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3e2990a52c
* feat(ibkr): compute net_market_flows from IBKR equity delta and trade flows
Replace the hardcoded net_market_flows: 0 in HistoricalBalancesSync with an
exact derivation from IBKR's own equity summary data, eliminating any
dependency on third-party security price providers for Period Return.
Formula: nmf = Δnon_cash - net_buy_sell
- non_cash = IBKR equity total - materializer cash (exact per IBKR)
- net_buy_sell = sum of trade amounts converted to base currency using
the stored fx_rate_to_base (IBKR's own FX rate, already on Trade#exchange_rate)
Sets non_cash_adjustments = net_buy_sell so the virtual column identity
(end_non_cash_balance = start + nmf + adjustments) resolves to IBKR's
exact equity figure.
* test(ibkr): add sell-trade and no-trade nmf tests; fix memoization guard
- Add test: sell trades (negative amount) correctly isolate market loss in nmf
- Add test: no-trade scenario produces nmf = full Δnon_cash
- Fix: `return {} unless account` inside ||= exited the method without memoizing;
restructure to `if account ... else {} end` so the result is always cached
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
* fix(ibkr): exclude dividend/interest trades from net_buy_sell; use historical FX date
Addresses two issues flagged in code review:
- P1: trades with qty=0 (Dividend, Interest) were included in net_buy_sell,
inflating/deflating nmf on dates with income events. Filter to qty != 0 at
the SQL level so only buy/sell trades affect the market-flow calculation.
- P2: Money#exchange_to defaulted to Date.current when no custom_rate was
stored, causing historical nmf to drift as FX rates change over time.
Pass date: entry.date so the fallback lookup uses the trade's own date.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
* test(ibkr): cover Money::ConversionError fallback in trade_flows_by_date
Adds a test that stubs Money#exchange_to to raise ConversionError for a
cross-currency trade with no stored exchange_rate, verifying that the
rescue clause falls back to entry.amount and that nmf and
end_non_cash_balance still resolve correctly.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
* fix(ibkr): log warning when FX conversion falls back to unconverted amount
When Money::ConversionError is raised for a cross-currency trade with no
stored exchange_rate, warn with entry currency, account currency, date,
amount, and entry/account IDs so the silent fallback is visible in logs.
Same-currency ConversionErrors (unexpected but possible) stay silent.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
* fix(ibkr): skip unconvertible FX trades, redact log, tighten join
- On Money::ConversionError, skip the entry from net_buy_sell rather
than falling back to the raw amount (which treated e.g. EUR as CHF);
nmf now absorbs the full Δnon_cash for that date instead of silently
misstating period return
- Remove entry amount, entry ID, and account ID from the FX warning log
to avoid exposing financial data in log output
- Consolidate entryable_type guard into the JOIN condition rather than a
separate WHERE clause
- Add inline comment on the first-day zero case to distinguish intent
from a bug
- Update ConversionError test to assert skip behavior (nmf=200, not 50)
* fix(ibkr): exclude dates with unconvertible FX trades from balance upsert
* fix(ibkr): skip upsert_all when all balance rows are filtered by failed FX dates
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Co-authored-by: Claude Sonnet 4.6 <noreply@anthropic.com>