mirror of https://github.com/ghostfolio/ghostfolio
nakul-py
11 months ago
committed by
GitHub
GitHub
32 changed files with 498 additions and 341 deletions
@ -1,259 +1,253 @@ |
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import { Activity } from '@ghostfolio/api/app/order/interfaces/activities.interface'; |
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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 { |
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PerformanceCalculationType, |
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PortfolioCalculatorFactory |
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} 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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|
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import { Big } from 'big.js'; |
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import { last } from 'lodash'; |
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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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// eslint-disable-next-line @typescript-eslint/naming-convention
|
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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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// eslint-disable-next-line @typescript-eslint/naming-convention
|
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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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// eslint-disable-next-line @typescript-eslint/naming-convention
|
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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); |
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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 NOVN.SW buy and sell', async () => { |
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jest.useFakeTimers().setSystemTime(parseDate('2022-04-11').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('2022-03-07'), |
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fee: 0, |
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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: 'Novartis AG', |
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symbol: 'NOVN.SW' |
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}, |
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type: 'BUY', |
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unitPrice: 75.8 |
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}, |
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{ |
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...activityDummyData, |
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date: new Date('2022-04-08'), |
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fee: 0, |
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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: 'Novartis AG', |
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symbol: 'NOVN.SW' |
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}, |
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type: 'SELL', |
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unitPrice: 85.73 |
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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.TWR, |
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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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expect(portfolioSnapshot.historicalData[0]).toEqual({ |
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date: '2022-03-06', |
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investmentValueWithCurrencyEffect: 0, |
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netPerformance: 0, |
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netPerformanceInPercentage: 0, |
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netPerformanceInPercentageWithCurrencyEffect: 0, |
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netPerformanceWithCurrencyEffect: 0, |
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netWorth: 0, |
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totalAccountBalance: 0, |
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totalInvestment: 0, |
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totalInvestmentValueWithCurrencyEffect: 0, |
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value: 0, |
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valueWithCurrencyEffect: 0 |
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}); |
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|
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expect(portfolioSnapshot.historicalData[1]).toEqual({ |
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date: '2022-03-07', |
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investmentValueWithCurrencyEffect: 151.6, |
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netPerformance: 0, |
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netPerformanceInPercentage: 0, |
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netPerformanceInPercentageWithCurrencyEffect: 0, |
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netPerformanceWithCurrencyEffect: 0, |
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netWorth: 151.6, |
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totalAccountBalance: 0, |
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totalInvestment: 151.6, |
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totalInvestmentValueWithCurrencyEffect: 151.6, |
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value: 151.6, |
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valueWithCurrencyEffect: 151.6 |
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}); |
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|
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expect( |
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portfolioSnapshot.historicalData[ |
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portfolioSnapshot.historicalData.length - 1 |
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] |
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).toEqual({ |
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date: '2022-04-11', |
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investmentValueWithCurrencyEffect: 0, |
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netPerformance: 19.86, |
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netPerformanceInPercentage: 0.13100263852242744, |
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netPerformanceInPercentageWithCurrencyEffect: 0.13100263852242744, |
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netPerformanceWithCurrencyEffect: 19.86, |
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netWorth: 0, |
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totalAccountBalance: 0, |
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totalInvestment: 0, |
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totalInvestmentValueWithCurrencyEffect: 0, |
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value: 0, |
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valueWithCurrencyEffect: 0 |
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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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averagePrice: new Big('0'), |
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currency: 'CHF', |
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dataSource: 'YAHOO', |
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dividend: new Big('0'), |
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dividendInBaseCurrency: new Big('0'), |
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fee: new Big('0'), |
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feeInBaseCurrency: new Big('0'), |
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firstBuyDate: '2022-03-07', |
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grossPerformance: new Big('19.86'), |
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grossPerformancePercentage: new Big('0.13100263852242744063'), |
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grossPerformancePercentageWithCurrencyEffect: new Big( |
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'0.13100263852242744063' |
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), |
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grossPerformanceWithCurrencyEffect: new Big('19.86'), |
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investment: new Big('0'), |
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investmentWithCurrencyEffect: new Big('0'), |
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netPerformance: new Big('19.86'), |
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netPerformancePercentage: new Big('0.13100263852242744063'), |
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netPerformancePercentageWithCurrencyEffectMap: { |
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max: new Big('0.13100263852242744063') |
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}, |
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netPerformanceWithCurrencyEffectMap: { |
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max: new Big('19.86') |
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}, |
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marketPrice: 87.8, |
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marketPriceInBaseCurrency: 87.8, |
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quantity: new Big('0'), |
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symbol: 'NOVN.SW', |
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tags: [], |
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timeWeightedInvestment: new Big('151.6'), |
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timeWeightedInvestmentWithCurrencyEffect: new Big('151.6'), |
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transactionCount: 2, |
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valueInBaseCurrency: new Big('0') |
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} |
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], |
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totalFeesWithCurrencyEffect: new Big('0'), |
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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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totalValuablesWithCurrencyEffect: new Big('0') |
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}); |
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|
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expect(last(portfolioSnapshot.historicalData)).toMatchObject( |
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expect.objectContaining({ |
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netPerformance: 19.86, |
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netPerformanceInPercentage: 0.13100263852242744063, |
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netPerformanceInPercentageWithCurrencyEffect: 0.13100263852242744063, |
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netPerformanceWithCurrencyEffect: 19.86, |
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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: '2022-03-07', investment: new Big('151.6') }, |
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{ date: '2022-04-08', investment: new Big('0') } |
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]); |
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|
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expect(investmentsByMonth).toEqual([ |
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{ date: '2022-03-01', investment: 151.6 }, |
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{ date: '2022-04-01', investment: -151.6 } |
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]); |
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}); |
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}); |
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}); |
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import { CreateOrderDto } from '@ghostfolio/api/app/order/create-order.dto'; |
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import { Activity } from '@ghostfolio/api/app/order/interfaces/activities.interface'; |
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import { |
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activityDummyData, |
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loadActivityExportFile, |
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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 { |
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PerformanceCalculationType, |
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PortfolioCalculatorFactory |
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} 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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|
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import { Big } from 'big.js'; |
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import { last } from 'lodash'; |
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import { join } from '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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// eslint-disable-next-line @typescript-eslint/naming-convention
|
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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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// eslint-disable-next-line @typescript-eslint/naming-convention
|
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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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// eslint-disable-next-line @typescript-eslint/naming-convention
|
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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 activityDtos: CreateOrderDto[]; |
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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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activityDtos = loadActivityExportFile( |
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join( |
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__dirname, |
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'../../../../../../../test/import/ok-novn-buy-and-sell.json' |
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) |
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); |
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}); |
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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); |
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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 NOVN.SW buy and sell', async () => { |
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jest.useFakeTimers().setSystemTime(parseDate('2022-04-11').getTime()); |
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|
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const activities: Activity[] = activityDtos.map((activity) => ({ |
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...activityDummyData, |
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...activity, |
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date: parseDate(activity.date), |
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SymbolProfile: { |
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...symbolProfileDummyData, |
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currency: activity.currency, |
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dataSource: activity.dataSource, |
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name: 'Novartis AG', |
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symbol: activity.symbol |
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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.TWR, |
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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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expect(portfolioSnapshot.historicalData[0]).toEqual({ |
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date: '2022-03-06', |
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investmentValueWithCurrencyEffect: 0, |
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netPerformance: 0, |
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netPerformanceInPercentage: 0, |
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netPerformanceInPercentageWithCurrencyEffect: 0, |
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netPerformanceWithCurrencyEffect: 0, |
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netWorth: 0, |
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totalAccountBalance: 0, |
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totalInvestment: 0, |
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totalInvestmentValueWithCurrencyEffect: 0, |
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value: 0, |
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valueWithCurrencyEffect: 0 |
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}); |
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|
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expect(portfolioSnapshot.historicalData[1]).toEqual({ |
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date: '2022-03-07', |
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investmentValueWithCurrencyEffect: 151.6, |
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netPerformance: 0, |
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netPerformanceInPercentage: 0, |
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netPerformanceInPercentageWithCurrencyEffect: 0, |
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netPerformanceWithCurrencyEffect: 0, |
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netWorth: 151.6, |
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totalAccountBalance: 0, |
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totalInvestment: 151.6, |
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totalInvestmentValueWithCurrencyEffect: 151.6, |
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value: 151.6, |
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valueWithCurrencyEffect: 151.6 |
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}); |
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|
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expect( |
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portfolioSnapshot.historicalData[ |
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portfolioSnapshot.historicalData.length - 1 |
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] |
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).toEqual({ |
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date: '2022-04-11', |
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investmentValueWithCurrencyEffect: 0, |
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netPerformance: 19.86, |
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netPerformanceInPercentage: 0.13100263852242744, |
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netPerformanceInPercentageWithCurrencyEffect: 0.13100263852242744, |
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netPerformanceWithCurrencyEffect: 19.86, |
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netWorth: 0, |
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totalAccountBalance: 0, |
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totalInvestment: 0, |
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totalInvestmentValueWithCurrencyEffect: 0, |
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value: 0, |
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valueWithCurrencyEffect: 0 |
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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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averagePrice: new Big('0'), |
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currency: 'CHF', |
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dataSource: 'YAHOO', |
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dividend: new Big('0'), |
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dividendInBaseCurrency: new Big('0'), |
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fee: new Big('0'), |
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feeInBaseCurrency: new Big('0'), |
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firstBuyDate: '2022-03-07', |
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grossPerformance: new Big('19.86'), |
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grossPerformancePercentage: new Big('0.13100263852242744063'), |
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grossPerformancePercentageWithCurrencyEffect: new Big( |
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'0.13100263852242744063' |
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), |
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grossPerformanceWithCurrencyEffect: new Big('19.86'), |
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investment: new Big('0'), |
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investmentWithCurrencyEffect: new Big('0'), |
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netPerformance: new Big('19.86'), |
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netPerformancePercentage: new Big('0.13100263852242744063'), |
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netPerformancePercentageWithCurrencyEffectMap: { |
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max: new Big('0.13100263852242744063') |
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}, |
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netPerformanceWithCurrencyEffectMap: { |
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max: new Big('19.86') |
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}, |
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marketPrice: 87.8, |
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marketPriceInBaseCurrency: 87.8, |
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quantity: new Big('0'), |
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symbol: 'NOVN.SW', |
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tags: [], |
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timeWeightedInvestment: new Big('151.6'), |
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timeWeightedInvestmentWithCurrencyEffect: new Big('151.6'), |
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transactionCount: 2, |
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valueInBaseCurrency: new Big('0') |
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} |
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], |
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totalFeesWithCurrencyEffect: new Big('0'), |
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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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totalValuablesWithCurrencyEffect: new Big('0') |
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}); |
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|
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expect(last(portfolioSnapshot.historicalData)).toMatchObject( |
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expect.objectContaining({ |
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netPerformance: 19.86, |
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netPerformanceInPercentage: 0.13100263852242744063, |
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netPerformanceInPercentageWithCurrencyEffect: 0.13100263852242744063, |
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netPerformanceWithCurrencyEffect: 19.86, |
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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: '2022-03-07', investment: new Big('151.6') }, |
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{ date: '2022-04-08', investment: new Big('0') } |
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]); |
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|
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expect(investmentsByMonth).toEqual([ |
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{ date: '2022-03-01', investment: 151.6 }, |
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{ date: '2022-04-01', investment: -151.6 } |
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]); |
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}); |
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}); |
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}); |
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|
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@ -1,5 +1,7 @@ |
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import { PortfolioReportRule } from '@ghostfolio/common/interfaces'; |
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import { XRayRulesSettings } from '@ghostfolio/common/types'; |
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|
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export interface IRuleSettingsDialogParams { |
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rule: PortfolioReportRule; |
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settings: XRayRulesSettings['AccountClusterRiskCurrentInvestment']; |
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} |
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|
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@ -1,11 +1,16 @@ |
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export interface PortfolioReportRule { |
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configuration?: { |
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threshold?: { |
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max: number; |
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min: number; |
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step: number; |
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}; |
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thresholdMax?: boolean; |
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thresholdMin?: boolean; |
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}; |
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evaluation?: string; |
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isActive: boolean; |
|||
key: string; |
|||
name: string; |
|||
settings?: { |
|||
thresholdMax?: number; |
|||
thresholdMin?: number; |
|||
}; |
|||
value?: boolean; |
|||
} |
|||
|
|||
Loading…
Reference in new issue