mirror of https://github.com/ghostfolio/ghostfolio
Browse Source
* 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
@ -0,0 +1,175 @@ |
|||
import { |
|||
activityDummyData, |
|||
assetProfileDummyData, |
|||
userDummyData |
|||
} from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator-test-utils'; |
|||
import { PortfolioCalculatorFactory } from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator.factory'; |
|||
import { CurrentRateService } from '@ghostfolio/api/app/portfolio/current-rate.service'; |
|||
import { CurrentRateServiceMock } from '@ghostfolio/api/app/portfolio/current-rate.service.mock'; |
|||
import { RedisCacheService } from '@ghostfolio/api/app/redis-cache/redis-cache.service'; |
|||
import { RedisCacheServiceMock } from '@ghostfolio/api/app/redis-cache/redis-cache.service.mock'; |
|||
import { ConfigurationService } from '@ghostfolio/api/services/configuration/configuration.service'; |
|||
import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service'; |
|||
import { ExchangeRateDataServiceMock } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service.mock'; |
|||
import { PortfolioSnapshotService } from '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service'; |
|||
import { PortfolioSnapshotServiceMock } from '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service.mock'; |
|||
import { parseDate } from '@ghostfolio/common/helper'; |
|||
import { Activity } from '@ghostfolio/common/interfaces'; |
|||
import { PerformanceCalculationType } from '@ghostfolio/common/types/performance-calculation-type.type'; |
|||
|
|||
import { Big } from 'big.js'; |
|||
|
|||
jest.mock('@ghostfolio/api/app/portfolio/current-rate.service', () => { |
|||
return { |
|||
CurrentRateService: jest.fn().mockImplementation(() => { |
|||
return CurrentRateServiceMock; |
|||
}) |
|||
}; |
|||
}); |
|||
|
|||
jest.mock( |
|||
'@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service', |
|||
() => { |
|||
return { |
|||
PortfolioSnapshotService: jest.fn().mockImplementation(() => { |
|||
return PortfolioSnapshotServiceMock; |
|||
}) |
|||
}; |
|||
} |
|||
); |
|||
|
|||
jest.mock('@ghostfolio/api/app/redis-cache/redis-cache.service', () => { |
|||
return { |
|||
RedisCacheService: jest.fn().mockImplementation(() => { |
|||
return RedisCacheServiceMock; |
|||
}) |
|||
}; |
|||
}); |
|||
|
|||
jest.mock( |
|||
'@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service', |
|||
() => { |
|||
return { |
|||
ExchangeRateDataService: jest.fn().mockImplementation(() => { |
|||
return ExchangeRateDataServiceMock; |
|||
}) |
|||
}; |
|||
} |
|||
); |
|||
|
|||
describe('PortfolioCalculator', () => { |
|||
let configurationService: ConfigurationService; |
|||
let currentRateService: CurrentRateService; |
|||
let exchangeRateDataService: ExchangeRateDataService; |
|||
let portfolioCalculatorFactory: PortfolioCalculatorFactory; |
|||
let portfolioSnapshotService: PortfolioSnapshotService; |
|||
let redisCacheService: RedisCacheService; |
|||
|
|||
beforeEach(() => { |
|||
PortfolioSnapshotServiceMock.reset(); |
|||
RedisCacheServiceMock.reset(); |
|||
|
|||
configurationService = new ConfigurationService(); |
|||
|
|||
currentRateService = new CurrentRateService(null, null, null, null); |
|||
|
|||
exchangeRateDataService = new ExchangeRateDataService( |
|||
null, |
|||
null, |
|||
null, |
|||
null |
|||
); |
|||
|
|||
portfolioSnapshotService = new PortfolioSnapshotService(null, null); |
|||
|
|||
redisCacheService = new RedisCacheService(null, null); |
|||
|
|||
portfolioCalculatorFactory = new PortfolioCalculatorFactory( |
|||
configurationService, |
|||
currentRateService, |
|||
exchangeRateDataService, |
|||
portfolioSnapshotService, |
|||
redisCacheService |
|||
); |
|||
}); |
|||
|
|||
describe('get current positions', () => { |
|||
it.only('with MSFT buy from two data sources', async () => { |
|||
jest.useFakeTimers().setSystemTime(parseDate('2023-07-10').getTime()); |
|||
|
|||
const activities: Activity[] = [ |
|||
{ |
|||
...activityDummyData, |
|||
assetProfile: { |
|||
...assetProfileDummyData, |
|||
currency: 'USD', |
|||
dataSource: 'YAHOO', |
|||
name: 'Microsoft Inc.', |
|||
symbol: 'MSFT' |
|||
}, |
|||
date: new Date('2021-11-16'), |
|||
feeInAssetProfileCurrency: 0, |
|||
feeInBaseCurrency: 0, |
|||
quantity: 1, |
|||
type: 'BUY', |
|||
unitPriceInAssetProfileCurrency: 339.51 |
|||
}, |
|||
{ |
|||
...activityDummyData, |
|||
assetProfile: { |
|||
...assetProfileDummyData, |
|||
currency: 'USD', |
|||
dataSource: 'EOD_HISTORICAL_DATA', |
|||
name: 'Microsoft Inc.', |
|||
symbol: 'MSFT' |
|||
}, |
|||
date: new Date('2021-11-16'), |
|||
feeInAssetProfileCurrency: 0, |
|||
feeInBaseCurrency: 0, |
|||
quantity: 2, |
|||
type: 'BUY', |
|||
unitPriceInAssetProfileCurrency: 339.51 |
|||
} |
|||
]; |
|||
|
|||
const portfolioCalculator = portfolioCalculatorFactory.createCalculator({ |
|||
activities, |
|||
calculationType: PerformanceCalculationType.ROAI, |
|||
currency: 'USD', |
|||
userId: userDummyData.id |
|||
}); |
|||
|
|||
const portfolioSnapshot = await portfolioCalculator.computeSnapshot(); |
|||
|
|||
// The holdings must not be aggregated, because they belong to two
|
|||
// different asset profiles. Each holding must be valuated with the
|
|||
// market price of its own data source.
|
|||
expect(portfolioSnapshot.positions).toEqual([ |
|||
expect.objectContaining({ |
|||
activitiesCount: 1, |
|||
dataSource: 'EOD_HISTORICAL_DATA', |
|||
investment: new Big('679.02'), |
|||
marketPrice: 332.47, |
|||
quantity: new Big('2'), |
|||
symbol: 'MSFT', |
|||
valueInBaseCurrency: new Big('664.94') |
|||
}), |
|||
expect.objectContaining({ |
|||
activitiesCount: 1, |
|||
dataSource: 'YAHOO', |
|||
investment: new Big('339.51'), |
|||
marketPrice: 331.83, |
|||
quantity: new Big('1'), |
|||
symbol: 'MSFT', |
|||
valueInBaseCurrency: new Big('331.83') |
|||
}) |
|||
]); |
|||
|
|||
expect(portfolioSnapshot.currentValueInBaseCurrency).toEqual( |
|||
new Big('996.77') |
|||
); |
|||
|
|||
expect(portfolioSnapshot.totalInvestment).toEqual(new Big('1018.53')); |
|||
}); |
|||
}); |
|||
}); |
|||
Loading…
Reference in new issue