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use bigdecimal::{BigDecimal, Context, RoundingMode};
use std::sync::LazyLock;
pub static ROUNDING_MODE: RoundingMode = RoundingMode::HalfEven;
/// Will use default precision (either 100 or ${RUST_BIGDECIMAL_DEFAULT_PRECISION})
pub static DECIMAL_CONTEXT: LazyLock<Context> = std::sync::LazyLock::new(|| Context::default().with_rounding_mode(ROUNDING_MODE));
type DateTime = chrono::DateTime<chrono::Utc>;
/// Represents an account that holds equity. An account may hold equity with
/// multiple equity symbols.
pub struct FiduciaryAccount {
pub fiduciary_account_id: u8,
pub fiduciary_account_number: usize,
pub fiduciary_account_name: String,
pub fiduciary_account_description: String,
pub fiduciary_account_created_timestamp: DateTime,
}
/// An atomic enum to describe for what element of equity a symbol tracks
/// (stock, fund, etc.)
pub enum EquityType {
STOCK,
ETF,
CRYPTO
}
impl std::fmt::Display for EquityType {
fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
write!(f, "{}", match self {
EquityType::STOCK => "STOCK",
EquityType::ETF => "ETF",
EquityType::CRYPTO => "CRYPTO",
})
}
}
/// Represents a symbol used to ascribe speculative value
pub struct EquitySymbol {
pub equity_symbol_id: usize,
pub equity_symbol_name: String,
pub equity_symbol_type: EquityType,
pub equity_symbol_managing_company: String,
pub equity_symbol_created_timestamp: DateTime,
}
/// An atomic enum to describe the basic action of an equity change event
pub enum ChangeEventType {
BUY,
SELL
}
impl ChangeEventType {
/// Relativizes the effect of a change event for numeration
pub fn score(&self) -> i8 {
match self {
ChangeEventType::BUY => 1,
ChangeEventType::SELL => -1,
}
}
}
impl std::fmt::Display for ChangeEventType {
fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
write!(f, "{}", match self {
ChangeEventType::BUY => "BUY",
ChangeEventType::SELL => "SELL",
})
}
}
/// An immutable record describing a quantative change for a symbolized
/// equity attributed to an account.
pub struct EquityChangeEvent {
pub equity_change_event_id: usize,
pub fiduciary_account_id: u8,
pub equity_symbol_id: usize,
pub equity_change_quantity: BigDecimal,
pub equity_change_cost_basis: BigDecimal,
pub equity_change_type: ChangeEventType,
pub equity_change_timestamp: DateTime,
}
impl EquityChangeEvent {
/// Provides an estimate of the numerated change based on the cost basis
/// of the equity and the quantity
pub fn estimated_price(&self) -> BigDecimal {
DECIMAL_CONTEXT.multiply(&self.equity_change_cost_basis, &self.equity_change_quantity)
}
/// Provides the quantity of the event relativized by the event type's score
pub fn scored_quantity(&self) -> BigDecimal {
self.equity_change_quantity.clone() * self.equity_change_type.score()
}
/// Provides the estimated cost basis of the event relativized by the event type's score
pub fn scored_cost_basis(&self) -> BigDecimal {
self.equity_change_cost_basis.clone() * self.equity_change_type.score()
}
}
mod tests {
use super::*;
use std::str::FromStr;
fn nat(num: BigDecimal) -> BigDecimal {
num.with_scale_round(2_i64, ROUNDING_MODE)
}
#[test]
fn event_type_score_buy() {
let event_type = ChangeEventType::BUY;
assert_eq!(event_type.score(), 1_i8);
}
#[test]
fn event_type_score_sell() {
let event_type = ChangeEventType::SELL;
assert_eq!(event_type.score(), -1_i8);
}
#[test]
fn change_event_estimated_price() {
let event = EquityChangeEvent {
equity_change_event_id: 0,
fiduciary_account_id: 0,
equity_symbol_id: 0,
equity_change_quantity: BigDecimal::from_str("0.125").unwrap(),
equity_change_cost_basis: BigDecimal::from_str("82.80").unwrap(),
equity_change_type: ChangeEventType::BUY,
equity_change_timestamp: chrono::Local::now().to_utc(),
};
assert_eq!(nat(event.estimated_price()).to_plain_string(), "10.35");
}
#[test]
fn change_event_estimated_price_rounded() {
let event = EquityChangeEvent {
equity_change_event_id: 0,
fiduciary_account_id: 0,
equity_symbol_id: 0,
equity_change_quantity: BigDecimal::from_str("87.12808").unwrap(),
equity_change_cost_basis: BigDecimal::from_str("14.91").unwrap(),
equity_change_type: ChangeEventType::BUY,
equity_change_timestamp: chrono::Local::now().to_utc(),
};
// actual: 1299.0796728
assert_eq!(nat(event.estimated_price()).to_plain_string(), "1299.08");
}
#[test]
fn change_event_scored_quantity_buy() {
let event = EquityChangeEvent {
equity_change_event_id: 0,
fiduciary_account_id: 0,
equity_symbol_id: 0,
equity_change_quantity: BigDecimal::from_str("0.125").unwrap(),
equity_change_cost_basis: BigDecimal::from_str("82.80").unwrap(),
equity_change_type: ChangeEventType::BUY,
equity_change_timestamp: chrono::Local::now().to_utc(),
};
assert_eq!(event.scored_quantity().to_plain_string(), "0.125");
}
#[test]
fn change_event_scored_quantity_sell() {
let event = EquityChangeEvent {
equity_change_event_id: 0,
fiduciary_account_id: 0,
equity_symbol_id: 0,
equity_change_quantity: BigDecimal::from_str("0.125").unwrap(),
equity_change_cost_basis: BigDecimal::from_str("82.80").unwrap(),
equity_change_type: ChangeEventType::SELL,
equity_change_timestamp: chrono::Local::now().to_utc(),
};
assert_eq!(event.scored_quantity().to_plain_string(), "-0.125");
}
#[test]
fn change_event_scored_estimated_price_buy() {
let event = EquityChangeEvent {
equity_change_event_id: 0,
fiduciary_account_id: 0,
equity_symbol_id: 0,
equity_change_quantity: BigDecimal::from_str("0.125").unwrap(),
equity_change_cost_basis: BigDecimal::from_str("82.80").unwrap(),
equity_change_type: ChangeEventType::BUY,
equity_change_timestamp: chrono::Local::now().to_utc(),
};
assert_eq!(nat(event.scored_cost_basis()).to_plain_string(), "82.80");
}
#[test]
fn change_event_scored_estimated_price_sell() {
let event = EquityChangeEvent {
equity_change_event_id: 0,
fiduciary_account_id: 0,
equity_symbol_id: 0,
equity_change_quantity: BigDecimal::from_str("0.125").unwrap(),
equity_change_cost_basis: BigDecimal::from_str("82.80").unwrap(),
equity_change_type: ChangeEventType::SELL,
equity_change_timestamp: chrono::Local::now().to_utc(),
};
assert_eq!(nat(event.scored_cost_basis()).to_plain_string(), "-82.80");
}
}
|
