mirror of https://github.com/ghostfolio/ghostfolio
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* Fix portfolio calculation for holdings with same symbol * Update changelogpull/7743/head
Thomas Kaul
1 day ago
committed by
GitHub
GitHub
19 changed files with 578 additions and 288 deletions
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import { |
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activityDummyData, |
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assetProfileDummyData, |
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userDummyData |
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} from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator-test-utils'; |
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import { PortfolioCalculatorFactory } from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator.factory'; |
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import { CurrentRateService } from '@ghostfolio/api/app/portfolio/current-rate.service'; |
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import { CurrentRateServiceMock } from '@ghostfolio/api/app/portfolio/current-rate.service.mock'; |
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import { RedisCacheService } from '@ghostfolio/api/app/redis-cache/redis-cache.service'; |
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import { RedisCacheServiceMock } from '@ghostfolio/api/app/redis-cache/redis-cache.service.mock'; |
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import { ConfigurationService } from '@ghostfolio/api/services/configuration/configuration.service'; |
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import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service'; |
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import { ExchangeRateDataServiceMock } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service.mock'; |
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import { PortfolioSnapshotService } from '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service'; |
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import { PortfolioSnapshotServiceMock } from '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service.mock'; |
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import { parseDate } from '@ghostfolio/common/helper'; |
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import { Activity } from '@ghostfolio/common/interfaces'; |
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import { PerformanceCalculationType } from '@ghostfolio/common/types/performance-calculation-type.type'; |
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import { Big } from 'big.js'; |
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jest.mock('@ghostfolio/api/app/portfolio/current-rate.service', () => { |
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return { |
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CurrentRateService: jest.fn().mockImplementation(() => { |
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return CurrentRateServiceMock; |
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}) |
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}; |
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}); |
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jest.mock( |
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'@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service', |
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() => { |
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return { |
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PortfolioSnapshotService: jest.fn().mockImplementation(() => { |
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return PortfolioSnapshotServiceMock; |
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}) |
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}; |
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} |
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); |
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jest.mock('@ghostfolio/api/app/redis-cache/redis-cache.service', () => { |
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return { |
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RedisCacheService: jest.fn().mockImplementation(() => { |
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return RedisCacheServiceMock; |
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}) |
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}; |
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}); |
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jest.mock( |
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'@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service', |
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() => { |
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return { |
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ExchangeRateDataService: jest.fn().mockImplementation(() => { |
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return ExchangeRateDataServiceMock; |
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}) |
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}; |
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} |
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); |
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describe('PortfolioCalculator', () => { |
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let configurationService: ConfigurationService; |
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let currentRateService: CurrentRateService; |
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let exchangeRateDataService: ExchangeRateDataService; |
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let portfolioCalculatorFactory: PortfolioCalculatorFactory; |
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let portfolioSnapshotService: PortfolioSnapshotService; |
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let redisCacheService: RedisCacheService; |
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beforeEach(() => { |
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PortfolioSnapshotServiceMock.reset(); |
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RedisCacheServiceMock.reset(); |
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configurationService = new ConfigurationService(); |
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currentRateService = new CurrentRateService(null, null, null, null); |
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exchangeRateDataService = new ExchangeRateDataService( |
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null, |
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null, |
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null, |
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null |
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); |
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portfolioSnapshotService = new PortfolioSnapshotService(null, null); |
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redisCacheService = new RedisCacheService(null, null); |
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portfolioCalculatorFactory = new PortfolioCalculatorFactory( |
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configurationService, |
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currentRateService, |
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exchangeRateDataService, |
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portfolioSnapshotService, |
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redisCacheService |
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); |
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}); |
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describe('get current positions', () => { |
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it.only('with MSFT buy from two data sources', async () => { |
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jest.useFakeTimers().setSystemTime(parseDate('2023-07-10').getTime()); |
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const activities: Activity[] = [ |
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{ |
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...activityDummyData, |
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assetProfile: { |
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...assetProfileDummyData, |
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currency: 'USD', |
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dataSource: 'YAHOO', |
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name: 'Microsoft Inc.', |
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symbol: 'MSFT' |
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}, |
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date: new Date('2021-11-16'), |
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feeInAssetProfileCurrency: 0, |
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feeInBaseCurrency: 0, |
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quantity: 1, |
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type: 'BUY', |
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unitPriceInAssetProfileCurrency: 339.51 |
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}, |
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{ |
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...activityDummyData, |
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assetProfile: { |
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...assetProfileDummyData, |
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currency: 'USD', |
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dataSource: 'EOD_HISTORICAL_DATA', |
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name: 'Microsoft Inc.', |
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symbol: 'MSFT' |
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}, |
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date: new Date('2021-11-16'), |
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feeInAssetProfileCurrency: 0, |
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feeInBaseCurrency: 0, |
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quantity: 2, |
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type: 'BUY', |
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unitPriceInAssetProfileCurrency: 339.51 |
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} |
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]; |
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const portfolioCalculator = portfolioCalculatorFactory.createCalculator({ |
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activities, |
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calculationType: PerformanceCalculationType.ROAI, |
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currency: 'USD', |
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userId: userDummyData.id |
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}); |
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const portfolioSnapshot = await portfolioCalculator.computeSnapshot(); |
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// The holdings must not be aggregated, because they belong to two
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// different asset profiles. Each holding must be valuated with the
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// market price of its own data source.
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expect(portfolioSnapshot.positions).toEqual([ |
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expect.objectContaining({ |
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activitiesCount: 1, |
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dataSource: 'EOD_HISTORICAL_DATA', |
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investment: new Big('679.02'), |
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marketPrice: 332.47, |
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quantity: new Big('2'), |
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symbol: 'MSFT', |
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valueInBaseCurrency: new Big('664.94') |
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}), |
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expect.objectContaining({ |
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activitiesCount: 1, |
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dataSource: 'YAHOO', |
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investment: new Big('339.51'), |
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marketPrice: 331.83, |
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quantity: new Big('1'), |
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symbol: 'MSFT', |
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valueInBaseCurrency: new Big('331.83') |
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}) |
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]); |
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expect(portfolioSnapshot.currentValueInBaseCurrency).toEqual( |
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new Big('996.77') |
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); |
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expect(portfolioSnapshot.totalInvestment).toEqual(new Big('1018.53')); |
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}); |
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}); |
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}); |
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