Move percentage formulas of portfolio calculator to method class

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

@@ -1,24 +1,20 @@
 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 { NetPerformancePercentages } from '@ghostfolio/api/app/portfolio/interfaces/net-performance-percentages.interface';
+import { NetPerformancePercentages } from '@ghostfolio/api/app/portfolio/types/net-performance-percentages.type';
-import {
+import { AssetProfileIdentifier } from '@ghostfolio/common/interfaces';
-  AssetProfileIdentifier,
-  HistoricalDataItem
-} from '@ghostfolio/common/interfaces';
 import { PortfolioSnapshot } from '@ghostfolio/common/models';
 import { PerformanceCalculationType } from '@ghostfolio/common/types/performance-calculation-type.type';
 
 export class MwrPortfolioCalculator extends PortfolioCalculator {
-  protected calculateNetPerformancePercentages({}: {
+  protected calculateNetPerformancePercentages(): {
-    accumulatedValuesByDate: { [date: string]: AccumulatedValues };
+    [date: string]: NetPerformancePercentages;
-  }): { [date: string]: NetPerformancePercentages } {
+  } {
     throw new Error('Method not implemented.');
   }
 
-  protected calculateNetPerformancePercentagesForDateRange({}: {
+  protected calculateNetPerformancePercentagesForDateRange(): {
-    historicalDataItems: HistoricalDataItem[];
+    [date: string]: NetPerformancePercentages;
-  }): { [date: string]: NetPerformancePercentages } {
+  } {
     throw new Error('Method not implemented.');
   }
 

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

@@ -4,13 +4,13 @@ import { AccumulatedValues } from '@ghostfolio/api/app/portfolio/interfaces/accu
 import { HoldingPerformance } from '@ghostfolio/api/app/portfolio/interfaces/holding-performance.interface';
 import { HoldingValuationItem } from '@ghostfolio/api/app/portfolio/interfaces/holding-valuation-item.interface';
 import { HoldingValuation } from '@ghostfolio/api/app/portfolio/interfaces/holding-valuation.interface';
-import { NetPerformancePercentages } from '@ghostfolio/api/app/portfolio/interfaces/net-performance-percentages.interface';
 import { PortfolioCalculatorActivityItem } from '@ghostfolio/api/app/portfolio/interfaces/portfolio-calculator-activity-item.interface';
 import { PortfolioCalculatorActivity } from '@ghostfolio/api/app/portfolio/interfaces/portfolio-calculator-activity.interface';
 import { PortfolioCalculatorHolding } from '@ghostfolio/api/app/portfolio/interfaces/portfolio-calculator-holding.interface';
 import { PortfolioSnapshotValue } from '@ghostfolio/api/app/portfolio/interfaces/snapshot-value.interface';
 import { TransactionPointSymbol } from '@ghostfolio/api/app/portfolio/interfaces/transaction-point-symbol.interface';
 import { TransactionPoint } from '@ghostfolio/api/app/portfolio/interfaces/transaction-point.interface';
+import { NetPerformancePercentages } from '@ghostfolio/api/app/portfolio/types/net-performance-percentages.type';
 import { RedisCacheService } from '@ghostfolio/api/app/redis-cache/redis-cache.service';
 import { getFactor } from '@ghostfolio/api/helper/portfolio.helper';
 import { LogPerformance } from '@ghostfolio/api/interceptors/performance-logging/performance-logging.interceptor';
@@ -43,7 +43,10 @@ import {
   InvestmentItem,
   ResponseError
 } from '@ghostfolio/common/interfaces';
-import { PortfolioSnapshot } from '@ghostfolio/common/models';
+import {
+  PortfolioSnapshot,
+  PortfolioSnapshotHolding
+} from '@ghostfolio/common/models';
 import { GroupBy } from '@ghostfolio/common/types';
 import { PerformanceCalculationType } from '@ghostfolio/common/types/performance-calculation-type.type';
 
@@ -69,7 +72,7 @@ import {
   startOfYear,
   subDays
 } from 'date-fns';
-import { groupBy, isNumber, sortBy, uniqBy } from 'lodash';
+import { groupBy, sortBy, uniqBy } from 'lodash';
 
 export abstract class PortfolioCalculator {
   protected static readonly ENABLE_LOGGING = false;
@@ -854,8 +857,14 @@ export abstract class PortfolioCalculator {
   public async getDividendInBaseCurrency() {
     await this.snapshotPromise;
 
+    return this.getDividendInBaseCurrencyOfHoldings(this.snapshot.positions);
+  }
+
+  protected getDividendInBaseCurrencyOfHoldings(
+    holdings: PortfolioSnapshotHolding[]
+  ) {
     return getSum(
-      this.snapshot.positions.map(({ dividendInBaseCurrency }) => {
+      holdings.map(({ dividendInBaseCurrency }) => {
         return dividendInBaseCurrency;
       })
     );
@@ -1350,7 +1359,9 @@ export abstract class PortfolioCalculator {
       const date = resetHours(parseDate(historicalDataItem.date));
 
       if (!isBefore(date, start) && !isAfter(date, end)) {
-        if (!isNumber(netPerformanceAtStartDate)) {
+        // Take the values at the start date from the first day of the date
+        // range
+        if (historicalDataItemsOfDateRange.length === 0) {
           netPerformanceAtStartDate = historicalDataItem.netPerformance;
 
           netPerformanceWithCurrencyEffectAtStartDate =

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

@@ -1,9 +1,9 @@
 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 { NetPerformancePercentages } from '@ghostfolio/api/app/portfolio/interfaces/net-performance-percentages.interface';
 import { PortfolioCalculatorActivityItem } from '@ghostfolio/api/app/portfolio/interfaces/portfolio-calculator-activity-item.interface';
 import { PortfolioCalculatorHolding } from '@ghostfolio/api/app/portfolio/interfaces/portfolio-calculator-holding.interface';
+import { NetPerformancePercentages } from '@ghostfolio/api/app/portfolio/types/net-performance-percentages.type';
 import {
   getAnnualizedPerformancePercent,
   getIntervalFromDateRange
@@ -29,7 +29,7 @@ import {
   isBefore,
   isThisYear
 } from 'date-fns';
-import { isNumber, sum } from 'lodash';
+import { sum } from 'lodash';
 
 export class RoaiPortfolioCalculator extends PortfolioCalculator {
   protected calculateNetPerformancePercentages({
@@ -82,8 +82,10 @@ export class RoaiPortfolioCalculator extends PortfolioCalculator {
       [date: string]: NetPerformancePercentages;
     } = {};
 
-    for (const historicalDataItem of historicalDataItems) {
+    for (const [index, historicalDataItem] of historicalDataItems.entries()) {
-      if (!isNumber(grossPerformanceAtStartDate)) {
+      // Take the values at the start date from the first day of the date
+      // range
+      if (index === 0) {
         grossPerformanceAtStartDate =
           historicalDataItem.value - historicalDataItem.totalInvestment;
 
@@ -142,7 +144,6 @@ export class RoaiPortfolioCalculator extends PortfolioCalculator {
     let hasErrors = false;
     let totalAverageInvestment = new Big(0);
     let totalAverageInvestmentWithCurrencyEffect = new Big(0);
-    let totalDividendInBaseCurrency = new Big(0);
     let totalFeesWithCurrencyEffect = new Big(0);
     const totalInterestWithCurrencyEffect = new Big(0);
     let totalInvestment = new Big(0);
@@ -161,12 +162,6 @@ export class RoaiPortfolioCalculator extends PortfolioCalculator {
         continue;
       }
 
-      if (currentPosition.dividendInBaseCurrency) {
-        totalDividendInBaseCurrency = totalDividendInBaseCurrency.plus(
-          currentPosition.dividendInBaseCurrency
-        );
-      }
-
       if (currentPosition.feeInBaseCurrency) {
         totalFeesWithCurrencyEffect = totalFeesWithCurrencyEffect.plus(
           currentPosition.feeInBaseCurrency
@@ -215,21 +210,42 @@ export class RoaiPortfolioCalculator extends PortfolioCalculator {
       ? differenceInDays(new Date(), dateOfFirstActivity)
       : 0;
 
+    // Take the dividend from the same source as the portfolio summary, so
+    // that the response shows one dividend only
+    const totalDividendInBaseCurrency =
+      this.getDividendInBaseCurrencyOfHoldings(positions);
+
+    // A holding without a market price, and a holding which is excluded from
+    // the performance, gives a dividend but no average investment. Such a
+    // holding makes the dividend yield too high. Therefore the dividend yield
+    // stays 0 in this case.
+    const hasDividendWithoutAverageInvestment = positions.some(
+      ({ averageInvestment, dividendInBaseCurrency, includeInPerformance }) => {
+        return (
+          !dividendInBaseCurrency.eq(0) &&
+          (!includeInPerformance || averageInvestment.eq(0))
+        );
+      }
+    );
+
     const dividendYieldPercent = getAnnualizedPerformancePercent({
       daysInMarket,
-      netPerformancePercentage: totalAverageInvestment.eq(0)
+      netPerformancePercentage:
-        ? new Big(0)
+        hasDividendWithoutAverageInvestment || totalAverageInvestment.eq(0)
-        : totalDividendInBaseCurrency.div(totalAverageInvestment)
+          ? new Big(0)
+          : totalDividendInBaseCurrency.div(totalAverageInvestment)
     });
 
     const dividendYieldPercentWithCurrencyEffect =
       getAnnualizedPerformancePercent({
         daysInMarket,
-        netPerformancePercentage: totalAverageInvestmentWithCurrencyEffect.eq(0)
+        netPerformancePercentage:
-          ? new Big(0)
+          hasDividendWithoutAverageInvestment ||
-          : totalDividendInBaseCurrency.div(
+          totalAverageInvestmentWithCurrencyEffect.eq(0)
-              totalAverageInvestmentWithCurrencyEffect
+            ? new Big(0)
-            )
+            : totalDividendInBaseCurrency.div(
+                totalAverageInvestmentWithCurrencyEffect
+              )
       });
 
     return {

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

@@ -1,24 +1,20 @@
 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 { NetPerformancePercentages } from '@ghostfolio/api/app/portfolio/interfaces/net-performance-percentages.interface';
+import { NetPerformancePercentages } from '@ghostfolio/api/app/portfolio/types/net-performance-percentages.type';
-import {
+import { AssetProfileIdentifier } from '@ghostfolio/common/interfaces';
-  AssetProfileIdentifier,
-  HistoricalDataItem
-} from '@ghostfolio/common/interfaces';
 import { PortfolioSnapshot } from '@ghostfolio/common/models';
 import { PerformanceCalculationType } from '@ghostfolio/common/types/performance-calculation-type.type';
 
 export class RoiPortfolioCalculator extends PortfolioCalculator {
-  protected calculateNetPerformancePercentages({}: {
+  protected calculateNetPerformancePercentages(): {
-    accumulatedValuesByDate: { [date: string]: AccumulatedValues };
+    [date: string]: NetPerformancePercentages;
-  }): { [date: string]: NetPerformancePercentages } {
+  } {
     throw new Error('Method not implemented.');
   }
 
-  protected calculateNetPerformancePercentagesForDateRange({}: {
+  protected calculateNetPerformancePercentagesForDateRange(): {
-    historicalDataItems: HistoricalDataItem[];
+    [date: string]: NetPerformancePercentages;
-  }): { [date: string]: NetPerformancePercentages } {
+  } {
     throw new Error('Method not implemented.');
   }
 

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

@@ -1,24 +1,20 @@
 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 { NetPerformancePercentages } from '@ghostfolio/api/app/portfolio/interfaces/net-performance-percentages.interface';
+import { NetPerformancePercentages } from '@ghostfolio/api/app/portfolio/types/net-performance-percentages.type';
-import {
+import { AssetProfileIdentifier } from '@ghostfolio/common/interfaces';
-  AssetProfileIdentifier,
-  HistoricalDataItem
-} from '@ghostfolio/common/interfaces';
 import { PortfolioSnapshot } from '@ghostfolio/common/models';
 import { PerformanceCalculationType } from '@ghostfolio/common/types/performance-calculation-type.type';
 
 export class TwrPortfolioCalculator extends PortfolioCalculator {
-  protected calculateNetPerformancePercentages({}: {
+  protected calculateNetPerformancePercentages(): {
-    accumulatedValuesByDate: { [date: string]: AccumulatedValues };
+    [date: string]: NetPerformancePercentages;
-  }): { [date: string]: NetPerformancePercentages } {
+  } {
     throw new Error('Method not implemented.');
   }
 
-  protected calculateNetPerformancePercentagesForDateRange({}: {
+  protected calculateNetPerformancePercentagesForDateRange(): {
-    historicalDataItems: HistoricalDataItem[];
+    [date: string]: NetPerformancePercentages;
-  }): { [date: string]: NetPerformancePercentages } {
+  } {
     throw new Error('Method not implemented.');
   }
 

apps/api/src/app/portfolio/interfaces/net-performance-percentages.interface.ts

@@ -1,6 +0,0 @@
-import { HistoricalDataItem } from '@ghostfolio/common/interfaces';
-
-export interface NetPerformancePercentages extends Pick<
-  HistoricalDataItem,
-  'netPerformanceInPercentage' | 'netPerformanceInPercentageWithCurrencyEffect'
-> {}

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

@@ -984,12 +984,15 @@ export class PortfolioService {
 
     const {
       activitiesCount,
+      averageInvestment,
+      averageInvestmentWithCurrencyEffect,
       averagePrice,
       currency,
       dateOfFirstActivity,
       dividendInBaseCurrency,
-      dividendYieldPercent,
+      dividendYieldPercent: dividendYieldPercentOfSnapshot,
-      dividendYieldPercentWithCurrencyEffect,
+      dividendYieldPercentWithCurrencyEffect:
+        dividendYieldPercentWithCurrencyEffectOfSnapshot,
       feeInBaseCurrency,
       grossPerformance,
       grossPerformancePercentage,
@@ -1005,6 +1008,34 @@ export class PortfolioService {
       tags
     } = holding;
 
+    // TODO: Remove the block below with the next release, when each cached
+    // portfolio snapshot contains the dividend yield. Then take
+    // dividendYieldPercent and dividendYieldPercentWithCurrencyEffect
+    // directly from the holding and remove averageInvestment and
+    // averageInvestmentWithCurrencyEffect from the properties above
+    const daysInMarket = differenceInDays(
+      new Date(),
+      parseDate(dateOfFirstActivity)
+    );
+
+    const dividendYieldPercent =
+      dividendYieldPercentOfSnapshot ??
+      getAnnualizedPerformancePercent({
+        daysInMarket,
+        netPerformancePercentage: averageInvestment.eq(0)
+          ? new Big(0)
+          : dividendInBaseCurrency.div(averageInvestment)
+      });
+
+    const dividendYieldPercentWithCurrencyEffect =
+      dividendYieldPercentWithCurrencyEffectOfSnapshot ??
+      getAnnualizedPerformancePercent({
+        daysInMarket,
+        netPerformancePercentage: averageInvestmentWithCurrencyEffect.eq(0)
+          ? new Big(0)
+          : dividendInBaseCurrency.div(averageInvestmentWithCurrencyEffect)
+      });
+
     const activitiesOfHolding = activities.filter((activity) => {
       return (
         activity.assetProfile.dataSource === dataSource &&
@@ -1117,11 +1148,9 @@ export class PortfolioService {
         .getDataProvider(dataSource)
         .getDataProviderInfo(),
       dividendInBaseCurrency: dividendInBaseCurrency.toNumber(),
-      // TODO: Remove the fallback with the next release, when the cached
+      dividendYieldPercent: dividendYieldPercent.toNumber(),
-      // portfolio snapshots have been recalculated
-      dividendYieldPercent: dividendYieldPercent?.toNumber() ?? 0,
       dividendYieldPercentWithCurrencyEffect:
-        dividendYieldPercentWithCurrencyEffect?.toNumber() ?? 0,
+        dividendYieldPercentWithCurrencyEffect.toNumber(),
       feeInBaseCurrency: feeInBaseCurrency.toNumber(),
       grossPerformance: grossPerformance?.toNumber(),
       grossPerformancePercent: grossPerformancePercentage?.toNumber(),
@@ -2202,8 +2231,8 @@ export class PortfolioService {
         return ['BUY', 'SELL'].includes(type);
       }).length,
       dividendInBaseCurrency: dividendInBaseCurrency.toNumber(),
-      // TODO: Remove the fallback with the next release, when the cached
+      // TODO: Remove the fallback to 0 with the next release, when each
-      // portfolio snapshots have been recalculated
+      // cached portfolio snapshot contains the dividend yield
       dividendYieldPercent: dividendYieldPercent?.toNumber() ?? 0,
       dividendYieldPercentWithCurrencyEffect:
         dividendYieldPercentWithCurrencyEffect?.toNumber() ?? 0,

apps/api/src/app/portfolio/types/net-performance-percentages.type.ts

@@ -0,0 +1,9 @@
+import { HistoricalDataItem } from '@ghostfolio/common/interfaces';
+
+export type NetPerformancePercentages = Required<
+  Pick<
+    HistoricalDataItem,
+    | 'netPerformanceInPercentage'
+    | 'netPerformanceInPercentageWithCurrencyEffect'
+  >
+>;