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use bigdecimal::{BigDecimal, Zero};
use crate::app::store::records::{EquityChangeEvent, EquitySymbol, FiduciaryAccount, ROUNDING_MODE};
type DateTime = chrono::DateTime<chrono::Utc>;
/// An estimated ledger is the effective sum of all the equity change events
/// derived from record for a particular fiduciary account and equity symbol.
pub struct EstimatedLedger<'a> {
/// The reference to the fiduciary account that owns the events of the ledger
pub fiduciary_account: &'a FiduciaryAccount,
/// The reference to the equity symbol that all events describe
pub equity_symbol: &'a EquitySymbol,
/// The list of references to events that compose the ledger
pub equity_change_events: Vec<&'a EquityChangeEvent>,
/// The quantity of shares derived from all events for the account and symbol
pub account_symbol_quantity: BigDecimal,
/// The estimated price of all events in the ledger derived from the cost basis and quantity
pub account_symbol_cost_basis_price: BigDecimal,
/// The basis of all purchases and sales not derived from quantity
pub account_symbol_cost_basis_total: BigDecimal,
/// The estimated price of the equity from the latest event in the ledger
pub account_symbol_last_effective_price: BigDecimal,
/// The event timestmap of the latest event in the ledger
pub account_symbol_last_update_timestamp: DateTime,
}
impl EstimatedLedger<'_> {
/// Takes a list of all change events, a fiduciary account, and an equity
/// symbol for which to create a ledger.
///
/// All values are taken by reference, so they need to be maintained elsewhere
pub fn compile_change_events<'a>(fiduciary_account: &'a FiduciaryAccount, equity_symbol: &'a EquitySymbol, events: Vec<&'a EquityChangeEvent>) -> EstimatedLedger<'a> {
let mut acsym_events = vec![];
let mut quantity = BigDecimal::zero();
let mut cost_basis_total = BigDecimal::zero();
let mut last_event: Option<&EquityChangeEvent> = None;
for event in events {
if event.fiduciary_account_id != fiduciary_account.fiduciary_account_id || event.equity_symbol_id != equity_symbol.equity_symbol_id {
continue;
}
if last_event.is_none() || last_event.unwrap().equity_change_timestamp < event.equity_change_timestamp {
last_event = Some(event);
}
quantity += event.scored_quantity();
cost_basis_total += event.scored_cost_basis();
acsym_events.push(event);
}
let cost_basis_price = if quantity.is_zero() { BigDecimal::zero() } else { cost_basis_total.clone() / quantity.clone() };
EstimatedLedger {
fiduciary_account,
equity_symbol,
equity_change_events: acsym_events,
account_symbol_quantity: quantity,
account_symbol_cost_basis_price: cost_basis_price.with_scale_round(2, ROUNDING_MODE),
account_symbol_cost_basis_total: cost_basis_total.with_scale_round(2, ROUNDING_MODE),
account_symbol_last_effective_price: last_event.map_or_else(|| BigDecimal::zero().with_scale(2), |ev| ev.estimated_price()),
account_symbol_last_update_timestamp: last_event.map_or_else(|| DateTime::MIN_UTC, |ev| ev.equity_change_timestamp),
}
}
}
mod test {
use crate::app::store::records::*;
use super::*;
/// simple generic to provide auto-incrementing value for the ID type that's needed
fn next<T : std::ops::AddAssign + From::<bool> + Copy>(id: &mut T) -> T {
let tmp = *id;
*id += T::from(true);
tmp
}
fn dec(n: u32, scale: i64) -> BigDecimal {
BigDecimal::from_biguint(bigdecimal::num_bigint::BigUint::from(n), scale)
}
#[test]
fn compile_change_events_small() {
let account = FiduciaryAccount {
fiduciary_account_id: 0,
fiduciary_account_number: 12345678,
fiduciary_account_name: "account".into(),
fiduciary_account_description: "Brokerage Acct".into(),
fiduciary_account_created_timestamp: DateTime::from_timestamp_secs(1761399660).unwrap(),
};
let symbol = EquitySymbol {
equity_symbol_id: 0,
equity_symbol_name: "Business Company".into(),
equity_symbol_managing_company: "Business Company".into(),
equity_symbol_type: EquityType::STOCK,
equity_symbol_created_timestamp: DateTime::from_timestamp_secs(1767346990).unwrap(),
};
let evid = &mut 0_usize;
let events = vec![
EquityChangeEvent {
equity_change_event_id: next(evid),
fiduciary_account_id: account.fiduciary_account_id,
equity_symbol_id: symbol.equity_symbol_id,
equity_change_quantity: dec(125_u32, 3),
equity_change_cost_basis: dec(8280_u32, 2),
equity_change_type: ChangeEventType::BUY,
equity_change_timestamp: DateTime::from_timestamp_secs(1767346990).unwrap(),
},
EquityChangeEvent { // different symbol, same account
equity_change_event_id: next(evid),
fiduciary_account_id: account.fiduciary_account_id,
equity_symbol_id: symbol.equity_symbol_id + 1,
equity_change_quantity: dec(10001_u32, 2),
equity_change_cost_basis: dec(545_u32, 2),
equity_change_type: ChangeEventType::BUY,
equity_change_timestamp: DateTime::from_timestamp_secs(1767350590).unwrap(),
},
EquityChangeEvent {
equity_change_event_id: next(evid),
fiduciary_account_id: account.fiduciary_account_id,
equity_symbol_id: symbol.equity_symbol_id,
equity_change_quantity: dec(15_u32, 3),
equity_change_cost_basis: dec(998_u32, 2),
equity_change_type: ChangeEventType::SELL,
equity_change_timestamp: DateTime::from_timestamp_secs(1767354190).unwrap(),
}
];
let event_refs = vec![&events[0], &events[1], &events[2]];
let ledger = EstimatedLedger::compile_change_events(&account, &symbol, event_refs);
// Check account, symbol, events references of ledger are what expected
assert_eq!(ledger.fiduciary_account.fiduciary_account_id, account.fiduciary_account_id);
assert_eq!(ledger.equity_symbol.equity_symbol_id, symbol.equity_symbol_id);
assert_eq!(ledger.equity_change_events.len(), 2);
assert_eq!(ledger.equity_change_events[0].equity_change_event_id, events[0].equity_change_event_id);
assert_eq!(ledger.equity_change_events[1].equity_change_event_id, events[2].equity_change_event_id);
// Check computed values
assert_eq!(ledger.account_symbol_quantity.to_plain_string(), "0.110");
assert_eq!(ledger.account_symbol_cost_basis_total.to_plain_string(), "72.82");
assert_eq!(ledger.account_symbol_cost_basis_price.to_plain_string(), "662.00");
// "665.33", repeating, of course
assert_eq!(ledger.account_symbol_last_effective_price, events[2].estimated_price());
assert_eq!(ledger.account_symbol_last_update_timestamp, events[2].equity_change_timestamp);
}
#[test]
fn compile_change_events_empty() {
let account = FiduciaryAccount {
fiduciary_account_id: 0,
fiduciary_account_number: 12345678,
fiduciary_account_name: "account".into(),
fiduciary_account_description: "Brokerage Acct".into(),
fiduciary_account_created_timestamp: DateTime::from_timestamp_secs(1761399660).unwrap(),
};
let symbol = EquitySymbol {
equity_symbol_id: 0,
equity_symbol_name: "US Equity ETF".into(),
equity_symbol_managing_company: "Business Company".into(),
equity_symbol_type: EquityType::ETF,
equity_symbol_created_timestamp: DateTime::from_timestamp_secs(1767346990).unwrap(),
};
let events: Vec<&EquityChangeEvent> = vec![];
let ledger = EstimatedLedger::compile_change_events(&account, &symbol, events);
// Check account, symbol, events references of ledger are what expected
assert_eq!(ledger.fiduciary_account.fiduciary_account_id, account.fiduciary_account_id);
assert_eq!(ledger.equity_symbol.equity_symbol_id, symbol.equity_symbol_id);
assert!(ledger.equity_change_events.is_empty());
// Check computed values
assert_eq!(ledger.account_symbol_quantity.to_plain_string(), "0");
assert_eq!(ledger.account_symbol_cost_basis_total.to_plain_string(), "0.00");
assert_eq!(ledger.account_symbol_cost_basis_price.to_plain_string(), "0.00");
assert_eq!(ledger.account_symbol_last_effective_price.to_plain_string(), "0.00");
assert_eq!(ledger.account_symbol_last_update_timestamp, DateTime::MIN_UTC);
}
}
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