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workaround for missing close value in market history data

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hackerESQ
2024-09-22 22:20:47 -05:00
parent dc1042e736
commit d0fbf44fa0
1 changed files with 31 additions and 14 deletions
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app/Models/Portfolio.php
+30 -13
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@@ -3,6 +3,7 @@
namespace App\Models; namespace App\Models;
use Illuminate\Support\Arr; use Illuminate\Support\Arr;
use Illuminate\Support\Carbon;
use Illuminate\Support\Facades\DB; use Illuminate\Support\Facades\DB;
use Illuminate\Database\Eloquent\Model; use Illuminate\Database\Eloquent\Model;
use App\Interfaces\MarketData\MarketDataInterface; use App\Interfaces\MarketData\MarketDataInterface;
@@ -110,36 +111,35 @@ class Portfolio extends Model
$holding->setRelation('dividends', $dividends->where('symbol', $holding->symbol)); $holding->setRelation('dividends', $dividends->where('symbol', $holding->symbol));
$all_history = app(MarketDataInterface::class)->history($holding->symbol, $holding->first_transaction_date, now());
$daily_performance = $holding->dailyPerformance($holding->first_transaction_date, now()); $daily_performance = $holding->dailyPerformance($holding->first_transaction_date, now());
$dividends = $holding->dividends->keyBy(function ($dividend, $key) { $dividends = $holding->dividends->keyBy(function ($dividend, $key) {
return $dividend['date']->format('Y-m-d'); return $dividend['date']->format('Y-m-d');
}); });
$all_history = app(MarketDataInterface::class)->history($holding->symbol, $holding->first_transaction_date, now());
$dividends_earned = 0; $dividends_earned = 0;
$daily = []; $daily = [];
$all_history->sortBy('date')->each(function ($history, $date) use ($daily_performance, $dividends, &$daily, &$dividends_earned) { $daily_performance->each(function ($performance, $date) use ($all_history, $dividends, &$daily, &$dividends_earned) {
$close = Arr::get($history, 'close', 0); $close = $this->getMostRecentCloseData($all_history, $date);
$total_market_value = $daily_performance->get($date)->owned * $close;
$dividends_earned += $daily_performance->get($date)->owned * ($dividends->get($date)?->dividend_amount ?? 0); $total_market_value = $performance->owned * $close;
$dividends_earned += $performance->owned * ($dividends->get($date)?->dividend_amount ?? 0);
$daily[$date] = [ $daily[$date] = [
'date' => $date, 'date' => $date,
'portfolio_id' => $this->id, 'portfolio_id' => $this->id,
'total_market_value' => $total_market_value, 'total_market_value' => $total_market_value,
'total_cost_basis' => $daily_performance->get($date)->cost_basis, 'total_cost_basis' => $performance->cost_basis,
'total_gain' => $total_market_value - $daily_performance->get($date)->cost_basis, 'total_gain' => $total_market_value - $performance->cost_basis,
'realized_gains' => $daily_performance->get($date)->realized_gains, 'realized_gains' => $performance->realized_gains,
'total_dividends_earned' => $dividends_earned 'total_dividends_earned' => $dividends_earned
]; ];
}); });
foreach ($daily as $date => $performance) { foreach ($daily as $date => $performance) {
if (!isset($total_performance[$date])) { if (Arr::get($total_performance, $date) == null) {
$total_performance[$date] = $performance; $total_performance[$date] = $performance;
@@ -162,4 +162,21 @@ class Portfolio extends Model
}); });
} }
} }
protected function getMostRecentCloseData($history, $date, $i = 0, $max_attempts = 5)
{
$close = Arr::get($history, "$date.close", 0);
if (!$close && $i < $max_attempts) {
$i++;
$date = Carbon::parse($date)->subDay()->format('Y-m-d');
return $this->getMostRecentCloseData($history, $date, $i);
}
return $close;
}
} }