path: root/src/performance.rs

use chrono::{NaiveDate, Utc, Datelike};
use std::collections::HashMap;
use crate::investment::Portfolio;

#[derive(Debug, Clone)]
pub struct PerformanceMetrics {
    pub total_return: f64,
    pub total_return_percent: f64,
    pub annualized_return: f64,
    #[allow(dead_code)]
    pub daily_return: f64,
    #[allow(dead_code)]
    pub monthly_returns: Vec<MonthlyReturn>,
    pub ytd_return: f64,
    pub ytd_return_percent: f64,
    #[allow(dead_code)]
    pub one_year_return: Option<f64>,
    #[allow(dead_code)]
    pub three_year_return: Option<f64>,
    #[allow(dead_code)]
    pub inception_date: NaiveDate,
}

#[derive(Debug, Clone)]
pub struct MonthlyReturn {
    #[allow(dead_code)]
    pub year: i32,
    #[allow(dead_code)]
    pub month: u32,
    #[allow(dead_code)]
    pub return_amount: f64,
    #[allow(dead_code)]
    pub return_percent: f64,
    #[allow(dead_code)]
    pub ending_value: f64,
}

#[derive(Debug, Clone)]
pub struct BenchmarkComparison {
    pub benchmark_name: String,
    pub benchmark_return: f64,
    pub excess_return: f64,
    #[allow(dead_code)]
    pub tracking_error: Option<f64>,
    #[allow(dead_code)]
    pub sharpe_ratio: Option<f64>,
}

#[derive(Debug, Clone)]
pub struct PositionPerformance {
    pub symbol: String,
    #[allow(dead_code)]
    pub name: String,
    pub total_return: f64,
    pub total_return_percent: f64,
    pub contribution_to_return: f64,
    pub weight_in_portfolio: f64,
}

// Calculate performance metrics for a portfolio
pub fn calculate_performance(portfolios: &[Portfolio]) -> PerformanceMetrics {
    let total_market_value: f64 = portfolios.iter().map(|p| p.total_market_value).sum();
    let total_book_value: f64 = portfolios.iter().map(|p| p.total_book_value).sum();
    let total_return = total_market_value - total_book_value;
    let total_return_percent = if total_book_value > 0.0 {
        (total_return / total_book_value) * 100.0
    } else {
        0.0
    };
    
    // For now, use simple calculations - would need transaction history for accurate time-weighted returns
    let days_held = 365.0; // Placeholder - would calculate from actual purchase dates
    let annualized_return = if days_held > 0.0 {
        ((total_market_value / total_book_value).powf(365.0 / days_held) - 1.0) * 100.0
    } else {
        0.0
    };
    
    let daily_return = total_return / days_held;
    
    // YTD calculation
    let _current_year = Utc::now().year();
    let ytd_return = total_return; // Simplified - would need beginning of year values
    let ytd_return_percent = total_return_percent;
    
    PerformanceMetrics {
        total_return,
        total_return_percent,
        annualized_return,
        daily_return,
        monthly_returns: Vec::new(), // Would populate from transaction history
        ytd_return,
        ytd_return_percent,
        one_year_return: Some(total_return_percent), // Simplified
        three_year_return: None, // Need historical data
        inception_date: NaiveDate::from_ymd_opt(2023, 1, 1).unwrap(), // Placeholder
    }
}

// Calculate performance by position
pub fn calculate_position_performance(portfolios: &[Portfolio]) -> Vec<PositionPerformance> {
    let total_market_value: f64 = portfolios.iter().map(|p| p.total_market_value).sum();
    let mut position_perfs = Vec::new();
    
    for portfolio in portfolios {
        for position in &portfolio.positions {
            let weight = position.market_value / total_market_value;
            let contribution = (position.unrealized_pnl / total_market_value) * 100.0;
            
            position_perfs.push(PositionPerformance {
                symbol: position.symbol.clone(),
                name: position.name.clone(),
                total_return: position.unrealized_pnl,
                total_return_percent: position.unrealized_pnl_percent,
                contribution_to_return: contribution,
                weight_in_portfolio: weight * 100.0,
            });
        }
    }
    
    // Sort by contribution to return
    position_perfs.sort_by(|a, b| b.contribution_to_return.partial_cmp(&a.contribution_to_return).unwrap());
    position_perfs
}

// Compare to benchmarks
pub fn compare_to_benchmarks(
    portfolio_return: f64,
    benchmark_returns: &HashMap<String, f64>
) -> Vec<BenchmarkComparison> {
    let mut comparisons = Vec::new();
    
    for (name, benchmark_return) in benchmark_returns {
        comparisons.push(BenchmarkComparison {
            benchmark_name: name.clone(),
            benchmark_return: *benchmark_return,
            excess_return: portfolio_return - benchmark_return,
            tracking_error: None, // Would need time series data
            sharpe_ratio: None, // Would need volatility data
        });
    }
    
    comparisons
}

// Get benchmark returns (hardcoded for now - would fetch from API)
pub fn get_benchmark_returns() -> HashMap<String, f64> {
    let mut benchmarks = HashMap::new();
    
    // 2024 YTD approximate returns (as of June)
    benchmarks.insert("S&P 500".to_string(), 15.3);
    benchmarks.insert("TSX Composite".to_string(), 6.1);
    benchmarks.insert("MSCI EAFE".to_string(), 5.8);
    benchmarks.insert("Canadian Bonds".to_string(), -1.2);
    benchmarks.insert("60/40 Portfolio".to_string(), 8.5);
    
    benchmarks
}

// Calculate risk metrics
pub fn calculate_risk_metrics(portfolios: &[Portfolio]) -> HashMap<String, f64> {
    let mut metrics = HashMap::new();
    
    // Calculate concentration risk
    let total_value: f64 = portfolios.iter().map(|p| p.total_market_value).sum();
    let mut position_values: Vec<f64> = Vec::new();
    
    for portfolio in portfolios {
        for position in &portfolio.positions {
            position_values.push(position.market_value);
        }
    }
    
    position_values.sort_by(|a, b| b.partial_cmp(a).unwrap());
    
    // Top 5 concentration
    let top5_value: f64 = position_values.iter().take(5).sum();
    let top5_concentration = (top5_value / total_value) * 100.0;
    metrics.insert("top_5_concentration".to_string(), top5_concentration);
    
    // Largest position
    if let Some(largest) = position_values.first() {
        let largest_position_pct = (largest / total_value) * 100.0;
        metrics.insert("largest_position_pct".to_string(), largest_position_pct);
    }
    
    // Asset class concentration
    let allocation = crate::investment::calculate_asset_allocation(portfolios);
    for (asset_type, value) in allocation {
        let pct = (value / total_value) * 100.0;
        metrics.insert(format!("{:?}_allocation", asset_type), pct);
    }
    
    metrics
}

// Generate performance summary text
pub fn generate_performance_summary(
    metrics: &PerformanceMetrics,
    benchmarks: &[BenchmarkComparison],
    risk_metrics: &HashMap<String, f64>
) -> String {
    let mut summary = String::new();
    
    summary.push_str(&format!("📊 Portfolio Performance Summary\n"));
    summary.push_str(&format!("================================\n\n"));
    
    summary.push_str(&format!("Overall Returns:\n"));
    summary.push_str(&format!("  Total Return: ${:.2} ({:+.2}%)\n", metrics.total_return, metrics.total_return_percent));
    summary.push_str(&format!("  Annualized: {:+.2}%\n", metrics.annualized_return));
    summary.push_str(&format!("  YTD: ${:.2} ({:+.2}%)\n", metrics.ytd_return, metrics.ytd_return_percent));
    
    if !benchmarks.is_empty() {
        summary.push_str(&format!("\nBenchmark Comparison:\n"));
        for benchmark in benchmarks {
            let indicator = if benchmark.excess_return > 0.0 { "📈" } else { "📉" };
            summary.push_str(&format!("  {} vs {}: {:+.2}% (benchmark: {:+.2}%)\n", 
                indicator, benchmark.benchmark_name, benchmark.excess_return, benchmark.benchmark_return));
        }
    }
    
    if let Some(concentration) = risk_metrics.get("top_5_concentration") {
        summary.push_str(&format!("\nRisk Metrics:\n"));
        summary.push_str(&format!("  Top 5 Concentration: {:.1}%\n", concentration));
        
        if let Some(largest) = risk_metrics.get("largest_position_pct") {
            summary.push_str(&format!("  Largest Position: {:.1}%\n", largest));
        }
    }
    
    summary
}

// Create simple performance chart (ASCII)
#[allow(dead_code)]
pub fn create_performance_chart(monthly_returns: &[MonthlyReturn]) -> Vec<String> {
    let mut lines = Vec::new();
    
    if monthly_returns.is_empty() {
        lines.push("No monthly data available".to_string());
        return lines;
    }
    
    // Find min and max for scaling
    let max_return = monthly_returns.iter()
        .map(|r| r.return_percent)
        .fold(f64::NEG_INFINITY, f64::max);
    let min_return = monthly_returns.iter()
        .map(|r| r.return_percent)
        .fold(f64::INFINITY, f64::min);
    
    let range = max_return - min_return;
    let scale = if range > 0.0 { 20.0 / range } else { 1.0 };
    
    lines.push(format!("Monthly Returns ({}% to {}%)", min_return as i32, max_return as i32));
    lines.push("─".repeat(50));
    
    for month in monthly_returns.iter().rev().take(12) {
        let bar_length = ((month.return_percent - min_return) * scale) as usize;
        let bar = "█".repeat(bar_length.max(1));
        let indicator = if month.return_percent >= 0.0 { "+" } else { "" };
        
        lines.push(format!("{:02}/{}: {:>6}{}% {}",
            month.month, month.year % 100, indicator, 
            format!("{:.1}", month.return_percent), bar));
    }
    
    lines
}

#[cfg(test)]
mod tests {
    use super::*;
    use crate::investment::{Portfolio, Position, AccountType, AssetType};
    use chrono::Utc;

    fn create_test_portfolio() -> Portfolio {
        Portfolio {
            broker: "Test".to_string(),
            account_id: "TEST123".to_string(),
            account_type: AccountType::TFSA,
            positions: vec![
                Position {
                    symbol: "VTI".to_string(),
                    name: "Vanguard Total Market".to_string(),
                    asset_type: AssetType::ETF,
                    quantity: 100.0,
                    market_price: 220.0,
                    market_value: 22000.0,
                    book_value: 20000.0,
                    average_cost: 200.0,
                    unrealized_pnl: 2000.0,
                    unrealized_pnl_percent: 10.0,
                    currency: "USD".to_string(),
                },
            ],
            cash_balance: 1000.0,
            total_market_value: 23000.0,
            total_book_value: 21000.0,
            total_unrealized_pnl: 2000.0,
            last_updated: Utc::now().naive_utc(),
        }
    }

    #[test]
    fn test_calculate_performance() {
        let portfolios = vec![create_test_portfolio()];
        let metrics = calculate_performance(&portfolios);
        
        assert_eq!(metrics.total_return, 2000.0);
        assert!((metrics.total_return_percent - 9.52).abs() < 0.01);
        assert!(metrics.annualized_return > 0.0);
    }

    #[test]
    fn test_position_performance() {
        let portfolios = vec![create_test_portfolio()];
        let position_perfs = calculate_position_performance(&portfolios);
        
        assert_eq!(position_perfs.len(), 1);
        assert_eq!(position_perfs[0].symbol, "VTI");
        assert_eq!(position_perfs[0].total_return, 2000.0);
    }

    #[test]
    fn test_benchmark_comparison() {
        let portfolio_return = 12.5;
        let mut benchmarks = HashMap::new();
        benchmarks.insert("S&P 500".to_string(), 15.0);
        benchmarks.insert("TSX".to_string(), 8.0);
        
        let comparisons = compare_to_benchmarks(portfolio_return, &benchmarks);
        
        assert_eq!(comparisons.len(), 2);
        assert!(comparisons.iter().any(|c| c.benchmark_name == "S&P 500" && c.excess_return == -2.5));
        assert!(comparisons.iter().any(|c| c.benchmark_name == "TSX" && c.excess_return == 4.5));
    }
}