Split PnL by security type to match IB performance report

src/app/components/Portfolio/Report/FeesComponent.tsx

@@ -33,6 +33,7 @@ const Fees = ({ theReports, ..._rest }: Props): React.ReactNode => {
               {report.year}-{report.month}
             </Text>
             <Number value={report.feesSummary.totalAmountInBase} width="120px" />
+            <Spacer />
           </HStack>
         ))}
         <HStack borderTop="1px" borderColor="gray.200">

src/app/components/Portfolio/Report/PnLsComponent.tsx

@@ -8,8 +8,10 @@ type Props = { theReports: ReportEntry[] };
 type PnlCallback = (ReportEntry) => number;
 
 const PnLs: Record<string, PnlCallback> = {
-  ["Equity"]: (tradesSummary: TradesSummary) => tradesSummary.stocksPnLInBase,
-  ["Options"]: (tradesSummary: TradesSummary) => tradesSummary.optionsPnLInBase,
+  ["Stocks"]: (tradesSummary: TradesSummary) => tradesSummary.stocksPnLInBase,
+  ["Equity Options"]: (tradesSummary: TradesSummary) => tradesSummary.optionsPnLInBase,
+  ["Futures"]: (tradesSummary: TradesSummary) => tradesSummary.futuresPnLInBase,
+  ["Futures Options"]: (tradesSummary: TradesSummary) => tradesSummary.fopPnlInBase,
   ["Bonds"]: (tradesSummary: TradesSummary) => tradesSummary.bondPnLInBase,
 };
 

src/bots/index.ts

@@ -799,7 +799,7 @@ export class ITradingBot extends EventEmitter {
     const contract_values = {
       // Contract part of the option
       conId: ibContract.conId!, // eslint-disable-line @typescript-eslint/no-unnecessary-type-assertion
-      secType: ContractType.Option,
+      secType: ibContract.secType! as ContractType,
       symbol: ibContract.localSymbol!, // eslint-disable-line @typescript-eslint/no-unnecessary-type-assertion
       currency: ibContract.currency!, // eslint-disable-line @typescript-eslint/no-unnecessary-type-assertion
       // eslint-disable-next-line @typescript-eslint/no-unnecessary-type-assertion

src/models/contract.types.ts

@@ -6,7 +6,7 @@ export const ContractType = {
   Bag: "BAG",
   Cash: "CASH",
   Future: "FUT",
-  FutureOption: "FOP", // maybe OPT
+  FutureOption: "FOP",
   Index: "IND",
   Bond: "BOND",
 } as const;

src/models/option_contract.model.ts

@@ -19,6 +19,7 @@ export class OptionContract extends Model<
   // updatedAt can be undefined during creation
   declare updatedAt: CreationOptional<Date>;
 
+  /** Base contract part of this option */
   @BelongsTo(() => Contract, "id")
   declare contract: Contract;
 

src/models/option_statement.model.ts

@@ -43,10 +43,11 @@ export class OptionStatement extends Model<
   @Column({ type: DataType.SMALLINT, defaultValue: 0 })
   declare status: number;
 
-  /** related Contract */
+  /** Base contract part of the option */
   declare contract_id: ForeignKey<Contract["id"]>;
   @BelongsTo(() => Contract, "contract_id")
   declare contract: Contract;
+  /** Option part of the option */
   @BelongsTo(() => OptionContract, "contract_id")
   declare option: OptionContract;
 }

src/routers/reports.types.ts

@@ -44,7 +44,9 @@ export type FeesSummary = {
  */
 export type TradesSummary = {
   stocksPnLInBase: number;
+  futuresPnLInBase: number;
   optionsPnLInBase: number;
+  fopPnlInBase: number;
   bondPnLInBase: number;
   totalPnL: number;
 };

src/routers/statements.types.ts

@@ -13,6 +13,7 @@ export type StatementUnderlyingEntry = {
 };
 
 export type StatementUnderlyingOption = StatementUnderlyingEntry & {
+  // underlying: StatementUnderlyingEntry;
   lastTradeDate: string;
   strike: number;
   callOrPut: OptionType;
@@ -26,7 +27,7 @@ export type BaseStatement = {
   currency: string;
   fxRateToBase: number;
   amount: number;
-  // underlying: StatementUnderlyingEntry | undefined;
+  underlying: StatementUnderlyingEntry | undefined;
   trade_id: number | null;
   description: string;
 };

src/routers/statements.utils.ts

@@ -25,6 +25,7 @@ export const statementModelToStatementEntry = (item: Statement): Promise<Stateme
     fxRateToBase: item.fxRateToBase,
     description: item.description,
     trade_id: item.trade_unit_id,
+    underlying: item.stock,
   };
   switch (item.statementType) {
     case StatementTypes.EquityStatement:
@@ -43,20 +44,36 @@ export const statementModelToStatementEntry = (item: Statement): Promise<Stateme
       return OptionStatement.findByPk(item.id, {
         include: [
           { model: Contract, as: "contract" },
-          { model: OptionContract, as: "option" },
+          { model: OptionContract, as: "option" /*, include: [{ model: Contract, as: "underlying" }] */ },
         ],
       }).then((thisStatement) => {
         const option: StatementUnderlyingOption = {
-          id: thisStatement!.contract_id,
-          secType: ContractType.Option,
+          id: thisStatement!.option.id,
+          secType: thisStatement!.contract.secType,
           symbol: thisStatement!.contract.symbol,
+          currency: item.currency,
+          name: thisStatement!.contract.name,
+          price: thisStatement!.contract.price,
+          // underlying: {
+          //     id: thisStatement!.option.stock.id,
+          //     secType: thisStatement!.option.stock.secType,
+          //     symbol: thisStatement!.option.stock.symbol,
+          //     currency: thisStatement!.option.stock.currency,
+          //     name: thisStatement!.option.stock.name,
+          //     price: thisStatement!.option.stock.price,
+          //   },
+          // underlying: {
+          //   id: item.stock.id,
+          //   secType: item.stock.secType,
+          //   symbol: item.stock.symbol,
+          //   currency: item.stock.currency,
+          //   name: item.stock.name,
+          //   price: item.stock.price,
+          // },
           strike: thisStatement!.option.strike,
           lastTradeDate: thisStatement!.option.lastTradeDate,
           callOrPut: thisStatement!.option.callOrPut,
           multiplier: thisStatement!.option.multiplier,
-          currency: item.currency,
-          name: thisStatement!.contract.name,
-          price: thisStatement!.contract.price,
         };
         return {
           statementType: StatementTypes.OptionStatement,
@@ -197,7 +214,14 @@ export const prepareReport = (portfolio: Portfolio): Promise<ReportEntry[]> => {
           interestsDetails: [],
           feesSummary: { totalAmountInBase: 0 },
           feesDetails: [],
-          tradesSummary: { stocksPnLInBase: 0, optionsPnLInBase: 0, bondPnLInBase: 0, totalPnL: 0 },
+          tradesSummary: {
+            stocksPnLInBase: 0,
+            optionsPnLInBase: 0,
+            futuresPnLInBase: 0,
+            fopPnlInBase: 0,
+            bondPnLInBase: 0,
+            totalPnL: 0,
+          },
           tradesDetails: [],
           otherDetails: [],
         };
@@ -262,14 +286,26 @@ export const prepareReport = (portfolio: Portfolio): Promise<ReportEntry[]> => {
           break;
 
         case StatementTypes.EquityStatement:
-          report.tradesSummary.stocksPnLInBase += statement.pnl * statement.fxRateToBase;
+          switch (statement.underlying.secType) {
+            case ContractType.Stock:
+              report.tradesSummary.stocksPnLInBase += statement.pnl * statement.fxRateToBase;
+              break;
+            case ContractType.Future:
+              report.tradesSummary.futuresPnLInBase += statement.pnl * statement.fxRateToBase;
+              break;
+          }
           report.tradesSummary.totalPnL += statement.pnl * statement.fxRateToBase;
           report.tradesDetails.push(statement);
           break;
 
         case StatementTypes.OptionStatement:
+          if (
+            statement.option.secType == ContractType.FutureOption ||
+            statement.underlying?.secType == ContractType.Future
+          )
+            report.tradesSummary.fopPnlInBase += statement.pnl * statement.fxRateToBase;
+          else report.tradesSummary.optionsPnLInBase += statement.pnl * statement.fxRateToBase;
           report.tradesSummary.totalPnL += statement.pnl * statement.fxRateToBase;
-          report.tradesSummary.optionsPnLInBase += statement.pnl * statement.fxRateToBase;
           report.tradesDetails.push(statement);
           break;