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Remove cumulative weighted price and add cost/sale columns #319

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Merged
merged 3 commits into from
Jul 25, 2023
Merged

Remove cumulative weighted price and add cost/sale columns #319

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509d55f
Remove cumulative weighted price
ZIMkaRU Jul 25, 2023
d1d219b
Add cost and sale columns to weighted averages report
ZIMkaRU Jul 25, 2023
1b5a0a4
Change weighted averages report csv field order
ZIMkaRU Jul 25, 2023
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3 changes: 2 additions & 1 deletion test/1-api.spec.js
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Original file line number Diff line number Diff line change
Expand Up @@ -1802,9 +1802,10 @@ describe('API', () => {
'symbol',
'buyingWeightedPrice',
'buyingAmount',
'cost',
'sellingWeightedPrice',
'sellingAmount',
'cumulativeWeightedPrice',
'sale',
'cumulativeAmount',
'firstTradeMts',
'lastTradeMts'
Expand Down
2 changes: 1 addition & 1 deletion workers/loc.api/generate-csv/csv-writer/weighted-averages-report-csv-writer.js
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Original file line number Diff line number Diff line change
Expand Up @@ -43,7 +43,7 @@ module.exports = (
wStream.setMaxListeners(50)

const headerStringifier = stringify(
{ columns: ['empty', 'buy', 'empty', 'sell', 'empty', 'cumulative', 'empty'] }
{ columns: ['empty', 'buy', 'empty', 'empty', 'sell', 'empty', 'empty', 'cumulative', 'empty'] }
)
const resStringifier = stringify({
header: true,
Expand Down
3 changes: 2 additions & 1 deletion workers/loc.api/generate-csv/csv.job.data.js
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Original file line number Diff line number Diff line change
Expand Up @@ -1061,9 +1061,10 @@ class CsvJobData {
symbol: 'PAIR',
buyingWeightedPrice: 'WEIGHTED PRICE',
buyingAmount: 'AMOUNT',
cost: 'COST',
sellingWeightedPrice: 'WEIGHTED PRICE',
sellingAmount: 'AMOUNT',
cumulativeWeightedPrice: 'WEIGHTED PRICE',
sale: 'SALE',
cumulativeAmount: 'AMOUNT',
firstTradeMts: 'First Trade',
lastTradeMts: 'Last Trade'
Expand Down
36 changes: 19 additions & 17 deletions workers/loc.api/weighted.averages.report/index.js
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Original file line number Diff line number Diff line change
Expand Up @@ -113,9 +113,7 @@ class WeightedAveragesReport {

const {
tradeCount,
sumBuyingSpent = 0,
sumBuyingAmount = 0,
sumSellingSpent = 0,
sumSellingAmount = 0,
buyingWeightedPrice = 0,
sellingWeightedPrice = 0,
Expand All @@ -128,17 +126,17 @@ class WeightedAveragesReport {
}

const cumulativeAmount = sumBuyingAmount + sumSellingAmount
const cumulativeWeightedPrice = cumulativeAmount === 0
? 0
: (sumBuyingSpent + sumSellingSpent) / cumulativeAmount
const cost = buyingWeightedPrice * sumBuyingAmount
const sale = sellingWeightedPrice * sumSellingAmount

weightedAverages.push({
symbol,
buyingWeightedPrice,
buyingAmount: sumBuyingAmount,
cost,
sellingWeightedPrice,
sellingAmount: sumSellingAmount,
cumulativeWeightedPrice,
sale,
cumulativeAmount,
firstTradeMts,
lastTradeMts
Expand Down Expand Up @@ -312,6 +310,13 @@ class WeightedAveragesReport {
? _sumSellingAmount + execAmount
: _sumSellingAmount

const buyingWeightedPrice = sumBuyingAmount === 0
? 0
: sumBuyingSpent / sumBuyingAmount
const sellingWeightedPrice = sumSellingAmount === 0
? 0
: sumSellingSpent / sumSellingAmount

symbResMap.set(symbol, {
sumSpent,
sumAmount,
Expand All @@ -320,17 +325,12 @@ class WeightedAveragesReport {
sumSellingSpent,
sumSellingAmount,

buyingWeightedPrice: sumBuyingAmount === 0
? 0
: sumBuyingSpent / sumBuyingAmount,
buyingWeightedPrice,
buyingAmount: sumBuyingAmount,
sellingWeightedPrice: sumSellingAmount === 0
? 0
: sumSellingSpent / sumSellingAmount,
cost: buyingWeightedPrice * sumBuyingAmount,
sellingWeightedPrice,
sellingAmount: sumSellingAmount,
cumulativeWeightedPrice: sumAmount === 0
? 0
: sumSpent / sumAmount,
sale: sellingWeightedPrice * sumSellingAmount,
cumulativeAmount: sumAmount
})
}
Expand All @@ -339,9 +339,10 @@ class WeightedAveragesReport {
const {
buyingWeightedPrice = 0,
buyingAmount = 0,
cost = 0,
sellingWeightedPrice = 0,
sellingAmount = 0,
cumulativeWeightedPrice = 0,
sale = 0,
cumulativeAmount = 0
} = val ?? {}

Expand All @@ -355,9 +356,10 @@ class WeightedAveragesReport {
symbol,
buyingWeightedPrice,
buyingAmount,
cost,
sellingWeightedPrice,
sellingAmount,
cumulativeWeightedPrice,
sale,
cumulativeAmount,
firstTradeMts,
lastTradeMts
Expand Down