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@ -7,16 +7,13 @@ import { ConfigurationService } from '@ghostfolio/api/services/configuration/con |
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import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service'; |
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import { IDataGatheringItem } from '@ghostfolio/api/services/interfaces/interfaces'; |
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import { PortfolioSnapshotService } from '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service'; |
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import { getIntervalFromDateRange } from '@ghostfolio/common/calculation-helper'; |
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import { DATE_FORMAT, parseDate, resetHours } from '@ghostfolio/common/helper'; |
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import { Filter, HistoricalDataItem } from '@ghostfolio/common/interfaces'; |
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import { DateRange } from '@ghostfolio/common/types'; |
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import { Inject, Logger } from '@nestjs/common'; |
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import { Big } from 'big.js'; |
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import { |
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addDays, |
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differenceInDays, |
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eachDayOfInterval, |
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endOfDay, |
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format, |
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@ -83,19 +80,19 @@ export class CPRPortfolioCalculator extends TWRPortfolioCalculator { |
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start: Date; |
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end: Date; |
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}): Promise<{ chart: HistoricalDataItem[] }> { |
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let item = await super.getPerformance({ |
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const item = await super.getPerformance({ |
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end, |
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start |
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}); |
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let itemResult = item.chart; |
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let dates = itemResult.map((item) => parseDate(item.date)); |
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let timeWeighted = await this.getTimeWeightedChartData({ |
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const itemResult = item.chart; |
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const dates = itemResult.map((item) => parseDate(item.date)); |
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const timeWeighted = await this.getTimeWeightedChartData({ |
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dates |
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}); |
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item.chart = itemResult.map((itemInt) => { |
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let timeWeightedItem = timeWeighted.find( |
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const timeWeightedItem = timeWeighted.find( |
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(timeWeightedItem) => timeWeightedItem.date === itemInt.date |
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); |
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if (timeWeightedItem) { |
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@ -135,20 +132,20 @@ export class CPRPortfolioCalculator extends TWRPortfolioCalculator { |
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dateQuery: { in: [end] } |
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}); |
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const endString = format(end, DATE_FORMAT); |
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let exchangeRates = await Promise.all( |
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const exchangeRates = await Promise.all( |
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Object.keys(holdings[endString]).map(async (holding) => { |
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let symbol = marketMap.values.find((m) => m.symbol === holding); |
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let symbolCurrency = this.getCurrencyFromActivities(orders, holding); |
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let exchangeRate = await this.exchangeRateDataService.toCurrencyAtDate( |
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1, |
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symbolCurrency, |
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this.currency, |
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end |
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); |
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const symbolCurrency = this.getCurrencyFromActivities(orders, holding); |
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const exchangeRate = |
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await this.exchangeRateDataService.toCurrencyAtDate( |
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1, |
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symbolCurrency, |
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this.currency, |
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end |
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); |
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return { symbolCurrency, exchangeRate }; |
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}) |
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); |
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let currencyRates = exchangeRates.reduce<{ [currency: string]: number }>( |
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const currencyRates = exchangeRates.reduce<{ [currency: string]: number }>( |
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(all, currency): { [currency: string]: number } => { |
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all[currency.symbolCurrency] ??= currency.exchangeRate; |
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return all; |
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@ -156,12 +153,12 @@ export class CPRPortfolioCalculator extends TWRPortfolioCalculator { |
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{} |
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); |
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let totalInvestment = await Object.keys(holdings[endString]).reduce( |
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const totalInvestment = await Object.keys(holdings[endString]).reduce( |
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(sum, holding) => { |
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if (!holdings[endString][holding].toNumber()) { |
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return sum; |
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} |
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let symbol = marketMap.values.find((m) => m.symbol === holding); |
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const symbol = marketMap.values.find((m) => m.symbol === holding); |
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if (symbol?.marketPrice === undefined) { |
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Logger.warn( |
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@ -170,8 +167,8 @@ export class CPRPortfolioCalculator extends TWRPortfolioCalculator { |
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); |
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return sum; |
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} else { |
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let symbolCurrency = this.getCurrency(holding); |
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let price = new Big(currencyRates[symbolCurrency]).mul( |
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const symbolCurrency = this.getCurrency(holding); |
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const price = new Big(currencyRates[symbolCurrency]).mul( |
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symbol.marketPrice |
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); |
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return sum.plus(new Big(price).mul(holdings[endString][holding])); |
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@ -191,7 +188,7 @@ export class CPRPortfolioCalculator extends TWRPortfolioCalculator { |
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dates = dates.sort((a, b) => a.getTime() - b.getTime()); |
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const start = dates[0]; |
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const end = dates[dates.length - 1]; |
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let marketMapTask = this.computeMarketMap({ |
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const marketMapTask = this.computeMarketMap({ |
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gte: start, |
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lt: addDays(end, 1) |
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}); |
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@ -201,7 +198,7 @@ export class CPRPortfolioCalculator extends TWRPortfolioCalculator { |
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end |
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); |
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let data: HistoricalDataItem[] = []; |
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const data: HistoricalDataItem[] = []; |
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const startString = format(start, DATE_FORMAT); |
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data.push({ |
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@ -435,12 +432,12 @@ export class CPRPortfolioCalculator extends TWRPortfolioCalculator { |
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end: Date |
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) { |
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const transactionDates = Object.keys(investmentByDate).sort(); |
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let dates = eachDayOfInterval({ start, end }, { step: 1 }) |
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const dates = eachDayOfInterval({ start, end }, { step: 1 }) |
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.map((date) => { |
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return resetHours(date); |
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}) |
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.sort((a, b) => a.getTime() - b.getTime()); |
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let currentHoldings: { [date: string]: { [symbol: string]: Big } } = {}; |
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const currentHoldings: { [date: string]: { [symbol: string]: Big } } = {}; |
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this.calculateInitialHoldings(investmentByDate, start, currentHoldings); |
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@ -448,7 +445,7 @@ export class CPRPortfolioCalculator extends TWRPortfolioCalculator { |
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const dateString = format(dates[i], DATE_FORMAT); |
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const previousDateString = format(dates[i - 1], DATE_FORMAT); |
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if (transactionDates.some((d) => d === dateString)) { |
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let holdings = { ...currentHoldings[previousDateString] }; |
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const holdings = { ...currentHoldings[previousDateString] }; |
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investmentByDate[dateString].forEach((trade) => { |
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holdings[trade.SymbolProfile.symbol] ??= new Big(0); |
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holdings[trade.SymbolProfile.symbol] = holdings[ |
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@ -488,7 +485,7 @@ export class CPRPortfolioCalculator extends TWRPortfolioCalculator { |
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for (const symbol of Object.keys(preRangeTrades)) { |
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const trades: PortfolioOrder[] = preRangeTrades[symbol]; |
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let startQuantity = trades.reduce((sum, trade) => { |
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const startQuantity = trades.reduce((sum, trade) => { |
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return sum.plus(trade.quantity.mul(getFactor(trade.type))); |
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}, new Big(0)); |
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currentHoldings[format(start, DATE_FORMAT)][symbol] = startQuantity; |
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dandevaud
9 months ago
GitHub