Open portfolio calculator to overwrite calcluations

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

@@ -71,8 +71,8 @@ export abstract class PortfolioCalculator {
   private filters: Filter[];
   private portfolioSnapshotService: PortfolioSnapshotService;
   private redisCacheService: RedisCacheService;
-  private snapshot: PortfolioSnapshot;
+  protected snapshot: PortfolioSnapshot;
-  private snapshotPromise: Promise<void>;
+  protected snapshotPromise: Promise<void>;
   private startDate: Date;
   private transactionPoints: TransactionPoint[];
   protected userId: string;
@@ -557,56 +557,9 @@ export abstract class PortfolioCalculator {
       }
     }
 
-    const historicalData: HistoricalDataItem[] = Object.entries(
+    const historicalData: HistoricalDataItem[] = this.getHistoricalDataItems(
       accumulatedValuesByDate
-    ).map(([date, values]) => {
+    );
-      const {
-        investmentValueWithCurrencyEffect,
-        totalAccountBalanceWithCurrencyEffect,
-        totalCurrentValue,
-        totalCurrentValueWithCurrencyEffect,
-        totalInvestmentValue,
-        totalInvestmentValueWithCurrencyEffect,
-        totalNetPerformanceValue,
-        totalNetPerformanceValueWithCurrencyEffect,
-        totalTimeWeightedInvestmentValue,
-        totalTimeWeightedInvestmentValueWithCurrencyEffect
-      } = values;
-
-      const netPerformanceInPercentage = totalTimeWeightedInvestmentValue.eq(0)
-        ? 0
-        : totalNetPerformanceValue
-            .div(totalTimeWeightedInvestmentValue)
-            .toNumber();
-
-      const netPerformanceInPercentageWithCurrencyEffect =
-        totalTimeWeightedInvestmentValueWithCurrencyEffect.eq(0)
-          ? 0
-          : totalNetPerformanceValueWithCurrencyEffect
-              .div(totalTimeWeightedInvestmentValueWithCurrencyEffect)
-              .toNumber();
-
-      return {
-        date,
-        netPerformanceInPercentage,
-        netPerformanceInPercentageWithCurrencyEffect,
-        investmentValueWithCurrencyEffect:
-          investmentValueWithCurrencyEffect.toNumber(),
-        netPerformance: totalNetPerformanceValue.toNumber(),
-        netPerformanceWithCurrencyEffect:
-          totalNetPerformanceValueWithCurrencyEffect.toNumber(),
-        // TODO: Add valuables
-        netWorth: totalCurrentValueWithCurrencyEffect
-          .plus(totalAccountBalanceWithCurrencyEffect)
-          .toNumber(),
-        totalAccountBalance: totalAccountBalanceWithCurrencyEffect.toNumber(),
-        totalInvestment: totalInvestmentValue.toNumber(),
-        totalInvestmentValueWithCurrencyEffect:
-          totalInvestmentValueWithCurrencyEffect.toNumber(),
-        value: totalCurrentValue.toNumber(),
-        valueWithCurrencyEffect: totalCurrentValueWithCurrencyEffect.toNumber()
-      };
-    });
 
     const overall = this.calculateOverallPerformance(positions);
 
@@ -865,39 +818,69 @@ export abstract class PortfolioCalculator {
     };
   }
 
-  public getStartDate() {
+  @LogPerformance
-    let firstAccountBalanceDate: Date;
+  protected getHistoricalDataItems(accumulatedValuesByDate: {
-    let firstActivityDate: Date;
+    [date: string]: {
-
+      investmentValueWithCurrencyEffect: Big;
-    try {
+      totalAccountBalanceWithCurrencyEffect: Big;
-      const firstAccountBalanceDateString = this.accountBalanceItems[0]?.date;
+      totalCurrentValue: Big;
-      firstAccountBalanceDate = firstAccountBalanceDateString
+      totalCurrentValueWithCurrencyEffect: Big;
-        ? parseDate(firstAccountBalanceDateString)
+      totalInvestmentValue: Big;
-        : new Date();
+      totalInvestmentValueWithCurrencyEffect: Big;
-    } catch (error) {
+      totalNetPerformanceValue: Big;
-      firstAccountBalanceDate = new Date();
+      totalNetPerformanceValueWithCurrencyEffect: Big;
-    }
+      totalTimeWeightedInvestmentValue: Big;
-
+      totalTimeWeightedInvestmentValueWithCurrencyEffect: Big;
-    try {
+    };
-      const firstActivityDateString = this.transactionPoints[0].date;
+  }): HistoricalDataItem[] {
-      firstActivityDate = firstActivityDateString
+    return Object.entries(accumulatedValuesByDate).map(([date, values]) => {
-        ? parseDate(firstActivityDateString)
+      const {
-        : new Date();
+        investmentValueWithCurrencyEffect,
-    } catch (error) {
+        totalAccountBalanceWithCurrencyEffect,
-      firstActivityDate = new Date();
+        totalCurrentValue,
-    }
+        totalCurrentValueWithCurrencyEffect,
-
+        totalInvestmentValue,
-    return min([firstAccountBalanceDate, firstActivityDate]);
+        totalInvestmentValueWithCurrencyEffect,
-  }
+        totalNetPerformanceValue,
+        totalNetPerformanceValueWithCurrencyEffect,
+        totalTimeWeightedInvestmentValue,
+        totalTimeWeightedInvestmentValueWithCurrencyEffect
+      } = values;
 
-  public getTransactionPoints() {
+      const netPerformanceInPercentage = totalTimeWeightedInvestmentValue.eq(0)
-    return this.transactionPoints;
+        ? 0
-  }
+        : totalNetPerformanceValue
+            .div(totalTimeWeightedInvestmentValue)
+            .toNumber();
 
-  public async getValuablesInBaseCurrency() {
+      const netPerformanceInPercentageWithCurrencyEffect =
-    await this.snapshotPromise;
+        totalTimeWeightedInvestmentValueWithCurrencyEffect.eq(0)
+          ? 0
+          : totalNetPerformanceValueWithCurrencyEffect
+              .div(totalTimeWeightedInvestmentValueWithCurrencyEffect)
+              .toNumber();
 
-    return this.snapshot.totalValuablesWithCurrencyEffect;
+      return {
+        date,
+        netPerformanceInPercentage,
+        netPerformanceInPercentageWithCurrencyEffect,
+        investmentValueWithCurrencyEffect:
+          investmentValueWithCurrencyEffect.toNumber(),
+        netPerformance: totalNetPerformanceValue.toNumber(),
+        netPerformanceWithCurrencyEffect:
+          totalNetPerformanceValueWithCurrencyEffect.toNumber(),
+        // TODO: Add valuables
+        netWorth: totalCurrentValueWithCurrencyEffect
+          .plus(totalAccountBalanceWithCurrencyEffect)
+          .toNumber(),
+        totalAccountBalance: totalAccountBalanceWithCurrencyEffect.toNumber(),
+        totalInvestment: totalInvestmentValue.toNumber(),
+        totalInvestmentValueWithCurrencyEffect:
+          totalInvestmentValueWithCurrencyEffect.toNumber(),
+        value: totalCurrentValue.toNumber(),
+        valueWithCurrencyEffect: totalCurrentValueWithCurrencyEffect.toNumber()
+      };
+    });
   }
 
   @LogPerformance
@@ -1281,6 +1264,41 @@ export abstract class PortfolioCalculator {
       );
   }
 
+  public getStartDate() {
+    let firstAccountBalanceDate: Date;
+    let firstActivityDate: Date;
+
+    try {
+      const firstAccountBalanceDateString = this.accountBalanceItems[0]?.date;
+      firstAccountBalanceDate = firstAccountBalanceDateString
+        ? parseDate(firstAccountBalanceDateString)
+        : new Date();
+    } catch (error) {
+      firstAccountBalanceDate = new Date();
+    }
+
+    try {
+      const firstActivityDateString = this.transactionPoints[0].date;
+      firstActivityDate = firstActivityDateString
+        ? parseDate(firstActivityDateString)
+        : new Date();
+    } catch (error) {
+      firstActivityDate = new Date();
+    }
+
+    return min([firstAccountBalanceDate, firstActivityDate]);
+  }
+
+  public getTransactionPoints() {
+    return this.transactionPoints;
+  }
+
+  public async getValuablesInBaseCurrency() {
+    await this.snapshotPromise;
+
+    return this.snapshot.totalValuablesWithCurrencyEffect;
+  }
+
   private calculateHoldings(
     investmentByDate: { [date: string]: PortfolioOrder[] },
     start: Date,

apps/api/src/app/portfolio/calculator/roi/portfolio-calculator-symbolmetrics-helper.ts

@@ -1,3 +1,4 @@
+import { LogPerformance } from '@ghostfolio/api/interceptors/performance-logging/performance-logging.interceptor';
 import { getIntervalFromDateRange } from '@ghostfolio/common/calculation-helper';
 import { DATE_FORMAT } from '@ghostfolio/common/helper';
 import { SymbolMetrics } from '@ghostfolio/common/interfaces';
@@ -27,6 +28,7 @@ export class RoiPortfolioCalculatorSymbolMetricsHelper {
     this.chartDates = chartDates;
   }
 
+  @LogPerformance
   public calculateNetPerformanceByDateRange(
     start: Date,
     symbolMetricsHelper: PortfolioCalculatorSymbolMetricsHelperObject
@@ -119,6 +121,7 @@ export class RoiPortfolioCalculatorSymbolMetricsHelper {
     }
   }
 
+  @LogPerformance
   public processOrderMetrics(
     orders: PortfolioOrderItem[],
     i: number,

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

@@ -1,6 +1,8 @@
 import { PortfolioCalculator } from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator';
+import { LogPerformance } from '@ghostfolio/api/interceptors/performance-logging/performance-logging.interceptor';
 import {
   AssetProfileIdentifier,
+  HistoricalDataItem,
   SymbolMetrics
 } from '@ghostfolio/common/interfaces';
 import { PortfolioSnapshot, TimelinePosition } from '@ghostfolio/common/models';
@@ -15,6 +17,63 @@ import { RoiPortfolioCalculatorSymbolMetricsHelper } from './portfolio-calculato
 
 export class RoiPortfolioCalculator extends PortfolioCalculator {
   private chartDates: string[];
+
+  //TODO Overwrite historicalData creation for ROI --> Use TimeWeighted as used for chart
+
+  @LogPerformance
+  public override async getPerformance({
+    end,
+    start
+  }: {
+    end: string | number | Date;
+    start: string | number | Date;
+  }): Promise<{
+    chart: HistoricalDataItem[];
+    netPerformance: number;
+    netPerformanceInPercentage: number;
+    netPerformanceWithCurrencyEffect: number;
+    netPerformanceInPercentageWithCurrencyEffect: number;
+    netWorth: number;
+    totalInvestment: number;
+    valueWithCurrencyEffect: number;
+  }> {
+    await this.snapshotPromise;
+    const { positions } = this.snapshot;
+
+    const { chart } = await super.getPerformance({ start, end });
+
+    const last = chart.at(-1);
+    const netWorth = last.netWorth;
+    const totalInvestment = last.totalInvestment;
+    const valueWithCurrencyEffect = last.valueWithCurrencyEffect;
+
+    let netPerformance: number;
+    let netPerformanceInPercentage: number;
+    let netPerformanceWithCurrencyEffect: number;
+    let netPerformanceInPercentageWithCurrencyEffect: number;
+
+    for (const position of positions) {
+      netPerformance = netPerformance + position.netPerformance.toNumber();
+      netPerformanceInPercentage =
+        netPerformanceInPercentage *
+        position.valueInBaseCurrency.div(netWorth).toNumber();
+
+      //TODO Calculate performance values not using chart
+    }
+
+    return {
+      chart,
+      netPerformance,
+      netPerformanceInPercentage,
+      netPerformanceWithCurrencyEffect,
+      netPerformanceInPercentageWithCurrencyEffect,
+      netWorth,
+      totalInvestment,
+      valueWithCurrencyEffect
+    };
+  }
+
+  @LogPerformance
   protected calculateOverallPerformance(
     positions: TimelinePosition[]
   ): PortfolioSnapshot {
@@ -76,10 +135,7 @@ export class RoiPortfolioCalculator extends PortfolioCalculator {
     };
   }
 
-  protected getPerformanceCalculationType() {
+  @LogPerformance
-    return PerformanceCalculationType.ROI;
-  }
-
   protected getSymbolMetrics({
     chartDateMap,
     dataSource,
@@ -183,6 +239,10 @@ export class RoiPortfolioCalculator extends PortfolioCalculator {
     return symbolMetricsHelper.symbolMetrics;
   }
 
+  protected getPerformanceCalculationType() {
+    return PerformanceCalculationType.ROI;
+  }
+
   private calculatePositionMetrics(
     currentPosition: TimelinePosition,
     totalFeesWithCurrencyEffect: Big,