205 compare jaws against indices on portfolioview (#236)

* NavBar: make links use a tag

* Add endpoint to get portfolio historyu

* Fix handleResult so it doesn't nest errors 3 levels

* portfolioHistory: Make timestamps to ISO strings

* Add params to getPortfolioHistory endpoint

* Add very naive calculatePNL

* WIP fix test

* PNL: Add support for sales split into TP/SL

* Portfolio: Add cash box; refactor

* Add calculateNAV util

* NavBar: use AccountStore instead of AccountContext

* Replace NAV calculation with correct one

* WIP on trigger-calculate-nav

* calculateNAV: Improve tests, add info; update variable names

* Add getDateString helper to get YYYY-MM-DD string from any date

* Add trigger-calculate-nav endpoint

* add endpoint to get daily stats

* Rename api/nav -> api/daily-stats, cleanup

* BackendService: Add getDailyStats func

* Rename trigger nav -> daily-stats

* calculatePNL.test: remove empty arrow function

fixes build error

src/components/organisms/Navbar.tsx

@@ -1,14 +1,13 @@
 import { signInWithGoogle } from "@jaws/auth/firestoreAuth";
 import { getToday } from "@jaws/lib/helpers";
-import { AccountContext } from "@jaws/store/account/accountContext";
+import { useAccountStore } from "@jaws/store/account/accountContext";
 import { User } from "@jaws/store/account/accountStore";
 import { Theme } from "@jaws/styles/themes";
 import { setCookies } from "cookies-next";
 import Link from "next/link";
 import { useRouter } from "next/router";
-import { useContext, useEffect, useState } from "react";
+import { useEffect, useState } from "react";
 import styled, { css } from "styled-components";
-import { useStore } from "zustand";
 import Button from "../atoms/buttons/Button";
 
 const NavBarContainer = styled.div`
@@ -44,15 +43,17 @@ const LinksContainer = styled.div`
   gap: 15px;
 `;
 
-const NavBarItem = styled.div`
+const NavBarItem = styled.a`
   display: flex;
   align-items: center;
   justify-content: center;
   height: 100%;
   cursor: pointer;
+  text-decoration: none;
   :hover {
     color: ${({ theme }) => theme.palette.actionHover.text};
     transform: scale(1.05);
+    text-decoration: none;
   }
   ${({ active }: { active: boolean }) =>
     active &&
@@ -74,10 +75,7 @@ const Navbar = () => {
     setPathName(router.pathname);
   }, [router]);
 
-  const store = useContext(AccountContext);
-  if (!store) throw new Error("Missing AccountContext.Provider in the tree");
-  const [isLoggedIn, setIsLoggedIn, setUser, logoutUser] = useStore(
-    store,
+  const [isLoggedIn, setIsLoggedIn, setUser, logoutUser] = useAccountStore(
     (state) => [
       state.isLoggedIn,
       state.setIsLoggedIn,
@@ -103,21 +101,15 @@ const Navbar = () => {
         <LogoContainer />
       </Link>
       <LinksContainer>
-        <Link href={`/daily-runs/${today}`}>
-          <NavBarItem
-            active={
-              pathName === "/daily-runs" ||
-              pathName === "/daily-runs/[date]" ||
-              pathName === "/daily-runs/[date]/[time]"
-            }
-          >
+        <Link href={`/daily-runs/${today}`} passHref>
+          <NavBarItem active={pathName.startsWith("/daily-runs")}>
             Todays run
           </NavBarItem>
         </Link>
-        <Link href="/orders">
+        <Link href="/orders" passHref>
           <NavBarItem active={pathName === "/orders"}>All orders</NavBarItem>
         </Link>
-        <Link href="/portfolio">
+        <Link href="/portfolio" passHref>
           <NavBarItem active={pathName === "/portfolio"}>Portfolio</NavBarItem>
         </Link>
       </LinksContainer>

src/components/organisms/WidgetGrid.tsx

@@ -3,7 +3,7 @@ import styled from "styled-components";
 
 const GridContainer = styled.div`
   display: grid;
-  grid-template-columns: repeat(4, 1fr);
+  grid-template-columns: repeat(5, 1fr);
   gap: 10px;
 `;
 

src/db/dailyStatsEntity.ts

@@ -0,0 +1,34 @@
+import { db } from "@jaws/services/firestoreService";
+import { DailyStats } from "./dailyStatsMeta";
+export async function getDailyStats({
+  startDate,
+  endDate,
+  accountId,
+}: {
+  /** Format: YYYY-MM-DD (inclusive) */
+  startDate: string;
+  /** Format: YYYY-MM-DD (inclusive) */
+  endDate: string;
+  accountId: string;
+}) {
+  return (
+    await db
+      .collection("daily-stats")
+      .where("accountId", "==", accountId)
+      .where("date", ">=", startDate)
+      .where("date", "<=", endDate)
+      .orderBy("date", "asc")
+      .get()
+  ).docs.map((doc) => doc.data()) as DailyStats[];
+}
+
+export async function upsertDailyStats(stats: DailyStats) {
+  return db
+    .collection("daily-stats")
+    .doc(generateDocId(stats.accountId, stats.date))
+    .set(stats);
+}
+
+function generateDocId(accountId: string, date: string) {
+  return `${date.replace(/-/g, "")}-${accountId}`;
+}

src/db/dailyStatsMeta.ts

@@ -0,0 +1,11 @@
+export interface DailyStats {
+  accountId: string;
+  nav: number;
+  shares: number;
+  date: string;
+  /**
+   * TODO: Remove when not needed anymore :)
+   * @deprecated don't rely on this for anything
+   */
+  debugInfo?: Record<string, any>;
+}

src/lib/helpers.ts

@@ -8,6 +8,21 @@ function addZero(value: number) {
   return value < 10 ? `0${value}` : value;
 }
 
+export const getDateString = ({
+  date,
+  withDashes,
+}: {
+  date: Date;
+  withDashes: boolean;
+}) => {
+  const day = date.getDate();
+  const month = date.getMonth() + 1;
+
+  return [date.getFullYear(), addZero(month), addZero(day)].join(
+    withDashes ? "-" : "",
+  );
+};
+
 export const getToday = () => {
   const now = new Date();
   const nowDate = now.getDate();

src/lib/hooks/useGetTableData.ts

@@ -2,6 +2,7 @@ import { ExtendedTradesDataType, TRADE_STATUS } from "@jaws/db/tradesMeta";
 import {
   getAccountAssets,
   getAccountCashBalance,
+  getAccountEquity,
   getJawsPortfolio,
   getMovingAverages,
 } from "@jaws/services/backendService";
@@ -35,15 +36,17 @@ export const useGetTableData = () => {
     investedValue: number;
     marketValue: number;
     totalPortfolioValue: number;
+    cashBalance: number;
   }>({} as any);
 
   useEffect(() => {
     Promise.all([
       getAccountAssets(),
       getAccountCashBalance(),
       getJawsPortfolio(),
+      getAccountEquity(),
     ])
-      .then(async ([assetsResult, balance, trades]) => {
+      .then(async ([assetsResult, cashBalance, trades, equity]) => {
         const assets = assetsResult.assets;
 
         const movingAverages = await getMovingAverages(
@@ -62,12 +65,16 @@ export const useGetTableData = () => {
         }[];
 
         const tableData = convertToTableData({
-          assets,
-          balance,
+          equity,
           data: sortedData,
         });
 
-        setData(tableData);
+        setData({
+          assets: tableData,
+          cashBalance,
+          totalPortfolioValue: equity,
+          ...calculateAssetValues(assets),
+        });
         setFetchStatus("ok");
       })
       .catch(console.error);
@@ -77,36 +84,16 @@ export const useGetTableData = () => {
 };
 
 function convertToTableData({
-  assets,
-  balance,
+  equity,
   data,
 }: {
-  assets: RawPosition[];
-  balance: number;
+  equity: number;
   data: {
     trade: ExtendedTradesDataType;
     movingAvg: number;
     alpacaAsset: RawPosition;
   }[];
-}): {
-  marketValue: number;
-  investedValue: number;
-  assets: PortfolioTableAsset[];
-  totalPortfolioValue: number;
-} {
-  const investedValue = assets.reduce(
-    (sum: number, { cost_basis }) => sum + parseFloat(cost_basis),
-    0,
-  );
-
-  const marketValue: number = assets.reduce(
-    (sum: number, { market_value }) =>
-      sum + (market_value ? parseFloat(market_value) : 0),
-    0,
-  );
-
-  const totalPortfolioValue = balance + marketValue;
-
+}): PortfolioTableAsset[] {
   const extendedAssets: PortfolioTableAsset[] = data.map(
     ({ trade, alpacaAsset, movingAvg }) => {
       tradeHasRequiredData(trade);
@@ -123,7 +110,7 @@ function convertToTableData({
         trade,
         currentPrice,
         movingAvg,
-        totalAssets: totalPortfolioValue,
+        totalAssets: equity,
       });
 
       const stopLossType = [
@@ -134,8 +121,7 @@ function convertToTableData({
 
       return {
         ...trade,
-        percentOfTotalAssets:
-          ((avgEntryPrice * trade.quantity) / totalPortfolioValue) * 100,
+        percentOfTotalAssets: ((avgEntryPrice * trade.quantity) / equity) * 100,
         changeSinceEntry: (currentPrice - avgEntryPrice) / avgEntryPrice,
         value: trade.quantity * currentPrice,
         currentPrice,
@@ -151,10 +137,23 @@ function convertToTableData({
     },
   );
 
-  return {
-    investedValue,
-    marketValue,
-    assets: extendedAssets,
-    totalPortfolioValue,
-  };
+  return extendedAssets;
+}
+
+function calculateAssetValues(assets: RawPosition[]): {
+  investedValue: number;
+  marketValue: number;
+} {
+  const investedValue = assets.reduce(
+    (sum: number, { cost_basis }) => sum + parseFloat(cost_basis),
+    0,
+  );
+
+  const marketValue: number = assets.reduce(
+    (sum: number, { market_value }) =>
+      sum + (market_value ? parseFloat(market_value) : 0),
+    0,
+  );
+
+  return { investedValue, marketValue };
 }

src/lib/navHandler.ts

@@ -0,0 +1,80 @@
+import { getDailyStats, upsertDailyStats } from "@jaws/db/dailyStatsEntity";
+import { RawActivity } from "@jaws/services/alpacaMeta";
+import * as alpacaService from "@jaws/services/alpacaService";
+import { calculateNAV } from "@jaws/util/calculateNAV";
+import { getDateString, getTodayWithDashes, ONE_DAY_IN_MS } from "./helpers";
+
+export type DayDateString = ``;
+
+export const calculateTodaysNAV = async (accountId: string) => {
+  const todayDate = getTodayWithDashes();
+  const yesterdaysDate = getDateString({
+    date: new Date(Number(new Date(todayDate)) - ONE_DAY_IN_MS),
+    withDashes: true,
+  });
+
+  const [equity, cashActivities, [{ debugInfo, ...yesterdayStats }]] =
+    await Promise.all([
+      alpacaService.getEquity(),
+      alpacaService.getAccountActivities({
+        activity_type: "TRANS",
+        date: todayDate,
+      }),
+      getDailyStats({
+        startDate: yesterdaysDate,
+        endDate: yesterdaysDate,
+        accountId,
+      }),
+    ]);
+
+  isNonTradeActivities(cashActivities);
+
+  const netDeposits = cashActivities
+    .filter((ct) => ct.status !== "canceled")
+    .reduce((sum, ct) => sum + parseFloat(ct.net_amount), 0);
+
+  const NAV = calculateNAV({
+    numShares: yesterdayStats.shares,
+    equity: parseFloat(equity),
+    netDeposits,
+  });
+
+  return {
+    equity,
+    cashActivities,
+    netDeposits,
+    yesterdayStats,
+    ...NAV,
+    todayDate,
+    yesterdaysDate,
+  };
+};
+
+export const saveTodaysNAV = async () => {
+  // TODO: Do for all accounts
+  const {
+    NAV: nav,
+    todayDate: date,
+    newNumShares: shares,
+    ...debugInfo
+  } = await calculateTodaysNAV("hejare");
+
+  await upsertDailyStats({
+    nav,
+    accountId: "hejare",
+    date,
+    shares,
+    /** TODO: Remove when not needed anymore :) */
+    debugInfo,
+  });
+
+  return { nav, date, shares, ...debugInfo };
+};
+
+function isNonTradeActivities(
+  activities: RawActivity[],
+): asserts activities is (RawActivity & { net_amount: string })[] {
+  if (!activities.every((a) => "net_amount" in a)) {
+    throw new TypeError("Found activity without net_amount");
+  }
+}

src/lib/tradesHandler.ts

@@ -376,7 +376,7 @@ export const triggerStopLossTakeProfit = async () => {
 
     const [newFilledTrades, balance] = await Promise.all([
       populateTradesData(filledTrades),
-      alpacaService.getPortfolioValue(),
+      alpacaService.getEquity(),
     ]);
 
     return performActions(newFilledTrades, parseFloat(balance));