mirror of https://github.com/ghostfolio/ghostfolio
rare-magma
1 year ago
84 changed files with 5971 additions and 2193 deletions
@ -1,6 +1,6 @@ |
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import { UniqueAsset } from '@ghostfolio/common/interfaces'; |
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import { AssetProfileIdentifier } from '@ghostfolio/common/interfaces'; |
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export interface GetValueObject extends UniqueAsset { |
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export interface GetValueObject extends AssetProfileIdentifier { |
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date: Date; |
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marketPrice: number; |
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} |
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@ -1,78 +0,0 @@ |
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import { Big } from 'big.js'; |
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import { PortfolioService } from './portfolio.service'; |
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describe('PortfolioService', () => { |
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let portfolioService: PortfolioService; |
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beforeAll(async () => { |
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portfolioService = new PortfolioService( |
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null, |
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null, |
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null, |
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null, |
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null, |
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null, |
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null, |
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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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}); |
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describe('annualized performance percentage', () => { |
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it('Get annualized performance', async () => { |
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expect( |
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portfolioService |
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.getAnnualizedPerformancePercent({ |
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daysInMarket: NaN, // differenceInDays of date-fns returns NaN for the same day
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netPerformancePercentage: new Big(0) |
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}) |
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.toNumber() |
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).toEqual(0); |
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|
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expect( |
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portfolioService |
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.getAnnualizedPerformancePercent({ |
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daysInMarket: 0, |
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netPerformancePercentage: new Big(0) |
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}) |
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.toNumber() |
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).toEqual(0); |
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|
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/** |
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* Source: https://www.readyratios.com/reference/analysis/annualized_rate.html
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*/ |
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expect( |
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portfolioService |
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.getAnnualizedPerformancePercent({ |
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daysInMarket: 65, // < 1 year
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netPerformancePercentage: new Big(0.1025) |
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}) |
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.toNumber() |
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).toBeCloseTo(0.729705); |
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expect( |
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portfolioService |
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.getAnnualizedPerformancePercent({ |
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daysInMarket: 365, // 1 year
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netPerformancePercentage: new Big(0.05) |
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}) |
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.toNumber() |
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).toBeCloseTo(0.05); |
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|
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/** |
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* Source: https://www.investopedia.com/terms/a/annualized-total-return.asp#annualized-return-formula-and-calculation
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*/ |
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expect( |
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portfolioService |
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.getAnnualizedPerformancePercent({ |
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daysInMarket: 575, // > 1 year
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netPerformancePercentage: new Big(0.2374) |
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}) |
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.toNumber() |
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).toBeCloseTo(0.145); |
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}); |
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}); |
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}); |
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@ -0,0 +1,7 @@ |
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import { Tag } from '@prisma/client'; |
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import { IsArray } from 'class-validator'; |
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export class UpdateHoldingTagsDto { |
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@IsArray() |
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tags: Tag[]; |
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} |
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@ -0,0 +1,50 @@ |
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import { Big } from 'big.js'; |
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import { getAnnualizedPerformancePercent } from './calculation-helper'; |
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describe('CalculationHelper', () => { |
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describe('annualized performance percentage', () => { |
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it('Get annualized performance', async () => { |
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expect( |
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getAnnualizedPerformancePercent({ |
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daysInMarket: NaN, // differenceInDays of date-fns returns NaN for the same day
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netPerformancePercentage: new Big(0) |
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}).toNumber() |
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).toEqual(0); |
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expect( |
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getAnnualizedPerformancePercent({ |
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daysInMarket: 0, |
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netPerformancePercentage: new Big(0) |
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}).toNumber() |
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).toEqual(0); |
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/** |
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* Source: https://www.readyratios.com/reference/analysis/annualized_rate.html
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*/ |
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expect( |
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getAnnualizedPerformancePercent({ |
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daysInMarket: 65, // < 1 year
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netPerformancePercentage: new Big(0.1025) |
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}).toNumber() |
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).toBeCloseTo(0.729705); |
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|
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expect( |
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getAnnualizedPerformancePercent({ |
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daysInMarket: 365, // 1 year
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netPerformancePercentage: new Big(0.05) |
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}).toNumber() |
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).toBeCloseTo(0.05); |
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|
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/** |
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* Source: https://www.investopedia.com/terms/a/annualized-total-return.asp#annualized-return-formula-and-calculation
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*/ |
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expect( |
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getAnnualizedPerformancePercent({ |
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daysInMarket: 575, // > 1 year
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netPerformancePercentage: new Big(0.2374) |
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}).toNumber() |
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).toBeCloseTo(0.145); |
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}); |
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}); |
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}); |
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@ -0,0 +1,20 @@ |
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import { Big } from 'big.js'; |
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import { isNumber } from 'lodash'; |
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|
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export function getAnnualizedPerformancePercent({ |
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daysInMarket, |
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netPerformancePercentage |
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}: { |
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daysInMarket: number; |
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netPerformancePercentage: Big; |
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}): Big { |
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if (isNumber(daysInMarket) && daysInMarket > 0) { |
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const exponent = new Big(365).div(daysInMarket).toNumber(); |
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return new Big( |
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Math.pow(netPerformancePercentage.plus(1).toNumber(), exponent) |
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).minus(1); |
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} |
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return new Big(0); |
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} |
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@ -1,6 +1,6 @@ |
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import { DataSource } from '@prisma/client'; |
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|
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export interface UniqueAsset { |
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export interface AssetProfileIdentifier { |
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dataSource: DataSource; |
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symbol: string; |
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} |
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@ -1,6 +1,6 @@ |
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import { UniqueAsset } from '../unique-asset.interface'; |
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import { AssetProfileIdentifier } from '@ghostfolio/common/interfaces'; |
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|
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export interface ResponseError { |
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errors?: UniqueAsset[]; |
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errors?: AssetProfileIdentifier[]; |
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hasErrors: boolean; |
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} |
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@ -1 +0,0 @@ |
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export type HoldingViewMode = 'CHART' | 'TABLE'; |
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@ -0,0 +1 @@ |
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export type HoldingsViewMode = 'CHART' | 'TABLE'; |
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