investbrain/app/Models/Holding.php

<?php

declare(strict_types=1);

namespace App\Models;

use App\Traits\HasMarketData;
use Illuminate\Database\Eloquent\Concerns\HasUuids;
use Illuminate\Database\Eloquent\Factories\HasFactory;
use Illuminate\Database\Eloquent\Model;
use Illuminate\Support\Arr;
use Illuminate\Support\Collection;
use Illuminate\Support\Facades\DB;

class Holding extends Model
{
    use HasFactory;
    use HasMarketData;
    use HasUuids;

    protected $fillable = [
        'portfolio_id',
        'symbol',
        'quantity',
        'average_cost_basis',
        'total_cost_basis',
        'realized_gain_dollars',
        'dividends_earned',
        'splits_synced_at',
        'reinvest_dividends',
    ];

    protected $casts = [
        'reinvest_dividends' => 'boolean',
        'splits_synced_at' => 'datetime',
        'first_transaction_date' => 'datetime',
        'quantity' => 'float',
        'average_cost_basis' => 'float',
        'total_cost_basis' => 'float',
        'realized_gain_dollars' => 'float',
        'dividends_earned' => 'float',
        'total_gain_dollars' => 'float',
        'market_gain_dollars' => 'float',
        'total_market_value' => 'float',
        'total_dividends_earned' => 'float',
        'market_data_market_value' => 'float',
        'market_data_fifty_two_week_low' => 'float',
        'market_data_fifty_two_week_high' => 'float',
        'market_gain_percent' => 'float',
    ];

    /**
     * Related transactions for holding
     *
     * @return void
     */
    public function transactions()
    {
        return $this->hasManyThrough(Transaction::class, Portfolio::class, 'id', 'portfolio_id', 'portfolio_id', 'id')->orderBy('date', 'DESC');
    }

    /**
     * Related dividends for holding
     *
     * @return void
     */
    public function dividends()
    {
        return $this->hasMany(Dividend::class, 'symbol', 'symbol')
            ->select(['dividends.symbol', 'dividends.date', 'dividends.dividend_amount', 'dividends.dividend_amount_base'])
            ->selectRaw("SUM(
                    CASE WHEN transaction_type = 'BUY'
                        AND transactions.symbol = dividends.symbol
                        AND transactions.portfolio_id = '$this->portfolio_id'
                        AND date(dividends.date) >= date(transactions.date)
                    THEN transactions.quantity
                    ELSE 0 END
                ) AS purchased")
            ->selectRaw("SUM(
                    CASE WHEN transaction_type = 'SELL'
                        AND transactions.symbol = dividends.symbol
                        AND transactions.portfolio_id = '$this->portfolio_id'
                        AND date(dividends.date) >= date(transactions.date)
                    THEN transactions.quantity
                    ELSE 0 END
                ) AS sold")
            ->selectRaw("SUM(
                    (CASE WHEN transaction_type = 'BUY'
                        AND transactions.symbol = dividends.symbol
                        AND transactions.portfolio_id = '$this->portfolio_id'
                        AND date(transactions.date) <= date(dividends.date)
                        THEN transactions.quantity ELSE 0 END
                    - CASE WHEN transaction_type = 'SELL'
                        AND transactions.symbol = dividends.symbol
                        AND transactions.portfolio_id = '$this->portfolio_id'
                        AND date(transactions.date) <= date(dividends.date)
                        THEN transactions.quantity ELSE 0 END)
                    * dividends.dividend_amount
                ) AS total_received")
            ->selectRaw("SUM(
                (CASE WHEN transaction_type = 'BUY'
                    AND transactions.symbol = dividends.symbol
                    AND transactions.portfolio_id = '$this->portfolio_id'
                    AND date(transactions.date) <= date(dividends.date)
                    THEN transactions.quantity ELSE 0 END
                - CASE WHEN transaction_type = 'SELL'
                    AND transactions.symbol = dividends.symbol
                    AND transactions.portfolio_id = '$this->portfolio_id'
                    AND date(transactions.date) <= date(dividends.date)
                    THEN transactions.quantity ELSE 0 END)
                * dividends.dividend_amount_base
            ) AS total_received_base")
            ->join('transactions', 'transactions.symbol', 'dividends.symbol')
            ->groupBy(['dividends.symbol', 'dividends.date', 'dividends.dividend_amount', 'dividends.dividend_amount_base'])
            ->orderBy('dividends.date', 'DESC')
            ->where('dividends.date', '>=', function ($query) {
                $query->selectRaw('min(transactions.date)')
                    ->from('transactions')
                    ->whereRaw("transactions.portfolio_id = '$this->portfolio_id'")
                    ->whereRaw("transactions.symbol = '$this->symbol'");
            })
            ->havingRaw("SUM(
                (CASE 
                    WHEN transaction_type = 'BUY'
                    AND transactions.symbol = dividends.symbol
                    AND transactions.portfolio_id = '$this->portfolio_id'
                    AND transactions.date <= dividends.date
                THEN transactions.quantity 
                ELSE 0 
                END)
                - 
                (CASE 
                    WHEN transaction_type = 'SELL'
                    AND transactions.symbol = dividends.symbol
                    AND transactions.portfolio_id = '$this->portfolio_id'
                    AND transactions.date <= dividends.date
                THEN transactions.quantity 
                ELSE 0 
                END)
            ) * dividends.dividend_amount_base > 0");
    }

    /**
     * Related portfolio for holding
     *
     * @return void
     */
    public function portfolio()
    {
        return $this->belongsTo(Portfolio::class);
    }

    /**
     * Related splits for holding
     *
     * @return void
     */
    public function splits()
    {
        return $this->hasMany(Split::class, 'symbol', 'symbol')
            ->orderBy('date', 'DESC');
    }

    /**
     * Related chats for holding
     *
     * @return void
     */
    public function chats()
    {
        return $this->morphMany(AiChat::class, 'chatable')->where('user_id', auth()->user()->id);
    }

    public function scopeWithMarketData($query)
    {
        return $query->withAggregate('market_data', 'name')
            ->withAggregate('market_data', 'market_value')
            ->withAggregate('market_data', 'market_value_base')
            ->withAggregate('market_data', 'fifty_two_week_low')
            ->withAggregate('market_data', 'fifty_two_week_high')
            ->withAggregate('market_data', 'updated_at')
            ->join('market_data', 'holdings.symbol', 'market_data.symbol');
    }

    /**
     * Calculate performance for holding in its local currency
     */
    public function scopeWithPerformance($query)
    {
        return $query->selectRaw('COALESCE(market_data.market_value * holdings.quantity, 0) AS total_market_value')
            ->selectRaw('COALESCE((market_data.market_value - holdings.average_cost_basis) * holdings.quantity, 0) AS market_gain_dollars')
            ->selectRaw('COALESCE(((market_data.market_value - holdings.average_cost_basis) / NULLIF(holdings.average_cost_basis, 0)) * 100, 0) AS market_gain_percent');
    }

    public function scopePortfolio($query, $portfolio)
    {
        return $query->where('holdings.portfolio_id', $portfolio);
    }

    public function scopeSymbol($query, $symbol)
    {
        return $query->where('holdings.symbol', $symbol);
    }

    public function scopeWithoutWishlists($query)
    {
        return $query->whereHas('portfolio', function ($query) {
            $query->where('portfolios.wishlist', 0);
        });
    }

    public function scopeMyHoldings($query, $userId = null)
    {
        return $query->whereHas('portfolio', function ($query) use ($userId) {
            $query->whereRelation('users', 'id', $userId ?? auth()->user()->id);
        });
    }

    /**
     * Scope which returns collection of performance metrics for holdings
     *
     * @param  string  $currency  Allows casting to specified currency
     */
    public function scopeGetPortfolioMetrics($query, $currency = null): Collection
    {
        $result = $query->withPortfolioMetrics($currency)->get();

        return collect([
            'total_cost_basis' => $result->sum('total_cost_basis'),
            'total_market_value' => $result->sum('total_market_value'),
            'total_gain_dollars' => $result->sum('total_gain_dollars'),
            'realized_gain_dollars' => $result->sum('realized_gain_dollars'),
            'total_dividends_earned' => $result->sum('total_dividends_earned'),
        ]);
    }

    /**
     * Scope to collect performance metrics for holdings
     *
     * @param  string  $currency  Allows casting to specified currency
     */
    public function scopeWithPortfolioMetrics($query, $currency = null): mixed
    {
        $currency = $currency ?? auth()->user()->getCurrency();

        return $query->select([
            'holdings.symbol',
            'holdings.portfolio_id',
            'transactions_display.total_cost_basis',
            'transactions_display.realized_gain_dollars',
            'dividends_display.total_dividends_earned',
        ])
            ->groupBy([
                'holdings.symbol',
                'holdings.quantity',
                'holdings.portfolio_id',
                'cr.rate',
                'transactions_display.total_cost_basis',
                'transactions_display.realized_gain_dollars',
                'dividends_display.total_dividends_earned',
                'market_data.market_value_base',
            ])
            ->leftJoin('currency_rates as cr', function ($join) use ($currency) {
                $join->where('cr.currency', '=', $currency);

                if (config('database.default') === 'sqlite') {

                    $join->whereRaw("strftime('%Y-%m-%d', cr.date) = ?", [now()->toDateString()]);
                } else {

                    $join->on('cr.date', '=', DB::raw("'".now()->toDateString()."'"));
                }
            })
            ->leftJoin('market_data', function ($join) {
                $join->on('market_data.symbol', '=', 'holdings.symbol');
            })
            ->selectRaw(
                'holdings.quantity * market_data.market_value_base * COALESCE(cr.rate, 1) AS total_market_value'
            )
            ->selectRaw('(
                holdings.quantity * market_data.market_value_base * COALESCE(cr.rate, 1)
                ) - transactions_display.total_cost_basis as total_gain_dollars')
            ->leftJoinSub(
                DB::table('transactions')
                    ->leftJoin('currency_rates as cr', function ($join) use ($currency) {
                        $join->on('cr.date', '=', 'transactions.date')
                            ->where('cr.currency', '=', $currency);
                    })
                    ->select(['transactions.symbol', 'transactions.portfolio_id'])
                    ->leftJoinSub(
                        DB::table('transactions')
                            ->leftJoin('currency_rates as cr', function ($join) use ($currency) {
                                $join
                                    ->on('cr.date', '=', 'transactions.date')
                                    ->where('cr.currency', '=', $currency);
                            })
                            ->select([
                                'transactions.symbol',
                                'transactions.portfolio_id',
                                'transactions.quantity',
                                'transactions.date',
                            ])
                            ->selectRaw(
                                "(CASE
                                        WHEN 
                                            transactions.transaction_type = 'BUY'
                                            OR SUM(transactions.cost_basis_base) = 0
                                        THEN 
                                            COALESCE(cr.rate, 1)
                                        ELSE (
                                            SELECT
                                                SUM(COALESCE(cr2.rate, 1) * buy.cost_basis_base)
                                                / SUM(buy.cost_basis_base)
                                            FROM transactions as buy
                                            LEFT JOIN currency_rates as cr2
                                                ON cr2.date = buy.date
                                                AND cr2.currency = '{$currency}'
                                            WHERE buy.symbol = transactions.symbol
                                                AND buy.portfolio_id = transactions.portfolio_id
                                                AND buy.transaction_type = 'BUY'
                                                AND buy.date <= transactions.date
                                        ) END)
                                        AS rate"
                            )
                            ->selectRaw(
                                "CASE
                                    WHEN transactions.transaction_type = 'BUY'
                                    THEN transactions.quantity
                                    ELSE -transactions.quantity
                                END
                                AS remaining_quantity"
                            )
                            ->groupBy([
                                'transactions.symbol',
                                'transactions.date',
                                'transactions.portfolio_id',
                                'transactions.transaction_type',
                                'transactions.quantity',
                                'cr.rate',
                            ]), 'cost_basis_display', function ($join) {
                                $join->on('transactions.symbol', '=', 'cost_basis_display.symbol')
                                    ->on('transactions.portfolio_id', '=', 'cost_basis_display.portfolio_id')
                                    ->on('transactions.date', '=', 'cost_basis_display.date');
                            })
                    ->selectRaw(
                        "SUM(CASE WHEN transactions.transaction_type = 'SELL' THEN (transactions.sale_price_base - transactions.cost_basis_base) * transactions.quantity * COALESCE(cr.rate, 1) ELSE 0 END) AS realized_gain_dollars"
                    )
                    ->selectRaw(
                        "SUM(CASE WHEN transactions.transaction_type = 'BUY' THEN transactions.cost_basis_base * transactions.quantity * cost_basis_display.rate END) / SUM(CASE WHEN transactions.transaction_type = 'BUY' THEN transactions.quantity END) * SUM(cost_basis_display.remaining_quantity) AS total_cost_basis"
                    )
                    ->groupBy(['transactions.symbol', 'transactions.portfolio_id']),
                'transactions_display',
                function ($join) {
                    $join->on('holdings.symbol', '=', 'transactions_display.symbol')
                        ->on('holdings.portfolio_id', '=', 'transactions_display.portfolio_id');
                }
            )
            ->leftJoinSub(
                DB::table('dividends')
                    ->join('transactions as tx', function ($join) {
                        $join->on('tx.symbol', '=', 'dividends.symbol')
                            ->on('tx.date', '<=', 'dividends.date');
                    })
                    ->leftJoin('currency_rates as cr', function ($join) use ($currency) {
                        $join->on('cr.date', '=', 'dividends.date')
                            ->where('cr.currency', '=', $currency);
                    })
                    ->select(['dividends.symbol'])
                    ->selectRaw(
                        "SUM(((CASE WHEN transaction_type = 'BUY' THEN tx.quantity ELSE 0 END) - (CASE WHEN transaction_type = 'SELL' THEN tx.quantity ELSE 0 END)) * dividends.dividend_amount_base * COALESCE(cr.rate, 1)) AS total_dividends_earned"
                    )
                    ->groupBy(['dividends.symbol']),
                'dividends_display',
                function ($join) {
                    $join->on('holdings.symbol', '=', 'dividends_display.symbol');
                }
            );
    }

    public function syncTransactionsAndDividends()
    {
        // pull existing transaction data
        $query = Transaction::where([
            'portfolio_id' => $this->portfolio_id,
            'transactions.symbol' => $this->symbol,
        ])->selectRaw("SUM(CASE WHEN transaction_type = 'BUY' THEN quantity ELSE 0 END) AS qty_purchases")
            ->selectRaw("SUM(CASE WHEN transaction_type = 'SELL' THEN quantity ELSE 0 END) AS qty_sales")
            ->selectRaw("SUM(CASE WHEN transaction_type = 'SELL' THEN (sale_price - cost_basis) * quantity ELSE 0 END) AS realized_gain_dollars")
            ->selectRaw("SUM(CASE WHEN transaction_type = 'BUY' THEN (quantity * cost_basis) ELSE 0 END) AS total_cost_basis")
            ->first();

        $total_quantity = round($query->qty_purchases - $query->qty_sales, 4);

        $average_cost_basis = (
            $query->qty_purchases > 0
            && $total_quantity > 0
        ) ? $query->total_cost_basis / $query->qty_purchases
        : 0;

        // update holding
        $this->fill([
            'quantity' => $total_quantity,
            'average_cost_basis' => $average_cost_basis,
            'total_cost_basis' => $total_quantity * $average_cost_basis,
            'realized_gain_dollars' => $query->realized_gain_dollars ?? 0,
            'dividends_earned' => $this->dividends->sum('total_received'),
        ]);

        $this->save();
    }

    public function qtyOwned(?\Illuminate\Support\Carbon $date = null)
    {
        if ($date == null) {
            $date = now();
        }

        $transactions = $this->transactions->where('date', '<=', $date);

        $purchases = $transactions->where('transaction_type', 'BUY')->sum('quantity');

        $sales = $transactions->where('transaction_type', 'SELL')->sum('quantity');

        return $purchases - $sales;
    }

    /**
     * Method that enables calculating daily performance for a given holding
     *
     * @return void
     */
    public function dailyPerformance(
        ?\Illuminate\Support\Carbon $start_date = null,
        ?\Illuminate\Support\Carbon $end_date = null,
    ) {
        if ($start_date == null) {
            $start_date = now();
        }
        if ($end_date == null) {
            $end_date = now();
        }

        // MySQL default interval
        $date_interval = 'DATE_ADD(date, INTERVAL 1 DAY)';
        $castNumberType = 'decimal';

        // Use SQLite interval grammar
        if (config('database.default') === 'sqlite') {

            $date_interval = "date(date, '+1 day')";
        }

        // Default CTE time series query (for MySQL and SQLite)
        $timeSeriesQuery = DB::table(DB::raw("(
            WITH RECURSIVE date_series AS (
                SELECT '{$start_date->toDateString()}' AS date
                UNION ALL
                SELECT $date_interval
                FROM date_series
                WHERE date < '{$end_date->toDateString()}'
            )
            SELECT date_series.date
            FROM date_series
        ) as date_series"));

        // PGSql time series query
        if (config('database.default') === 'pgsql') {

            $timeSeriesQuery = DB::table(DB::raw("
                generate_series(
                    date '{$start_date->toDateString()}', 
                    date '{$end_date->toDateString()}', 
                    interval '1 day'
                ) as date_series"));

            $castNumberType = 'numeric';
        }

        // Set MySQL-like query CTE max iterations
        if (config('database.default') === 'mysql') {

            // MySQL default
            $max_recursion_var_name = 'cte_max_recursion_depth';

            // Determine if running MySQL or MariaDB
            $versionString = Arr::get(
                DB::select('SELECT VERSION() as version;'),
                '0', new \stdClass
            )->version;
            if (stripos($versionString, 'MariaDB') !== false) {
                $max_recursion_var_name = 'max_recursive_iterations'; // Must be MariaDB
            }

            DB::statement("SET $max_recursion_var_name=1000000;");
        }

        // Extracted query for counting QTY owned
        $quantityQuery = "ROUND(CAST(COALESCE(
            SUM(CASE WHEN transactions.transaction_type = 'BUY' THEN transactions.quantity ELSE 0 END) 
            - SUM(CASE WHEN transactions.transaction_type = 'SELL' THEN transactions.quantity ELSE 0 END),
            0
        ) AS {$castNumberType}), 3)";

        return $timeSeriesQuery
            ->select([
                'date_series.date',
                DB::raw("
                    {$quantityQuery} AS owned
                "),
                DB::raw("
                    CASE
                        WHEN ({$quantityQuery}) = 0 THEN 0
                        ELSE SUM(CASE
                            WHEN transactions.transaction_type = 'BUY' THEN transactions.quantity * transactions.cost_basis_base
                            ELSE 0
                        END)
                    END AS cost_basis
                "),
                DB::raw("COALESCE(SUM(CASE WHEN transaction_type = 'SELL' THEN ((sale_price_base - cost_basis_base) * quantity) ELSE 0 END), 0) AS realized_gains"),
            ])
            ->leftJoin('transactions', function ($join) {
                $join->on(DB::raw('DATE(transactions.date)'), '<=', 'date_series.date')
                    ->where('transactions.symbol', '=', $this->symbol)
                    ->where('transactions.portfolio_id', '=', $this->portfolio_id);
            })
            ->groupBy('date_series.date')
            ->orderBy('date_series.date')
            ->get()
            ->keyBy('date');
    }

    public function getFormattedTransactions()
    {
        $formattedTransactions = '';
        foreach ($this->transactions->sortByDesc('date') as $transaction) {
            $formattedTransactions .= ' * '.$transaction->date->toDateString()
                                    .' '.$transaction->transaction_type
                                    .' '.$transaction->quantity
                                    .' @ '.$transaction->cost_basis
                                    ." each \n\n";
        }

        return $formattedTransactions;
    }
}