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52083d5774
* feat(reports): add Period Return card to Investment Performance tab Surfaces market-only return (absolute + %) for the selected period using net_market_flows from the balances table, excluding contributions and withdrawals. Appears in both the interactive report and the print view. * docs: remove TODOS.md; fold FX fallback caveat into PR description The single V2 item (Period Return's 1:1 FX fallback on missing rates) is now documented under Known Limitations in the PR description, so a tracked file in the repo root is redundant. * fix(investment_statement): align start_value denominator scope and FX handling Add status filter to match absolute_return, and move FX conversion into SQL so pre-period balances are found even when an account's currency was changed after balances were recorded.
236 lines
8.6 KiB
Ruby
236 lines
8.6 KiB
Ruby
require "test_helper"
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class InvestmentStatementTest < ActiveSupport::TestCase
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setup do
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@family = families(:empty)
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# families(:empty) defaults to currency "USD"
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@statement = InvestmentStatement.new(@family, user: nil)
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end
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test "portfolio_value and cash_balance with a single-currency family" do
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create_investment_account(balance: 1000, cash_balance: 100)
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assert_equal 1000, @statement.portfolio_value
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assert_equal 100, @statement.cash_balance
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assert_equal 900, @statement.holdings_value
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end
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test "portfolio_value converts foreign-currency accounts to family currency" do
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create_investment_account(balance: 1921.92, cash_balance: -162, currency: "USD")
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create_investment_account(balance: 1000, cash_balance: 1000, currency: "EUR")
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ExchangeRate.create!(
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from_currency: "EUR",
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to_currency: "USD",
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date: Date.current,
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rate: 1.1
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)
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# 1921.92 + 1000 * 1.1 = 3021.92
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assert_in_delta 3021.92, @statement.portfolio_value, 0.001
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# -162 + 1000 * 1.1 = 938
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assert_in_delta 938, @statement.cash_balance, 0.001
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# 3021.92 - 938 = 2083.92
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assert_in_delta 2083.92, @statement.holdings_value, 0.001
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end
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test "portfolio_value falls back to 1:1 when FX rate is missing" do
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create_investment_account(balance: 1921.92, currency: "USD")
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create_investment_account(balance: 1000, currency: "EUR")
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# No ExchangeRate row → rates_for defaults to 1
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assert_in_delta 2921.92, @statement.portfolio_value, 0.001
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end
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test "current_holdings includes holdings from every investment account regardless of currency" do
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usd_account = create_investment_account(balance: 2100, currency: "USD")
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eur_account = create_investment_account(balance: 2000, currency: "EUR")
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usd_security = Security.create!(ticker: "AAPL", name: "Apple")
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eur_security = Security.create!(ticker: "ASML", name: "ASML")
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Holding.create!(
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account: usd_account, security: usd_security, date: Date.current,
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qty: 10, price: 210, amount: 2100, currency: "USD"
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)
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Holding.create!(
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account: eur_account, security: eur_security, date: Date.current,
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qty: 4, price: 500, amount: 2000, currency: "EUR"
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)
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assert_equal 2, @statement.current_holdings.count
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end
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test "top_holdings ranks by family-currency value across currencies" do
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usd_account = create_investment_account(balance: 2100, currency: "USD")
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eur_account = create_investment_account(balance: 2000, currency: "EUR")
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usd_security = Security.create!(ticker: "AAPL", name: "Apple")
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eur_security = Security.create!(ticker: "ASML", name: "ASML")
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Holding.create!(
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account: usd_account, security: usd_security, date: Date.current,
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qty: 10, price: 210, amount: 2100, currency: "USD"
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)
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Holding.create!(
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account: eur_account, security: eur_security, date: Date.current,
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qty: 4, price: 500, amount: 2000, currency: "EUR"
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)
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ExchangeRate.create!(
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from_currency: "EUR", to_currency: "USD",
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date: Date.current, rate: 1.1
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)
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# 2000 EUR = 2200 USD > 2100 USD, so ASML outranks AAPL in family currency
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top = @statement.top_holdings(limit: 2)
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assert_equal %w[ASML AAPL], top.map(&:ticker)
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end
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test "allocation weights sum to 100% with mixed currencies" do
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usd_account = create_investment_account(balance: 2100, currency: "USD")
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eur_account = create_investment_account(balance: 2000, currency: "EUR")
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usd_security = Security.create!(ticker: "AAPL", name: "Apple")
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eur_security = Security.create!(ticker: "ASML", name: "ASML")
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Holding.create!(
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account: usd_account, security: usd_security, date: Date.current,
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qty: 10, price: 210, amount: 2100, currency: "USD"
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)
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Holding.create!(
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account: eur_account, security: eur_security, date: Date.current,
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qty: 4, price: 500, amount: 2000, currency: "EUR"
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)
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ExchangeRate.create!(
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from_currency: "EUR", to_currency: "USD",
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date: Date.current, rate: 1.1
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)
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allocation = @statement.allocation
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assert_equal 2, allocation.size
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assert_in_delta 100.0, allocation.sum(&:weight), 0.01
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# Every row is labeled in family currency
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assert allocation.all? { |a| a.amount.currency.iso_code == "USD" }
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end
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test "unrealized_gains sums in family currency with mixed-currency holdings" do
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usd_account = create_investment_account(balance: 2100, currency: "USD")
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eur_account = create_investment_account(balance: 2000, currency: "EUR")
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usd_security = Security.create!(ticker: "AAPL", name: "Apple")
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eur_security = Security.create!(ticker: "ASML", name: "ASML")
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Holding.create!(
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account: usd_account, security: usd_security, date: Date.current,
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qty: 10, price: 210, amount: 2100, currency: "USD",
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cost_basis: 200, cost_basis_locked: true
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)
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Holding.create!(
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account: eur_account, security: eur_security, date: Date.current,
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qty: 4, price: 500, amount: 2000, currency: "EUR",
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cost_basis: 450, cost_basis_locked: true
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)
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ExchangeRate.create!(
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from_currency: "EUR", to_currency: "USD",
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date: Date.current, rate: 1.1
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)
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# AAPL unrealized = 2100 - (10 * 200) = 100 USD
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# ASML unrealized = 2000 - (4 * 450) = 200 EUR → 220 USD @ 1.1
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# Total = 320 USD
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assert_in_delta 320, @statement.unrealized_gains, 0.001
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assert_equal "USD", @statement.unrealized_gains_money.currency.iso_code
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end
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test "unrealized_gains_trend is denominated in family currency" do
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usd_account = create_investment_account(balance: 2100, currency: "USD")
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eur_account = create_investment_account(balance: 2000, currency: "EUR")
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usd_security = Security.create!(ticker: "AAPL", name: "Apple")
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eur_security = Security.create!(ticker: "ASML", name: "ASML")
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Holding.create!(
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account: usd_account, security: usd_security, date: Date.current,
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qty: 10, price: 210, amount: 2100, currency: "USD",
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cost_basis: 200, cost_basis_locked: true
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)
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Holding.create!(
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account: eur_account, security: eur_security, date: Date.current,
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qty: 4, price: 500, amount: 2000, currency: "EUR",
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cost_basis: 450, cost_basis_locked: true
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)
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ExchangeRate.create!(
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from_currency: "EUR", to_currency: "USD",
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date: Date.current, rate: 1.1
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)
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trend = @statement.unrealized_gains_trend
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assert_equal "USD", trend.current.currency.iso_code
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assert_equal "USD", trend.previous.currency.iso_code
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# current = 2100 USD + (2000 EUR * 1.1) = 4300 USD
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assert_in_delta 4300, trend.current.amount, 0.001
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# previous (cost basis) = (10 * 200) USD + (4 * 450 * 1.1) EUR→USD = 2000 + 1980 = 3980 USD
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assert_in_delta 3980, trend.previous.amount, 0.001
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end
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test "period_return_trend returns nil when no balance data in period" do
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period = Period.custom(start_date: 10.years.ago.to_date, end_date: 9.years.ago.to_date)
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assert_nil @statement.period_return_trend(period: period)
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end
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test "period_return_trend returns nil when start portfolio value is zero" do
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account = create_investment_account(balance: 5000)
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period = Period.custom(start_date: Date.current.beginning_of_month, end_date: Date.current)
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# Balance only inside the period — nothing strictly before period_start means start_value = 0
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account.balances.create!(
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date: period.date_range.begin,
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balance: 5000,
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currency: @family.currency,
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net_market_flows: 200
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)
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assert_nil @statement.period_return_trend(period: period)
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end
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test "period_return_trend returns Trend with correct absolute and percent return" do
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account = create_investment_account(balance: 10_500)
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period = Period.custom(start_date: Date.current.beginning_of_month, end_date: Date.current)
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# Pre-period row: start_non_cash_balance drives end_balance (virtual stored column)
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account.balances.create!(
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date: period.date_range.begin - 1.day,
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balance: 10_000,
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currency: @family.currency,
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start_non_cash_balance: 10_000,
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net_market_flows: 0
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)
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# In-period row: 500 of market gains
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account.balances.create!(
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date: period.date_range.begin,
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balance: 10_500,
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currency: @family.currency,
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start_non_cash_balance: 10_000,
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net_market_flows: 500
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)
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trend = @statement.period_return_trend(period: period)
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assert_not_nil trend
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assert_in_delta 500, trend.value.amount, 1
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assert_in_delta 5.0, trend.percent, 0.1
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end
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private
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def create_investment_account(balance:, cash_balance: 0, currency: "USD")
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@family.accounts.create!(
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name: "Investment #{SecureRandom.hex(3)}",
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balance: balance,
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cash_balance: cash_balance,
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currency: currency,
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accountable: Investment.new
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)
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end
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end
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