feat(ledger): 重构盈亏计算引擎，实装摊薄/平均成本双重指标与持仓天数统计
This commit is contained in:
+97
-24
@@ -3,7 +3,7 @@
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import { db } from '@/db';
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import { transactions, assets, exchangeRates } from '@/db/schema';
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import Big from 'big.js';
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import { desc, eq } from 'drizzle-orm';
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import { asc, eq } from 'drizzle-orm';
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interface Position {
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assetId: string;
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@@ -17,6 +17,13 @@ interface Position {
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pnlCny: string;
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totalCostNative: string;
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pnlNative: string;
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// 新增：双重成本与盈亏指标
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totalBuyCost: string;
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totalBuyQuantity: string;
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realizedPnlCny: string;
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avgCost: string;
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dilutedCost: string;
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holdingDays: number;
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}
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interface RawRate {
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@@ -73,8 +80,16 @@ function calculateCnyValueFromPrice(
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return new Big('0');
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}
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function getTodayInShanghai(): Date {
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const now = new Date();
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const utcStr = now.toLocaleString('en-US', { timeZone: 'UTC' });
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const utcDate = new Date(utcStr);
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const shanghaiOffset = 8 * 60 * 60 * 1000;
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return new Date(utcDate.getTime() + shanghaiOffset);
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}
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export async function getPortfolioPositions(): Promise<Position[]> {
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const allTransactions = await db
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const allTransactions = await db
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.select({
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txType: transactions.txType,
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quantity: transactions.quantity,
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@@ -87,10 +102,11 @@ export async function getPortfolioPositions(): Promise<Position[]> {
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assetType: assets.type,
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assetBaseCurrency: assets.baseCurrency,
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assetLatestPrice: assets.latestPrice,
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executedAt: transactions.executedAt,
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})
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.from(transactions)
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.leftJoin(assets, eq(assets.id, transactions.assetId))
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.orderBy(desc(transactions.executedAt));
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.orderBy(asc(transactions.executedAt));
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const rates = await db.select({
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fromCurrency: exchangeRates.fromCurrency,
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@@ -108,8 +124,14 @@ export async function getPortfolioPositions(): Promise<Position[]> {
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quantity: Big;
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baseCurrency: string;
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latestPrice: string;
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totalCostCny: Big;
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totalCostNative: Big;
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// 累计买入指标
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totalBuyCostCny: Big;
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totalBuyCostNative: Big;
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totalBuyQuantity: Big;
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// 已实现盈亏
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realizedPnlCny: Big;
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// 首次买入日期
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firstBuyDate: Date | null;
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}>();
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for (const tx of allTransactions) {
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@@ -125,8 +147,11 @@ export async function getPortfolioPositions(): Promise<Position[]> {
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quantity: new Big('0'),
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baseCurrency: tx.assetBaseCurrency || '',
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latestPrice: tx.assetLatestPrice || '0',
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totalCostCny: new Big('0'),
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totalCostNative: new Big('0'),
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totalBuyCostCny: new Big('0'),
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totalBuyCostNative: new Big('0'),
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totalBuyQuantity: new Big('0'),
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realizedPnlCny: new Big('0'),
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firstBuyDate: null,
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});
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}
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@@ -135,7 +160,7 @@ export async function getPortfolioPositions(): Promise<Position[]> {
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if (tx.txType === 'BUY') {
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holding.quantity = holding.quantity.plus(new Big(tx.quantity));
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const costPerUnit = new Big(tx.quantity).times(new Big(tx.price));
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holding.totalCostNative = holding.totalCostNative.plus(costPerUnit);
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holding.totalBuyCostNative = holding.totalBuyCostNative.plus(costPerUnit);
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let appliedRate = tx.exchangeRate;
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if ((!appliedRate || appliedRate === '1' || appliedRate === '1.00000000') && tx.txCurrency !== 'CNY') {
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const fallbackRate = getRate(rateMap, tx.txCurrency, 'CNY');
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@@ -144,11 +169,21 @@ export async function getPortfolioPositions(): Promise<Position[]> {
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}
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}
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const costCny = costPerUnit.times(new Big(appliedRate || '1'));
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holding.totalCostCny = holding.totalCostCny.plus(costCny);
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holding.totalBuyCostCny = holding.totalBuyCostCny.plus(costCny);
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// 记录首次买入日期
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if (!holding.firstBuyDate && tx.executedAt) {
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holding.firstBuyDate = new Date(tx.executedAt);
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}
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} else if (tx.txType === 'SELL') {
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holding.quantity = holding.quantity.minus(new Big(tx.quantity));
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const sellCostPerUnit = new Big(tx.quantity).times(new Big(tx.price));
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holding.totalCostNative = holding.totalCostNative.minus(sellCostPerUnit);
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// 计算卖出时的平均成本
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let avgCostPerUnit = new Big('0');
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if (holding.totalBuyQuantity.gt(0)) {
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avgCostPerUnit = holding.totalBuyCostCny.div(holding.totalBuyQuantity);
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}
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// 已实现盈亏 = (卖出价 - 平均成本) * 卖出数量 * 汇率
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const sellRevenueCny = new Big(tx.quantity).times(new Big(tx.price));
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let appliedRate = tx.exchangeRate;
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if ((!appliedRate || appliedRate === '1' || appliedRate === '1.00000000') && tx.txCurrency !== 'CNY') {
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const fallbackRate = getRate(rateMap, tx.txCurrency, 'CNY');
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@@ -156,8 +191,12 @@ export async function getPortfolioPositions(): Promise<Position[]> {
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appliedRate = fallbackRate;
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}
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}
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const sellCostCny = sellCostPerUnit.times(new Big(appliedRate || '1'));
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holding.totalCostCny = holding.totalCostCny.minus(sellCostCny);
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const sellRevenueCnyAdjusted = sellRevenueCny.times(new Big(appliedRate || '1'));
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const costBasisCny = avgCostPerUnit.times(new Big(tx.quantity));
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const realizedPnl = sellRevenueCnyAdjusted.minus(costBasisCny);
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holding.realizedPnlCny = holding.realizedPnlCny.plus(realizedPnl);
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holding.quantity = holding.quantity.minus(new Big(tx.quantity));
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} else if (tx.txType === 'AIRDROP') {
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holding.quantity = holding.quantity.plus(new Big(tx.quantity));
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} else if (tx.txType === 'DIVIDEND') {
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@@ -169,9 +208,8 @@ export async function getPortfolioPositions(): Promise<Position[]> {
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}
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}
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const today = getTodayInShanghai();
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const result: Position[] = [];
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let totalCnyValue = new Big('0');
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let totalPnlCny = new Big('0');
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for (const [_, holding] of holdings) {
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if (holding.quantity.lte(0)) continue;
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@@ -183,13 +221,32 @@ export async function getPortfolioPositions(): Promise<Position[]> {
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rateMap
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);
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totalCnyValue = totalCnyValue.plus(cnyValue);
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const pnlCny = cnyValue.minus(holding.totalCostCny);
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totalPnlCny = totalPnlCny.plus(pnlCny);
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// 未实现盈亏 = 当前市值 - 总买入成本
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const unrealizedPnlCny = cnyValue.minus(holding.totalBuyCostCny);
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// 总盈亏 = 未实现盈亏 + 已实现盈亏
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const totalPnlCny = unrealizedPnlCny.plus(holding.realizedPnlCny);
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const currentNativeValue = new Big(holding.latestPrice).times(holding.quantity);
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const pnlNative = currentNativeValue.minus(holding.totalCostNative);
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const pnlNative = currentNativeValue.minus(holding.totalBuyCostNative);
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// 平均成本 = 总买入成本 / 总买入数量
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let avgCost = new Big('0');
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if (holding.totalBuyQuantity.gt(0)) {
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avgCost = holding.totalBuyCostCny.div(holding.totalBuyQuantity);
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}
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// 摊薄成本 = (总买入成本 - 已实现盈亏) / 当前持仓数量
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let dilutedCost = new Big('0');
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if (holding.quantity.gt(0)) {
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dilutedCost = holding.totalBuyCostCny.minus(holding.realizedPnlCny).div(holding.quantity);
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}
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// 持仓天数
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let holdingDays = 0;
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if (holding.firstBuyDate) {
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const diffMs = today.getTime() - holding.firstBuyDate.getTime();
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holdingDays = Math.max(0, Math.floor(diffMs / (1000 * 60 * 60 * 24)));
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}
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result.push({
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assetId: holding.assetId,
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@@ -199,10 +256,16 @@ export async function getPortfolioPositions(): Promise<Position[]> {
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quantity: holding.quantity.toString(),
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baseCurrency: holding.baseCurrency,
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cnyValue: cnyValue.toString(),
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totalCostCny: holding.totalCostCny.toString(),
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pnlCny: pnlCny.toString(),
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totalCostNative: holding.totalCostNative.toString(),
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totalCostCny: holding.totalBuyCostCny.toString(),
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pnlCny: totalPnlCny.toString(),
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totalCostNative: holding.totalBuyCostNative.toString(),
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pnlNative: pnlNative.toString(),
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totalBuyCost: holding.totalBuyCostCny.toString(),
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totalBuyQuantity: holding.totalBuyQuantity.toString(),
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realizedPnlCny: holding.realizedPnlCny.toString(),
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avgCost: avgCost.toString(),
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dilutedCost: dilutedCost.toString(),
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holdingDays,
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});
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}
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@@ -222,6 +285,15 @@ export async function getPortfolioSummary() {
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new Big('0')
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);
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const unrealizedPnlCny = positions.reduce(
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(sum, pos) => {
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const totalPnl = new Big(pos.pnlCny);
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const realized = new Big(pos.realizedPnlCny);
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return sum.plus(totalPnl.minus(realized));
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},
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new Big('0')
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);
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const chartData = positions.map((pos, index) => ({
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name: pos.symbol,
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value: new Big(pos.cnyValue),
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@@ -239,6 +311,7 @@ export async function getPortfolioSummary() {
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positions,
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totalCnyValue: totalCnyValue.toString(),
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totalPnlCny: totalPnlCny.toString(),
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unrealizedPnlCny: unrealizedPnlCny.toString(),
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chartData,
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};
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}
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