Extract calcPremiumStats from rCharts into 05d-calc-stats.js

src/js/05d-calc-stats.js

@@ -0,0 +1,31 @@
+function calcPremiumStats(rows) {
+  let totalPrem = 0, totalNotional = 0, totalCount = 0;
+  let otmCount = 0, itmCount = 0, openCount = 0;
+  let aprWeightedSum = 0, aprWeightTotal = 0;
+
+  rows.forEach(r => {
+    if (r.type === 'HOLDING') return;
+    const net = (r.premium || 0) - (r.closeCost || 0);
+    const notional = (r.strike || 0) * (r.size || 0);
+    totalPrem += net;
+    totalNotional += notional;
+    totalCount++;
+    if (r.outcome === 'OPEN') { openCount++; }
+    else if (r.outcome === 'EXPIRED') { otmCount++; }
+    else if (r.outcome === 'ASSIGNED' || r.outcome === 'CALLED') { itmCount++; }
+    if (r.annual != null) {
+      aprWeightedSum += r.annual * notional;
+      aprWeightTotal += notional;
+    }
+  });
+
+  const settled = otmCount + itmCount;
+  const returnRate = settled > 0 ? otmCount / settled * 100 : null;
+  const portfolioAPR = aprWeightTotal > 0 ? aprWeightedSum / aprWeightTotal : null;
+
+  return { totalPrem, totalNotional, totalCount, otmCount, itmCount, openCount, settled, returnRate, portfolioAPR };
+}
+
+if (typeof module !== 'undefined' && module.exports) {
+  module.exports = { calcPremiumStats };
+}

src/js/07-render-charts.js

@@ -405,35 +405,6 @@ function rCharts(displayRows, lots) {
   const el = document.getElementById('ppnl-body');
   if (!el) return;
 
-  function calcStats(rows) {
-    let totalPrem = 0, totalCount = 0;
-    let otmCount = 0, itmCount = 0;
-    let openCount = 0;
-    let aprWeightedSum = 0, aprWeightTotal = 0;
-    let assignmentLoss = 0, callAwayCredit = 0, totalNotional = 0;
-    rows.forEach(r => {
-      if (r.type === 'HOLDING') return;
-      const net = (r.premium || 0) - (r.closeCost || 0);
-      const notional = (r.strike || 0) * (r.size || 0);
-      totalPrem += net;
-      totalNotional += notional;
-      totalCount++;
-      if (r.outcome === 'OPEN') { openCount++; }
-      else if (r.outcome === 'EXPIRED') otmCount++;
-      else if (r.outcome === 'ASSIGNED') { itmCount++; assignmentLoss += notional; }
-      else if (r.outcome === 'CALLED') { itmCount++; callAwayCredit += notional; }
-      if (r.annual != null) {
-        aprWeightedSum += r.annual * notional;
-        aprWeightTotal += notional;
-      }
-    });
-    const settled = otmCount + itmCount;
-    const returnRate = settled > 0 ? otmCount / settled * 100 : null;
-    const portfolioAPR = aprWeightTotal > 0 ? aprWeightedSum / aprWeightTotal : null;
-    const netPnl = totalPrem - assignmentLoss + callAwayCredit;
-    return { totalPrem, totalCount, otmCount, itmCount, openCount, returnRate, settled, portfolioAPR, assignmentLoss, callAwayCredit, netPnl, totalNotional };
-  }
-
   const pos = n => n === 1 ? '1 position' : n + ' positions';
   const asgn = n => n === 1 ? '1 assignment' : n + ' assignments';
   const dash = '—';
@@ -444,7 +415,7 @@ function rCharts(displayRows, lots) {
   }
 
   if (sPpnlTab === 'total') {
-    const s = calcStats(displayRows);
+    const s = calcPremiumStats(displayRows);
     function tile(extraClass, label, main, sub, tip) {
       const tipAttr = tip ? ' data-tip="' + tip.replace(/"/g, '"') + '"' : '';
       const cls = 'ppnl-card' + (extraClass ? ' ' + extraClass : '') + (tip ? ' has-tip' : '');
@@ -497,7 +468,7 @@ function rCharts(displayRows, lots) {
     }
 
     const rows = months.map(ym => {
-      const s = calcStats(monthMap[ym]);
+      const s = calcPremiumStats(monthMap[ym]);
       const rateClass = s.returnRate === null ? '' : s.returnRate >= 70 ? ' class="rate-hi"' : s.returnRate < 50 ? ' class="rate-lo"' : '';
       const realisedM = realisedByMonth[ym];
       const hasRealised = realisedM !== undefined;

test/unit/calc-stats.test.js

@@ -0,0 +1,77 @@
+const { describe, it, before } = require('node:test');
+const assert = require('node:assert/strict');
+
+// Wire up globals needed by the dual-export require chain
+global.trades = [];
+global.livePrices = {};
+
+const { calcPremiumStats } = require('../../src/js/05d-calc-stats.js');
+
+function makeRow(overrides) {
+  return Object.assign({
+    type: 'PUT',
+    outcome: 'EXPIRED',
+    premium: 100,
+    closeCost: 0,
+    strike: 1000,
+    size: 1,
+    annual: 50,
+  }, overrides);
+}
+
+describe('calcPremiumStats', () => {
+  it('excludes HOLDING trades from all counts', () => {
+    const rows = [
+      makeRow({ type: 'HOLDING', premium: 0, strike: 1000, size: 1 }),
+    ];
+    const s = calcPremiumStats(rows);
+    assert.equal(s.totalCount, 0);
+    assert.equal(s.totalPrem, 0);
+    assert.equal(s.totalNotional, 0);
+  });
+
+  it('returns null returnRate when no settled trades', () => {
+    const rows = [makeRow({ outcome: 'OPEN' })];
+    const s = calcPremiumStats(rows);
+    assert.equal(s.returnRate, null);
+    assert.equal(s.settled, 0);
+    assert.equal(s.openCount, 1);
+  });
+
+  it('returns 100% returnRate when all settled trades expired OTM', () => {
+    const rows = [
+      makeRow({ outcome: 'EXPIRED' }),
+      makeRow({ outcome: 'EXPIRED' }),
+    ];
+    const s = calcPremiumStats(rows);
+    assert.equal(s.returnRate, 100);
+    assert.equal(s.otmCount, 2);
+    assert.equal(s.itmCount, 0);
+    assert.equal(s.settled, 2);
+  });
+
+  it('computes portfolioAPR as notional-weighted average of annual', () => {
+    // notional = strike * size
+    // row1: notional=1000, annual=40  → weight contrib = 40000
+    // row2: notional=2000, annual=60  → weight contrib = 120000
+    // weighted avg = 160000 / 3000 ≈ 53.333...
+    const rows = [
+      makeRow({ outcome: 'EXPIRED', strike: 1000, size: 1, annual: 40 }),
+      makeRow({ outcome: 'EXPIRED', strike: 1000, size: 2, annual: 60 }),
+    ];
+    const s = calcPremiumStats(rows);
+    assert.ok(Math.abs(s.portfolioAPR - (40 * 1000 + 60 * 2000) / 3000) < 0.001);
+  });
+
+  it('returns correct shape with expected keys', () => {
+    const s = calcPremiumStats([]);
+    const expected = ['totalPrem', 'totalNotional', 'totalCount', 'otmCount', 'itmCount', 'openCount', 'settled', 'returnRate', 'portfolioAPR'];
+    for (const k of expected) {
+      assert.ok(Object.prototype.hasOwnProperty.call(s, k), `missing key: ${k}`);
+    }
+    // dead fields must not be present
+    assert.ok(!Object.prototype.hasOwnProperty.call(s, 'assignmentLoss'));
+    assert.ok(!Object.prototype.hasOwnProperty.call(s, 'callAwayCredit'));
+    assert.ok(!Object.prototype.hasOwnProperty.call(s, 'netPnl'));
+  });
+});