From 381de12a45d36b6ce77af6abb7d4de0d9d695992 Mon Sep 17 00:00:00 2001 From: Pedro Moreira Date: Wed, 14 Oct 2026 22:30:23 +0100 Subject: [PATCH] Add specs of ROI portfolio calculator for existing scenarios --- .../portfolio-calculator-export-files.spec.ts | 219 ++++++++++++++++++ ...calculator-googl-buy-with-dividend.spec.ts | 177 ++++++++++++++ 2 files changed, 396 insertions(+) create mode 100644 apps/api/src/app/portfolio/calculator/roi/portfolio-calculator-export-files.spec.ts create mode 100644 apps/api/src/app/portfolio/calculator/roi/portfolio-calculator-googl-buy-with-dividend.spec.ts diff --git 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 new file mode 100644 index 0000000000..186d8d6f5d --- /dev/null +++ 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) + }); + }); + }); +}); diff --git 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 new file mode 100644 index 0000000000..f900ac0597 --- /dev/null +++ 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) + ) + }) + ); + }); + }); +});