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Fix total P&L series to use activity price hints #97

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137 changes: 133 additions & 4 deletions server/src/index.js
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Original file line number Diff line number Diff line change
Expand Up @@ -85,6 +85,8 @@ function ensureYahooFinanceClient() {
const QUOTE_CACHE_TTL_SECONDS = 60;
const quoteCache = new NodeCache({ stdTTL: QUOTE_CACHE_TTL_SECONDS, checkperiod: 120 });

let customPriceHistoryFetcher = null;

const BENCHMARK_CACHE_MAX_AGE_MS = 60 * 60 * 1000; // 1 hour
const benchmarkReturnCache = new Map();
const interestRateCache = new Map();
Expand Down Expand Up @@ -3395,6 +3397,95 @@ async function computeDailyNetDeposits(activityContext, account, accountKey) {

const LEDGER_QUANTITY_EPSILON = 1e-8;

function extractActivityPriceHint(activity) {
if (!activity || typeof activity !== 'object') {
return null;
}

const directPrice = Number(activity.price);
if (Number.isFinite(directPrice) && directPrice > 0) {
return Math.abs(directPrice);
}

const quantity = Number(activity.quantity);
if (!Number.isFinite(quantity) || Math.abs(quantity) < LEDGER_QUANTITY_EPSILON) {
return null;
}

const grossAmount = Number(activity.grossAmount);
if (Number.isFinite(grossAmount) && Math.abs(grossAmount) >= CASH_FLOW_EPSILON / 10) {
const derived = Math.abs(grossAmount) / Math.abs(quantity);
if (Number.isFinite(derived) && derived > 0) {
return derived;
}
}

const netAmount = Number(activity.netAmount);
if (Number.isFinite(netAmount) && Math.abs(netAmount) >= CASH_FLOW_EPSILON / 10) {
const derived = Math.abs(netAmount) / Math.abs(quantity);
if (Number.isFinite(derived) && derived > 0) {
return derived;
}
}

const amountInfo = resolveActivityAmount(activity);
if (
amountInfo &&
Number.isFinite(amountInfo.amount) &&
Math.abs(amountInfo.amount) >= CASH_FLOW_EPSILON / 10
) {
const derived = Math.abs(amountInfo.amount) / Math.abs(quantity);
if (Number.isFinite(derived) && derived > 0) {
return derived;
}
}

return null;
}

function buildPriceSeriesFromHints(hints, dateKeys) {
if (!Array.isArray(hints) || !Array.isArray(dateKeys) || dateKeys.length === 0) {
return new Map();
}

const entriesByDate = new Map();
hints.forEach((hint) => {
if (!hint) {
return;
}
const price = Number(hint.price);
if (!Number.isFinite(price) || price <= 0) {
return;
}
let timestamp = hint.timestamp;
if (!(timestamp instanceof Date) || Number.isNaN(timestamp.getTime())) {
const parsed = typeof hint.dateKey === 'string' ? parseDateOnlyString(hint.dateKey) : null;
timestamp = parsed instanceof Date && !Number.isNaN(parsed.getTime()) ? parsed : null;
}
if (!(timestamp instanceof Date) || Number.isNaN(timestamp.getTime())) {
return;
}
const normalized = new Date(
Date.UTC(timestamp.getUTCFullYear(), timestamp.getUTCMonth(), timestamp.getUTCDate())
);
const dateKey = formatDateOnly(normalized);
if (!dateKey) {
return;
}
const existing = entriesByDate.get(dateKey);
if (!existing || normalized > existing.date) {
entriesByDate.set(dateKey, { date: normalized, price });
}
});

if (!entriesByDate.size) {
return new Map();
}

const normalizedHistory = Array.from(entriesByDate.values()).sort((a, b) => a.date - b.date);
return buildDailyPriceSeries(normalizedHistory, dateKeys);
}

function adjustHolding(holdings, symbol, delta) {
if (!symbol || !Number.isFinite(delta)) {
return;
Expand Down Expand Up @@ -3549,6 +3640,7 @@ async function computeTotalPnlSeries(login, account, perAccountCombinedBalances,
const processedActivities = [];
const symbolIds = new Set();
const symbolMeta = new Map();
const priceHintsBySymbol = new Map();

const rawActivities = Array.isArray(activityContext.activities) ? activityContext.activities : [];
rawActivities.forEach((activity) => {
Expand All @@ -3575,6 +3667,14 @@ async function computeTotalPnlSeries(login, account, perAccountCombinedBalances,
return;
}

if (!priceHintsBySymbol.has(symbol)) {
priceHintsBySymbol.set(symbol, []);
}
const priceHint = extractActivityPriceHint(activity);
if (Number.isFinite(priceHint) && priceHint > 0) {
priceHintsBySymbol.get(symbol).push({ price: priceHint, timestamp, dateKey });
}

if (!symbolMeta.has(symbol)) {
symbolMeta.set(symbol, {
symbolId: Number.isFinite(symbolId) && symbolId > 0 ? symbolId : null,
Expand Down Expand Up @@ -3631,16 +3731,36 @@ async function computeTotalPnlSeries(login, account, perAccountCombinedBalances,
}
if (!history) {
try {
history = await fetchSymbolPriceHistory(symbol, startKey, endKey);
const useCustomFetcher = typeof customPriceHistoryFetcher === 'function';
const fetcher = useCustomFetcher ? customPriceHistoryFetcher : fetchSymbolPriceHistory;
history = await fetcher(symbol, startKey, endKey);
} catch (priceError) {
history = null;
}
if (history && cacheKey) {
const shouldCache = !customPriceHistoryFetcher && cacheKey;
if (history && shouldCache) {
setCachedPriceHistory(cacheKey, history);
}
}
if (Array.isArray(history)) {
priceSeriesMap.set(symbol, buildDailyPriceSeries(history, dateKeys));
let series = null;
if (Array.isArray(history) && history.length > 0) {
series = buildDailyPriceSeries(history, dateKeys);
}
const hints = priceHintsBySymbol.get(symbol);
const hintSeries =
Array.isArray(hints) && hints.length > 0 ? buildPriceSeriesFromHints(hints, dateKeys) : null;

if (series && series.size > 0) {
if (hintSeries && hintSeries.size > 0) {
hintSeries.forEach((price, dateKey) => {
if (!Number.isFinite(series.get(dateKey))) {
series.set(dateKey, price);
}
});
}
priceSeriesMap.set(symbol, series);
} else if (hintSeries && hintSeries.size > 0) {
priceSeriesMap.set(symbol, hintSeries);
} else {
priceSeriesMap.set(symbol, new Map());
missingPriceSymbols.add(symbol);
Expand Down Expand Up @@ -5522,6 +5642,14 @@ function getLoginById(loginId) {
return loginsById[loginId] || null;
}

function setPriceHistoryFetcherForTests(fetcher) {
if (typeof fetcher === 'function') {
customPriceHistoryFetcher = fetcher;
} else {
customPriceHistoryFetcher = null;
}
}

module.exports = {
app,
computeTotalPnlSeries,
Expand All @@ -5540,6 +5668,7 @@ module.exports = {
summarizeAccountBalances,
getAllLogins,
getLoginById,
__setPriceHistoryFetcherForTests: setPriceHistoryFetcherForTests,
};


Expand Down
185 changes: 154 additions & 31 deletions server/test/totalPnlSeries.test.js
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Original file line number Diff line number Diff line change
@@ -1,11 +1,39 @@
const test = require('node:test');
const assert = require('node:assert/strict');
const axios = require('axios');

process.env.FRED_API_KEY = process.env.FRED_API_KEY || 'dummy-test-key';

const MOCK_FX_OBSERVATIONS = [
{ date: '2025-01-02', value: '1.34' },
{ date: '2025-01-03', value: '1.34' },
{ date: '2025-01-10', value: '1.34' },
{ date: '2025-01-15', value: '1.34' },
{ date: '2025-01-16', value: '1.34' },
{ date: '2025-05-18', value: '1.33' },
{ date: '2025-05-19', value: '1.33' },
{ date: '2025-05-20', value: '1.33' },
{ date: '2025-05-21', value: '1.33' },
];

function mockFxRequests() {
return test.mock.method(axios, 'get', async (url) => {
if (typeof url === 'string' && url.includes('stlouisfed')) {
return { data: { observations: MOCK_FX_OBSERVATIONS } };
}
return { data: {} };
});
}

const {
computeTotalPnlSeries,
__setPriceHistoryFetcherForTests,
} = require('../src/index.js');

test('computeTotalPnlSeries handles cash-only activities', async () => {
const axiosMock = mockFxRequests();

try {
const account = {
id: 'TEST-ACCOUNT',
};
Expand Down Expand Up @@ -71,35 +99,130 @@ test('computeTotalPnlSeries handles cash-only activities', async () => {
},
};

const result = await computeTotalPnlSeries(
{ id: 'login-1' },
account,
balances,
{ activityContext }
);

assert.ok(result, 'Expected series result');
assert.equal(result.accountId, account.id);
assert.ok(Array.isArray(result.points) && result.points.length > 0, 'Expected daily points');

const firstPoint = result.points[0];
assert.equal(firstPoint.date, '2025-01-02');
assert.ok(Math.abs(firstPoint.cumulativeNetDepositsCad - 1000) < 1e-6);
assert.ok(Math.abs(firstPoint.totalPnlCad - 0) < 1e-6);

const lastPoint = result.points[result.points.length - 1];
assert.equal(lastPoint.date, '2025-01-16');
assert.ok(Math.abs(lastPoint.cumulativeNetDepositsCad - 975) < 1e-6);
assert.ok(Math.abs(lastPoint.totalPnlCad - 75) < 1e-6);
assert.ok(Math.abs(lastPoint.equityCad - 1050) < 1e-6);

const profitPoint = result.points.find((point) => point.date === '2025-01-10');
assert.ok(profitPoint, 'Expected profit date entry');
assert.ok(Math.abs(profitPoint.totalPnlCad - 75) < 1e-6);

assert.ok(Math.abs(result.summary.totalPnlCad - 75) < 1e-6);
assert.ok(Math.abs(result.summary.totalEquityCad - 1050) < 1e-6);
assert.ok(Math.abs(result.summary.netDepositsCad - 975) < 1e-6);

assert.ok(!result.issues, 'Expected no issues for cash-only scenario');
const result = await computeTotalPnlSeries(
{ id: 'login-1' },
account,
balances,
{ activityContext }
);

assert.ok(result, 'Expected series result');
assert.equal(result.accountId, account.id);
assert.ok(Array.isArray(result.points) && result.points.length > 0, 'Expected daily points');

const firstPoint = result.points[0];
assert.equal(firstPoint.date, '2025-01-02');
assert.ok(Math.abs(firstPoint.cumulativeNetDepositsCad - 1000) < 1e-6);
assert.ok(Math.abs(firstPoint.totalPnlCad - 0) < 1e-6);

const lastPoint = result.points[result.points.length - 1];
assert.equal(lastPoint.date, '2025-01-16');
assert.ok(Math.abs(lastPoint.cumulativeNetDepositsCad - 975) < 1e-6);
assert.ok(Math.abs(lastPoint.totalPnlCad - 75) < 1e-6);
assert.ok(Math.abs(lastPoint.equityCad - 1050) < 1e-6);

const profitPoint = result.points.find((point) => point.date === '2025-01-10');
assert.ok(profitPoint, 'Expected profit date entry');
assert.ok(Math.abs(profitPoint.totalPnlCad - 75) < 1e-6);

assert.ok(Math.abs(result.summary.totalPnlCad - 75) < 1e-6);
assert.ok(Math.abs(result.summary.totalEquityCad - 1050) < 1e-6);
assert.ok(Math.abs(result.summary.netDepositsCad - 975) < 1e-6);

assert.ok(!result.issues, 'Expected no issues for cash-only scenario');
} finally {
axiosMock.mock.restore();
}
});

test('computeTotalPnlSeries uses activity price hints when history is unavailable', async () => {
__setPriceHistoryFetcherForTests(() => []);
const axiosMock = mockFxRequests();

try {
const account = {
id: 'TEST-HINTS',
number: 'TEST-HINTS',
};

const now = new Date('2025-05-21T00:00:00Z');

const activityContext = {
accountId: account.id,
accountKey: account.id,
accountNumber: account.id,
earliestFunding: new Date('2025-05-18T00:00:00Z'),
crawlStart: new Date('2025-05-18T00:00:00Z'),
now,
nowIsoString: now.toISOString(),
activities: [
{
tradeDate: '2025-05-18T09:00:00.000000-04:00',
transactionDate: '2025-05-18T09:00:00.000000-04:00',
settlementDate: '2025-05-18T09:00:00.000000-04:00',
type: 'Deposits',
action: 'DEP',
currency: 'CAD',
netAmount: 4000,
grossAmount: 4000,
symbol: '',
symbolId: 0,
},
{
tradeDate: '2025-05-19T13:30:00.000000-04:00',
transactionDate: '2025-05-19T13:30:00.000000-04:00',
settlementDate: '2025-05-21T00:00:00.000000-04:00',
type: 'Trades',
action: 'BUY',
currency: 'CAD',
netAmount: -4000,
grossAmount: -4000,
quantity: 100,
price: 40,
symbol: 'PRIVATECO',
symbolId: 987654,
},
],
fingerprint: 'hints-fingerprint',
};

const balances = {
[account.id]: {
combined: {
CAD: {
totalEquity: 4050,
},
},
},
};

const result = await computeTotalPnlSeries(
{ id: 'login-hints' },
account,
balances,
{ activityContext }
);

assert.ok(result, 'Expected series result');
assert.equal(result.accountId, account.id);
assert.ok(Array.isArray(result.points) && result.points.length > 0, 'Expected daily points');

const buyPoint = result.points.find((point) => point.date === '2025-05-19');
assert.ok(buyPoint, 'Expected entry for trade date');
assert.ok(
Math.abs(buyPoint.totalPnlCad) < 1e-4,
'Activity price hint should keep P&L near zero after the trade'
);

assert.ok(result.summary);
assert.ok(
Math.abs(result.summary.totalPnlCad - 50) < 1e-3,
'Expected summary total P&L to reflect balance-derived gain'
);

assert.ok(!result.missingPriceSymbols, 'Expected price hints to avoid missing symbol flag');
} finally {
axiosMock.mock.restore();
__setPriceHistoryFetcherForTests(null);
}
});