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Use snapshot instead of getChart()

pull/3393/head
Reto Kaul 1 year ago
parent
ae008a05d0
commit
4bf3a778dd
2 changed files with 7 additions and 367 deletions
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  1. 364
      apps/api/src/app/portfolio/calculator/portfolio-calculator.ts
  2. 10
      apps/api/src/app/portfolio/portfolio.service.ts

364
apps/api/src/app/portfolio/calculator/portfolio-calculator.ts
View File

@ -598,370 +598,6 @@ export abstract class PortfolioCalculator {
}; };
} }
public async getChart({
dateRange = 'max',
withDataDecimation = true
}: {
dateRange?: DateRange;
withDataDecimation?: boolean;
}): Promise<HistoricalDataItem[]> {
if (this.getTransactionPoints().length === 0) {
return [];
}
const { endDate, startDate } = getIntervalFromDateRange(
dateRange,
this.getStartDate()
);
const daysInMarket = differenceInDays(endDate, startDate) + 1;
const step = withDataDecimation
? Math.round(daysInMarket / Math.min(daysInMarket, MAX_CHART_ITEMS))
: 1;
const chartData = await this.getChartData({
step,
end: endDate,
start: startDate
});
return chartData;
}
public async getChartData({
end = new Date(),
start,
step = 1
}: {
end?: Date;
start: Date;
step?: number;
}): Promise<HistoricalDataItem[]> {
const symbols: { [symbol: string]: boolean } = {};
const transactionPointsBeforeEndDate =
this.transactionPoints?.filter((transactionPoint) => {
return isBefore(parseDate(transactionPoint.date), end);
}) ?? [];
const currencies: { [symbol: string]: string } = {};
const dataGatheringItems: IDataGatheringItem[] = [];
const firstIndex = transactionPointsBeforeEndDate.length;
if (transactionPointsBeforeEndDate.length > 0) {
for (const {
currency,
dataSource,
symbol
} of transactionPointsBeforeEndDate[firstIndex - 1].items) {
dataGatheringItems.push({
dataSource,
symbol
});
currencies[symbol] = currency;
symbols[symbol] = true;
}
}
const { dataProviderInfos, values: marketSymbols } =
await this.currentRateService.getValues({
dataGatheringItems,
dateQuery: {
gte: start,
lt: end
}
});
this.dataProviderInfos = dataProviderInfos;
const marketSymbolMap: {
[date: string]: { [symbol: string]: Big };
} = {};
let exchangeRatesByCurrency =
await this.exchangeRateDataService.getExchangeRatesByCurrency({
currencies: uniq(Object.values(currencies)),
endDate: endOfDay(end),
startDate: this.getStartDate(),
targetCurrency: this.currency
});
for (const marketSymbol of marketSymbols) {
const dateString = format(marketSymbol.date, DATE_FORMAT);
if (!marketSymbolMap[dateString]) {
marketSymbolMap[dateString] = {};
}
if (marketSymbol.marketPrice) {
marketSymbolMap[dateString][marketSymbol.symbol] = new Big(
marketSymbol.marketPrice
);
}
}
const accumulatedValuesByDate: {
[date: string]: {
investmentValueWithCurrencyEffect: Big;
totalCurrentValue: Big;
totalCurrentValueWithCurrencyEffect: Big;
totalAccountBalanceWithCurrencyEffect: Big;
totalInvestmentValue: Big;
totalInvestmentValueWithCurrencyEffect: Big;
totalNetPerformanceValue: Big;
totalNetPerformanceValueWithCurrencyEffect: Big;
totalTimeWeightedInvestmentValue: Big;
totalTimeWeightedInvestmentValueWithCurrencyEffect: Big;
};
} = {};
const valuesBySymbol: {
[symbol: string]: {
currentValues: { [date: string]: Big };
currentValuesWithCurrencyEffect: { [date: string]: Big };
investmentValuesAccumulated: { [date: string]: Big };
investmentValuesAccumulatedWithCurrencyEffect: { [date: string]: Big };
investmentValuesWithCurrencyEffect: { [date: string]: Big };
netPerformanceValues: { [date: string]: Big };
netPerformanceValuesWithCurrencyEffect: { [date: string]: Big };
timeWeightedInvestmentValues: { [date: string]: Big };
timeWeightedInvestmentValuesWithCurrencyEffect: { [date: string]: Big };
};
} = {};
let chartDateMap = this.getChartDateMap({
step,
endDate: end,
startDate: start
});
const chartDates = sortBy(Object.keys(chartDateMap), (chartDate) => {
return chartDate;
});
for (const symbol of Object.keys(symbols)) {
const {
currentValues,
currentValuesWithCurrencyEffect,
investmentValuesAccumulated,
investmentValuesAccumulatedWithCurrencyEffect,
investmentValuesWithCurrencyEffect,
netPerformanceValues,
netPerformanceValuesWithCurrencyEffect,
timeWeightedInvestmentValues,
timeWeightedInvestmentValuesWithCurrencyEffect
} = this.getSymbolMetrics({
chartDateMap,
end,
marketSymbolMap,
start,
symbol,
dataSource: null,
exchangeRates:
exchangeRatesByCurrency[`${currencies[symbol]}${this.currency}`],
isChartMode: true
});
valuesBySymbol[symbol] = {
currentValues,
currentValuesWithCurrencyEffect,
investmentValuesAccumulated,
investmentValuesAccumulatedWithCurrencyEffect,
investmentValuesWithCurrencyEffect,
netPerformanceValues,
netPerformanceValuesWithCurrencyEffect,
timeWeightedInvestmentValues,
timeWeightedInvestmentValuesWithCurrencyEffect
};
}
let lastDate = format(this.startDate, DATE_FORMAT);
for (const dateString of chartDates) {
accumulatedValuesByDate[dateString] = {
investmentValueWithCurrencyEffect: new Big(0),
totalAccountBalanceWithCurrencyEffect: new Big(0),
totalCurrentValue: new Big(0),
totalCurrentValueWithCurrencyEffect: new Big(0),
totalInvestmentValue: new Big(0),
totalInvestmentValueWithCurrencyEffect: new Big(0),
totalNetPerformanceValue: new Big(0),
totalNetPerformanceValueWithCurrencyEffect: new Big(0),
totalTimeWeightedInvestmentValue: new Big(0),
totalTimeWeightedInvestmentValueWithCurrencyEffect: new Big(0)
};
for (const symbol of Object.keys(valuesBySymbol)) {
const symbolValues = valuesBySymbol[symbol];
const currentValue =
symbolValues.currentValues?.[dateString] ?? new Big(0);
const currentValueWithCurrencyEffect =
symbolValues.currentValuesWithCurrencyEffect?.[dateString] ??
new Big(0);
const investmentValueAccumulated =
symbolValues.investmentValuesAccumulated?.[dateString] ?? new Big(0);
const investmentValueAccumulatedWithCurrencyEffect =
symbolValues.investmentValuesAccumulatedWithCurrencyEffect?.[
dateString
] ?? new Big(0);
const investmentValueWithCurrencyEffect =
symbolValues.investmentValuesWithCurrencyEffect?.[dateString] ??
new Big(0);
const netPerformanceValue =
symbolValues.netPerformanceValues?.[dateString] ?? new Big(0);
const netPerformanceValueWithCurrencyEffect =
symbolValues.netPerformanceValuesWithCurrencyEffect?.[dateString] ??
new Big(0);
const timeWeightedInvestmentValue =
symbolValues.timeWeightedInvestmentValues?.[dateString] ?? new Big(0);
const timeWeightedInvestmentValueWithCurrencyEffect =
symbolValues.timeWeightedInvestmentValuesWithCurrencyEffect?.[
dateString
] ?? new Big(0);
accumulatedValuesByDate[dateString].investmentValueWithCurrencyEffect =
accumulatedValuesByDate[
dateString
].investmentValueWithCurrencyEffect.add(
investmentValueWithCurrencyEffect
);
accumulatedValuesByDate[dateString].totalCurrentValue =
accumulatedValuesByDate[dateString].totalCurrentValue.add(
currentValue
);
accumulatedValuesByDate[
dateString
].totalCurrentValueWithCurrencyEffect = accumulatedValuesByDate[
dateString
].totalCurrentValueWithCurrencyEffect.add(
currentValueWithCurrencyEffect
);
accumulatedValuesByDate[dateString].totalInvestmentValue =
accumulatedValuesByDate[dateString].totalInvestmentValue.add(
investmentValueAccumulated
);
accumulatedValuesByDate[
dateString
].totalInvestmentValueWithCurrencyEffect = accumulatedValuesByDate[
dateString
].totalInvestmentValueWithCurrencyEffect.add(
investmentValueAccumulatedWithCurrencyEffect
);
accumulatedValuesByDate[dateString].totalNetPerformanceValue =
accumulatedValuesByDate[dateString].totalNetPerformanceValue.add(
netPerformanceValue
);
accumulatedValuesByDate[
dateString
].totalNetPerformanceValueWithCurrencyEffect = accumulatedValuesByDate[
dateString
].totalNetPerformanceValueWithCurrencyEffect.add(
netPerformanceValueWithCurrencyEffect
);
accumulatedValuesByDate[dateString].totalTimeWeightedInvestmentValue =
accumulatedValuesByDate[
dateString
].totalTimeWeightedInvestmentValue.add(timeWeightedInvestmentValue);
accumulatedValuesByDate[
dateString
].totalTimeWeightedInvestmentValueWithCurrencyEffect =
accumulatedValuesByDate[
dateString
].totalTimeWeightedInvestmentValueWithCurrencyEffect.add(
timeWeightedInvestmentValueWithCurrencyEffect
);
}
if (
this.accountBalanceItems.some(({ date }) => {
return date === dateString;
})
) {
accumulatedValuesByDate[
dateString
].totalAccountBalanceWithCurrencyEffect = new Big(
this.accountBalanceItems.find(({ date }) => {
return date === dateString;
}).value
);
} else {
accumulatedValuesByDate[
dateString
].totalAccountBalanceWithCurrencyEffect =
accumulatedValuesByDate[lastDate]
?.totalAccountBalanceWithCurrencyEffect ?? new Big(0);
}
lastDate = dateString;
}
return Object.entries(accumulatedValuesByDate).map(([date, values]) => {
const {
investmentValueWithCurrencyEffect,
totalAccountBalanceWithCurrencyEffect,
totalCurrentValue,
totalCurrentValueWithCurrencyEffect,
totalInvestmentValue,
totalInvestmentValueWithCurrencyEffect,
totalNetPerformanceValue,
totalNetPerformanceValueWithCurrencyEffect,
totalTimeWeightedInvestmentValue,
totalTimeWeightedInvestmentValueWithCurrencyEffect
} = values;
const netPerformanceInPercentage = totalTimeWeightedInvestmentValue.eq(0)
? 0
: totalNetPerformanceValue
.div(totalTimeWeightedInvestmentValue)
.mul(100)
.toNumber();
const netPerformanceInPercentageWithCurrencyEffect =
totalTimeWeightedInvestmentValueWithCurrencyEffect.eq(0)
? 0
: totalNetPerformanceValueWithCurrencyEffect
.div(totalTimeWeightedInvestmentValueWithCurrencyEffect)
.mul(100)
.toNumber();
return {
date,
netPerformanceInPercentage,
netPerformanceInPercentageWithCurrencyEffect,
investmentValueWithCurrencyEffect:
investmentValueWithCurrencyEffect.toNumber(),
netPerformance: totalNetPerformanceValue.toNumber(),
netPerformanceWithCurrencyEffect:
totalNetPerformanceValueWithCurrencyEffect.toNumber(),
// TODO: Add valuables
netWorth: totalCurrentValueWithCurrencyEffect
.plus(totalAccountBalanceWithCurrencyEffect)
.toNumber(),
totalAccountBalance: totalAccountBalanceWithCurrencyEffect.toNumber(),
totalInvestment: totalInvestmentValue.toNumber(),
totalInvestmentValueWithCurrencyEffect:
totalInvestmentValueWithCurrencyEffect.toNumber(),
value: totalCurrentValue.toNumber(),
valueWithCurrencyEffect: totalCurrentValueWithCurrencyEffect.toNumber()
};
});
}
public getDataProviderInfos() { public getDataProviderInfos() {
return this.dataProviderInfos; return this.dataProviderInfos;
} }

10
apps/api/src/app/portfolio/portfolio.service.ts
View File

@ -67,6 +67,7 @@ import {
differenceInDays, differenceInDays,
format, format,
isAfter, isAfter,
isBefore,
isSameMonth, isSameMonth,
isSameYear, isSameYear,
parseISO, parseISO,
@ -244,6 +245,8 @@ export class PortfolioService {
}): Promise<PortfolioInvestments> { }): Promise<PortfolioInvestments> {
const userId = await this.getUserId(impersonationId, this.request.user.id); const userId = await this.getUserId(impersonationId, this.request.user.id);
const { endDate, startDate } = getIntervalFromDateRange(dateRange);
const { activities } = await this.orderService.getOrders({ const { activities } = await this.orderService.getOrders({
filters, filters,
userId, userId,
@ -269,9 +272,10 @@ export class PortfolioService {
this.request.user.Settings.settings.isExperimentalFeatures this.request.user.Settings.settings.isExperimentalFeatures
}); });
const items = await portfolioCalculator.getChart({ const { historicalData } = await portfolioCalculator.getSnapshot();
dateRange,
withDataDecimation: false const items = historicalData.filter(({ date }) => {
return !isBefore(date, startDate) && !isAfter(date, endDate);
}); });
let investments: InvestmentItem[]; let investments: InvestmentItem[];

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