Merge branch 'main' into bugfix/fix-horizontal-overflow-table-benchmark-component

4 months ago · 2b5cadc2b7
7 changed files with 137 additions and 35 deletions
--- a/CHANGELOG.md
+++ b/CHANGELOG.md
@ -13,6 +13,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0

 ### Fixed

+- Fixed an issue in the performance calculation on the date of an activity when the unit price differs from the market price
 - Fixed the horizontal overflow in the table of the benchmark component

 ## 2.160.0 - 2025-05-04
--- a/apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-baln-buy.spec.ts
+++ b/apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-baln-buy.spec.ts
@ -193,5 +193,83 @@ describe('PortfolioCalculator', () => {
        { date: '2021-12-01', investment: 0 }
      ]);
    });
+
+    it.only('with BALN.SW buy (with unit price lower than closing price)', async () => {
+      jest.useFakeTimers().setSystemTime(parseDate('2021-12-18').getTime());
+
+      const activities: Activity[] = [
+        {
+          ...activityDummyData,
+          date: new Date('2021-11-30'),
+          feeInAssetProfileCurrency: 1.55,
+          quantity: 2,
+          SymbolProfile: {
+            ...symbolProfileDummyData,
+            currency: 'CHF',
+            dataSource: 'YAHOO',
+            name: 'Bâloise Holding AG',
+            symbol: 'BALN.SW'
+          },
+          type: 'BUY',
+          unitPriceInAssetProfileCurrency: 135.0
+        }
+      ];
+
+      const portfolioCalculator = portfolioCalculatorFactory.createCalculator({
+        activities,
+        calculationType: PerformanceCalculationType.ROAI,
+        currency: 'CHF',
+        userId: userDummyData.id
+      });
+
+      const portfolioSnapshot = await portfolioCalculator.computeSnapshot();
+      const snapshotOnBuyDate = portfolioSnapshot.historicalData.find(
+        ({ date }) => {
+          return date === '2021-11-30';
+        }
+      );
+
+      // 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 (with unit price lower than closing price), calculated on buy date', async () => {
+      jest.useFakeTimers().setSystemTime(parseDate('2021-11-30').getTime());
+
+      const activities: Activity[] = [
+        {
+          ...activityDummyData,
+          date: new Date('2021-11-30'),
+          feeInAssetProfileCurrency: 1.55,
+          quantity: 2,
+          SymbolProfile: {
+            ...symbolProfileDummyData,
+            currency: 'CHF',
+            dataSource: 'YAHOO',
+            name: 'Bâloise Holding AG',
+            symbol: 'BALN.SW'
+          },
+          type: 'BUY',
+          unitPriceInAssetProfileCurrency: 135.0
+        }
+      ];
+
+      const portfolioCalculator = portfolioCalculatorFactory.createCalculator({
+        activities,
+        calculationType: PerformanceCalculationType.ROAI,
+        currency: 'CHF',
+        userId: userDummyData.id
+      });
+
+      const portfolioSnapshot = await portfolioCalculator.computeSnapshot();
+      const snapshotOnBuyDate = portfolioSnapshot.historicalData.find(
+        ({ date }) => {
+          return date === '2021-11-30';
+        }
+      );
+
+      // Closing price on 2021-11-30: 136.6
+      expect(snapshotOnBuyDate?.netPerformanceWithCurrencyEffect).toEqual(1.65); // 2 * (136.6 - 135.0) - 1.55 = 1.65
+    });
  });
 });
--- a/apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-btceur.spec.ts
+++ b/apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-btceur.spec.ts
@ -142,19 +142,22 @@ describe('PortfolioCalculator', () => {
        valueWithCurrencyEffect: 0
      });

+      /**
+       * Closing price on 2021-12-12: 50098.3
+       */
      expect(portfolioSnapshot.historicalData[1]).toEqual({
        date: '2021-12-12',
        investmentValueWithCurrencyEffect: 44558.42,
-        netPerformance: -4.46,
-        netPerformanceInPercentage: 0,
-        netPerformanceInPercentageWithCurrencyEffect: 0,
-        netPerformanceWithCurrencyEffect: -4.46,
-        netWorth: 44558.42,
+        netPerformance: 5535.42, // 1 * (50098.3 - 44558.42) - 4.46 = 5535.42
+        netPerformanceInPercentage: 0.12422837255001412, // 5535.42 ÷ 44558.42 = 0.12422837255001412
+        netPerformanceInPercentageWithCurrencyEffect: 0.12422837255001412, // 5535.42 ÷ 44558.42 = 0.12422837255001412
+        netPerformanceWithCurrencyEffect: 5535.42,
+        netWorth: 50098.3, // 1 * 50098.3 = 50098.3
        totalAccountBalance: 0,
        totalInvestment: 44558.42,
        totalInvestmentValueWithCurrencyEffect: 44558.42,
-        value: 44558.42,
-        valueWithCurrencyEffect: 44558.42
+        value: 50098.3, // 1 * 50098.3 = 50098.3
+        valueWithCurrencyEffect: 50098.3
      });

      expect(
--- a/apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-btcusd.spec.ts
+++ b/apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-btcusd.spec.ts
@ -142,19 +142,22 @@ describe('PortfolioCalculator', () => {
        valueWithCurrencyEffect: 0
      });

+      /**
+       * Closing price on 2021-12-12: 50098.3
+       */
      expect(portfolioSnapshot.historicalData[1]).toEqual({
        date: '2021-12-12',
        investmentValueWithCurrencyEffect: 44558.42,
-        netPerformance: -4.46,
-        netPerformanceInPercentage: 0,
-        netPerformanceInPercentageWithCurrencyEffect: 0,
-        netPerformanceWithCurrencyEffect: -4.46,
-        netWorth: 44558.42,
+        netPerformance: 5535.42, // 1 * (50098.3 - 44558.42) - 4.46 = 5535.42
+        netPerformanceInPercentage: 0.12422837255001412, // 5535.42 ÷ 44558.42 = 0.12422837255001412
+        netPerformanceInPercentageWithCurrencyEffect: 0.12422837255001412, // 5535.42 ÷ 44558.42 = 0.12422837255001412
+        netPerformanceWithCurrencyEffect: 5535.42, // 1 * (50098.3 - 44558.42) - 4.46 = 5535.42
+        netWorth: 50098.3, // 1 * 50098.3 = 50098.3
        totalAccountBalance: 0,
        totalInvestment: 44558.42,
        totalInvestmentValueWithCurrencyEffect: 44558.42,
-        value: 44558.42,
-        valueWithCurrencyEffect: 44558.42
+        value: 50098.3, // 1 * 50098.3 = 50098.3
+        valueWithCurrencyEffect: 50098.3
      });

      expect(
--- a/apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-novn-buy-and-sell.spec.ts
+++ b/apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-novn-buy-and-sell.spec.ts
@ -145,19 +145,23 @@ describe('PortfolioCalculator', () => {
        valueWithCurrencyEffect: 0
      });

+      /**
+       * Closing price on 2022-03-07 is unknown,
+       * hence it uses the last unit price (2022-04-11): 87.8
+       */
      expect(portfolioSnapshot.historicalData[1]).toEqual({
        date: '2022-03-07',
        investmentValueWithCurrencyEffect: 151.6,
-        netPerformance: 0,
-        netPerformanceInPercentage: 0,
-        netPerformanceInPercentageWithCurrencyEffect: 0,
-        netPerformanceWithCurrencyEffect: 0,
-        netWorth: 151.6,
+        netPerformance: 24, // 2 * (87.8 - 75.8) = 24
+        netPerformanceInPercentage: 0.158311345646438, // 24 ÷ 151.6 = 0.158311345646438
+        netPerformanceInPercentageWithCurrencyEffect: 0.158311345646438, // 24 ÷ 151.6 = 0.158311345646438
+        netPerformanceWithCurrencyEffect: 24,
+        netWorth: 175.6, // 2 * 87.8 = 175.6
        totalAccountBalance: 0,
        totalInvestment: 151.6,
        totalInvestmentValueWithCurrencyEffect: 151.6,
-        value: 151.6,
-        valueWithCurrencyEffect: 151.6
+        value: 175.6, // 2 * 87.8 = 175.6
+        valueWithCurrencyEffect: 175.6
      });

      expect(
--- a/apps/api/src/app/portfolio/calculator/roai/portfolio-calculator.ts
+++ b/apps/api/src/app/portfolio/calculator/roai/portfolio-calculator.ts
@ -456,12 +456,19 @@ export class RoaiPortfolioCalculator extends PortfolioCalculator {
        );
      }

+      const marketPriceInBaseCurrency =
+        order.unitPriceFromMarketData?.mul(currentExchangeRate ?? 1) ??
+        new Big(0);
+      const marketPriceInBaseCurrencyWithCurrencyEffect =
+        order.unitPriceFromMarketData?.mul(exchangeRateAtOrderDate ?? 1) ??
+        new Big(0);
+
      const valueOfInvestmentBeforeTransaction = totalUnits.mul(
-        order.unitPriceInBaseCurrency
+        marketPriceInBaseCurrency
      );

      const valueOfInvestmentBeforeTransactionWithCurrencyEffect =
-        totalUnits.mul(order.unitPriceInBaseCurrencyWithCurrencyEffect);
+        totalUnits.mul(marketPriceInBaseCurrencyWithCurrencyEffect);

      if (!investmentAtStartDate && i >= indexOfStartOrder) {
        investmentAtStartDate = totalInvestment ?? new Big(0);
@ -558,10 +565,10 @@ export class RoaiPortfolioCalculator extends PortfolioCalculator {

      totalUnits = totalUnits.plus(order.quantity.mul(getFactor(order.type)));

-      const valueOfInvestment = totalUnits.mul(order.unitPriceInBaseCurrency);
+      const valueOfInvestment = totalUnits.mul(marketPriceInBaseCurrency);

      const valueOfInvestmentWithCurrencyEffect = totalUnits.mul(
-        order.unitPriceInBaseCurrencyWithCurrencyEffect
+        marketPriceInBaseCurrencyWithCurrencyEffect
      );

      const grossPerformanceFromSell =
@ -701,16 +708,22 @@ export class RoaiPortfolioCalculator extends PortfolioCalculator {
          investmentValuesWithCurrencyEffect[order.date] ?? new Big(0)
        ).add(transactionInvestmentWithCurrencyEffect);

+        // If duration is effectively zero (first day), use the actual investment as the base.
+        // Otherwise, use the calculated time-weighted average.
        timeWeightedInvestmentValues[order.date] =
-          totalInvestmentDays > 0
+          totalInvestmentDays > Number.EPSILON
            ? sumOfTimeWeightedInvestments.div(totalInvestmentDays)
+            : totalInvestment.gt(0)
+              ? totalInvestment
              : new Big(0);

        timeWeightedInvestmentValuesWithCurrencyEffect[order.date] =
-          totalInvestmentDays > 0
+          totalInvestmentDays > Number.EPSILON
            ? sumOfTimeWeightedInvestmentsWithCurrencyEffect.div(
                totalInvestmentDays
              )
+            : totalInvestmentWithCurrencyEffect.gt(0)
+              ? totalInvestmentWithCurrencyEffect
              : new Big(0);
      }

--- a/apps/client/src/locales/messages.tr.xlf
+++ b/apps/client/src/locales/messages.tr.xlf
@ -5384,7 +5384,7 @@
      </trans-unit>
      <trans-unit id="3298117765569632011" datatype="html">
        <source>Switch to Ghostfolio Premium or Ghostfolio Open Source easily</source>
-        <target state="translated">Ghostfolio Premium veya Ghostfolio Open Source'a kolayca geçin</target>
+        <target state="translated">Ghostfolio Premium veya Ghostfolio Open Source’a kolayca geçin</target>
        <context-group purpose="location">
          <context context-type="sourcefile">libs/ui/src/lib/i18n.ts</context>
          <context context-type="linenumber">12</context>
@ -5392,7 +5392,7 @@
      </trans-unit>
      <trans-unit id="1631940846690193897" datatype="html">
        <source>Switch to Ghostfolio Premium easily</source>
-        <target state="translated">Ghostfolio Premium'a kolayca geçin</target>
+        <target state="translated">Ghostfolio Premium’a kolayca geçin</target>
        <context-group purpose="location">
          <context context-type="sourcefile">libs/ui/src/lib/i18n.ts</context>
          <context context-type="linenumber">13</context>
@ -5400,7 +5400,7 @@
      </trans-unit>
      <trans-unit id="1921273115613254799" datatype="html">
        <source>Switch to Ghostfolio Open Source or Ghostfolio Basic easily</source>
-        <target state="translated">Ghostfolio Açık Kaynak veya Ghostfolio Temel'e kolayca geçin.</target>
+        <target state="translated">Ghostfolio Açık Kaynak veya Ghostfolio Temel’e kolayca geçin.</target>
        <context-group purpose="location">
          <context context-type="sourcefile">libs/ui/src/lib/i18n.ts</context>
          <context context-type="linenumber">14</context>
@ -6372,7 +6372,7 @@
      </trans-unit>
      <trans-unit id="f42ea256db85ae2dba48b04a7bf0eb1614abac2f" datatype="html">
        <source> If you retire today, you would be able to withdraw <x id="START_TAG_SPAN" ctype="x-span" equiv-text="&lt;span class=&quot;font-weight-bold&quot; &gt;"/><x id="START_TAG_GF_VALUE" ctype="x-gf_value" equiv-text="&lt;gf-value class=&quot;d-inline-block&quot; [isCurrency]=&quot;true&quot; [locale]=&quot;user?.settings?.locale&quot; [unit]=&quot;user?.settings?.baseCurrency&quot; [value]=&quot;withdrawalRatePerYear?.toNumber()&quot; /&gt;"/><x id="CLOSE_TAG_GF_VALUE" ctype="x-gf_value" equiv-text="&lt;gf-value class=&quot;d-inline-block&quot; [isCurrency]=&quot;true&quot; [locale]=&quot;user?.settings?.locale&quot; [unit]=&quot;user?.settings?.baseCurrency&quot; [value]=&quot;fireWealth?.toNumber()&quot; /&gt;"/> per year<x id="CLOSE_TAG_SPAN" ctype="x-span" equiv-text="&lt;/span&gt;"/> or <x id="START_TAG_SPAN" ctype="x-span" equiv-text="&lt;span class=&quot;font-weight-bold&quot; &gt;"/><x id="START_TAG_GF_VALUE_1" ctype="x-gf_value_1" equiv-text="&lt;gf-value class=&quot;d-inline-block&quot; [isCurrency]=&quot;true&quot; [locale]=&quot;user?.settings?.locale&quot; [unit]=&quot;user?.settings?.baseCurrency&quot; [value]=&quot;withdrawalRatePerMonth?.toNumber()&quot; /&gt;"/><x id="CLOSE_TAG_GF_VALUE" ctype="x-gf_value" equiv-text="&lt;gf-value class=&quot;d-inline-block&quot; [isCurrency]=&quot;true&quot; [locale]=&quot;user?.settings?.locale&quot; [unit]=&quot;user?.settings?.baseCurrency&quot; [value]=&quot;fireWealth?.toNumber()&quot; /&gt;"/> per month<x id="CLOSE_TAG_SPAN" ctype="x-span" equiv-text="&lt;/span&gt;"/>, based on your total assets of <x id="START_TAG_SPAN" ctype="x-span" equiv-text="&lt;span class=&quot;font-weight-bold&quot; &gt;"/><x id="START_TAG_GF_VALUE_2" ctype="x-gf_value_2" equiv-text="&lt;gf-value class=&quot;d-inline-block&quot; [isCurrency]=&quot;true&quot; [locale]=&quot;user?.settings?.locale&quot; [unit]=&quot;user?.settings?.baseCurrency&quot; [value]=&quot;fireWealth?.toNumber()&quot; /&gt;"/><x id="CLOSE_TAG_GF_VALUE" ctype="x-gf_value" equiv-text="&lt;gf-value class=&quot;d-inline-block&quot; [isCurrency]=&quot;true&quot; [locale]=&quot;user?.settings?.locale&quot; [unit]=&quot;user?.settings?.baseCurrency&quot; [value]=&quot;fireWealth?.toNumber()&quot; /&gt;"/><x id="CLOSE_TAG_SPAN" ctype="x-span" equiv-text="&lt;/span&gt;"/> and a withdrawal rate of 4%. </source>
-        <target state="translated"> Eğer bugün emekli olursanız, toplam <x id="START_TAG_SPAN" ctype="x-span" equiv-text="&lt;span class=&quot;font-weight-bold&quot; &gt;"/><x id="START_TAG_GF_VALUE_2" ctype="x-gf_value_2" equiv-text="&lt;gf-value class=&quot;d-inline-block&quot; [isCurrency]=&quot;true&quot; [locale]=&quot;user?.settings?.locale&quot; [unit]=&quot;user?.settings?.baseCurrency&quot; [value]=&quot;fireWealth?.toNumber()&quot; /&gt;"/><x id="CLOSE_TAG_GF_VALUE" ctype="x-gf_value" equiv-text="&lt;gf-value class=&quot;d-inline-block&quot; [isCurrency]=&quot;true&quot; [locale]=&quot;user?.settings?.locale&quot; [unit]=&quot;user?.settings?.baseCurrency&quot; [value]=&quot;fireWealth?.toNumber()&quot; /&gt;"/><x id="CLOSE_TAG_SPAN" ctype="x-span" equiv-text="&lt;/span&gt;"/> tutarındaki varlıklarınız ve %4'lük bir çekilme oranına dayanarak yıllık <x id="START_TAG_SPAN" ctype="x-span" equiv-text="&lt;span class=&quot;font-weight-bold&quot; &gt;"/><x id="START_TAG_GF_VALUE" ctype="x-gf_value" equiv-text="&lt;gf-value class=&quot;d-inline-block&quot; [isCurrency]=&quot;true&quot; [locale]=&quot;user?.settings?.locale&quot; [unit]=&quot;user?.settings?.baseCurrency&quot; [value]=&quot;withdrawalRatePerYear?.toNumber()&quot; /&gt;"/><x id="CLOSE_TAG_GF_VALUE" ctype="x-gf_value" equiv-text="&lt;gf-value class=&quot;d-inline-block&quot; [isCurrency]=&quot;true&quot; [locale]=&quot;user?.settings?.locale&quot; [unit]=&quot;user?.settings?.baseCurrency&quot; [value]=&quot;fireWealth?.toNumber()&quot; /&gt;"/> veya aylık <x id="START_TAG_SPAN" ctype="x-span" equiv-text="&lt;span class=&quot;font-weight-bold&quot; &gt;"/><x id="START_TAG_GF_VALUE_1" ctype="x-gf_value_1" equiv-text="&lt;gf-value class=&quot;d-inline-block&quot; [isCurrency]=&quot;true&quot; [locale]=&quot;user?.settings?.locale&quot; [unit]=&quot;user?.settings?.baseCurrency&quot; [value]=&quot;withdrawalRatePerMonth?.toNumber()&quot; /&gt;"/><x id="CLOSE_TAG_GF_VALUE" ctype="x-gf_value" equiv-text="&lt;gf-value class=&quot;d-inline-block&quot; [isCurrency]=&quot;true&quot; [locale]=&quot;user?.settings?.locale&quot; [unit]=&quot;user?.settings?.baseCurrency&quot; [value]=&quot;fireWealth?.toNumber()&quot; /&gt;"/><x id="CLOSE_TAG_SPAN" ctype="x-span" equiv-text="&lt;/span&gt;"/> çekebilirsiniz. </target>
+        <target state="new"> If you retire today, you would be able to withdraw <x id="START_TAG_SPAN" ctype="x-span" equiv-text="&lt;span class=&quot;font-weight-bold&quot; &gt;"/><x id="START_TAG_GF_VALUE" ctype="x-gf_value" equiv-text="&lt;gf-value class=&quot;d-inline-block&quot; [isCurrency]=&quot;true&quot; [locale]=&quot;user?.settings?.locale&quot; [unit]=&quot;user?.settings?.baseCurrency&quot; [value]=&quot;withdrawalRatePerYear?.toNumber()&quot; /&gt;"/><x id="CLOSE_TAG_GF_VALUE" ctype="x-gf_value" equiv-text="&lt;gf-value class=&quot;d-inline-block&quot; [isCurrency]=&quot;true&quot; [locale]=&quot;user?.settings?.locale&quot; [unit]=&quot;user?.settings?.baseCurrency&quot; [value]=&quot;fireWealth?.toNumber()&quot; /&gt;"/> per year<x id="CLOSE_TAG_SPAN" ctype="x-span" equiv-text="&lt;/span&gt;"/> or <x id="START_TAG_SPAN" ctype="x-span" equiv-text="&lt;span class=&quot;font-weight-bold&quot; &gt;"/><x id="START_TAG_GF_VALUE_1" ctype="x-gf_value_1" equiv-text="&lt;gf-value class=&quot;d-inline-block&quot; [isCurrency]=&quot;true&quot; [locale]=&quot;user?.settings?.locale&quot; [unit]=&quot;user?.settings?.baseCurrency&quot; [value]=&quot;withdrawalRatePerMonth?.toNumber()&quot; /&gt;"/><x id="CLOSE_TAG_GF_VALUE" ctype="x-gf_value" equiv-text="&lt;gf-value class=&quot;d-inline-block&quot; [isCurrency]=&quot;true&quot; [locale]=&quot;user?.settings?.locale&quot; [unit]=&quot;user?.settings?.baseCurrency&quot; [value]=&quot;fireWealth?.toNumber()&quot; /&gt;"/> per month<x id="CLOSE_TAG_SPAN" ctype="x-span" equiv-text="&lt;/span&gt;"/>, based on your total assets of <x id="START_TAG_SPAN" ctype="x-span" equiv-text="&lt;span class=&quot;font-weight-bold&quot; &gt;"/><x id="START_TAG_GF_VALUE_2" ctype="x-gf_value_2" equiv-text="&lt;gf-value class=&quot;d-inline-block&quot; [isCurrency]=&quot;true&quot; [locale]=&quot;user?.settings?.locale&quot; [unit]=&quot;user?.settings?.baseCurrency&quot; [value]=&quot;fireWealth?.toNumber()&quot; /&gt;"/><x id="CLOSE_TAG_GF_VALUE" ctype="x-gf_value" equiv-text="&lt;gf-value class=&quot;d-inline-block&quot; [isCurrency]=&quot;true&quot; [locale]=&quot;user?.settings?.locale&quot; [unit]=&quot;user?.settings?.baseCurrency&quot; [value]=&quot;fireWealth?.toNumber()&quot; /&gt;"/><x id="CLOSE_TAG_SPAN" ctype="x-span" equiv-text="&lt;/span&gt;"/> and a withdrawal rate of 4%. </target>
        <context-group purpose="location">
          <context context-type="sourcefile">apps/client/src/app/pages/portfolio/fire/fire-page.html</context>
          <context context-type="linenumber">67</context>
@ -6620,7 +6620,7 @@
      </trans-unit>
      <trans-unit id="3d30a34e40fd0afa4f0233005752e4ab615e83a0" datatype="html">
        <source>Approximation based on the top holdings of each ETF</source>
-        <target state="translated">Her ETF'nin en üst tutarlarına dayalı yaklaşım</target>
+        <target state="translated">Her ETF’nin en üst tutarlarına dayalı yaklaşım</target>
        <context-group purpose="location">
          <context context-type="sourcefile">apps/client/src/app/pages/portfolio/allocations/allocations-page.html</context>
          <context context-type="linenumber">340</context>