5, 8)), 0.01);
|
|
}
|
|
|
|
test "Portfolio.totalCdFaceValue: excludes matured CDs" {
|
|
var lots = [_]Lot{
|
|
.{
|
|
.symbol = "CD_ACTIVE",
|
|
.shares = 50000,
|
|
.open_date = Date.fromYmd(2026, 2, 25),
|
|
.open_price = 1.00,
|
|
.security_type = .cd,
|
|
.maturity_date = Date.fromYmd(2099, 1, 1),
|
|
},
|
|
.{
|
|
.symbol = "CD_MATURED",
|
|
.shares = 75000,
|
|
.open_date = Date.fromYmd(2025, 1, 1),
|
|
.open_price = 1.00,
|
|
.security_type = .cd,
|
|
.maturity_date = Date.fromYmd(2025, 12, 31),
|
|
},
|
|
};
|
|
const portfolio = Portfolio{ .lots = &lots, .allocator = std.testing.allocator };
|
|
|
|
// Pre-fix would have been 50000 + 75000 = 125000.
|
|
try std.testing.expectApproxEqAbs(@as(f64, 50000.0), portfolio.totalCdFaceValue(Date.fromYmd(2026, 5, 8)), 0.01);
|
|
}
|
|
|
|
test "Portfolio.totalCash: excludes closed cash lots" {
|
|
var lots = [_]Lot{
|
|
.{
|
|
.symbol = "ACTIVE_CASH",
|
|
.shares = 10000,
|
|
.open_date = Date.fromYmd(2026, 2, 25),
|
|
.open_price = 1.00,
|
|
.security_type = .cash,
|
|
},
|
|
.{
|
|
.symbol = "MOVED_CASH",
|
|
.shares = 25000,
|
|
.open_date = Date.fromYmd(2025, 1, 1),
|
|
.open_price = 1.00,
|
|
.security_type = .cash,
|
|
.close_date = Date.fromYmd(2026, 1, 15), // cash was swept out
|
|
},
|
|
};
|
|
const portfolio = Portfolio{ .lots = &lots, .allocator = std.testing.allocator };
|
|
|
|
try std.testing.expectApproxEqAbs(@as(f64, 10000.0), portfolio.totalCash(Date.fromYmd(2026, 5, 8)), 0.01);
|
|
}
|
|
|
|
test "Portfolio.totalIlliquidAsOf: respects as_of for backfill" {
|
|
// Illiquid lots rarely "close," but a property sale would set
|
|
// close_date. Backfill to before the sale should include it;
|
|
// backfill to after should not.
|
|
var lots = [_]Lot{
|
|
.{
|
|
.symbol = "House",
|
|
.shares = 800000,
|
|
.open_date = Date.fromYmd(2020, 5, 1),
|
|
.open_price = 0,
|
|
.security_type = .illiquid,
|
|
.close_date = Date.fromYmd(2026, 3, 15), // sold
|
|
},
|
|
.{
|
|
.symbol = "Other",
|
|
.shares = 200000,
|
|
.open_date = Date.fromYmd(2022, 1, 1),
|
|
.open_price = 0,
|
|
.security_type = .illiquid,
|
|
},
|
|
};
|
|
const portfolio = Portfolio{ .lots = &lots, .allocator = std.testing.allocator };
|
|
|
|
// Before the sale: both count.
|
|
try std.testing.expectApproxEqAbs(
|
|
@as(f64, 1_000_000.0),
|
|
portfolio.totalIlliquidAsOf(Date.fromYmd(2026, 1, 1)),
|
|
0.01,
|
|
);
|
|
// After the sale: only Other counts.
|
|
try std.testing.expectApproxEqAbs(
|
|
@as(f64, 200_000.0),
|
|
portfolio.totalIlliquidAsOf(Date.fromYmd(2026, 4, 1)),
|
|
0.01,
|
|
);
|
|
}
|
|
|
|
test "Portfolio totals: AsOf excludes not-yet-opened lots" {
|
|
// Backfill to a date before a lot's open_date should exclude it.
|
|
var lots = [_]Lot{
|
|
.{
|
|
.symbol = "EarlyCash",
|
|
.shares = 1000,
|
|
.open_date = Date.fromYmd(2026, 1, 1),
|
|
.open_price = 1.00,
|
|
.security_type = .cash,
|
|
},
|
|
.{
|
|
.symbol = "LateCash",
|
|
.shares = 5000,
|
|
.open_date = Date.fromYmd(2026, 4, 1),
|
|
.open_price = 1.00,
|
|
.security_type = .cash,
|
|
},
|
|
};
|
|
const portfolio = Portfolio{ .lots = &lots, .allocator = std.testing.allocator };
|
|
|
|
// 2026-02-15 is after EarlyCash's open but before LateCash's.
|
|
try std.testing.expectApproxEqAbs(
|
|
@as(f64, 1000.0),
|
|
portfolio.totalCashAsOf(Date.fromYmd(2026, 2, 15)),
|
|
0.01,
|
|
);
|
|
// 2026-04-15 is after both.
|
|
try std.testing.expectApproxEqAbs(
|
|
@as(f64, 6000.0),
|
|
portfolio.totalCashAsOf(Date.fromYmd(2026, 4, 15)),
|
|
0.01,
|
|
);
|
|
}
|
|
|
|
test "Portfolio watchSymbols" {
|
|
const allocator = std.testing.allocator;
|
|
var lots = [_]Lot{
|
|
.{ .symbol = "AAPL", .shares = 10, .open_date = Date.fromYmd(2024, 1, 1), .open_price = 150 },
|
|
.{ .symbol = "TSLA", .shares = 0, .open_date = Date.fromYmd(2024, 1, 1), .open_price = 0, .security_type = .watch },
|
|
.{ .symbol = "NVDA", .shares = 0, .open_date = Date.fromYmd(2024, 1, 1), .open_price = 0, .security_type = .watch },
|
|
};
|
|
const portfolio = Portfolio{ .lots = &lots, .allocator = allocator };
|
|
const watch = try portfolio.watchSymbols(allocator);
|
|
defer allocator.free(watch);
|
|
try std.testing.expectEqual(@as(usize, 2), watch.len);
|
|
}
|
|
|
|
test "positions propagates price_ratio from lot" {
|
|
const allocator = std.testing.allocator;
|
|
|
|
var lots = [_]Lot{
|
|
// Two institutional lots for the same CUSIP, both with ticker alias and price_ratio
|
|
.{ .symbol = "02315N600", .shares = 100, .open_date = Date.fromYmd(2024, 1, 1), .open_price = 140.0, .ticker = "VTTHX", .price_ratio = 5.185 },
|
|
.{ .symbol = "02315N600", .shares = 50, .open_date = Date.fromYmd(2024, 6, 1), .open_price = 142.0, .ticker = "VTTHX", .price_ratio = 5.185 },
|
|
// Regular stock lot — no price_ratio
|
|
.{ .symbol = "AAPL", .shares = 10, .open_date = Date.fromYmd(2024, 1, 1), .open_price = 150.0 },
|
|
};
|
|
|
|
var portfolio = Portfolio{ .lots = &lots, .allocator = allocator };
|
|
const pos = try portfolio.positions(Date.fromYmd(2026, 5, 8), allocator);
|
|
defer allocator.free(pos);
|
|
|
|
try std.testing.expectEqual(@as(usize, 2), pos.len);
|
|
|
|
for (pos) |p| {
|
|
if (std.mem.eql(u8, p.symbol, "VTTHX")) {
|
|
try std.testing.expectApproxEqAbs(@as(f64, 150.0), p.shares, 0.01);
|
|
try std.testing.expectApproxEqAbs(@as(f64, 5.185), p.price_ratio, 0.001);
|
|
} else {
|
|
try std.testing.expectEqualStrings("AAPL", p.symbol);
|
|
try std.testing.expectApproxEqAbs(@as(f64, 1.0), p.price_ratio, 0.001);
|
|
}
|
|
}
|
|
}
|
|
|
|
test "positions separates lots with different price_ratio" {
|
|
const allocator = std.testing.allocator;
|
|
|
|
var lots = [_]Lot{
|
|
// Direct SPY holding, price_ratio = 1.0 (default)
|
|
.{ .symbol = "SPY", .shares = 717.34, .open_date = Date.fromYmd(2025, 2, 25), .open_price = 461.24, .account = "Tax Loss" },
|
|
// Institutional S&P 500 CIT, uses SPY as ticker with a ratio
|
|
.{ .symbol = "NON40OR52", .shares = 5070.866, .open_date = Date.fromYmd(2026, 2, 26), .open_price = 97.24, .ticker = "SPY", .price_ratio = 0.2381, .account = "Fidelity Kelly 401(k)" },
|
|
};
|
|
|
|
var portfolio = Portfolio{ .lots = &lots, .allocator = allocator };
|
|
const pos = try portfolio.positions(Date.fromYmd(2026, 5, 8), allocator);
|
|
defer allocator.free(pos);
|
|
|
|
// Should produce 2 separate positions, not 1 merged position
|
|
try std.testing.expectEqual(@as(usize, 2), pos.len);
|
|
|
|
var found_direct = false;
|
|
var found_institutional = false;
|
|
for (pos) |p| {
|
|
if (p.price_ratio == 1.0) {
|
|
found_direct = true;
|
|
try std.testing.expectApproxEqAbs(@as(f64, 717.34), p.shares, 0.01);
|
|
try std.testing.expectEqualStrings("SPY", p.lot_symbol);
|
|
} else {
|
|
found_institutional = true;
|
|
try std.testing.expectApproxEqAbs(@as(f64, 5070.866), p.shares, 0.01);
|
|
try std.testing.expectApproxEqAbs(@as(f64, 0.2381), p.price_ratio, 0.0001);
|
|
try std.testing.expectEqualStrings("NON40OR52", p.lot_symbol);
|
|
}
|
|
}
|
|
try std.testing.expect(found_direct);
|
|
try std.testing.expect(found_institutional);
|
|
}
|
|
|
|
test "positionsForAccount excludes closed-only symbols" {
|
|
const allocator = std.testing.allocator;
|
|
|
|
var lots = [_]Lot{
|
|
// Open lot in account A
|
|
.{ .symbol = "AAPL", .shares = 10, .open_date = Date.fromYmd(2024, 1, 1), .open_price = 150.0, .account = "Acct A" },
|
|
// Closed lot in account A (was sold)
|
|
.{ .symbol = "XLV", .shares = 100, .open_date = Date.fromYmd(2024, 1, 1), .open_price = 140.0, .close_date = Date.fromYmd(2025, 1, 1), .close_price = 150.0, .account = "Acct A" },
|
|
// Open lot for same symbol in a different account
|
|
.{ .symbol = "XLV", .shares = 50, .open_date = Date.fromYmd(2024, 1, 1), .open_price = 140.0, .account = "Acct B" },
|
|
};
|
|
|
|
var portfolio = Portfolio{ .lots = &lots, .allocator = allocator };
|
|
|
|
// Account A: should only see AAPL (XLV is fully closed there)
|
|
const pos_a = try portfolio.positionsForAccount(Date.fromYmd(2026, 5, 8), allocator, "Acct A");
|
|
defer allocator.free(pos_a);
|
|
|
|
try std.testing.expectEqual(@as(usize, 1), pos_a.len);
|
|
try std.testing.expectEqualStrings("AAPL", pos_a[0].symbol);
|
|
try std.testing.expectApproxEqAbs(@as(f64, 10.0), pos_a[0].shares, 0.01);
|
|
|
|
// Account B: should see XLV with 50 shares
|
|
const pos_b = try portfolio.positionsForAccount(Date.fromYmd(2026, 5, 8), allocator, "Acct B");
|
|
defer allocator.free(pos_b);
|
|
|
|
try std.testing.expectEqual(@as(usize, 1), pos_b.len);
|
|
try std.testing.expectEqualStrings("XLV", pos_b[0].symbol);
|
|
try std.testing.expectApproxEqAbs(@as(f64, 50.0), pos_b[0].shares, 0.01);
|
|
}
|
|
|
|
test "isOpen respects maturity_date" {
|
|
const past = Date.fromYmd(2024, 1, 1);
|
|
const future = Date.fromYmd(2099, 12, 31);
|
|
|
|
const expired_option = Lot{
|
|
.symbol = "AAPL 01/01/2024 150 C",
|
|
.shares = -1,
|
|
.open_date = Date.fromYmd(2023, 6, 1),
|
|
.open_price = 5.0,
|
|
.security_type = .option,
|
|
.maturity_date = past,
|
|
};
|
|
try std.testing.expect(!expired_option.isOpen(Date.fromYmd(2026, 5, 8)));
|
|
|
|
const active_option = Lot{
|
|
.symbol = "AAPL 12/31/2099 150 C",
|
|
.shares = -1,
|
|
.open_date = Date.fromYmd(2023, 6, 1),
|
|
.open_price = 5.0,
|
|
.security_type = .option,
|
|
.maturity_date = future,
|
|
};
|
|
try std.testing.expect(active_option.isOpen(Date.fromYmd(2026, 5, 8)));
|
|
|
|
const closed_option = Lot{
|
|
.symbol = "AAPL 12/31/2099 150 C",
|
|
.shares = -1,
|
|
.open_date = Date.fromYmd(2023, 6, 1),
|
|
.open_price = 5.0,
|
|
.security_type = .option,
|
|
.maturity_date = future,
|
|
.close_date = Date.fromYmd(2024, 6, 1),
|
|
};
|
|
try std.testing.expect(!closed_option.isOpen(Date.fromYmd(2026, 5, 8)));
|
|
|
|
const stock = Lot{
|
|
.symbol = "AAPL",
|
|
.shares = 100,
|
|
.open_date = Date.fromYmd(2023, 1, 1),
|
|
.open_price = 150.0,
|
|
};
|
|
try std.testing.expect(stock.isOpen(Date.fromYmd(2026, 5, 8)));
|
|
}
|
|
|
|
// ── lotIsOpenAsOf ────────────────────────────────────────────
|
|
//
|
|
// `isOpen()` asks "is this lot held right now (wall-clock today)?"
|
|
// `lotIsOpenAsOf(as_of)` asks "was this lot held at end-of-day on
|
|
// `as_of`?" — needed for historical snapshot backfill where wall-clock
|
|
// `today` is not the relevant reference date.
|
|
//
|
|
// Rules (end-of-day semantics):
|
|
// - open_date > as_of → not yet bought → CLOSED
|
|
// - close_date set and <= as_of → sold on/before → CLOSED
|
|
// - maturity_date set and <= as_of → matured on/before → CLOSED
|
|
// - otherwise → open
|
|
//
|
|
// "Closed on D excluded from D snapshot" is deliberate (end-of-day
|
|
// semantics: a lot sold on D is not held at day-end). Symmetric: "opened
|
|
// on D included in D snapshot" — you bought it that day, you hold it at
|
|
// day-end.
|
|
|
|
test "lotIsOpenAsOf: open_date after as_of excludes" {
|
|
const lot = Lot{
|
|
.symbol = "X",
|
|
.shares = 10,
|
|
.open_date = Date.fromYmd(2026, 4, 9),
|
|
.open_price = 100.0,
|
|
};
|
|
try std.testing.expect(!lot.lotIsOpenAsOf(Date.fromYmd(2026, 4, 6)));
|
|
try std.testing.expect(lot.lotIsOpenAsOf(Date.fromYmd(2026, 4, 9))); // opened that day
|
|
try std.testing.expect(lot.lotIsOpenAsOf(Date.fromYmd(2026, 4, 10)));
|
|
}
|
|
|
|
test "lotIsOpenAsOf: close_date on or before as_of excludes" {
|
|
const lot = Lot{
|
|
.symbol = "X",
|
|
.shares = 10,
|
|
.open_date = Date.fromYmd(2026, 1, 1),
|
|
.open_price = 100.0,
|
|
.close_date = Date.fromYmd(2026, 4, 6),
|
|
.close_price = 110.0,
|
|
};
|
|
try std.testing.expect(lot.lotIsOpenAsOf(Date.fromYmd(2026, 4, 5))); // still open
|
|
try std.testing.expect(!lot.lotIsOpenAsOf(Date.fromYmd(2026, 4, 6))); // sold that day
|
|
try std.testing.expect(!lot.lotIsOpenAsOf(Date.fromYmd(2026, 4, 7)));
|
|
}
|
|
|
|
test "lotIsOpenAsOf: maturity relative to as_of, not wall clock" {
|
|
// Option opened 03-16, matured 04-17. Asking about 04-06 should
|
|
// return true — open, maturity hasn't happened yet on 04-06.
|
|
// This was the real bug: isOpen() used wall-clock today, so
|
|
// backfilling any date before today but after maturity wrongly
|
|
// excluded the lot.
|
|
const opt = Lot{
|
|
.symbol = "NVDA 04/17/2026 200 C",
|
|
.shares = -5,
|
|
.open_date = Date.fromYmd(2026, 3, 16),
|
|
.open_price = 2.79,
|
|
.security_type = .option,
|
|
.maturity_date = Date.fromYmd(2026, 4, 17),
|
|
};
|
|
try std.testing.expect(opt.lotIsOpenAsOf(Date.fromYmd(2026, 4, 6)));
|
|
try std.testing.expect(opt.lotIsOpenAsOf(Date.fromYmd(2026, 4, 16)));
|
|
try std.testing.expect(!opt.lotIsOpenAsOf(Date.fromYmd(2026, 4, 17))); // matured that day
|
|
try std.testing.expect(!opt.lotIsOpenAsOf(Date.fromYmd(2026, 4, 18)));
|
|
}
|
|
|
|
test "lotIsOpenAsOf: close wins over maturity (closed early)" {
|
|
// Option opened 03-16, closed early 04-09, nominal maturity 04-17.
|
|
// On 04-06 (before both): open.
|
|
// On 04-09 (closed that day): not open.
|
|
// On 04-15 (between close and maturity): not open (already closed).
|
|
const opt = Lot{
|
|
.symbol = "NVDA 04/17/2026 200 C",
|
|
.shares = -5,
|
|
.open_date = Date.fromYmd(2026, 3, 16),
|
|
.open_price = 2.79,
|
|
.security_type = .option,
|
|
.close_date = Date.fromYmd(2026, 4, 9),
|
|
.close_price = 0.09,
|
|
.maturity_date = Date.fromYmd(2026, 4, 17),
|
|
};
|
|
try std.testing.expect(opt.lotIsOpenAsOf(Date.fromYmd(2026, 4, 6)));
|
|
try std.testing.expect(opt.lotIsOpenAsOf(Date.fromYmd(2026, 4, 8)));
|
|
try std.testing.expect(!opt.lotIsOpenAsOf(Date.fromYmd(2026, 4, 9)));
|
|
try std.testing.expect(!opt.lotIsOpenAsOf(Date.fromYmd(2026, 4, 15)));
|
|
}
|
|
|
|
test "lotIsOpenAsOf: plain stock with no close, no maturity" {
|
|
const lot = Lot{
|
|
.symbol = "AAPL",
|
|
.shares = 100,
|
|
.open_date = Date.fromYmd(2024, 1, 1),
|
|
.open_price = 150.0,
|
|
};
|
|
try std.testing.expect(!lot.lotIsOpenAsOf(Date.fromYmd(2023, 12, 31)));
|
|
try std.testing.expect(lot.lotIsOpenAsOf(Date.fromYmd(2024, 1, 1)));
|
|
try std.testing.expect(lot.lotIsOpenAsOf(Date.fromYmd(2100, 1, 1)));
|
|
}
|
|
|
|
test "lotIsOpenAsOf: isOpen() stays compatible via today" {
|
|
// Regression guard: isOpen() should still behave as before —
|
|
// equivalent to lotIsOpenAsOf(today). Test with a lot whose
|
|
// status doesn't depend on date to keep this deterministic.
|
|
const stock = Lot{
|
|
.symbol = "AAPL",
|
|
.shares = 10,
|
|
.open_date = Date.fromYmd(2024, 1, 15),
|
|
.open_price = 150.0,
|
|
};
|
|
try std.testing.expectEqual(stock.isOpen(Date.fromYmd(2026, 5, 8)), stock.lotIsOpenAsOf(Date.fromYmd(2026, 5, 8)));
|
|
|
|
const closed = Lot{
|
|
.symbol = "AAPL",
|
|
.shares = 10,
|
|
.open_date = Date.fromYmd(2024, 1, 15),
|
|
.open_price = 150.0,
|
|
.close_date = Date.fromYmd(2024, 6, 15),
|
|
.close_price = 200.0,
|
|
};
|
|
try std.testing.expectEqual(closed.isOpen(Date.fromYmd(2026, 5, 8)), closed.lotIsOpenAsOf(Date.fromYmd(2026, 5, 8)));
|
|
}
|
|
|
|
test "nonStockValueForAccount" {
|
|
const allocator = std.testing.allocator;
|
|
const future = Date.fromYmd(2099, 12, 31);
|
|
const past = Date.fromYmd(2024, 1, 1);
|
|
|
|
var lots = [_]Lot{
|
|
.{ .symbol = "AAPL", .shares = 100, .open_date = Date.fromYmd(2024, 1, 1), .open_price = 150.0, .account = "IRA" },
|
|
.{ .symbol = "", .shares = 5000, .open_date = Date.fromYmd(2024, 1, 1), .open_price = 1.0, .security_type = .cash, .account = "IRA" },
|
|
.{ .symbol = "CD123", .shares = 50000, .open_date = Date.fromYmd(2024, 1, 1), .open_price = 1.0, .security_type = .cd, .account = "IRA", .maturity_date = future },
|
|
.{ .symbol = "AAPL 12/31/2099 200 C", .shares = -2, .open_date = Date.fromYmd(2024, 1, 1), .open_price = 3.50, .security_type = .option, .account = "IRA", .maturity_date = future, .multiplier = 100 },
|
|
.{ .symbol = "AAPL 01/01/2024 180 C", .shares = -1, .open_date = Date.fromYmd(2023, 6, 1), .open_price = 4.0, .security_type = .option, .account = "IRA", .maturity_date = past, .multiplier = 100 },
|
|
.{ .symbol = "", .shares = 1000, .open_date = Date.fromYmd(2024, 1, 1), .open_price = 1.0, .security_type = .cash, .account = "Other" },
|
|
};
|
|
|
|
const portfolio = Portfolio{ .lots = &lots, .allocator = allocator };
|
|
|
|
// cash(5000) + cd(50000) + open option(2*3.50*100=700) = 55700
|
|
// expired option excluded
|
|
const ns = portfolio.nonStockValueForAccount(Date.fromYmd(2026, 5, 8), "IRA");
|
|
try std.testing.expectApproxEqAbs(@as(f64, 55700.0), ns, 0.01);
|
|
|
|
const ns_other = portfolio.nonStockValueForAccount(Date.fromYmd(2026, 5, 8), "Other");
|
|
try std.testing.expectApproxEqAbs(@as(f64, 1000.0), ns_other, 0.01);
|
|
}
|
|
|
|
test "totalForAccount" {
|
|
const allocator = std.testing.allocator;
|
|
const future = Date.fromYmd(2099, 12, 31);
|
|
|
|
var lots = [_]Lot{
|
|
.{ .symbol = "AAPL", .shares = 100, .open_date = Date.fromYmd(2024, 1, 1), .open_price = 150.0, .account = "IRA" },
|
|
.{ .symbol = "MSFT", .shares = 50, .open_date = Date.fromYmd(2024, 1, 1), .open_price = 300.0, .account = "IRA" },
|
|
.{ .symbol = "", .shares = 2000, .open_date = Date.fromYmd(2024, 1, 1), .open_price = 1.0, .security_type = .cash, .account = "IRA" },
|
|
.{ .symbol = "CD456", .shares = 10000, .open_date = Date.fromYmd(2024, 1, 1), .open_price = 1.0, .security_type = .cd, .account = "IRA", .maturity_date = future },
|
|
.{ .symbol = "AAPL C", .shares = -1, .open_date = Date.fromYmd(2024, 1, 1), .open_price = 5.0, .security_type = .option, .account = "IRA", .maturity_date = future, .multiplier = 100 },
|
|
};
|
|
|
|
const portfolio = Portfolio{ .lots = &lots, .allocator = allocator };
|
|
|
|
var prices = std.StringHashMap(f64).init(allocator);
|
|
defer prices.deinit();
|
|
try prices.put("AAPL", 170.0);
|
|
// MSFT not in prices — should fall back to avg_cost (300.0)
|
|
|
|
// stocks: AAPL(100*170=17000) + MSFT(50*300=15000) = 32000
|
|
// non-stock: cash(2000) + cd(10000) + option(1*5*100=500) = 12500
|
|
// total = 44500
|
|
const total = portfolio.totalForAccount(Date.fromYmd(2026, 5, 8), allocator, "IRA", prices);
|
|
try std.testing.expectApproxEqAbs(@as(f64, 44500.0), total, 0.01);
|
|
}
|
|
|
|
// ── Money-market predicate tests ─────────────────────────────
|
|
|
|
test "isMoneyMarketSymbol: known Schwab and Fidelity tickers" {
|
|
try std.testing.expect(isMoneyMarketSymbol("SWVXX"));
|
|
try std.testing.expect(isMoneyMarketSymbol("VMFXX"));
|
|
try std.testing.expect(isMoneyMarketSymbol("SPAXX"));
|
|
try std.testing.expect(isMoneyMarketSymbol("FDRXX"));
|
|
// Case-insensitive
|
|
try std.testing.expect(isMoneyMarketSymbol("swvxx"));
|
|
try std.testing.expect(isMoneyMarketSymbol("Swvxx"));
|
|
}
|
|
|
|
test "isMoneyMarketSymbol: non-MM tickers reject" {
|
|
try std.testing.expect(!isMoneyMarketSymbol("AAPL"));
|
|
try std.testing.expect(!isMoneyMarketSymbol("VTI"));
|
|
try std.testing.expect(!isMoneyMarketSymbol("VSTCX")); // mutual fund, not MM
|
|
try std.testing.expect(!isMoneyMarketSymbol(""));
|
|
// Very long strings don't fit the buffer — safely rejected.
|
|
try std.testing.expect(!isMoneyMarketSymbol("THIS_IS_NOT_A_TICKER_AT_ALL"));
|
|
}
|
|
|
|
test "stableNavCandle: fills all fields at $1" {
|
|
const c = stableNavCandle(Date.fromYmd(2026, 4, 1));
|
|
try std.testing.expectEqual(@as(f64, 1), c.close);
|
|
try std.testing.expectEqual(@as(f64, 1), c.open);
|
|
try std.testing.expectEqual(@as(f64, 1), c.high);
|
|
try std.testing.expectEqual(@as(f64, 1), c.low);
|
|
try std.testing.expectEqual(@as(f64, 1), c.adj_close);
|
|
try std.testing.expectEqual(@as(u64, 0), c.volume);
|
|
}
|