Merge 4b14ccbf53 into 2c07b7f058

5 days ago · 4e104f27f2
1 changed files with 229 additions and 0 deletions
--- a/apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-baln-multi-buy.spec.ts
+++ b/apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-baln-multi-buy.spec.ts
@ -0,0 +1,229 @@
+import { Activity } from '@ghostfolio/api/app/order/interfaces/activities.interface';
+import {
+  activityDummyData,
+  symbolProfileDummyData,
+  userDummyData
+} from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator-test-utils';
+import {
+  PortfolioCalculatorFactory,
+  PerformanceCalculationType
+} 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 { Big } from 'big.js';
+
+jest.mock('@ghostfolio/api/app/portfolio/current-rate.service', () => {
+  return {
+    // eslint-disable-next-line @typescript-eslint/naming-convention
+    CurrentRateService: jest.fn().mockImplementation(() => {
+      return CurrentRateServiceMock;
+    })
+  };
+});
+
+jest.mock(
+  '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service',
+  () => {
+    return {
+      // eslint-disable-next-line @typescript-eslint/naming-convention
+      PortfolioSnapshotService: jest.fn().mockImplementation(() => {
+        return PortfolioSnapshotServiceMock;
+      })
+    };
+  }
+);
+
+jest.mock('@ghostfolio/api/app/redis-cache/redis-cache.service', () => {
+  return {
+    // eslint-disable-next-line @typescript-eslint/naming-convention
+    RedisCacheService: jest.fn().mockImplementation(() => {
+      return RedisCacheServiceMock;
+    })
+  };
+});
+
+describe('PortfolioCalculator', () => {
+  let configurationService: ConfigurationService;
+  let currentRateService: CurrentRateService;
+  let exchangeRateDataService: ExchangeRateDataService;
+  let portfolioCalculatorFactory: PortfolioCalculatorFactory;
+  let portfolioSnapshotService: PortfolioSnapshotService;
+  let redisCacheService: RedisCacheService;
+
+  beforeEach(() => {
+    configurationService = new ConfigurationService();
+
+    currentRateService = new CurrentRateService(null, null, null, null);
+
+    exchangeRateDataService = new ExchangeRateDataService(
+      null,
+      null,
+      null,
+      null
+    );
+
+    portfolioSnapshotService = new PortfolioSnapshotService(null);
+
+    redisCacheService = new RedisCacheService(null, null);
+
+    portfolioCalculatorFactory = new PortfolioCalculatorFactory(
+      configurationService,
+      currentRateService,
+      exchangeRateDataService,
+      portfolioSnapshotService,
+      redisCacheService
+    );
+  });
+
+  describe('get current positions', () => {
+    it.only('with multiple BALN.SW buys', async () => {
+      jest.useFakeTimers().setSystemTime(parseDate('2021-12-18').getTime());
+
+      const activities: Activity[] = [
+        {
+          ...activityDummyData,
+          date: new Date('2021-11-30'),
+          fee: 0,
+          quantity: 2,
+          SymbolProfile: {
+            ...symbolProfileDummyData,
+            currency: 'CHF',
+            dataSource: 'YAHOO',
+            name: 'Bâloise Holding AG',
+            symbol: 'BALN.SW'
+          },
+          type: 'BUY',
+          unitPrice: 136.6
+        },
+        {
+          ...activityDummyData,
+          date: new Date('2021-12-05'),
+          fee: 0,
+          quantity: 1,
+          SymbolProfile: {
+            ...symbolProfileDummyData,
+            currency: 'CHF',
+            dataSource: 'YAHOO',
+            name: 'Bâloise Holding AG',
+            symbol: 'BALN.SW'
+          },
+          type: 'BUY',
+          unitPrice: 140.0
+        },
+        {
+          ...activityDummyData,
+          date: new Date('2021-12-10'),
+          fee: 0,
+          quantity: 3,
+          SymbolProfile: {
+            ...symbolProfileDummyData,
+            currency: 'CHF',
+            dataSource: 'YAHOO',
+            name: 'Bâloise Holding AG',
+            symbol: 'BALN.SW'
+          },
+          type: 'BUY',
+          unitPrice: 145.0
+        }
+      ];
+
+      const portfolioCalculator = portfolioCalculatorFactory.createCalculator({
+        activities,
+        calculationType: PerformanceCalculationType.ROAI,
+        currency: 'CHF',
+        userId: userDummyData.id
+      });
+
+      const portfolioSnapshot = await portfolioCalculator.computeSnapshot();
+
+      const investments = portfolioCalculator.getInvestments();
+
+      const investmentsByMonth = portfolioCalculator.getInvestmentsByGroup({
+        data: portfolioSnapshot.historicalData,
+        groupBy: 'month'
+      });
+
+      expect(portfolioSnapshot).toMatchObject({
+        currentValueInBaseCurrency: new Big('893.4'), // 6 * 148.9 (current market price)
+        errors: [],
+        hasErrors: false,
+        positions: [
+          {
+            averagePrice: new Big('141.36666666666666666667'), // Weighted average price
+            currency: 'CHF',
+            dataSource: 'YAHOO',
+            dividend: new Big('0'),
+            dividendInBaseCurrency: new Big('0'),
+            fee: new Big('0'), // Total fees
+            feeInBaseCurrency: new Big('0'),
+            firstBuyDate: '2021-11-30',
+            grossPerformance: new Big('45.2'), // (148.9 - 141.36666666666666666666666666667) * 6
+            grossPerformancePercentage: new Big(
+              '0.05328931855694411695354869134638'
+            ),
+            grossPerformancePercentageWithCurrencyEffect: new Big(
+              '0.05328931855694411695354869134638'
+            ),
+            grossPerformanceWithCurrencyEffect: new Big('45.2'),
+            investment: new Big('848.2'), // Total investment
+            investmentWithCurrencyEffect: new Big('848.2'),
+            netPerformance: new Big('45.2'), // Gross performance - fees
+            netPerformancePercentage: new Big(
+              '0.05328931855694411695354869134638'
+            ),
+            netPerformancePercentageWithCurrencyEffectMap: {
+              max: new Big('0.05328931855694411695354869134638')
+            },
+            netPerformanceWithCurrencyEffectMap: {
+              max: new Big('45.2')
+            },
+            marketPrice: 148.9,
+            marketPriceInBaseCurrency: 148.9,
+            quantity: new Big('6'),
+            symbol: 'BALN.SW',
+            tags: [],
+            timeWeightedInvestment: new Big('848.2'),
+            timeWeightedInvestmentWithCurrencyEffect: new Big('848.2'),
+            transactionCount: 3,
+            valueInBaseCurrency: new Big('893.4') // 6 * 148.9
+          }
+        ],
+        totalFeesWithCurrencyEffect: new Big('0'),
+        totalInterestWithCurrencyEffect: new Big('0'),
+        totalInvestment: new Big('848.2'),
+        totalInvestmentWithCurrencyEffect: new Big('848.2'),
+        totalLiabilitiesWithCurrencyEffect: new Big('0'),
+        totalValuablesWithCurrencyEffect: new Big('0')
+      });
+
+      expect(portfolioSnapshot.historicalData.at(-1)).toMatchObject(
+        expect.objectContaining({
+          netPerformance: 45.2,
+          netPerformanceInPercentage: 0.05328931855694411695354869134638,
+          netPerformanceInPercentageWithCurrencyEffect: 0.05328931855694411695354869134638,
+          netPerformanceWithCurrencyEffect: 45.2,
+          totalInvestmentValueWithCurrencyEffect: 893.4
+        })
+      );
+
+      expect(investments).toEqual([
+        { date: '2021-11-30', investment: new Big('273.7') }, // (136.6 * 2) + 1.55
+        { date: '2021-12-05', investment: new Big('141.2') }, // (140.0 * 1) + 1.2
+        { date: '2021-12-10', investment: new Big('431.4') } // (145.0 * 3) + 1.0
+      ]);
+
+      expect(investmentsByMonth).toEqual([
+        { date: '2021-11-01', investment: 273.7 },
+        { date: '2021-12-01', investment: 572.6 }
+      ]);
+    });
+  });
+});