;roi: fixes #1791 (fix TWR when investment=0, several pnls per day)

hledger/Hledger/Cli/Commands/Roi.hs

@@ -176,7 +176,7 @@ timeWeightedReturn showCashFlow prettyTables investmentsQuery trans mixedAmountV
         -- one for the given date, by construction.
         zeroUnitsNeedsCashflowAtTheFront
         $ sort
-        $ dailyCashflows ++ datedPnls
+        $ datedCashflows ++ datedPnls
         where
           zeroUnitsNeedsCashflowAtTheFront changes =
             if initialUnits > 0 then changes
@@ -185,16 +185,18 @@ timeWeightedReturn showCashFlow prettyTables investmentsQuery trans mixedAmountV
                   (firstCashflow, rest') = splitAt 1 rest
               in firstCashflow ++ leadingPnls ++ rest'
 
-          datedPnls = map (\(date,amt) -> (date,Left $ maNegate amt)) pnl
+          datedPnls = map (second Left) $ aggregateByDate pnl
  
-          dailyCashflows =
+          datedCashflows = map (second Right) $ aggregateByDate cashFlow
+
+          aggregateByDate datedAmounts = 
+            -- Aggregate all entries for a single day, assuming that intraday interest is negligible
             sort
-          -- Aggregate all entries for a single day, assuming that intraday interest is negligible
+            $ map (\date_cash -> let (dates, cash) = unzip date_cash in (head dates, maSum cash))
-            $ map (\date_cash -> let (dates, cash) = unzip date_cash in (head dates, Right (maSum cash)))
             $ groupBy ((==) `on` fst)
             $ sortOn fst
             $ map (second maNegate)
-            $ cashFlow
+            $ datedAmounts
 
   let units =
         tail $
@@ -216,7 +218,9 @@ timeWeightedReturn showCashFlow prettyTables investmentsQuery trans mixedAmountV
           $ dbg3 "changes" changes
 
   let finalUnitBalance = if null units then initialUnits else let (_,_,_,u) = last units in u
-      finalUnitPrice = if finalUnitBalance == 0 then initialUnitPrice
+      finalUnitPrice = if finalUnitBalance == 0 then
+                         if null units then initialUnitPrice
+                         else let (_,_,lastUnitPrice,_) = last units in lastUnitPrice
                        else (unMix valueAfter) / finalUnitBalance
       -- Technically, totalTWR should be (100*(finalUnitPrice - initialUnitPrice) / initialUnitPrice), but initalUnitPrice is 100, so 100/100 == 1
       totalTWR = roundTo 2 $ (finalUnitPrice - initialUnitPrice)

hledger/test/roi.test

@@ -255,11 +255,11 @@ hledger -f- roi -p 2019-11 --inv Investment --pnl PnL --cost --value=then,A --in
   Assets:Checking   101 A
   Unrealized PnL
 >>>
-+---++------------+------------++---------------+----------+-------------+-----++----------+-------+
++---++------------+------------++---------------+----------+-------------+-----++----------+--------+
-|   ||      Begin |        End || Value (begin) | Cashflow | Value (end) | PnL ||      IRR |   TWR |
+|   ||      Begin |        End || Value (begin) | Cashflow | Value (end) | PnL ||      IRR |    TWR |
-+===++============+============++===============+==========+=============+=====++==========+=======+
++===++============+============++===============+==========+=============+=====++==========+========+
-| 1 || 2019-11-01 | 2019-11-30 ||             0 |     -1 A |           0 | 1 A || 3678.34% | 0.00% |
+| 1 || 2019-11-01 | 2019-11-30 ||             0 |     -1 A |           0 | 1 A || 3678.34% | 12.87% |
-+---++------------+------------++---------------+----------+-------------+-----++----------+-------+
++---++------------+------------++---------------+----------+-------------+-----++----------+--------+
 
 >>>=0
 
@@ -306,3 +306,42 @@ P 2021-01-01 $ 73.88
 +---++------------+------------++---------------+----------+-------------+-----++---------+---------+
 
 >>>=0
+
+# 13. Several PnL transactions on a single date are aggregated together
+hledger -f - roi --inv saving --pnl dividend
+<<<
+2010-01-01   A1
+    savingA                      100.00 €
+    checking   
+
+2011-12-31   A2
+    savingA                        0.00 €
+    dividendA                     -8.00 €
+    checking
+    
+2012-03-29   A3
+    savingA                     -100.00 €
+    checking
+    
+# ========================================
+
+2010-01-01   B1
+    savingB                      100.00 €
+    checking   
+
+2011-12-31   B2
+    savingB                        0.00 €
+    dividendB                     -8.00 €
+    checking
+    
+2012-03-29   B3
+    saving                      -100.00 €
+    checking
+>>>
++---++------------+------------++---------------+----------+-------------+---------++-------+-------+
+|   ||      Begin |        End || Value (begin) | Cashflow | Value (end) |     PnL ||   IRR |   TWR |
++===++============+============++===============+==========+=============+=========++=======+=======+
+| 1 || 2010-01-01 | 2012-03-29 ||             0 | -16.00 € |           0 | 16.00 € || 3.52% | 3.49% |
++---++------------+------------++---------------+----------+-------------+---------++-------+-------+
+
+>>>=0