Add netPerformancePercentageWithCurrencyEffectMap and netPerformanceWithCurrencyEffectMap

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

@@ -136,7 +136,7 @@ export abstract class PortfolioCalculator {
       });
 
     this.redisCacheService = redisCacheService;
-    this.useCache = false; // TODO: useCache
+    this.useCache = useCache;
     this.userId = userId;
 
     const { endDate, startDate } = getIntervalFromDateRange(
@@ -394,9 +394,11 @@ export abstract class PortfolioCalculator {
         netPerformance,
         netPerformancePercentage,
         netPerformancePercentageWithCurrencyEffect,
+        netPerformancePercentageWithCurrencyEffectMap,
         netPerformanceValues,
         netPerformanceValuesWithCurrencyEffect,
         netPerformanceWithCurrencyEffect,
+        netPerformanceWithCurrencyEffectMap,
         timeWeightedInvestment,
         timeWeightedInvestmentValues,
         timeWeightedInvestmentValuesWithCurrencyEffect,
@@ -468,9 +470,15 @@ export abstract class PortfolioCalculator {
         netPerformancePercentageWithCurrencyEffect: !hasErrors
           ? (netPerformancePercentageWithCurrencyEffect ?? null)
           : null,
+        netPerformancePercentageWithCurrencyEffectMap: !hasErrors
+          ? (netPerformancePercentageWithCurrencyEffectMap ?? null)
+          : null,
         netPerformanceWithCurrencyEffect: !hasErrors
           ? (netPerformanceWithCurrencyEffect ?? null)
           : null,
+        netPerformanceWithCurrencyEffectMap: !hasErrors
+          ? (netPerformanceWithCurrencyEffectMap ?? null)
+          : null,
         quantity: item.quantity,
         symbol: item.symbol,
         tags: item.tags,

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

@@ -1,12 +1,14 @@
 import { PortfolioCalculator } from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator';
 import { PortfolioOrderItem } from '@ghostfolio/api/app/portfolio/interfaces/portfolio-order-item.interface';
 import { getFactor } from '@ghostfolio/api/helper/portfolio.helper';
+import { getIntervalFromDateRange } from '@ghostfolio/common/calculation-helper';
 import { DATE_FORMAT } from '@ghostfolio/common/helper';
 import {
   AssetProfileIdentifier,
   SymbolMetrics
 } from '@ghostfolio/common/interfaces';
 import { PortfolioSnapshot, TimelinePosition } from '@ghostfolio/common/models';
+import { DateRange } from '@ghostfolio/common/types';
 
 import { Logger } from '@nestjs/common';
 import { Big } from 'big.js';
@@ -14,6 +16,7 @@ import {
   addDays,
   addMilliseconds,
   differenceInDays,
+  eachDayOfInterval,
   format,
   isBefore
 } from 'date-fns';
@@ -236,9 +239,11 @@ export class TWRPortfolioCalculator extends PortfolioCalculator {
         netPerformance: new Big(0),
         netPerformancePercentage: new Big(0),
         netPerformancePercentageWithCurrencyEffect: new Big(0),
+        netPerformancePercentageWithCurrencyEffectMap: {},
         netPerformanceValues: {},
         netPerformanceValuesWithCurrencyEffect: {},
         netPerformanceWithCurrencyEffect: new Big(0),
+        netPerformanceWithCurrencyEffectMap: {},
         timeWeightedInvestment: new Big(0),
         timeWeightedInvestmentValues: {},
         timeWeightedInvestmentValuesWithCurrencyEffect: {},
@@ -286,6 +291,8 @@ export class TWRPortfolioCalculator extends PortfolioCalculator {
         netPerformance: new Big(0),
         netPerformancePercentage: new Big(0),
         netPerformancePercentageWithCurrencyEffect: new Big(0),
+        netPerformancePercentageWithCurrencyEffectMap: {},
+        netPerformanceWithCurrencyEffectMap: {},
         netPerformanceValues: {},
         netPerformanceValuesWithCurrencyEffect: {},
         netPerformanceWithCurrencyEffect: new Big(0),
@@ -841,6 +848,87 @@ export class TWRPortfolioCalculator extends PortfolioCalculator {
           )
         : new Big(0);
 
+    const netPerformancePercentageWithCurrencyEffectMap: {
+      [key: DateRange]: Big;
+    } = {};
+
+    const netPerformanceWithCurrencyEffectMap: {
+      [key: DateRange]: Big;
+    } = {};
+
+    for (const dateRange of <DateRange[]>[
+      '1d',
+      '1y',
+      '5y',
+      'max',
+      'mtd',
+      'wtd',
+      'ytd'
+      // TODO: '2024', '2023', '2022', etc.
+    ]) {
+      // TODO: getIntervalFromDateRange(dateRange, start)
+      let { endDate, startDate } = getIntervalFromDateRange(dateRange);
+
+      if (isBefore(startDate, start)) {
+        startDate = addDays(start, 1);
+      }
+
+      let average = new Big(0);
+
+      const currentValuesAtStartDateWithCurrencyEffect =
+        currentValuesWithCurrencyEffect[format(startDate, DATE_FORMAT)];
+
+      const investmentValuesAccumulatedAtStartDateWithCurrencyEffect =
+        investmentValuesAccumulatedWithCurrencyEffect[
+          format(startDate, DATE_FORMAT)
+        ];
+
+      // TODO: Rename?
+      const grossPerformanceAtStartDateWithCurrencyEffect2 =
+        currentValuesAtStartDateWithCurrencyEffect.minus(
+          investmentValuesAccumulatedAtStartDateWithCurrencyEffect
+        );
+
+      const dates = eachDayOfInterval({
+        end: endDate,
+        start: startDate
+      }).map((date) => {
+        return format(date, DATE_FORMAT);
+      });
+
+      let dayCount = 0;
+
+      for (const date of dates) {
+        if (
+          investmentValuesAccumulatedWithCurrencyEffect[date] instanceof Big
+        ) {
+          average = average.add(
+            investmentValuesAccumulatedWithCurrencyEffect[date].add(
+              grossPerformanceAtStartDateWithCurrencyEffect2
+            )
+          );
+
+          dayCount++;
+        }
+      }
+
+      average = average.div(dayCount);
+
+      netPerformanceWithCurrencyEffectMap[dateRange] = average.gt(0)
+        ? netPerformanceValuesWithCurrencyEffect[
+            format(endDate, DATE_FORMAT)
+          ].minus(
+            netPerformanceValuesWithCurrencyEffect[
+              format(startDate, DATE_FORMAT)
+            ]
+          )
+        : new Big(0);
+
+      netPerformancePercentageWithCurrencyEffectMap[dateRange] = average.gt(0)
+        ? netPerformanceWithCurrencyEffectMap[dateRange].div(average)
+        : new Big(0);
+    }
+
     if (PortfolioCalculator.ENABLE_LOGGING) {
       console.log(
         `
@@ -893,8 +981,10 @@ export class TWRPortfolioCalculator extends PortfolioCalculator {
       investmentValuesWithCurrencyEffect,
       netPerformancePercentage,
       netPerformancePercentageWithCurrencyEffect,
+      netPerformancePercentageWithCurrencyEffectMap,
       netPerformanceValues,
       netPerformanceValuesWithCurrencyEffect,
+      netPerformanceWithCurrencyEffectMap,
       timeWeightedInvestmentValues,
       timeWeightedInvestmentValuesWithCurrencyEffect,
       totalAccountBalanceInBaseCurrency,

apps/api/src/app/portfolio/portfolio.service.ts

@@ -346,7 +346,7 @@ export class PortfolioService {
       userId,
       calculationType: PerformanceCalculationType.TWR,
       currency: userCurrency,
-      hasFilters: true, // disable cache
+      hasFilters: filters?.length > 0, // TODO
       isExperimentalFeatures:
         this.request.user?.Settings.settings.isExperimentalFeatures
     });
@@ -412,10 +412,8 @@ export class PortfolioService {
     console.timeEnd('-- PortfolioService.getDetails - 3');
     console.time('-- PortfolioService.getDetails - 4');
 
-    const [dataProviderResponses, symbolProfiles] = await Promise.all([
-      this.dataProviderService.getQuotes({ user, items: dataGatheringItems }),
-      this.symbolProfileService.getSymbolProfiles(dataGatheringItems)
-    ]);
+    const symbolProfiles =
+      await this.symbolProfileService.getSymbolProfiles(dataGatheringItems);
 
     const symbolProfileMap: { [symbol: string]: EnhancedSymbolProfile } = {};
     for (const symbolProfile of symbolProfiles) {
@@ -442,8 +440,10 @@ export class PortfolioService {
       marketPrice,
       netPerformance,
       netPerformancePercentage,
-      netPerformancePercentageWithCurrencyEffect,
-      netPerformanceWithCurrencyEffect,
+      netPerformancePercentageWithCurrencyEffect, // TODO: Remove?
+      netPerformancePercentageWithCurrencyEffectMap,
+      netPerformanceWithCurrencyEffect, // TODO: Remove?
+      netPerformanceWithCurrencyEffectMap,
       quantity,
       symbol,
       tags,
@@ -463,7 +463,6 @@ export class PortfolioService {
       }
 
       const assetProfile = symbolProfileMap[symbol];
-      const dataProviderResponse = dataProviderResponses[symbol];
 
       let markets: PortfolioPosition['markets'];
       let marketsAdvanced: PortfolioPosition['marketsAdvanced'];
@@ -510,14 +509,15 @@ export class PortfolioService {
           }
         ),
         investment: investment.toNumber(),
-        marketState: dataProviderResponse?.marketState ?? 'delayed',
         name: assetProfile.name,
         netPerformance: netPerformance?.toNumber() ?? 0,
         netPerformancePercent: netPerformancePercentage?.toNumber() ?? 0,
         netPerformancePercentWithCurrencyEffect:
-          netPerformancePercentageWithCurrencyEffect?.toNumber() ?? 0,
+          netPerformancePercentageWithCurrencyEffectMap?.[
+            dateRange
+          ]?.toNumber() ?? 0,
         netPerformanceWithCurrencyEffect:
-          netPerformanceWithCurrencyEffect?.toNumber() ?? 0,
+          netPerformanceWithCurrencyEffectMap?.[dateRange]?.toNumber() ?? 0,
         quantity: quantity.toNumber(),
         sectors: assetProfile.sectors,
         url: assetProfile.url,
@@ -1489,7 +1489,6 @@ export class PortfolioService {
       holdings: [],
       investment: balance,
       marketPrice: 0,
-      marketState: 'open',
       name: currency,
       netPerformance: 0,
       netPerformancePercent: 0,

apps/api/src/app/user/user.service.ts

@@ -1,7 +1,6 @@
 import { OrderService } from '@ghostfolio/api/app/order/order.service';
 import { SubscriptionService } from '@ghostfolio/api/app/subscription/subscription.service';
 import { environment } from '@ghostfolio/api/environments/environment';
-import { PortfolioChangedEvent } from '@ghostfolio/api/events/portfolio-changed.event';
 import { ConfigurationService } from '@ghostfolio/api/services/configuration/configuration.service';
 import { I18nService } from '@ghostfolio/api/services/i18n/i18n.service';
 import { PrismaService } from '@ghostfolio/api/services/prisma/prisma.service';
@@ -27,7 +26,6 @@ import {
 import { UserWithSettings } from '@ghostfolio/common/types';
 
 import { Injectable } from '@nestjs/common';
-import { EventEmitter2 } from '@nestjs/event-emitter';
 import { Prisma, Role, User } from '@prisma/client';
 import { differenceInDays } from 'date-fns';
 import { sortBy, without } from 'lodash';
@@ -40,7 +38,6 @@ export class UserService {
 
   public constructor(
     private readonly configurationService: ConfigurationService,
-    private readonly eventEmitter: EventEmitter2,
     private readonly orderService: OrderService,
     private readonly prismaService: PrismaService,
     private readonly propertyService: PropertyService,
@@ -444,13 +441,6 @@ export class UserService {
       }
     });
 
-    this.eventEmitter.emit(
-      PortfolioChangedEvent.getName(),
-      new PortfolioChangedEvent({
-        userId
-      })
-    );
-
     return settings;
   }
 

libs/common/src/lib/class-transformer.ts

@@ -1,5 +1,21 @@
 import { Big } from 'big.js';
 
+export function transformToMapOfBig({
+  value
+}: {
+  value: { [key: string]: string };
+}): {
+  [key: string]: Big;
+} {
+  const mapOfBig: { [key: string]: Big } = {};
+
+  for (const key in value) {
+    mapOfBig[key] = new Big(value[key]);
+  }
+
+  return mapOfBig;
+}
+
 export function transformToBig({ value }: { value: string }): Big {
   if (value === null) {
     return null;

libs/common/src/lib/interfaces/portfolio-position.interface.ts

@@ -1,6 +1,7 @@
+import { Market, MarketAdvanced } from '@ghostfolio/common/types';
+
 import { AssetClass, AssetSubClass, DataSource, Tag } from '@prisma/client';
 
-import { Market, MarketAdvanced, MarketState } from '../types';
 import { Country } from './country.interface';
 import { Holding } from './holding.interface';
 import { Sector } from './sector.interface';
@@ -28,7 +29,6 @@ export interface PortfolioPosition {
   marketPrice: number;
   markets?: { [key in Market]: number };
   marketsAdvanced?: { [key in MarketAdvanced]: number };
-  marketState: MarketState;
   name: string;
   netPerformance: number;
   netPerformancePercent: number;

libs/common/src/lib/interfaces/symbol-metrics.interface.ts

@@ -1,3 +1,5 @@
+import { DateRange } from '@ghostfolio/common/types';
+
 import { Big } from 'big.js';
 
 export interface SymbolMetrics {
@@ -27,11 +29,13 @@ export interface SymbolMetrics {
   netPerformance: Big;
   netPerformancePercentage: Big;
   netPerformancePercentageWithCurrencyEffect: Big;
+  netPerformancePercentageWithCurrencyEffectMap: { [key: DateRange]: Big };
   netPerformanceValues: {
     [date: string]: Big;
   };
   netPerformanceValuesWithCurrencyEffect: { [date: string]: Big };
   netPerformanceWithCurrencyEffect: Big;
+  netPerformanceWithCurrencyEffectMap: { [key: DateRange]: Big };
   timeWeightedInvestment: Big;
   timeWeightedInvestmentValues: {
     [date: string]: Big;

libs/common/src/lib/models/timeline-position.ts

@@ -1,4 +1,8 @@
-import { transformToBig } from '@ghostfolio/common/class-transformer';
+import {
+  transformToBig,
+  transformToMapOfBig
+} from '@ghostfolio/common/class-transformer';
+import { DateRange } from '@ghostfolio/common/types';
 
 import { DataSource, Tag } from '@prisma/client';
 import { Big } from 'big.js';
@@ -69,10 +73,16 @@ export class TimelinePosition {
   @Type(() => Big)
   netPerformancePercentageWithCurrencyEffect: Big;
 
+  @Transform(transformToMapOfBig, { toClassOnly: true })
+  netPerformancePercentageWithCurrencyEffectMap: { [key: DateRange]: Big };
+
   @Transform(transformToBig, { toClassOnly: true })
   @Type(() => Big)
   netPerformanceWithCurrencyEffect: Big;
 
+  @Transform(transformToMapOfBig, { toClassOnly: true })
+  netPerformanceWithCurrencyEffectMap: { [key: DateRange]: Big };
+
   @Transform(transformToBig, { toClassOnly: true })
   @Type(() => Big)
   quantity: Big;