Implement holding and overall performance of ROI portfolio calculator

Extract getDateRangeBoundaries and getNetPerformanceOfDateRange into the base calculator and use them in both the ROAI and the ROI per-date-range loops to avoid duplicated date-range logic. ROAI behaviour is unchanged.

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

@@ -221,7 +221,8 @@ export abstract class PortfolioCalculator {
   }
 
   protected abstract calculateOverallPerformance(
-    positions: PortfolioCalculatorHolding[]
+    positions: PortfolioCalculatorHolding[],
+    accumulatedValuesByDate: { [date: string]: AccumulatedValues }
   ): PortfolioSnapshot;
 
   protected abstract calculatePerformancePercentages({
@@ -753,7 +754,10 @@ export abstract class PortfolioCalculator {
       };
     });
 
-    const overall = this.calculateOverallPerformance(positions);
+    const overall = this.calculateOverallPerformance(
+      positions,
+      accumulatedValuesByDate
+    );
 
     return {
       ...overall,
@@ -926,6 +930,28 @@ export abstract class PortfolioCalculator {
     return this.dataProviderInfos;
   }
 
+  /**
+   * Returns the start and the end date string of a date range, where the
+   * start date is not before the start date of the calculation
+   */
+  protected getDateRangeBoundaries({
+    dateRange,
+    start
+  }: {
+    dateRange: DateRange;
+    start: Date;
+  }) {
+    const { endDate, startDate } = getIntervalFromDateRange({ dateRange });
+
+    return {
+      rangeEndDateString: format(endDate, DATE_FORMAT),
+      rangeStartDateString: format(
+        isBefore(startDate, start) ? start : startDate,
+        DATE_FORMAT
+      )
+    };
+  }
+
   /**
    * Returns the date ranges of the performance of a holding: the fixed ranges
    * and each past calendar year between the start and the end date
@@ -1617,6 +1643,33 @@ export abstract class PortfolioCalculator {
     return this.snapshot.totalLiabilitiesWithCurrencyEffect;
   }
 
+  /**
+   * Returns the net performance with currency effect within a date range
+   */
+  protected getNetPerformanceOfDateRange({
+    dateRange,
+    netPerformanceValuesWithCurrencyEffect,
+    rangeEndDateString,
+    rangeStartDateString
+  }: {
+    dateRange: DateRange;
+    netPerformanceValuesWithCurrencyEffect: { [date: string]: Big };
+    rangeEndDateString: string;
+    rangeStartDateString: string;
+  }) {
+    return (
+      netPerformanceValuesWithCurrencyEffect[rangeEndDateString]?.minus(
+        // If the date range is 'max', take 0 as a start value. Otherwise,
+        // the value of the end of the day of the start date is taken which
+        // differs from the buying price.
+        dateRange === 'max'
+          ? new Big(0)
+          : (netPerformanceValuesWithCurrencyEffect[rangeStartDateString] ??
+              new Big(0))
+      ) ?? new Big(0)
+    );
+  }
+
   public async getPerformance({ end, start }: { end: Date; start: Date }) {
     await this.snapshotPromise;
 

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

@@ -5,11 +5,8 @@ import { HoldingPerformance } from '@ghostfolio/api/app/portfolio/interfaces/hol
 import { PortfolioCalculatorHolding } from '@ghostfolio/api/app/portfolio/interfaces/portfolio-calculator-holding.interface';
 import { WeightedInvestment } from '@ghostfolio/api/app/portfolio/interfaces/weighted-investment.interface';
 import { PerformancePercentages } from '@ghostfolio/api/app/portfolio/types/performance-percentages.type';
-import {
-  getAnnualizedPerformancePercent,
-  getIntervalFromDateRange
-} from '@ghostfolio/common/calculation-helper';
-import { DATE_FORMAT, parseDate } from '@ghostfolio/common/helper';
+import { getAnnualizedPerformancePercent } from '@ghostfolio/common/calculation-helper';
+import { parseDate } from '@ghostfolio/common/helper';
 import {
   AssetProfileIdentifier,
   HistoricalDataItem
@@ -19,7 +16,7 @@ import { DateRange } from '@ghostfolio/common/types';
 import { PerformanceCalculationType } from '@ghostfolio/common/types/performance-calculation-type.type';
 
 import { Big } from 'big.js';
-import { differenceInDays, format, isBefore } from 'date-fns';
+import { differenceInDays } from 'date-fns';
 import { sortedIndex } from 'lodash-es';
 
 export class RoaiPortfolioCalculator extends PortfolioCalculator {
@@ -294,6 +291,7 @@ export class RoaiPortfolioCalculator extends PortfolioCalculator {
       symbol
     });
 
+    // `!` does not narrow the union under `strictNullChecks: false`
     if (holdingValuationOfPeriod.hasMarketPrices === false) {
       return holdingValuationOfPeriod.holdingPerformance;
     }
@@ -514,16 +512,8 @@ export class RoaiPortfolioCalculator extends PortfolioCalculator {
     } = {};
 
     for (const dateRange of this.getDateRanges({ end, start })) {
-      const dateInterval = getIntervalFromDateRange({ dateRange });
-      const endDate = dateInterval.endDate;
-      let startDate = dateInterval.startDate;
-
-      if (isBefore(startDate, start)) {
-        startDate = start;
-      }
-
-      const rangeEndDateString = format(endDate, DATE_FORMAT);
-      const rangeStartDateString = format(startDate, DATE_FORMAT);
+      const { rangeEndDateString, rangeStartDateString } =
+        this.getDateRangeBoundaries({ dateRange, start });
 
       const currentValuesAtDateRangeStartWithCurrencyEffect =
         currentValuesWithCurrencyEffect[rangeStartDateString] ?? new Big(0);
@@ -568,15 +558,12 @@ export class RoaiPortfolioCalculator extends PortfolioCalculator {
         : new Big(0);
 
       netPerformanceWithCurrencyEffectMap[dateRange] =
-        netPerformanceValuesWithCurrencyEffect[rangeEndDateString]?.minus(
-          // If the date range is 'max', take 0 as a start value. Otherwise,
-          // the value of the end of the day of the start date is taken which
-          // differs from the buying price.
-          dateRange === 'max'
-            ? new Big(0)
-            : (netPerformanceValuesWithCurrencyEffect[rangeStartDateString] ??
-                new Big(0))
-        ) ?? new Big(0);
+        this.getNetPerformanceOfDateRange({
+          dateRange,
+          netPerformanceValuesWithCurrencyEffect,
+          rangeEndDateString,
+          rangeStartDateString
+        });
 
       netPerformancePercentageWithCurrencyEffectMap[dateRange] = average.gt(0)
         ? netPerformanceWithCurrencyEffectMap[dateRange].div(average)

apps/api/src/app/portfolio/calculator/roi/portfolio-calculator-reference-examples.spec.ts

@@ -0,0 +1,243 @@
+import {
+  activityDummyData,
+  assetProfileDummyData,
+  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 { Activity } from '@ghostfolio/common/interfaces';
+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 {
+    CurrentRateService: jest.fn().mockImplementation(() => {
+      return CurrentRateServiceMock;
+    })
+  };
+});
+
+jest.mock(
+  '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service',
+  () => {
+    return {
+      PortfolioSnapshotService: jest.fn().mockImplementation(() => {
+        return PortfolioSnapshotServiceMock;
+      })
+    };
+  }
+);
+
+jest.mock('@ghostfolio/api/app/redis-cache/redis-cache.service', () => {
+  return {
+    RedisCacheService: jest.fn().mockImplementation(() => {
+      return RedisCacheServiceMock;
+    })
+  };
+});
+
+function getActivity({
+  date,
+  quantity,
+  symbol,
+  type,
+  unitPrice
+}: {
+  date: string;
+  quantity: number;
+  symbol: string;
+  type: Activity['type'];
+  unitPrice: number;
+}): Activity {
+  return {
+    ...activityDummyData,
+    quantity,
+    type,
+    assetProfile: {
+      ...assetProfileDummyData,
+      symbol,
+      currency: 'CHF',
+      dataSource: 'YAHOO',
+      name: symbol
+    },
+    date: parseDate(date),
+    feeInAssetProfileCurrency: 0,
+    feeInBaseCurrency: 0,
+    unitPriceInAssetProfileCurrency: unitPrice
+  };
+}
+
+describe('RoiPortfolioCalculator', () => {
+  let portfolioCalculatorFactory: PortfolioCalculatorFactory;
+
+  beforeEach(() => {
+    PortfolioSnapshotServiceMock.reset();
+    RedisCacheServiceMock.reset();
+
+    portfolioCalculatorFactory = new PortfolioCalculatorFactory(
+      new ConfigurationService(),
+      new CurrentRateService(null, null, null),
+      new ExchangeRateDataService(null, null, null, null),
+      new PortfolioSnapshotService(null, null),
+      new RedisCacheService(null, null)
+    );
+  });
+
+  afterEach(() => {
+    jest.useRealTimers();
+  });
+
+  describe('get current positions', () => {
+    it('with a small buy followed by a large buy', async () => {
+      jest.useFakeTimers().setSystemTime(parseDate('2024-12-31').getTime());
+
+      const portfolioCalculator = portfolioCalculatorFactory.createCalculator({
+        activities: [
+          getActivity({
+            date: '2024-01-01',
+            quantity: 100,
+            symbol: 'ROI-DCA',
+            type: 'BUY',
+            unitPrice: 10
+          }),
+          getActivity({
+            date: '2024-10-27',
+            quantity: 600,
+            symbol: 'ROI-DCA',
+            type: 'BUY',
+            unitPrice: 15
+          })
+        ],
+        calculationType: PerformanceCalculationType.ROI,
+        currency: 'CHF',
+        userId: userDummyData.id
+      });
+
+      const portfolioSnapshot = await portfolioCalculator.computeSnapshot();
+
+      // Gain: 700 * 15 - (1000 + 9000) = 500, total buy value: 10000
+      expect(portfolioSnapshot.positions).toMatchObject([
+        {
+          netPerformance: new Big('500'),
+          netPerformancePercentage: new Big('500').div('10000'),
+          netPerformancePercentageWithCurrencyEffectMap: {
+            max: new Big('500').div('10000')
+          },
+          netPerformanceWithCurrencyEffectMap: { max: new Big('500') }
+        }
+      ]);
+
+      expect(portfolioSnapshot.historicalData.at(-1)).toMatchObject({
+        date: '2024-12-31',
+        netPerformance: 500,
+        netPerformanceInPercentage: 0.05,
+        netPerformanceInPercentageWithCurrencyEffect: 0.05,
+        totalBuyValue: 10000,
+        totalBuyValueWithCurrencyEffect: 10000,
+        totalInvestment: 10000,
+        value: 10500
+      });
+    });
+
+    it('with a buy followed by a partial sell', async () => {
+      jest.useFakeTimers().setSystemTime(parseDate('2024-12-31').getTime());
+
+      const portfolioCalculator = portfolioCalculatorFactory.createCalculator({
+        activities: [
+          getActivity({
+            date: '2024-01-01',
+            quantity: 100,
+            symbol: 'ROI-PARTIAL-SELL',
+            type: 'BUY',
+            unitPrice: 10
+          }),
+          getActivity({
+            date: '2024-06-01',
+            quantity: 50,
+            symbol: 'ROI-PARTIAL-SELL',
+            type: 'SELL',
+            unitPrice: 16
+          })
+        ],
+        calculationType: PerformanceCalculationType.ROI,
+        currency: 'CHF',
+        userId: userDummyData.id
+      });
+
+      const portfolioSnapshot = await portfolioCalculator.computeSnapshot();
+
+      // Gain: 50 * (16 - 10) + 50 * (18 - 10) = 700, total buy value: 1000
+      expect(portfolioSnapshot.positions).toMatchObject([
+        {
+          netPerformance: new Big('700'),
+          netPerformancePercentage: new Big('700').div('1000'),
+          netPerformancePercentageWithCurrencyEffectMap: {
+            max: new Big('700').div('1000')
+          }
+        }
+      ]);
+
+      expect(portfolioSnapshot.historicalData.at(-1)).toMatchObject({
+        netPerformanceInPercentage: 0.7,
+        totalBuyValue: 1000
+      });
+    });
+
+    it('with a buy, a full sell and a buy again', async () => {
+      jest.useFakeTimers().setSystemTime(parseDate('2024-12-31').getTime());
+
+      const portfolioCalculator = portfolioCalculatorFactory.createCalculator({
+        activities: [
+          getActivity({
+            date: '2024-01-01',
+            quantity: 100,
+            symbol: 'ROI-REBUY',
+            type: 'BUY',
+            unitPrice: 10
+          }),
+          getActivity({
+            date: '2024-06-01',
+            quantity: 100,
+            symbol: 'ROI-REBUY',
+            type: 'SELL',
+            unitPrice: 10
+          }),
+          getActivity({
+            date: '2024-06-02',
+            quantity: 100,
+            symbol: 'ROI-REBUY',
+            type: 'BUY',
+            unitPrice: 10
+          })
+        ],
+        calculationType: PerformanceCalculationType.ROI,
+        currency: 'CHF',
+        userId: userDummyData.id
+      });
+
+      const portfolioSnapshot = await portfolioCalculator.computeSnapshot();
+
+      // Gain: 100 * (11 - 10) = 100, the money is invested twice: 2000
+      expect(portfolioSnapshot.positions).toMatchObject([
+        {
+          netPerformance: new Big('100'),
+          netPerformancePercentage: new Big('100').div('2000')
+        }
+      ]);
+
+      expect(portfolioSnapshot.historicalData.at(-1)).toMatchObject({
+        netPerformanceInPercentage: 0.05,
+        totalBuyValue: 2000
+      });
+    });
+  });
+});

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

@@ -1,19 +1,89 @@
 import { PortfolioCalculator } from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator';
 import { AccumulatedValues } from '@ghostfolio/api/app/portfolio/interfaces/accumulated-values.interface';
 import { HoldingPerformance } from '@ghostfolio/api/app/portfolio/interfaces/holding-performance.interface';
+import { PortfolioCalculatorHolding } from '@ghostfolio/api/app/portfolio/interfaces/portfolio-calculator-holding.interface';
 import { PerformancePercentages } from '@ghostfolio/api/app/portfolio/types/performance-percentages.type';
+import { getAnnualizedPerformancePercent } from '@ghostfolio/common/calculation-helper';
+import { DATE_FORMAT } from '@ghostfolio/common/helper';
 import {
   AssetProfileIdentifier,
   HistoricalDataItem
 } from '@ghostfolio/common/interfaces';
 import { PortfolioSnapshot } from '@ghostfolio/common/models';
+import { DateRange } from '@ghostfolio/common/types';
 import { PerformanceCalculationType } from '@ghostfolio/common/types/performance-calculation-type.type';
 
 import { Big } from 'big.js';
+import { differenceInDays, format } from 'date-fns';
 
 export class RoiPortfolioCalculator extends PortfolioCalculator {
-  protected calculateOverallPerformance(): PortfolioSnapshot {
-    throw new Error('Method not implemented.');
+  protected calculateOverallPerformance(
+    positions: PortfolioCalculatorHolding[],
+    accumulatedValuesByDate: { [date: string]: AccumulatedValues }
+  ): PortfolioSnapshot {
+    const {
+      currentValueInBaseCurrency,
+      hasErrors,
+      totalFeesWithCurrencyEffect,
+      totalInvestment,
+      totalInvestmentWithCurrencyEffect
+    } = this.getTotalsOfPositions(positions);
+
+    const dateOfFirstActivity = this.getStartDate();
+
+    const daysInMarket = dateOfFirstActivity
+      ? differenceInDays(new Date(), dateOfFirstActivity)
+      : 0;
+
+    // The values of the last chart date contain the dividends and the buys of
+    // the holdings with market prices only. Thus, the dividend yield is not
+    // distorted by holdings without a total buy value.
+    const lastAccumulatedValues = Object.values(accumulatedValuesByDate).at(-1);
+
+    const totalBuyValue = lastAccumulatedValues?.totalBuyValue ?? new Big(0);
+
+    const totalBuyValueWithCurrencyEffect =
+      lastAccumulatedValues?.totalBuyValueWithCurrencyEffect ?? new Big(0);
+
+    const totalDividendValueWithCurrencyEffect =
+      lastAccumulatedValues?.totalDividendValueWithCurrencyEffect ?? new Big(0);
+
+    const dividendYieldPercent = getAnnualizedPerformancePercent({
+      daysInMarket,
+      netPerformancePercentage: totalBuyValue.eq(0)
+        ? new Big(0)
+        : totalDividendValueWithCurrencyEffect.div(totalBuyValue)
+    });
+
+    const dividendYieldPercentWithCurrencyEffect =
+      getAnnualizedPerformancePercent({
+        daysInMarket,
+        netPerformancePercentage: totalBuyValueWithCurrencyEffect.eq(0)
+          ? new Big(0)
+          : totalDividendValueWithCurrencyEffect.div(
+              totalBuyValueWithCurrencyEffect
+            )
+      });
+
+    return {
+      currentValueInBaseCurrency,
+      dividendYieldPercent,
+      dividendYieldPercentWithCurrencyEffect,
+      hasErrors,
+      positions,
+      totalFeesWithCurrencyEffect,
+      totalInvestment,
+      totalInvestmentWithCurrencyEffect,
+      activitiesCount: this.activities.filter(({ type }) => {
+        return ['BUY', 'SELL'].includes(type);
+      }).length,
+      createdAt: new Date(),
+      errors: [],
+      historicalData: [],
+      totalCashInBaseCurrency: new Big(0),
+      totalInterestWithCurrencyEffect: new Big(0),
+      totalLiabilitiesWithCurrencyEffect: new Big(0)
+    };
   }
 
   protected calculatePerformancePercentages({
@@ -122,8 +192,17 @@ export class RoiPortfolioCalculator extends PortfolioCalculator {
     };
   }
 
-  protected getHoldingPerformance({}: {
+  protected getHoldingPerformance({
+    chartDates,
+    dataSource,
+    end,
+    exchangeRates,
+    marketSymbolMap,
+    start,
+    symbol
+  }: {
     chartDates: string[];
+    daysUntilNextChartDate: number[];
     end: Date;
     exchangeRates: { [dateString: string]: number };
     marketSymbolMap: {
@@ -131,7 +210,186 @@ export class RoiPortfolioCalculator extends PortfolioCalculator {
     };
     start: Date;
   } & AssetProfileIdentifier): HoldingPerformance {
-    throw new Error('Method not implemented.');
+    const holdingValuationOfPeriod = this.getHoldingValuationOfPeriod({
+      chartDates,
+      dataSource,
+      end,
+      exchangeRates,
+      marketSymbolMap,
+      start,
+      symbol
+    });
+
+    // `!` does not narrow the union under `strictNullChecks: false`
+    if (holdingValuationOfPeriod.hasMarketPrices === false) {
+      return holdingValuationOfPeriod.holdingPerformance;
+    }
+
+    const {
+      dateOfFirstActivity,
+      holdingValuation: {
+        buyValuesAccumulated,
+        buyValuesAccumulatedWithCurrencyEffect,
+        currentValues,
+        currentValuesWithCurrencyEffect,
+        dividendValuesWithCurrencyEffect,
+        initialValue,
+        investmentValuesAccumulated,
+        investmentValuesAccumulatedWithCurrencyEffect,
+        investmentValuesWithCurrencyEffect,
+        items,
+        netPerformanceValues,
+        netPerformanceValuesWithCurrencyEffect
+      },
+      totalDividend,
+      totalDividendInBaseCurrency,
+      totalInterestInBaseCurrency,
+      totalLiabilitiesInBaseCurrency,
+      unitPriceAtEndDate
+    } = holdingValuationOfPeriod;
+
+    const endItem = items.find(({ itemType }) => {
+      return itemType === 'end';
+    });
+
+    const startItem = items.find(({ itemType }) => {
+      return itemType === 'start';
+    });
+
+    const endDateString = format(end, DATE_FORMAT);
+
+    // The invested capital of the period is the value at the start date plus
+    // the value of each buy. A sell does not reduce it.
+    const investedCapital = startItem.value.plus(
+      buyValuesAccumulated[endDateString] ?? new Big(0)
+    );
+
+    const investedCapitalWithCurrencyEffect =
+      startItem.valueWithCurrencyEffect.plus(
+        buyValuesAccumulatedWithCurrencyEffect[endDateString] ?? new Big(0)
+      );
+
+    const totalGrossPerformance = endItem.grossPerformance.minus(
+      startItem.grossPerformance
+    );
+
+    const totalGrossPerformanceWithCurrencyEffect =
+      endItem.grossPerformanceWithCurrencyEffect.minus(
+        startItem.grossPerformanceWithCurrencyEffect
+      );
+
+    const totalNetPerformance = totalGrossPerformance.minus(
+      endItem.fees.minus(startItem.fees)
+    );
+
+    const grossPerformancePercentage = investedCapital.gt(0)
+      ? totalGrossPerformance.div(investedCapital)
+      : new Big(0);
+
+    const grossPerformancePercentageWithCurrencyEffect =
+      investedCapitalWithCurrencyEffect.gt(0)
+        ? totalGrossPerformanceWithCurrencyEffect.div(
+            investedCapitalWithCurrencyEffect
+          )
+        : new Big(0);
+
+    const netPerformancePercentage = investedCapital.gt(0)
+      ? totalNetPerformance.div(investedCapital)
+      : new Big(0);
+
+    const daysInMarket = differenceInDays(new Date(), dateOfFirstActivity);
+
+    const dividendYieldPercent = getAnnualizedPerformancePercent({
+      daysInMarket,
+      netPerformancePercentage: investedCapital.eq(0)
+        ? new Big(0)
+        : totalDividendInBaseCurrency.div(investedCapital)
+    });
+
+    const dividendYieldPercentWithCurrencyEffect =
+      getAnnualizedPerformancePercent({
+        daysInMarket,
+        netPerformancePercentage: investedCapitalWithCurrencyEffect.eq(0)
+          ? new Big(0)
+          : totalDividendInBaseCurrency.div(investedCapitalWithCurrencyEffect)
+      });
+
+    const netPerformancePercentageWithCurrencyEffectMap: {
+      [key: DateRange]: Big;
+    } = {};
+
+    const netPerformanceWithCurrencyEffectMap: {
+      [key: DateRange]: Big;
+    } = {};
+
+    for (const dateRange of this.getDateRanges({ end, start })) {
+      const { rangeEndDateString, rangeStartDateString } =
+        this.getDateRangeBoundaries({ dateRange, start });
+
+      netPerformanceWithCurrencyEffectMap[dateRange] =
+        this.getNetPerformanceOfDateRange({
+          dateRange,
+          netPerformanceValuesWithCurrencyEffect,
+          rangeEndDateString,
+          rangeStartDateString
+        });
+
+      const investedCapitalOfDateRange = (
+        currentValuesWithCurrencyEffect[rangeStartDateString] ?? new Big(0)
+      )
+        .plus(
+          buyValuesAccumulatedWithCurrencyEffect[rangeEndDateString] ??
+            new Big(0)
+        )
+        .minus(
+          buyValuesAccumulatedWithCurrencyEffect[rangeStartDateString] ??
+            new Big(0)
+        );
+
+      netPerformancePercentageWithCurrencyEffectMap[dateRange] =
+        investedCapitalOfDateRange.gt(0)
+          ? netPerformanceWithCurrencyEffectMap[dateRange].div(
+              investedCapitalOfDateRange
+            )
+          : new Big(0);
+    }
+
+    return {
+      buyValuesAccumulated,
+      buyValuesAccumulatedWithCurrencyEffect,
+      currentValues,
+      currentValuesWithCurrencyEffect,
+      dividendValuesWithCurrencyEffect,
+      dividendYieldPercent,
+      dividendYieldPercentWithCurrencyEffect,
+      grossPerformancePercentage,
+      grossPerformancePercentageWithCurrencyEffect,
+      investmentValuesAccumulated,
+      investmentValuesAccumulatedWithCurrencyEffect,
+      investmentValuesWithCurrencyEffect,
+      netPerformancePercentage,
+      netPerformancePercentageWithCurrencyEffectMap,
+      netPerformanceValues,
+      netPerformanceValuesWithCurrencyEffect,
+      netPerformanceWithCurrencyEffectMap,
+      totalDividend,
+      totalDividendInBaseCurrency,
+      totalInterestInBaseCurrency,
+      totalLiabilitiesInBaseCurrency,
+      // The ROI does not weight the investment by time
+      averageInvestment: new Big(0),
+      averageInvestmentValues: {},
+      averageInvestmentValuesWithCurrencyEffect: {},
+      averageInvestmentWithCurrencyEffect: new Big(0),
+      grossPerformance: totalGrossPerformance,
+      grossPerformanceWithCurrencyEffect:
+        totalGrossPerformanceWithCurrencyEffect,
+      hasErrors:
+        endItem.quantity.gt(0) && (!initialValue || !unitPriceAtEndDate),
+      netPerformance: totalNetPerformance,
+      totalInvestment: endItem.investment,
+      totalInvestmentWithCurrencyEffect: endItem.investmentWithCurrencyEffect
+    };
   }
 
   protected getPerformanceCalculationType() {

apps/api/src/app/portfolio/current-rate.service.mock.ts

@@ -123,6 +123,42 @@ function mockGetValue({
 
       return { marketPrice: 0 };
 
+    case 'ROI-DCA':
+      if (isSameDay(parseDate('2024-01-01'), date)) {
+        return { marketPrice: 10 };
+      } else if (
+        isSameDay(parseDate('2024-10-27'), date) ||
+        isSameDay(parseDate('2024-12-31'), date)
+      ) {
+        return { marketPrice: 15 };
+      }
+
+      return { marketPrice: 0 };
+
+    case 'ROI-PARTIAL-SELL':
+      if (isSameDay(parseDate('2024-01-01'), date)) {
+        return { marketPrice: 10 };
+      } else if (isSameDay(parseDate('2024-06-01'), date)) {
+        return { marketPrice: 16 };
+      } else if (isSameDay(parseDate('2024-12-31'), date)) {
+        return { marketPrice: 18 };
+      }
+
+      return { marketPrice: 0 };
+
+    case 'ROI-REBUY':
+      if (
+        isSameDay(parseDate('2024-01-01'), date) ||
+        isSameDay(parseDate('2024-06-01'), date) ||
+        isSameDay(parseDate('2024-06-02'), date)
+      ) {
+        return { marketPrice: 10 };
+      } else if (isSameDay(parseDate('2024-12-31'), date)) {
+        return { marketPrice: 11 };
+      }
+
+      return { marketPrice: 0 };
+
     default:
       return { marketPrice: 0 };
   }