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feat(DISPLAY-002): GLD mode shows real share prices

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Bu5hm4nn
2026-03-28 21:45:00 +01:00
parent 24c74cacbd
commit dac0463d55
8 changed files with 800 additions and 40 deletions
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106
app/domain/portfolio_math.py
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@@ -1,10 +1,12 @@
from __future__ import annotations
from datetime import date
from decimal import Decimal, InvalidOperation
from typing import Any, Mapping
from app.domain.backtesting_math import PricePerAsset
from app.domain.instruments import instrument_metadata
from app.domain.conversions import is_gld_mode
from app.domain.instruments import gld_ounces_per_share, instrument_metadata
from app.domain.units import BaseCurrency, Money, PricePerWeight, Weight, WeightUnit, decimal_from_float
from app.models.portfolio import PortfolioConfig
@@ -191,11 +193,40 @@ def resolve_portfolio_spot_from_quote(
*,
fallback_symbol: str | None = None,
) -> tuple[float, str, str]:
"""Resolve spot price from quote based on display mode.
In GLD display mode: return GLD share price directly (no conversion)
In XAU display mode: convert GLD share price to oz-equivalent using expense-adjusted backing
Args:
config: Portfolio configuration with display_mode setting
quote: Quote data from data service
fallback_symbol: Fallback symbol if quote lacks symbol
Returns:
Tuple of (spot_price, source, updated_at)
"""
display_mode = getattr(config, "display_mode", "XAU")
# Try to resolve from quote first
resolved = resolve_collateral_spot_from_quote(quote, fallback_symbol=fallback_symbol)
if resolved is not None:
return resolved
configured_price = float(config.entry_price or 0.0)
return configured_price, "configured_entry_price", ""
if resolved is None:
# No valid quote, use configured entry price
configured_price = float(config.entry_price or 0.0)
return configured_price, "configured_entry_price", ""
spot_price, source, updated_at = resolved
# In GLD mode, return share price directly (no conversion to oz)
if is_gld_mode(display_mode):
# For GLD mode, we want the share price, not the converted oz price
quote_price = _safe_quote_price(quote.get("price"))
if quote_price > 0:
return quote_price, source, updated_at
# XAU mode: use the converted oz-equivalent price (already done in resolve_collateral_spot_from_quote)
return spot_price, source, updated_at
def portfolio_snapshot_from_config(
@@ -203,16 +234,62 @@ def portfolio_snapshot_from_config(
*,
runtime_spot_price: float | None = None,
) -> dict[str, float]:
"""Build portfolio snapshot with display-mode-aware calculations.
In GLD mode:
- gold_units: shares (not oz)
- spot_price: GLD share price
- gold_value: shares × share_price
In XAU mode:
- gold_units: oz
- spot_price: USD/oz
- gold_value: oz × oz_price
"""
if config is None:
gold_weight = Weight(amount=Decimal("1000"), unit=WeightUnit.OUNCE_TROY)
spot = PricePerWeight(amount=Decimal("215"), currency=BaseCurrency.USD, per_unit=WeightUnit.OUNCE_TROY)
loan_amount = Money(amount=Decimal("145000"), currency=BaseCurrency.USD)
margin_call_ltv = Decimal("0.75")
hedge_budget = Money(amount=Decimal("8000"), currency=BaseCurrency.USD)
display_mode = "XAU"
else:
gold_weight = _gold_weight(float(config.gold_ounces or 0.0))
display_mode = getattr(config, "display_mode", "XAU")
resolved_spot = runtime_spot_price if runtime_spot_price is not None else float(config.entry_price or 0.0)
spot = _spot_price(resolved_spot)
if is_gld_mode(display_mode):
# GLD mode: work with shares directly
# Use positions if available, otherwise fall back to legacy gold_ounces as shares
if config.positions:
# Sum GLD position quantities in shares
total_shares = Decimal("0")
for pos in config.positions:
if pos.underlying == "GLD" and pos.unit == "shares":
total_shares += pos.quantity
elif pos.underlying == "GLD" and pos.unit == "oz":
# Convert oz to shares using current backing
backing = gld_ounces_per_share(date.today())
total_shares += pos.quantity / backing
else:
# Non-GLD positions: treat as oz and convert to shares
backing = gld_ounces_per_share(date.today())
total_shares += pos.quantity / backing
gold_weight = Weight(amount=total_shares, unit=WeightUnit.OUNCE_TROY) # Store shares in weight for now
else:
# Legacy: treat gold_ounces as oz, convert to shares
backing = gld_ounces_per_share(date.today())
shares = Decimal(str(config.gold_ounces or 0.0)) / backing
gold_weight = Weight(amount=shares, unit=WeightUnit.OUNCE_TROY)
spot = PricePerWeight(
amount=decimal_from_float(resolved_spot), currency=BaseCurrency.USD, per_unit=WeightUnit.OUNCE_TROY
)
else:
# XAU mode: work with oz
gold_weight = _gold_weight(float(config.gold_ounces or 0.0))
spot = _spot_price(resolved_spot)
loan_amount = Money(amount=decimal_from_float(float(config.loan_amount)), currency=BaseCurrency.USD)
margin_call_ltv = decimal_from_float(float(config.margin_threshold))
hedge_budget = Money(amount=decimal_from_float(float(config.monthly_budget)), currency=BaseCurrency.USD)
@@ -233,6 +310,7 @@ def portfolio_snapshot_from_config(
"margin_call_price": _decimal_to_float(margin_call_price),
"cash_buffer": _DEFAULT_CASH_BUFFER,
"hedge_budget": _money_to_float(hedge_budget),
"display_mode": display_mode,
}
@@ -243,7 +321,18 @@ def build_alert_context(
source: str,
updated_at: str,
) -> dict[str, float | str]:
gold_weight = _gold_weight(float(config.gold_ounces or 0.0))
"""Build alert context with display-mode-aware calculations."""
display_mode = getattr(config, "display_mode", "XAU")
if is_gld_mode(display_mode):
# GLD mode: work with shares
backing = gld_ounces_per_share(date.today())
shares = Decimal(str(config.gold_ounces or 0.0)) / backing
gold_weight = Weight(amount=shares, unit=WeightUnit.OUNCE_TROY)
else:
# XAU mode: work with oz
gold_weight = _gold_weight(float(config.gold_ounces or 0.0))
live_spot = _spot_price(spot_price)
gold_value = gold_weight * live_spot
loan_amount = Money(amount=decimal_from_float(float(config.loan_amount)), currency=BaseCurrency.USD)
@@ -263,6 +352,7 @@ def build_alert_context(
"margin_call_price": _decimal_to_float(margin_call_price),
"quote_source": source,
"quote_updated_at": updated_at,
"display_mode": display_mode,
}