Expose account runtime metrics

crates/fidc-core/src/portfolio.rs

@@ -307,6 +307,7 @@ impl Position {
 
 #[derive(Debug, Clone)]
 pub struct PortfolioState {
+    initial_cash: f64,
     cash: f64,
     positions: IndexMap<String, Position>,
     cash_receivables: Vec<CashReceivable>,
@@ -326,12 +327,21 @@ pub(crate) struct SuccessorConversionOutcome {
 impl PortfolioState {
     pub fn new(initial_cash: f64) -> Self {
         Self {
+            initial_cash,
             cash: initial_cash,
             positions: IndexMap::new(),
             cash_receivables: Vec::new(),
         }
     }
 
+    pub fn starting_cash(&self) -> f64 {
+        self.initial_cash
+    }
+
+    pub fn units(&self) -> f64 {
+        self.initial_cash
+    }
+
     pub fn cash(&self) -> f64 {
         self.cash
     }
@@ -423,10 +433,72 @@ impl PortfolioState {
         self.positions.values().map(Position::market_value).sum()
     }
 
+    pub fn transaction_cost(&self) -> f64 {
+        self.positions
+            .values()
+            .map(Position::transaction_cost)
+            .sum()
+    }
+
+    pub fn trading_pnl(&self) -> f64 {
+        self.positions
+            .values()
+            .map(|position| position.trading_pnl)
+            .sum()
+    }
+
+    pub fn position_pnl(&self) -> f64 {
+        self.positions
+            .values()
+            .map(|position| position.position_pnl)
+            .sum()
+    }
+
+    pub fn daily_pnl(&self) -> f64 {
+        self.trading_pnl() + self.position_pnl()
+    }
+
     pub fn total_equity(&self) -> f64 {
         self.cash + self.market_value()
     }
 
+    pub fn total_value(&self) -> f64 {
+        self.total_equity()
+    }
+
+    pub fn portfolio_value(&self) -> f64 {
+        self.total_equity()
+    }
+
+    pub fn unit_net_value(&self) -> f64 {
+        if self.initial_cash.abs() < f64::EPSILON {
+            0.0
+        } else {
+            self.total_equity() / self.initial_cash
+        }
+    }
+
+    pub fn static_unit_net_value(&self) -> f64 {
+        if self.initial_cash.abs() < f64::EPSILON {
+            0.0
+        } else {
+            (self.total_equity() - self.daily_pnl()) / self.initial_cash
+        }
+    }
+
+    pub fn daily_returns(&self) -> f64 {
+        let previous_value = self.total_equity() - self.daily_pnl();
+        if previous_value.abs() < f64::EPSILON {
+            0.0
+        } else {
+            self.daily_pnl() / previous_value
+        }
+    }
+
+    pub fn total_returns(&self) -> f64 {
+        self.unit_net_value() - 1.0
+    }
+
     pub fn holdings_summary(&self, date: NaiveDate) -> Vec<HoldingSummary> {
         let total_equity = self.total_equity();
         self.positions
@@ -819,6 +891,47 @@ mod tests {
         assert!((summary[0].transaction_cost - 3.0).abs() < 1e-6);
         assert!(summary[0].value_percent > 0.0);
     }
+
+    #[test]
+    fn portfolio_exposes_rqalpha_style_account_metrics() {
+        let prev_date = NaiveDate::from_ymd_opt(2025, 1, 2).unwrap();
+        let date = NaiveDate::from_ymd_opt(2025, 1, 3).unwrap();
+        let mut portfolio = PortfolioState::new(10_000.0);
+        portfolio
+            .position_mut("000001.SZ")
+            .buy(prev_date, 100, 10.0);
+        portfolio.begin_trading_day();
+        portfolio.position_mut("000001.SZ").buy(date, 50, 11.0);
+        portfolio
+            .position_mut("000001.SZ")
+            .sell(40, 12.0)
+            .expect("sell");
+        portfolio.position_mut("000001.SZ").record_trade_cost(3.0);
+
+        assert!((portfolio.starting_cash() - 10_000.0).abs() < 1e-6);
+        assert!((portfolio.units() - 10_000.0).abs() < 1e-6);
+        assert!((portfolio.transaction_cost() - 3.0).abs() < 1e-6);
+        assert!((portfolio.trading_pnl() - 47.0).abs() < 1e-6);
+        assert!((portfolio.position_pnl() - 200.0).abs() < 1e-6);
+        assert!((portfolio.daily_pnl() - 247.0).abs() < 1e-6);
+        assert!((portfolio.total_value() - portfolio.total_equity()).abs() < 1e-6);
+        assert!((portfolio.portfolio_value() - portfolio.total_equity()).abs() < 1e-6);
+        assert!((portfolio.unit_net_value() - portfolio.total_equity() / 10_000.0).abs() < 1e-6);
+        assert!(
+            (portfolio.static_unit_net_value()
+                - (portfolio.total_equity() - portfolio.daily_pnl()) / 10_000.0)
+                .abs()
+                < 1e-6
+        );
+        assert!(
+            (portfolio.daily_returns()
+                - portfolio.daily_pnl() / (portfolio.total_equity() - portfolio.daily_pnl()))
+            .abs()
+                < 1e-6
+        );
+        assert!((portfolio.total_returns() - (portfolio.unit_net_value() - 1.0)).abs() < 1e-6);
+        assert_eq!(portfolio.cash_receivables().len(), 0);
+    }
 }
 
 #[derive(Debug, Clone, Serialize)]