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ce5d7dd736
* Display multi-currency holdings correctly * Implement IBKR provider * Fix: Use historical exchange rate for historical prices * Add brokerage exchange rate for trades * Sync historical balances from IBKR * Add logos in activity history * Fix privacy mode blur in account view * Improve IBKR XML Flex report parser errors
106 lines
3.2 KiB
Ruby
106 lines
3.2 KiB
Ruby
class IbkrAccount::HoldingsProcessor
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include IbkrAccount::DataHelpers
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def initialize(ibkr_account)
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@ibkr_account = ibkr_account
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end
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def process
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return unless account.present?
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grouped_positions.each_value do |group|
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process_group(group)
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end
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end
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private
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def account
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@ibkr_account.current_account
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end
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def import_adapter
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@import_adapter ||= Account::ProviderImportAdapter.new(account)
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end
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def grouped_positions
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Array(@ibkr_account.raw_holdings_payload).each_with_object({}) do |position, groups|
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data = position.with_indifferent_access
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next unless supported_position?(data)
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symbol_key = data[:conid].presence || data[:symbol].presence || data[:security_id].presence
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currency = extract_currency(data, fallback: @ibkr_account.currency)
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report_date = parse_date(data[:report_date]) || @ibkr_account.report_date || Date.current
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key = [ symbol_key, currency, report_date ]
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groups[key] ||= []
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groups[key] << data
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end
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end
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def process_group(rows)
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sample = rows.first
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security = resolve_security(sample)
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return unless security
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quantity = rows.sum { |row| parse_decimal(row[:position]) || BigDecimal("0") }
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return if quantity.zero?
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price = parse_decimal(sample[:mark_price])
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cost_basis = weighted_cost_basis_for(rows)
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return unless price && cost_basis
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amount = quantity.abs * price
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currency = extract_currency(sample, fallback: @ibkr_account.currency)
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report_date = parse_date(sample[:report_date]) || @ibkr_account.report_date || Date.current
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external_id = [ "ibkr", @ibkr_account.ibkr_account_id, sample[:conid].presence || security.ticker, report_date, currency ].join("_")
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import_adapter.import_holding(
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security: security,
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quantity: quantity,
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amount: amount,
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currency: currency,
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date: report_date,
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price: price || BigDecimal("0"),
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cost_basis: cost_basis,
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external_id: external_id,
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source: "ibkr",
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account_provider_id: @ibkr_account.account_provider&.id,
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delete_future_holdings: false
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)
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end
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def weighted_cost_basis_for(rows)
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total_quantity = BigDecimal("0")
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total_cost = BigDecimal("0")
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rows.each do |row|
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row_quantity = parse_decimal(row[:position])
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row_cost_basis = parse_decimal(row[:cost_basis_price])
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return nil unless row_quantity && row_cost_basis
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total_quantity += row_quantity.abs
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total_cost += row_quantity.abs * row_cost_basis
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end
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return nil if total_quantity.zero?
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total_cost / total_quantity
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end
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def supported_position?(row)
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row[:asset_category].to_s == "STK" &&
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row[:side].to_s == "Long" &&
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row[:conid].present? &&
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row[:security_id].present? &&
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row[:security_id_type].present? &&
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row[:symbol].present? &&
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row[:currency].present? &&
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row[:fx_rate_to_base].present? &&
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row[:position].present? &&
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row[:mark_price].present? &&
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row[:cost_basis_price].present? &&
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row[:report_date].present?
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end
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end
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