mirror of https://github.com/ghostfolio/ghostfolio
Thomas Kaul
2 days ago
35 changed files with 907 additions and 879 deletions
@ -1,231 +1,231 @@ |
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import { |
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activityDummyData, |
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symbolProfileDummyData, |
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userDummyData |
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} 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 { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service'; |
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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 { Activity } from '@ghostfolio/common/interfaces'; |
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import { PerformanceCalculationType } from '@ghostfolio/common/types/performance-calculation-type.type'; |
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|
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import { Big } from 'big.js'; |
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|
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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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|
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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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|
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describe('PortfolioCalculator', () => { |
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let configurationService: ConfigurationService; |
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let currentRateService: CurrentRateService; |
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let exchangeRateDataService: ExchangeRateDataService; |
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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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|
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beforeEach(() => { |
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configurationService = new ConfigurationService(); |
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|
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currentRateService = new CurrentRateService(null, null, null, null); |
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|
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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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|
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portfolioSnapshotService = new PortfolioSnapshotService(null, null); |
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|
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redisCacheService = new RedisCacheService(null, null); |
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|
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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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|
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describe('get current positions', () => { |
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it.only('with BALN.SW buy and sell in two activities', async () => { |
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jest.useFakeTimers().setSystemTime(parseDate('2021-12-18').getTime()); |
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|
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const activities: Activity[] = [ |
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{ |
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...activityDummyData, |
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date: new Date('2021-11-22'), |
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feeInAssetProfileCurrency: 1.55, |
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feeInBaseCurrency: 1.55, |
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quantity: 2, |
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SymbolProfile: { |
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...symbolProfileDummyData, |
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currency: 'CHF', |
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dataSource: 'YAHOO', |
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name: 'Bâloise Holding AG', |
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symbol: 'BALN.SW' |
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}, |
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type: 'BUY', |
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unitPriceInAssetProfileCurrency: 142.9 |
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}, |
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{ |
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...activityDummyData, |
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date: new Date('2021-11-30'), |
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feeInAssetProfileCurrency: 1.65, |
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feeInBaseCurrency: 1.65, |
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quantity: 1, |
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SymbolProfile: { |
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...symbolProfileDummyData, |
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currency: 'CHF', |
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dataSource: 'YAHOO', |
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name: 'Bâloise Holding AG', |
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symbol: 'BALN.SW' |
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}, |
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type: 'SELL', |
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unitPriceInAssetProfileCurrency: 136.6 |
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}, |
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{ |
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...activityDummyData, |
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date: new Date('2021-11-30'), |
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feeInAssetProfileCurrency: 0, |
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feeInBaseCurrency: 0, |
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quantity: 1, |
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SymbolProfile: { |
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...symbolProfileDummyData, |
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currency: 'CHF', |
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dataSource: 'YAHOO', |
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name: 'Bâloise Holding AG', |
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symbol: 'BALN.SW' |
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}, |
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type: 'SELL', |
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unitPriceInAssetProfileCurrency: 136.6 |
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} |
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]; |
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|
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const portfolioCalculator = portfolioCalculatorFactory.createCalculator({ |
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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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|
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const portfolioSnapshot = await portfolioCalculator.computeSnapshot(); |
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|
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const investments = portfolioCalculator.getInvestments(); |
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|
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const investmentsByMonth = portfolioCalculator.getInvestmentsByGroup({ |
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data: portfolioSnapshot.historicalData, |
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groupBy: 'month' |
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}); |
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|
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const investmentsByYear = portfolioCalculator.getInvestmentsByGroup({ |
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data: portfolioSnapshot.historicalData, |
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groupBy: 'year' |
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}); |
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|
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expect(portfolioSnapshot).toMatchObject({ |
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currentValueInBaseCurrency: new Big('0'), |
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errors: [], |
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hasErrors: false, |
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positions: [ |
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{ |
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activitiesCount: 3, |
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averagePrice: new Big('0'), |
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currency: 'CHF', |
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dataSource: 'YAHOO', |
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dateOfFirstActivity: '2021-11-22', |
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dividend: new Big('0'), |
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dividendInBaseCurrency: new Big('0'), |
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fee: new Big('3.2'), |
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feeInBaseCurrency: new Big('3.2'), |
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grossPerformance: new Big('-12.6'), |
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grossPerformancePercentage: new Big('-0.04408677396780965649'), |
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grossPerformancePercentageWithCurrencyEffect: new Big( |
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'-0.04408677396780965649' |
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), |
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grossPerformanceWithCurrencyEffect: new Big('-12.6'), |
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investment: new Big('0'), |
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investmentWithCurrencyEffect: new Big('0'), |
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netPerformancePercentageWithCurrencyEffectMap: { |
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max: new Big('-0.0552834149755073478') |
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}, |
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netPerformanceWithCurrencyEffectMap: { |
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max: new Big('-15.8') |
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}, |
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marketPrice: 148.9, |
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marketPriceInBaseCurrency: 148.9, |
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quantity: new Big('0'), |
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symbol: 'BALN.SW', |
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tags: [], |
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timeWeightedInvestment: new Big('285.80000000000000396627'), |
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timeWeightedInvestmentWithCurrencyEffect: new Big( |
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'285.80000000000000396627' |
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), |
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valueInBaseCurrency: new Big('0') |
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} |
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], |
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totalFeesWithCurrencyEffect: new Big('3.2'), |
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totalInterestWithCurrencyEffect: new Big('0'), |
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totalInvestment: new Big('0'), |
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totalInvestmentWithCurrencyEffect: new Big('0'), |
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totalLiabilitiesWithCurrencyEffect: new Big('0') |
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}); |
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|
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expect(portfolioSnapshot.historicalData.at(-1)).toMatchObject( |
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expect.objectContaining({ |
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netPerformance: -15.8, |
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netPerformanceInPercentage: -0.05528341497550734703, |
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netPerformanceInPercentageWithCurrencyEffect: -0.05528341497550734703, |
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netPerformanceWithCurrencyEffect: -15.8, |
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totalInvestment: 0, |
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totalInvestmentValueWithCurrencyEffect: 0 |
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}) |
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); |
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|
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expect(investments).toEqual([ |
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{ date: '2021-11-22', investment: new Big('285.8') }, |
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{ date: '2021-11-30', investment: new Big('0') } |
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]); |
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|
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expect(investmentsByMonth).toEqual([ |
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{ date: '2021-11-01', investment: 0 }, |
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{ date: '2021-12-01', investment: 0 } |
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]); |
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|
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expect(investmentsByYear).toEqual([ |
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{ date: '2021-01-01', investment: 0 } |
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]); |
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}); |
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}); |
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}); |
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import { |
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activityDummyData, |
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symbolProfileDummyData, |
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userDummyData |
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} 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 { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service'; |
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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 { Activity } from '@ghostfolio/common/interfaces'; |
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import { PerformanceCalculationType } from '@ghostfolio/common/types/performance-calculation-type.type'; |
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|
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import { Big } from 'big.js'; |
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|
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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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|
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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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|
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describe('PortfolioCalculator', () => { |
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let configurationService: ConfigurationService; |
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let currentRateService: CurrentRateService; |
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let exchangeRateDataService: ExchangeRateDataService; |
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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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|
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beforeEach(() => { |
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configurationService = new ConfigurationService(); |
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|
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currentRateService = new CurrentRateService(null, null, null, null); |
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|
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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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|
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portfolioSnapshotService = new PortfolioSnapshotService(null, null); |
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|
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redisCacheService = new RedisCacheService(null, null); |
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|
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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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|
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describe('get current positions', () => { |
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it.only('with BALN.SW buy and sell in two activities', async () => { |
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jest.useFakeTimers().setSystemTime(parseDate('2021-12-18').getTime()); |
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|
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const activities: Activity[] = [ |
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{ |
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...activityDummyData, |
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assetProfile: { |
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...symbolProfileDummyData, |
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currency: 'CHF', |
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dataSource: 'YAHOO', |
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name: 'Bâloise Holding AG', |
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symbol: 'BALN.SW' |
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}, |
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date: new Date('2021-11-22'), |
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feeInAssetProfileCurrency: 1.55, |
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feeInBaseCurrency: 1.55, |
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quantity: 2, |
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type: 'BUY', |
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unitPriceInAssetProfileCurrency: 142.9 |
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}, |
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{ |
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...activityDummyData, |
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assetProfile: { |
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...symbolProfileDummyData, |
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currency: 'CHF', |
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dataSource: 'YAHOO', |
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name: 'Bâloise Holding AG', |
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symbol: 'BALN.SW' |
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}, |
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date: new Date('2021-11-30'), |
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feeInAssetProfileCurrency: 1.65, |
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feeInBaseCurrency: 1.65, |
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quantity: 1, |
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type: 'SELL', |
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unitPriceInAssetProfileCurrency: 136.6 |
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}, |
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{ |
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...activityDummyData, |
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assetProfile: { |
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...symbolProfileDummyData, |
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currency: 'CHF', |
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dataSource: 'YAHOO', |
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name: 'Bâloise Holding AG', |
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symbol: 'BALN.SW' |
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}, |
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date: new Date('2021-11-30'), |
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feeInAssetProfileCurrency: 0, |
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feeInBaseCurrency: 0, |
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quantity: 1, |
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type: 'SELL', |
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unitPriceInAssetProfileCurrency: 136.6 |
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} |
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]; |
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|
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const portfolioCalculator = portfolioCalculatorFactory.createCalculator({ |
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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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|
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const portfolioSnapshot = await portfolioCalculator.computeSnapshot(); |
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|
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const investments = portfolioCalculator.getInvestments(); |
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|
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const investmentsByMonth = portfolioCalculator.getInvestmentsByGroup({ |
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data: portfolioSnapshot.historicalData, |
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groupBy: 'month' |
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}); |
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|
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const investmentsByYear = portfolioCalculator.getInvestmentsByGroup({ |
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data: portfolioSnapshot.historicalData, |
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groupBy: 'year' |
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}); |
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|
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expect(portfolioSnapshot).toMatchObject({ |
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currentValueInBaseCurrency: new Big('0'), |
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errors: [], |
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hasErrors: false, |
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positions: [ |
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{ |
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activitiesCount: 3, |
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averagePrice: new Big('0'), |
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currency: 'CHF', |
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dataSource: 'YAHOO', |
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dateOfFirstActivity: '2021-11-22', |
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dividend: new Big('0'), |
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dividendInBaseCurrency: new Big('0'), |
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fee: new Big('3.2'), |
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feeInBaseCurrency: new Big('3.2'), |
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grossPerformance: new Big('-12.6'), |
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grossPerformancePercentage: new Big('-0.04408677396780965649'), |
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grossPerformancePercentageWithCurrencyEffect: new Big( |
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'-0.04408677396780965649' |
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), |
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grossPerformanceWithCurrencyEffect: new Big('-12.6'), |
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investment: new Big('0'), |
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investmentWithCurrencyEffect: new Big('0'), |
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netPerformancePercentageWithCurrencyEffectMap: { |
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max: new Big('-0.0552834149755073478') |
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}, |
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netPerformanceWithCurrencyEffectMap: { |
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max: new Big('-15.8') |
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}, |
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marketPrice: 148.9, |
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marketPriceInBaseCurrency: 148.9, |
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quantity: new Big('0'), |
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symbol: 'BALN.SW', |
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tags: [], |
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timeWeightedInvestment: new Big('285.80000000000000396627'), |
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timeWeightedInvestmentWithCurrencyEffect: new Big( |
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'285.80000000000000396627' |
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), |
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valueInBaseCurrency: new Big('0') |
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} |
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], |
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totalFeesWithCurrencyEffect: new Big('3.2'), |
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totalInterestWithCurrencyEffect: new Big('0'), |
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totalInvestment: new Big('0'), |
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totalInvestmentWithCurrencyEffect: new Big('0'), |
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totalLiabilitiesWithCurrencyEffect: new Big('0') |
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}); |
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|
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expect(portfolioSnapshot.historicalData.at(-1)).toMatchObject( |
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expect.objectContaining({ |
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netPerformance: -15.8, |
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netPerformanceInPercentage: -0.05528341497550734703, |
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netPerformanceInPercentageWithCurrencyEffect: -0.05528341497550734703, |
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netPerformanceWithCurrencyEffect: -15.8, |
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totalInvestment: 0, |
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totalInvestmentValueWithCurrencyEffect: 0 |
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}) |
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); |
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|
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expect(investments).toEqual([ |
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{ date: '2021-11-22', investment: new Big('285.8') }, |
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{ date: '2021-11-30', investment: new Big('0') } |
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]); |
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|
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expect(investmentsByMonth).toEqual([ |
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{ date: '2021-11-01', investment: 0 }, |
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{ date: '2021-12-01', investment: 0 } |
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]); |
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|
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expect(investmentsByYear).toEqual([ |
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{ date: '2021-01-01', investment: 0 } |
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]); |
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}); |
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}); |
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}); |
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|
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@ -1,190 +1,190 @@ |
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import { |
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activityDummyData, |
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loadExportFile, |
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symbolProfileDummyData, |
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userDummyData |
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} 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 { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service'; |
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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 { Activity, ExportResponse } from '@ghostfolio/common/interfaces'; |
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import { PerformanceCalculationType } from '@ghostfolio/common/types/performance-calculation-type.type'; |
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|
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import { Big } from 'big.js'; |
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import { join } from 'node:path'; |
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|
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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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|
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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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|
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describe('PortfolioCalculator', () => { |
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let exportResponse: ExportResponse; |
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|
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let configurationService: ConfigurationService; |
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let currentRateService: CurrentRateService; |
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let exchangeRateDataService: ExchangeRateDataService; |
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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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|
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beforeAll(() => { |
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exportResponse = loadExportFile( |
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join( |
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__dirname, |
|||
'../../../../../../../test/import/ok/jnug-buy-and-sell-and-buy-and-sell.json' |
|||
) |
|||
); |
|||
}); |
|||
|
|||
beforeEach(() => { |
|||
configurationService = new ConfigurationService(); |
|||
|
|||
currentRateService = new CurrentRateService(null, null, null, null); |
|||
|
|||
exchangeRateDataService = new ExchangeRateDataService( |
|||
null, |
|||
null, |
|||
null, |
|||
null |
|||
); |
|||
|
|||
portfolioSnapshotService = new PortfolioSnapshotService(null, null); |
|||
|
|||
redisCacheService = new RedisCacheService(null, null); |
|||
|
|||
portfolioCalculatorFactory = new PortfolioCalculatorFactory( |
|||
configurationService, |
|||
currentRateService, |
|||
exchangeRateDataService, |
|||
portfolioSnapshotService, |
|||
redisCacheService |
|||
); |
|||
}); |
|||
|
|||
describe('get current positions', () => { |
|||
it.only('with JNUG buy and sell', async () => { |
|||
jest.useFakeTimers().setSystemTime(parseDate('2025-12-28').getTime()); |
|||
|
|||
const activities: Activity[] = exportResponse.activities.map( |
|||
(activity) => ({ |
|||
...activityDummyData, |
|||
...activity, |
|||
date: parseDate(activity.date), |
|||
feeInAssetProfileCurrency: activity.fee, |
|||
feeInBaseCurrency: activity.fee, |
|||
SymbolProfile: { |
|||
...symbolProfileDummyData, |
|||
currency: activity.currency, |
|||
dataSource: activity.dataSource, |
|||
name: 'Direxion Daily Junior Gold Miners Index Bull 2X Shares', |
|||
symbol: activity.symbol |
|||
}, |
|||
unitPriceInAssetProfileCurrency: activity.unitPrice |
|||
}) |
|||
); |
|||
|
|||
const portfolioCalculator = portfolioCalculatorFactory.createCalculator({ |
|||
activities, |
|||
calculationType: PerformanceCalculationType.ROAI, |
|||
currency: exportResponse.user.settings.currency, |
|||
userId: userDummyData.id |
|||
}); |
|||
|
|||
const portfolioSnapshot = await portfolioCalculator.computeSnapshot(); |
|||
|
|||
const investments = portfolioCalculator.getInvestments(); |
|||
|
|||
const investmentsByMonth = portfolioCalculator.getInvestmentsByGroup({ |
|||
data: portfolioSnapshot.historicalData, |
|||
groupBy: 'month' |
|||
}); |
|||
|
|||
const investmentsByYear = portfolioCalculator.getInvestmentsByGroup({ |
|||
data: portfolioSnapshot.historicalData, |
|||
groupBy: 'year' |
|||
}); |
|||
|
|||
expect(portfolioSnapshot).toMatchObject({ |
|||
currentValueInBaseCurrency: new Big('0'), |
|||
errors: [], |
|||
hasErrors: false, |
|||
positions: [ |
|||
{ |
|||
activitiesCount: 4, |
|||
averagePrice: new Big('0'), |
|||
currency: 'USD', |
|||
dataSource: 'YAHOO', |
|||
dateOfFirstActivity: '2025-12-11', |
|||
dividend: new Big('0'), |
|||
dividendInBaseCurrency: new Big('0'), |
|||
fee: new Big('4'), |
|||
feeInBaseCurrency: new Big('4'), |
|||
grossPerformance: new Big('43.95'), // (1890.00 - 1885.05) + (2080.10 - 2041.10)
|
|||
grossPerformanceWithCurrencyEffect: new Big('43.95'), // (1890.00 - 1885.05) + (2080.10 - 2041.10)
|
|||
investment: new Big('0'), |
|||
investmentWithCurrencyEffect: new Big('0'), |
|||
netPerformance: new Big('39.95'), // (1890.00 - 1885.05) + (2080.10 - 2041.10) - 4
|
|||
netPerformanceWithCurrencyEffectMap: { |
|||
max: new Big('39.95') // (1890.00 - 1885.05) + (2080.10 - 2041.10) - 4
|
|||
}, |
|||
marketPrice: 237.8000030517578, |
|||
marketPriceInBaseCurrency: 237.8000030517578, |
|||
quantity: new Big('0'), |
|||
symbol: 'JNUG', |
|||
tags: [], |
|||
valueInBaseCurrency: new Big('0') |
|||
} |
|||
], |
|||
totalFeesWithCurrencyEffect: new Big('4'), |
|||
totalInterestWithCurrencyEffect: new Big('0'), |
|||
totalInvestment: new Big('0'), |
|||
totalInvestmentWithCurrencyEffect: new Big('0'), |
|||
totalLiabilitiesWithCurrencyEffect: new Big('0') |
|||
}); |
|||
|
|||
expect(investments).toEqual([ |
|||
{ date: '2025-12-11', investment: new Big('1885.05') }, |
|||
{ date: '2025-12-18', investment: new Big('2041.1') }, |
|||
{ date: '2025-12-28', investment: new Big('0') } |
|||
]); |
|||
|
|||
expect(investmentsByMonth).toEqual([ |
|||
{ date: '2025-12-01', investment: 0 } |
|||
]); |
|||
|
|||
expect(investmentsByYear).toEqual([ |
|||
{ date: '2025-01-01', investment: 0 } |
|||
]); |
|||
}); |
|||
}); |
|||
}); |
|||
import { |
|||
activityDummyData, |
|||
loadExportFile, |
|||
symbolProfileDummyData, |
|||
userDummyData |
|||
} from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator-test-utils'; |
|||
import { PortfolioCalculatorFactory } from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator.factory'; |
|||
import { CurrentRateService } from '@ghostfolio/api/app/portfolio/current-rate.service'; |
|||
import { CurrentRateServiceMock } from '@ghostfolio/api/app/portfolio/current-rate.service.mock'; |
|||
import { RedisCacheService } from '@ghostfolio/api/app/redis-cache/redis-cache.service'; |
|||
import { RedisCacheServiceMock } from '@ghostfolio/api/app/redis-cache/redis-cache.service.mock'; |
|||
import { ConfigurationService } from '@ghostfolio/api/services/configuration/configuration.service'; |
|||
import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service'; |
|||
import { PortfolioSnapshotService } from '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service'; |
|||
import { PortfolioSnapshotServiceMock } from '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service.mock'; |
|||
import { parseDate } from '@ghostfolio/common/helper'; |
|||
import { Activity, ExportResponse } from '@ghostfolio/common/interfaces'; |
|||
import { PerformanceCalculationType } from '@ghostfolio/common/types/performance-calculation-type.type'; |
|||
|
|||
import { Big } from 'big.js'; |
|||
import { join } from 'node:path'; |
|||
|
|||
jest.mock('@ghostfolio/api/app/portfolio/current-rate.service', () => { |
|||
return { |
|||
CurrentRateService: jest.fn().mockImplementation(() => { |
|||
return CurrentRateServiceMock; |
|||
}) |
|||
}; |
|||
}); |
|||
|
|||
jest.mock( |
|||
'@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service', |
|||
() => { |
|||
return { |
|||
PortfolioSnapshotService: jest.fn().mockImplementation(() => { |
|||
return PortfolioSnapshotServiceMock; |
|||
}) |
|||
}; |
|||
} |
|||
); |
|||
|
|||
jest.mock('@ghostfolio/api/app/redis-cache/redis-cache.service', () => { |
|||
return { |
|||
RedisCacheService: jest.fn().mockImplementation(() => { |
|||
return RedisCacheServiceMock; |
|||
}) |
|||
}; |
|||
}); |
|||
|
|||
describe('PortfolioCalculator', () => { |
|||
let exportResponse: ExportResponse; |
|||
|
|||
let configurationService: ConfigurationService; |
|||
let currentRateService: CurrentRateService; |
|||
let exchangeRateDataService: ExchangeRateDataService; |
|||
let portfolioCalculatorFactory: PortfolioCalculatorFactory; |
|||
let portfolioSnapshotService: PortfolioSnapshotService; |
|||
let redisCacheService: RedisCacheService; |
|||
|
|||
beforeAll(() => { |
|||
exportResponse = loadExportFile( |
|||
join( |
|||
__dirname, |
|||
'../../../../../../../test/import/ok/jnug-buy-and-sell-and-buy-and-sell.json' |
|||
) |
|||
); |
|||
}); |
|||
|
|||
beforeEach(() => { |
|||
configurationService = new ConfigurationService(); |
|||
|
|||
currentRateService = new CurrentRateService(null, null, null, null); |
|||
|
|||
exchangeRateDataService = new ExchangeRateDataService( |
|||
null, |
|||
null, |
|||
null, |
|||
null |
|||
); |
|||
|
|||
portfolioSnapshotService = new PortfolioSnapshotService(null, null); |
|||
|
|||
redisCacheService = new RedisCacheService(null, null); |
|||
|
|||
portfolioCalculatorFactory = new PortfolioCalculatorFactory( |
|||
configurationService, |
|||
currentRateService, |
|||
exchangeRateDataService, |
|||
portfolioSnapshotService, |
|||
redisCacheService |
|||
); |
|||
}); |
|||
|
|||
describe('get current positions', () => { |
|||
it.only('with JNUG buy and sell', async () => { |
|||
jest.useFakeTimers().setSystemTime(parseDate('2025-12-28').getTime()); |
|||
|
|||
const activities: Activity[] = exportResponse.activities.map( |
|||
(activity) => ({ |
|||
...activityDummyData, |
|||
...activity, |
|||
assetProfile: { |
|||
...symbolProfileDummyData, |
|||
currency: activity.currency, |
|||
dataSource: activity.dataSource, |
|||
name: 'Direxion Daily Junior Gold Miners Index Bull 2X Shares', |
|||
symbol: activity.symbol |
|||
}, |
|||
date: parseDate(activity.date), |
|||
feeInAssetProfileCurrency: activity.fee, |
|||
feeInBaseCurrency: activity.fee, |
|||
unitPriceInAssetProfileCurrency: activity.unitPrice |
|||
}) |
|||
); |
|||
|
|||
const portfolioCalculator = portfolioCalculatorFactory.createCalculator({ |
|||
activities, |
|||
calculationType: PerformanceCalculationType.ROAI, |
|||
currency: exportResponse.user.settings.currency, |
|||
userId: userDummyData.id |
|||
}); |
|||
|
|||
const portfolioSnapshot = await portfolioCalculator.computeSnapshot(); |
|||
|
|||
const investments = portfolioCalculator.getInvestments(); |
|||
|
|||
const investmentsByMonth = portfolioCalculator.getInvestmentsByGroup({ |
|||
data: portfolioSnapshot.historicalData, |
|||
groupBy: 'month' |
|||
}); |
|||
|
|||
const investmentsByYear = portfolioCalculator.getInvestmentsByGroup({ |
|||
data: portfolioSnapshot.historicalData, |
|||
groupBy: 'year' |
|||
}); |
|||
|
|||
expect(portfolioSnapshot).toMatchObject({ |
|||
currentValueInBaseCurrency: new Big('0'), |
|||
errors: [], |
|||
hasErrors: false, |
|||
positions: [ |
|||
{ |
|||
activitiesCount: 4, |
|||
averagePrice: new Big('0'), |
|||
currency: 'USD', |
|||
dataSource: 'YAHOO', |
|||
dateOfFirstActivity: '2025-12-11', |
|||
dividend: new Big('0'), |
|||
dividendInBaseCurrency: new Big('0'), |
|||
fee: new Big('4'), |
|||
feeInBaseCurrency: new Big('4'), |
|||
grossPerformance: new Big('43.95'), // (1890.00 - 1885.05) + (2080.10 - 2041.10)
|
|||
grossPerformanceWithCurrencyEffect: new Big('43.95'), // (1890.00 - 1885.05) + (2080.10 - 2041.10)
|
|||
investment: new Big('0'), |
|||
investmentWithCurrencyEffect: new Big('0'), |
|||
netPerformance: new Big('39.95'), // (1890.00 - 1885.05) + (2080.10 - 2041.10) - 4
|
|||
netPerformanceWithCurrencyEffectMap: { |
|||
max: new Big('39.95') // (1890.00 - 1885.05) + (2080.10 - 2041.10) - 4
|
|||
}, |
|||
marketPrice: 237.8000030517578, |
|||
marketPriceInBaseCurrency: 237.8000030517578, |
|||
quantity: new Big('0'), |
|||
symbol: 'JNUG', |
|||
tags: [], |
|||
valueInBaseCurrency: new Big('0') |
|||
} |
|||
], |
|||
totalFeesWithCurrencyEffect: new Big('4'), |
|||
totalInterestWithCurrencyEffect: new Big('0'), |
|||
totalInvestment: new Big('0'), |
|||
totalInvestmentWithCurrencyEffect: new Big('0'), |
|||
totalLiabilitiesWithCurrencyEffect: new Big('0') |
|||
}); |
|||
|
|||
expect(investments).toEqual([ |
|||
{ date: '2025-12-11', investment: new Big('1885.05') }, |
|||
{ date: '2025-12-18', investment: new Big('2041.1') }, |
|||
{ date: '2025-12-28', investment: new Big('0') } |
|||
]); |
|||
|
|||
expect(investmentsByMonth).toEqual([ |
|||
{ date: '2025-12-01', investment: 0 } |
|||
]); |
|||
|
|||
expect(investmentsByYear).toEqual([ |
|||
{ date: '2025-01-01', investment: 0 } |
|||
]); |
|||
}); |
|||
}); |
|||
}); |
|||
|
|||
@ -1,264 +1,264 @@ |
|||
import { |
|||
activityDummyData, |
|||
loadExportFile, |
|||
symbolProfileDummyData, |
|||
userDummyData |
|||
} from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator-test-utils'; |
|||
import { PortfolioCalculatorFactory } from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator.factory'; |
|||
import { CurrentRateService } from '@ghostfolio/api/app/portfolio/current-rate.service'; |
|||
import { CurrentRateServiceMock } from '@ghostfolio/api/app/portfolio/current-rate.service.mock'; |
|||
import { RedisCacheService } from '@ghostfolio/api/app/redis-cache/redis-cache.service'; |
|||
import { RedisCacheServiceMock } from '@ghostfolio/api/app/redis-cache/redis-cache.service.mock'; |
|||
import { ConfigurationService } from '@ghostfolio/api/services/configuration/configuration.service'; |
|||
import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service'; |
|||
import { PortfolioSnapshotService } from '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service'; |
|||
import { PortfolioSnapshotServiceMock } from '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service.mock'; |
|||
import { parseDate } from '@ghostfolio/common/helper'; |
|||
import { Activity, ExportResponse } from '@ghostfolio/common/interfaces'; |
|||
import { PerformanceCalculationType } from '@ghostfolio/common/types/performance-calculation-type.type'; |
|||
|
|||
import { Big } from 'big.js'; |
|||
import { join } from 'node:path'; |
|||
|
|||
jest.mock('@ghostfolio/api/app/portfolio/current-rate.service', () => { |
|||
return { |
|||
CurrentRateService: jest.fn().mockImplementation(() => { |
|||
return CurrentRateServiceMock; |
|||
}) |
|||
}; |
|||
}); |
|||
|
|||
jest.mock( |
|||
'@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service', |
|||
() => { |
|||
return { |
|||
PortfolioSnapshotService: jest.fn().mockImplementation(() => { |
|||
return PortfolioSnapshotServiceMock; |
|||
}) |
|||
}; |
|||
} |
|||
); |
|||
|
|||
jest.mock('@ghostfolio/api/app/redis-cache/redis-cache.service', () => { |
|||
return { |
|||
RedisCacheService: jest.fn().mockImplementation(() => { |
|||
return RedisCacheServiceMock; |
|||
}) |
|||
}; |
|||
}); |
|||
|
|||
describe('PortfolioCalculator', () => { |
|||
let exportResponse: ExportResponse; |
|||
|
|||
let configurationService: ConfigurationService; |
|||
let currentRateService: CurrentRateService; |
|||
let exchangeRateDataService: ExchangeRateDataService; |
|||
let portfolioCalculatorFactory: PortfolioCalculatorFactory; |
|||
let portfolioSnapshotService: PortfolioSnapshotService; |
|||
let redisCacheService: RedisCacheService; |
|||
|
|||
beforeAll(() => { |
|||
exportResponse = loadExportFile( |
|||
join( |
|||
__dirname, |
|||
'../../../../../../../test/import/ok/novn-buy-and-sell.json' |
|||
) |
|||
); |
|||
}); |
|||
|
|||
beforeEach(() => { |
|||
configurationService = new ConfigurationService(); |
|||
|
|||
currentRateService = new CurrentRateService(null, null, null, null); |
|||
|
|||
exchangeRateDataService = new ExchangeRateDataService( |
|||
null, |
|||
null, |
|||
null, |
|||
null |
|||
); |
|||
|
|||
portfolioSnapshotService = new PortfolioSnapshotService(null, null); |
|||
|
|||
redisCacheService = new RedisCacheService(null, null); |
|||
|
|||
portfolioCalculatorFactory = new PortfolioCalculatorFactory( |
|||
configurationService, |
|||
currentRateService, |
|||
exchangeRateDataService, |
|||
portfolioSnapshotService, |
|||
redisCacheService |
|||
); |
|||
}); |
|||
|
|||
describe('get current positions', () => { |
|||
it.only('with NOVN.SW buy and sell', async () => { |
|||
jest.useFakeTimers().setSystemTime(parseDate('2022-04-11').getTime()); |
|||
|
|||
const activities: Activity[] = exportResponse.activities.map( |
|||
(activity) => ({ |
|||
...activityDummyData, |
|||
...activity, |
|||
date: parseDate(activity.date), |
|||
feeInAssetProfileCurrency: activity.fee, |
|||
feeInBaseCurrency: activity.fee, |
|||
SymbolProfile: { |
|||
...symbolProfileDummyData, |
|||
currency: activity.currency, |
|||
dataSource: activity.dataSource, |
|||
name: 'Novartis AG', |
|||
symbol: activity.symbol |
|||
}, |
|||
unitPriceInAssetProfileCurrency: activity.unitPrice |
|||
}) |
|||
); |
|||
|
|||
const portfolioCalculator = portfolioCalculatorFactory.createCalculator({ |
|||
activities, |
|||
calculationType: PerformanceCalculationType.ROAI, |
|||
currency: exportResponse.user.settings.currency, |
|||
userId: userDummyData.id |
|||
}); |
|||
|
|||
const portfolioSnapshot = await portfolioCalculator.computeSnapshot(); |
|||
|
|||
const investments = portfolioCalculator.getInvestments(); |
|||
|
|||
const investmentsByMonth = portfolioCalculator.getInvestmentsByGroup({ |
|||
data: portfolioSnapshot.historicalData, |
|||
groupBy: 'month' |
|||
}); |
|||
|
|||
const investmentsByYear = portfolioCalculator.getInvestmentsByGroup({ |
|||
data: portfolioSnapshot.historicalData, |
|||
groupBy: 'year' |
|||
}); |
|||
|
|||
expect(portfolioSnapshot.historicalData[0]).toEqual({ |
|||
date: '2022-03-06', |
|||
investmentValueWithCurrencyEffect: 0, |
|||
netPerformance: 0, |
|||
netPerformanceInPercentage: 0, |
|||
netPerformanceInPercentageWithCurrencyEffect: 0, |
|||
netPerformanceWithCurrencyEffect: 0, |
|||
netWorth: 0, |
|||
totalAccountBalance: 0, |
|||
totalInvestment: 0, |
|||
totalInvestmentValueWithCurrencyEffect: 0, |
|||
value: 0, |
|||
valueWithCurrencyEffect: 0 |
|||
}); |
|||
|
|||
/** |
|||
* Closing price on 2022-03-07 is unknown, |
|||
* hence it uses the last unit price (2022-04-11): 87.8 |
|||
*/ |
|||
expect(portfolioSnapshot.historicalData[1]).toEqual({ |
|||
date: '2022-03-07', |
|||
investmentValueWithCurrencyEffect: 151.6, |
|||
netPerformance: 24, // 2 * (87.8 - 75.8) = 24
|
|||
netPerformanceInPercentage: 0.158311345646438, // 24 ÷ 151.6 = 0.158311345646438
|
|||
netPerformanceInPercentageWithCurrencyEffect: 0.158311345646438, // 24 ÷ 151.6 = 0.158311345646438
|
|||
netPerformanceWithCurrencyEffect: 24, |
|||
netWorth: 175.6, // 2 * 87.8 = 175.6
|
|||
totalAccountBalance: 0, |
|||
totalInvestment: 151.6, |
|||
totalInvestmentValueWithCurrencyEffect: 151.6, |
|||
value: 175.6, // 2 * 87.8 = 175.6
|
|||
valueWithCurrencyEffect: 175.6 |
|||
}); |
|||
|
|||
expect( |
|||
portfolioSnapshot.historicalData[ |
|||
portfolioSnapshot.historicalData.length - 1 |
|||
] |
|||
).toEqual({ |
|||
date: '2022-04-11', |
|||
investmentValueWithCurrencyEffect: 0, |
|||
netPerformance: 19.86, |
|||
netPerformanceInPercentage: 0.13100263852242744, |
|||
netPerformanceInPercentageWithCurrencyEffect: 0.13100263852242744, |
|||
netPerformanceWithCurrencyEffect: 19.86, |
|||
netWorth: 0, |
|||
totalAccountBalance: 0, |
|||
totalInvestment: 0, |
|||
totalInvestmentValueWithCurrencyEffect: 0, |
|||
value: 0, |
|||
valueWithCurrencyEffect: 0 |
|||
}); |
|||
|
|||
expect(portfolioSnapshot).toMatchObject({ |
|||
currentValueInBaseCurrency: new Big('0'), |
|||
errors: [], |
|||
hasErrors: false, |
|||
positions: [ |
|||
{ |
|||
activitiesCount: 2, |
|||
averagePrice: new Big('0'), |
|||
currency: 'CHF', |
|||
dataSource: 'YAHOO', |
|||
dateOfFirstActivity: '2022-03-07', |
|||
dividend: new Big('0'), |
|||
dividendInBaseCurrency: new Big('0'), |
|||
fee: new Big('0'), |
|||
feeInBaseCurrency: new Big('0'), |
|||
grossPerformance: new Big('19.86'), |
|||
grossPerformancePercentage: new Big('0.13100263852242744063'), |
|||
grossPerformancePercentageWithCurrencyEffect: new Big( |
|||
'0.13100263852242744063' |
|||
), |
|||
grossPerformanceWithCurrencyEffect: new Big('19.86'), |
|||
investment: new Big('0'), |
|||
investmentWithCurrencyEffect: new Big('0'), |
|||
netPerformance: new Big('19.86'), |
|||
netPerformancePercentage: new Big('0.13100263852242744063'), |
|||
netPerformancePercentageWithCurrencyEffectMap: { |
|||
max: new Big('0.13100263852242744063') |
|||
}, |
|||
netPerformanceWithCurrencyEffectMap: { |
|||
max: new Big('19.86') |
|||
}, |
|||
marketPrice: 87.8, |
|||
marketPriceInBaseCurrency: 87.8, |
|||
quantity: new Big('0'), |
|||
symbol: 'NOVN.SW', |
|||
tags: [], |
|||
timeWeightedInvestment: new Big('151.6'), |
|||
timeWeightedInvestmentWithCurrencyEffect: new Big('151.6'), |
|||
valueInBaseCurrency: new Big('0') |
|||
} |
|||
], |
|||
totalFeesWithCurrencyEffect: new Big('0'), |
|||
totalInterestWithCurrencyEffect: new Big('0'), |
|||
totalInvestment: new Big('0'), |
|||
totalInvestmentWithCurrencyEffect: new Big('0'), |
|||
totalLiabilitiesWithCurrencyEffect: new Big('0') |
|||
}); |
|||
|
|||
expect(portfolioSnapshot.historicalData.at(-1)).toMatchObject( |
|||
expect.objectContaining({ |
|||
netPerformance: 19.86, |
|||
netPerformanceInPercentage: 0.13100263852242744063, |
|||
netPerformanceInPercentageWithCurrencyEffect: 0.13100263852242744063, |
|||
netPerformanceWithCurrencyEffect: 19.86, |
|||
totalInvestment: 0, |
|||
totalInvestmentValueWithCurrencyEffect: 0 |
|||
}) |
|||
); |
|||
|
|||
expect(investments).toEqual([ |
|||
{ date: '2022-03-07', investment: new Big('151.6') }, |
|||
{ date: '2022-04-08', investment: new Big('0') } |
|||
]); |
|||
|
|||
expect(investmentsByMonth).toEqual([ |
|||
{ date: '2022-03-01', investment: 151.6 }, |
|||
{ date: '2022-04-01', investment: -151.6 } |
|||
]); |
|||
|
|||
expect(investmentsByYear).toEqual([ |
|||
{ date: '2022-01-01', investment: 0 } |
|||
]); |
|||
}); |
|||
}); |
|||
}); |
|||
import { |
|||
activityDummyData, |
|||
loadExportFile, |
|||
symbolProfileDummyData, |
|||
userDummyData |
|||
} from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator-test-utils'; |
|||
import { PortfolioCalculatorFactory } from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator.factory'; |
|||
import { CurrentRateService } from '@ghostfolio/api/app/portfolio/current-rate.service'; |
|||
import { CurrentRateServiceMock } from '@ghostfolio/api/app/portfolio/current-rate.service.mock'; |
|||
import { RedisCacheService } from '@ghostfolio/api/app/redis-cache/redis-cache.service'; |
|||
import { RedisCacheServiceMock } from '@ghostfolio/api/app/redis-cache/redis-cache.service.mock'; |
|||
import { ConfigurationService } from '@ghostfolio/api/services/configuration/configuration.service'; |
|||
import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service'; |
|||
import { PortfolioSnapshotService } from '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service'; |
|||
import { PortfolioSnapshotServiceMock } from '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service.mock'; |
|||
import { parseDate } from '@ghostfolio/common/helper'; |
|||
import { Activity, ExportResponse } from '@ghostfolio/common/interfaces'; |
|||
import { PerformanceCalculationType } from '@ghostfolio/common/types/performance-calculation-type.type'; |
|||
|
|||
import { Big } from 'big.js'; |
|||
import { join } from 'node:path'; |
|||
|
|||
jest.mock('@ghostfolio/api/app/portfolio/current-rate.service', () => { |
|||
return { |
|||
CurrentRateService: jest.fn().mockImplementation(() => { |
|||
return CurrentRateServiceMock; |
|||
}) |
|||
}; |
|||
}); |
|||
|
|||
jest.mock( |
|||
'@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service', |
|||
() => { |
|||
return { |
|||
PortfolioSnapshotService: jest.fn().mockImplementation(() => { |
|||
return PortfolioSnapshotServiceMock; |
|||
}) |
|||
}; |
|||
} |
|||
); |
|||
|
|||
jest.mock('@ghostfolio/api/app/redis-cache/redis-cache.service', () => { |
|||
return { |
|||
RedisCacheService: jest.fn().mockImplementation(() => { |
|||
return RedisCacheServiceMock; |
|||
}) |
|||
}; |
|||
}); |
|||
|
|||
describe('PortfolioCalculator', () => { |
|||
let exportResponse: ExportResponse; |
|||
|
|||
let configurationService: ConfigurationService; |
|||
let currentRateService: CurrentRateService; |
|||
let exchangeRateDataService: ExchangeRateDataService; |
|||
let portfolioCalculatorFactory: PortfolioCalculatorFactory; |
|||
let portfolioSnapshotService: PortfolioSnapshotService; |
|||
let redisCacheService: RedisCacheService; |
|||
|
|||
beforeAll(() => { |
|||
exportResponse = loadExportFile( |
|||
join( |
|||
__dirname, |
|||
'../../../../../../../test/import/ok/novn-buy-and-sell.json' |
|||
) |
|||
); |
|||
}); |
|||
|
|||
beforeEach(() => { |
|||
configurationService = new ConfigurationService(); |
|||
|
|||
currentRateService = new CurrentRateService(null, null, null, null); |
|||
|
|||
exchangeRateDataService = new ExchangeRateDataService( |
|||
null, |
|||
null, |
|||
null, |
|||
null |
|||
); |
|||
|
|||
portfolioSnapshotService = new PortfolioSnapshotService(null, null); |
|||
|
|||
redisCacheService = new RedisCacheService(null, null); |
|||
|
|||
portfolioCalculatorFactory = new PortfolioCalculatorFactory( |
|||
configurationService, |
|||
currentRateService, |
|||
exchangeRateDataService, |
|||
portfolioSnapshotService, |
|||
redisCacheService |
|||
); |
|||
}); |
|||
|
|||
describe('get current positions', () => { |
|||
it.only('with NOVN.SW buy and sell', async () => { |
|||
jest.useFakeTimers().setSystemTime(parseDate('2022-04-11').getTime()); |
|||
|
|||
const activities: Activity[] = exportResponse.activities.map( |
|||
(activity) => ({ |
|||
...activityDummyData, |
|||
...activity, |
|||
assetProfile: { |
|||
...symbolProfileDummyData, |
|||
currency: activity.currency, |
|||
dataSource: activity.dataSource, |
|||
name: 'Novartis AG', |
|||
symbol: activity.symbol |
|||
}, |
|||
date: parseDate(activity.date), |
|||
feeInAssetProfileCurrency: activity.fee, |
|||
feeInBaseCurrency: activity.fee, |
|||
unitPriceInAssetProfileCurrency: activity.unitPrice |
|||
}) |
|||
); |
|||
|
|||
const portfolioCalculator = portfolioCalculatorFactory.createCalculator({ |
|||
activities, |
|||
calculationType: PerformanceCalculationType.ROAI, |
|||
currency: exportResponse.user.settings.currency, |
|||
userId: userDummyData.id |
|||
}); |
|||
|
|||
const portfolioSnapshot = await portfolioCalculator.computeSnapshot(); |
|||
|
|||
const investments = portfolioCalculator.getInvestments(); |
|||
|
|||
const investmentsByMonth = portfolioCalculator.getInvestmentsByGroup({ |
|||
data: portfolioSnapshot.historicalData, |
|||
groupBy: 'month' |
|||
}); |
|||
|
|||
const investmentsByYear = portfolioCalculator.getInvestmentsByGroup({ |
|||
data: portfolioSnapshot.historicalData, |
|||
groupBy: 'year' |
|||
}); |
|||
|
|||
expect(portfolioSnapshot.historicalData[0]).toEqual({ |
|||
date: '2022-03-06', |
|||
investmentValueWithCurrencyEffect: 0, |
|||
netPerformance: 0, |
|||
netPerformanceInPercentage: 0, |
|||
netPerformanceInPercentageWithCurrencyEffect: 0, |
|||
netPerformanceWithCurrencyEffect: 0, |
|||
netWorth: 0, |
|||
totalAccountBalance: 0, |
|||
totalInvestment: 0, |
|||
totalInvestmentValueWithCurrencyEffect: 0, |
|||
value: 0, |
|||
valueWithCurrencyEffect: 0 |
|||
}); |
|||
|
|||
/** |
|||
* Closing price on 2022-03-07 is unknown, |
|||
* hence it uses the last unit price (2022-04-11): 87.8 |
|||
*/ |
|||
expect(portfolioSnapshot.historicalData[1]).toEqual({ |
|||
date: '2022-03-07', |
|||
investmentValueWithCurrencyEffect: 151.6, |
|||
netPerformance: 24, // 2 * (87.8 - 75.8) = 24
|
|||
netPerformanceInPercentage: 0.158311345646438, // 24 ÷ 151.6 = 0.158311345646438
|
|||
netPerformanceInPercentageWithCurrencyEffect: 0.158311345646438, // 24 ÷ 151.6 = 0.158311345646438
|
|||
netPerformanceWithCurrencyEffect: 24, |
|||
netWorth: 175.6, // 2 * 87.8 = 175.6
|
|||
totalAccountBalance: 0, |
|||
totalInvestment: 151.6, |
|||
totalInvestmentValueWithCurrencyEffect: 151.6, |
|||
value: 175.6, // 2 * 87.8 = 175.6
|
|||
valueWithCurrencyEffect: 175.6 |
|||
}); |
|||
|
|||
expect( |
|||
portfolioSnapshot.historicalData[ |
|||
portfolioSnapshot.historicalData.length - 1 |
|||
] |
|||
).toEqual({ |
|||
date: '2022-04-11', |
|||
investmentValueWithCurrencyEffect: 0, |
|||
netPerformance: 19.86, |
|||
netPerformanceInPercentage: 0.13100263852242744, |
|||
netPerformanceInPercentageWithCurrencyEffect: 0.13100263852242744, |
|||
netPerformanceWithCurrencyEffect: 19.86, |
|||
netWorth: 0, |
|||
totalAccountBalance: 0, |
|||
totalInvestment: 0, |
|||
totalInvestmentValueWithCurrencyEffect: 0, |
|||
value: 0, |
|||
valueWithCurrencyEffect: 0 |
|||
}); |
|||
|
|||
expect(portfolioSnapshot).toMatchObject({ |
|||
currentValueInBaseCurrency: new Big('0'), |
|||
errors: [], |
|||
hasErrors: false, |
|||
positions: [ |
|||
{ |
|||
activitiesCount: 2, |
|||
averagePrice: new Big('0'), |
|||
currency: 'CHF', |
|||
dataSource: 'YAHOO', |
|||
dateOfFirstActivity: '2022-03-07', |
|||
dividend: new Big('0'), |
|||
dividendInBaseCurrency: new Big('0'), |
|||
fee: new Big('0'), |
|||
feeInBaseCurrency: new Big('0'), |
|||
grossPerformance: new Big('19.86'), |
|||
grossPerformancePercentage: new Big('0.13100263852242744063'), |
|||
grossPerformancePercentageWithCurrencyEffect: new Big( |
|||
'0.13100263852242744063' |
|||
), |
|||
grossPerformanceWithCurrencyEffect: new Big('19.86'), |
|||
investment: new Big('0'), |
|||
investmentWithCurrencyEffect: new Big('0'), |
|||
netPerformance: new Big('19.86'), |
|||
netPerformancePercentage: new Big('0.13100263852242744063'), |
|||
netPerformancePercentageWithCurrencyEffectMap: { |
|||
max: new Big('0.13100263852242744063') |
|||
}, |
|||
netPerformanceWithCurrencyEffectMap: { |
|||
max: new Big('19.86') |
|||
}, |
|||
marketPrice: 87.8, |
|||
marketPriceInBaseCurrency: 87.8, |
|||
quantity: new Big('0'), |
|||
symbol: 'NOVN.SW', |
|||
tags: [], |
|||
timeWeightedInvestment: new Big('151.6'), |
|||
timeWeightedInvestmentWithCurrencyEffect: new Big('151.6'), |
|||
valueInBaseCurrency: new Big('0') |
|||
} |
|||
], |
|||
totalFeesWithCurrencyEffect: new Big('0'), |
|||
totalInterestWithCurrencyEffect: new Big('0'), |
|||
totalInvestment: new Big('0'), |
|||
totalInvestmentWithCurrencyEffect: new Big('0'), |
|||
totalLiabilitiesWithCurrencyEffect: new Big('0') |
|||
}); |
|||
|
|||
expect(portfolioSnapshot.historicalData.at(-1)).toMatchObject( |
|||
expect.objectContaining({ |
|||
netPerformance: 19.86, |
|||
netPerformanceInPercentage: 0.13100263852242744063, |
|||
netPerformanceInPercentageWithCurrencyEffect: 0.13100263852242744063, |
|||
netPerformanceWithCurrencyEffect: 19.86, |
|||
totalInvestment: 0, |
|||
totalInvestmentValueWithCurrencyEffect: 0 |
|||
}) |
|||
); |
|||
|
|||
expect(investments).toEqual([ |
|||
{ date: '2022-03-07', investment: new Big('151.6') }, |
|||
{ date: '2022-04-08', investment: new Big('0') } |
|||
]); |
|||
|
|||
expect(investmentsByMonth).toEqual([ |
|||
{ date: '2022-03-01', investment: 151.6 }, |
|||
{ date: '2022-04-01', investment: -151.6 } |
|||
]); |
|||
|
|||
expect(investmentsByYear).toEqual([ |
|||
{ date: '2022-01-01', investment: 0 } |
|||
]); |
|||
}); |
|||
}); |
|||
}); |
|||
|
|||
Loading…
Reference in new issue