Merge 7c36fead80 into f77fb4f317

apps/api/src/services/exchange-rate-data/exchange-rate-data.service.spec.ts

@@ -0,0 +1,126 @@
+import { DataProviderService } from '@ghostfolio/api/services/data-provider/data-provider.service';
+import { MarketDataService } from '@ghostfolio/api/services/market-data/market-data.service';
+
+import { eachDayOfInterval } from 'date-fns';
+
+import { ExchangeRateDataService } from './exchange-rate-data.service';
+
+const startDate = new Date(Date.UTC(2022, 7, 9)); // 2022-08-09
+const endDate = new Date(Date.UTC(2022, 7, 18)); // 2022-08-18
+
+// Build an ExchangeRateDataService whose market data has full USDEUR coverage and
+// the given USDBRL coverage, and no direct BRLEUR series (forcing the indirect
+// calculation that derives BRLEUR from USDBRL and USDEUR).
+function createService(
+  usdBrlMarketData: { date: Date; marketPrice: number }[]
+) {
+  const marketDataService = {
+    getRange: jest.fn(async ({ assetProfileIdentifiers }) => {
+      const { symbol } = assetProfileIdentifiers[0];
+
+      if (symbol === 'USDBRL') {
+        return usdBrlMarketData;
+      }
+
+      if (symbol === 'USDEUR') {
+        return eachDayOfInterval({ end: endDate, start: startDate }).map(
+          (date) => {
+            return { date, marketPrice: 0.98 };
+          }
+        );
+      }
+
+      return [];
+    })
+  } as unknown as MarketDataService;
+
+  const dataProviderService = {
+    getDataSourceForExchangeRates: () => 'YAHOO'
+  } as unknown as DataProviderService;
+
+  return new ExchangeRateDataService(
+    dataProviderService,
+    marketDataService,
+    null,
+    null
+  );
+}
+
+async function getBrlEurRates(
+  exchangeRateDataService: ExchangeRateDataService
+) {
+  const result = await exchangeRateDataService.getExchangeRatesByCurrency({
+    currencies: ['BRL'],
+    endDate,
+    startDate,
+    targetCurrency: 'EUR'
+  });
+
+  return result['BRLEUR'];
+}
+
+describe('ExchangeRateDataService', () => {
+  describe('getExchangeRatesByCurrency (indirect calculation)', () => {
+    it('back-fills a leading gap (data gathered only from a later date)', async () => {
+      // USDBRL is gathered only from 2022-08-16, leaving 2022-08-09..2022-08-15
+      // uncovered — the case that produced the reported error.
+      const exchangeRateDataService = createService([
+        { date: new Date(Date.UTC(2022, 7, 16)), marketPrice: 5.0956 },
+        { date: new Date(Date.UTC(2022, 7, 17)), marketPrice: 5.1417 },
+        { date: new Date(Date.UTC(2022, 7, 18)), marketPrice: 5.165 }
+      ]);
+
+      const errorSpy = jest
+        .spyOn((exchangeRateDataService as any).logger, 'error')
+        .mockImplementation(() => undefined);
+
+      const rates = await getBrlEurRates(exchangeRateDataService);
+
+      expect(errorSpy).not.toHaveBeenCalled();
+      expect(Object.values(rates).length).toBeGreaterThan(0);
+      expect(Object.values(rates).every((rate) => Number.isFinite(rate))).toBe(
+        true
+      );
+
+      errorSpy.mockRestore();
+    });
+
+    it('carries forward across a trailing gap (latest dates not yet gathered)', async () => {
+      // USDBRL stops at 2022-08-11, leaving 2022-08-12..2022-08-18 uncovered.
+      const exchangeRateDataService = createService([
+        { date: new Date(Date.UTC(2022, 7, 9)), marketPrice: 5.12 },
+        { date: new Date(Date.UTC(2022, 7, 10)), marketPrice: 5.1 },
+        { date: new Date(Date.UTC(2022, 7, 11)), marketPrice: 5.15 }
+      ]);
+
+      const errorSpy = jest
+        .spyOn((exchangeRateDataService as any).logger, 'error')
+        .mockImplementation(() => undefined);
+
+      const rates = await getBrlEurRates(exchangeRateDataService);
+
+      expect(errorSpy).not.toHaveBeenCalled();
+      expect(Object.values(rates).every((rate) => Number.isFinite(rate))).toBe(
+        true
+      );
+
+      errorSpy.mockRestore();
+    });
+
+    it('still reports an error when the pair has no data at all', async () => {
+      // Nothing to carry from — the genuine "please provide market data" case
+      // must keep logging, so the fix stays surgical.
+      const exchangeRateDataService = createService([]);
+
+      const errorSpy = jest
+        .spyOn((exchangeRateDataService as any).logger, 'error')
+        .mockImplementation(() => undefined);
+
+      await getBrlEurRates(exchangeRateDataService);
+
+      expect(errorSpy).toHaveBeenCalled();
+
+      errorSpy.mockRestore();
+    });
+  });
+});

apps/api/src/services/exchange-rate-data/exchange-rate-data.service.ts

@@ -460,6 +460,22 @@ export class ExchangeRateDataService {
         }
       } catch {}
 
+      // The base-currency market data is gathered from the first activity date
+      // onwards and skips non-trading days, so it does not cover every date in
+      // the requested interval. Carry the nearest known price into those gaps
+      // (as getExchangeRatesByCurrency already does for the resulting factors)
+      // so a weekend or a date just outside the gathered range does not log a
+      // spurious "No exchange rate has been found" error. A pair with no data at
+      // all still has nothing to carry and is reported as before.
+      this.fillMissingMarketPrices({
+        dates,
+        marketPricesByDateString: marketPriceBaseCurrencyFromCurrency
+      });
+      this.fillMissingMarketPrices({
+        dates,
+        marketPricesByDateString: marketPriceBaseCurrencyToCurrency
+      });
+
       for (const date of dates) {
         try {
           const factor =
@@ -490,6 +506,40 @@ export class ExchangeRateDataService {
     return factors;
   }
 
+  private fillMissingMarketPrices({
+    dates,
+    marketPricesByDateString
+  }: {
+    dates: Date[];
+    marketPricesByDateString: { [dateString: string]: number };
+  }) {
+    // Forward pass: carry the most recent known price across later gaps
+    let lastKnownMarketPrice: number;
+
+    for (const date of dates) {
+      const dateString = format(date, DATE_FORMAT);
+
+      if (isNumber(marketPricesByDateString[dateString])) {
+        lastKnownMarketPrice = marketPricesByDateString[dateString];
+      } else if (isNumber(lastKnownMarketPrice)) {
+        marketPricesByDateString[dateString] = lastKnownMarketPrice;
+      }
+    }
+
+    // Backward pass: back-fill a leading gap with the earliest known price
+    let nextKnownMarketPrice: number;
+
+    for (let i = dates.length - 1; i >= 0; i--) {
+      const dateString = format(dates[i], DATE_FORMAT);
+
+      if (isNumber(marketPricesByDateString[dateString])) {
+        nextKnownMarketPrice = marketPricesByDateString[dateString];
+      } else if (isNumber(nextKnownMarketPrice)) {
+        marketPricesByDateString[dateString] = nextKnownMarketPrice;
+      }
+    }
+  }
+
   private async prepareCurrencies(): Promise<string[]> {
     let currencies: string[] = [DEFAULT_CURRENCY];