diff --git a/apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-baln-buy-and-buy.spec.ts b/apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-baln-buy-and-buy.spec.ts new file mode 100644 index 000000000..9ffa1b409 --- /dev/null +++ b/apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-baln-buy-and-buy.spec.ts @@ -0,0 +1,208 @@ +import { Activity } from '@ghostfolio/api/app/order/interfaces/activities.interface'; +import { + activityDummyData, + 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 { PerformanceCalculationType } from '@ghostfolio/common/types/performance-calculation-type.type'; + +import { Big } from 'big.js'; + +jest.mock('@ghostfolio/api/app/portfolio/current-rate.service', () => { + return { + // eslint-disable-next-line @typescript-eslint/naming-convention + CurrentRateService: jest.fn().mockImplementation(() => { + return CurrentRateServiceMock; + }) + }; +}); + +jest.mock( + '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service', + () => { + return { + // eslint-disable-next-line @typescript-eslint/naming-convention + PortfolioSnapshotService: jest.fn().mockImplementation(() => { + return PortfolioSnapshotServiceMock; + }) + }; + } +); + +jest.mock('@ghostfolio/api/app/redis-cache/redis-cache.service', () => { + return { + // eslint-disable-next-line @typescript-eslint/naming-convention + RedisCacheService: jest.fn().mockImplementation(() => { + return RedisCacheServiceMock; + }) + }; +}); + +describe('PortfolioCalculator', () => { + let configurationService: ConfigurationService; + let currentRateService: CurrentRateService; + let exchangeRateDataService: ExchangeRateDataService; + let portfolioCalculatorFactory: PortfolioCalculatorFactory; + let portfolioSnapshotService: PortfolioSnapshotService; + let redisCacheService: RedisCacheService; + + beforeEach(() => { + configurationService = new ConfigurationService(); + + currentRateService = new CurrentRateService(null, null, null, null); + + exchangeRateDataService = new ExchangeRateDataService( + null, + null, + null, + null + ); + + portfolioSnapshotService = new PortfolioSnapshotService(null); + + redisCacheService = new RedisCacheService(null, null); + + portfolioCalculatorFactory = new PortfolioCalculatorFactory( + configurationService, + currentRateService, + exchangeRateDataService, + portfolioSnapshotService, + redisCacheService + ); + }); + + describe('get current positions', () => { + it.only('with BALN.SW buy and buy', async () => { + jest.useFakeTimers().setSystemTime(parseDate('2021-12-18').getTime()); + + const activities: Activity[] = [ + { + ...activityDummyData, + date: new Date('2021-11-22'), + feeInAssetProfileCurrency: 1.55, + quantity: 2, + SymbolProfile: { + ...symbolProfileDummyData, + currency: 'CHF', + dataSource: 'YAHOO', + name: 'Bâloise Holding AG', + symbol: 'BALN.SW' + }, + type: 'BUY', + unitPriceInAssetProfileCurrency: 142.9 + }, + { + ...activityDummyData, + date: new Date('2021-11-30'), + feeInAssetProfileCurrency: 1.65, + quantity: 2, + SymbolProfile: { + ...symbolProfileDummyData, + currency: 'CHF', + dataSource: 'YAHOO', + name: 'Bâloise Holding AG', + symbol: 'BALN.SW' + }, + type: 'BUY', + unitPriceInAssetProfileCurrency: 136.6 + } + ]; + + const portfolioCalculator = portfolioCalculatorFactory.createCalculator({ + activities, + calculationType: PerformanceCalculationType.ROAI, + currency: 'CHF', + userId: userDummyData.id + }); + + const portfolioSnapshot = await portfolioCalculator.computeSnapshot(); + + const investments = portfolioCalculator.getInvestments(); + + const investmentsByMonth = portfolioCalculator.getInvestmentsByGroup({ + data: portfolioSnapshot.historicalData, + groupBy: 'month' + }); + + expect(portfolioSnapshot).toMatchObject({ + currentValueInBaseCurrency: new Big('595.6'), + errors: [], + hasErrors: false, + positions: [ + { + averagePrice: new Big('139.75'), + currency: 'CHF', + dataSource: 'YAHOO', + dividend: new Big('0'), + dividendInBaseCurrency: new Big('0'), + fee: new Big('3.2'), + feeInBaseCurrency: new Big('3.2'), + firstBuyDate: '2021-11-22', + grossPerformance: new Big('36.6'), + grossPerformancePercentage: new Big('0.07706261539956593567'), + grossPerformancePercentageWithCurrencyEffect: new Big( + '0.07706261539956593567' + ), + grossPerformanceWithCurrencyEffect: new Big('36.6'), + investment: new Big('559'), + investmentWithCurrencyEffect: new Big('559'), + netPerformance: new Big('33.4'), + netPerformancePercentage: new Big('0.07032490039195361342'), + netPerformancePercentageWithCurrencyEffectMap: { + max: new Big('0.06986689805847808234') + }, + netPerformanceWithCurrencyEffectMap: { + max: new Big('33.4') + }, + marketPrice: 148.9, + marketPriceInBaseCurrency: 148.9, + quantity: new Big('4'), + symbol: 'BALN.SW', + tags: [], + timeWeightedInvestment: new Big('474.93846153846153846154'), + timeWeightedInvestmentWithCurrencyEffect: new Big( + '474.93846153846153846154' + ), + transactionCount: 2, + valueInBaseCurrency: new Big('595.6') + } + ], + totalFeesWithCurrencyEffect: new Big('3.2'), + totalInterestWithCurrencyEffect: new Big('0'), + totalInvestment: new Big('559'), + totalInvestmentWithCurrencyEffect: new Big('559'), + totalLiabilitiesWithCurrencyEffect: new Big('0') + }); + + expect(portfolioSnapshot.historicalData.at(-1)).toMatchObject( + expect.objectContaining({ + netPerformance: 33.4, + netPerformanceInPercentage: 0.07032490039195362, + netPerformanceInPercentageWithCurrencyEffect: 0.07032490039195362, + netPerformanceWithCurrencyEffect: 33.4, + totalInvestmentValueWithCurrencyEffect: 559 + }) + ); + + expect(investments).toEqual([ + { date: '2021-11-22', investment: new Big('285.8') }, + { date: '2021-11-30', investment: new Big('559') } + ]); + + expect(investmentsByMonth).toEqual([ + { date: '2021-11-01', investment: 559 }, + { date: '2021-12-01', investment: 0 } + ]); + }); + }); +});