Expose account runtime metrics

crates/fidc-core/src/strategy.rs

@@ -95,6 +95,28 @@ pub struct OrderRuntimeView {
     pub reason: String,
 }
 
+#[derive(Debug, Clone)]
+pub struct PortfolioRuntimeView {
+    pub starting_cash: f64,
+    pub units: f64,
+    pub cash: f64,
+    pub available_cash: f64,
+    pub frozen_cash: f64,
+    pub market_value: f64,
+    pub total_value: f64,
+    pub portfolio_value: f64,
+    pub total_equity: f64,
+    pub unit_net_value: f64,
+    pub static_unit_net_value: f64,
+    pub daily_pnl: f64,
+    pub daily_returns: f64,
+    pub total_returns: f64,
+    pub transaction_cost: f64,
+    pub trading_pnl: f64,
+    pub position_pnl: f64,
+    pub cash_liabilities: f64,
+}
+
 pub struct StrategyContext<'a> {
     pub execution_date: NaiveDate,
     pub decision_date: NaiveDate,
@@ -323,6 +345,55 @@ impl StrategyContext<'_> {
             .unwrap_or(0.0)
     }
 
+    pub fn portfolio_view(&self) -> PortfolioRuntimeView {
+        let frozen_cash = self.frozen_cash();
+        let cash = self.portfolio.cash();
+        let total_equity = self.portfolio.total_equity();
+        PortfolioRuntimeView {
+            starting_cash: self.portfolio.starting_cash(),
+            units: self.portfolio.units(),
+            cash,
+            available_cash: (cash - frozen_cash).max(0.0),
+            frozen_cash,
+            market_value: self.portfolio.market_value(),
+            total_value: self.portfolio.total_value(),
+            portfolio_value: self.portfolio.portfolio_value(),
+            total_equity,
+            unit_net_value: self.portfolio.unit_net_value(),
+            static_unit_net_value: self.portfolio.static_unit_net_value(),
+            daily_pnl: self.portfolio.daily_pnl(),
+            daily_returns: self.portfolio.daily_returns(),
+            total_returns: self.portfolio.total_returns(),
+            transaction_cost: self.portfolio.transaction_cost(),
+            trading_pnl: self.portfolio.trading_pnl(),
+            position_pnl: self.portfolio.position_pnl(),
+            cash_liabilities: 0.0,
+        }
+    }
+
+    pub fn account(&self) -> PortfolioRuntimeView {
+        self.portfolio_view()
+    }
+
+    pub fn frozen_cash(&self) -> f64 {
+        self.open_orders
+            .iter()
+            .filter(|order| order.side == OrderSide::Buy)
+            .map(|order| {
+                let price = if order.limit_price.is_finite() {
+                    order.limit_price.max(0.0)
+                } else {
+                    0.0
+                };
+                order.remaining_quantity as f64 * price
+            })
+            .sum()
+    }
+
+    pub fn available_cash(&self) -> f64 {
+        (self.portfolio.cash() - self.frozen_cash()).max(0.0)
+    }
+
     pub fn available_sellable_qty(&self, symbol: &str, raw_sellable_qty: u32) -> u32 {
         raw_sellable_qty.saturating_sub(self.symbol_open_sell_quantity(symbol))
     }