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Merge transactions on the same day (#38)
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GhostfolioSidekick.UnitTests/Ghostfolio/Contract/ActivityTests.cs
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,78 @@ | ||
| using AutoFixture; | ||
| using FluentAssertions; | ||
| using GhostfolioSidekick.Ghostfolio.API.Contract; | ||
|
|
||
| namespace GhostfolioSidekick.UnitTests.Ghostfolio.Contract | ||
| { | ||
| public class ActivityTests | ||
| { | ||
| [Fact] | ||
| public void MergeTwoBuys_CorrectlyMerged() | ||
| { | ||
| // Arrange | ||
| var asset = new Fixture().Create<Asset>(); | ||
| var a = new Activity { Asset = asset, Type = ActivityType.BUY, Quantity = 2, Fee = 1, UnitPrice = 100 }; | ||
| var b = new Activity { Asset = asset, Type = ActivityType.BUY, Quantity = 2, Fee = 3, UnitPrice = 10 }; | ||
|
|
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| // Act | ||
| var c = a.Merge(b); | ||
|
|
||
| // Assert | ||
| c.Type.Should().Be(ActivityType.BUY); | ||
| c.Quantity.Should().Be(4); | ||
| c.Fee.Should().Be(4); | ||
| c.UnitPrice.Should().Be(55); | ||
| } | ||
|
|
||
| [Fact] | ||
| public void MergeTwoSell_CorrectlyMerged() | ||
| { | ||
| // Arrange | ||
| var asset = new Fixture().Create<Asset>(); | ||
| var a = new Activity { Asset = asset, Type = ActivityType.SELL, Quantity = 2, Fee = 1, UnitPrice = 100 }; | ||
| var b = new Activity { Asset = asset, Type = ActivityType.SELL, Quantity = 2, Fee = 3, UnitPrice = 10 }; | ||
|
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| // Act | ||
| var c = a.Merge(b); | ||
|
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||
| // Assert | ||
| c.Type.Should().Be(ActivityType.SELL); | ||
| c.Quantity.Should().Be(4); | ||
| c.Fee.Should().Be(4); | ||
| c.UnitPrice.Should().Be(55); | ||
| } | ||
|
|
||
| [Fact] | ||
| public void MergeBuyAndSell_CorrectlyMerged() | ||
| { | ||
| // Arrange | ||
| var asset = new Fixture().Create<Asset>(); | ||
| var a = new Activity { Asset = asset, Type = ActivityType.BUY, Quantity = 3, Fee = 1, UnitPrice = 50 }; | ||
| var b = new Activity { Asset = asset, Type = ActivityType.SELL, Quantity = 1, Fee = 1, UnitPrice = 100 }; | ||
|
|
||
| // Act | ||
| var c = a.Merge(b); | ||
|
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| // Assert | ||
| c.Type.Should().Be(ActivityType.BUY); | ||
| c.Quantity.Should().Be(2); | ||
| c.Fee.Should().Be(2); | ||
| c.UnitPrice.Should().Be(62.5M); | ||
| } | ||
|
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||
| [Fact] | ||
| public void MergeBuyAndSell_EqualAmount_SetToIgnore() | ||
| { | ||
| // Arrange | ||
| var asset = new Fixture().Create<Asset>(); | ||
| var a = new Activity { Asset = asset, Type = ActivityType.BUY, Quantity = 3, Fee = 1, UnitPrice = 50 }; | ||
| var b = new Activity { Asset = asset, Type = ActivityType.SELL, Quantity = 3, Fee = 1, UnitPrice = 100 }; | ||
|
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||
| // Act | ||
| var c = a.Merge(b); | ||
|
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||
| // Assert | ||
| c.Type.Should().Be(ActivityType.IGNORE); | ||
| } | ||
| } | ||
| } |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -1,29 +1,91 @@ | ||
| namespace GhostfolioSidekick.Ghostfolio.API.Contract | ||
| { | ||
| public class Activity | ||
| { | ||
| public string AccountId { get; set; } | ||
| public class Activity | ||
| { | ||
| public string AccountId { get; set; } | ||
|
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| public Asset Asset { get; set; } | ||
| public Asset Asset { get; set; } | ||
|
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| public string Comment { get; set; } | ||
| public string Comment { get; set; } | ||
|
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| public string Currency { get; set; } | ||
| public string Currency { get; set; } | ||
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| public DateTime Date { get; set; } | ||
| public DateTime Date { get; set; } | ||
|
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| public decimal Fee { get; set; } | ||
| public decimal Fee { get; set; } | ||
|
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| public string FeeCurrency { get; set; } | ||
| public string FeeCurrency { get; set; } | ||
|
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| public decimal Quantity { get; set; } | ||
| public decimal Quantity { get; set; } | ||
|
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| public ActivityType Type { get; set; } | ||
| public ActivityType Type { get; set; } | ||
|
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| public decimal UnitPrice { get; set; } | ||
| public decimal UnitPrice { get; set; } | ||
|
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|
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| // Internal use | ||
| public string ReferenceCode { get; set; } | ||
| } | ||
| // Internal use | ||
| public string ReferenceCode { get; set; } | ||
|
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| public Activity Merge(Activity activity) | ||
| { | ||
| if (activity == null) throw new ArgumentNullException(); | ||
| if (Type == ActivityType.IGNORE) | ||
| { | ||
| return this; | ||
| } | ||
|
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| var canJoin = | ||
| (Type == ActivityType.BUY || Type == ActivityType.SELL) && | ||
| (activity.Type == ActivityType.BUY || activity.Type == ActivityType.SELL) && | ||
| AccountId == activity.AccountId && | ||
| Asset.Symbol == activity.Asset.Symbol && | ||
| Currency == activity.Currency && | ||
| FeeCurrency == activity.FeeCurrency; | ||
|
|
||
| if (!canJoin) | ||
| { | ||
| throw new NotSupportedException(); | ||
| } | ||
|
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| var positiveOrNegativeThis = Type == ActivityType.BUY ? 1 : -1; | ||
| var positiveOrNegativeOther = activity.Type == ActivityType.BUY ? 1 : -1; | ||
|
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| decimal totalQuantity = Quantity + activity.Quantity; | ||
| var unitPrice = totalQuantity == 0 ? 0 : | ||
| ((UnitPrice * Quantity) + (activity.UnitPrice * activity.Quantity)) | ||
| / | ||
| totalQuantity; | ||
|
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| decimal quantity = positiveOrNegativeThis * Quantity + positiveOrNegativeOther * activity.Quantity; | ||
|
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| ActivityType activityType; | ||
| if (quantity == 0) | ||
| { | ||
| activityType = ActivityType.IGNORE; | ||
| } | ||
| else if (quantity > 0) | ||
| { | ||
| activityType = ActivityType.BUY; | ||
| } | ||
| else | ||
| { | ||
| activityType = ActivityType.SELL; | ||
| } | ||
|
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| return new Activity | ||
| { | ||
| Type = activityType, | ||
| AccountId = AccountId, | ||
| Asset = Asset, | ||
| Comment = Comment, | ||
| Currency = Currency, | ||
| FeeCurrency = FeeCurrency, | ||
| Date = Date, | ||
| Fee = Fee + activity.Fee, | ||
| Quantity = Math.Abs(quantity), | ||
| ReferenceCode = ReferenceCode, | ||
| UnitPrice = Math.Abs(unitPrice) | ||
| }; | ||
| } | ||
| } | ||
| } |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -1,31 +1,53 @@ | ||
| namespace GhostfolioSidekick.Ghostfolio | ||
| using GhostfolioSidekick.Ghostfolio.API.Contract; | ||
|
|
||
| namespace GhostfolioSidekick.Ghostfolio | ||
| { | ||
| public class DateTimeCollisionFixer | ||
| { | ||
| public static IEnumerable<Model.Activity> Fix(IEnumerable<Model.Activity> orders) | ||
| public static IEnumerable<Activity> Merge(IEnumerable<Activity> activities) | ||
| { | ||
| var mergeActivities = new[] { ActivityType.BUY, ActivityType.SELL }; | ||
| var toMerge = activities.Where(x => mergeActivities.Contains(x.Type)).ToList(); | ||
|
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||
| return | ||
| toMerge | ||
| .GroupBy(x => Tuple.Create(x.Asset?.Symbol ?? string.Empty, x.Date.Date)) | ||
| .Select(x => | ||
| { | ||
| return MergeToOne(x.ToList()); | ||
|
|
||
| }) | ||
| .ToList() | ||
| .Union(activities.Where(x => !mergeActivities.Contains(x.Type))); | ||
| } | ||
|
|
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| private static Activity MergeToOne(List<Activity> activities) | ||
| { | ||
| var isChecked = false; | ||
| var sortedActivities = activities | ||
| .OrderBy(x => x.Date) | ||
| .ThenBy(x => x.ReferenceCode) | ||
| .ThenBy(x => x.Quantity); | ||
|
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| var r = sortedActivities.First(); | ||
|
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| var updated = orders.ToList(); | ||
| while (!isChecked) | ||
| foreach (var activity in sortedActivities.Skip(1)) | ||
| { | ||
| isChecked = true; | ||
| r = r.Merge(activity); | ||
| } | ||
|
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| updated = updated | ||
| .GroupBy(x => new { x.Asset?.Symbol, x.Date }) | ||
| .SelectMany(x => x.OrderBy(y => y.ReferenceCode).Select((y, i) => | ||
| { | ||
| if (i > 0) | ||
| { | ||
| isChecked = false; | ||
| } | ||
|
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| y.Date = y.Date.AddSeconds(i); | ||
| return y; | ||
| })).ToList(); | ||
| r.Comment = GenerateComment(sortedActivities); | ||
|
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| return r; | ||
| } | ||
|
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| private static string GenerateComment(IOrderedEnumerable<Activity> sortedActivities) | ||
| { | ||
| if (sortedActivities.Count() == 1) | ||
| { | ||
| return sortedActivities.Single().Comment; | ||
| } | ||
|
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| return updated; | ||
| return sortedActivities.First().Comment + " (" + string.Join('|', sortedActivities.Select(x => $"{x.Date.ToShortTimeString()} {x.Type} {x.Quantity}@{x.UnitPrice}")) + ")"; | ||
| } | ||
| } | ||
| } |