Defer P&L until after actual purchase date

2026-09-30 15:17:22 +07:00
parent bfe2c5dd24
commit 16e04271b3
4 changed files with 132 additions and 18 deletions
--- a/primethai/portfolio_book.py
+++ b/primethai/portfolio_book.py
@@ -4,19 +4,21 @@ from __future__ import annotations

 import csv
 from contextlib import closing
-from datetime import datetime, timezone
+from datetime import date, datetime, time
 import math
 from pathlib import Path
 import re
 import sqlite3
 import zipfile
 from typing import Any
+from zoneinfo import ZoneInfo


 DEFAULT_BOOK = Path("data/portfolio/prime_thai_portfolio.sqlite3")
 MAX_CASH_AMOUNT = 1_000_000_000_000.0
 _EOD_FILE = re.compile(r"set-history_EOD_(\d{4}-\d{2}-\d{2})\.csv$", re.IGNORECASE)
 _SYMBOL = re.compile(r"[A-Z0-9]{1,12}$")
+THAILAND_TZ = ZoneInfo("Asia/Bangkok")


 def _connect(database: str | Path = DEFAULT_BOOK) -> sqlite3.Connection:
@@ -130,6 +132,29 @@ def _read_ledger(connection: sqlite3.Connection) -> tuple[list[sqlite3.Row], lis
    return cash_events, trades


+def _trade_date(value: object) -> str:
+    """Return a ledger timestamp's calendar date in the Thai market timezone."""
+    text = str(value or "").strip()
+    try:
+        parsed = datetime.fromisoformat(text)
+    except ValueError:
+        try:
+            return date.fromisoformat(text[:10]).isoformat()
+        except ValueError:
+            return text[:10]
+    if parsed.tzinfo is not None:
+        parsed = parsed.astimezone(THAILAND_TZ)
+    return parsed.date().isoformat()
+
+
+def _normalize_trade_date(value: object) -> str:
+    text = str(value or "").strip()
+    try:
+        return date.fromisoformat(text).isoformat()
+    except ValueError as exc:
+        raise ValueError("วันที่ซื้อจริงต้องเป็นรูปแบบ YYYY-MM-DD") from exc
+
+
 def _calculate_book(cash_events: list[sqlite3.Row], trades: list[sqlite3.Row]) -> dict[str, Any]:
    cash = 0.0
    net_contributed = 0.0
@@ -146,12 +171,17 @@ def _calculate_book(cash_events: list[sqlite3.Row], trades: list[sqlite3.Row]) -
        elif event["kind"] == "dividend":
            cash += amount

-    positions: dict[str, dict[str, float | int]] = {}
+    positions: dict[str, dict[str, Any]] = {}
    for trade in trades:
        if "is_void" in trade.keys() and bool(trade["is_void"]):
            continue
        symbol = str(trade["symbol"])
-        position = positions.setdefault(symbol, {"quantity": 0, "cost_basis": 0.0, "realized_pnl": 0.0})
+        position = positions.setdefault(symbol, {
+            "quantity": 0,
+            "cost_basis": 0.0,
+            "realized_pnl": 0.0,
+            "last_buy_date": None,
+        })
        quantity = int(trade["quantity"])
        price = float(trade["price"])
        fees = float(trade["fees"])
@@ -160,6 +190,9 @@ def _calculate_book(cash_events: list[sqlite3.Row], trades: list[sqlite3.Row]) -
            cash -= gross + fees
            position["quantity"] = int(position["quantity"]) + quantity
            position["cost_basis"] = float(position["cost_basis"]) + gross + fees
+            buy_date = _trade_date(trade["occurred_at"])
+            if not position["last_buy_date"] or buy_date > str(position["last_buy_date"]):
+                position["last_buy_date"] = buy_date
        else:
            held = int(position["quantity"])
            average_cost = float(position["cost_basis"]) / held if held else 0.0
@@ -167,6 +200,8 @@ def _calculate_book(cash_events: list[sqlite3.Row], trades: list[sqlite3.Row]) -
            position["realized_pnl"] = float(position["realized_pnl"]) + gross - fees - average_cost * quantity
            position["cost_basis"] = max(0.0, float(position["cost_basis"]) - average_cost * quantity)
            position["quantity"] = held - quantity
+            if int(position["quantity"]) <= 0:
+                position["last_buy_date"] = None
    positions = {symbol: position for symbol, position in positions.items()
                 if int(position["quantity"]) > 0}
    return {"cash": cash, "net_contributed": net_contributed,
@@ -228,6 +263,7 @@ def record_trade(symbol: str, side: str, quantity: int, price: float, fees: floa


 def update_trade(trade_id: int, quantity: int, price: float, fees: float = 0.0, *,
+                 trade_date: str | None = None,
                 database: str | Path = DEFAULT_BOOK) -> None:
    """Edit a previously logged signal trade to match the actual fill."""
    if isinstance(quantity, bool) or int(quantity) != quantity or int(quantity) <= 0:
@@ -236,6 +272,8 @@ def update_trade(trade_id: int, quantity: int, price: float, fees: float = 0.0,
    price, fees = float(price), float(fees)
    if not math.isfinite(price) or price <= 0 or not math.isfinite(fees) or fees < 0:
        raise ValueError("ราคาต้องมากกว่า 0 และค่าธรรมเนียมต้องไม่ติดลบ")
+    normalized_trade_date = (_normalize_trade_date(trade_date)
+                             if trade_date is not None and str(trade_date).strip() else None)

    with closing(_connect(database)) as connection:
        connection.execute("BEGIN IMMEDIATE")
@@ -257,10 +295,19 @@ def update_trade(trade_id: int, quantity: int, price: float, fees: float = 0.0,
                resulting_cash = float(book["cash"]) - old_quantity * old_price + old_fees + quantity * price - fees
            if resulting_cash < -0.005:
                raise ValueError(f"แก้รายการแล้วเงินสดจะติดลบ {abs(resulting_cash):,.2f} บาท")
-            connection.execute(
-                "UPDATE trades SET quantity=?, price=?, fees=?, is_estimated=0 WHERE id=?",
-                (quantity, price, fees, int(trade_id)),
-            )
+            if normalized_trade_date is None:
+                connection.execute(
+                    "UPDATE trades SET quantity=?, price=?, fees=?, is_estimated=0 WHERE id=?",
+                    (quantity, price, fees, int(trade_id)),
+                )
+            else:
+                occurred_at = datetime.combine(
+                    date.fromisoformat(normalized_trade_date), time(12, 0), tzinfo=THAILAND_TZ,
+                ).isoformat()
+                connection.execute(
+                    "UPDATE trades SET quantity=?, price=?, fees=?, occurred_at=?, is_estimated=0 WHERE id=?",
+                    (quantity, price, fees, occurred_at, int(trade_id)),
+                )
            connection.execute("COMMIT")
        except Exception:
            connection.execute("ROLLBACK")
@@ -328,7 +375,7 @@ def portfolio_view(signals: list[dict[str, str]], *, board_lot: int = 100,
                "allocation_score": score,
            }

-    positions: dict[str, dict[str, float | int]] = book["positions"]
+    positions: dict[str, dict[str, Any]] = book["positions"]
    missing_prices = sorted(symbol for symbol in positions if symbol not in prices)
    signal_as_of = signal_as_of or max(
        (str(row.get("signal_as_of", "")) for row in signals), default=""
@@ -339,6 +386,13 @@ def portfolio_view(signals: list[dict[str, str]], *, board_lot: int = 100,
                          if symbol in prices and signal_as_of and prices[symbol]["as_of"] < signal_as_of)
    incomplete_symbols = sorted(set(missing_prices) | set(stale_prices))
    complete = not incomplete_symbols and not signal_quote_mismatch
+    # An EOD close from the purchase date can precede the user's actual fill.
+    # Keep it as a reference price, but start unrealized P&L on the next date.
+    valuation_pending_symbols = sorted(
+        symbol for symbol, position in positions.items()
+        if symbol in prices and position.get("last_buy_date")
+        and prices[symbol]["as_of"] <= str(position["last_buy_date"])
+    )
    total_market_value = 0.0
    for symbol, position in positions.items():
        if symbol in prices:
@@ -370,7 +424,9 @@ def portfolio_view(signals: list[dict[str, str]], *, board_lot: int = 100,
        delta = (int(target_quantity) - quantity) if target_quantity is not None else None
        market_value = quantity * close if close is not None else None
        average_cost = cost_basis / quantity if quantity else None
-        unrealized = market_value - cost_basis if market_value is not None else None
+        unrealized = (market_value - cost_basis
+                      if market_value is not None and symbol not in valuation_pending_symbols
+                      else None)
        if mark is None or symbol in stale_prices:
            action = "PRICE NEEDED" if quantity else "WAIT"
        elif not complete and account_exists:
@@ -491,11 +547,14 @@ def portfolio_view(signals: list[dict[str, str]], *, board_lot: int = 100,
        "net_contributed": net_contributed,
        "market_value": total_market_value,
        "equity": equity,
-        "profit_loss": equity - net_contributed if complete else None,
-        "profit_loss_pct": (equity / net_contributed - 1.0) if complete and net_contributed > 0 else None,
+        "profit_loss": (equity - net_contributed
+                        if complete and not valuation_pending_symbols else None),
+        "profit_loss_pct": (equity / net_contributed - 1.0)
+        if complete and not valuation_pending_symbols and net_contributed > 0 else None,
        "complete": complete,
        "unpriced_symbols": missing_prices,
        "stale_price_symbols": stale_prices,
+        "valuation_pending_symbols": valuation_pending_symbols,
        "signal_quote_mismatch": signal_quote_mismatch,
        "price_as_of": quote_as_of or None,
        "buy_value": buy_value,
--- a/primethai/webui.html
+++ b/primethai/webui.html
@@ -132,9 +132,10 @@
      <tbody id="ledger"><tr><td colspan="7" class="empty">ยังไม่มีรายการ</td></tr></tbody>
    </table></div>
    <form id="trade-edit-form" class="edit-panel" hidden>
-      <div class="panel-head"><div><h2>แก้รายการในสมุดพอร์ต</h2><p class="sub">ใส่จำนวนและราคาที่ได้จริง ระบบจะคำนวณเงินสดกับจำนวนหุ้นใหม่</p></div></div>
+      <div class="panel-head"><div><h2>แก้รายการในสมุดพอร์ต</h2><p class="sub">ใส่วันที่ซื้อ จำนวน ราคา และค่าธรรมเนียมที่ได้จริง ระบบจะใช้ราคานี้เป็นต้นทุน และเริ่มคิดกำไรจากวันถัดไป</p></div></div>
      <input id="edit-trade-id" type="hidden">
      <div class="form-grid">
+        <label>วันที่ซื้อจริง<input id="edit-trade-date" type="date" required></label>
        <label>จำนวนหุ้นจริง<input id="edit-trade-quantity" type="number" min="1" step="1" required></label>
        <label>ราคาที่ได้จริง (บาท)<input id="edit-trade-price" type="number" min="0.01" step="0.01" required></label>
        <label>ค่าธรรมเนียมรวม (บาท)<input id="edit-trade-fees" type="number" min="0" step="0.01" value="0"></label>
@@ -169,6 +170,12 @@
  const number = value => Number(value||0).toLocaleString('th-TH');
  const price = value => value == null ? '—' : Number(value).toLocaleString('th-TH',{minimumFractionDigits:2,maximumFractionDigits:4});
  const dateText = value => value ? new Date(value+'T00:00:00').toLocaleDateString('th-TH',{day:'numeric',month:'short',year:'numeric'}) : '—';
+  const localDateInput = value => {
+    if(!value)return '';
+    const parts=new Intl.DateTimeFormat('en-US',{timeZone:'Asia/Bangkok',year:'numeric',month:'2-digit',day:'2-digit'}).formatToParts(new Date(value));
+    const get=type=>parts.find(part=>part.type===type)?.value||'';
+    return `${get('year')}-${get('month')}-${get('day')}`;
+  };
  const actionText = value => ({BUY:'ซื้อเพิ่ม',SELL:'ลด/ขาย',HOLD:'ถือ',WAIT:'รอเงินลงทุน',REVIEW:'ตรวจราคา', 'PRICE NEEDED':'ขาดราคา','BELOW LOT':'ไม่ถึง 1 lot',BUDGET_LIMIT:'งบไม่พอ'})[value] || value;
  const setMessage = (id,text,isError=false) => { $(id).textContent=text; $(id).className='help '+(isError?'negative':''); };

@@ -214,7 +221,7 @@
      if(row.id && !row.is_void){
        const group=document.createElement('div');group.className='actions';
        const edit=document.createElement('button');edit.className='mini';edit.textContent='แก้';edit.addEventListener('click',()=>{
-          $('edit-trade-id').value=row.id;$('edit-trade-quantity').value=row.quantity;$('edit-trade-price').value=row.price;$('edit-trade-fees').value=row.fees||0;
+          $('edit-trade-id').value=row.id;$('edit-trade-date').value=localDateInput(row.occurred_at);$('edit-trade-quantity').value=row.quantity;$('edit-trade-price').value=row.price;$('edit-trade-fees').value=row.fees||0;
          $('edit-trade-message').textContent=`รายการ ${row.kind==='BUY'?'ซื้อ':'ขาย'} ${row.symbol} #${row.id}`;$('trade-edit-form').hidden=false;$('trade-edit-form').scrollIntoView({behavior:'smooth',block:'center'});
        });group.append(edit);
        if(row.is_estimated){const cancel=document.createElement('button');cancel.className='mini';cancel.textContent='ยกเลิก';cancel.addEventListener('click',async()=>{
@@ -259,7 +266,7 @@
      renderRefreshState(d.refresh,d);
      $('equity').textContent=money(d.equity);$('cash').textContent=money(d.cash);$('contributed').textContent=money(d.net_contributed);
      $('asof').textContent='ราคาปิดถึง '+dateText(d.price_as_of)+' · สัญญาณ '+dateText(d.signal_as_of);
-      if(d.profit_loss==null){$('pnl').textContent='ยังประเมินไม่ได้';$('pnl').className='value warning';$('pnl-pct').textContent=d.unpriced_symbols?.length?'ราคาหุ้นที่ถือไม่ครบ: '+d.unpriced_symbols.join(', '):'เพิ่มเงินลงทุนและมีราคาครบก่อน';}
+      if(d.profit_loss==null){$('pnl').textContent='ยังประเมินไม่ได้';$('pnl').className='value warning';$('pnl-pct').textContent=d.valuation_pending_symbols?.length?'รอราคาปิดหลังวันที่ซื้อ: '+d.valuation_pending_symbols.join(', '):d.unpriced_symbols?.length?'ราคาหุ้นที่ถือไม่ครบ: '+d.unpriced_symbols.join(', '):'เพิ่มเงินลงทุนและมีราคาครบก่อน';}
      else {$('pnl').textContent=money(d.profit_loss);$('pnl').className='value '+(d.profit_loss>=0?'positive':'negative');$('pnl-pct').textContent=d.profit_loss_pct==null?'':(d.profit_loss_pct>=0?'+':'')+(d.profit_loss_pct*100).toFixed(2)+'% จากเงินลงทุนสุทธิ';}
      $('book-state').textContent=d.account_exists?'เริ่มพอร์ตแล้ว · เพิ่มเงิน '+number(d.deposit_count)+' ครั้ง':'ยังไม่มีพอร์ต · เพิ่มเงินครั้งแรกเพื่อเริ่ม';
      $('deposit-submit').textContent=d.account_exists?'เพิ่มเงินลงทุน':'ลงทุนครั้งแรก';
@@ -268,6 +275,7 @@
      if(!d.account_exists)notes.push('เพิ่มเงินลงทุนครั้งแรกเพื่อคำนวณหุ้นและจำนวนเป้าหมาย');
      if(d.rows?.some(row=>row.action==='BELOW LOT'))notes.push('บางเป้าหมายมีมูลค่าต่ำกว่าหุ้น 100 หุ้น จึงคงส่วนนั้นไว้เป็นเงินสด');
      if(d.capital_excluded_count>0)notes.push(`งบปัจจุบันเลือก ${number(d.capital_selected_count)} หุ้นจาก ${number(d.capital_selected_count+d.capital_excluded_count)} หุ้นที่ผ่านสัญญาณ; รายการที่เหลือขึ้น “งบไม่พอ”`);
+      if(d.valuation_pending_symbols?.length)notes.push('รายการที่ซื้อวันนี้ใช้ราคาที่แก้เป็นต้นทุนจริงแล้ว และจะเริ่มคิดกำไรจากราคาปิดของวันถัดไป');
      if(!d.complete&&d.account_exists)notes.push('ข้อมูลราคาหุ้นในพอร์ตไม่ครบหรือเก่ากว่าสัญญาณ จึงพักคำแนะนำซื้อขายจนกว่าจะตรวจราคาได้');
      if(d.requires_sell_proceeds>0)notes.push('รายการซื้อเป้าหมายใช้เงินมากกว่าเงินสดปัจจุบัน; ต้องพิจารณารายการขายและกำลังซื้อจากโบรกเกอร์ก่อน');
      if(d.refresh?.running)notes.push(d.refresh.stage_message||'กำลังอัปเดตข้อมูลและคำนวณสัญญาณ');
@@ -287,7 +295,7 @@

  $('deposit-form').addEventListener('submit',async event=>{event.preventDefault();const button=$('deposit-submit');button.disabled=true;try{const response=await fetch('/api/portfolio/deposit',{method:'POST',headers:{'Content-Type':'application/json'},body:JSON.stringify({amount:Number($('deposit-amount').value),note:$('deposit-note').value})});const result=await response.json();if(!response.ok)throw new Error(result.message);setMessage('deposit-message',result.message);$('deposit-form').reset();await load();}catch(error){setMessage('deposit-message',error.message,true);}finally{button.disabled=false;}});

-  $('trade-edit-form').addEventListener('submit',async event=>{event.preventDefault();const button=$('trade-edit-form').querySelector('button[type=submit]');button.disabled=true;try{const body={trade_id:Number($('edit-trade-id').value),quantity:Number($('edit-trade-quantity').value),price:Number($('edit-trade-price').value),fees:Number($('edit-trade-fees').value||0)};const response=await fetch('/api/portfolio/edit-trade',{method:'POST',headers:{'Content-Type':'application/json'},body:JSON.stringify(body)});const result=await response.json();if(!response.ok)throw new Error(result.message);setMessage('edit-trade-message',result.message);await load();}catch(error){setMessage('edit-trade-message',error.message,true);}finally{button.disabled=false;}});
+  $('trade-edit-form').addEventListener('submit',async event=>{event.preventDefault();const button=$('trade-edit-form').querySelector('button[type=submit]');button.disabled=true;try{const body={trade_id:Number($('edit-trade-id').value),trade_date:$('edit-trade-date').value,quantity:Number($('edit-trade-quantity').value),price:Number($('edit-trade-price').value),fees:Number($('edit-trade-fees').value||0)};const response=await fetch('/api/portfolio/edit-trade',{method:'POST',headers:{'Content-Type':'application/json'},body:JSON.stringify(body)});const result=await response.json();if(!response.ok)throw new Error(result.message);setMessage('edit-trade-message',result.message);await load();}catch(error){setMessage('edit-trade-message',error.message,true);}finally{button.disabled=false;}});
  $('edit-trade-cancel').addEventListener('click',()=>{$('trade-edit-form').hidden=true;});

  $('cash-event-form').addEventListener('submit',async event=>{event.preventDefault();const button=$('cash-event-form').querySelector('button[type=submit]');button.disabled=true;try{const body={kind:$('cash-event-kind').value,amount:Number($('cash-event-amount').value),note:$('cash-event-note').value};const response=await fetch('/api/portfolio/cash-event',{method:'POST',headers:{'Content-Type':'application/json'},body:JSON.stringify(body)});const result=await response.json();if(!response.ok)throw new Error(result.message);setMessage('cash-event-message',result.message);$('cash-event-form').reset();await load();}catch(error){setMessage('cash-event-message',error.message,true);}finally{button.disabled=false;}});
--- a/primethai/webui.py
+++ b/primethai/webui.py
@@ -974,9 +974,11 @@ def _handler_factory(archives: tuple[Path, ...], report_dir: Path,
                            raise ValueError("รหัสรายการและจำนวนหุ้นต้องเป็นจำนวนเต็ม")
                        update_trade(
                            int(raw_trade_id), int(raw_quantity), float(payload.get("price", 0)),
-                            float(payload.get("fees", 0)), database=DEFAULT_BOOK,
+                            float(payload.get("fees", 0)),
+                            trade_date=(str(payload.get("trade_date", "")).strip() or None),
+                            database=DEFAULT_BOOK,
                        )
-                        message = f"แก้จำนวน/ราคาจริงของรายการ #{int(raw_trade_id)} แล้ว"
+                        message = f"แก้วันที่ซื้อ/จำนวน/ราคาจริงของรายการ #{int(raw_trade_id)} แล้ว"
                    elif path.endswith("/void-trade"):
                        raw_trade_id = float(payload.get("trade_id", 0))
                        if not raw_trade_id.is_integer():
--- a/tests/test_portfolio_book.py
+++ b/tests/test_portfolio_book.py
@@ -1,8 +1,15 @@
 import unittest
 import os
+from datetime import datetime, timedelta
 from pathlib import Path

-from primethai.portfolio_book import add_cash_event, portfolio_view, record_trade, update_price_marks
+from primethai.portfolio_book import (
+    add_cash_event,
+    portfolio_view,
+    record_trade,
+    update_price_marks,
+    update_trade,
+)


 class PortfolioCapitalSelectionTests(unittest.TestCase):
@@ -52,5 +59,43 @@ class PortfolioCapitalSelectionTests(unittest.TestCase):
            database.unlink(missing_ok=True)


+class PortfolioValuationDateTests(unittest.TestCase):
+    def test_purchase_day_close_is_not_counted_until_next_day(self):
+        database = Path(__file__).with_name(f".portfolio_valuation_test_{os.getpid()}.sqlite3")
+        today = datetime.now().astimezone().date()
+        purchase_date = today.isoformat()
+        next_date = (today + timedelta(days=1)).isoformat()
+        signals = [{
+            "symbol": "AAA",
+            "source_model": "donchian_55_20+ema50_200_cross",
+            "target_weight": "1",
+            "model_agreement": "2",
+            "signal_as_of": purchase_date,
+        }]
+        try:
+            add_cash_event("deposit", 10_000, database=database)
+            update_price_marks(purchase_date, {"AAA": 10.0}, database=database)
+            trade_id = record_trade("AAA", "BUY", 100, 10.0, database=database)
+            # The user edits the signal's reference price to the actual fill.
+            update_trade(trade_id, 100, 9.0, trade_date=purchase_date, database=database)
+
+            same_day = portfolio_view(signals, signal_as_of=purchase_date, database=database)
+            self.assertIsNone(same_day["profit_loss"])
+            self.assertEqual(same_day["valuation_pending_symbols"], ["AAA"])
+            self.assertIsNone(same_day["rows"][0]["unrealized_pnl"])
+
+            update_price_marks(next_date, {"AAA": 10.0}, database=database)
+            next_day = portfolio_view(
+                [{**signals[0], "signal_as_of": next_date}],
+                signal_as_of=next_date,
+                database=database,
+            )
+            self.assertEqual(next_day["valuation_pending_symbols"], [])
+            self.assertAlmostEqual(next_day["profit_loss"], 100.0)
+            self.assertAlmostEqual(next_day["rows"][0]["unrealized_pnl"], 100.0)
+        finally:
+            database.unlink(missing_ok=True)
+
+
 if __name__ == "__main__":
    unittest.main()