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Fix average price calculation by only considering BUY transactions (#3125) 

* Fix average price calculation by only considering buy transactions

* Update changelog
pull/3126/head^2
gizmodus 10 months ago
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3 changed files with 199 additions and 33 deletions
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  1. 6
      CHANGELOG.md
  2. 166
      apps/api/src/app/portfolio/portfolio-calculator-baln-buy-and-sell-in-two-activities.spec.ts
  3. 60
      apps/api/src/app/portfolio/portfolio-calculator.ts

6
CHANGELOG.md
View File

@ -5,6 +5,12 @@ All notable changes to this project will be documented in this file.
The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
## Unreleased
### Fixed
- Fixed an issue in the performance calculation caused by multiple `SELL` activities on the same day
## 2.62.0 - 2024-03-09
### Changed

166
apps/api/src/app/portfolio/portfolio-calculator-baln-buy-and-sell-in-two-activities.spec.ts
View File

@ -0,0 +1,166 @@
import { CurrentRateService } from '@ghostfolio/api/app/portfolio/current-rate.service';
import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service';
import { parseDate } from '@ghostfolio/common/helper';
import Big from 'big.js';
import { CurrentRateServiceMock } from './current-rate.service.mock';
import { PortfolioCalculator } from './portfolio-calculator';
jest.mock('@ghostfolio/api/app/portfolio/current-rate.service', () => {
return {
// eslint-disable-next-line @typescript-eslint/naming-convention
CurrentRateService: jest.fn().mockImplementation(() => {
return CurrentRateServiceMock;
})
};
});
describe('PortfolioCalculator', () => {
let currentRateService: CurrentRateService;
let exchangeRateDataService: ExchangeRateDataService;
beforeEach(() => {
currentRateService = new CurrentRateService(null, null, null, null);
exchangeRateDataService = new ExchangeRateDataService(
null,
null,
null,
null
);
});
describe('get current positions', () => {
it.only('with BALN.SW buy and sell in two activities', async () => {
const portfolioCalculator = new PortfolioCalculator({
currentRateService,
exchangeRateDataService,
currency: 'CHF',
orders: [
{
currency: 'CHF',
date: '2021-11-22',
dataSource: 'YAHOO',
fee: new Big(1.55),
name: 'Bâloise Holding AG',
quantity: new Big(2),
symbol: 'BALN.SW',
type: 'BUY',
unitPrice: new Big(142.9)
},
{
currency: 'CHF',
date: '2021-11-30',
dataSource: 'YAHOO',
fee: new Big(1.65),
name: 'Bâloise Holding AG',
quantity: new Big(1),
symbol: 'BALN.SW',
type: 'SELL',
unitPrice: new Big(136.6)
},
{
currency: 'CHF',
date: '2021-11-30',
dataSource: 'YAHOO',
fee: new Big(0),
name: 'Bâloise Holding AG',
quantity: new Big(1),
symbol: 'BALN.SW',
type: 'SELL',
unitPrice: new Big(136.6)
}
]
});
portfolioCalculator.computeTransactionPoints();
const spy = jest
.spyOn(Date, 'now')
.mockImplementation(() => parseDate('2021-12-18').getTime());
const chartData = await portfolioCalculator.getChartData({
start: parseDate('2021-11-22')
});
const currentPositions = await portfolioCalculator.getCurrentPositions(
parseDate('2021-11-22')
);
const investments = portfolioCalculator.getInvestments();
const investmentsByMonth = portfolioCalculator.getInvestmentsByGroup({
data: chartData,
groupBy: 'month'
});
spy.mockRestore();
expect(currentPositions).toEqual({
currentValueInBaseCurrency: new Big('0'),
errors: [],
grossPerformance: new Big('-12.6'),
grossPerformancePercentage: new Big('-0.04408677396780965649'),
grossPerformancePercentageWithCurrencyEffect: new Big(
'-0.04408677396780965649'
),
grossPerformanceWithCurrencyEffect: new Big('-12.6'),
hasErrors: false,
netPerformance: new Big('-15.8'),
netPerformancePercentage: new Big('-0.05528341497550734703'),
netPerformancePercentageWithCurrencyEffect: new Big(
'-0.05528341497550734703'
),
netPerformanceWithCurrencyEffect: new Big('-15.8'),
positions: [
{
averagePrice: new Big('0'),
currency: 'CHF',
dataSource: 'YAHOO',
dividend: new Big('0'),
dividendInBaseCurrency: new Big('0'),
fee: new Big('3.2'),
firstBuyDate: '2021-11-22',
grossPerformance: new Big('-12.6'),
grossPerformancePercentage: new Big('-0.04408677396780965649'),
grossPerformancePercentageWithCurrencyEffect: new Big(
'-0.04408677396780965649'
),
grossPerformanceWithCurrencyEffect: new Big('-12.6'),
investment: new Big('0'),
investmentWithCurrencyEffect: new Big('0'),
netPerformance: new Big('-15.8'),
netPerformancePercentage: new Big('-0.05528341497550734703'),
netPerformancePercentageWithCurrencyEffect: new Big(
'-0.05528341497550734703'
),
netPerformanceWithCurrencyEffect: new Big('-15.8'),
marketPrice: 148.9,
marketPriceInBaseCurrency: 148.9,
quantity: new Big('0'),
symbol: 'BALN.SW',
timeWeightedInvestment: new Big('285.80000000000000396627'),
timeWeightedInvestmentWithCurrencyEffect: new Big(
'285.80000000000000396627'
),
transactionCount: 3,
valueInBaseCurrency: new Big('0')
}
],
totalInvestment: new Big('0'),
totalInvestmentWithCurrencyEffect: new Big('0')
});
expect(investments).toEqual([
{ date: '2021-11-22', investment: new Big('285.8') },
{ date: '2021-11-30', investment: new Big('0') }
]);
expect(investmentsByMonth).toEqual([
{ date: '2021-11-01', investment: 0 },
{ date: '2021-12-01', investment: 0 }
]);
});
});
});

60
apps/api/src/app/portfolio/portfolio-calculator.ts
View File

@ -893,13 +893,10 @@ export class PortfolioCalculator {
} = {};
let totalInvestment = new Big(0);
let totalInvestmentFromBuyTransactions = new Big(0);
let totalInvestmentFromBuyTransactionsWithCurrencyEffect = new Big(0);
let totalInvestmentWithCurrencyEffect = new Big(0);
let totalInvestmentWithGrossPerformanceFromSell = new Big(0);
let totalInvestmentWithGrossPerformanceFromSellWithCurrencyEffect = new Big(
0
);
let totalQuantityFromBuyTransactions = new Big(0);
let totalUnits = new Big(0);
let valueAtStartDate: Big;
let valueAtStartDateWithCurrencyEffect: Big;
@ -1138,9 +1135,21 @@ export class PortfolioCalculator {
transactionInvestment = order.quantity
.mul(order.unitPriceInBaseCurrency)
.mul(getFactor(order.type));
transactionInvestmentWithCurrencyEffect = order.quantity
.mul(order.unitPriceInBaseCurrencyWithCurrencyEffect)
.mul(getFactor(order.type));
totalQuantityFromBuyTransactions =
totalQuantityFromBuyTransactions.plus(order.quantity);
totalInvestmentFromBuyTransactions =
totalInvestmentFromBuyTransactions.plus(transactionInvestment);
totalInvestmentFromBuyTransactionsWithCurrencyEffect =
totalInvestmentFromBuyTransactionsWithCurrencyEffect.plus(
transactionInvestmentWithCurrencyEffect
);
} else if (order.type === 'SELL') {
if (totalUnits.gt(0)) {
transactionInvestment = totalInvestment
@ -1245,35 +1254,21 @@ export class PortfolioCalculator {
grossPerformanceFromSellWithCurrencyEffect
);
totalInvestmentWithGrossPerformanceFromSell =
totalInvestmentWithGrossPerformanceFromSell
.plus(transactionInvestment)
.plus(grossPerformanceFromSell);
totalInvestmentWithGrossPerformanceFromSellWithCurrencyEffect =
totalInvestmentWithGrossPerformanceFromSellWithCurrencyEffect
.plus(transactionInvestmentWithCurrencyEffect)
.plus(grossPerformanceFromSellWithCurrencyEffect);
lastAveragePrice = totalUnits.eq(0)
lastAveragePrice = totalQuantityFromBuyTransactions.eq(0)
? new Big(0)
: totalInvestmentWithGrossPerformanceFromSell.div(totalUnits);
: totalInvestmentFromBuyTransactions.div(
totalQuantityFromBuyTransactions
);
lastAveragePriceWithCurrencyEffect = totalUnits.eq(0)
lastAveragePriceWithCurrencyEffect = totalQuantityFromBuyTransactions.eq(
0
)
? new Big(0)
: totalInvestmentWithGrossPerformanceFromSellWithCurrencyEffect.div(
totalUnits
: totalInvestmentFromBuyTransactionsWithCurrencyEffect.div(
totalQuantityFromBuyTransactions
);
if (PortfolioCalculator.ENABLE_LOGGING) {
console.log(
'totalInvestmentWithGrossPerformanceFromSell',
totalInvestmentWithGrossPerformanceFromSell.toNumber()
);
console.log(
'totalInvestmentWithGrossPerformanceFromSellWithCurrencyEffect',
totalInvestmentWithGrossPerformanceFromSellWithCurrencyEffect.toNumber()
);
console.log(
'grossPerformanceFromSells',
grossPerformanceFromSells.toNumber()
@ -1319,11 +1314,10 @@ export class PortfolioCalculator {
orderDate,
previousOrderDate
);
// Set to at least 1 day, otherwise the transactions on the same day
// would not be considered in the time weighted calculation
if (daysSinceLastOrder <= 0) {
daysSinceLastOrder = 1;
// The time between two activities on the same day is unknown
// -> Set it to the smallest floating point number greater than 0
daysSinceLastOrder = Number.EPSILON;
}
// Sum up the total investment days since the start date to calculate

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