Add specs of ROI portfolio calculator for existing scenarios

1 week ago · 381de12a45
2 changed files with 396 additions and 0 deletions
--- a/apps/api/src/app/portfolio/calculator/roi/portfolio-calculator-export-files.spec.ts
+++ b/apps/api/src/app/portfolio/calculator/roi/portfolio-calculator-export-files.spec.ts
@ -0,0 +1,219 @@
+import {
+  loadActivitiesFromExportFile,
+  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 {
+    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;
+    })
+  };
+});
+
+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();
+  });
+
+  async function computeSnapshot({
+    fileName,
+    systemTime
+  }: {
+    fileName: string;
+    systemTime: string;
+  }) {
+    jest.useFakeTimers().setSystemTime(parseDate(systemTime).getTime());
+
+    const { activities, userCurrency } = loadActivitiesFromExportFile(fileName);
+
+    return portfolioCalculatorFactory
+      .createCalculator({
+        activities,
+        calculationType: PerformanceCalculationType.ROI,
+        currency: userCurrency,
+        userId: userDummyData.id
+      })
+      .computeSnapshot();
+  }
+
+  describe('get current positions', () => {
+    it('with NOVN.SW buy and sell', async () => {
+      const portfolioSnapshot = await computeSnapshot({
+        fileName: 'novn-buy-and-sell.json',
+        systemTime: '2022-04-11'
+      });
+
+      // Buy: 2 * 75.8 = 151.6, the money is invested for the whole period,
+      // thus the ROI equals the ROAI
+      expect(portfolioSnapshot.positions).toMatchObject([
+        {
+          netPerformance: new Big('19.86'),
+          netPerformancePercentage: new Big('19.86').div('151.6'),
+          netPerformancePercentageWithCurrencyEffectMap: {
+            max: new Big('19.86').div('151.6')
+          }
+        }
+      ]);
+
+      expect(portfolioSnapshot.historicalData.at(-1)).toMatchObject({
+        netPerformanceInPercentage: new Big('19.86').div('151.6').toNumber(),
+        totalBuyValue: 151.6
+      });
+    });
+
+    it('with NOVN.SW buy and sell partially', async () => {
+      const portfolioSnapshot = await computeSnapshot({
+        fileName: 'novn-buy-and-sell-partially.json',
+        systemTime: '2022-04-11'
+      });
+
+      // The partial sell does not reduce the total buy value of 151.6
+      expect(portfolioSnapshot.positions).toMatchObject([
+        {
+          netPerformance: new Big('17.68'),
+          netPerformancePercentage: new Big('17.68').div('151.6'),
+          netPerformancePercentageWithCurrencyEffectMap: {
+            max: new Big('17.68').div('151.6')
+          }
+        }
+      ]);
+
+      expect(portfolioSnapshot.historicalData.at(-1)).toMatchObject({
+        totalBuyValue: 151.6
+      });
+    });
+
+    it('with BALN.SW buy and buy', async () => {
+      const portfolioSnapshot = await computeSnapshot({
+        fileName: 'baln-buy-and-buy.json',
+        systemTime: '2021-12-18'
+      });
+
+      // Buys: 2 * 142.9 + 2 * 136.6 = 559
+      expect(portfolioSnapshot.positions).toMatchObject([
+        {
+          netPerformance: new Big('33.4'),
+          netPerformancePercentage: new Big('33.4').div('559'),
+          netPerformancePercentageWithCurrencyEffectMap: {
+            max: new Big('33.4').div('559')
+          }
+        }
+      ]);
+
+      expect(portfolioSnapshot.historicalData.at(-1)).toMatchObject({
+        totalBuyValue: 559
+      });
+    });
+
+    it('with JNUG buy and sell and buy and sell', async () => {
+      const portfolioSnapshot = await computeSnapshot({
+        fileName: 'jnug-buy-and-sell-and-buy-and-sell.json',
+        systemTime: '2025-12-28'
+      });
+
+      // Buys: 9 * 209.45 + 10 * 204.11 = 3926.15, the money of the first
+      // sell is invested again and thus counts twice
+      expect(portfolioSnapshot.positions).toMatchObject([
+        {
+          netPerformance: new Big('39.95'),
+          netPerformancePercentage: new Big('39.95').div('3926.15'),
+          netPerformancePercentageWithCurrencyEffectMap: {
+            max: new Big('39.95').div('3926.15')
+          }
+        }
+      ]);
+
+      expect(portfolioSnapshot.historicalData.at(-1)).toMatchObject({
+        totalBuyValue: 3926.15
+      });
+    });
+
+    it('with BTCUSD short sell', async () => {
+      const portfolioSnapshot = await computeSnapshot({
+        fileName: 'btcusd-short.json',
+        systemTime: '2022-01-14'
+      });
+
+      // A short position has no buy, thus the ROI is 0
+      expect(portfolioSnapshot.positions).toMatchObject([
+        {
+          netPerformancePercentage: new Big(0),
+          netPerformancePercentageWithCurrencyEffectMap: { max: new Big(0) }
+        }
+      ]);
+
+      expect(portfolioSnapshot.historicalData.at(-1)).toMatchObject({
+        netPerformanceInPercentage: 0,
+        totalBuyValue: 0
+      });
+    });
+
+    it('with no activities', async () => {
+      jest.useFakeTimers().setSystemTime(parseDate('2021-12-18').getTime());
+
+      const portfolioSnapshot = await portfolioCalculatorFactory
+        .createCalculator({
+          activities: [],
+          calculationType: PerformanceCalculationType.ROI,
+          currency: 'CHF',
+          userId: userDummyData.id
+        })
+        .computeSnapshot();
+
+      expect(portfolioSnapshot).toMatchObject({
+        currentValueInBaseCurrency: new Big(0),
+        historicalData: [],
+        positions: [],
+        totalInvestment: new Big(0)
+      });
+    });
+  });
+});
--- a/apps/api/src/app/portfolio/calculator/roi/portfolio-calculator-googl-buy-with-dividend.spec.ts
+++ b/apps/api/src/app/portfolio/calculator/roi/portfolio-calculator-googl-buy-with-dividend.spec.ts
@ -0,0 +1,177 @@
+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 { ExchangeRateDataServiceMock } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service.mock';
+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 { getAnnualizedPerformancePercent } from '@ghostfolio/common/calculation-helper';
+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;
+    })
+  };
+});
+
+jest.mock(
+  '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service',
+  () => {
+    return {
+      ExchangeRateDataService: jest.fn().mockImplementation(() => {
+        return ExchangeRateDataServiceMock;
+      })
+    };
+  }
+);
+
+describe('RoiPortfolioCalculator', () => {
+  let configurationService: ConfigurationService;
+  let currentRateService: CurrentRateService;
+  let exchangeRateDataService: ExchangeRateDataService;
+  let portfolioCalculatorFactory: PortfolioCalculatorFactory;
+  let portfolioSnapshotService: PortfolioSnapshotService;
+  let redisCacheService: RedisCacheService;
+
+  beforeEach(() => {
+    PortfolioSnapshotServiceMock.reset();
+    RedisCacheServiceMock.reset();
+
+    configurationService = new ConfigurationService();
+
+    currentRateService = new CurrentRateService(null, null, null);
+
+    exchangeRateDataService = new ExchangeRateDataService(
+      null,
+      null,
+      null,
+      null
+    );
+
+    portfolioSnapshotService = new PortfolioSnapshotService(null, null);
+
+    redisCacheService = new RedisCacheService(null, null);
+
+    portfolioCalculatorFactory = new PortfolioCalculatorFactory(
+      configurationService,
+      currentRateService,
+      exchangeRateDataService,
+      portfolioSnapshotService,
+      redisCacheService
+    );
+  });
+
+  describe('get current positions', () => {
+    it('with GOOGL buy and dividend', async () => {
+      jest.useFakeTimers().setSystemTime(parseDate('2023-07-10').getTime());
+
+      const activities: Activity[] = [
+        {
+          ...activityDummyData,
+          assetProfile: {
+            ...assetProfileDummyData,
+            currency: 'USD',
+            dataSource: 'YAHOO',
+            name: 'Alphabet Inc.',
+            symbol: 'GOOGL'
+          },
+          date: new Date('2023-01-03'),
+          feeInAssetProfileCurrency: 1,
+          feeInBaseCurrency: 0.9238,
+          quantity: 1,
+          type: 'BUY',
+          unitPriceInAssetProfileCurrency: 89.12
+        },
+        {
+          ...activityDummyData,
+          assetProfile: {
+            ...assetProfileDummyData,
+            currency: 'USD',
+            dataSource: 'YAHOO',
+            name: 'Alphabet Inc.',
+            symbol: 'GOOGL'
+          },
+          date: new Date('2023-01-03'),
+          feeInAssetProfileCurrency: 0,
+          feeInBaseCurrency: 0,
+          quantity: 1,
+          type: 'DIVIDEND',
+          unitPriceInAssetProfileCurrency: 5
+        }
+      ];
+
+      const portfolioCalculator = portfolioCalculatorFactory.createCalculator({
+        activities,
+        calculationType: PerformanceCalculationType.ROI,
+        currency: 'CHF',
+        userId: userDummyData.id
+      });
+
+      const portfolioSnapshot = await portfolioCalculator.computeSnapshot();
+
+      // The buy is valued at the current exchange rate (0.8854) and with the
+      // currency effect at the exchange rate of the buy date (0.9238)
+      expect(portfolioSnapshot.positions).toMatchObject([
+        {
+          netPerformancePercentage: new Big('31.33')
+            .mul(0.8854)
+            .div(new Big('89.12').mul(0.8854)),
+          netPerformancePercentageWithCurrencyEffectMap: {
+            max: new Big('24.470974').div(new Big('89.12').mul(0.9238))
+          }
+        }
+      ]);
+
+      expect(portfolioSnapshot.historicalData.at(-1)).toMatchObject({
+        dividendInPercentageWithCurrencyEffect: new Big('4.619')
+          .div(new Big('89.12').mul(0.9238))
+          .toNumber(),
+        totalBuyValue: new Big('89.12').mul(0.8854).toNumber(),
+        totalBuyValueWithCurrencyEffect: new Big('89.12').mul(0.9238).toNumber()
+      });
+
+      // 188 days between the first activity (2023-01-03) and today (2023-07-10)
+      expect(portfolioSnapshot.dividendYieldPercentWithCurrencyEffect).toEqual(
+        getAnnualizedPerformancePercent({
+          daysInMarket: 188,
+          netPerformancePercentage: new Big('4.619').div(
+            new Big('89.12').mul(0.9238)
+          )
+        })
+      );
+    });
+  });
+});