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Fix Total P&L baseline for account CAGR start date #98

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Fix Total P&L baseline for account CAGR start date #98

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5aebeee
Fix Total PnL baseline for CAGR start date
dbigham Oct 12, 2025
52c2d18
Inject baseline equity into CAGR start net deposits
dbigham Oct 12, 2025
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173 changes: 159 additions & 14 deletions server/src/index.js
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Original file line number Diff line number Diff line change
Expand Up @@ -3874,6 +3874,132 @@ async function computeTotalPnlSeries(login, account, perAccountCombinedBalances,
});
}

let baselineEquityInjection = null;
if (
netDepositOptions.applyAccountCagrStartDate !== false &&
typeof displayStartIso === 'string' &&
displayStartIso &&
typeof cagrStartDate === 'string' &&
points.length > 0
) {
const baselineIndex = points.findIndex(function (point) {
return point && typeof point.date === 'string' && point.date === displayStartIso;
});
if (baselineIndex >= 0) {
const baselinePoint = points[baselineIndex];
const baselineEquityCandidate = baselinePoint ? Number(baselinePoint.equityCad) : null;
const baselineNetDepositsCandidate = baselinePoint
? Number(baselinePoint.cumulativeNetDepositsCad)
: null;
let baselineTotalPnlCandidate = baselinePoint ? Number(baselinePoint.totalPnlCad) : null;
if (!Number.isFinite(baselineTotalPnlCandidate)) {
if (Number.isFinite(baselineEquityCandidate) && Number.isFinite(baselineNetDepositsCandidate)) {
baselineTotalPnlCandidate = baselineEquityCandidate - baselineNetDepositsCandidate;
}
}
const baselineEquity = Number.isFinite(baselineEquityCandidate) ? baselineEquityCandidate : null;
const baselineNetDeposits = Number.isFinite(baselineNetDepositsCandidate)
? baselineNetDepositsCandidate
: null;
const baselineTotalPnl = Number.isFinite(baselineTotalPnlCandidate)
? baselineTotalPnlCandidate
: baselineEquity !== null && baselineNetDeposits !== null
? baselineEquity - baselineNetDeposits
: null;
if (baselineEquity !== null && baselineNetDeposits !== null) {
baselineEquityInjection = baselineEquity;

for (let i = baselineIndex; i < points.length; i += 1) {
const point = points[i];
if (!point || typeof point !== 'object') {
continue;
}

const originalNetDeposits = Number.isFinite(point.cumulativeNetDepositsCad)
? point.cumulativeNetDepositsCad
: null;

if (originalNetDeposits !== null) {
const adjustedDeposits = originalNetDeposits - baselineNetDeposits + baselineEquity;
point.cumulativeNetDepositsCad =
Math.abs(adjustedDeposits) < CASH_FLOW_EPSILON ? 0 : adjustedDeposits;
if (Number.isFinite(point.equityCad)) {
const derivedPnl = point.equityCad - point.cumulativeNetDepositsCad;
point.totalPnlCad = Math.abs(derivedPnl) < CASH_FLOW_EPSILON ? 0 : derivedPnl;
} else if (baselineTotalPnl !== null && Number.isFinite(point.totalPnlCad)) {
const adjustedPnl = point.totalPnlCad - baselineTotalPnl;
point.totalPnlCad = Math.abs(adjustedPnl) < CASH_FLOW_EPSILON ? 0 : adjustedPnl;
}
} else if (baselineTotalPnl !== null && Number.isFinite(point.totalPnlCad)) {
const adjustedPnl = point.totalPnlCad - baselineTotalPnl;
point.totalPnlCad = Math.abs(adjustedPnl) < CASH_FLOW_EPSILON ? 0 : adjustedPnl;
}

if (i === baselineIndex) {
point.cumulativeNetDepositsCad = baselineEquity;
if (Number.isFinite(point.totalPnlCad)) {
point.totalPnlCad = 0;
}
}
}

if (
netDepositsSummary.netDeposits &&
Number.isFinite(netDepositsSummary.netDeposits.combinedCad)
) {
const adjustedNetDeposits = netDepositsSummary.netDeposits.combinedCad + baselineEquity;
netDepositsSummary.netDeposits.combinedCad =
Math.abs(adjustedNetDeposits) < CASH_FLOW_EPSILON ? 0 : adjustedNetDeposits;
}

if (netDepositsSummary.totalPnl) {
if (
Number.isFinite(netDepositsSummary.totalEquityCad) &&
netDepositsSummary.netDeposits &&
Number.isFinite(netDepositsSummary.netDeposits.combinedCad)
) {
const derivedTotalPnl =
netDepositsSummary.totalEquityCad - netDepositsSummary.netDeposits.combinedCad;
netDepositsSummary.totalPnl.combinedCad =
Math.abs(derivedTotalPnl) < CASH_FLOW_EPSILON ? 0 : derivedTotalPnl;
} else if (
baselineTotalPnl !== null &&
Number.isFinite(netDepositsSummary.totalPnl.combinedCad)
) {
const adjustedTotalPnl = netDepositsSummary.totalPnl.combinedCad - baselineTotalPnl;
netDepositsSummary.totalPnl.combinedCad =
Math.abs(adjustedTotalPnl) < CASH_FLOW_EPSILON ? 0 : adjustedTotalPnl;
}
} else if (
Number.isFinite(netDepositsSummary.totalEquityCad) &&
netDepositsSummary.netDeposits &&
Number.isFinite(netDepositsSummary.netDeposits.combinedCad)
) {
const derivedTotalPnl =
netDepositsSummary.totalEquityCad - netDepositsSummary.netDeposits.combinedCad;
const preservedAllTime =
netDepositsSummary.totalPnl && Number.isFinite(netDepositsSummary.totalPnl.allTimeCad)
? netDepositsSummary.totalPnl.allTimeCad
: undefined;
netDepositsSummary.totalPnl = {
combinedCad: Math.abs(derivedTotalPnl) < CASH_FLOW_EPSILON ? 0 : derivedTotalPnl,
};
if (preservedAllTime !== undefined) {
netDepositsSummary.totalPnl.allTimeCad = preservedAllTime;
}
}

if (baselineEquityInjection !== null) {
netDepositsSummary.metadata = Object.assign({}, netDepositsSummary.metadata, {
baselineEquityInjectedCad: baselineEquityInjection,
baselineNetDepositsCad: baselineNetDeposits,
baselineTotalPnlCad: baselineTotalPnl,
});
}
}
}
}

const summaryTotalPnl = netDepositsSummary.totalPnl && Number.isFinite(netDepositsSummary.totalPnl.combinedCad)
? netDepositsSummary.totalPnl.combinedCad
: null;
Expand Down Expand Up @@ -3933,34 +4059,53 @@ async function computeTotalPnlSeries(login, account, perAccountCombinedBalances,

const rebasedPoints = filteredPoints.map((point) => ({ ...point }));
if (cagrStartDate && displayStartDate && rebasedPoints.length) {
const baselineEquity = Number.isFinite(rebasedPoints[0].equityCad)
? rebasedPoints[0].equityCad
: null;
const baselineNetDeposits = Number.isFinite(rebasedPoints[0].cumulativeNetDepositsCad)
? rebasedPoints[0].cumulativeNetDepositsCad
: null;
const baselineTotalPnl = Number.isFinite(rebasedPoints[0].totalPnlCad)
? rebasedPoints[0].totalPnlCad
: null;
: baselineEquity !== null && baselineNetDeposits !== null
? baselineEquity - baselineNetDeposits
: null;

rebasedPoints.forEach((entry, index) => {
if (baselineNetDeposits !== null && Number.isFinite(entry.cumulativeNetDepositsCad)) {
const adjustedNetDeposits = entry.cumulativeNetDepositsCad - baselineNetDeposits;
if (!entry || typeof entry !== 'object') {
return;
}

const originalTotalPnl = Number.isFinite(entry.totalPnlCad) ? entry.totalPnlCad : null;
const originalNetDeposits = Number.isFinite(entry.cumulativeNetDepositsCad)
? entry.cumulativeNetDepositsCad
: null;

if (baselineEquity !== null && baselineNetDeposits !== null && originalNetDeposits !== null) {
const adjustedNetDeposits = originalNetDeposits - baselineNetDeposits + baselineEquity;
entry.cumulativeNetDepositsCad =
Math.abs(adjustedNetDeposits) < CASH_FLOW_EPSILON ? 0 : adjustedNetDeposits;
if (Number.isFinite(entry.equityCad)) {
const derivedPnl = entry.equityCad - entry.cumulativeNetDepositsCad;
entry.totalPnlCad = Math.abs(derivedPnl) < CASH_FLOW_EPSILON ? 0 : derivedPnl;
} else if (baselineTotalPnl !== null && Number.isFinite(entry.totalPnlCad)) {
const adjustedPnl = entry.totalPnlCad - baselineTotalPnl;
entry.totalPnlCad = Math.abs(adjustedPnl) < CASH_FLOW_EPSILON ? 0 : adjustedPnl;
}
} else if (baselineTotalPnl !== null && Number.isFinite(entry.totalPnlCad)) {
const adjustedPnl = entry.totalPnlCad - baselineTotalPnl;
}

if (Number.isFinite(entry.equityCad) && Number.isFinite(entry.cumulativeNetDepositsCad)) {
const derivedPnl = entry.equityCad - entry.cumulativeNetDepositsCad;
entry.totalPnlCad = Math.abs(derivedPnl) < CASH_FLOW_EPSILON ? 0 : derivedPnl;
} else if (baselineTotalPnl !== null && originalTotalPnl !== null) {
const adjustedPnl = originalTotalPnl - baselineTotalPnl;
entry.totalPnlCad = Math.abs(adjustedPnl) < CASH_FLOW_EPSILON ? 0 : adjustedPnl;
}

if (index === 0) {
if (Number.isFinite(entry.cumulativeNetDepositsCad)) {
entry.cumulativeNetDepositsCad = 0;
if (baselineEquity !== null) {
entry.cumulativeNetDepositsCad = baselineEquity;
}
if (Number.isFinite(entry.totalPnlCad)) {
entry.totalPnlCad = 0;
} else if (
Number.isFinite(entry.equityCad) &&
Number.isFinite(entry.cumulativeNetDepositsCad)
) {
entry.totalPnlCad = 0;
}
}
});
Expand Down