fix(portfolio): tolerate consolidation WAC residue

2026-09-13 18:36:00 +09:00
parent 4520fbbfbd
commit 2b470c735f
14 changed files with 146 additions and 34 deletions
@@ -179,7 +179,11 @@ def calculate_realized_pnl(
            if abs(running_qty - before) > 1e-9:
                warning_triggered = True
            running_qty = after
-            running_wac = float(row.get("average_price_after", running_wac * before / after))
+            total_cost_basis = row.get("total_cost_basis")
+            if total_cost_basis is not None:
+                running_wac = float(total_cost_basis) / after
+            else:
+                running_wac = float(row.get("average_price_after", running_wac * before / after))

    warning: str | None = None
    if warning_triggered:
@@ -272,7 +276,11 @@ def calculate_current_wac(rows: list[dict[str, Any]]) -> CurrentWacResult:
            if abs(running_qty - before) > 1e-9:
                warning_triggered = True
            running_qty = after
-            running_wac = float(row.get("average_price_after", running_wac * before / after))
+            total_cost_basis = row.get("total_cost_basis")
+            if total_cost_basis is not None:
+                running_wac = float(total_cost_basis) / after
+            else:
+                running_wac = float(row.get("average_price_after", running_wac * before / after))

    warning: str | None = None
    if warning_triggered: