Fixing performance computing (#6)

Author: adborbas

Sources/Grodt/BusinessLogic/PortfolioPerformance/PortfolioPerformanceCalculator.swift

@@ -1,7 +1,7 @@
 import Foundation
 
 protocol PortfolioPerformanceCalculating {
-    func performance(of portfolio: Portfolio, on date: YearMonthDayDate) async throws -> DatedPortfolioPerformance
+    func performance(of portfolio: Portfolio, on date: YearMonthDayDate, priceCache: inout [String: Decimal]) async throws -> DatedPortfolioPerformance
 }
 
 class PortfolioPerformanceCalculator: PortfolioPerformanceCalculating {
@@ -11,15 +11,28 @@ class PortfolioPerformanceCalculator: PortfolioPerformanceCalculating {
         self.priceService = priceService
     }
 
-    func performance(of portfolio: Portfolio, on date: YearMonthDayDate) async throws -> DatedPortfolioPerformance {
+    func performance(
+        of portfolio: Portfolio,
+        on date: YearMonthDayDate,
+        priceCache: inout [String: Decimal]
+    ) async throws -> DatedPortfolioPerformance {
         let transactionsUntilDate = portfolio.transactions.filter { YearMonthDayDate($0.purchaseDate) <= date }
 
         let financialsForDate = Financials()
+        
         for transaction in transactionsUntilDate {
             let inAmount = transaction.numberOfShares * transaction.pricePerShareAtPurchase + transaction.fees
             await financialsForDate.addMoneyIn(inAmount)
 
-            let value = try await transaction.numberOfShares * self.priceService.price(for: transaction.ticker, on: date)
+            let price: Decimal
+            if let cachedPrice = priceCache[transaction.ticker] {
+                price = cachedPrice
+            } else {
+                price = try await self.priceService.price(for: transaction.ticker, on: date)
+                priceCache[transaction.ticker] = price
+            }
+            
+            let value = transaction.numberOfShares * price
             await financialsForDate.addValue(value)
         }
 

Sources/Grodt/BusinessLogic/PortfolioPerformance/PortfolioPerformanceUpdater.swift

@@ -33,11 +33,20 @@ class PortfolioPerformanceUpdater: PortfolioHistoricalPerformanceUpdater {
     }
 
     func updatePerformanceOfAllPortfolios() async throws {
-        // Update historical prices for all tickers
+        // Remove all historrical prices
+        for quote in try await quoteRepository.allHistoricalQuote() {
+            try await quoteRepository.delete(quote)
+        }
+        
+        // Update historical prices and latest prices for all tickers
         let allTickers = try await tickerRepository.allTickers()
         for ticker in allTickers {
             await rateLimiter.waitIfNeeded()
             _ = try await priceService.fetchAndCreateHistoricalPrices(for: ticker.symbol)
+            await rateLimiter.waitIfNeeded()
+            if let quote = try await quoteRepository.quote(for: ticker.symbol) {
+                _ = try await priceService.fetchAndUpdatePrice(for: quote)
+            }
         }
 
         // Update historical performance for all portfolios
@@ -53,10 +62,11 @@ class PortfolioPerformanceUpdater: PortfolioHistoricalPerformanceUpdater {
     func recalculateHistoricalPerformance(of portfolio: Portfolio) async throws {
         var datedPerformance = [DatedPortfolioPerformance]()
         guard let earliestTransaction = portfolio.earliestTransaction else { return }
-        let dates = dateRangeUntilYesterday(from: earliestTransaction.purchaseDate)
+        let dates = dateRangeUntilToday(from: earliestTransaction.purchaseDate)
+        var priceCache = [String: Decimal]()
 
         for date in dates {
-            let performanceForDate = try await performanceCalculator.performance(of: portfolio, on: date)
+            let performanceForDate = try await performanceCalculator.performance(of: portfolio, on: date, priceCache: &priceCache)
             datedPerformance.append(performanceForDate)
         }
 
@@ -72,14 +82,14 @@ class PortfolioPerformanceUpdater: PortfolioHistoricalPerformanceUpdater {
         }
     }
 
-    private func dateRangeUntilYesterday(from startDate: Date) -> [YearMonthDayDate] {
+    private func dateRangeUntilToday(from startDate: Date) -> [YearMonthDayDate] {
         var dates: [YearMonthDayDate] = []
         var currentDate = startDate
         let calendar = Calendar.current
-        let yesterday = calendar.date(byAdding: .day, value: -1, to: Date())!
+        let today = Date()
 
 
-        while currentDate <= yesterday {
+        while currentDate <= today {
             let ymdDate = YearMonthDayDate(currentDate)
             dates.append(ymdDate)
             currentDate = calendar.date(byAdding: .day, value: 1, to: currentDate)!

Sources/Grodt/BusinessLogic/PriceService.swift

@@ -5,6 +5,7 @@ protocol PriceService {
     func price(for ticker: String) async throws -> Decimal
     func price(for ticker: String, on date: YearMonthDayDate) async throws -> Decimal
     func fetchAndCreateHistoricalPrices(for ticker: String) async throws -> HistoricalQuote
+    func fetchAndUpdatePrice(for outdatedQuote: Quote) async throws -> Decimal 
 }
 
 class CachedPriceService: PriceService {
@@ -93,15 +94,10 @@ class CachedPriceService: PriceService {
         let quotes = try await liveHistoricalPrices(for: ticker)
         let historicalQuote = HistoricalQuote(symbol: ticker, datedQuotes: quotes)
         try await quoteRepository.create(historicalQuote)
-        
-        if let previousQuote = try await quoteRepository.historicalQuote(for: ticker) {
-            try await quoteRepository.delete(previousQuote)
-        }
-        
         return historicalQuote
     }
 
-    private func fetchAndUpdatePrice(for outdatedQuote: Quote) async throws -> Decimal {
+    func fetchAndUpdatePrice(for outdatedQuote: Quote) async throws -> Decimal {
         let quote = try await latestQuote(for: outdatedQuote.symbol)
         outdatedQuote.lastUpdate = Date()
         try await quoteRepository.update(outdatedQuote)

Sources/Grodt/Persistency/Repositories/QuoteRepository.swift

@@ -8,11 +8,15 @@ protocol QuoteRepository {
 
     func update(_ quote: Quote) async throws
 
+    func allHistoricalQuote() async throws -> [HistoricalQuote]
+    
     func historicalQuote(for ticker: String) async throws -> HistoricalQuote?
 
     func create(_ historicalQuote: HistoricalQuote) async throws
 
     func delete(_ historicalQuote: HistoricalQuote) async throws
+    
+    func update(_ historicalQuote: HistoricalQuote) async throws
 }
 
 class PostgresQuoteRepository: QuoteRepository {
@@ -36,6 +40,11 @@ class PostgresQuoteRepository: QuoteRepository {
         try await quote.update(on: database)
     }
 
+    func allHistoricalQuote() async throws -> [HistoricalQuote] {
+        return try await HistoricalQuote.query(on: database)
+            .all()
+    }
+    
     func historicalQuote(for ticker: String) async throws -> HistoricalQuote? {
         return try await HistoricalQuote.query(on: database)
             .filter(\HistoricalQuote.$symbol == ticker)
@@ -46,6 +55,10 @@ class PostgresQuoteRepository: QuoteRepository {
         try await historicalQuote.save(on: database)
     }
 
+    func update(_ historicalQuote: HistoricalQuote) async throws {
+        try await historicalQuote.update(on: database)
+    }
+    
     func delete(_ historicalQuote: HistoricalQuote) async throws {
         try await historicalQuote.delete(on: database)
     }

docker-compose.yml

@@ -1,5 +1,3 @@
-version: '3.7'
-  
 services:
   db:
     image: postgres