Bugfix/market price carry forward on dates with activities (#7702)

* Fix market price carry forward on dates with activities

* Update changelog

CHANGELOG.md

@@ -14,6 +14,10 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 - Extended the holdings table by the date of first activity in the _Copy AI prompt to clipboard for analysis_ action on the analysis page (experimental)
 - Extended the holdings table by the date of first activity in the _Copy portfolio data to clipboard for AI prompt_ action on the analysis page (experimental)
 
+### Fixed
+
+- Fixed the performance calculation for dates without historical market data by carrying forward the market price from dates with activities
+
 ## 3.58.0 - 2026-08-22
 
 ### Changed

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

@@ -293,5 +293,48 @@ describe('PortfolioCalculator', () => {
       // Closing price on 2021-11-30: 136.6
       expect(snapshotOnBuyDate?.netPerformanceWithCurrencyEffect).toEqual(1.65); // 2 * (136.6 - 135.0) - 1.55 = 1.65
     });
+
+    it.only('with BALN.SW buy (on a date without historical market data)', async () => {
+      jest.useFakeTimers().setSystemTime(parseDate('2021-12-18').getTime());
+
+      const activities: Activity[] = [
+        {
+          ...activityDummyData,
+          assetProfile: {
+            ...assetProfileDummyData,
+            currency: 'CHF',
+            dataSource: 'YAHOO',
+            name: 'Bâloise Holding AG',
+            symbol: 'BALN.SW'
+          },
+          date: new Date('2021-11-30'),
+          feeInAssetProfileCurrency: 1.55,
+          feeInBaseCurrency: 1.55,
+          quantity: 2,
+          type: 'BUY',
+          unitPriceInAssetProfileCurrency: 136.6
+        }
+      ];
+
+      const portfolioCalculator = portfolioCalculatorFactory.createCalculator({
+        activities,
+        calculationType: PerformanceCalculationType.ROAI,
+        currency: 'CHF',
+        userId: userDummyData.id
+      });
+
+      const portfolioSnapshot = await portfolioCalculator.computeSnapshot();
+      const snapshotOnDateWithoutMarketData =
+        portfolioSnapshot.historicalData.find(({ date }) => {
+          return date === '2021-12-05';
+        });
+
+      // No historical market data on 2021-12-05: carry forward the closing
+      // price of 2021-11-30, which is the date of the activity
+      expect(snapshotOnDateWithoutMarketData?.value).toEqual(273.2); // 2 * 136.6
+      expect(
+        snapshotOnDateWithoutMarketData?.netPerformanceWithCurrencyEffect
+      ).toEqual(-1.55); // 2 * (136.6 - 136.6) - 1.55
+    });
   });
 });

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

@@ -391,30 +391,26 @@ export class RoaiPortfolioCalculator extends PortfolioCalculator {
         break;
       }
 
+      const unitPrice = marketSymbolMap[dateString]?.[symbol] ?? lastUnitPrice;
+
       if (ordersByDate[dateString]?.length > 0) {
         for (const order of ordersByDate[dateString]) {
-          order.unitPriceFromMarketData =
-            marketSymbolMap[dateString]?.[symbol] ?? lastUnitPrice;
-        }
-      } else {
-        const unitPrice =
-          marketSymbolMap[dateString]?.[symbol] ?? lastUnitPrice;
-
-        if (dateString >= dateStringOfFirstActivity) {
-          orders.push({
-            assetProfile,
-            unitPrice,
-            date: dateString,
-            fee: new Big(0),
-            feeInBaseCurrency: new Big(0),
-            quantity: new Big(0),
-            type: 'BUY',
-            unitPriceFromMarketData: unitPrice
-          });
+          order.unitPriceFromMarketData = unitPrice;
         }
-
-        lastUnitPrice = unitPrice;
+      } else if (dateString >= dateStringOfFirstActivity) {
+        orders.push({
+          assetProfile,
+          unitPrice,
+          date: dateString,
+          fee: new Big(0),
+          feeInBaseCurrency: new Big(0),
+          quantity: new Big(0),
+          type: 'BUY',
+          unitPriceFromMarketData: unitPrice
+        });
       }
+
+      lastUnitPrice = unitPrice;
     }
 
     // Sort orders so that the start and end placeholder order are at the correct