topaLE
/
ghostfolio
mirror of https://github.com/ghostfolio/ghostfolio
1
0
Fork 0
Code Issues Projects Releases Wiki Activity
Browse Source

Clean up

pull/3393/head
Thomas Kaul 1 year ago
parent
bf6ec55274
commit
50d8dc3851
5 changed files with 66 additions and 111 deletions
Whitespace
Show all changes Ignore whitespace when comparing lines Ignore changes in amount of whitespace Ignore changes in whitespace at EOL
Unified View
Diff Options
Show Stats Download Patch File Download Diff File
  1. 2
      apps/api/src/app/portfolio/calculator/mwr/portfolio-calculator.ts
  2. 15
      apps/api/src/app/portfolio/calculator/portfolio-calculator.ts
  3. 155
      apps/api/src/app/portfolio/calculator/twr/portfolio-calculator.ts
  4. 3
      apps/api/src/services/configuration/configuration.service.ts
  5. 2
      libs/common/src/lib/interfaces/symbol-metrics.interface.ts

2
apps/api/src/app/portfolio/calculator/mwr/portfolio-calculator.ts
View File

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

15
apps/api/src/app/portfolio/calculator/portfolio-calculator.ts
View File

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

155
apps/api/src/app/portfolio/calculator/twr/portfolio-calculator.ts
View File

@ -31,7 +31,6 @@ export class TWRPortfolioCalculator extends PortfolioCalculator {
let grossPerformanceWithCurrencyEffect = new Big(0); let grossPerformanceWithCurrencyEffect = new Big(0);
let hasErrors = false; let hasErrors = false;
let netPerformance = new Big(0); let netPerformance = new Big(0);
let netPerformanceWithCurrencyEffect = new Big(0);
let totalFeesWithCurrencyEffect = new Big(0); let totalFeesWithCurrencyEffect = new Big(0);
let totalInterestWithCurrencyEffect = new Big(0); let totalInterestWithCurrencyEffect = new Big(0);
let totalInvestment = new Big(0); let totalInvestment = new Big(0);
@ -76,11 +75,6 @@ export class TWRPortfolioCalculator extends PortfolioCalculator {
); );
netPerformance = netPerformance.plus(currentPosition.netPerformance); netPerformance = netPerformance.plus(currentPosition.netPerformance);
netPerformanceWithCurrencyEffect =
netPerformanceWithCurrencyEffect.plus(
currentPosition.netPerformancePercentageWithCurrencyEffectMap['max']
);
} else if (!currentPosition.quantity.eq(0)) { } else if (!currentPosition.quantity.eq(0)) {
hasErrors = true; hasErrors = true;
} }
@ -123,7 +117,6 @@ export class TWRPortfolioCalculator extends PortfolioCalculator {
dataSource, dataSource,
end, end,
exchangeRates, exchangeRates,
isChartMode = false,
marketSymbolMap, marketSymbolMap,
start, start,
symbol symbol
@ -131,7 +124,6 @@ export class TWRPortfolioCalculator extends PortfolioCalculator {
chartDateMap?: { [date: string]: boolean }; chartDateMap?: { [date: string]: boolean };
end: Date; end: Date;
exchangeRates: { [dateString: string]: number }; exchangeRates: { [dateString: string]: number };
isChartMode?: boolean;
marketSymbolMap: { marketSymbolMap: {
[date: string]: { [symbol: string]: Big }; [date: string]: { [symbol: string]: Big };
}; };
@ -211,11 +203,9 @@ export class TWRPortfolioCalculator extends PortfolioCalculator {
investmentValuesWithCurrencyEffect: {}, investmentValuesWithCurrencyEffect: {},
netPerformance: new Big(0), netPerformance: new Big(0),
netPerformancePercentage: new Big(0), netPerformancePercentage: new Big(0),
netPerformancePercentageWithCurrencyEffect: new Big(0),
netPerformancePercentageWithCurrencyEffectMap: {}, netPerformancePercentageWithCurrencyEffectMap: {},
netPerformanceValues: {}, netPerformanceValues: {},
netPerformanceValuesWithCurrencyEffect: {}, netPerformanceValuesWithCurrencyEffect: {},
netPerformanceWithCurrencyEffect: new Big(0),
netPerformanceWithCurrencyEffectMap: {}, netPerformanceWithCurrencyEffectMap: {},
timeWeightedInvestment: new Big(0), timeWeightedInvestment: new Big(0),
timeWeightedInvestmentValues: {}, timeWeightedInvestmentValues: {},
@ -263,12 +253,10 @@ export class TWRPortfolioCalculator extends PortfolioCalculator {
investmentValuesWithCurrencyEffect: {}, investmentValuesWithCurrencyEffect: {},
netPerformance: new Big(0), netPerformance: new Big(0),
netPerformancePercentage: new Big(0), netPerformancePercentage: new Big(0),
netPerformancePercentageWithCurrencyEffect: new Big(0),
netPerformancePercentageWithCurrencyEffectMap: {}, netPerformancePercentageWithCurrencyEffectMap: {},
netPerformanceWithCurrencyEffectMap: {}, netPerformanceWithCurrencyEffectMap: {},
netPerformanceValues: {}, netPerformanceValues: {},
netPerformanceValuesWithCurrencyEffect: {}, netPerformanceValuesWithCurrencyEffect: {},
netPerformanceWithCurrencyEffect: new Big(0),
timeWeightedInvestment: new Big(0), timeWeightedInvestment: new Big(0),
timeWeightedInvestmentValues: {}, timeWeightedInvestmentValues: {},
timeWeightedInvestmentValuesWithCurrencyEffect: {}, timeWeightedInvestmentValuesWithCurrencyEffect: {},
@ -319,46 +307,43 @@ export class TWRPortfolioCalculator extends PortfolioCalculator {
let day = start; let day = start;
let lastUnitPrice: Big; let lastUnitPrice: Big;
if (isChartMode) { const ordersByDate: { [date: string]: PortfolioOrderItem[] } = {};
const ordersByDate: { [date: string]: PortfolioOrderItem[] } = {};
for (const order of orders) { for (const order of orders) {
ordersByDate[order.date] = ordersByDate[order.date] ?? []; ordersByDate[order.date] = ordersByDate[order.date] ?? [];
ordersByDate[order.date].push(order); ordersByDate[order.date].push(order);
} }
while (isBefore(day, end)) { while (isBefore(day, end)) {
const dateString = format(day, DATE_FORMAT); const dateString = format(day, DATE_FORMAT);
if (ordersByDate[dateString]?.length > 0) { if (ordersByDate[dateString]?.length > 0) {
for (let order of ordersByDate[dateString]) { for (let order of ordersByDate[dateString]) {
order.unitPriceFromMarketData = order.unitPriceFromMarketData =
marketSymbolMap[dateString]?.[symbol] ?? lastUnitPrice; marketSymbolMap[dateString]?.[symbol] ?? lastUnitPrice;
}
} else if (chartDateMap[dateString]) {
orders.push({
date: dateString,
fee: new Big(0),
feeInBaseCurrency: new Big(0),
quantity: new Big(0),
SymbolProfile: {
dataSource,
symbol
},
type: 'BUY',
unitPrice: marketSymbolMap[dateString]?.[symbol] ?? lastUnitPrice,
unitPriceFromMarketData:
marketSymbolMap[dateString]?.[symbol] ?? lastUnitPrice
});
} }
} else if (chartDateMap[dateString]) {
orders.push({
date: dateString,
fee: new Big(0),
feeInBaseCurrency: new Big(0),
quantity: new Big(0),
SymbolProfile: {
dataSource,
symbol
},
type: 'BUY',
unitPrice: marketSymbolMap[dateString]?.[symbol] ?? lastUnitPrice,
unitPriceFromMarketData:
marketSymbolMap[dateString]?.[symbol] ?? lastUnitPrice
});
}
const lastOrder = last(orders); const lastOrder = last(orders);
lastUnitPrice = lastUnitPrice = lastOrder.unitPriceFromMarketData ?? lastOrder.unitPrice;
lastOrder.unitPriceFromMarketData ?? lastOrder.unitPrice;
day = addDays(day, 1); day = addDays(day, 1);
}
} }
// Sort orders so that the start and end placeholder order are at the correct // Sort orders so that the start and end placeholder order are at the correct
@ -681,44 +666,42 @@ export class TWRPortfolioCalculator extends PortfolioCalculator {
); );
} }
if (isChartMode) { currentValues[order.date] = valueOfInvestment;
currentValues[order.date] = valueOfInvestment;
currentValuesWithCurrencyEffect[order.date] = currentValuesWithCurrencyEffect[order.date] =
valueOfInvestmentWithCurrencyEffect; valueOfInvestmentWithCurrencyEffect;
netPerformanceValues[order.date] = grossPerformance netPerformanceValues[order.date] = grossPerformance
.minus(grossPerformanceAtStartDate) .minus(grossPerformanceAtStartDate)
.minus(fees.minus(feesAtStartDate)); .minus(fees.minus(feesAtStartDate));
netPerformanceValuesWithCurrencyEffect[order.date] = netPerformanceValuesWithCurrencyEffect[order.date] =
grossPerformanceWithCurrencyEffect grossPerformanceWithCurrencyEffect
.minus(grossPerformanceAtStartDateWithCurrencyEffect) .minus(grossPerformanceAtStartDateWithCurrencyEffect)
.minus( .minus(
feesWithCurrencyEffect.minus(feesAtStartDateWithCurrencyEffect) feesWithCurrencyEffect.minus(feesAtStartDateWithCurrencyEffect)
); );
investmentValuesAccumulated[order.date] = totalInvestment; investmentValuesAccumulated[order.date] = totalInvestment;
investmentValuesAccumulatedWithCurrencyEffect[order.date] = investmentValuesAccumulatedWithCurrencyEffect[order.date] =
totalInvestmentWithCurrencyEffect; totalInvestmentWithCurrencyEffect;
investmentValuesWithCurrencyEffect[order.date] = ( investmentValuesWithCurrencyEffect[order.date] = (
investmentValuesWithCurrencyEffect[order.date] ?? new Big(0) investmentValuesWithCurrencyEffect[order.date] ?? new Big(0)
).add(transactionInvestmentWithCurrencyEffect); ).add(transactionInvestmentWithCurrencyEffect);
timeWeightedInvestmentValues[order.date] = timeWeightedInvestmentValues[order.date] =
totalInvestmentDays > 0 totalInvestmentDays > 0
? sumOfTimeWeightedInvestments.div(totalInvestmentDays) ? sumOfTimeWeightedInvestments.div(totalInvestmentDays)
: new Big(0); : new Big(0);
timeWeightedInvestmentValuesWithCurrencyEffect[order.date] = timeWeightedInvestmentValuesWithCurrencyEffect[order.date] =
totalInvestmentDays > 0 totalInvestmentDays > 0
? sumOfTimeWeightedInvestmentsWithCurrencyEffect.div( ? sumOfTimeWeightedInvestmentsWithCurrencyEffect.div(
totalInvestmentDays totalInvestmentDays
) )
: new Big(0); : new Big(0);
}
} }
if (PortfolioCalculator.ENABLE_LOGGING) { if (PortfolioCalculator.ENABLE_LOGGING) {
@ -760,11 +743,6 @@ export class TWRPortfolioCalculator extends PortfolioCalculator {
.minus(grossPerformanceAtStartDate) .minus(grossPerformanceAtStartDate)
.minus(fees.minus(feesAtStartDate)); .minus(fees.minus(feesAtStartDate));
const totalNetPerformanceWithCurrencyEffect =
grossPerformanceWithCurrencyEffect
.minus(grossPerformanceAtStartDateWithCurrencyEffect)
.minus(feesWithCurrencyEffect.minus(feesAtStartDateWithCurrencyEffect));
const timeWeightedAverageInvestmentBetweenStartAndEndDate = const timeWeightedAverageInvestmentBetweenStartAndEndDate =
totalInvestmentDays > 0 totalInvestmentDays > 0
? sumOfTimeWeightedInvestments.div(totalInvestmentDays) ? sumOfTimeWeightedInvestments.div(totalInvestmentDays)
@ -810,15 +788,6 @@ export class TWRPortfolioCalculator extends PortfolioCalculator {
) )
: new Big(0); : new Big(0);
const netPerformancePercentageWithCurrencyEffect =
timeWeightedAverageInvestmentBetweenStartAndEndDateWithCurrencyEffect.gt(
0
)
? totalNetPerformanceWithCurrencyEffect.div(
timeWeightedAverageInvestmentBetweenStartAndEndDateWithCurrencyEffect
)
: new Big(0);
const netPerformancePercentageWithCurrencyEffectMap: { const netPerformancePercentageWithCurrencyEffectMap: {
[key: DateRange]: Big; [key: DateRange]: Big;
} = {}; } = {};
@ -946,9 +915,9 @@ export class TWRPortfolioCalculator extends PortfolioCalculator {
Net performance: ${totalNetPerformance.toFixed( Net performance: ${totalNetPerformance.toFixed(
2 2
)} / ${netPerformancePercentage.mul(100).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, investmentValuesAccumulatedWithCurrencyEffect,
investmentValuesWithCurrencyEffect, investmentValuesWithCurrencyEffect,
netPerformancePercentage, netPerformancePercentage,
netPerformancePercentageWithCurrencyEffect,
netPerformancePercentageWithCurrencyEffectMap, netPerformancePercentageWithCurrencyEffectMap,
netPerformanceValues, netPerformanceValues,
netPerformanceValuesWithCurrencyEffect, netPerformanceValuesWithCurrencyEffect,
@ -987,7 +955,6 @@ export class TWRPortfolioCalculator extends PortfolioCalculator {
totalGrossPerformanceWithCurrencyEffect, totalGrossPerformanceWithCurrencyEffect,
hasErrors: totalUnits.gt(0) && (!initialValue || !unitPriceAtEndDate), hasErrors: totalUnits.gt(0) && (!initialValue || !unitPriceAtEndDate),
netPerformance: totalNetPerformance, netPerformance: totalNetPerformance,
netPerformanceWithCurrencyEffect: totalNetPerformanceWithCurrencyEffect,
timeWeightedInvestment: timeWeightedInvestment:
timeWeightedAverageInvestmentBetweenStartAndEndDate, timeWeightedAverageInvestmentBetweenStartAndEndDate,
timeWeightedInvestmentWithCurrencyEffect: timeWeightedInvestmentWithCurrencyEffect:

3
apps/api/src/services/configuration/configuration.service.ts
View File

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

2
libs/common/src/lib/interfaces/symbol-metrics.interface.ts
View File

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

Write Preview
Loading…
Cancel
Save