stonks/internal/portfolio/portfolio.go

// Package portfolio tracks a simulated paper-trading portfolio and executes
// Claude's buy/sell recommendations against it. All arithmetic — position
// sizing, leverage clamping, quantity, and profit/loss — is computed here in
// Go from the prices fetched that run, never by Claude: Claude only supplies
// a symbol, an action, and requested amount/leverage. Trades only ever
// execute against the price fetched in the same run they're recommended in.
package portfolio

import (
	"encoding/json"
	"fmt"
	"os"
	"path/filepath"
	"strings"
	"time"

	"gitea.konchin.com/service/stonks/internal/config"
	"gitea.konchin.com/service/stonks/internal/fetch"
	"gitea.konchin.com/service/stonks/internal/report"
)

const (
	defaultDir              = "~/.local/state/stonks"
	defaultInitialBudgetUSD = 10000
	defaultMaxLeverage      = 3

	sideLong  = "long"
	sideShort = "short"
)

// Position is one open, leveraged paper-trading position.
type Position struct {
	Symbol     string    `json:"symbol"`
	Side       string    `json:"side"` // "long" or "short"
	Quantity   float64   `json:"quantity"`
	EntryPrice float64   `json:"entry_price"`
	Margin     float64   `json:"margin"` // USD committed, before leverage
	Leverage   float64   `json:"leverage"`
	OpenedAt   time.Time `json:"opened_at"`
}

// State is the persisted portfolio: cash on hand, open positions, and a
// running log of closed trades. It is saved to portfolio.json after every
// run so state survives across the systemd timer's invocations.
type State struct {
	InitialBudgetUSD float64             `json:"initial_budget_usd"`
	CashUSD          float64             `json:"cash_usd"`
	Positions        map[string]Position `json:"positions"` // by symbol
	UpdatedAt        time.Time           `json:"updated_at"`
}

// Load reads portfolio.json from cfg.Dir, or returns a fresh State seeded
// with cfg.InitialBudgetUSD (default $10,000) if it doesn't exist yet.
func Load(cfg config.PortfolioConfig) (State, error) {
	dir, err := resolveDir(cfg.Dir)
	if err != nil {
		return State{}, err
	}

	data, err := os.ReadFile(filepath.Join(dir, "portfolio.json"))
	if err != nil {
		if os.IsNotExist(err) {
			return State{
				InitialBudgetUSD: initialBudget(cfg),
				CashUSD:          initialBudget(cfg),
				Positions:        map[string]Position{},
			}, nil
		}
		return State{}, fmt.Errorf("portfolio: read state: %w", err)
	}

	var s State
	if err := json.Unmarshal(data, &s); err != nil {
		return State{}, fmt.Errorf("portfolio: parse state: %w", err)
	}
	if s.Positions == nil {
		s.Positions = map[string]Position{}
	}
	return s, nil
}

// Save writes State to portfolio.json under cfg.Dir.
func Save(cfg config.PortfolioConfig, s State) error {
	dir, err := resolveDir(cfg.Dir)
	if err != nil {
		return err
	}
	if err := os.MkdirAll(dir, 0o755); err != nil {
		return fmt.Errorf("portfolio: create %q: %w", dir, err)
	}

	data, err := json.MarshalIndent(s, "", "  ")
	if err != nil {
		return fmt.Errorf("portfolio: marshal state: %w", err)
	}
	if err := os.WriteFile(filepath.Join(dir, "portfolio.json"), data, 0o644); err != nil {
		return fmt.Errorf("portfolio: write state: %w", err)
	}
	return nil
}

// Apply executes recs against State at the prices in quotes — the same
// fetched data the recommendations were generated from — mutating s in
// place and returning the resulting snapshot for reporting. Recommendations
// for symbols with no matching quote, or with a non-positive amount, are
// skipped rather than failing the run.
func Apply(s *State, cfg config.PortfolioConfig, recs []report.Recommendation, quotes []fetch.Quote, now time.Time) report.PortfolioSnapshot {
	price := latestPriceBySymbol(quotes)
	maxLeverage := maxLeverage(cfg)

	var trades []report.TradeExecution
	for _, rec := range recs {
		trades = append(trades, applyOne(s, rec, price, maxLeverage, now))
	}

	s.UpdatedAt = now
	return snapshot(*s, price, trades)
}

func applyOne(s *State, rec report.Recommendation, price map[string]float64, maxLeverage float64, now time.Time) report.TradeExecution {
	symbol := rec.Symbol
	action := strings.ToLower(rec.Action)
	exec := report.TradeExecution{Symbol: symbol, Action: action}

	p, ok := price[symbol]
	if !ok || p <= 0 {
		exec.Note = "skipped: no fetched price for this symbol this run"
		return exec
	}
	exec.Price = p

	if action != "buy" && action != "sell" {
		exec.Note = fmt.Sprintf("skipped: invalid action %q", rec.Action)
		return exec
	}

	leverage := rec.Leverage
	if leverage <= 0 {
		leverage = 1
	}
	if leverage > maxLeverage {
		leverage = maxLeverage
	}

	pos, hasPosition := s.Positions[symbol]

	// A buy against an open short (or a sell against an open long) closes
	// that position instead of opening a new one in the same symbol.
	if hasPosition && pos.Side == sideLong && action == "sell" {
		return closePosition(s, pos, p, now, exec)
	}
	if hasPosition && pos.Side == sideShort && action == "buy" {
		return closePosition(s, pos, p, now, exec)
	}
	if hasPosition {
		exec.Note = fmt.Sprintf("skipped: already holding a %s position in %s; close it first", pos.Side, symbol)
		return exec
	}

	amount := rec.AmountUSD
	if amount > s.CashUSD {
		amount = s.CashUSD
	}
	if amount <= 0 {
		exec.Note = "skipped: no cash available or no amount requested"
		return exec
	}

	side := sideLong
	if action == "sell" {
		side = sideShort
	}
	quantity := (amount * leverage) / p

	s.CashUSD -= amount
	s.Positions[symbol] = Position{
		Symbol:     symbol,
		Side:       side,
		Quantity:   quantity,
		EntryPrice: p,
		Margin:     amount,
		Leverage:   leverage,
		OpenedAt:   now,
	}

	exec.Executed = true
	exec.AmountUSD = amount
	exec.Leverage = leverage
	exec.Note = fmt.Sprintf("opened %s: %.6g units at %.4g (%.2fx leverage, $%.2f margin)", side, quantity, p, leverage, amount)
	return exec
}

// closePosition fully closes pos at price p, realizing profit/loss into
// s.CashUSD, and fills in exec accordingly.
func closePosition(s *State, pos Position, p float64, now time.Time, exec report.TradeExecution) report.TradeExecution {
	pnl := (p - pos.EntryPrice) * pos.Quantity
	if pos.Side == sideShort {
		pnl = (pos.EntryPrice - p) * pos.Quantity
	}

	s.CashUSD += pos.Margin + pnl
	delete(s.Positions, pos.Symbol)

	exec.Executed = true
	exec.AmountUSD = pos.Margin
	exec.Leverage = pos.Leverage
	exec.RealizedPnL = pnl
	exec.Note = fmt.Sprintf("closed %s position: %.6g units, entry %.4g -> exit %.4g, realized $%.2f", pos.Side, pos.Quantity, pos.EntryPrice, p, pnl)
	return exec
}

// Snapshot marks every open position in s to market against quotes, without
// executing any trades — used to show Claude the portfolio's current state
// before it makes this run's calls.
func Snapshot(s State, quotes []fetch.Quote) report.PortfolioSnapshot {
	return snapshot(s, latestPriceBySymbol(quotes), nil)
}

// snapshot marks every open position to market using the latest fetched
// prices (falling back to the position's entry price if this run didn't
// fetch a fresh quote for it) and totals up equity/profit.
func snapshot(s State, price map[string]float64, trades []report.TradeExecution) report.PortfolioSnapshot {
	snap := report.PortfolioSnapshot{
		InitialBudgetUSD: s.InitialBudgetUSD,
		CashUSD:          s.CashUSD,
		Trades:           trades,
	}

	equity := s.CashUSD
	for _, pos := range s.Positions {
		current, ok := price[pos.Symbol]
		if !ok {
			current = pos.EntryPrice
		}

		unrealized := (current - pos.EntryPrice) * pos.Quantity
		if pos.Side == sideShort {
			unrealized = (pos.EntryPrice - current) * pos.Quantity
		}

		equity += pos.Margin + unrealized
		snap.Positions = append(snap.Positions, report.Position{
			Symbol:        pos.Symbol,
			Side:          pos.Side,
			Quantity:      pos.Quantity,
			EntryPrice:    pos.EntryPrice,
			CurrentPrice:  current,
			Margin:        pos.Margin,
			Leverage:      pos.Leverage,
			UnrealizedPnL: unrealized,
		})
	}

	snap.EquityUSD = equity
	snap.TotalProfitUSD = equity - s.InitialBudgetUSD
	if s.InitialBudgetUSD != 0 {
		snap.TotalProfitPct = snap.TotalProfitUSD / s.InitialBudgetUSD * 100
	}
	return snap
}

func latestPriceBySymbol(quotes []fetch.Quote) map[string]float64 {
	m := make(map[string]float64, len(quotes))
	for _, q := range quotes {
		if q.Price > 0 {
			m[q.Symbol] = q.Price
		}
	}
	return m
}

func initialBudget(cfg config.PortfolioConfig) float64 {
	if cfg.InitialBudgetUSD > 0 {
		return cfg.InitialBudgetUSD
	}
	return defaultInitialBudgetUSD
}

// MaxLeverage returns cfg.MaxLeverage, or the default if unset — exported so
// callers building the prompt can tell Claude the same cap Apply enforces.
func MaxLeverage(cfg config.PortfolioConfig) float64 {
	return maxLeverage(cfg)
}

func maxLeverage(cfg config.PortfolioConfig) float64 {
	if cfg.MaxLeverage > 0 {
		return cfg.MaxLeverage
	}
	return defaultMaxLeverage
}

func resolveDir(dir string) (string, error) {
	if dir == "" {
		dir = defaultDir
	}
	if dir != "~" && !strings.HasPrefix(dir, "~/") {
		return dir, nil
	}
	home, err := os.UserHomeDir()
	if err != nil {
		return "", fmt.Errorf("portfolio: resolve home directory: %w", err)
	}
	if dir == "~" {
		return home, nil
	}
	return filepath.Join(home, dir[2:]), nil
}