97 lines
3.2 KiB
PL/PgSQL
97 lines
3.2 KiB
PL/PgSQL
-- ============================================================================
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-- Schema: trading
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-- Function: calculate_position_pnl
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-- Description: Calcula el PnL (realized y unrealized) de una posición
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-- Parameters:
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-- p_position_id: ID de la posición
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-- p_current_price: Precio actual del mercado (para unrealized PnL)
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-- Returns: JSONB con realized_pnl, unrealized_pnl, pnl_percentage
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-- ============================================================================
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CREATE OR REPLACE FUNCTION trading.calculate_position_pnl(
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p_position_id UUID,
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p_current_price DECIMAL(20,8) DEFAULT NULL
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)
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RETURNS JSONB
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LANGUAGE plpgsql
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AS $$
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DECLARE
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v_position RECORD;
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v_realized_pnl DECIMAL(20,8) := 0;
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v_unrealized_pnl DECIMAL(20,8) := 0;
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v_pnl_percentage DECIMAL(10,4) := 0;
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v_total_commission DECIMAL(20,8) := 0;
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v_current_value DECIMAL(20,8);
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BEGIN
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-- Obtener datos de la posición
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SELECT
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p.position_side,
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p.status,
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p.entry_price,
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p.entry_quantity,
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p.entry_value,
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p.entry_commission,
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p.exit_price,
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p.exit_quantity,
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p.exit_value,
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p.exit_commission
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INTO v_position
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FROM trading.positions p
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WHERE p.id = p_position_id;
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IF NOT FOUND THEN
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RAISE EXCEPTION 'Position % not found', p_position_id;
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END IF;
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-- Calcular comisiones totales
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v_total_commission := COALESCE(v_position.entry_commission, 0) + COALESCE(v_position.exit_commission, 0);
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-- Calcular PnL según el estado
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IF v_position.status = 'closed' OR v_position.status = 'liquidated' THEN
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-- Posición cerrada: calcular realized PnL
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IF v_position.position_side = 'buy' THEN
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-- Long position: profit = (exit_price - entry_price) * quantity - commissions
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v_realized_pnl := (v_position.exit_value - v_position.entry_value) - v_total_commission;
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ELSE
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-- Short position: profit = (entry_price - exit_price) * quantity - commissions
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v_realized_pnl := (v_position.entry_value - v_position.exit_value) - v_total_commission;
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END IF;
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-- Calcular porcentaje
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IF v_position.entry_value > 0 THEN
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v_pnl_percentage := (v_realized_pnl / v_position.entry_value) * 100;
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END IF;
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ELSIF v_position.status = 'open' AND p_current_price IS NOT NULL THEN
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-- Posición abierta: calcular unrealized PnL
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v_current_value := p_current_price * v_position.entry_quantity;
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IF v_position.position_side = 'buy' THEN
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-- Long position
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v_unrealized_pnl := (v_current_value - v_position.entry_value) - v_position.entry_commission;
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ELSE
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-- Short position
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v_unrealized_pnl := (v_position.entry_value - v_current_value) - v_position.entry_commission;
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END IF;
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-- Calcular porcentaje
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IF v_position.entry_value > 0 THEN
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v_pnl_percentage := (v_unrealized_pnl / v_position.entry_value) * 100;
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END IF;
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END IF;
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-- Retornar resultado
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RETURN jsonb_build_object(
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'position_id', p_position_id,
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'status', v_position.status,
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'realized_pnl', v_realized_pnl,
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'unrealized_pnl', v_unrealized_pnl,
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'pnl_percentage', v_pnl_percentage,
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'total_commission', v_total_commission
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);
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END;
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$$;
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-- Comentarios
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COMMENT ON FUNCTION trading.calculate_position_pnl IS 'Calcula el PnL realizado y no realizado de una posición';
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