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