@ -196,6 +196,7 @@ export abstract class PortfolioCalculator {
hasErrors : false , hasErrors : false ,
historicalData : [ ] , historicalData : [ ] ,
positions : [ ] , positions : [ ] ,
totalCashInBaseCurrency : new Big ( 0 ) ,
totalFeesWithCurrencyEffect : new Big ( 0 ) , totalFeesWithCurrencyEffect : new Big ( 0 ) ,
totalInterestWithCurrencyEffect : new Big ( 0 ) , totalInterestWithCurrencyEffect : new Big ( 0 ) ,
totalInvestment : new Big ( 0 ) , totalInvestment : new Big ( 0 ) ,
@ -204,10 +205,12 @@ export abstract class PortfolioCalculator {
} ; } ;
} }
const cashSymbols = new Set < string > ( ) ;
const currencies : { [ symbol : string ] : string } = { } ; const currencies : { [ symbol : string ] : string } = { } ;
const dataGatheringItems : DataGatheringItem [ ] = [ ] ; const dataGatheringItems : DataGatheringItem [ ] = [ ] ;
let firstIndex = transactionPoints . length ; let firstIndex = transactionPoints . length ;
let firstTransactionPoint : TransactionPoint = null ; let firstTransactionPoint : TransactionPoint = null ;
let totalCashInBaseCurrency = new Big ( 0 ) ;
let totalInterestWithCurrencyEffect = new Big ( 0 ) ; let totalInterestWithCurrencyEffect = new Big ( 0 ) ;
let totalLiabilitiesWithCurrencyEffect = new Big ( 0 ) ; let totalLiabilitiesWithCurrencyEffect = new Big ( 0 ) ;
@ -316,7 +319,7 @@ export abstract class PortfolioCalculator {
const accumulatedValuesByDate : { const accumulatedValuesByDate : {
[ date : string ] : { [ date : string ] : {
investmentValueWithCurrencyEffect : Big ; investmentValueWithCurrencyEffect : Big ;
totalAccountBalanc eWithCurrencyEffect : Big ; totalCashValu eWithCurrencyEffect : Big ;
totalCurrentValue : Big ; totalCurrentValue : Big ;
totalCurrentValueWithCurrencyEffect : Big ; totalCurrentValueWithCurrencyEffect : Big ;
totalInvestmentValue : Big ; totalInvestmentValue : Big ;
@ -351,6 +354,8 @@ export abstract class PortfolioCalculator {
] ? ? 1 ] ? ? 1
) ; ) ;
const valueInBaseCurrency = marketPriceInBaseCurrency . mul ( item . quantity ) ;
const { const {
currentValues , currentValues ,
currentValuesWithCurrencyEffect , currentValuesWithCurrencyEffect ,
@ -391,25 +396,19 @@ export abstract class PortfolioCalculator {
hasAnySymbolMetricsErrors = hasAnySymbolMetricsErrors || hasErrors ; hasAnySymbolMetricsErrors = hasAnySymbolMetricsErrors || hasErrors ;
const includeInTotalAssetValue = valuesBySymbol [ item . symbol ] = {
item . assetSubClass !== AssetSubClass . CASH ; currentValues ,
currentValuesWithCurrencyEffect ,
if ( includeInTotalAssetValue ) { investmentValuesAccumulated ,
valuesBySymbol [ item . symbol ] = { investmentValuesAccumulatedWithCurrencyEffect ,
currentValues , investmentValuesWithCurrencyEffect ,
currentValuesWithCurrencyEffect , netPerformanceValues ,
investmentValuesAccumulated , netPerformanceValuesWithCurrencyEffect ,
investmentValuesAccumulatedWithCurrencyEffect , timeWeightedInvestmentValues ,
investmentValuesWithCurrencyEffect , timeWeightedInvestmentValuesWithCurrencyEffect
netPerformanceValues , } ;
netPerformanceValuesWithCurrencyEffect ,
timeWeightedInvestmentValues ,
timeWeightedInvestmentValuesWithCurrencyEffect
} ;
}
positions . push ( { positions . push ( {
includeInTotalAssetValue ,
timeWeightedInvestment , timeWeightedInvestment ,
timeWeightedInvestmentWithCurrencyEffect , timeWeightedInvestmentWithCurrencyEffect ,
activitiesCount : item.activitiesCount , activitiesCount : item.activitiesCount ,
@ -450,11 +449,16 @@ export abstract class PortfolioCalculator {
quantity : item.quantity , quantity : item.quantity ,
symbol : item . symbol , symbol : item . symbol ,
tags : item.tags , tags : item.tags ,
valueInBaseCurrency : new Big ( marketPriceInBaseCurrency ) . mul ( valueInBaseCurrency
item . quantity
)
} ) ; } ) ;
if ( item . assetSubClass === AssetSubClass . CASH ) {
cashSymbols . add ( item . symbol ) ;
totalCashInBaseCurrency =
totalCashInBaseCurrency . plus ( valueInBaseCurrency ) ;
}
totalInterestWithCurrencyEffect = totalInterestWithCurrencyEffect . plus ( totalInterestWithCurrencyEffect = totalInterestWithCurrencyEffect . plus (
totalInterestInBaseCurrency totalInterestInBaseCurrency
) ; ) ;
@ -474,28 +478,7 @@ export abstract class PortfolioCalculator {
} }
} }
const accountBalanceItemsMap = this . accountBalanceItems . reduce (
( map , { date , value } ) = > {
map [ date ] = new Big ( value ) ;
return map ;
} ,
{ } as { [ date : string ] : Big }
) ;
const accountBalanceMap : { [ date : string ] : Big } = { } ;
let lastKnownBalance = new Big ( 0 ) ;
for ( const dateString of chartDates ) { for ( const dateString of chartDates ) {
if ( accountBalanceItemsMap [ dateString ] !== undefined ) {
// If there's an exact balance for this date, update lastKnownBalance
lastKnownBalance = accountBalanceItemsMap [ dateString ] ;
}
// Add the most recent balance to the accountBalanceMap
accountBalanceMap [ dateString ] = lastKnownBalance ;
for ( const symbol of Object . keys ( valuesBySymbol ) ) { for ( const symbol of Object . keys ( valuesBySymbol ) ) {
const symbolValues = valuesBySymbol [ symbol ] ; const symbolValues = valuesBySymbol [ symbol ] ;
@ -538,7 +521,14 @@ export abstract class PortfolioCalculator {
accumulatedValuesByDate [ dateString ] accumulatedValuesByDate [ dateString ]
? . investmentValueWithCurrencyEffect ? ? new Big ( 0 ) ? . investmentValueWithCurrencyEffect ? ? new Big ( 0 )
) . add ( investmentValueWithCurrencyEffect ) , ) . add ( investmentValueWithCurrencyEffect ) ,
totalAccountBalanceWithCurrencyEffect : accountBalanceMap [ dateString ] , totalCashValueWithCurrencyEffect : (
accumulatedValuesByDate [ dateString ]
? . totalCashValueWithCurrencyEffect ? ? new Big ( 0 )
) . add (
cashSymbols . has ( symbol )
? currentValueWithCurrencyEffect
: new Big ( 0 )
) ,
totalCurrentValue : ( totalCurrentValue : (
accumulatedValuesByDate [ dateString ] ? . totalCurrentValue ? ? new Big ( 0 ) accumulatedValuesByDate [ dateString ] ? . totalCurrentValue ? ? new Big ( 0 )
) . add ( currentValue ) , ) . add ( currentValue ) ,
@ -579,7 +569,7 @@ export abstract class PortfolioCalculator {
) . map ( ( [ date , values ] ) = > { ) . map ( ( [ date , values ] ) = > {
const { const {
investmentValueWithCurrencyEffect , investmentValueWithCurrencyEffect ,
totalAccountBalanc eWithCurrencyEffect , totalCashValu eWithCurrencyEffect ,
totalCurrentValue , totalCurrentValue ,
totalCurrentValueWithCurrencyEffect , totalCurrentValueWithCurrencyEffect ,
totalInvestmentValue , totalInvestmentValue ,
@ -612,10 +602,8 @@ export abstract class PortfolioCalculator {
netPerformance : totalNetPerformanceValue.toNumber ( ) , netPerformance : totalNetPerformanceValue.toNumber ( ) ,
netPerformanceWithCurrencyEffect : netPerformanceWithCurrencyEffect :
totalNetPerformanceValueWithCurrencyEffect . toNumber ( ) , totalNetPerformanceValueWithCurrencyEffect . toNumber ( ) ,
netWorth : totalCurrentValueWithCurrencyEffect netWorth : totalCurrentValueWithCurrencyEffect.toNumber ( ) ,
. plus ( totalAccountBalanceWithCurrencyEffect ) totalCashInBaseCurrency : totalCashValueWithCurrencyEffect.toNumber ( ) ,
. toNumber ( ) ,
totalAccountBalance : totalAccountBalanceWithCurrencyEffect.toNumber ( ) ,
totalInvestment : totalInvestmentValue.toNumber ( ) , totalInvestment : totalInvestmentValue.toNumber ( ) ,
totalInvestmentValueWithCurrencyEffect : totalInvestmentValueWithCurrencyEffect :
totalInvestmentValueWithCurrencyEffect . toNumber ( ) , totalInvestmentValueWithCurrencyEffect . toNumber ( ) ,
@ -639,6 +627,7 @@ export abstract class PortfolioCalculator {
. . . overall , . . . overall ,
errors , errors ,
historicalData , historicalData ,
totalCashInBaseCurrency ,
totalInterestWithCurrencyEffect , totalInterestWithCurrencyEffect ,
totalLiabilitiesWithCurrencyEffect , totalLiabilitiesWithCurrencyEffect ,
hasErrors : hasAnySymbolMetricsErrors || overall . hasErrors , hasErrors : hasAnySymbolMetricsErrors || overall . hasErrors ,
@ -776,11 +765,6 @@ export abstract class PortfolioCalculator {
? 0 ? 0
: netPerformanceWithCurrencyEffectSinceStartDate / : netPerformanceWithCurrencyEffectSinceStartDate /
timeWeightedInvestmentValue timeWeightedInvestmentValue
// TODO: Add net worth
// netWorth: totalCurrentValueWithCurrencyEffect
// .plus(totalAccountBalanceWithCurrencyEffect)
// .toNumber()
// netWorth: 0
} ) ; } ) ;
} }
} }
Thomas Kaul
1 month ago
GitHub