feat: automatically adapt symbol changes

src/tastytrade_ghostfolio/main.py

@@ -1,3 +1,5 @@
+from itertools import batched
+
 from tastytrade import Account, ProductionSession
 from tastytrade.account import Transaction
 
@@ -29,22 +31,56 @@ def filter_trades(transactions: list[Transaction]) -> list[Transaction]:
     for transaction in transactions:
         if transaction.transaction_type == "Trade" or (
             transaction.transaction_type == "Receive Deliver"
-            and transaction.transaction_sub_type == "Dividend"
+            and (
+                transaction.transaction_sub_type == "Dividend"
+                or transaction.transaction_sub_type == "Symbol Change"
+            )
         ):
             trades.append(transaction)
 
     return trades
 
 
 def adapt_symbols(
-    activities: list[GhostfolioActivity], symbol_mappings: dict[str, str]
-) -> list[GhostfolioActivity]:
+    activities: list[Transaction] | list[GhostfolioActivity],
+    symbol_mappings: dict[str, str],
+) -> list[Transaction] | list[GhostfolioActivity]:
     for activity in activities:
         activity.symbol = symbol_mappings.get(activity.symbol, activity.symbol)
 
     return activities
 
 
+def extract_symbol_changes(
+    transactions: list[Transaction],
+) -> tuple[list[Transaction], list[Transaction]]:
+    symbol_changes = [
+        transaction
+        for transaction in transactions
+        if transaction.transaction_sub_type == "Symbol Change"
+    ]
+
+    if symbol_changes:
+        for change in symbol_changes:
+            transactions.remove(change)
+
+    return transactions, symbol_changes
+
+
+def adapt_symbol_changes(
+    transactions: list[Transaction], symbol_changes: list[Transaction]
+) -> list[Transaction]:
+    symbol_changes = sorted(symbol_changes, key=lambda x: x.transaction_date)
+
+    symbol_changes_mapping = {}
+    for changes in batched(symbol_changes, 2):
+        old_symbol = next(filter(lambda x: x.action == "Sell to Close", changes))
+        new_symbol = next(filter(lambda x: x.action == "Buy to Open", changes))
+        symbol_changes_mapping[old_symbol.symbol] = new_symbol.symbol
+
+    return adapt_symbols(transactions, symbol_changes_mapping)
+
+
 if __name__ == "__main__":
     ghostfolio_service = GhostfolioService()
     ghostfolio_accounts = ghostfolio_service.get_all_accounts()
@@ -65,6 +101,11 @@ def adapt_symbols(
     transactions = get_tastytrade_account_history(session)
 
     trades = filter_trades(transactions)
+    trades, symbol_changes = extract_symbol_changes(trades)
+    if symbol_changes:
+        print("Adapting symbol changes...")
+        trades = adapt_symbol_changes(trades, symbol_changes)
+
     activities = adapt_trades(trades)
 
     for activity in activities:

tests/conftest.py

@@ -10,7 +10,7 @@ def trade_buy() -> Transaction:
     return Transaction.parse_obj(
         {
             "id": 261794408,
-            "account_number": "5WW40512",
+            "account_number": "6VV78917",
             "transaction_type": "Trade",
             "transaction_sub_type": "Buy to Open",
             "description": "Bought 1 CCJ @ 40.40",
@@ -65,7 +65,7 @@ def dividends() -> list[Transaction]:
     return [
         Transaction.parse_obj(
             {
-                "account_number": "5WW40512",
+                "account_number": "6VV78917",
                 "action": None,
                 "agency_price": None,
                 "clearing_fees": None,
@@ -116,7 +116,7 @@ def dividends() -> list[Transaction]:
         ),
         Transaction.parse_obj(
             {
-                "account_number": "5WW40512",
+                "account_number": "6VV78917",
                 "action": None,
                 "agency_price": None,
                 "clearing_fees": None,
@@ -172,7 +172,7 @@ def dividends() -> list[Transaction]:
 def dividend_reinvestment_transaction_buy() -> list[Transaction]:
     return Transaction.parse_obj(
         {
-            "account_number": "5WW40512",
+            "account_number": "6VV78917",
             "action": "Buy to Open",
             "agency_price": None,
             "clearing_fees": None,
@@ -229,7 +229,7 @@ def divident_reinvestment(dividend_reinvestment_transaction_buy) -> list[Transac
         dividend_reinvestment_transaction_buy,
         Transaction.parse_obj(
             {
-                "account_number": "5WW40512",
+                "account_number": "6VV78917",
                 "action": None,
                 "agency_price": None,
                 "clearing_fees": None,
@@ -282,5 +282,127 @@ def divident_reinvestment(dividend_reinvestment_transaction_buy) -> list[Transac
 
 
 @fixture
-def transactions(dividends, divident_reinvestment, trade_buy) -> list[Transaction]:
+def symbol_change_sell_old() -> Transaction:
+    return Transaction.parse_obj(
+        {
+            "account_number": "6VV78917",
+            "action": "Sell to Close",
+            "agency_price": None,
+            "clearing_fees": None,
+            "clearing_fees_effect": None,
+            "commission": None,
+            "commission_effect": None,
+            "cost_basis_reconciliation_date": None,
+            "description": "Symbol change:  Close 5.47124 EURN",
+            "destination_venue": None,
+            "exchange": None,
+            "exchange_affiliation_identifier": None,
+            "exec_id": None,
+            "executed_at": datetime.datetime(
+                2024, 7, 15, 10, 0, tzinfo=datetime.timezone.utc
+            ),
+            "ext_exchange_order_number": None,
+            "ext_exec_id": None,
+            "ext_global_order_number": None,
+            "ext_group_fill_id": None,
+            "ext_group_id": None,
+            "id": 820695443,
+            "instrument_type": InstrumentType.EQUITY,
+            "is_estimated_fee": True,
+            "leg_count": None,
+            "lots": None,
+            "net_value": Decimal("82.165"),
+            "net_value_effect": PriceEffect.CREDIT,
+            "order_id": None,
+            "other_charge": None,
+            "other_charge_description": None,
+            "other_charge_effect": None,
+            "price": None,
+            "principal_price": None,
+            "proprietary_index_option_fees": None,
+            "proprietary_index_option_fees_effect": None,
+            "quantity": Decimal("5.47124"),
+            "regulatory_fees": None,
+            "regulatory_fees_effect": None,
+            "reverses_id": None,
+            "symbol": "KO",
+            "transaction_date": datetime.date(2024, 7, 15),
+            "transaction_sub_type": "Symbol Change",
+            "transaction_type": "Receive Deliver",
+            "underlying_symbol": "KO",
+            "value": Decimal("82.165"),
+            "value_effect": PriceEffect.CREDIT,
+        }
+    )
+
+
+@fixture
+def symbol_change_buy_new() -> Transaction:
+    return Transaction.parse_obj(
+        {
+            "account_number": "6VV78917",
+            "action": "Buy to Open",
+            "agency_price": None,
+            "clearing_fees": None,
+            "clearing_fees_effect": None,
+            "commission": None,
+            "commission_effect": None,
+            "cost_basis_reconciliation_date": None,
+            "description": "Symbol change:  Open 5.47124 CMBT",
+            "destination_venue": None,
+            "exchange": None,
+            "exchange_affiliation_identifier": None,
+            "exec_id": None,
+            "executed_at": datetime.datetime(
+                2024, 7, 15, 10, 0, tzinfo=datetime.timezone.utc
+            ),
+            "ext_exchange_order_number": None,
+            "ext_exec_id": None,
+            "ext_global_order_number": None,
+            "ext_group_fill_id": None,
+            "ext_group_id": None,
+            "id": 820695444,
+            "instrument_type": InstrumentType.EQUITY,
+            "is_estimated_fee": True,
+            "leg_count": None,
+            "lots": None,
+            "net_value": Decimal("82.165"),
+            "net_value_effect": PriceEffect.DEBIT,
+            "order_id": None,
+            "other_charge": None,
+            "other_charge_description": None,
+            "other_charge_effect": None,
+            "price": None,
+            "principal_price": None,
+            "proprietary_index_option_fees": None,
+            "proprietary_index_option_fees_effect": None,
+            "quantity": Decimal("5.47124"),
+            "regulatory_fees": None,
+            "regulatory_fees_effect": None,
+            "reverses_id": None,
+            "symbol": "COLA",
+            "transaction_date": datetime.date(2024, 7, 15),
+            "transaction_sub_type": "Symbol Change",
+            "transaction_type": "Receive Deliver",
+            "underlying_symbol": "COLA",
+            "value": Decimal("82.165"),
+            "value_effect": PriceEffect.DEBIT,
+        }
+    )
+
+
+@fixture
+def symbol_change(symbol_change_sell_old, symbol_change_buy_new) -> list[Transaction]:
+    return [symbol_change_sell_old, symbol_change_buy_new]
+
+
+@fixture
+def symbol_changeless_transactions(
+    dividends, divident_reinvestment, trade_buy
+) -> list[Transaction]:
     return [*dividends, *divident_reinvestment, trade_buy]
+
+
+@fixture
+def transactions(symbol_changeless_transactions, symbol_change) -> list[Transaction]:
+    return symbol_changeless_transactions + symbol_change

tests/unit/test_tastytrade.py

@@ -1,25 +1,60 @@
-# from tastytrade_ghostfolio.main import filter_dividends
+from tastytrade_ghostfolio.main import (
+    adapt_symbol_changes,
+    extract_symbol_changes,
+    filter_trades,
+)
 
 
-# def test_filter_dividends_happy_path(transactions, dividends):
-#     result = filter_dividends(transactions)
+class TestFilterTrades:
+    def test_should_filter_dividend_reinvestments(
+        self, transactions, dividend_reinvestment_transaction_buy
+    ):
+        result = filter_trades(transactions)
 
-#     assert len(result) == 2
-#     assert result == dividends
-from tastytrade_ghostfolio.main import filter_trades
+        assert dividend_reinvestment_transaction_buy in result
 
+    def test_should_filter_buy_trades(self, transactions, trade_buy):
+        result = filter_trades(transactions)
 
-def test_filter_trades_should_filter_dividend_reinvestments(
-    transactions, dividend_reinvestment_transaction_buy
-):
-    result = filter_trades(transactions)
+        assert trade_buy in result
 
-    assert len(result) == 2
-    assert dividend_reinvestment_transaction_buy in result
+    def test_should_filter_symbol_changes(
+        self, transactions, symbol_change_sell_old, symbol_change_buy_new
+    ):
+        result = filter_trades(transactions)
 
+        assert symbol_change_sell_old in result
+        assert symbol_change_buy_new in result
 
-def test_filter_trades_should_filter_buy_trades(transactions, trade_buy):
-    result = filter_trades(transactions)
 
-    assert len(result) == 2
-    assert trade_buy in result
+class TestExtractSymbolChanges:
+    def test_when_theres_symbol_change_should_return_transactions_and_changes_separately(
+        self, transactions, symbol_changeless_transactions, symbol_change
+    ):
+        clean_transactions, symbol_changes = extract_symbol_changes(transactions)
+
+        assert clean_transactions == symbol_changeless_transactions
+        assert symbol_changes == symbol_change
+
+    def test_when_theres_no_symbol_change_should_return_all_transactions_and_empty_list(
+        self, symbol_changeless_transactions
+    ):
+        clean_transactions, symbol_changes = extract_symbol_changes(
+            symbol_changeless_transactions
+        )
+
+        assert clean_transactions == symbol_changeless_transactions
+        assert symbol_changes == []
+
+
+class TestAdaptSymbolChanges:
+    def test_should_map_old_symbol_to_new_one(
+        self, symbol_changeless_transactions, symbol_change
+    ):
+        result = adapt_symbol_changes(symbol_changeless_transactions, symbol_change)
+
+        assert all(
+            transaction.symbol == "COLA"
+            for transaction in result
+            if transaction.transaction_sub_type == "Dividend"
+        )