mirror of https://github.com/ghostfolio/ghostfolio
Omkar Gujja
3 weeks ago
committed by
GitHub
GitHub
229 changed files with 19440 additions and 7074 deletions
@ -1,8 +1,8 @@ |
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{ |
{ |
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"recommendations": [ |
"recommendations": [ |
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"angular.ng-template", |
"angular.ng-template", |
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"esbenp.prettier-vscode", |
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"firsttris.vscode-jest-runner", |
"firsttris.vscode-jest-runner", |
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"nrwl.angular-console", |
"nrwl.angular-console" |
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"prettier.prettier-vscode" |
|
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] |
] |
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} |
} |
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|
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@ -1,4 +1,4 @@ |
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{ |
{ |
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"editor.defaultFormatter": "prettier.prettier-vscode", |
"editor.defaultFormatter": "esbenp.prettier-vscode", |
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"editor.formatOnSave": true |
"editor.formatOnSave": true |
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} |
} |
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|
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@ -0,0 +1,290 @@ |
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import { AccountBalanceService } from '@ghostfolio/api/app/account-balance/account-balance.service'; |
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import { AccountService } from '@ghostfolio/api/app/account/account.service'; |
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import { OrderService } from '@ghostfolio/api/app/order/order.service'; |
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import { userDummyData } 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 { DataProviderService } from '@ghostfolio/api/services/data-provider/data-provider.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 { TimelinePosition } from '@ghostfolio/common/models'; |
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import { PerformanceCalculationType } from '@ghostfolio/common/types/performance-calculation-type.type'; |
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import { DataSource } from '@prisma/client'; |
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import { Big } from 'big.js'; |
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import { randomUUID } from 'node:crypto'; |
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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/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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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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|
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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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describe('PortfolioCalculator', () => { |
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let accountBalanceService: AccountBalanceService; |
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let accountService: AccountService; |
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let configurationService: ConfigurationService; |
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let currentRateService: CurrentRateService; |
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let dataProviderService: DataProviderService; |
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let exchangeRateDataService: ExchangeRateDataService; |
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let orderService: OrderService; |
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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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configurationService = new ConfigurationService(); |
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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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accountBalanceService = new AccountBalanceService( |
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null, |
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exchangeRateDataService, |
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null |
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); |
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accountService = new AccountService( |
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accountBalanceService, |
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null, |
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exchangeRateDataService, |
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null |
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); |
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redisCacheService = new RedisCacheService(null, configurationService); |
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dataProviderService = new DataProviderService( |
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configurationService, |
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null, |
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null, |
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null, |
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null, |
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redisCacheService |
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); |
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|
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currentRateService = new CurrentRateService( |
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dataProviderService, |
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null, |
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null, |
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null |
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); |
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orderService = new OrderService( |
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accountBalanceService, |
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accountService, |
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null, |
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dataProviderService, |
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null, |
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exchangeRateDataService, |
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null, |
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null |
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); |
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portfolioSnapshotService = new PortfolioSnapshotService(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('Cash Performance', () => { |
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it('should calculate performance for cash assets in CHF default currency', async () => { |
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jest.useFakeTimers().setSystemTime(parseDate('2025-01-01').getTime()); |
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const accountId = randomUUID(); |
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jest |
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.spyOn(accountBalanceService, 'getAccountBalances') |
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.mockResolvedValue({ |
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balances: [ |
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{ |
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accountId, |
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id: randomUUID(), |
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date: parseDate('2023-12-31'), |
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value: 1000, |
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valueInBaseCurrency: 850 |
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}, |
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{ |
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accountId, |
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id: randomUUID(), |
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date: parseDate('2024-12-31'), |
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value: 2000, |
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valueInBaseCurrency: 1800 |
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} |
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] |
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}); |
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jest.spyOn(accountService, 'getCashDetails').mockResolvedValue({ |
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accounts: [ |
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{ |
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balance: 2000, |
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comment: null, |
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createdAt: parseDate('2023-12-31'), |
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currency: 'USD', |
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id: accountId, |
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isExcluded: false, |
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name: 'USD', |
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platformId: null, |
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updatedAt: parseDate('2023-12-31'), |
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userId: userDummyData.id |
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} |
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], |
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balanceInBaseCurrency: 1820 |
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}); |
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jest |
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.spyOn(dataProviderService, 'getDataSourceForExchangeRates') |
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.mockReturnValue(DataSource.YAHOO); |
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jest.spyOn(orderService, 'getOrders').mockResolvedValue({ |
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activities: [], |
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count: 0 |
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}); |
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const { activities } = await orderService.getOrdersForPortfolioCalculator( |
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{ |
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userCurrency: 'CHF', |
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userId: userDummyData.id, |
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withCash: true |
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} |
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); |
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jest.spyOn(currentRateService, 'getValues').mockResolvedValue({ |
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dataProviderInfos: [], |
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errors: [], |
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values: [] |
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}); |
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const accountBalanceItems = |
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await accountBalanceService.getAccountBalanceItems({ |
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userCurrency: 'CHF', |
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userId: userDummyData.id |
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}); |
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const portfolioCalculator = portfolioCalculatorFactory.createCalculator({ |
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accountBalanceItems, |
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activities, |
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calculationType: PerformanceCalculationType.ROAI, |
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currency: 'CHF', |
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userId: userDummyData.id |
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}); |
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const portfolioSnapshot = await portfolioCalculator.computeSnapshot(); |
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const position = portfolioSnapshot.positions.find(({ symbol }) => { |
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return symbol === 'USD'; |
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}); |
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/** |
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* Investment: 2000 USD * 0.91 = 1820 CHF |
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* Investment value with currency effect: (1000 USD * 0.85) + (1000 USD * 0.90) = 1750 CHF |
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* Net performance: (1000 USD * 1.0) - (1000 USD * 1.0) = 0 CHF |
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* Total account balance: 2000 USD * 0.85 = 1700 CHF (using the exchange rate on 2024-12-31) |
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* Value in base currency: 2000 USD * 0.91 = 1820 CHF |
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*/ |
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expect(position).toMatchObject<TimelinePosition>({ |
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activitiesCount: 2, |
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averagePrice: new Big(1), |
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currency: 'USD', |
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dataSource: DataSource.YAHOO, |
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dateOfFirstActivity: '2023-12-31', |
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dividend: new Big(0), |
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dividendInBaseCurrency: new Big(0), |
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fee: new Big(0), |
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feeInBaseCurrency: new Big(0), |
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grossPerformance: new Big(0), |
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grossPerformancePercentage: new Big(0), |
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grossPerformancePercentageWithCurrencyEffect: new Big( |
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'0.08211603004634809014' |
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), |
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grossPerformanceWithCurrencyEffect: new Big(70), |
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includeInTotalAssetValue: false, |
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investment: new Big(1820), |
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investmentWithCurrencyEffect: new Big(1750), |
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marketPrice: 1, |
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marketPriceInBaseCurrency: 0.91, |
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netPerformance: new Big(0), |
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netPerformancePercentage: new Big(0), |
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netPerformancePercentageWithCurrencyEffectMap: { |
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'1d': new Big('0.01111111111111111111'), |
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'1y': new Big('0.06937181021989792704'), |
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'5y': new Big('0.0818817546090273363'), |
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max: new Big('0.0818817546090273363'), |
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mtd: new Big('0.01111111111111111111'), |
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wtd: new Big('-0.05517241379310344828'), |
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ytd: new Big('0.01111111111111111111') |
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}, |
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netPerformanceWithCurrencyEffectMap: { |
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'1d': new Big(20), |
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'1y': new Big(60), |
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'5y': new Big(70), |
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max: new Big(70), |
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mtd: new Big(20), |
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wtd: new Big(-80), |
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ytd: new Big(20) |
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}, |
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quantity: new Big(2000), |
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symbol: 'USD', |
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timeWeightedInvestment: new Big('912.47956403269754768392'), |
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timeWeightedInvestmentWithCurrencyEffect: new Big( |
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'852.45231607629427792916' |
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), |
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valueInBaseCurrency: new Big(1820) |
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}); |
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expect(portfolioSnapshot).toMatchObject({ |
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hasErrors: false, |
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totalFeesWithCurrencyEffect: new Big(0), |
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totalInterestWithCurrencyEffect: new Big(0), |
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totalLiabilitiesWithCurrencyEffect: new Big(0) |
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}); |
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}); |
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}); |
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}); |
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@ -1,18 +1,20 @@ |
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import { DataSource, Tag } from '@prisma/client'; |
import { AssetSubClass, DataSource, Tag } from '@prisma/client'; |
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import { Big } from 'big.js'; |
import { Big } from 'big.js'; |
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|
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export interface TransactionPointSymbol { |
export interface TransactionPointSymbol { |
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activitiesCount: number; |
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assetSubClass: AssetSubClass; |
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averagePrice: Big; |
averagePrice: Big; |
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currency: string; |
currency: string; |
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dataSource: DataSource; |
dataSource: DataSource; |
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dateOfFirstActivity: string; |
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dividend: Big; |
dividend: Big; |
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fee: Big; |
fee: Big; |
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firstBuyDate: string; |
feeInBaseCurrency: Big; |
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includeInHoldings: boolean; |
includeInHoldings: boolean; |
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investment: Big; |
investment: Big; |
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quantity: Big; |
quantity: Big; |
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skipErrors: boolean; |
skipErrors: boolean; |
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symbol: string; |
symbol: string; |
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tags?: Tag[]; |
tags?: Tag[]; |
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transactionCount: number; |
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} |
} |
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File diff suppressed because it is too large
@ -0,0 +1,5 @@ |
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export interface ExchangeRatesByCurrency { |
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[currency: string]: { |
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[dateString: string]: number; |
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}; |
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} |
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