Merge branch 'feature/integrate-chart-to-snapshot-calculation' of https://github.com/gizmodus/ghostfolio into pr/3271

apps/api/src/app/portfolio/calculator/portfolio-calculator.ts

@@ -91,6 +91,7 @@ export abstract class PortfolioCalculator {
     userId: string;
   }) {
     console.time('--- PortfolioCalculator.constructor - 1');
+
     this.accountBalanceItems = accountBalanceItems;
     this.configurationService = configurationService;
     this.currency = currency;
@@ -273,7 +274,8 @@ export abstract class PortfolioCalculator {
     } = await this.currentRateService.getValues({
       dataGatheringItems,
       dateQuery: {
-        in: dates
+        gte: parseDate(firstTransactionPoint?.date),
+        lt: end
       }
     });
 
@@ -302,7 +304,7 @@ export abstract class PortfolioCalculator {
     const chartStartDate = this.getStartDate();
     const daysInMarket = differenceInDays(endDate, chartStartDate) + 1;
 
-    const step = true /*withDataDecimation*/
+    const step = false /*withDataDecimation*/
       ? Math.round(daysInMarket / Math.min(daysInMarket, MAX_CHART_ITEMS))
       : 1;
 
@@ -581,11 +583,6 @@ export abstract class PortfolioCalculator {
         totalTimeWeightedInvestmentValueWithCurrencyEffect
       } = values;
 
-      console.log(
-        'Chart: totalTimeWeightedInvestmentValue',
-        totalTimeWeightedInvestmentValue.toFixed()
-      );
-
       const netPerformanceInPercentage = totalTimeWeightedInvestmentValue.eq(0)
         ? 0
         : totalNetPerformanceValue
@@ -712,7 +709,8 @@ export abstract class PortfolioCalculator {
       await this.currentRateService.getValues({
         dataGatheringItems,
         dateQuery: {
-          in: dates
+          gte: start,
+          lt: end
         }
       });
 

apps/api/src/app/portfolio/calculator/twr/portfolio-calculator.ts

@@ -337,18 +337,23 @@ export class TWRPortfolioCalculator extends PortfolioCalculator {
     let lastUnitPrice: Big;
 
     if (isChartMode) {
-      const datesWithOrders = {};
+      const ordersByDate: { [date: string]: PortfolioOrderItem[] } = {};
 
-      for (const { date, type } of orders) {
+      for (const order of orders) {
-        if (['BUY', 'SELL'].includes(type)) {
+        if (['BUY', 'SELL'].includes(order.type)) {
-          datesWithOrders[date] = true;
+          ordersByDate[order.date] = ordersByDate[order.date] ?? [];
+          ordersByDate[order.date].push(order);
         }
       }
 
       while (isBefore(day, end)) {
-        const hasDate = datesWithOrders[format(day, DATE_FORMAT)];
+        if (ordersByDate[format(day, DATE_FORMAT)]?.length > 0) {
-
+          for (let order of ordersByDate[format(day, DATE_FORMAT)]) {
-        if (!hasDate) {
+            order.unitPriceFromMarketData =
+              marketSymbolMap[format(day, DATE_FORMAT)]?.[symbol] ??
+              lastUnitPrice;
+          }
+        } else {
           orders.push({
             date: format(day, DATE_FORMAT),
             fee: new Big(0),
@@ -360,12 +365,18 @@ export class TWRPortfolioCalculator extends PortfolioCalculator {
             },
             type: 'BUY',
             unitPrice:
+              marketSymbolMap[format(day, DATE_FORMAT)]?.[symbol] ??
+              lastUnitPrice,
+            unitPriceFromMarketData:
               marketSymbolMap[format(day, DATE_FORMAT)]?.[symbol] ??
               lastUnitPrice
           });
         }
 
-        lastUnitPrice = last(orders).unitPrice;
+        const lastOrder = last(orders);
+
+        lastUnitPrice =
+          lastOrder.unitPriceFromMarketData ?? lastOrder.unitPrice;
 
         day = addDays(day, step);
       }
@@ -459,12 +470,14 @@ export class TWRPortfolioCalculator extends PortfolioCalculator {
         );
       }
 
-      if (order.unitPrice) {
+      const unitPrice = ['BUY', 'SELL'].includes(order.type)
-        order.unitPriceInBaseCurrency = order.unitPrice.mul(
+        ? order.unitPrice
-          currentExchangeRate ?? 1
+        : order.unitPriceFromMarketData;
-        );
+
+      if (unitPrice) {
+        order.unitPriceInBaseCurrency = unitPrice.mul(currentExchangeRate ?? 1);
 
-        order.unitPriceInBaseCurrencyWithCurrencyEffect = order.unitPrice.mul(
+        order.unitPriceInBaseCurrencyWithCurrencyEffect = unitPrice.mul(
           exchangeRateAtOrderDate ?? 1
         );
       }
@@ -648,10 +661,13 @@ export class TWRPortfolioCalculator extends PortfolioCalculator {
           grossPerformanceWithCurrencyEffect;
       }
 
-      if (i > indexOfStartOrder && ['BUY', 'SELL'].includes(order.type)) {
+      if (i > indexOfStartOrder) {
         // Only consider periods with an investment for the calculation of
         // the time weighted investment
-        if (valueOfInvestmentBeforeTransaction.gt(0)) {
+        if (
+          valueOfInvestmentBeforeTransaction.gt(0) &&
+          ['BUY', 'SELL'].includes(order.type)
+        ) {
           // Calculate the number of days since the previous order
           const orderDate = new Date(order.date);
           const previousOrderDate = new Date(orders[i - 1].date);

apps/api/src/app/portfolio/interfaces/portfolio-order-item.interface.ts

@@ -6,6 +6,7 @@ export interface PortfolioOrderItem extends PortfolioOrder {
   feeInBaseCurrency?: Big;
   feeInBaseCurrencyWithCurrencyEffect?: Big;
   itemType?: 'end' | 'start';
+  unitPriceFromMarketData?: Big;
   unitPriceInBaseCurrency?: Big;
   unitPriceInBaseCurrencyWithCurrencyEffect?: Big;
 }