hackerESQ
584 lines
23 KiB
PHP
584 lines
23 KiB
PHP
<?php
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declare(strict_types=1);
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namespace App\Models;
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use App\Traits\HasMarketData;
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use Illuminate\Database\Eloquent\Concerns\HasUuids;
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use Illuminate\Database\Eloquent\Factories\HasFactory;
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use Illuminate\Database\Eloquent\Model;
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use Illuminate\Database\Eloquent\Relations\MorphOne;
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use Illuminate\Support\Arr;
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use Illuminate\Support\Carbon;
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use Illuminate\Support\Collection;
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use Illuminate\Support\Facades\DB;
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class Holding extends Model
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{
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use HasFactory;
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use HasMarketData;
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use HasUuids;
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protected $fillable = [
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'portfolio_id',
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'symbol',
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'quantity',
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'average_cost_basis',
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'total_cost_basis',
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'realized_gain_dollars',
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'dividends_earned',
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'splits_synced_at',
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'reinvest_dividends',
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];
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protected $casts = [
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'reinvest_dividends' => 'boolean',
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'splits_synced_at' => 'datetime',
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'first_transaction_date' => 'datetime',
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'quantity' => 'float',
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'average_cost_basis' => 'float',
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'total_cost_basis' => 'float',
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'realized_gain_dollars' => 'float',
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'dividends_earned' => 'float',
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'total_market_gain_dollars' => 'float',
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'market_gain_dollars' => 'float',
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'total_market_value' => 'float',
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'total_dividends_earned' => 'float',
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'market_data_market_value' => 'float',
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'market_data_fifty_two_week_low' => 'float',
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'market_data_fifty_two_week_high' => 'float',
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'market_gain_percent' => 'float',
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];
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/**
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* Related transactions for holding
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*
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* @return void
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*/
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public function transactions()
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{
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return $this->hasManyThrough(Transaction::class, Portfolio::class, 'id', 'portfolio_id', 'portfolio_id', 'id')->orderBy('date', 'DESC');
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}
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/**
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* Related dividends for holding
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*
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* @return void
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*/
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public function dividends()
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{
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return $this->hasMany(Dividend::class, 'symbol', 'symbol')
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->select(['dividends.symbol', 'dividends.date', 'dividends.dividend_amount', 'dividends.dividend_amount_base'])
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->selectRaw("SUM(
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CASE WHEN transaction_type = 'BUY'
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AND transactions.symbol = dividends.symbol
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AND transactions.portfolio_id = '$this->portfolio_id'
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AND date(dividends.date) >= date(transactions.date)
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THEN transactions.quantity
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ELSE 0 END
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) AS purchased")
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->selectRaw("SUM(
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CASE WHEN transaction_type = 'SELL'
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AND transactions.symbol = dividends.symbol
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AND transactions.portfolio_id = '$this->portfolio_id'
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AND date(dividends.date) >= date(transactions.date)
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THEN transactions.quantity
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ELSE 0 END
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) AS sold")
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->selectRaw("SUM(
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(CASE WHEN transaction_type = 'BUY'
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AND transactions.symbol = dividends.symbol
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AND transactions.portfolio_id = '$this->portfolio_id'
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AND date(transactions.date) <= date(dividends.date)
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THEN transactions.quantity ELSE 0 END
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- CASE WHEN transaction_type = 'SELL'
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AND transactions.symbol = dividends.symbol
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AND transactions.portfolio_id = '$this->portfolio_id'
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AND date(transactions.date) <= date(dividends.date)
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THEN transactions.quantity ELSE 0 END)
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* dividends.dividend_amount
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) AS total_received")
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->selectRaw("SUM(
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(CASE WHEN transaction_type = 'BUY'
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AND transactions.symbol = dividends.symbol
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AND transactions.portfolio_id = '$this->portfolio_id'
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AND date(transactions.date) <= date(dividends.date)
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THEN transactions.quantity ELSE 0 END
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- CASE WHEN transaction_type = 'SELL'
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AND transactions.symbol = dividends.symbol
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AND transactions.portfolio_id = '$this->portfolio_id'
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AND date(transactions.date) <= date(dividends.date)
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THEN transactions.quantity ELSE 0 END)
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* dividends.dividend_amount_base
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) AS total_received_base")
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->join('transactions', 'transactions.symbol', 'dividends.symbol')
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->groupBy(['dividends.symbol', 'dividends.date', 'dividends.dividend_amount', 'dividends.dividend_amount_base'])
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->orderBy('dividends.date', 'DESC')
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->where('dividends.date', '>=', function ($query) {
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$query->selectRaw('min(transactions.date)')
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->from('transactions')
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->whereRaw("transactions.portfolio_id = '$this->portfolio_id'")
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->whereRaw("transactions.symbol = '$this->symbol'");
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})
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->havingRaw("SUM(
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(CASE
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WHEN transaction_type = 'BUY'
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AND transactions.symbol = dividends.symbol
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AND transactions.portfolio_id = '$this->portfolio_id'
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AND transactions.date <= dividends.date
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THEN transactions.quantity
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ELSE 0
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END)
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-
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(CASE
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WHEN transaction_type = 'SELL'
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AND transactions.symbol = dividends.symbol
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AND transactions.portfolio_id = '$this->portfolio_id'
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AND transactions.date <= dividends.date
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THEN transactions.quantity
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ELSE 0
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END)
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) * dividends.dividend_amount_base > 0");
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}
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/**
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* Related portfolio for holding
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*
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* @return void
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*/
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public function portfolio()
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{
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return $this->belongsTo(Portfolio::class);
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}
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/**
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* Related splits for holding
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*
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* @return void
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*/
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public function splits()
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{
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return $this->hasMany(Split::class, 'symbol', 'symbol')
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->orderBy('date', 'DESC');
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}
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public function chatWithConversation(): MorphOne
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{
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return $this->morphOne(ChatWithConversation::class, 'chatable')
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->where('user_id', auth()->id());
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}
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public function scopeWithMarketData($query)
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{
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return $query->withAggregate('market_data', 'name')
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->withAggregate('market_data', 'market_value')
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->withAggregate('market_data', 'market_value_base')
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->withAggregate('market_data', 'fifty_two_week_low')
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->withAggregate('market_data', 'fifty_two_week_high')
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->withAggregate('market_data', 'updated_at')
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->join('market_data', 'holdings.symbol', 'market_data.symbol');
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}
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/**
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* Calculate performance for holding in its local currency
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*/
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public function scopeWithPerformance($query)
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{
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return $query->selectRaw('COALESCE(market_data.market_value * holdings.quantity, 0) AS total_market_value')
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->selectRaw('COALESCE((market_data.market_value - holdings.average_cost_basis) * holdings.quantity, 0) AS market_gain_dollars')
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->selectRaw('COALESCE(((market_data.market_value - holdings.average_cost_basis) / NULLIF(holdings.average_cost_basis, 0)) * 100, 0) AS market_gain_percent');
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}
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public function scopePortfolio($query, $portfolio)
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{
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return $query->where('holdings.portfolio_id', $portfolio);
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}
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public function scopeSymbol($query, $symbol)
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{
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return $query->where('holdings.symbol', $symbol);
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}
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public function scopeWithoutWishlists($query)
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{
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return $query->whereHas('portfolio', function ($query) {
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$query->where('portfolios.wishlist', 0);
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});
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}
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public function scopeMyHoldings($query, $userId = null)
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{
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return $query->whereHas('portfolio', function ($query) use ($userId) {
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$query->whereRelation('users', 'id', $userId ?? auth()->user()->id);
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});
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}
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/**
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* Scope which returns collection of performance metrics for holdings
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*
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* @param string $currency Allows casting to specified currency
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*/
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public function scopeGetPortfolioMetrics($query, $currency = null): Collection
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{
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$result = $query->withPortfolioMetrics($currency)->get();
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return collect([
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'total_cost_basis' => $result->sum('total_cost_basis'),
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'total_market_value' => $result->sum('total_market_value'),
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'total_market_gain_dollars' => $result->sum('total_market_gain_dollars'),
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'realized_gain_dollars' => $result->sum('realized_gain_dollars'),
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'total_dividends_earned' => $result->sum('total_dividends_earned'),
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]);
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}
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/**
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* Scope to collect performance metrics for holdings
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*
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* @param string $currency Allows casting to specified currency
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*/
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public function scopeWithPortfolioMetrics($query, $currency = null): mixed
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{
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$currency = $currency ?? auth()->user()->getCurrency();
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$cost_basis_sub = DB::table('transactions')
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->leftJoin('currency_rates as cr', function ($join) use ($currency) {
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$join
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->on('cr.date', '=', 'transactions.date')
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->where('cr.currency', '=', $currency);
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})
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->select([
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'transactions.id',
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'transactions.symbol',
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'transactions.portfolio_id',
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])
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->leftJoinSub(
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DB::table('transactions')
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->leftJoin('currency_rates as cr', function ($join) use ($currency) {
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$join
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->on('cr.date', '=', 'transactions.date')
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->where('cr.currency', '=', $currency);
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})
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->select([
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'transactions.symbol',
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'transactions.portfolio_id',
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'transactions.quantity',
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'transactions.cost_basis_base',
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'transactions.date',
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])
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->selectRaw("
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(CASE
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WHEN
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transactions.transaction_type = 'BUY'
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OR SUM(transactions.cost_basis_base) = 0
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THEN
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COALESCE(cr.rate, 1)
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ELSE (
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SELECT
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SUM(COALESCE(cr2.rate, 1) * buy.cost_basis_base)
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/ SUM(buy.cost_basis_base)
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FROM transactions as buy
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LEFT JOIN currency_rates as cr2
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ON cr2.date = buy.date
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AND cr2.currency = '{$currency}'
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WHERE buy.symbol = transactions.symbol
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AND buy.portfolio_id = transactions.portfolio_id
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AND buy.transaction_type = 'BUY'
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AND buy.date <= transactions.date
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) END)
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AS rate")
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->groupBy([
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'transactions.id',
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'transactions.symbol',
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'transactions.date',
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'transactions.portfolio_id',
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'transactions.transaction_type',
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'transactions.cost_basis_base',
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'transactions.quantity',
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'cr.rate',
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]),
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'cost_basis_display',
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function ($join) {
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$join
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->on('transactions.symbol', '=', 'cost_basis_display.symbol')
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->on(
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'transactions.portfolio_id',
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'=',
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'cost_basis_display.portfolio_id'
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)
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->on('transactions.date', '=', 'cost_basis_display.date');
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}
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)
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->selectRaw(
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"CASE WHEN transactions.transaction_type = 'SELL' THEN (transactions.sale_price_base - transactions.cost_basis_base) * transactions.quantity * COALESCE(cr.rate, 1) END AS realized_gain_dollars"
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)
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->selectRaw(
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"CASE WHEN transactions.transaction_type = 'BUY' THEN transactions.cost_basis_base * transactions.quantity * cost_basis_display.rate END AS total_cost_basis"
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)
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->selectRaw(
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"CASE WHEN transactions.transaction_type = 'BUY' THEN transactions.quantity END AS total_purchases"
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)
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->groupBy([
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'transactions.id',
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'transactions.symbol',
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'transactions.portfolio_id',
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'transactions.cost_basis_base',
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'transactions.quantity',
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'cost_basis_display.rate',
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'cr.rate',
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]);
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$dividends_sub = DB::table('dividends')
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->join('transactions as tx', function ($join) {
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$join
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->on('tx.symbol', '=', 'dividends.symbol')
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->on('tx.date', '<=', 'dividends.date');
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})
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->leftJoin('currency_rates as cr', function ($join) use ($currency) {
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$join
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->on('cr.date', '=', 'dividends.date')
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->where('cr.currency', '=', $currency);
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})
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->select(['dividends.symbol', 'tx.portfolio_id'])
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->selectRaw(
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"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"
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)
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->groupBy(['dividends.symbol', 'tx.portfolio_id']);
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return $query->select([
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'holdings.symbol',
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'holdings.portfolio_id',
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'dividends_display.total_dividends_earned',
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])
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->groupBy([
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'holdings.symbol',
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'holdings.quantity',
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'holdings.portfolio_id',
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'cr.rate',
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'dividends_display.total_dividends_earned',
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'market_data.market_value_base',
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])
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->leftJoin('currency_rates as cr', function ($join) use ($currency) {
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$join->where('cr.currency', '=', $currency);
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if (config('database.default') === 'sqlite') {
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$join->whereRaw("strftime('%Y-%m-%d', cr.date) = ?", [
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now()->toDateString(),
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]);
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} else {
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$join->on('cr.date', '=', DB::raw("'".now()->toDateString()."'"));
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}
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})
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->leftJoin('market_data', function ($join) {
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$join->on('market_data.symbol', '=', 'holdings.symbol');
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})
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->selectRaw('
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holdings.quantity * market_data.market_value_base * COALESCE(cr.rate, 1)
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AS total_market_value
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')
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->selectRaw('
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SUM(transactions_display.realized_gain_dollars)
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AS realized_gain_dollars
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')
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->selectRaw('
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(SUM(transactions_display.total_cost_basis) / SUM(transactions_display.total_purchases))
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* holdings.quantity
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AS total_cost_basis
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')
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->selectRaw('
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(holdings.quantity * market_data.market_value_base * COALESCE(cr.rate, 1))
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- (SUM(transactions_display.total_cost_basis) / SUM(transactions_display.total_purchases))
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* holdings.quantity
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AS total_market_gain_dollars
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')
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->leftJoinSub($cost_basis_sub, 'transactions_display',
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function ($join) {
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$join
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->on('holdings.symbol', '=', 'transactions_display.symbol')
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->on('holdings.portfolio_id', '=', 'transactions_display.portfolio_id');
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}
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)
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->leftJoinSub($dividends_sub, 'dividends_display',
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function ($join) {
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$join->on('holdings.symbol', '=', 'dividends_display.symbol') // todo: this isnt limiting to port ids
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->on('holdings.portfolio_id', '=', 'dividends_display.portfolio_id');
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}
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);
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}
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public function syncTransactionsAndDividends()
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{
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// pull existing transaction data
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$query = Transaction::where([
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'portfolio_id' => $this->portfolio_id,
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'transactions.symbol' => $this->symbol,
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])->selectRaw("SUM(CASE WHEN transaction_type = 'BUY' THEN quantity ELSE 0 END) AS qty_purchases")
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->selectRaw("SUM(CASE WHEN transaction_type = 'SELL' THEN quantity ELSE 0 END) AS qty_sales")
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->selectRaw("SUM(CASE WHEN transaction_type = 'SELL' THEN (sale_price - cost_basis) * quantity ELSE 0 END) AS realized_gain_dollars")
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->selectRaw("SUM(CASE WHEN transaction_type = 'BUY' THEN (quantity * cost_basis) ELSE 0 END) AS total_cost_basis")
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->first();
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// delete holding if no transactions
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if (empty($query->qty_purchases + $query->qty_sales)) {
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$this->delete();
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return;
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}
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$total_quantity = round($query->qty_purchases - $query->qty_sales, 4);
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$average_cost_basis = (
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$query->qty_purchases > 0
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&& $total_quantity > 0
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) ? $query->total_cost_basis / $query->qty_purchases
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: 0;
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// update holding
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$this->fill([
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'quantity' => $total_quantity,
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'average_cost_basis' => $average_cost_basis,
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'total_cost_basis' => $total_quantity * $average_cost_basis,
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'realized_gain_dollars' => $query->realized_gain_dollars ?? 0,
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'dividends_earned' => $this->dividends->sum('total_received'),
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]);
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$this->save();
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}
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|
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public function qtyOwned(?Carbon $date = null)
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|
{
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if ($date == null) {
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$date = now();
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}
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$transactions = $this->transactions->where('date', '<=', $date);
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$purchases = $transactions->where('transaction_type', 'BUY')->sum('quantity');
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$sales = $transactions->where('transaction_type', 'SELL')->sum('quantity');
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return $purchases - $sales;
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}
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|
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/**
|
|
* Method that enables calculating daily performance for a given holding
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|
*
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|
* @return void
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*/
|
|
public function dailyPerformance(
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?Carbon $start_date = null,
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?Carbon $end_date = null,
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|
) {
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if ($start_date == null) {
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$start_date = now();
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}
|
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if ($end_date == null) {
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$end_date = now();
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}
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|
|
// MySQL default interval
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|
$date_interval = 'DATE_ADD(date, INTERVAL 1 DAY)';
|
|
$castNumberType = 'decimal';
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|
|
// Use SQLite interval grammar
|
|
if (config('database.default') === 'sqlite') {
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|
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$date_interval = "date(date, '+1 day')";
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}
|
|
|
|
// Default CTE time series query (for MySQL and SQLite)
|
|
$timeSeriesQuery = DB::table(DB::raw("(
|
|
WITH RECURSIVE date_series AS (
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|
SELECT '{$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;
|
|
}
|
|
}
|