Merge branch 'main' into feature/upgrade-ionicons-to-version-7.4.0

CHANGELOG.md

@@ -16,11 +16,13 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 ### Changed
 
+- Skipped the caching in the portfolio calculator if there are active filters (experimental)
 - Upgraded `ionicons` from version `7.3.0` to `7.4.0`
 
 ### Fixed
 
 - Fixed an issue in the calculation of the portfolio summary caused by future liabilities
+- Fixed a division by zero error in the dividend yield calculation (experimental)
 
 ## 2.77.1 - 2024-04-27
 

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

@@ -32,6 +32,7 @@ export class PortfolioCalculatorFactory {
     calculationType,
     currency,
     dateRange = 'max',
+    hasFilters,
     isExperimentalFeatures = false,
     userId
   }: {
@@ -40,9 +41,12 @@ export class PortfolioCalculatorFactory {
     calculationType: PerformanceCalculationType;
     currency: string;
     dateRange?: DateRange;
+    hasFilters: boolean;
     isExperimentalFeatures?: boolean;
     userId: string;
   }): PortfolioCalculator {
+    const useCache = !hasFilters && isExperimentalFeatures;
+
     switch (calculationType) {
       case PerformanceCalculationType.MWR:
         return new MWRPortfolioCalculator({
@@ -50,7 +54,7 @@ export class PortfolioCalculatorFactory {
           activities,
           currency,
           dateRange,
-          isExperimentalFeatures,
+          useCache,
           userId,
           configurationService: this.configurationService,
           currentRateService: this.currentRateService,
@@ -64,7 +68,7 @@ export class PortfolioCalculatorFactory {
           currency,
           currentRateService: this.currentRateService,
           dateRange,
-          isExperimentalFeatures,
+          useCache,
           userId,
           configurationService: this.configurationService,
           exchangeRateDataService: this.exchangeRateDataService,

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

@@ -56,14 +56,15 @@ export abstract class PortfolioCalculator {
   private currency: string;
   private currentRateService: CurrentRateService;
   private dataProviderInfos: DataProviderInfo[];
+  private dateRange: DateRange;
   private endDate: Date;
   private exchangeRateDataService: ExchangeRateDataService;
-  private isExperimentalFeatures: boolean;
   private redisCacheService: RedisCacheService;
   private snapshot: PortfolioSnapshot;
   private snapshotPromise: Promise<void>;
   private startDate: Date;
   private transactionPoints: TransactionPoint[];
+  private useCache: boolean;
   private userId: string;
 
   public constructor({
@@ -74,8 +75,8 @@ export abstract class PortfolioCalculator {
     currentRateService,
     dateRange,
     exchangeRateDataService,
-    isExperimentalFeatures,
     redisCacheService,
+    useCache,
     userId
   }: {
     accountBalanceItems: HistoricalDataItem[];
@@ -85,16 +86,16 @@ export abstract class PortfolioCalculator {
     currentRateService: CurrentRateService;
     dateRange: DateRange;
     exchangeRateDataService: ExchangeRateDataService;
-    isExperimentalFeatures: boolean;
     redisCacheService: RedisCacheService;
+    useCache: boolean;
     userId: string;
   }) {
     this.accountBalanceItems = accountBalanceItems;
     this.configurationService = configurationService;
     this.currency = currency;
     this.currentRateService = currentRateService;
+    this.dateRange = dateRange;
     this.exchangeRateDataService = exchangeRateDataService;
-    this.isExperimentalFeatures = isExperimentalFeatures;
 
     this.activities = activities
       .map(
@@ -129,6 +130,7 @@ export abstract class PortfolioCalculator {
       });
 
     this.redisCacheService = redisCacheService;
+    this.useCache = useCache;
     this.userId = userId;
 
     const { endDate, startDate } = getInterval(dateRange);
@@ -1047,11 +1049,13 @@ export abstract class PortfolioCalculator {
   }
 
   private async initialize() {
-    if (this.isExperimentalFeatures) {
+    if (this.useCache) {
       const startTimeTotal = performance.now();
 
       const cachedSnapshot = await this.redisCacheService.get(
-        this.redisCacheService.getPortfolioSnapshotKey(this.userId)
+        this.redisCacheService.getPortfolioSnapshotKey({
+          userId: this.userId
+        })
       );
 
       if (cachedSnapshot) {
@@ -1074,7 +1078,9 @@ export abstract class PortfolioCalculator {
         );
 
         this.redisCacheService.set(
-          this.redisCacheService.getPortfolioSnapshotKey(this.userId),
+          this.redisCacheService.getPortfolioSnapshotKey({
+            userId: this.userId
+          }),
           JSON.stringify(this.snapshot),
           this.configurationService.get('CACHE_QUOTES_TTL')
         );

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

@@ -123,6 +123,7 @@ describe('PortfolioCalculator', () => {
         activities,
         calculationType: PerformanceCalculationType.TWR,
         currency: 'CHF',
+        hasFilters: false,
         userId: userDummyData.id
       });
 

apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-baln-buy-and-sell.spec.ts

@@ -108,6 +108,7 @@ describe('PortfolioCalculator', () => {
         activities,
         calculationType: PerformanceCalculationType.TWR,
         currency: 'CHF',
+        hasFilters: false,
         userId: userDummyData.id
       });
 

apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-baln-buy.spec.ts

@@ -93,6 +93,7 @@ describe('PortfolioCalculator', () => {
         activities,
         calculationType: PerformanceCalculationType.TWR,
         currency: 'CHF',
+        hasFilters: false,
         userId: userDummyData.id
       });
 

apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-btcusd-buy-and-sell-partially.spec.ts

@@ -121,6 +121,7 @@ describe('PortfolioCalculator', () => {
         activities,
         calculationType: PerformanceCalculationType.TWR,
         currency: 'CHF',
+        hasFilters: false,
         userId: userDummyData.id
       });
 

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

@@ -93,6 +93,7 @@ describe('PortfolioCalculator', () => {
         activities,
         calculationType: PerformanceCalculationType.TWR,
         currency: 'USD',
+        hasFilters: false,
         userId: userDummyData.id
       });
 

apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-googl-buy.spec.ts

@@ -106,6 +106,7 @@ describe('PortfolioCalculator', () => {
         activities,
         calculationType: PerformanceCalculationType.TWR,
         currency: 'CHF',
+        hasFilters: false,
         userId: userDummyData.id
       });
 

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

@@ -93,6 +93,7 @@ describe('PortfolioCalculator', () => {
         activities,
         calculationType: PerformanceCalculationType.TWR,
         currency: 'USD',
+        hasFilters: false,
         userId: userDummyData.id
       });
 

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

@@ -93,6 +93,7 @@ describe('PortfolioCalculator', () => {
         activities,
         calculationType: PerformanceCalculationType.TWR,
         currency: 'USD',
+        hasFilters: false,
         userId: userDummyData.id
       });
 

apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-msft-buy-with-dividend.spec.ts

@@ -121,6 +121,7 @@ describe('PortfolioCalculator', () => {
         activities,
         calculationType: PerformanceCalculationType.TWR,
         currency: 'USD',
+        hasFilters: false,
         userId: userDummyData.id
       });
 

apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-no-orders.spec.ts

@@ -71,6 +71,7 @@ describe('PortfolioCalculator', () => {
         activities: [],
         calculationType: PerformanceCalculationType.TWR,
         currency: 'CHF',
+        hasFilters: false,
         userId: userDummyData.id
       });
 

apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-novn-buy-and-sell-partially.spec.ts

@@ -108,6 +108,7 @@ describe('PortfolioCalculator', () => {
         activities,
         calculationType: PerformanceCalculationType.TWR,
         currency: 'CHF',
+        hasFilters: false,
         userId: userDummyData.id
       });
 

apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-novn-buy-and-sell.spec.ts

@@ -108,6 +108,7 @@ describe('PortfolioCalculator', () => {
         activities,
         calculationType: PerformanceCalculationType.TWR,
         currency: 'CHF',
+        hasFilters: false,
         userId: userDummyData.id
       });
 

apps/api/src/app/portfolio/portfolio.service.ts

@@ -277,9 +277,11 @@ export class PortfolioService {
 
     const portfolioCalculator = this.calculatorFactory.createCalculator({
       activities,
+      dateRange,
       userId,
       calculationType: PerformanceCalculationType.TWR,
       currency: this.request.user.Settings.settings.baseCurrency,
+      hasFilters: filters?.length > 0,
       isExperimentalFeatures:
         this.request.user.Settings.settings.isExperimentalFeatures
     });
@@ -358,6 +360,7 @@ export class PortfolioService {
       userId,
       calculationType: PerformanceCalculationType.TWR,
       currency: userCurrency,
+      hasFilters: filters?.length > 0,
       isExperimentalFeatures:
         this.request.user?.Settings.settings.isExperimentalFeatures
     });
@@ -660,6 +663,7 @@ export class PortfolioService {
       }),
       calculationType: PerformanceCalculationType.TWR,
       currency: userCurrency,
+      hasFilters: true,
       isExperimentalFeatures:
         this.request.user.Settings.settings.isExperimentalFeatures
     });
@@ -700,17 +704,19 @@ export class PortfolioService {
 
       const dividendYieldPercent = this.getAnnualizedPerformancePercent({
         daysInMarket: differenceInDays(new Date(), parseDate(firstBuyDate)),
-        netPerformancePercent: dividendInBaseCurrency.div(
+        netPerformancePercent: timeWeightedInvestment.eq(0)
-          timeWeightedInvestment
+          ? new Big(0)
-        )
+          : dividendInBaseCurrency.div(timeWeightedInvestment)
       });
 
       const dividendYieldPercentWithCurrencyEffect =
         this.getAnnualizedPerformancePercent({
           daysInMarket: differenceInDays(new Date(), parseDate(firstBuyDate)),
-          netPerformancePercent: dividendInBaseCurrency.div(
+          netPerformancePercent: timeWeightedInvestmentWithCurrencyEffect.eq(0)
-            timeWeightedInvestmentWithCurrencyEffect
+            ? new Big(0)
-          )
+            : dividendInBaseCurrency.div(
+                timeWeightedInvestmentWithCurrencyEffect
+              )
         });
 
       const historicalData = await this.dataProviderService.getHistorical(
@@ -931,6 +937,7 @@ export class PortfolioService {
       userId,
       calculationType: PerformanceCalculationType.TWR,
       currency: this.request.user.Settings.settings.baseCurrency,
+      hasFilters: filters?.length > 0,
       isExperimentalFeatures:
         this.request.user.Settings.settings.isExperimentalFeatures
     });
@@ -1085,7 +1092,7 @@ export class PortfolioService {
       )
     );
 
-    const { endDate, startDate } = getInterval(dateRange);
+    const { endDate } = getInterval(dateRange);
 
     const { activities } = await this.orderService.getOrders({
       endDate,
@@ -1123,6 +1130,7 @@ export class PortfolioService {
       userId,
       calculationType: PerformanceCalculationType.TWR,
       currency: userCurrency,
+      hasFilters: filters?.length > 0,
       isExperimentalFeatures:
         this.request.user.Settings.settings.isExperimentalFeatures
     });
@@ -1220,6 +1228,7 @@ export class PortfolioService {
       userId,
       calculationType: PerformanceCalculationType.TWR,
       currency: this.request.user.Settings.settings.baseCurrency,
+      hasFilters: false,
       isExperimentalFeatures:
         this.request.user.Settings.settings.isExperimentalFeatures
     });

apps/api/src/app/redis-cache/redis-cache.service.ts

@@ -24,7 +24,7 @@ export class RedisCacheService {
     return this.cache.get(key);
   }
 
-  public getPortfolioSnapshotKey(userId: string) {
+  public getPortfolioSnapshotKey({ userId }: { userId: string }) {
     return `portfolio-snapshot-${userId}`;
   }
 

apps/api/src/events/portfolio-changed.listener.ts

@@ -17,7 +17,9 @@ export class PortfolioChangedListener {
     );
 
     this.redisCacheService.remove(
-      this.redisCacheService.getPortfolioSnapshotKey(event.getUserId())
+      this.redisCacheService.getPortfolioSnapshotKey({
+        userId: event.getUserId()
+      })
     );
   }
 }