From ebcd197513c4e0461c202eb9ad24e5b486a7e9b0 Mon Sep 17 00:00:00 2001 From: Junwei Zhao Date: Sun, 14 Jun 2026 00:02:30 +1000 Subject: [PATCH] Revert "feat: add cashflow-adjusted invest dashboard" --- core/settings.py | 4 +- invest/api_urls.py | 21 +- ...ow_transaction_broker_trade_id_and_more.py | 131 ---- invest/models.py | 143 +--- invest/serializers.py | 99 +-- invest/services.py | 693 +++++------------- invest/tasks.py | 7 +- invest/template_views.py | 31 +- invest/templates/invest/dashboard.html | 237 +++--- invest/views.py | 113 +-- pyproject.toml | 1 - tests/test_invest_api.py | 169 ----- uv.lock | 227 +----- 13 files changed, 340 insertions(+), 1536 deletions(-) delete mode 100644 invest/migrations/0003_benchmarkprice_cashflow_transaction_broker_trade_id_and_more.py delete mode 100644 tests/test_invest_api.py diff --git a/core/settings.py b/core/settings.py index 9564fd0..ffa65e3 100644 --- a/core/settings.py +++ b/core/settings.py @@ -57,8 +57,8 @@ ALLOWED_HOSTS = ['*'] DATABASES = { 'default': { 'ENGINE': 'django.db.backends.sqlite3', - # Use SQLITE_DATABASE_PATH for local verification against a copied DB. - 'NAME': os.environ.get('SQLITE_DATABASE_PATH', BASE_DIR / 'data/db.sqlite3'), + # 'NAME': '/app/data/db.sqlite3', # Updated path + 'NAME': BASE_DIR / 'data/db.sqlite3', } } diff --git a/invest/api_urls.py b/invest/api_urls.py index 22fd052..2680424 100644 --- a/invest/api_urls.py +++ b/invest/api_urls.py @@ -1,31 +1,14 @@ -from django.urls import include, path +from django.urls import path, include from rest_framework.routers import DefaultRouter -from .views import ( - AIUpdateView, - AgentSummaryView, - BenchmarkPriceViewSet, - CashFlowViewSet, - PerformanceView, - PortfolioSnapshotViewSet, - PortfolioViewSet, - RiskView, - StockViewSet, - TransactionViewSet, -) +from .views import PortfolioViewSet, StockViewSet, TransactionViewSet, AIUpdateView router = DefaultRouter() router.register(r'portfolios', PortfolioViewSet, basename='invest-portfolio') router.register(r'stocks', StockViewSet, basename='invest-stock') router.register(r'transactions', TransactionViewSet, basename='invest-transaction') -router.register(r'cashflows', CashFlowViewSet, basename='invest-cashflow') -router.register(r'snapshots', PortfolioSnapshotViewSet, basename='invest-snapshot') -router.register(r'benchmarks', BenchmarkPriceViewSet, basename='invest-benchmark') urlpatterns = [ path('', include(router.urls)), path('ai-update/', AIUpdateView.as_view(), name='invest-ai-update'), - path('agent/summary/', AgentSummaryView.as_view(), name='invest-agent-summary'), - path('performance/', PerformanceView.as_view(), name='invest-performance'), - path('risk/', RiskView.as_view(), name='invest-risk'), ] diff --git a/invest/migrations/0003_benchmarkprice_cashflow_transaction_broker_trade_id_and_more.py b/invest/migrations/0003_benchmarkprice_cashflow_transaction_broker_trade_id_and_more.py deleted file mode 100644 index a3e48d7..0000000 --- a/invest/migrations/0003_benchmarkprice_cashflow_transaction_broker_trade_id_and_more.py +++ /dev/null @@ -1,131 +0,0 @@ -# Generated by Django 5.2.12 on 2026-06-13 13:26 -# Hand-adjusted so BenchmarkPrice is safe on production DBs that already have the -# hot-patched benchmark cache table. - -import django.core.validators -import django.db.models.deletion -from decimal import Decimal -from django.db import migrations, models - - -class Migration(migrations.Migration): - - dependencies = [ - ('invest', '0002_remove_transaction_price_per_share_and_more'), - ] - - operations = [ - migrations.SeparateDatabaseAndState( - state_operations=[ - migrations.CreateModel( - name='BenchmarkPrice', - fields=[ - ('id', models.BigAutoField(auto_created=True, primary_key=True, serialize=False, verbose_name='ID')), - ('ticker', models.CharField(max_length=20)), - ('date', models.DateField()), - ('close', models.DecimalField(decimal_places=6, max_digits=20)), - ], - options={ - 'ordering': ['ticker', 'date'], - 'unique_together': {('ticker', 'date')}, - 'indexes': [models.Index(fields=['ticker', 'date'], name='invest_benc_ticker_17637a_idx')], - }, - ), - ], - database_operations=[ - migrations.RunSQL( - sql=( - 'CREATE TABLE IF NOT EXISTS "invest_benchmarkprice" (' - '"id" integer NOT NULL PRIMARY KEY AUTOINCREMENT, ' - '"ticker" varchar(20) NOT NULL, ' - '"date" date NOT NULL, ' - '"close" decimal NOT NULL)' - ), - reverse_sql='DROP TABLE IF EXISTS "invest_benchmarkprice"', - ), - migrations.RunSQL( - sql=( - 'CREATE UNIQUE INDEX IF NOT EXISTS ' - '"invest_benchmarkprice_ticker_date_uniq" ' - 'ON "invest_benchmarkprice" ("ticker", "date")' - ), - reverse_sql='DROP INDEX IF EXISTS "invest_benchmarkprice_ticker_date_uniq"', - ), - migrations.RunSQL( - sql=( - 'CREATE INDEX IF NOT EXISTS "invest_benc_ticker_17637a_idx" ' - 'ON "invest_benchmarkprice" ("ticker", "date")' - ), - reverse_sql='DROP INDEX IF EXISTS "invest_benc_ticker_17637a_idx"', - ), - ], - ), - migrations.CreateModel( - name='CashFlow', - fields=[ - ('id', models.BigAutoField(auto_created=True, primary_key=True, serialize=False, verbose_name='ID')), - ('flow_type', models.CharField(choices=[('DEPOSIT', 'Deposit'), ('WITHDRAWAL', 'Withdrawal'), ('DIVIDEND', 'Dividend'), ('FEE', 'Fee'), ('INTEREST', 'Interest'), ('TRANSFER_IN', 'Transfer In'), ('TRANSFER_OUT', 'Transfer Out')], max_length=20)), - ('amount', models.DecimalField(decimal_places=2, max_digits=20, validators=[django.core.validators.MinValueValidator(Decimal('0.01'))])), - ('currency', models.CharField(default='USD', max_length=3)), - ('date', models.DateField()), - ('source', models.CharField(blank=True, default='', max_length=50)), - ('note', models.TextField(blank=True, default='')), - ('confidence', models.DecimalField(blank=True, decimal_places=4, max_digits=5, null=True, validators=[django.core.validators.MinValueValidator(Decimal('0')), django.core.validators.MaxValueValidator(Decimal('1'))])), - ('created_at', models.DateTimeField(auto_now_add=True)), - ], - options={ - 'ordering': ['-date', '-created_at'], - }, - ), - migrations.AddField( - model_name='transaction', - name='broker_trade_id', - field=models.CharField(blank=True, default='', max_length=128), - ), - migrations.AddField( - model_name='transaction', - name='confidence', - field=models.DecimalField(blank=True, decimal_places=4, max_digits=5, null=True, validators=[django.core.validators.MinValueValidator(Decimal('0')), django.core.validators.MaxValueValidator(Decimal('1'))]), - ), - migrations.AddField( - model_name='transaction', - name='currency', - field=models.CharField(default='USD', max_length=3), - ), - migrations.AddField( - model_name='transaction', - name='fee', - field=models.DecimalField(blank=True, decimal_places=6, help_text='Optional broker fee/commission in transaction currency.', max_digits=20, null=True, validators=[django.core.validators.MinValueValidator(Decimal('0'))]), - ), - migrations.AddField( - model_name='transaction', - name='price_per_share', - field=models.DecimalField(blank=True, decimal_places=6, help_text='Optional execution price per share.', max_digits=20, null=True, validators=[django.core.validators.MinValueValidator(Decimal('0'))]), - ), - migrations.AddField( - model_name='transaction', - name='source', - field=models.CharField(blank=True, default='', max_length=50), - ), - migrations.AddIndex( - model_name='transaction', - index=models.Index(fields=['portfolio', 'date'], name='invest_tran_portfol_962776_idx'), - ), - migrations.AddIndex( - model_name='transaction', - index=models.Index(fields=['stock_code', 'date'], name='invest_tran_stock_c_90351a_idx'), - ), - migrations.AddField( - model_name='cashflow', - name='portfolio', - field=models.ForeignKey(on_delete=django.db.models.deletion.CASCADE, related_name='cashflows', to='invest.portfolio'), - ), - migrations.AddIndex( - model_name='cashflow', - index=models.Index(fields=['portfolio', 'date'], name='invest_cash_portfol_74c6cf_idx'), - ), - migrations.AddIndex( - model_name='cashflow', - index=models.Index(fields=['flow_type', 'date'], name='invest_cash_flow_ty_53c969_idx'), - ), - ] diff --git a/invest/models.py b/invest/models.py index 03acd6f..699b7c1 100644 --- a/invest/models.py +++ b/invest/models.py @@ -1,12 +1,10 @@ -from decimal import Decimal - -from django.core.validators import MaxValueValidator, MinValueValidator from django.db import models +from django.core.validators import MinValueValidator +from decimal import Decimal class Portfolio(models.Model): """Represents an investment account/portfolio (e.g., 'MOMO', 'User IBKR').""" - name = models.CharField(max_length=100) created_at = models.DateTimeField(auto_now_add=True) @@ -18,8 +16,7 @@ class Portfolio(models.Model): class Stock(models.Model): - """Current holdings for a portfolio. Quantity only — prices are fetched on demand.""" - + """Current holdings for a portfolio. Quantity only — no cost tracking.""" portfolio = models.ForeignKey(Portfolio, on_delete=models.CASCADE, related_name='stocks') stock_code = models.CharField(max_length=20, help_text="Stock ticker, e.g. 'NVDA', '9988.HK'") quantity = models.DecimalField( @@ -38,13 +35,7 @@ class Stock(models.Model): class Transaction(models.Model): - """ - Buy/sell event log. - - Price/currency/fee are intentionally optional: broker screenshots and AI/OCR syncs often - only provide ticker + quantity. When present, these fields enable cost basis and P&L. - """ - + """Buy/sell event log. No price stored — only quantity changes tracked.""" ACTION_BUY = 'BUY' ACTION_SELL = 'SELL' ACTION_CHOICES = [(ACTION_BUY, 'Buy'), (ACTION_SELL, 'Sell')] @@ -57,124 +48,18 @@ class Transaction(models.Model): decimal_places=6, validators=[MinValueValidator(Decimal('0.000001'))], ) - price_per_share = models.DecimalField( - max_digits=20, - decimal_places=6, - null=True, - blank=True, - validators=[MinValueValidator(Decimal('0'))], - help_text='Optional execution price per share.', - ) - currency = models.CharField(max_length=3, default='USD') - fee = models.DecimalField( - max_digits=20, - decimal_places=6, - null=True, - blank=True, - validators=[MinValueValidator(Decimal('0'))], - help_text='Optional broker fee/commission in transaction currency.', - ) - broker_trade_id = models.CharField(max_length=128, blank=True, default='') - source = models.CharField(max_length=50, blank=True, default='') - confidence = models.DecimalField( - max_digits=5, - decimal_places=4, - null=True, - blank=True, - validators=[MinValueValidator(Decimal('0')), MaxValueValidator(Decimal('1'))], - ) date = models.DateField() created_at = models.DateTimeField(auto_now_add=True) class Meta: ordering = ['-date', '-created_at'] - indexes = [ - models.Index(fields=['portfolio', 'date']), - models.Index(fields=['stock_code', 'date']), - ] def __str__(self): return f"{self.action} {self.quantity} {self.stock_code} on {self.date}" -class CashFlow(models.Model): - """External/internal cash ledger used for cash-flow-adjusted performance.""" - - FLOW_DEPOSIT = 'DEPOSIT' - FLOW_WITHDRAWAL = 'WITHDRAWAL' - FLOW_DIVIDEND = 'DIVIDEND' - FLOW_FEE = 'FEE' - FLOW_INTEREST = 'INTEREST' - FLOW_TRANSFER_IN = 'TRANSFER_IN' - FLOW_TRANSFER_OUT = 'TRANSFER_OUT' - - FLOW_CHOICES = [ - (FLOW_DEPOSIT, 'Deposit'), - (FLOW_WITHDRAWAL, 'Withdrawal'), - (FLOW_DIVIDEND, 'Dividend'), - (FLOW_FEE, 'Fee'), - (FLOW_INTEREST, 'Interest'), - (FLOW_TRANSFER_IN, 'Transfer In'), - (FLOW_TRANSFER_OUT, 'Transfer Out'), - ] - - EXTERNAL_POSITIVE = {FLOW_DEPOSIT, FLOW_TRANSFER_IN} - EXTERNAL_NEGATIVE = {FLOW_WITHDRAWAL, FLOW_TRANSFER_OUT} - VALUE_POSITIVE = {FLOW_DEPOSIT, FLOW_TRANSFER_IN, FLOW_DIVIDEND, FLOW_INTEREST} - VALUE_NEGATIVE = {FLOW_WITHDRAWAL, FLOW_TRANSFER_OUT, FLOW_FEE} - - portfolio = models.ForeignKey(Portfolio, on_delete=models.CASCADE, related_name='cashflows') - flow_type = models.CharField(max_length=20, choices=FLOW_CHOICES) - amount = models.DecimalField( - max_digits=20, - decimal_places=2, - validators=[MinValueValidator(Decimal('0.01'))], - ) - currency = models.CharField(max_length=3, default='USD') - date = models.DateField() - source = models.CharField(max_length=50, blank=True, default='') - note = models.TextField(blank=True, default='') - confidence = models.DecimalField( - max_digits=5, - decimal_places=4, - null=True, - blank=True, - validators=[MinValueValidator(Decimal('0')), MaxValueValidator(Decimal('1'))], - ) - created_at = models.DateTimeField(auto_now_add=True) - - class Meta: - ordering = ['-date', '-created_at'] - indexes = [ - models.Index(fields=['portfolio', 'date']), - models.Index(fields=['flow_type', 'date']), - ] - - @property - def signed_amount(self) -> Decimal: - if self.flow_type in self.VALUE_NEGATIVE: - return -self.amount - return self.amount - - @property - def external_signed_amount(self) -> Decimal: - if self.flow_type in self.EXTERNAL_POSITIVE: - return self.amount - if self.flow_type in self.EXTERNAL_NEGATIVE: - return -self.amount - return Decimal('0') - - @property - def is_external(self) -> bool: - return self.flow_type in self.EXTERNAL_POSITIVE.union(self.EXTERNAL_NEGATIVE) - - def __str__(self): - return f"{self.flow_type} {self.amount} {self.currency} ({self.portfolio.name}) on {self.date}" - - class PortfolioSnapshot(models.Model): - """Periodic total-value snapshot per portfolio.""" - + """Weekly total-value snapshot per portfolio, captured Saturday 8 AM.""" portfolio = models.ForeignKey(Portfolio, on_delete=models.CASCADE, related_name='snapshots') captured_at = models.DateTimeField() total_value = models.DecimalField(max_digits=20, decimal_places=2) @@ -187,21 +72,3 @@ class PortfolioSnapshot(models.Model): def __str__(self): return f"{self.portfolio.name} @ {self.captured_at:%Y-%m-%d %H:%M}: ${self.total_value}" - - -class BenchmarkPrice(models.Model): - """Daily close for benchmark tickers (QQQ, SPY, etc.) cached from market data.""" - - ticker = models.CharField(max_length=20) - date = models.DateField() - close = models.DecimalField(max_digits=20, decimal_places=6) - - class Meta: - unique_together = [('ticker', 'date')] - indexes = [ - models.Index(fields=['ticker', 'date']), - ] - ordering = ['ticker', 'date'] - - def __str__(self): - return f"{self.ticker} {self.date}: ${self.close}" diff --git a/invest/serializers.py b/invest/serializers.py index 416ded8..b99f380 100644 --- a/invest/serializers.py +++ b/invest/serializers.py @@ -1,6 +1,5 @@ from rest_framework import serializers - -from .models import BenchmarkPrice, CashFlow, Portfolio, PortfolioSnapshot, Stock, Transaction +from .models import Portfolio, Stock, Transaction class StockSerializer(serializers.ModelSerializer): @@ -16,79 +15,10 @@ class TransactionSerializer(serializers.ModelSerializer): class Meta: model = Transaction fields = [ - 'id', - 'portfolio', - 'action', - 'action_display', - 'stock_code', - 'quantity', - 'price_per_share', - 'currency', - 'fee', - 'broker_trade_id', - 'source', - 'confidence', - 'date', - 'created_at', + 'id', 'portfolio', 'action', 'action_display', + 'stock_code', 'quantity', 'date', 'created_at', ] read_only_fields = ['id', 'created_at'] - extra_kwargs = { - 'price_per_share': {'required': False, 'allow_null': True}, - 'fee': {'required': False, 'allow_null': True}, - 'currency': {'required': False}, - 'broker_trade_id': {'required': False, 'allow_blank': True}, - 'source': {'required': False, 'allow_blank': True}, - 'confidence': {'required': False, 'allow_null': True}, - } - - -class CashFlowSerializer(serializers.ModelSerializer): - flow_type_display = serializers.CharField(source='get_flow_type_display', read_only=True) - signed_amount = serializers.DecimalField(max_digits=20, decimal_places=2, read_only=True) - external_signed_amount = serializers.DecimalField(max_digits=20, decimal_places=2, read_only=True) - is_external = serializers.BooleanField(read_only=True) - - class Meta: - model = CashFlow - fields = [ - 'id', - 'portfolio', - 'flow_type', - 'flow_type_display', - 'amount', - 'signed_amount', - 'external_signed_amount', - 'is_external', - 'currency', - 'date', - 'source', - 'note', - 'confidence', - 'created_at', - ] - read_only_fields = ['id', 'created_at'] - extra_kwargs = { - 'currency': {'required': False}, - 'source': {'required': False, 'allow_blank': True}, - 'note': {'required': False, 'allow_blank': True}, - 'confidence': {'required': False, 'allow_null': True}, - } - - -class PortfolioSnapshotSerializer(serializers.ModelSerializer): - portfolio_name = serializers.CharField(source='portfolio.name', read_only=True) - - class Meta: - model = PortfolioSnapshot - fields = ['id', 'portfolio', 'portfolio_name', 'captured_at', 'total_value'] - read_only_fields = ['id'] - - -class BenchmarkPriceSerializer(serializers.ModelSerializer): - class Meta: - model = BenchmarkPrice - fields = ['id', 'ticker', 'date', 'close'] - read_only_fields = ['id'] class PortfolioSerializer(serializers.ModelSerializer): @@ -112,6 +42,10 @@ class PortfolioListSerializer(serializers.ModelSerializer): return obj.stocks.count() +# --------------------------------------------------------------------------- +# AI Update +# --------------------------------------------------------------------------- + class AIHoldingInputSerializer(serializers.Serializer): stock_code = serializers.CharField() quantity = serializers.FloatField() @@ -123,15 +57,19 @@ class AIUpdateSerializer(serializers.Serializer): reset = serializers.BooleanField(default=False) + +# --------------------------------------------------------------------------+ +# Holdings (with real-time prices) | +# -------------------------------------------------------------------------+ + class HoldingSerializer(serializers.Serializer): stock_code = serializers.CharField() quantity = serializers.FloatField() + avg_cost = serializers.FloatField() current_price = serializers.FloatField() current_value = serializers.FloatField() - ref_price = serializers.FloatField(required=False, allow_null=True) - price_change = serializers.FloatField(required=False, allow_null=True) - price_change_pct = serializers.FloatField(required=False, allow_null=True) - value_change = serializers.FloatField(required=False, allow_null=True) + unrealized_pnl = serializers.FloatField() + unrealized_pnl_pct = serializers.FloatField() class PortfolioHoldingsSerializer(serializers.Serializer): @@ -139,9 +77,14 @@ class PortfolioHoldingsSerializer(serializers.Serializer): portfolio_name = serializers.CharField() holdings = HoldingSerializer(many=True) total_value = serializers.FloatField() + total_cost = serializers.FloatField() + total_pnl = serializers.FloatField() + total_pnl_pct = serializers.FloatField() class AIUpdateResultSerializer(serializers.Serializer): stock_code = serializers.CharField() quantity = serializers.FloatField() - created = serializers.BooleanField() + avg_cost = serializers.FloatField() + stock_created = serializers.BooleanField() + tx_status = serializers.CharField() diff --git a/invest/services.py b/invest/services.py index 4229ce2..13e304a 100644 --- a/invest/services.py +++ b/invest/services.py @@ -1,71 +1,31 @@ """ Service layer for the invest app. - -Design goals: -- Keep ticker/quantity sync simple for AI/OCR workflows. -- Treat transaction price/currency/fee as optional. -- Separate account-value growth from cash-flow-adjusted investment return. +Prices fetched from Yahoo Finance on demand via yfinance. +No cost basis or P&L tracking. """ import json import logging -from collections import defaultdict -from datetime import date as date_cls -from datetime import datetime, timedelta from decimal import Decimal -from typing import Iterable, Optional +from datetime import datetime, timedelta +from typing import Optional from django.db.models import Sum -from django.utils import timezone -from .models import BenchmarkPrice, CashFlow, Portfolio, PortfolioSnapshot, Stock +from .models import Portfolio, Stock, PortfolioSnapshot logger = logging.getLogger(__name__) # --------------------------------------------------------------------------- -# Price cache +# In-process price cache (5 min TTL) # --------------------------------------------------------------------------- _price_cache: dict[str, tuple[float, datetime]] = {} -_historical_price_cache: dict[str, tuple[Optional[float], datetime]] = {} -_chart_cache: dict = {} _PRICE_CACHE_TTL_SECONDS = 300 -_HISTORICAL_CACHE_TTL_SECONDS = 3600 -_CHART_CACHE_TTL = 900 - - -SEMI_TICKERS = {'NVDA', 'AMD', 'AVGO', 'TSM', 'ASML', 'MU', 'MRVL', 'INTC', 'SOXX', 'DRAM'} -AI_CLOUD_TICKERS = {'NVDA', 'AMD', 'AVGO', 'TSM', 'ASML', 'MU', 'MRVL', 'INTC', 'SOXX', 'DRAM', 'NET', 'DDOG', 'GOOG', 'GOOGL', 'MSFT', 'AMZN'} - - -def _to_float(value) -> Optional[float]: - if value is None: - return None - return float(value) - - -def _as_date(value) -> Optional[date_cls]: - if value is None: - return None - if isinstance(value, datetime): - return timezone.localtime(value).date() if timezone.is_aware(value) else value.date() - if hasattr(value, 'date') and not isinstance(value, date_cls): - return value.date() - if isinstance(value, date_cls): - return value - if isinstance(value, str): - return date_cls.fromisoformat(value) - return value - - -# --------------------------------------------------------------------------- -# Market data -# --------------------------------------------------------------------------- def _get_yfinance_price(stock_code: str) -> Optional[float]: try: import yfinance as yf - ticker = yf.Ticker(stock_code) hist = ticker.history(period="1d") if hist.empty: @@ -78,7 +38,6 @@ def _get_yfinance_price(stock_code: str) -> Optional[float]: def get_current_price(stock_code: str) -> Optional[float]: now = datetime.now() - stock_code = stock_code.upper() cached = _price_cache.get(stock_code) if cached: price, cached_at = cached @@ -94,117 +53,23 @@ def get_current_price(stock_code: str) -> Optional[float]: return None -def _get_historical_price(stock_code: str, ref_date) -> Optional[float]: - """Return the close on or before ref_date, using BenchmarkPrice then yfinance fallback.""" - ref_date = _as_date(ref_date) - if not ref_date: - return None - stock_code = stock_code.upper() - cache_key = f"{stock_code}:{ref_date.isoformat()}" - now = datetime.now() - - # Prefer explicit DB fixtures/cache rows over in-process cache. Tests and manual backfills - # may create BenchmarkPrice rows after a previous best-effort yfinance lookup. - db_price = ( - BenchmarkPrice.objects.filter(ticker=stock_code, date__lte=ref_date) - .order_by('-date') - .values_list('close', flat=True) - .first() - ) - if db_price is not None: - price = float(db_price) - _historical_price_cache[cache_key] = (price, now) - return price - - cached = _historical_price_cache.get(cache_key) - if cached and cached[0] is not None and (now - cached[1]).total_seconds() < _HISTORICAL_CACHE_TTL_SECONDS: - return cached[0] - - price = None - try: - import yfinance as yf - - start = ref_date - timedelta(days=7) - end = ref_date + timedelta(days=1) - hist = yf.Ticker(stock_code).history(start=start.isoformat(), end=end.isoformat()) - if not hist.empty: - price = float(hist["Close"].iloc[-1]) - BenchmarkPrice.objects.update_or_create( - ticker=stock_code, - date=hist.index[-1].date() if hasattr(hist.index[-1], 'date') else ref_date, - defaults={'close': Decimal(str(round(price, 6)))}, - ) - except Exception as exc: - logger.warning("historical price failed for %s @ %s: %s", stock_code, ref_date, exc) - - _historical_price_cache[cache_key] = (price, now) - return price - - -def refresh_benchmark_prices(tickers: Iterable[str] = ('SPY', 'QQQ'), days: int = 540) -> int: - """Best-effort benchmark cache refresh. Returns number of rows upserted.""" - try: - import yfinance as yf - except Exception as exc: - logger.warning("yfinance unavailable for benchmark refresh: %s", exc) - return 0 - - end = timezone.now().date() + timedelta(days=1) - start = end - timedelta(days=days) - count = 0 - for ticker in tickers: - try: - hist = yf.Ticker(ticker).history(start=start.isoformat(), end=end.isoformat()) - rows = [] - for d, v in hist['Close'].items(): - row_date = d.date() if hasattr(d, 'date') else d - rows.append(BenchmarkPrice(ticker=ticker.upper(), date=row_date, close=Decimal(str(round(float(v), 6))))) - if rows: - BenchmarkPrice.objects.bulk_create( - rows, - update_conflicts=True, - unique_fields=['ticker', 'date'], - update_fields=['close'], - ) - count += len(rows) - except Exception as exc: - logger.warning("benchmark refresh failed for %s: %s", ticker, exc) - return count - - # --------------------------------------------------------------------------- -# Portfolio values +# Portfolio value (live prices, no cost tracking) # --------------------------------------------------------------------------- - -def get_portfolio_value(portfolio: Portfolio, reference_date=None) -> dict: - """Return live holdings with current prices and optional change vs reference_date.""" +def get_portfolio_value(portfolio: Portfolio) -> dict: + """Return live holdings with current prices and total value.""" holdings = [] total_value = Decimal('0') for stock in portfolio.stocks.filter(quantity__gt=0): - ticker = stock.stock_code.upper() - price = get_current_price(ticker) or 0.0 + price = get_current_price(stock.stock_code) or 0.0 value = Decimal(str(price)) * stock.quantity - ref_price = _get_historical_price(ticker, reference_date) if reference_date else None - - price_change = None - price_change_pct = None - value_change = None - if price and ref_price and ref_price > 0: - price_change = round(price - ref_price, 4) - price_change_pct = round((price_change / ref_price) * 100, 2) - value_change = round(price_change * float(stock.quantity), 2) - holdings.append({ - 'stock_code': ticker, + 'stock_code': stock.stock_code, 'quantity': float(stock.quantity), 'current_price': price, 'current_value': float(value), - 'ref_price': ref_price, - 'price_change': price_change, - 'price_change_pct': price_change_pct, - 'value_change': value_change, }) total_value += value @@ -216,117 +81,71 @@ def get_portfolio_value(portfolio: Portfolio, reference_date=None) -> dict: } -def get_all_holdings(reference_date=None) -> list[dict]: - palette = [ - {'badge': 'bg-indigo-100 text-indigo-800', 'row': 'bg-indigo-50', 'border': 'border-indigo-200'}, - {'badge': 'bg-emerald-100 text-emerald-800', 'row': 'bg-emerald-50', 'border': 'border-emerald-200'}, - {'badge': 'bg-amber-100 text-amber-800', 'row': 'bg-amber-50', 'border': 'border-amber-200'}, - {'badge': 'bg-rose-100 text-rose-800', 'row': 'bg-rose-50', 'border': 'border-rose-200'}, - {'badge': 'bg-sky-100 text-sky-800', 'row': 'bg-sky-50', 'border': 'border-sky-200'}, - ] - - result = [] - for idx, portfolio in enumerate(Portfolio.objects.all()): - data = get_portfolio_value(portfolio, reference_date=reference_date) - result.append({ - 'portfolio': portfolio, - 'colors': palette[idx % len(palette)], - 'holdings': data['holdings'], - 'total_value': data['total_value'], - }) - return result - - -def _snapshot_asof(portfolio: Portfolio, target_date) -> Optional[float]: - target_date = _as_date(target_date) - if not target_date: - return None - snap = ( - PortfolioSnapshot.objects.filter(portfolio=portfolio, captured_at__date__lte=target_date) - .order_by('-captured_at') - .first() - ) - return float(snap.total_value) if snap else None - - -def get_total_value_asof(target_date=None, live_if_today: bool = True) -> Optional[float]: - target_date = _as_date(target_date) - today = timezone.now().date() - portfolios = list(Portfolio.objects.prefetch_related('stocks').all()) - if target_date is None or (live_if_today and target_date == today): - total = sum(get_portfolio_value(p)['total_value'] for p in portfolios) - return float(total) - - values = [_snapshot_asof(p, target_date) for p in portfolios] - values = [v for v in values if v is not None] - if not values: - return None - return float(sum(values)) - - -def _distinct_snapshot_dates() -> list[date_cls]: - days = [] - for dt in PortfolioSnapshot.objects.values_list('captured_at', flat=True).order_by('captured_at'): - day = _as_date(dt) - if day and day not in days: - days.append(day) - return days - - # --------------------------------------------------------------------------- -# Weekly overview +# Weekly snapshot overview # --------------------------------------------------------------------------- +def _get_snapshot_total(date) -> Optional[float]: + result = PortfolioSnapshot.objects.filter( + captured_at__date=date + ).aggregate(total=Sum('total_value'))['total'] + return float(result) if result is not None else None + def get_weekly_overview() -> dict: """ - Compute overview from the latest snapshot and the prior snapshot at least 5 days earlier. - Uses as-of per-portfolio lookups to avoid duplicate/mixed-market snapshot dates double counting. + Compute overview from the two most recent Saturday snapshots. + Returns totals, week-over-week change, and per-portfolio rows. """ - latest_ts = PortfolioSnapshot.objects.order_by('-captured_at').values_list('captured_at', flat=True).first() - today = timezone.now().date() + # Find the 2 most recent distinct snapshot dates + seen_days: list = [] + for dt in (PortfolioSnapshot.objects + .values_list('captured_at', flat=True) + .order_by('-captured_at')): + day = dt.date() if hasattr(dt, 'date') else dt + if day not in seen_days: + seen_days.append(day) + if len(seen_days) == 2: + break - if latest_ts: - this_week_date = _as_date(latest_ts) - snapshots_are_stale = this_week_date < today - else: - this_week_date = today - snapshots_are_stale = True + this_week_date = seen_days[0] if len(seen_days) >= 1 else None + last_week_date = seen_days[1] if len(seen_days) >= 2 else None - cutoff = this_week_date - timedelta(days=5) - prev_ts = ( - PortfolioSnapshot.objects.filter(captured_at__date__lte=cutoff) - .order_by('-captured_at') - .values_list('captured_at', flat=True) - .first() - ) - last_week_date = _as_date(prev_ts) if prev_ts else None - - this_week_total = get_total_value_asof(this_week_date if not snapshots_are_stale else today) - last_week_total = get_total_value_asof(last_week_date, live_if_today=False) if last_week_date else None + this_week_total = _get_snapshot_total(this_week_date) if this_week_date else None + last_week_total = _get_snapshot_total(last_week_date) if last_week_date else None week_gain = None week_change_pct = None - if this_week_total is not None and last_week_total and last_week_total > 0: + if this_week_total is not None and last_week_total is not None and last_week_total > 0: week_gain = this_week_total - last_week_total week_change_pct = round((week_gain / last_week_total) * 100, 2) - palette = [ - {'badge': 'bg-indigo-100 text-indigo-800', 'row': 'bg-indigo-50', 'border': 'border-indigo-200'}, + # Per-portfolio breakdown + _palette = [ + {'badge': 'bg-indigo-100 text-indigo-800', 'row': 'bg-indigo-50', 'border': 'border-indigo-200'}, {'badge': 'bg-emerald-100 text-emerald-800', 'row': 'bg-emerald-50', 'border': 'border-emerald-200'}, - {'badge': 'bg-amber-100 text-amber-800', 'row': 'bg-amber-50', 'border': 'border-amber-200'}, - {'badge': 'bg-rose-100 text-rose-800', 'row': 'bg-rose-50', 'border': 'border-rose-200'}, - {'badge': 'bg-sky-100 text-sky-800', 'row': 'bg-sky-50', 'border': 'border-sky-200'}, + {'badge': 'bg-amber-100 text-amber-800', 'row': 'bg-amber-50', 'border': 'border-amber-200'}, + {'badge': 'bg-rose-100 text-rose-800', 'row': 'bg-rose-50', 'border': 'border-rose-200'}, + {'badge': 'bg-sky-100 text-sky-800', 'row': 'bg-sky-50', 'border': 'border-sky-200'}, ] - portfolio_rows = [] for idx, portfolio in enumerate(Portfolio.objects.all()): - this_val = get_portfolio_value(portfolio)['total_value'] if snapshots_are_stale else _snapshot_asof(portfolio, this_week_date) - last_val = _snapshot_asof(portfolio, last_week_date) if last_week_date else None + def _snap(date): + if not date: + return None + s = PortfolioSnapshot.objects.filter( + portfolio=portfolio, captured_at__date=date + ).first() + return float(s.total_value) if s else None + + this_val = _snap(this_week_date) + last_val = _snap(last_week_date) + change = change_pct = None - if this_val is not None and last_val and last_val > 0: + if this_val is not None and last_val is not None and last_val > 0: change = this_val - last_val change_pct = round((change / last_val) * 100, 2) + portfolio_rows.append({ 'portfolio': portfolio, 'this_week_value': this_val, @@ -334,7 +153,7 @@ def get_weekly_overview() -> dict: 'change': change, 'change_pct': change_pct, 'position_count': portfolio.stocks.filter(quantity__gt=0).count(), - 'colors': palette[idx % len(palette)], + 'colors': _palette[idx % len(_palette)], }) return { @@ -350,236 +169,51 @@ def get_weekly_overview() -> dict: # --------------------------------------------------------------------------- -# Cash-flow adjusted performance +# Holdings sync (AI / manual) # --------------------------------------------------------------------------- +def get_all_holdings() -> list[dict]: + """ + Return live holdings for every portfolio, grouped for dashboard display. + Each entry: portfolio, portfolio_color_class, holdings (list), total_value + """ + # Assign a distinct Tailwind color set per portfolio (cycled if more than defined) + palette = [ + {'badge': 'bg-indigo-100 text-indigo-800', 'row': 'bg-indigo-50', 'border': 'border-indigo-200'}, + {'badge': 'bg-emerald-100 text-emerald-800', 'row': 'bg-emerald-50', 'border': 'border-emerald-200'}, + {'badge': 'bg-amber-100 text-amber-800', 'row': 'bg-amber-50', 'border': 'border-amber-200'}, + {'badge': 'bg-rose-100 text-rose-800', 'row': 'bg-rose-50', 'border': 'border-rose-200'}, + {'badge': 'bg-sky-100 text-sky-800', 'row': 'bg-sky-50', 'border': 'border-sky-200'}, + ] -def _external_cashflows(start=None, end=None, include_start: bool = False): - qs = CashFlow.objects.all() - if start: - start_date = _as_date(start) - qs = qs.filter(date__gte=start_date) if include_start else qs.filter(date__gt=start_date) - if end: - qs = qs.filter(date__lte=_as_date(end)) - return qs.order_by('date', 'created_at') - - -def _sum_external_cashflows(start=None, end=None, include_start: bool = False) -> Decimal: - total = Decimal('0') - for flow in _external_cashflows(start=start, end=end, include_start=include_start): - total += flow.external_signed_amount - return total - - -def get_net_external_cash_flow(start=None, end=None) -> float: - """All external deposits/transfers in minus withdrawals/transfers out.""" - return round(float(_sum_external_cashflows(start=start, end=end, include_start=True)), 2) - - -def _first_performance_date() -> Optional[date_cls]: - snapshot_date = PortfolioSnapshot.objects.order_by('captured_at').values_list('captured_at', flat=True).first() - flow_date = CashFlow.objects.order_by('date').values_list('date', flat=True).first() - candidates = [_as_date(v) for v in (snapshot_date, flow_date) if v] - return min(candidates) if candidates else None - - -def _xirr(cashflows: list[tuple[date_cls, Decimal]]) -> Optional[float]: - if not cashflows: - return None - if not any(amount < 0 for _, amount in cashflows) or not any(amount > 0 for _, amount in cashflows): - return None - start = cashflows[0][0] - - def npv(rate: float) -> float: - total = 0.0 - for flow_date, amount in cashflows: - years = (flow_date - start).days / 365.0 - total += float(amount) / ((1 + rate) ** years) - return total - - low, high = -0.9999, 10.0 - try: - for _ in range(100): - mid = (low + high) / 2 - val = npv(mid) - if abs(val) < 1e-7: - return round(mid, 6) - if val > 0: - low = mid - else: - high = mid - return round((low + high) / 2, 6) - except Exception: - return None - - -def _benchmark_same_cashflow(ticker: str, start: date_cls, end: date_cls, start_value: float, flows) -> Optional[dict]: - ticker = ticker.upper() - start_price = _get_historical_price(ticker, start) - end_price = _get_historical_price(ticker, end) - if not start_price or not end_price: - return None - - units = Decimal(str(start_value)) / Decimal(str(start_price)) if start_value else Decimal('0') - net_external = Decimal('0') - for flow in flows: - price = _get_historical_price(ticker, flow.date) - if not price: - continue - amount = flow.external_signed_amount - net_external += amount - units += amount / Decimal(str(price)) - - end_value = units * Decimal(str(end_price)) - cash_adjusted_gain = end_value - Decimal(str(start_value)) - net_external - capital_base = Decimal(str(start_value)) + sum( - f.external_signed_amount for f in flows if f.external_signed_amount > 0 - ) - return { - 'ticker': ticker, - 'start_price': round(start_price, 4), - 'end_price': round(end_price, 4), - 'end_value': round(float(end_value), 2), - 'cash_adjusted_gain': round(float(cash_adjusted_gain), 2), - 'simple_return': round(float(cash_adjusted_gain / capital_base), 6) if capital_base > 0 else None, - } - - -def get_cashflow_adjusted_performance(start=None, end=None, benchmark_tickers: Iterable[str] = ('QQQ', 'SPY')) -> dict: - end_date = _as_date(end) or timezone.now().date() - explicit_start = start is not None - start_date = _as_date(start) or _first_performance_date() or end_date - - start_value = get_total_value_asof(start_date, live_if_today=False) - if start_value is None: - start_value = 0.0 - end_value = get_total_value_asof(end_date) - if end_value is None: - end_value = 0.0 - - include_start_flows = not explicit_start and start_value == 0 - flows = list(_external_cashflows(start=start_date, end=end_date, include_start=include_start_flows)) - net_external = sum((flow.external_signed_amount for flow in flows), Decimal('0')) - positive_external = sum((flow.external_signed_amount for flow in flows if flow.external_signed_amount > 0), Decimal('0')) - cash_adjusted_gain = Decimal(str(end_value)) - Decimal(str(start_value)) - net_external - capital_base = Decimal(str(start_value)) + positive_external - simple_return = cash_adjusted_gain / capital_base if capital_base > 0 else None - - xirr_flows = [(start_date, -Decimal(str(start_value)))] if start_value else [] - for flow in flows: - xirr_flows.append((flow.date, -flow.external_signed_amount)) - xirr_flows.append((end_date, Decimal(str(end_value)))) - - benchmarks = {} - for ticker in benchmark_tickers: - bench = _benchmark_same_cashflow(ticker, start_date, end_date, start_value, flows) - if bench: - benchmarks[ticker.upper()] = bench - - return { - 'start_date': start_date.isoformat(), - 'end_date': end_date.isoformat(), - 'start_value': round(start_value, 2), - 'end_value': round(end_value, 2), - 'net_external_cash_flow': round(float(net_external), 2), - 'positive_external_cash_flow': round(float(positive_external), 2), - 'cash_adjusted_gain': round(float(cash_adjusted_gain), 2), - 'simple_return': round(float(simple_return), 6) if simple_return is not None else None, - 'money_weighted_return': _xirr(xirr_flows), - 'cashflows': [ - { - 'id': flow.id, - 'portfolio_id': flow.portfolio_id, - 'flow_type': flow.flow_type, - 'date': flow.date.isoformat(), - 'amount': float(flow.amount), - 'external_signed_amount': float(flow.external_signed_amount), - 'currency': flow.currency, - } - for flow in flows - ], - 'benchmarks': benchmarks, - } + result = [] + for idx, portfolio in enumerate(Portfolio.objects.all()): + colors = palette[idx % len(palette)] + data = get_portfolio_value(portfolio) + result.append({ + 'portfolio': portfolio, + 'colors': colors, + 'holdings': data['holdings'], + 'total_value': data['total_value'], + }) + return result # --------------------------------------------------------------------------- -# Risk and agent summary +# Performance chart data (cumulative % from first snapshot + benchmarks) # --------------------------------------------------------------------------- - -def get_risk_summary() -> dict: - holdings = [] - for group in get_all_holdings(): - for holding in group['holdings']: - holdings.append({ - 'portfolio_id': group['portfolio'].id, - 'portfolio_name': group['portfolio'].name, - **holding, - }) - - total_value = sum(h['current_value'] for h in holdings) - holdings.sort(key=lambda h: h['current_value'], reverse=True) - - for holding in holdings: - holding['weight'] = round(holding['current_value'] / total_value, 6) if total_value else 0 - - top_1 = holdings[0]['weight'] if holdings else 0 - top_3 = sum(h['weight'] for h in holdings[:3]) - top_5 = sum(h['weight'] for h in holdings[:5]) - - by_ticker = defaultdict(float) - for holding in holdings: - by_ticker[holding['stock_code']] += holding['current_value'] - ticker_weights = { - ticker: value / total_value for ticker, value in by_ticker.items() - } if total_value else {} - - semi_weight = sum(weight for ticker, weight in ticker_weights.items() if ticker in SEMI_TICKERS) - ai_cloud_weight = sum(weight for ticker, weight in ticker_weights.items() if ticker in AI_CLOUD_TICKERS) - - concentration_level = 'LOW' - if top_1 >= 0.25 or top_5 >= 0.70: - concentration_level = 'HIGH' - elif top_3 >= 0.50 or top_5 >= 0.55: - concentration_level = 'MEDIUM' - - return { - 'total_value': round(total_value, 2), - 'position_count': len(holdings), - 'top_1_weight': round(top_1, 6), - 'top_3_weight': round(top_3, 6), - 'top_5_weight': round(top_5, 6), - 'concentration_level': concentration_level, - 'max_position': holdings[0] if holdings else None, - 'top_positions': holdings[:10], - 'theme_exposure': { - 'semiconductors': round(semi_weight, 6), - 'ai_cloud': round(ai_cloud_weight, 6), - }, - } - - -def get_agent_summary() -> dict: - total_value = get_total_value_asof() - net_external_all_time = _sum_external_cashflows() - performance = get_cashflow_adjusted_performance() - risk = get_risk_summary() - return { - 'as_of': timezone.now().isoformat(), - 'portfolio_count': Portfolio.objects.count(), - 'total_value': round(total_value or 0, 2), - 'net_external_cash_flow': round(float(net_external_all_time), 2), - 'performance': performance, - 'risk': risk, - } - - -# --------------------------------------------------------------------------- -# Performance chart data (snapshot value % vs benchmarks) -# --------------------------------------------------------------------------- +# Simple in-process cache — benchmarks don't need to refresh every page load +_chart_cache: dict = {} +_CHART_CACHE_TTL = 900 # 15 minutes def get_performance_chart_data() -> Optional[str]: + """ + Build Chart.js-ready JSON with cumulative % return from the earliest snapshot. + Base week = 0%. Each portfolio gets a series; S&P 500 (SPY) and QQQ added as benchmarks. + Returns a JSON string (safe to pass directly to the template) or None if no snapshots. + """ now = datetime.now() cached = _chart_cache.get('performance') if cached: @@ -593,50 +227,43 @@ def get_performance_chart_data() -> Optional[str]: def _build_performance_chart_data() -> Optional[str]: - all_snaps = list(PortfolioSnapshot.objects.select_related('portfolio').order_by('captured_at')) - if not all_snaps: + # Collect all distinct snapshot dates in ascending order + all_dates: list = [] + for dt in (PortfolioSnapshot.objects + .values_list('captured_at', flat=True) + .order_by('captured_at')): + day = dt.date() if hasattr(dt, 'date') else dt + if day not in all_dates: + all_dates.append(day) + + if not all_dates: return None - portfolio_weekly: dict[int, dict[tuple[int, int], tuple[date_cls, float]]] = {} - for snap in all_snaps: - day = _as_date(snap.captured_at) - key = day.isocalendar()[:2] - portfolio_weekly.setdefault(snap.portfolio_id, {}) - existing = portfolio_weekly[snap.portfolio_id].get(key) - if existing is None or day > existing[0]: - portfolio_weekly[snap.portfolio_id][key] = (day, float(snap.total_value)) + base_date = all_dates[0] - all_week_keys = sorted({wk for weekly in portfolio_weekly.values() for wk in weekly}) - if not all_week_keys: - return None - - week_label_date = {} - for weekly in portfolio_weekly.values(): - for week, (day, _) in weekly.items(): - if week not in week_label_date or day > week_label_date[week]: - week_label_date[week] = day - - earliest_date = week_label_date[all_week_keys[0]] - latest_date = week_label_date[all_week_keys[-1]] - refresh_needed = not BenchmarkPrice.objects.filter(ticker='QQQ', date__gte=earliest_date).exists() - if refresh_needed: - refresh_benchmark_prices() - - colors = ['#2563EB', '#7C3AED', '#0D9488', '#DB2777', '#EA580C'] + # Per-portfolio cumulative % series + portfolio_colors = ['#2563EB', '#7C3AED', '#0D9488', '#DB2777', '#EA580C'] datasets = [] + for idx, portfolio in enumerate(Portfolio.objects.all()): - weekly = portfolio_weekly.get(portfolio.id, {}) - if not weekly: - continue - first_week = min(weekly.keys()) - base_val = weekly[first_week][1] - if not base_val: + snaps = { + (snap.captured_at.date() if hasattr(snap.captured_at, 'date') else snap.captured_at): float(snap.total_value) + for snap in PortfolioSnapshot.objects.filter(portfolio=portfolio).order_by('captured_at') + } + base_val = snaps.get(base_date) + if not base_val or base_val == 0: continue + + data_pts = [ + round((snaps[d] - base_val) / base_val * 100, 2) if d in snaps else None + for d in all_dates + ] + color = portfolio_colors[idx % len(portfolio_colors)] datasets.append({ 'label': portfolio.name, - 'data': [round((weekly[w][1] - base_val) / base_val * 100, 2) if w in weekly else None for w in all_week_keys], - 'borderColor': colors[idx % len(colors)], - 'backgroundColor': colors[idx % len(colors)], + 'data': data_pts, + 'borderColor': color, + 'backgroundColor': color, 'borderWidth': 2, 'pointRadius': 5, 'pointHoverRadius': 7, @@ -645,42 +272,64 @@ def _build_performance_chart_data() -> Optional[str]: 'fill': False, }) - def benchmark_series(ticker: str, label: str, color: str) -> Optional[dict]: - base_price = _get_historical_price(ticker, earliest_date) - if not base_price: + # Benchmark series — start 7 days before base to capture the last trading day prior + start_str = (base_date - timedelta(days=7)).isoformat() + end_str = (all_dates[-1] + timedelta(days=5)).isoformat() + + def _benchmark(ticker: str, label: str, color: str) -> Optional[dict]: + try: + import yfinance as yf + hist = yf.Ticker(ticker).history(start=start_str, end=end_str) + if hist.empty: + return None + # Build date → close mapping + closes = { + (d.date() if hasattr(d, 'date') else d): float(v) + for d, v in hist['Close'].items() + } + sorted_trading_days = sorted(closes.keys()) + + def closest_close(target): + candidates = [td for td in sorted_trading_days if td <= target] + return closes[candidates[-1]] if candidates else None + + base_price = closest_close(base_date) + if not base_price: + return None + data_pts = [ + round((closest_close(d) - base_price) / base_price * 100, 2) + if closest_close(d) is not None else None + for d in all_dates + ] + return { + 'label': label, + 'data': data_pts, + 'borderColor': color, + 'backgroundColor': color, + 'borderWidth': 1.5, + 'pointRadius': 3, + 'pointHoverRadius': 5, + 'tension': 0.3, + 'borderDash': [5, 5], + 'fill': False, + } + except Exception as exc: + logger.warning("benchmark %s failed: %s", ticker, exc) return None - data = [] - for week in all_week_keys: - price = _get_historical_price(ticker, week_label_date[week]) - data.append(round((price - base_price) / base_price * 100, 2) if price else None) - return { - 'label': label, - 'data': data, - 'borderColor': color, - 'backgroundColor': color, - 'borderWidth': 1.5, - 'pointRadius': 3, - 'pointHoverRadius': 5, - 'tension': 0.3, - 'borderDash': [5, 5], - 'fill': False, - } - for item in (benchmark_series('SPY', 'S&P 500', '#D97706'), benchmark_series('QQQ', 'QQQ', '#16A34A')): - if item: - datasets.append(item) + spy = _benchmark('SPY', 'S&P 500', '#D97706') + qqq = _benchmark('QQQ', 'QQQ', '#16A34A') + if spy: + datasets.append(spy) + if qqq: + datasets.append(qqq) - labels = [week_label_date[w].strftime('%b %-d') for w in all_week_keys] + labels = [d.strftime('%b %-d') for d in all_dates] return json.dumps({'labels': labels, 'datasets': datasets}) -# --------------------------------------------------------------------------- -# Holdings sync (AI / manual) -# --------------------------------------------------------------------------- - - def ai_update_holdings(portfolio: Portfolio, holdings: list[dict], reset: bool = False) -> dict: - """Update Stock records. No cost/price tracking required.""" + """Update Stock records. No cost/price tracking.""" from django.db import transaction as db_transaction results = [] @@ -689,7 +338,7 @@ def ai_update_holdings(portfolio: Portfolio, holdings: list[dict], reset: bool = portfolio.stocks.all().delete() for item in holdings: - stock_code = item['stock_code'].upper() + stock_code = item['stock_code'] quantity = Decimal(str(item['quantity'])) stock, created = Stock.objects.update_or_create( @@ -698,7 +347,7 @@ def ai_update_holdings(portfolio: Portfolio, holdings: list[dict], reset: bool = defaults={'quantity': quantity}, ) results.append({ - 'stock_code': stock.stock_code, + 'stock_code': stock_code, 'quantity': float(quantity), 'created': created, }) diff --git a/invest/tasks.py b/invest/tasks.py index 4b65aff..89a6849 100644 --- a/invest/tasks.py +++ b/invest/tasks.py @@ -3,6 +3,7 @@ Background tasks for the invest app. """ import logging from decimal import Decimal +from datetime import datetime logger = logging.getLogger(__name__) @@ -13,9 +14,8 @@ def snapshot_all_portfolios(): Scheduled every Saturday at 08:00. Also callable manually for backfill. """ from django.utils import timezone - from .models import Portfolio, PortfolioSnapshot - from .services import get_portfolio_value, refresh_benchmark_prices + from .services import get_portfolio_value now = timezone.now() today = now.date() @@ -27,7 +27,7 @@ def snapshot_all_portfolios(): data = get_portfolio_value(portfolio) total_value = Decimal(str(data['total_value'])) - # One snapshot per portfolio per day — overwrite if run twice. + # One snapshot per portfolio per day — overwrite if run twice PortfolioSnapshot.objects.filter( portfolio=portfolio, captured_at__date=today, @@ -43,5 +43,4 @@ def snapshot_all_portfolios(): except Exception as exc: logger.error("invest: snapshot failed for %s: %s", portfolio.name, exc, exc_info=True) - refresh_benchmark_prices() logger.info("invest: snapshot complete — %d portfolios", count) diff --git a/invest/template_views.py b/invest/template_views.py index 376149b..98d5b56 100644 --- a/invest/template_views.py +++ b/invest/template_views.py @@ -1,33 +1,26 @@ """Template views for the invest app.""" import logging -from django.shortcuts import get_object_or_404, render +from django.shortcuts import render, get_object_or_404 from django.utils import timezone -from .models import Portfolio, Transaction -from .services import ( - get_all_holdings, - get_cashflow_adjusted_performance, - get_net_external_cash_flow, - get_performance_chart_data, - get_portfolio_value, - get_risk_summary, - get_weekly_overview, -) +from .models import Portfolio +from .services import get_portfolio_value, get_weekly_overview, get_all_holdings, get_performance_chart_data logger = logging.getLogger(__name__) def dashboard(request): - """Landing page: agent-first metrics + human-readable holdings/risk dashboard.""" + """Landing page: weekly snapshot overview + per-portfolio table.""" overview = get_weekly_overview() + # Determine current Australian financial year (Jul–Jun) now = timezone.now() fy_start = now.year if now.month >= 7 else now.year - 1 fy_label = f"FY {str(fy_start)[2:]}-{str(fy_start + 1)[2:]}" - reference_date = overview.get('last_week_date') - all_holdings = get_all_holdings(reference_date=reference_date) + all_holdings = get_all_holdings() + # Merge snapshot data (value, change, change_pct) into each holdings group rows_by_id = {row['portfolio'].id: row for row in overview.get('portfolio_rows', [])} for group in all_holdings: row = rows_by_id.get(group['portfolio'].id, {}) @@ -36,24 +29,16 @@ def dashboard(request): group['change_pct'] = row.get('change_pct') group['position_count'] = row.get('position_count', len(group['holdings'])) - performance = get_cashflow_adjusted_performance() - risk = get_risk_summary() - recent_transactions = Transaction.objects.select_related('portfolio').order_by('-date', '-created_at')[:30] - return render(request, 'invest/dashboard.html', { 'overview': overview, 'fy_label': fy_label, 'all_holdings': all_holdings, 'chart_data_json': get_performance_chart_data() or 'null', - 'performance': performance, - 'net_contributions': get_net_external_cash_flow(), - 'risk': risk, - 'recent_transactions': recent_transactions, }) def portfolio_detail(request, pk): - """Portfolio detail: live holdings.""" + """Portfolio detail: live holdings, no cost/P&L.""" portfolio = get_object_or_404(Portfolio, pk=pk) try: summary = get_portfolio_value(portfolio) diff --git a/invest/templates/invest/dashboard.html b/invest/templates/invest/dashboard.html index b74e90e..daeacf4 100644 --- a/invest/templates/invest/dashboard.html +++ b/invest/templates/invest/dashboard.html @@ -5,15 +5,17 @@ {% endblock %} -{% block title %}Invest Dashboard{% endblock %} +{% block title %}Dashboard{% endblock %} {% block content %}
-

{{ fy_label }} Snapshot

+

{{ fy_label }} SNAPSHOT

+ +

Total Value

{% if overview.this_week_total is not None %} @@ -21,169 +23,127 @@ {% else %}

—

{% endif %} -

Across {{ overview.portfolio_count }} portfolio{{ overview.portfolio_count|pluralize }}

-
- -
-

Net Contributions

-

${{ net_contributions|floatformat:0 }}

-

External deposits minus withdrawals

-
- -
-

Investment Gain

-

- {% if performance.cash_adjusted_gain >= 0 %}+{% endif %}${{ performance.cash_adjusted_gain|floatformat:0 }} +

+ Across {{ overview.portfolio_count }} portfolio{{ overview.portfolio_count|pluralize }}

-

Cash-flow adjusted

-
-

Top 5 Concentration

-

- {% widthratio risk.top_5_weight 1 100 %}% -

-

Risk: {{ risk.concentration_level }}

-
-
- -
+

This Week

{% if overview.week_gain is not None %} -

+

{% if overview.week_gain >= 0 %}+{% endif %}${{ overview.week_gain|floatformat:0 }}

-

{% if overview.week_gain >= 0 %}+{% endif %}{{ overview.week_change_pct|floatformat:2 }}% vs last snapshot

+

+ {% if overview.week_gain >= 0 %}+{% endif %}{{ overview.week_change_pct|floatformat:2 }}% vs last week +

{% else %} -

—

+

—

No prior snapshot

{% endif %}
+
-

Money Weighted Return

- {% if performance.money_weighted_return is not None %} -

{% widthratio performance.money_weighted_return 1 100 %}%

+

Week Change

+ {% if overview.week_change_pct is not None %} +

+ {% if overview.week_change_pct >= 0 %}+{% endif %}{{ overview.week_change_pct|floatformat:2 }}% +

+ {% if overview.last_week_date %} +

Last: {{ overview.last_week_date|date:"M j" }}

+ {% endif %} {% else %} -

—

+

—

+

Need 2+ snapshots

{% endif %} -

IRR based on cash flows

+

Last Snapshot

{% if overview.this_week_date %} -

{{ overview.this_week_date|date:"M j" }}

+

{{ overview.this_week_date|date:"M j" }}

{{ overview.this_week_date|date:"l, Y" }}

{% else %} -

—

+

—

No snapshots yet

{% endif %}
-
- -
-

Same-cashflow Benchmark

-
-
-

Actual end value

-

${{ performance.end_value|floatformat:0 }}

-
- {% for ticker, bench in performance.benchmarks.items %} -
-

Same cash flows into {{ ticker }}

-

${{ bench.end_value|floatformat:0 }}

-

Return {% if bench.simple_return is not None %}{% widthratio bench.simple_return 1 100 %}%{% else %}—{% endif %}

-
- {% empty %} -
Benchmark prices unavailable. The API still returns portfolio metrics.
- {% endfor %} -
{% if chart_data_json != 'null' %}
-

{{ fy_label }} Performance vs Benchmarks

+

+ {{ fy_label }} Performance vs Benchmarks +

-

Snapshot value chart; cash-flow-adjusted metrics are shown in the cards above.

{% endif %} - -
-

Risk Overview

-
-

Top 1

{% widthratio risk.top_1_weight 1 100 %}%

-

Top 3

{% widthratio risk.top_3_weight 1 100 %}%

-

Semiconductors

{% widthratio risk.theme_exposure.semiconductors 1 100 %}%

-

AI / Cloud

{% widthratio risk.theme_exposure.ai_cloud 1 100 %}%

-
-
- - - - - - - - - - - {% for position in risk.top_positions|slice:":5" %} - - - - - - - {% endfor %} - -
TickerValueWeightPortfolio
{{ position.stock_code }}${{ position.current_value|floatformat:0 }}{% widthratio position.weight 1 100 %}%{{ position.portfolio_name }}
-
-
+ +

+ Snapshots captured every Saturday 08:00 · Values in portfolio's quote currency +

-

Snapshots captured every Saturday 08:00 · Prices are best-effort market data · Transaction prices are optional for AI sync

- - + {% if all_holdings %}
{% for group in all_holdings %}
+
-

{{ group.portfolio.name }}

-

{{ group.position_count }} position{{ group.position_count|pluralize }}{% if overview.this_week_date %} · Snapshot {{ overview.this_week_date|date:"j M Y" }}{% endif %}

+

+ {{ group.portfolio.name }} +

+

+ {{ group.position_count }} position{{ group.position_count|pluralize }} + {% if overview.this_week_date %}· Last updated {{ overview.this_week_date|date:"j M Y" }}{% endif %} +

-

{% if group.this_week_value is not None %}${{ group.this_week_value|floatformat:0 }}{% else %}—{% endif %}

+

+ {% if group.this_week_value is not None %}${{ group.this_week_value|floatformat:0 }}{% else %}—{% endif %} +

{% if group.change is not None %} -

{% if group.change >= 0 %}+{% endif %}${{ group.change|floatformat:0 }} ({% if group.change_pct >= 0 %}+{% endif %}{{ group.change_pct|floatformat:1 }}%)

+

+ {% if group.change >= 0 %}+{% endif %}${{ group.change|floatformat:0 }} + ({% if group.change_pct >= 0 %}+{% endif %}{{ group.change_pct|floatformat:1 }}%) +

{% else %}

No prior snapshot

{% endif %}
+ - {% for stock in group.holdings %} - + - - - + + {% endfor %} @@ -193,41 +153,6 @@ {% endif %} - -{% if recent_transactions %} -
-

Transaction History

-
-
Ticker Qty PriceWeek Change Mkt Value
{{ stock.stock_code }} + + {{ stock.stock_code }} + + {{ stock.quantity|floatformat:0 }}{% if stock.current_price %}${{ stock.current_price|floatformat:2 }}{% else %}—{% endif %}{% if stock.value_change is not None %}{% if stock.value_change >= 0 %}+{% endif %}${{ stock.value_change|floatformat:0 }} ({% if stock.price_change_pct >= 0 %}+{% endif %}{{ stock.price_change_pct|floatformat:1 }}%){% else %}—{% endif %}{% if stock.current_value %}${{ stock.current_value|floatformat:0 }}{% else %}—{% endif %} + {% if stock.current_price %}${{ stock.current_price|floatformat:2 }}{% else %}—{% endif %} + + {% if stock.current_value %}${{ stock.current_value|floatformat:0 }}{% else %}—{% endif %} +
- - - - - - - - - - - - - {% for tx in recent_transactions %} - - - - - - - - - - {% endfor %} - -
DatePortfolioActionTickerQtyPriceFee
{{ tx.date|date:"j M Y" }}{{ tx.portfolio.name }}{{ tx.action }}{{ tx.stock_code }}{{ tx.quantity|floatformat:0 }}{% if tx.price_per_share %}${{ tx.price_per_share|floatformat:2 }}{% else %}optional{% endif %}{% if tx.fee %}${{ tx.fee|floatformat:2 }}{% else %}—{% endif %}
-
-
-{% endif %} - {% endblock %} {% block extra_js %} @@ -236,8 +161,10 @@ (function () { const raw = {{ chart_data_json|safe }}; if (!raw) return; + const ctx = document.getElementById('performanceChart'); if (!ctx) return; + new Chart(ctx, { type: 'line', data: raw, @@ -245,12 +172,42 @@ responsive: true, interaction: { mode: 'index', intersect: false }, plugins: { - legend: { position: 'top', align: 'start', labels: { usePointStyle: true, pointStyle: 'rect', pointStyleWidth: 14, padding: 20, font: { size: 12, weight: '600' } } }, - tooltip: { callbacks: { label: function (ctx) { const v = ctx.parsed.y; if (v === null || v === undefined) return ctx.dataset.label + ': —'; const sign = v >= 0 ? '+' : ''; return ctx.dataset.label + ': ' + sign + v.toFixed(2) + '%'; } } }, + legend: { + position: 'top', + align: 'start', + labels: { + usePointStyle: true, + pointStyle: 'rect', + pointStyleWidth: 14, + padding: 20, + font: { size: 12, weight: '600' }, + }, + }, + tooltip: { + callbacks: { + label: function (ctx) { + const v = ctx.parsed.y; + if (v === null || v === undefined) return ctx.dataset.label + ': —'; + const sign = v >= 0 ? '+' : ''; + return ctx.dataset.label + ': ' + sign + v.toFixed(2) + '%'; + }, + }, + }, }, scales: { - y: { ticks: { callback: function (v) { return (v >= 0 ? '+' : '') + v.toFixed(1) + '%'; }, font: { size: 11 } }, grid: { color: '#f5f5f4' } }, - x: { grid: { display: false }, ticks: { font: { size: 11 } } }, + y: { + ticks: { + callback: function (v) { + return (v >= 0 ? '+' : '') + v.toFixed(1) + '%'; + }, + font: { size: 11 }, + }, + grid: { color: '#f5f5f4' }, + }, + x: { + grid: { display: false }, + ticks: { font: { size: 11 } }, + }, }, }, }); diff --git a/invest/views.py b/invest/views.py index d322b11..3686f8a 100644 --- a/invest/views.py +++ b/invest/views.py @@ -1,29 +1,18 @@ import logging from django.shortcuts import get_object_or_404 -from rest_framework import status, viewsets +from rest_framework import viewsets, status from rest_framework.decorators import action from rest_framework.response import Response from rest_framework.views import APIView -from .models import BenchmarkPrice, CashFlow, Portfolio, PortfolioSnapshot, Stock, Transaction +from .models import Portfolio, Stock, Transaction from .serializers import ( + PortfolioSerializer, PortfolioListSerializer, + StockSerializer, TransactionSerializer, AIUpdateSerializer, - BenchmarkPriceSerializer, - CashFlowSerializer, - PortfolioListSerializer, - PortfolioSerializer, - PortfolioSnapshotSerializer, - StockSerializer, - TransactionSerializer, -) -from .services import ( - ai_update_holdings, - get_agent_summary, - get_cashflow_adjusted_performance, - get_portfolio_value, - get_risk_summary, ) +from .services import get_portfolio_value, ai_update_holdings logger = logging.getLogger(__name__) @@ -40,9 +29,8 @@ class PortfolioViewSet(viewsets.ModelViewSet): def holdings(self, request, pk=None): """Return holdings with real-time prices.""" portfolio = self.get_object() - reference_date = request.query_params.get('reference_date') try: - data = get_portfolio_value(portfolio, reference_date=reference_date) + data = get_portfolio_value(portfolio) return Response(data) except Exception as exc: logger.error("get_portfolio_value failed for %s: %s", portfolio.id, exc, exc_info=True) @@ -83,51 +71,34 @@ class TransactionViewSet(viewsets.ModelViewSet): qs = qs.filter(stock_code=stock_code.upper()) return qs.order_by('-date', '-created_at') - def perform_create(self, serializer): - serializer.save(stock_code=serializer.validated_data['stock_code'].upper()) + def create(self, request, *args, **kwargs): + """Create a new transaction.""" + serializer = self.get_serializer(data=request.data) + serializer.is_valid(raise_exception=True) + data = serializer.validated_data + portfolio = data['portfolio'] -class CashFlowViewSet(viewsets.ModelViewSet): - queryset = CashFlow.objects.select_related('portfolio').all() - serializer_class = CashFlowSerializer + try: + tx = Transaction.objects.create( + portfolio=portfolio, + action=data['action'], + stock_code=data['stock_code'].upper(), + quantity=data['quantity'], + date=data['date'], + ) + except Exception as exc: + return Response({'error': str(exc)}, status=status.HTTP_400_BAD_REQUEST) - def get_queryset(self): - qs = super().get_queryset() - portfolio_id = self.request.query_params.get('portfolio') - if portfolio_id: - qs = qs.filter(portfolio_id=portfolio_id) - flow_type = self.request.query_params.get('flow_type') - if flow_type: - qs = qs.filter(flow_type=flow_type.upper()) - return qs.order_by('-date', '-created_at') - - -class PortfolioSnapshotViewSet(viewsets.ReadOnlyModelViewSet): - queryset = PortfolioSnapshot.objects.select_related('portfolio').all() - serializer_class = PortfolioSnapshotSerializer - - def get_queryset(self): - qs = super().get_queryset() - portfolio_id = self.request.query_params.get('portfolio') - if portfolio_id: - qs = qs.filter(portfolio_id=portfolio_id) - return qs.order_by('-captured_at') - - -class BenchmarkPriceViewSet(viewsets.ReadOnlyModelViewSet): - queryset = BenchmarkPrice.objects.all() - serializer_class = BenchmarkPriceSerializer - - def get_queryset(self): - qs = super().get_queryset() - ticker = self.request.query_params.get('ticker') - if ticker: - qs = qs.filter(ticker=ticker.upper()) - return qs.order_by('ticker', 'date') + out = TransactionSerializer(tx) + return Response(out.data, status=status.HTTP_201_CREATED) class AIUpdateView(APIView): - """POST /api/invest/ai-update/ — Sync portfolio holdings (quantity only required).""" + """ + POST /api/invest/ai-update/ + Sync portfolio holdings (quantity only, no price). + """ def post(self, request): serializer = AIUpdateSerializer(data=request.data) @@ -149,31 +120,3 @@ class AIUpdateView(APIView): return Response(result, status=status.HTTP_200_OK) - -class AgentSummaryView(APIView): - """GET /api/invest/agent/summary/ — agent-friendly portfolio summary.""" - - def get(self, request): - return Response(get_agent_summary()) - - -class PerformanceView(APIView): - """GET /api/invest/performance/?start=YYYY-MM-DD&end=YYYY-MM-DD&benchmarks=QQQ,SPY""" - - def get(self, request): - benchmarks = request.query_params.get('benchmarks', 'QQQ,SPY') - tickers = [item.strip().upper() for item in benchmarks.split(',') if item.strip()] - return Response( - get_cashflow_adjusted_performance( - start=request.query_params.get('start'), - end=request.query_params.get('end'), - benchmark_tickers=tickers, - ) - ) - - -class RiskView(APIView): - """GET /api/invest/risk/ — concentration and theme exposure.""" - - def get(self, request): - return Response(get_risk_summary()) diff --git a/pyproject.toml b/pyproject.toml index c044730..797e426 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -28,7 +28,6 @@ dependencies = [ "cryptography>=42.0.0", "kubernetes>=29.0.0", "maxminddb>=3.1.1", - "yfinance>=0.2.66", ] [build-system] diff --git a/tests/test_invest_api.py b/tests/test_invest_api.py deleted file mode 100644 index 1858bf5..0000000 --- a/tests/test_invest_api.py +++ /dev/null @@ -1,169 +0,0 @@ -from datetime import date -from decimal import Decimal - -import pytest -from django.utils import timezone - -from invest.models import BenchmarkPrice, CashFlow, Portfolio, PortfolioSnapshot, Stock, Transaction - - -@pytest.mark.django_db -def test_transaction_price_fields_are_optional(api_client): - portfolio = Portfolio.objects.create(name="Agent Test") - - response = api_client.post( - "/api/invest/transactions/", - { - "portfolio": portfolio.id, - "action": "BUY", - "stock_code": "NVDA", - "quantity": "2", - "date": "2026-06-13", - }, - format="json", - ) - - assert response.status_code == 201 - tx = Transaction.objects.get() - assert tx.price_per_share is None - assert tx.currency == "USD" - assert tx.fee is None - assert response.data["price_per_share"] is None - - -@pytest.mark.django_db -def test_transaction_accepts_optional_price_currency_and_fee(api_client): - portfolio = Portfolio.objects.create(name="Agent Test") - - response = api_client.post( - "/api/invest/transactions/", - { - "portfolio": portfolio.id, - "action": "BUY", - "stock_code": "NVDA", - "quantity": "2", - "price_per_share": "100.25", - "currency": "USD", - "fee": "1.50", - "date": "2026-06-13", - }, - format="json", - ) - - assert response.status_code == 201 - tx = Transaction.objects.get() - assert tx.price_per_share == Decimal("100.250000") - assert tx.fee == Decimal("1.500000") - assert response.data["price_per_share"] == "100.250000" - assert response.data["fee"] == "1.500000" - - -@pytest.mark.django_db -def test_cashflow_api_records_external_deposits(api_client): - portfolio = Portfolio.objects.create(name="Agent Test") - - response = api_client.post( - "/api/invest/cashflows/", - { - "portfolio": portfolio.id, - "flow_type": "DEPOSIT", - "amount": "2500.00", - "currency": "USD", - "date": "2026-06-13", - "source": "salary", - "note": "monthly contribution", - }, - format="json", - ) - - assert response.status_code == 201 - flow = CashFlow.objects.get() - assert flow.signed_amount == Decimal("2500.00") - assert response.data["signed_amount"] == "2500.00" - - -@pytest.mark.django_db -def test_agent_summary_reports_cash_adjusted_return_and_concentration(api_client, monkeypatch): - portfolio = Portfolio.objects.create(name="Agent Test") - Stock.objects.create(portfolio=portfolio, stock_code="AAA", quantity=Decimal("10")) - Stock.objects.create(portfolio=portfolio, stock_code="BBB", quantity=Decimal("5")) - CashFlow.objects.create( - portfolio=portfolio, - flow_type=CashFlow.FLOW_DEPOSIT, - amount=Decimal("1000.00"), - currency="USD", - date=date(2026, 6, 1), - ) - - prices = {"AAA": 100.0, "BBB": 20.0} - monkeypatch.setattr("invest.services.get_current_price", lambda ticker: prices[ticker]) - - response = api_client.get("/api/invest/agent/summary/") - - assert response.status_code == 200 - payload = response.json() - assert payload["total_value"] == 1100.0 - assert payload["performance"]["net_external_cash_flow"] == 1000.0 - assert payload["performance"]["cash_adjusted_gain"] == 100.0 - assert payload["risk"]["top_1_weight"] == pytest.approx(0.9091, rel=1e-3) - assert payload["risk"]["max_position"]["stock_code"] == "AAA" - assert payload["risk"]["concentration_level"] == "HIGH" - - -@pytest.mark.django_db -def test_performance_endpoint_excludes_deposits_from_gain(api_client): - portfolio = Portfolio.objects.create(name="Agent Test") - PortfolioSnapshot.objects.create( - portfolio=portfolio, - captured_at=timezone.make_aware(timezone.datetime(2026, 6, 1, 8, 0)), - total_value=Decimal("1000.00"), - ) - CashFlow.objects.create( - portfolio=portfolio, - flow_type=CashFlow.FLOW_DEPOSIT, - amount=Decimal("500.00"), - currency="USD", - date=date(2026, 6, 8), - ) - PortfolioSnapshot.objects.create( - portfolio=portfolio, - captured_at=timezone.make_aware(timezone.datetime(2026, 6, 15, 8, 0)), - total_value=Decimal("1700.00"), - ) - BenchmarkPrice.objects.create(ticker="QQQ", date=date(2026, 6, 1), close=Decimal("100.00")) - BenchmarkPrice.objects.create(ticker="QQQ", date=date(2026, 6, 8), close=Decimal("110.00")) - BenchmarkPrice.objects.create(ticker="QQQ", date=date(2026, 6, 15), close=Decimal("120.00")) - - response = api_client.get("/api/invest/performance/?start=2026-06-01&end=2026-06-15") - - assert response.status_code == 200 - payload = response.json() - assert payload["start_value"] == 1000.0 - assert payload["end_value"] == 1700.0 - assert payload["net_external_cash_flow"] == 500.0 - assert payload["cash_adjusted_gain"] == 200.0 - assert payload["simple_return"] == pytest.approx(0.1333, rel=1e-3) - assert payload["benchmarks"]["QQQ"]["end_value"] == pytest.approx(1745.45, rel=1e-3) - - -@pytest.mark.django_db -def test_dashboard_shows_agent_first_metrics(client, monkeypatch): - portfolio = Portfolio.objects.create(name="Agent Test") - Stock.objects.create(portfolio=portfolio, stock_code="AAA", quantity=Decimal("10")) - CashFlow.objects.create( - portfolio=portfolio, - flow_type=CashFlow.FLOW_DEPOSIT, - amount=Decimal("1000.00"), - currency="USD", - date=date(2026, 6, 1), - ) - monkeypatch.setattr("invest.services.get_current_price", lambda ticker: 110.0) - - response = client.get("/invest/") - - assert response.status_code == 200 - content = response.content.decode() - assert "Net Contributions" in content - assert "Investment Gain" in content - assert "Top 5 Concentration" in content - assert "Same-cashflow Benchmark" in content diff --git a/uv.lock b/uv.lock index 8ecf838..d4c63fc 100644 --- a/uv.lock +++ b/uv.lock @@ -2,15 +2,9 @@ version = 1 revision = 3 requires-python = ">=3.12" resolution-markers = [ - "python_full_version >= '3.14' and sys_platform == 'win32'", - "python_full_version >= '3.14' and sys_platform == 'emscripten'", - "python_full_version >= '3.14' and sys_platform != 'emscripten' and sys_platform != 'win32'", - "python_full_version == '3.13.*' and sys_platform == 'win32'", - "python_full_version == '3.13.*' and sys_platform == 'emscripten'", - "python_full_version == '3.13.*' and sys_platform != 'emscripten' and sys_platform != 'win32'", - "python_full_version < '3.13' and sys_platform == 'win32'", - "python_full_version < '3.13' and sys_platform == 'emscripten'", - "python_full_version < '3.13' and sys_platform != 'emscripten' and sys_platform != 'win32'", + "python_full_version >= '3.14'", + "python_full_version == '3.13.*'", + "python_full_version < '3.13'", ] [[package]] @@ -303,39 +297,6 @@ wheels = [ { url = "https://files.pythonhosted.org/packages/48/ef/0c2f4a8e31018a986949d34a01115dd057bf536905dca38897bacd21fac3/cryptography-46.0.5-cp38-abi3-win_amd64.whl", hash = "sha256:556e106ee01aa13484ce9b0239bca667be5004efb0aabbed28d353df86445595", size = 3467050, upload-time = "2026-02-10T19:18:18.899Z" }, ] -[[package]] -name = "curl-cffi" -version = "0.15.0" -source = { registry = "https://pypi.org/simple" } -dependencies = [ - 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