roi: better debug, fix calculation on dates that have just P update

adept · Dec 11, 2024 · b067e4d · b067e4d
1 parent 745b48e
commit b067e4d
Showing 1 changed file with 16 additions and 8 deletions.
diff --git a/hledger/Hledger/Cli/Commands/Roi.hs b/hledger/Hledger/Cli/Commands/Roi.hs
@@ -121,7 +121,7 @@ roi CliOpts{rawopts_=rawopts, reportspec_=rspec@ReportSpec{_rsReportOpts=ReportO
                              , Date (DateSpan Nothing (Just end))])
 
           priceDates = dbg3 "priceDates" $ nub $ filter (spanContainsDate spn) priceDirectiveDates
-          cashFlow =
+          cashFlow = dbg3 "cashFlow" $
             ((map (,nullmixedamt) priceDates)++) $
             cashFlowApplyCostValue $
             calculateCashFlow wd trans (And [ Not investmentsQuery
@@ -226,6 +226,7 @@ timeWeightedReturn styles showCashFlow prettyTables investmentsQuery trans mixed
             $ datedAmounts
 
   let units =
+        dbg3 "units" $
         tailDef (error' "Roi.hs units was null, please report a bug") $
         scanl
           (\(_, _, unitCost, unitBalance) (date, amt) ->
@@ -235,7 +236,12 @@ timeWeightedReturn styles showCashFlow prettyTables investmentsQuery trans mixed
                Right amt' ->
                  -- we are buying or selling
                  let unitsBoughtOrSold = unMix amt' / unitCost
-                 in (valueOnDate, unitsBoughtOrSold, unitCost, unitBalance + unitsBoughtOrSold)
+                     unitBalance' = unitBalance + unitsBoughtOrSold
+                     unitCost' =
+                       if unitsBoughtOrSold == 0 && valueOnDate/=0
+                       then valueOnDate/unitBalance' -- just a price update without units bought or sold
+                       else unitCost
+                 in (valueOnDate, unitsBoughtOrSold, unitCost', unitBalance')
                Left pnl' ->
                  -- PnL change
                  let valueAfterDate = valueOnDate + unMix pnl'
@@ -273,16 +279,18 @@ timeWeightedReturn styles showCashFlow prettyTables investmentsQuery trans mixed
     TL.putStr $ Tab.render prettyTables id id T.pack
       (Table
        (Tab.Group NoLine (map (Header . showDate) dates))
-       (Tab.Group DoubleLine [ Tab.Group Tab.SingleLine [Tab.Header "Portfolio value", Tab.Header "Unit balance"]
-                         , Tab.Group Tab.SingleLine [Tab.Header "Pnl", Tab.Header "Cashflow", Tab.Header "Unit price", Tab.Header "Units"]
-                         , Tab.Group Tab.SingleLine [Tab.Header "New Unit Balance"]])
-       [ [val, oldBalance, pnl', cashflow, prc, udelta, balance]
-       | val <- map showDecimal valuesOnDate
+       (Tab.Group DoubleLine [ Tab.Group Tab.SingleLine [Tab.Header "Portfolio value", Tab.Header "Unit balance", Tab.Header "Unit price"]
+                         , Tab.Group Tab.SingleLine [Tab.Header "Pnl", Tab.Header "Cashflow"]
+                         , Tab.Group Tab.SingleLine [Tab.Header "Units +/-"]
+                         , Tab.Group Tab.SingleLine [Tab.Header "New Unit Balance", Tab.Header "New Unit Price"]])
+       [ [val, oldBalance, oldPrice, pnl', cashflow, udelta, balance, newPrice]
+       | val <- map showDecimal (valueBefore:valuesOnDate)
        | oldBalance <- map showDecimal (0:unitBalances)
+       | oldPrice <- map showDecimal (initialUnitCost:unitPrices)
        | balance <- map showDecimal unitBalances
        | pnl' <- map (showMixedAmountOneLineWithoutCost False . styleAmounts styles) pnls
        | cashflow <- map (showMixedAmountOneLineWithoutCost False . styleAmounts styles) cashflows
-       | prc <- map showDecimal unitPrices
+       | newPrice <- map showDecimal (unitPrices)
        | udelta <- map showDecimal unitsBoughtOrSold ])
 
     printf "Final unit price: %s/%s units = %s\nTotal TWR: %s%%.\nPeriod: %.2f years.\nAnnualized TWR: %.2f%%\n\n"