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112 lines
4.2 KiB
Ruby
112 lines
4.2 KiB
Ruby
require "test_helper"
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require "ostruct"
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require "bigdecimal"
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class HoldingTest < ActiveSupport::TestCase
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include EntriesTestHelper, SecuritiesTestHelper
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setup do
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@account = families(:empty).accounts.create!(name: "Test Brokerage", balance: 20000, cash_balance: 0, currency: "USD", accountable: Investment.new)
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# Current day holding instances
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@amzn, @nvda = load_holdings
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end
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test "calculates portfolio weight" do
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expected_amzn_weight = 3240.0 / @account.balance * 100
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expected_nvda_weight = 3720.0 / @account.balance * 100
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assert_in_delta expected_amzn_weight, @amzn.weight, 0.001
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assert_in_delta expected_nvda_weight, @nvda.weight, 0.001
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end
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test "calculates average cost basis" do
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create_trade(@amzn.security, account: @account, qty: 10, price: 212.00, date: 1.day.ago.to_date)
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create_trade(@amzn.security, account: @account, qty: 15, price: 216.00, date: Date.current)
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create_trade(@nvda.security, account: @account, qty: 5, price: 128.00, date: 1.day.ago.to_date)
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create_trade(@nvda.security, account: @account, qty: 30, price: 124.00, date: Date.current)
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# expected weighted averages (quantity-weighted)
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amzn_total = BigDecimal("10") * BigDecimal("212.00") + BigDecimal("15") * BigDecimal("216.00")
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amzn_qty = BigDecimal("10") + BigDecimal("15")
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expected_amzn = amzn_total / amzn_qty
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nvda_total = BigDecimal("5") * BigDecimal("128.00") + BigDecimal("30") * BigDecimal("124.00")
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nvda_qty = BigDecimal("5") + BigDecimal("30")
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expected_nvda = nvda_total / nvda_qty
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assert_equal Money.new(expected_amzn), @amzn.avg_cost
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assert_equal Money.new(expected_nvda), @nvda.avg_cost
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end
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test "calculates average cost basis from another currency" do
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create_trade(@amzn.security, account: @account, qty: 10, price: 212.00, date: 1.day.ago.to_date, currency: "CAD")
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create_trade(@amzn.security, account: @account, qty: 15, price: 216.00, date: Date.current, currency: "CAD")
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create_trade(@nvda.security, account: @account, qty: 5, price: 128.00, date: 1.day.ago.to_date, currency: "CAD")
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create_trade(@nvda.security, account: @account, qty: 30, price: 124.00, date: Date.current, currency: "CAD")
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# compute expected: sum(price * qty * rate) / sum(qty)
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amzn_total_usd = BigDecimal("10") * BigDecimal("212.00") * BigDecimal("1") +
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BigDecimal("15") * BigDecimal("216.00") * BigDecimal("1")
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amzn_qty = BigDecimal("10") + BigDecimal("15")
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expected_amzn_usd = amzn_total_usd / amzn_qty
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nvda_total_usd = BigDecimal("5") * BigDecimal("128.00") * BigDecimal("1") +
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BigDecimal("30") * BigDecimal("124.00") * BigDecimal("1")
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nvda_qty = BigDecimal("5") + BigDecimal("30")
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expected_nvda_usd = nvda_total_usd / nvda_qty
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assert_equal Money.new(expected_amzn_usd, "CAD").exchange_to("USD", fallback_rate: 1), @amzn.avg_cost
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assert_equal Money.new(expected_nvda_usd, "CAD").exchange_to("USD", fallback_rate: 1), @nvda.avg_cost
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end
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test "calculates total return trend" do
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@amzn.stubs(:avg_cost).returns(Money.new(214.00))
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@nvda.stubs(:avg_cost).returns(Money.new(126.00))
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# Gained $30, or 0.93%
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assert_equal Money.new(30), @amzn.trend.value
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assert_in_delta 0.9, @amzn.trend.percent, 0.001
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# Lost $60, or -1.59%
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assert_equal Money.new(-60), @nvda.trend.value
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assert_in_delta -1.6, @nvda.trend.percent, 0.001
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end
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private
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def load_holdings
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security1 = create_security("AMZN", prices: [
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{ date: 1.day.ago.to_date, price: 212.00 },
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{ date: Date.current, price: 216.00 }
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])
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security2 = create_security("NVDA", prices: [
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{ date: 1.day.ago.to_date, price: 128.00 },
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{ date: Date.current, price: 124.00 }
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])
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create_holding(security1, 1.day.ago.to_date, 10)
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amzn = create_holding(security1, Date.current, 15)
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create_holding(security2, 1.day.ago.to_date, 5)
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nvda = create_holding(security2, Date.current, 30)
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[ amzn, nvda ]
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end
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def create_holding(security, date, qty)
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price = Security::Price.find_by(date: date, security: security).price
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@account.holdings.create! \
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date: date,
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security: security,
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qty: qty,
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price: price,
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amount: qty * price,
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currency: "USD"
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end
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end
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