commit

Author: bufdev

internal/ibctl/ibctlmerge/ibctlmerge.go

@@ -180,6 +180,10 @@ func Merge(
 	// Convert config additions to synthetic Trade protos.
 	// These are loaded from config every time, not persisted to trades.json.
 	allTrades = append(allTrades, additionsToTrades(additions)...)
+	// Adjust reported positions to account for additions so that VerifyPositions
+	// doesn't flag expected mismatches. Updates quantity and cost basis for
+	// existing positions, and creates synthetic positions for new symbols.
+	allPositions = applyAdditionsToPositions(allPositions, additions)
 	// Sort all trades by date for deterministic output.
 	sort.Slice(allTrades, func(i, j int) bool {
 		dateI := protoDateString(allTrades[i].GetTradeDate())
@@ -406,6 +410,68 @@ func additionsToTrades(additions []ibctlconfig.Addition) []*datav1.Trade {
 	return trades
 }
 
+// applyAdditionsToPositions adjusts reported positions to include addition trades.
+// For existing (account, symbol) pairs it updates quantity and recomputes the weighted
+// average cost basis. For new symbols it creates a synthetic position so that
+// VerifyPositions doesn't flag expected mismatches from additions.
+// Returns the (potentially extended) positions slice.
+func applyAdditionsToPositions(positions []*datav1.Position, additions []ibctlconfig.Addition) []*datav1.Position {
+	if len(additions) == 0 {
+		return positions
+	}
+	type posKey struct {
+		accountAlias string
+		symbol       string
+	}
+	// Build a lookup from (account_alias, symbol) to the position slice index.
+	posIndex := make(map[posKey]int, len(positions))
+	for i, pos := range positions {
+		posIndex[posKey{accountAlias: pos.GetAccountAlias(), symbol: pos.GetSymbol()}] = i
+	}
+	for _, addition := range additions {
+		key := posKey{accountAlias: addition.AccountAlias, symbol: addition.Symbol}
+		// Buys add to quantity, sells subtract.
+		additionQtyMicros := addition.Quantity
+		if addition.TradeSide == datav1.TradeSide_TRADE_SIDE_SELL {
+			additionQtyMicros = -additionQtyMicros
+		}
+		idx, ok := posIndex[key]
+		if ok {
+			// Existing position: adjust quantity and recompute weighted average cost basis.
+			pos := positions[idx]
+			oldQtyMicros := mathpb.ToMicros(pos.GetQuantity())
+			oldCostMicros := moneypb.MoneyToMicros(pos.GetCostBasisPrice())
+			newQtyMicros := oldQtyMicros + additionQtyMicros
+			// Weighted average: (oldQty * oldCost + addQty * addCost) / newQty.
+			// Both cost and quantity are in micros, so divide by 1_000_000 to stay in micros.
+			if newQtyMicros != 0 {
+				newCostMicros := (oldQtyMicros*oldCostMicros + additionQtyMicros*addition.TradePrice) / newQtyMicros
+				pos.CostBasisPrice = moneypb.MoneyFromMicros(pos.GetCurrencyCode(), newCostMicros)
+			}
+			pos.Quantity = mathpb.FromMicros(newQtyMicros)
+		} else {
+			// New (account, symbol) pair: create a synthetic position so VerifyPositions
+			// doesn't flag it as DiscrepancyTypeComputedOnly.
+			newPos := &datav1.Position{
+				Symbol:        addition.Symbol,
+				AssetCategory: "STK",
+				Quantity:      mathpb.FromMicros(additionQtyMicros),
+				CostBasisPrice: moneypb.MoneyFromMicros(addition.CurrencyCode, addition.TradePrice),
+				// Use trade price as the market price placeholder; realtime overrides
+				// will replace this if --realtime is used.
+				MarketPrice:  moneypb.MoneyFromMicros(addition.CurrencyCode, addition.TradePrice),
+				MarketValue:  moneypb.MoneyFromMicros(addition.CurrencyCode, 0),
+				CurrencyCode: addition.CurrencyCode,
+				AccountAlias: addition.AccountAlias,
+			}
+			positions = append(positions, newPos)
+			// Track the new position for subsequent additions of the same (account, symbol).
+			posIndex[key] = len(positions) - 1
+		}
+	}
+	return positions
+}
+
 // csvDividendsToIncome converts Activity Statement CSV dividends to Income protos.
 func csvDividendsToIncome(dividends []ibkractivitycsv.Dividend, accountAlias string) []*datav1.Income {
 	var result []*datav1.Income