zfin/src/views/portfolio_sections.zig
2026-07-06 12:29:50 -07:00

745 lines
34 KiB
Zig

//! View models for portfolio sections (Positions, Options, CDs).
//! Produces renderer-agnostic display data consumed by both CLI and TUI.
//! Column widths, format strings, computed values, and style decisions
//! are defined here. Renderers are thin adapters that map StyleIntent
//! to platform-specific styles and emit pre-formatted text.
const std = @import("std");
const Lot = @import("../models/portfolio.zig").Lot;
const Date = @import("../Date.zig");
const fmt = @import("../format.zig");
const Money = @import("../Money.zig");
const Allocation = @import("../analytics/valuation.zig").Allocation;
// ── Positions (main holdings table) ───────────────────────────
/// Fixed knobs for the main holdings table. The numeric column widths
/// are NOT fixed any more: they're computed per render by
/// `computeWidths` so the table fits its content (each column's header
/// label is the floor; the widest rendered datum is the ceiling). This
/// struct holds only the parts that never vary:
///
/// - The two columns that never need to grow: Weight (bounded to
/// "100.0%") and Date (always "YYYY-MM-DD" plus a one-col ST/LT
/// indicator).
/// - The minimum width of each dynamic column, which equals the
/// width of that column's header label so the label is never
/// truncated (even for an empty portfolio).
/// - The fixed weight/date format specs and the header labels.
///
/// `PositionsWidths` (via `computeWidths`) is the single source of
/// truth for the dynamic widths. It's consumed by the CLI
/// (commands/portfolio.zig), the TUI rows + header
/// (tui/portfolio_tab.zig), and the TUI click-to-sort hit-test offsets,
/// so they all size identically and can't drift apart.
pub const PositionsLayout = struct {
const cp = std.fmt.comptimePrint;
// Fixed columns (never grow). The 1-col separating space between
// columns is added at layout time, not included here.
pub const weight_w = 8; // "NNN.N%"
pub const date_w = 13; // "YYYY-MM-DD" + " " + ST/LT indicator
pub const account_w = 8; // separator rule only; header/data are natural width
// Minimum width of each dynamic column = its header label width, so
// the label never truncates. (min_symbol_w also covers the lot-row
// status text "closed".)
pub const min_symbol_w = "Symbol".len; // 6
pub const min_shares_w = "Shares".len; // 6
pub const min_price_w = "Avg Cost".len; // 8 (wider of "Avg Cost" / "Price")
pub const min_value_w = "Market Value".len; // 12
pub const min_gainloss_w = "Gain/Loss".len; // 9
// Fixed-column format specs (weight + date never vary). `weight_num`
// renders a float in place (data rows); `weight_str` right-justifies
// a pre-formatted string (headers, the TUI's pre-rendered cells);
// `date_str` left-justifies the date text.
pub const weight_num = cp("{{d:>{d}.1}}%", .{weight_w - 1});
pub const weight_str = cp("{{s:>{d}}}", .{weight_w});
pub const date_str = cp("{{s:<{d}}}", .{date_w});
pub const header_labels = .{ "Symbol", "Shares", "Avg Cost", "Price", "Market Value", "Gain/Loss", "Weight", "Date", "Account" };
};
/// Per-render widths for the holdings table's dynamic columns, plus the
/// two fixed ones mirrored in so callers have one place that answers
/// "how wide is column X". Field defaults are the per-column minimums,
/// so a default-initialized value (e.g. a TUI state's cached widths
/// before the first render) still yields a valid, non-truncating
/// layout. Populate via `computeWidths`.
pub const PositionsWidths = struct {
symbol_w: usize = PositionsLayout.min_symbol_w,
shares_w: usize = PositionsLayout.min_shares_w,
price_w: usize = PositionsLayout.min_price_w,
value_w: usize = PositionsLayout.min_value_w,
gainloss_w: usize = PositionsLayout.min_gainloss_w,
weight_w: usize = PositionsLayout.weight_w,
date_w: usize = PositionsLayout.date_w,
};
/// Compute the holdings-table column widths from the data that will be
/// rendered: every allocation row, every stock lot row (lot
/// `open_price` lands in the Avg Cost column, and a single lot's
/// gain/loss can exceed the netted position/total gain/loss when lots
/// have opposite signs, so both must be observed), the TOTAL row, and
/// the watchlist rows (which share the Symbol / Price columns). Each
/// width starts at its header-label minimum and grows to fit.
///
/// `watch_prices` is keyed by symbol; absent prices simply don't widen
/// the Price column. Pass an empty `watch_syms` to exclude the
/// watchlist (the TUI hides it under an account filter).
///
/// Note: callers that show a filtered subset (the TUI account filter)
/// may pass the full, unfiltered allocations here. That only ever
/// over-estimates a column (a hidden wide row can't be under-padded),
/// so alignment stays correct - the filtered view is at worst slightly
/// roomier than strictly necessary.
pub fn computeWidths(
allocations: []const Allocation,
lots: []const Lot,
total_value: f64,
total_gl: f64,
watch_syms: []const []const u8,
watch_prices: ?std.StringHashMap(f64),
) PositionsWidths {
var w: PositionsWidths = .{};
for (allocations) |a| {
w.symbol_w = @max(w.symbol_w, fmt.displayCols(a.display_symbol));
w.shares_w = @max(w.shares_w, sharesCols(a.shares));
w.price_w = @max(w.price_w, moneyCols(a.avg_cost));
w.price_w = @max(w.price_w, moneyCols(a.current_price));
w.value_w = @max(w.value_w, moneyCols(a.market_value));
w.gainloss_w = @max(w.gainloss_w, gainLossCols(a.unrealized_gain_loss));
}
for (lots) |lot| {
if (lot.security_type != .stock) continue;
w.shares_w = @max(w.shares_w, sharesCols(lot.effectiveShares()));
w.price_w = @max(w.price_w, moneyCols(lot.effectiveOpenPrice()));
const use_price = lot.close_price orelse currentPriceFor(allocations, lot.priceSymbol());
w.value_w = @max(w.value_w, moneyCols(lot.effectiveShares() * use_price));
w.gainloss_w = @max(w.gainloss_w, gainLossCols(lot.effectiveShares() * (use_price - lot.effectiveOpenPrice())));
}
w.value_w = @max(w.value_w, moneyCols(total_value));
w.gainloss_w = @max(w.gainloss_w, gainLossCols(total_gl));
for (watch_syms) |sym| {
w.symbol_w = @max(w.symbol_w, fmt.displayCols(sym));
if (watch_prices) |wp| {
if (wp.get(sym)) |price| w.price_w = @max(w.price_w, moneyCols(price));
}
}
return w;
}
/// Display columns of the default Money rendering of `amount`
/// ("$1,234.56"). Money output is ASCII, so byte length == columns.
fn moneyCols(amount: f64) usize {
var buf: [48]u8 = undefined;
var w = std.Io.Writer.fixed(&buf);
// 48 bytes covers any realistic dollar amount; the fixed writer
// returns WriteFailed rather than overflowing, in which case we
// fall back to the buffer length (an over-estimate, never an
// under-pad).
Money.from(amount).format(&w) catch return buf.len;
return w.buffered().len;
}
/// Display columns of the shares rendering ("{d:.1}").
fn sharesCols(shares: f64) usize {
var buf: [48]u8 = undefined;
const s = std.fmt.bufPrint(&buf, "{d:.1}", .{shares}) catch return buf.len;
return s.len;
}
/// Display columns of a gain/loss cell: one sign char + the money
/// magnitude.
fn gainLossCols(amount: f64) usize {
return 1 + moneyCols(if (amount < 0) -amount else amount);
}
/// Current price for `symbol` from the allocations (linear scan;
/// portfolios are small). Returns 0 when absent, which yields a
/// trivially small cell that widens nothing.
fn currentPriceFor(allocations: []const Allocation, symbol: []const u8) f64 {
for (allocations) |a| {
if (std.mem.eql(u8, a.symbol, symbol)) return a.current_price;
}
return 0;
}
/// Write `content` into a `width`-column field: right-justified (spaces
/// before) when `right`, else left-justified (spaces after).
/// Display-column aware. The streaming analogue of
/// `format.padLeftToCols` / `padRightToCols`, used by the CLI renderer
/// (which prints straight to the output writer) and by the header /
/// separator writers below.
pub fn writeCol(out: *std.Io.Writer, content: []const u8, width: usize, right: bool) std.Io.Writer.Error!void {
const cols = fmt.displayCols(content);
const pad = if (cols >= width) 0 else width - cols;
if (right) {
try out.splatByteAll(' ', pad);
try out.writeAll(content);
} else {
try out.writeAll(content);
try out.splatByteAll(' ', pad);
}
}
/// Write the CLI holdings-table column header (Symbol .. Account) sized
/// to `w`. Symbol and Date read left-to-right so their labels sit over
/// the start of the data; the numeric columns are right-justified.
pub fn writeHeader(out: *std.Io.Writer, w: PositionsWidths) std.Io.Writer.Error!void {
try out.writeAll(" ");
try writeCol(out, "Symbol", w.symbol_w, false);
try out.writeByte(' ');
try writeCol(out, "Shares", w.shares_w, true);
try out.writeByte(' ');
try writeCol(out, "Avg Cost", w.price_w, true);
try out.writeByte(' ');
try writeCol(out, "Price", w.price_w, true);
try out.writeByte(' ');
try writeCol(out, "Market Value", w.value_w, true);
try out.writeByte(' ');
try writeCol(out, "Gain/Loss", w.gainloss_w, true);
try out.writeByte(' ');
try writeCol(out, "Weight", w.weight_w, true);
try out.writeByte(' ');
try writeCol(out, "Date", w.date_w, false);
try out.writeAll(" Account\n");
}
/// Write the CLI dashed separator under the header (9 column rules,
/// matching `writeHeader`).
pub fn writeSeparator(out: *std.Io.Writer, w: PositionsWidths) std.Io.Writer.Error!void {
try out.writeAll(" ");
try writeRule(out, w.symbol_w);
try out.writeByte(' ');
try writeRule(out, w.shares_w);
try out.writeByte(' ');
try writeRule(out, w.price_w);
try out.writeByte(' ');
try writeRule(out, w.price_w);
try out.writeByte(' ');
try writeRule(out, w.value_w);
try out.writeByte(' ');
try writeRule(out, w.gainloss_w);
try out.writeByte(' ');
try writeRule(out, w.weight_w);
try out.writeByte(' ');
try writeRule(out, w.date_w);
try out.writeByte(' ');
try writeRule(out, PositionsLayout.account_w);
try out.writeByte('\n');
}
/// Write the CLI TOTAL-row sum rule, spanning Symbol .. Weight
/// (7 column rules).
pub fn writeTotalSeparator(out: *std.Io.Writer, w: PositionsWidths) std.Io.Writer.Error!void {
try out.writeAll(" ");
try writeRule(out, w.symbol_w);
try out.writeByte(' ');
try writeRule(out, w.shares_w);
try out.writeByte(' ');
try writeRule(out, w.price_w);
try out.writeByte(' ');
try writeRule(out, w.price_w);
try out.writeByte(' ');
try writeRule(out, w.value_w);
try out.writeByte(' ');
try writeRule(out, w.gainloss_w);
try out.writeByte(' ');
try writeRule(out, w.weight_w);
try out.writeByte('\n');
}
/// Write a dashed rule `width` columns wide.
fn writeRule(out: *std.Io.Writer, width: usize) std.Io.Writer.Error!void {
try out.splatByteAll('-', width);
}
// ── Options ───────────────────────────────────────────────────
/// Column layout for the Options section.
/// All format strings are derived from the width constants.
pub const OptionsLayout = struct {
const cp = std.fmt.comptimePrint;
pub const prefix = " ";
pub const symbol_w = 30;
pub const qty_w = 6;
pub const cost_w = 12;
pub const premium_w = 14;
pub const account_w = 10;
pub const premium_col_start: usize = prefix.len + symbol_w + 1 + qty_w + 1 + cost_w + 1;
pub const header = prefix ++ cp("{{s:<{d}}}", .{symbol_w}) ++ " " ++ cp("{{s:>{d}}}", .{qty_w}) ++ " " ++ cp("{{s:>{d}}}", .{cost_w}) ++ " " ++ cp("{{s:>{d}}}", .{premium_w}) ++ " {s}";
pub const header_labels = .{ "Contract", "Qty", "Cost/Ctrct", "Premium", "Account" };
pub const separator = prefix ++ cp("{{s:->{d}}}", .{symbol_w}) ++ " " ++ cp("{{s:->{d}}}", .{qty_w}) ++ " " ++ cp("{{s:->{d}}}", .{cost_w}) ++ " " ++ cp("{{s:->{d}}}", .{premium_w}) ++ " " ++ cp("{{s:->{d}}}", .{account_w});
pub const separator_fills = .{ "", "", "", "", "" };
pub const data_row = prefix ++ cp("{{s:<{d}}}", .{symbol_w}) ++ " " ++ cp("{{d:>{d}.0}}", .{qty_w}) ++ " " ++ cp("{{s:>{d}}}", .{cost_w}) ++ " " ++ cp("{{s:>{d}}}", .{premium_w}) ++ " {s}";
};
/// A styled text span for multi-style row rendering.
pub const StyledSpan = struct {
text: []const u8,
style: fmt.StyleIntent,
};
/// A single option row with pre-computed display values.
pub const Option = struct {
lot: Lot,
premium: f64,
received: bool,
is_expired: bool,
row_style: fmt.StyleIntent,
premium_style: fmt.StyleIntent,
columns: [2]StyledSpan,
premium_col_start: usize,
};
/// Collection of prepared option rows. Owns all allocated text.
///
/// Rows are sorted by maturity ascending (then symbol), so expired
/// rows form a contiguous prefix: `items[0..expired_count]` are the
/// expired contracts and `items[expired_count..]` are the active ones
/// (including null-maturity lots, which sort last and are never
/// expired). Use `expiredItems()` / `activeItems()` rather than
/// re-deriving the split.
pub const Options = struct {
items: []const Option,
/// Count of leading expired rows (the contiguous prefix of
/// `items` whose `is_expired` is true).
expired_count: usize,
allocator: std.mem.Allocator,
/// Expired option rows (matured strictly before `as_of`).
pub fn expiredItems(self: Options) []const Option {
return self.items[0..self.expired_count];
}
/// Active option rows (not yet expired, including null-maturity).
pub fn activeItems(self: Options) []const Option {
return self.items[self.expired_count..];
}
/// Build sorted, filtered, display-ready option rows from raw lots.
pub fn init(as_of: Date, allocator: std.mem.Allocator, lots: []const Lot, account_filter: ?[]const u8) !Options {
var list: std.ArrayList(Option) = .empty;
errdefer {
for (list.items) |opt| allocator.free(opt.columns[0].text);
list.deinit(allocator);
}
var tmp: std.ArrayList(Lot) = .empty;
defer tmp.deinit(allocator);
for (lots) |lot| {
if (lot.security_type != .option) continue;
if (account_filter) |af| {
const la = lot.account orelse "";
if (!std.mem.eql(u8, la, af)) continue;
}
try tmp.append(allocator, lot);
}
std.mem.sort(Lot, tmp.items, {}, fmt.lotMaturityThenSymbolSortFn);
var expired_count: usize = 0;
for (tmp.items) |lot| {
const qty = lot.shares;
const cost_per = lot.open_price;
const premium = @abs(qty) * cost_per * lot.multiplier;
const is_expired = if (lot.maturity_date) |md| md.lessThan(as_of) else false;
if (is_expired) expired_count += 1;
const received = qty < 0;
const row_style: fmt.StyleIntent = if (is_expired) .muted else .normal;
const premium_style: fmt.StyleIntent = if (is_expired) .muted else if (received) .positive else .negative;
var cost_buf: [24]u8 = undefined;
var prem_val_buf: [24]u8 = undefined;
const prem_money = std.fmt.bufPrint(&prem_val_buf, "{f}", .{Money.from(premium)}) catch "$?";
var prem_buf: [20]u8 = undefined;
const prem_str = if (received)
std.fmt.bufPrint(&prem_buf, "+{s}", .{prem_money}) catch "?"
else
std.fmt.bufPrint(&prem_buf, "-{s}", .{prem_money}) catch "?";
const acct = lot.account orelse "";
const text = try std.fmt.allocPrint(allocator, OptionsLayout.data_row, .{
lot.displaySymbol(),
qty,
std.fmt.bufPrint(&cost_buf, "{f}", .{Money.from(cost_per)}) catch "$?",
prem_str,
acct,
});
try list.append(allocator, .{
.lot = lot,
.premium = premium,
.received = received,
.is_expired = is_expired,
.row_style = row_style,
.premium_style = premium_style,
.columns = .{
.{ .text = text, .style = row_style },
.{ .text = prem_str, .style = premium_style },
},
.premium_col_start = OptionsLayout.premium_col_start,
});
}
return .{ .items = try list.toOwnedSlice(allocator), .expired_count = expired_count, .allocator = allocator };
}
pub fn deinit(self: *Options) void {
for (self.items) |opt| self.allocator.free(opt.columns[0].text);
self.allocator.free(self.items);
self.items = &.{};
}
};
// ── CDs ───────────────────────────────────────────────────────
/// Column layout for the Certificates of Deposit section.
pub const CDsLayout = struct {
const cp = std.fmt.comptimePrint;
pub const prefix = " ";
pub const cusip_w = 12;
pub const face_w = 14;
pub const rate_w = 7;
pub const maturity_w = 10;
pub const desc_w = 40;
pub const account_w = 10;
pub const header = prefix ++ cp("{{s:<{d}}}", .{cusip_w}) ++ " " ++ cp("{{s:>{d}}}", .{face_w}) ++ " " ++ cp("{{s:>{d}}}", .{rate_w}) ++ " " ++ cp("{{s:>{d}}}", .{maturity_w}) ++ " {s} {s}";
pub const header_labels = .{ "CUSIP", "Face Value", "Rate", "Maturity", "Description", "Account" };
pub const separator = prefix ++ cp("{{s:->{d}}}", .{cusip_w}) ++ " " ++ cp("{{s:->{d}}}", .{face_w}) ++ " " ++ cp("{{s:->{d}}}", .{rate_w}) ++ " " ++ cp("{{s:->{d}}}", .{maturity_w}) ++ " " ++ cp("{{s:->{d}}}", .{desc_w}) ++ " " ++ cp("{{s:->{d}}}", .{account_w});
pub const separator_fills = .{ "", "", "", "", "", "" };
pub const data_row = prefix ++ cp("{{s:<{d}}}", .{cusip_w}) ++ " " ++ cp("{{s:>{d}}}", .{face_w}) ++ " " ++ cp("{{s:>{d}}}", .{rate_w}) ++ " " ++ cp("{{s:>{d}}}", .{maturity_w}) ++ " {s} {s}";
};
/// A single CD row with pre-computed display values.
pub const CD = struct {
lot: Lot,
is_expired: bool,
row_style: fmt.StyleIntent,
text: []const u8,
};
/// Collection of prepared CD rows. Owns all allocated text.
///
/// Rows are sorted by maturity ascending, so matured rows form a
/// contiguous prefix: `items[0..expired_count]` are matured and
/// `items[expired_count..]` are still-active (including null-maturity
/// lots, which sort last and are never expired). Use `expiredItems()`
/// / `activeItems()` rather than re-deriving the split.
pub const CDs = struct {
items: []const CD,
/// Count of leading matured rows (the contiguous prefix of
/// `items` whose `is_expired` is true).
expired_count: usize,
allocator: std.mem.Allocator,
/// Matured CD rows (maturity strictly before `as_of`).
pub fn expiredItems(self: CDs) []const CD {
return self.items[0..self.expired_count];
}
/// Active CD rows (not yet matured, including null-maturity).
pub fn activeItems(self: CDs) []const CD {
return self.items[self.expired_count..];
}
/// Build sorted, filtered, display-ready CD rows from raw lots.
pub fn init(as_of: Date, allocator: std.mem.Allocator, lots: []const Lot, account_filter: ?[]const u8) !CDs {
var list: std.ArrayList(CD) = .empty;
errdefer {
for (list.items) |cd| allocator.free(cd.text);
list.deinit(allocator);
}
var tmp: std.ArrayList(Lot) = .empty;
defer tmp.deinit(allocator);
for (lots) |lot| {
if (lot.security_type != .cd) continue;
if (account_filter) |af| {
const la = lot.account orelse "";
if (!std.mem.eql(u8, la, af)) continue;
}
try tmp.append(allocator, lot);
}
std.mem.sort(Lot, tmp.items, {}, fmt.lotMaturitySortFn);
var expired_count: usize = 0;
for (tmp.items) |lot| {
const is_expired = if (lot.maturity_date) |md| md.lessThan(as_of) else false;
if (is_expired) expired_count += 1;
const row_style: fmt.StyleIntent = if (is_expired) .muted else .normal;
var face_buf: [24]u8 = undefined;
var mat_buf: [10]u8 = undefined;
const mat_str: []const u8 = if (lot.maturity_date) |md| (std.fmt.bufPrint(&mat_buf, "{f}", .{md}) catch "????-??-??") else "--";
var rate_buf: [10]u8 = undefined;
const rate_str: []const u8 = if (lot.rate) |r|
std.fmt.bufPrint(&rate_buf, "{d:.2}%", .{r}) catch "--"
else
"--";
const note_str: []const u8 = lot.note orelse "";
const note_display = if (note_str.len > 40) note_str[0..40] else note_str;
const acct = lot.account orelse "";
const text = try std.fmt.allocPrint(allocator, CDsLayout.data_row, .{
lot.displaySymbol(),
std.fmt.bufPrint(&face_buf, "{f}", .{Money.from(lot.shares)}) catch "$?",
rate_str,
mat_str,
note_display,
acct,
});
try list.append(allocator, .{
.lot = lot,
.is_expired = is_expired,
.row_style = row_style,
.text = text,
});
}
return .{ .items = try list.toOwnedSlice(allocator), .expired_count = expired_count, .allocator = allocator };
}
pub fn deinit(self: *CDs) void {
for (self.items) |cd| self.allocator.free(cd.text);
self.allocator.free(self.items);
self.items = &.{};
}
};
// ── Tests ─────────────────────────────────────────────────────
const testing = std.testing;
test "Options.init: expired rows form a prefix; active/expired slices split correctly" {
const as_of = Date.fromYmd(2024, 6, 1);
const lots = [_]Lot{
// active (future maturity)
.{ .symbol = "AAA 2024-12-01 C100", .shares = -1, .open_date = Date.fromYmd(2024, 1, 1), .open_price = 2.0, .security_type = .option, .maturity_date = Date.fromYmd(2024, 12, 1) },
// expired (past maturity)
.{ .symbol = "BBB 2024-01-01 C50", .shares = 1, .open_date = Date.fromYmd(2023, 6, 1), .open_price = 1.0, .security_type = .option, .maturity_date = Date.fromYmd(2024, 1, 1) },
// null-maturity option: never expired, sorts last
.{ .symbol = "CCC", .shares = 1, .open_date = Date.fromYmd(2024, 1, 1), .open_price = 3.0, .security_type = .option },
// non-option: ignored
.{ .symbol = "ZZZ", .shares = 10, .open_date = Date.fromYmd(2024, 1, 1), .open_price = 5.0, .security_type = .stock },
};
var opts = try Options.init(as_of, testing.allocator, &lots, null);
defer opts.deinit();
try testing.expectEqual(@as(usize, 3), opts.items.len);
try testing.expectEqual(@as(usize, 1), opts.expired_count);
try testing.expectEqual(@as(usize, 1), opts.expiredItems().len);
try testing.expectEqual(@as(usize, 2), opts.activeItems().len);
try testing.expect(opts.expiredItems()[0].is_expired);
try testing.expectEqualStrings("BBB 2024-01-01 C50", opts.expiredItems()[0].lot.symbol);
for (opts.activeItems()) |a| try testing.expect(!a.is_expired);
}
test "Options.init: no expired items yields empty expired slice" {
const as_of = Date.fromYmd(2024, 6, 1);
const lots = [_]Lot{
.{ .symbol = "AAA", .shares = 1, .open_date = Date.fromYmd(2024, 1, 1), .open_price = 2.0, .security_type = .option, .maturity_date = Date.fromYmd(2024, 12, 1) },
};
var opts = try Options.init(as_of, testing.allocator, &lots, null);
defer opts.deinit();
try testing.expectEqual(@as(usize, 0), opts.expired_count);
try testing.expectEqual(@as(usize, 0), opts.expiredItems().len);
try testing.expectEqual(@as(usize, 1), opts.activeItems().len);
}
test "CDs.init: matured rows form a prefix; active/expired slices split correctly" {
const as_of = Date.fromYmd(2024, 6, 1);
const lots = [_]Lot{
.{ .symbol = "CD-ACTIVE", .shares = 10000, .open_date = Date.fromYmd(2024, 1, 1), .open_price = 1.0, .security_type = .cd, .maturity_date = Date.fromYmd(2025, 1, 1), .rate = 4.5 },
.{ .symbol = "CD-MATURED", .shares = 5000, .open_date = Date.fromYmd(2023, 1, 1), .open_price = 1.0, .security_type = .cd, .maturity_date = Date.fromYmd(2024, 1, 1), .rate = 3.0 },
};
var cds = try CDs.init(as_of, testing.allocator, &lots, null);
defer cds.deinit();
try testing.expectEqual(@as(usize, 2), cds.items.len);
try testing.expectEqual(@as(usize, 1), cds.expired_count);
try testing.expectEqual(@as(usize, 1), cds.expiredItems().len);
try testing.expectEqual(@as(usize, 1), cds.activeItems().len);
try testing.expect(cds.expiredItems()[0].is_expired);
try testing.expect(!cds.activeItems()[0].is_expired);
try testing.expectEqualStrings("CD-MATURED", cds.expiredItems()[0].lot.symbol);
try testing.expectEqualStrings("CD-ACTIVE", cds.activeItems()[0].lot.symbol);
}
test "CDs.init: all matured yields empty active slice" {
const as_of = Date.fromYmd(2024, 6, 1);
const lots = [_]Lot{
.{ .symbol = "CD-OLD-1", .shares = 5000, .open_date = Date.fromYmd(2022, 1, 1), .open_price = 1.0, .security_type = .cd, .maturity_date = Date.fromYmd(2023, 1, 1) },
.{ .symbol = "CD-OLD-2", .shares = 7000, .open_date = Date.fromYmd(2022, 6, 1), .open_price = 1.0, .security_type = .cd, .maturity_date = Date.fromYmd(2024, 1, 1) },
};
var cds = try CDs.init(as_of, testing.allocator, &lots, null);
defer cds.deinit();
try testing.expectEqual(@as(usize, 2), cds.expired_count);
try testing.expectEqual(@as(usize, 2), cds.expiredItems().len);
try testing.expectEqual(@as(usize, 0), cds.activeItems().len);
}
// ── computeWidths ─────────────────────────────────────────────
/// Build a minimal Allocation for width tests. `cost_basis` is derived
/// so `unrealized_gain_loss` is consistent (not that computeWidths
/// reads cost_basis, but it keeps the fixture honest).
fn mkAlloc(symbol: []const u8, shares: f64, avg_cost: f64, current_price: f64, market_value: f64, gl: f64) Allocation {
return .{
.symbol = symbol,
.display_symbol = symbol,
.shares = shares,
.avg_cost = avg_cost,
.current_price = current_price,
.market_value = market_value,
.cost_basis = market_value - gl,
.weight = 1.0,
.unrealized_gain_loss = gl,
.unrealized_return = 0,
};
}
test "computeWidths: empty portfolio sits at the header-label floors" {
const w = computeWidths(&.{}, &.{}, 0, 0, &.{}, null);
try testing.expectEqual(@as(usize, PositionsLayout.min_symbol_w), w.symbol_w);
try testing.expectEqual(@as(usize, PositionsLayout.min_shares_w), w.shares_w);
try testing.expectEqual(@as(usize, PositionsLayout.min_price_w), w.price_w);
try testing.expectEqual(@as(usize, PositionsLayout.min_value_w), w.value_w);
try testing.expectEqual(@as(usize, PositionsLayout.min_gainloss_w), w.gainloss_w);
// Fixed columns are mirrored in unchanged.
try testing.expectEqual(@as(usize, PositionsLayout.weight_w), w.weight_w);
try testing.expectEqual(@as(usize, PositionsLayout.date_w), w.date_w);
}
test "computeWidths: a small portfolio stays at the floors (tightens, no waste)" {
// IBM(3) / 10.0(4) / $150.00(7) / $155.00(7) / $1,550.00(9) / +$50.00(7)
// are all narrower than their header labels, so every column stays
// at its minimum. This is the "don't waste space" half of
// fit-to-content.
const allocs = [_]Allocation{mkAlloc("IBM", 10, 150, 155, 1550, 50)};
const w = computeWidths(&allocs, &.{}, 1550, 50, &.{}, null);
try testing.expectEqual(@as(usize, 6), w.symbol_w); // "Symbol"
try testing.expectEqual(@as(usize, 6), w.shares_w); // "Shares"
try testing.expectEqual(@as(usize, 8), w.price_w); // "Avg Cost"
try testing.expectEqual(@as(usize, 12), w.value_w); // "Market Value"
try testing.expectEqual(@as(usize, 9), w.gainloss_w); // "Gain/Loss"
}
test "computeWidths: large crypto-scale values grow each column" {
// DOGE-USD(8) / 10000.0(7) / $42,000.00(10) / $420,000,000.00(15)
// / +$5,000,000.00(14, sign + $5,000,000.00).
const allocs = [_]Allocation{mkAlloc("DOGE-USD", 10000, 41500, 42000, 420000000, 5000000)};
const w = computeWidths(&allocs, &.{}, 420000000, 5000000, &.{}, null);
try testing.expectEqual(@as(usize, 8), w.symbol_w);
try testing.expectEqual(@as(usize, 7), w.shares_w);
try testing.expectEqual(@as(usize, 10), w.price_w); // max("$41,500.00","$42,000.00") = 10
try testing.expectEqual(@as(usize, 15), w.value_w);
try testing.expectEqual(@as(usize, 14), w.gainloss_w);
}
test "computeWidths: a single lot's gain/loss can exceed the netted position" {
// Position nets to $0 gain/loss, but two opposite-sign lots each
// swing $9,900 ("+$9,900.00" = 10 cols). Without scanning lots the
// Gain/Loss column would size to the $0 net (the 9-col floor) and a
// lot row would overflow.
const allocs = [_]Allocation{mkAlloc("ABC", 200, 100, 100, 20000, 0)};
const lots = [_]Lot{
.{ .symbol = "ABC", .shares = 100, .open_date = Date.fromYmd(2024, 1, 1), .open_price = 1.0 },
.{ .symbol = "ABC", .shares = 100, .open_date = Date.fromYmd(2024, 1, 1), .open_price = 199.0 },
};
// Allocations only: stays at the 9-col floor.
const no_lots = computeWidths(&allocs, &.{}, 20000, 0, &.{}, null);
try testing.expectEqual(@as(usize, 9), no_lots.gainloss_w);
// With lots: grows to fit the per-lot swing.
const w = computeWidths(&allocs, &lots, 20000, 0, &.{}, null);
try testing.expectEqual(@as(usize, 10), w.gainloss_w);
}
test "computeWidths: non-stock lots skipped, close_price honored, orphan lot tolerated" {
const allocs = [_]Allocation{mkAlloc("ABC", 100, 50, 60, 6000, 1000)};
const lots = [_]Lot{
// Non-stock lot is skipped: its huge share count must NOT widen
// the Shares column.
.{ .symbol = "CASHX", .shares = 999999, .open_date = Date.fromYmd(2024, 1, 1), .open_price = 1.0, .security_type = .cash },
// Closed stock lot: market value / gain-loss use close_price
// (1234), not the allocation's current price (60). gl =
// 100 * (1234 - 10) = 122400 -> "+$122,400.00" = 12 cols.
.{ .symbol = "ABC", .shares = 100, .open_date = Date.fromYmd(2024, 1, 1), .open_price = 10.0, .close_price = 1234.0 },
// Stock lot whose symbol has no matching allocation and no
// close_price: currentPriceFor falls back to 0 (exercises the
// not-found path), contributing nothing.
.{ .symbol = "ORPHAN", .shares = 5, .open_date = Date.fromYmd(2024, 1, 1), .open_price = 7.0 },
};
const w = computeWidths(&allocs, &lots, 6000, 1000, &.{}, null);
// Non-stock lot skipped -> Shares stays at the 6-col floor (the
// 999999.0 = 8-col share count was ignored).
try testing.expectEqual(@as(usize, 6), w.shares_w);
// close_price honored -> Gain/Loss grows to the closed lot's 12-col
// swing. (Had currentPriceFor been used instead, the swing would be
// 100*(60-10) = 5000 -> 10 cols, so 12 proves close_price won.)
try testing.expectEqual(@as(usize, 12), w.gainloss_w);
}
test "computeWidths: watchlist symbols and prices widen Symbol / Price" {
var wp = std.StringHashMap(f64).init(testing.allocator);
defer wp.deinit();
try wp.put("VERYLONGSYM", 1234.56); // "$1,234.56" = 9 cols
// "NOPRICE" has no map entry, so it widens Symbol but not Price
// (exercises the price-absent branch).
const watch = [_][]const u8{ "VERYLONGSYM", "NOPRICE" };
const w = computeWidths(&.{}, &.{}, 0, 0, &watch, wp);
try testing.expectEqual(@as(usize, 11), w.symbol_w);
try testing.expectEqual(@as(usize, 9), w.price_w);
}
test "writeHeader / writeSeparator render the same column count as the widths" {
var buf: [256]u8 = undefined;
var w: std.Io.Writer = .fixed(&buf);
const widths: PositionsWidths = .{ .symbol_w = 8, .shares_w = 7, .price_w = 10, .value_w = 15, .gainloss_w = 14 };
try writeHeader(&w, widths);
const header = w.buffered();
try testing.expect(std.mem.indexOf(u8, header, "Symbol") != null);
try testing.expect(std.mem.indexOf(u8, header, "Market Value") != null);
try testing.expect(std.mem.indexOf(u8, header, "Account") != null);
try testing.expect(std.mem.endsWith(u8, header, "\n"));
var sbuf: [256]u8 = undefined;
var sw: std.Io.Writer = .fixed(&sbuf);
try writeSeparator(&sw, widths);
const sep = sw.buffered();
// The separator's per-column rules match the header columns. Its one
// intentional difference is the trailing Account rule, which is a
// fixed decorative width (account_w) rather than the natural-width
// "Account" label, so the separator is exactly that much longer.
try testing.expectEqual(
fmt.displayCols(header[0 .. header.len - 1]) - "Account".len + PositionsLayout.account_w,
fmt.displayCols(sep[0 .. sep.len - 1]),
);
}
test "computeWidths: lot columns size to effective (split-adjusted) shares" {
// A pre-split lot enriched with a 10:1 factor renders 1000 shares,
// so the shares column must be sized for the effective count, not
// the raw 100.
var lots = [_]Lot{
.{ .symbol = "NVDA", .shares = 100, .open_date = Date.fromYmd(2020, 1, 1), .open_price = 40, .split_factor = 10.0 },
};
const no_allocs: []const Allocation = &.{};
const no_watch: []const []const u8 = &.{};
const w = computeWidths(no_allocs, &lots, 0, 0, no_watch, null);
try testing.expectEqual(sharesCols(1000.0), w.shares_w);
try testing.expect(w.shares_w >= sharesCols(100.0));
}