Clean up

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

@@ -16,7 +16,6 @@ export class MWRPortfolioCalculator extends PortfolioCalculator {
     dataSource,
     end,
     exchangeRates,
-    isChartMode = false,
     marketSymbolMap,
     start,
     step = 1,
@@ -24,7 +23,6 @@ export class MWRPortfolioCalculator extends PortfolioCalculator {
   }: {
     end: Date;
     exchangeRates: { [dateString: string]: number };
-    isChartMode?: boolean;
     marketSymbolMap: {
       [date: string]: { [symbol: string]: Big };
     };

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

@@ -320,11 +320,9 @@ export abstract class PortfolioCalculator {
         investmentValuesWithCurrencyEffect,
         netPerformance,
         netPerformancePercentage,
-        netPerformancePercentageWithCurrencyEffect,
         netPerformancePercentageWithCurrencyEffectMap,
         netPerformanceValues,
         netPerformanceValuesWithCurrencyEffect,
-        netPerformanceWithCurrencyEffect,
         netPerformanceWithCurrencyEffectMap,
         timeWeightedInvestment,
         timeWeightedInvestmentValues,
@@ -344,7 +342,6 @@ export abstract class PortfolioCalculator {
         end: this.endDate,
         exchangeRates:
           exchangeRatesByCurrency[`${item.currency}${this.currency}`],
-        isChartMode: true,
         start: this.startDate,
         symbol: item.symbol
       });
@@ -673,11 +670,10 @@ export abstract class PortfolioCalculator {
 
     const { historicalData } = this.snapshot;
 
-    const newChartData: HistoricalDataItem[] = [];
+    const chart: HistoricalDataItem[] = [];
 
     let netPerformanceAtStartDate: number;
     let netPerformanceWithCurrencyEffectAtStartDate: number;
-    let netPerformanceInPercentageWithCurrencyEffectAtStartDate: number;
     let totalInvestmentValuesWithCurrencyEffect: number[] = [];
 
     for (let historicalDataItem of historicalData) {
@@ -689,9 +685,6 @@ export abstract class PortfolioCalculator {
 
           netPerformanceWithCurrencyEffectAtStartDate =
             historicalDataItem.netPerformanceWithCurrencyEffect;
-
-          netPerformanceInPercentageWithCurrencyEffectAtStartDate =
-            historicalDataItem.netPerformanceInPercentageWithCurrencyEffect;
         }
 
         const netPerformanceSinceStartDate =
@@ -713,7 +706,7 @@ export abstract class PortfolioCalculator {
               totalInvestmentValuesWithCurrencyEffect.length
             : 0;
 
-        newChartData.push({
+        chart.push({
           ...historicalDataItem,
           netPerformance:
             historicalDataItem.netPerformance - netPerformanceAtStartDate,
@@ -733,7 +726,7 @@ export abstract class PortfolioCalculator {
       }
     }
 
-    return { chart: newChartData };
+    return { chart };
   }
 
   public getStartDate() {
@@ -768,7 +761,6 @@ export abstract class PortfolioCalculator {
     dataSource,
     end,
     exchangeRates,
-    isChartMode,
     marketSymbolMap,
     start,
     symbol
@@ -776,7 +768,6 @@ export abstract class PortfolioCalculator {
     chartDateMap: { [date: string]: boolean };
     end: Date;
     exchangeRates: { [dateString: string]: number };
-    isChartMode?: boolean;
     marketSymbolMap: {
       [date: string]: { [symbol: string]: Big };
     };

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

@@ -31,7 +31,6 @@ export class TWRPortfolioCalculator extends PortfolioCalculator {
     let grossPerformanceWithCurrencyEffect = new Big(0);
     let hasErrors = false;
     let netPerformance = new Big(0);
-    let netPerformanceWithCurrencyEffect = new Big(0);
     let totalFeesWithCurrencyEffect = new Big(0);
     let totalInterestWithCurrencyEffect = new Big(0);
     let totalInvestment = new Big(0);
@@ -76,11 +75,6 @@ export class TWRPortfolioCalculator extends PortfolioCalculator {
           );
 
         netPerformance = netPerformance.plus(currentPosition.netPerformance);
-
-        netPerformanceWithCurrencyEffect =
-          netPerformanceWithCurrencyEffect.plus(
-            currentPosition.netPerformancePercentageWithCurrencyEffectMap['max']
-          );
       } else if (!currentPosition.quantity.eq(0)) {
         hasErrors = true;
       }
@@ -123,7 +117,6 @@ export class TWRPortfolioCalculator extends PortfolioCalculator {
     dataSource,
     end,
     exchangeRates,
-    isChartMode = false,
     marketSymbolMap,
     start,
     symbol
@@ -131,7 +124,6 @@ export class TWRPortfolioCalculator extends PortfolioCalculator {
     chartDateMap?: { [date: string]: boolean };
     end: Date;
     exchangeRates: { [dateString: string]: number };
-    isChartMode?: boolean;
     marketSymbolMap: {
       [date: string]: { [symbol: string]: Big };
     };
@@ -211,11 +203,9 @@ export class TWRPortfolioCalculator extends PortfolioCalculator {
         investmentValuesWithCurrencyEffect: {},
         netPerformance: new Big(0),
         netPerformancePercentage: new Big(0),
-        netPerformancePercentageWithCurrencyEffect: new Big(0),
         netPerformancePercentageWithCurrencyEffectMap: {},
         netPerformanceValues: {},
         netPerformanceValuesWithCurrencyEffect: {},
-        netPerformanceWithCurrencyEffect: new Big(0),
         netPerformanceWithCurrencyEffectMap: {},
         timeWeightedInvestment: new Big(0),
         timeWeightedInvestmentValues: {},
@@ -263,12 +253,10 @@ export class TWRPortfolioCalculator extends PortfolioCalculator {
         investmentValuesWithCurrencyEffect: {},
         netPerformance: new Big(0),
         netPerformancePercentage: new Big(0),
-        netPerformancePercentageWithCurrencyEffect: new Big(0),
         netPerformancePercentageWithCurrencyEffectMap: {},
         netPerformanceWithCurrencyEffectMap: {},
         netPerformanceValues: {},
         netPerformanceValuesWithCurrencyEffect: {},
-        netPerformanceWithCurrencyEffect: new Big(0),
         timeWeightedInvestment: new Big(0),
         timeWeightedInvestmentValues: {},
         timeWeightedInvestmentValuesWithCurrencyEffect: {},
@@ -319,7 +307,6 @@ export class TWRPortfolioCalculator extends PortfolioCalculator {
     let day = start;
     let lastUnitPrice: Big;
 
-    if (isChartMode) {
     const ordersByDate: { [date: string]: PortfolioOrderItem[] } = {};
 
     for (const order of orders) {
@@ -354,12 +341,10 @@ export class TWRPortfolioCalculator extends PortfolioCalculator {
 
       const lastOrder = last(orders);
 
-        lastUnitPrice =
+      lastUnitPrice = lastOrder.unitPriceFromMarketData ?? lastOrder.unitPrice;
-          lastOrder.unitPriceFromMarketData ?? lastOrder.unitPrice;
 
       day = addDays(day, 1);
     }
-    }
 
     // Sort orders so that the start and end placeholder order are at the correct
     // position
@@ -681,7 +666,6 @@ export class TWRPortfolioCalculator extends PortfolioCalculator {
             );
         }
 
-        if (isChartMode) {
         currentValues[order.date] = valueOfInvestment;
 
         currentValuesWithCurrencyEffect[order.date] =
@@ -719,7 +703,6 @@ export class TWRPortfolioCalculator extends PortfolioCalculator {
               )
             : new Big(0);
       }
-      }
 
       if (PortfolioCalculator.ENABLE_LOGGING) {
         console.log('totalInvestment', totalInvestment.toNumber());
@@ -760,11 +743,6 @@ export class TWRPortfolioCalculator extends PortfolioCalculator {
       .minus(grossPerformanceAtStartDate)
       .minus(fees.minus(feesAtStartDate));
 
-    const totalNetPerformanceWithCurrencyEffect =
-      grossPerformanceWithCurrencyEffect
-        .minus(grossPerformanceAtStartDateWithCurrencyEffect)
-        .minus(feesWithCurrencyEffect.minus(feesAtStartDateWithCurrencyEffect));
-
     const timeWeightedAverageInvestmentBetweenStartAndEndDate =
       totalInvestmentDays > 0
         ? sumOfTimeWeightedInvestments.div(totalInvestmentDays)
@@ -810,15 +788,6 @@ export class TWRPortfolioCalculator extends PortfolioCalculator {
           )
         : new Big(0);
 
-    const netPerformancePercentageWithCurrencyEffect =
-      timeWeightedAverageInvestmentBetweenStartAndEndDateWithCurrencyEffect.gt(
-        0
-      )
-        ? totalNetPerformanceWithCurrencyEffect.div(
-            timeWeightedAverageInvestmentBetweenStartAndEndDateWithCurrencyEffect
-          )
-        : new Big(0);
-
     const netPerformancePercentageWithCurrencyEffectMap: {
       [key: DateRange]: Big;
     } = {};
@@ -946,9 +915,9 @@ export class TWRPortfolioCalculator extends PortfolioCalculator {
         Net performance: ${totalNetPerformance.toFixed(
           2
         )} / ${netPerformancePercentage.mul(100).toFixed(2)}%
-        Net performance with currency effect: ${totalNetPerformanceWithCurrencyEffect.toFixed(
+        Net performance with currency effect: ${netPerformancePercentageWithCurrencyEffectMap[
-          2
+          'max'
-        )} / ${netPerformancePercentageWithCurrencyEffect.mul(100).toFixed(2)}%`
+        ].toFixed(2)}%`
       );
     }
 
@@ -964,7 +933,6 @@ export class TWRPortfolioCalculator extends PortfolioCalculator {
       investmentValuesAccumulatedWithCurrencyEffect,
       investmentValuesWithCurrencyEffect,
       netPerformancePercentage,
-      netPerformancePercentageWithCurrencyEffect,
       netPerformancePercentageWithCurrencyEffectMap,
       netPerformanceValues,
       netPerformanceValuesWithCurrencyEffect,
@@ -987,7 +955,6 @@ export class TWRPortfolioCalculator extends PortfolioCalculator {
         totalGrossPerformanceWithCurrencyEffect,
       hasErrors: totalUnits.gt(0) && (!initialValue || !unitPriceAtEndDate),
       netPerformance: totalNetPerformance,
-      netPerformanceWithCurrencyEffect: totalNetPerformanceWithCurrencyEffect,
       timeWeightedInvestment:
         timeWeightedAverageInvestmentBetweenStartAndEndDate,
       timeWeightedInvestmentWithCurrencyEffect:

apps/api/src/services/configuration/configuration.service.ts

@@ -4,6 +4,7 @@ import { DEFAULT_ROOT_URL } from '@ghostfolio/common/config';
 import { Injectable } from '@nestjs/common';
 import { DataSource } from '@prisma/client';
 import { bool, cleanEnv, host, json, num, port, str, url } from 'envalid';
+import ms from 'ms';
 
 @Injectable()
 export class ConfigurationService {
@@ -20,7 +21,7 @@ export class ConfigurationService {
       API_KEY_FINANCIAL_MODELING_PREP: str({ default: '' }),
       API_KEY_OPEN_FIGI: str({ default: '' }),
       API_KEY_RAPID_API: str({ default: '' }),
-      CACHE_QUOTES_TTL: num({ default: 60 }),
+      CACHE_QUOTES_TTL: num({ default: ms('1 minute') / 1000 }),
       CACHE_TTL: num({ default: 1 }),
       DATA_SOURCE_EXCHANGE_RATES: str({ default: DataSource.YAHOO }),
       DATA_SOURCE_IMPORT: str({ default: DataSource.YAHOO }),

libs/common/src/lib/interfaces/symbol-metrics.interface.ts

@@ -28,13 +28,11 @@ export interface SymbolMetrics {
   };
   netPerformance: Big;
   netPerformancePercentage: Big;
-  netPerformancePercentageWithCurrencyEffect: Big;
   netPerformancePercentageWithCurrencyEffectMap: { [key: DateRange]: Big };
   netPerformanceValues: {
     [date: string]: Big;
   };
   netPerformanceValuesWithCurrencyEffect: { [date: string]: Big };
-  netPerformanceWithCurrencyEffect: Big;
   netPerformanceWithCurrencyEffectMap: { [key: DateRange]: Big };
   timeWeightedInvestment: Big;
   timeWeightedInvestmentValues: {