From 8f0d5429d108d4a1f9f737a319970e87798f97b6 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Cl=C3=A9ment=20Pr=C3=A9vost?=
 <998369+prevostc@users.noreply.github.com>
Date: Mon, 22 Apr 2024 18:32:05 +0200
Subject: [PATCH] Update Pnl

---
 src/utils/pnl.ts        | 11 ++++++-----
 tests/utils/pnl.test.ts | 37 ++++++++++---------------------------
 2 files changed, 16 insertions(+), 32 deletions(-)

diff --git a/src/utils/pnl.ts b/src/utils/pnl.ts
index 73c5633..cd76a1b 100644
--- a/src/utils/pnl.ts
+++ b/src/utils/pnl.ts
@@ -3,7 +3,6 @@ import { ZERO_BD, bigDecMin } from "./decimal"
 
 class PnLStateEntry {
   constructor(
-    public boughtShares: BigDecimal,
     public remainingShares: BigDecimal,
     public entryPrice: BigDecimal,
   ) {}
@@ -20,7 +19,6 @@ export class PnLState {
     res.push(this.realizedPnl)
     for (let idx = 0; idx < this.sharesFifo.length; idx++) {
       let entry = this.sharesFifo[idx]
-      res.push(entry.boughtShares)
       res.push(entry.remainingShares)
       res.push(entry.entryPrice)
     }
@@ -32,10 +30,9 @@ export class PnLState {
     let realizedPnl = data.shift() as BigDecimal
     let sharesFifo = new Array<PnLStateEntry>()
     while (data.length > 0) {
-      let boughtShares = data.shift() as BigDecimal
       let remainingShares = data.shift() as BigDecimal
       let entryPrice = data.shift() as BigDecimal
-      sharesFifo.push(new PnLStateEntry(boughtShares, remainingShares, entryPrice))
+      sharesFifo.push(new PnLStateEntry(remainingShares, entryPrice))
     }
 
     return new PnLState(realizedPnl, sharesFifo)
@@ -58,8 +55,9 @@ export class PnLCalc {
       return
     }
 
+    // bought shares
     if (trxShares.gt(ZERO_BD)) {
-      this.state.sharesFifo.push(new PnLStateEntry(trxShares, trxShares, trxPrice))
+      this.state.sharesFifo.push(new PnLStateEntry(trxShares, trxPrice))
       return
     }
 
@@ -83,6 +81,9 @@ export class PnLCalc {
     }
 
     this.state.realizedPnl = this.state.realizedPnl.plus(trxPnl)
+
+    // evict empty entries
+    this.state.sharesFifo = this.state.sharesFifo.filter((entry) => !entry.remainingShares.equals(ZERO_BD))
     return
   }
 
diff --git a/tests/utils/pnl.test.ts b/tests/utils/pnl.test.ts
index 76ea2f1..9af23c6 100644
--- a/tests/utils/pnl.test.ts
+++ b/tests/utils/pnl.test.ts
@@ -12,59 +12,42 @@ describe("PnLState", () => {
 
   test("Can serialize and deserialize pnl state with one entry", () => {
     const realizedPnl = BigDecimal.fromString("100")
-    const boughtShares = BigDecimal.fromString("10")
     const remainingShares = BigDecimal.fromString("5")
     const entryPrice = BigDecimal.fromString("20")
-    const state = PnLState.deserialize([realizedPnl, boughtShares, remainingShares, entryPrice])
+    const state = PnLState.deserialize([realizedPnl, remainingShares, entryPrice])
     assert.assertTrue(state.realizedPnl.equals(realizedPnl))
     assert.assertTrue(state.sharesFifo.length === 1)
-    assert.assertTrue(state.sharesFifo[0].boughtShares.equals(boughtShares))
     assert.assertTrue(state.sharesFifo[0].remainingShares.equals(remainingShares))
     assert.assertTrue(state.sharesFifo[0].entryPrice.equals(entryPrice))
 
     const serialized = state.serialize()
-    assert.assertTrue(serialized.length === 4)
+    assert.assertTrue(serialized.length === 3)
     assert.assertTrue(serialized[0].equals(realizedPnl))
-    assert.assertTrue(serialized[1].equals(boughtShares))
-    assert.assertTrue(serialized[2].equals(remainingShares))
-    assert.assertTrue(serialized[3].equals(entryPrice))
+    assert.assertTrue(serialized[1].equals(remainingShares))
+    assert.assertTrue(serialized[2].equals(entryPrice))
   })
 
   test("Can serialize and deserialize pnl state with multiple entries", () => {
     const realizedPnl = BigDecimal.fromString("100")
-    const boughtShares1 = BigDecimal.fromString("10")
     const remainingShares1 = BigDecimal.fromString("5")
     const entryPrice1 = BigDecimal.fromString("20")
-    const boughtShares2 = BigDecimal.fromString("20")
     const remainingShares2 = BigDecimal.fromString("10")
     const entryPrice2 = BigDecimal.fromString("30")
-    const state = PnLState.deserialize([
-      realizedPnl,
-      boughtShares1,
-      remainingShares1,
-      entryPrice1,
-      boughtShares2,
-      remainingShares2,
-      entryPrice2,
-    ])
+    const state = PnLState.deserialize([realizedPnl, remainingShares1, entryPrice1, remainingShares2, entryPrice2])
     assert.assertTrue(state.realizedPnl.equals(realizedPnl))
     assert.assertTrue(state.sharesFifo.length === 2)
-    assert.assertTrue(state.sharesFifo[0].boughtShares.equals(boughtShares1))
     assert.assertTrue(state.sharesFifo[0].remainingShares.equals(remainingShares1))
     assert.assertTrue(state.sharesFifo[0].entryPrice.equals(entryPrice1))
-    assert.assertTrue(state.sharesFifo[1].boughtShares.equals(boughtShares2))
     assert.assertTrue(state.sharesFifo[1].remainingShares.equals(remainingShares2))
     assert.assertTrue(state.sharesFifo[1].entryPrice.equals(entryPrice2))
 
     const serialized = state.serialize()
-    assert.assertTrue(serialized.length === 7)
+    assert.assertTrue(serialized.length === 5)
     assert.assertTrue(serialized[0].equals(realizedPnl))
-    assert.assertTrue(serialized[1].equals(boughtShares1))
-    assert.assertTrue(serialized[2].equals(remainingShares1))
-    assert.assertTrue(serialized[3].equals(entryPrice1))
-    assert.assertTrue(serialized[4].equals(boughtShares2))
-    assert.assertTrue(serialized[5].equals(remainingShares2))
-    assert.assertTrue(serialized[6].equals(entryPrice2))
+    assert.assertTrue(serialized[1].equals(remainingShares1))
+    assert.assertTrue(serialized[2].equals(entryPrice1))
+    assert.assertTrue(serialized[3].equals(remainingShares2))
+    assert.assertTrue(serialized[4].equals(entryPrice2))
   })
 })