Clean up

1 year ago · 50d8dc3851
5 changed files with 66 additions and 111 deletions
--- a/apps/api/src/app/portfolio/calculator/mwr/portfolio-calculator.ts
+++ b/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 };
    };
--- a/apps/api/src/app/portfolio/calculator/portfolio-calculator.ts
+++ b/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 };
    };
--- a/apps/api/src/app/portfolio/calculator/twr/portfolio-calculator.ts
+++ b/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: {},
@ -319,46 +307,43 @@ export class TWRPortfolioCalculator extends PortfolioCalculator {
    let day = start;
    let lastUnitPrice: Big;

-    if (isChartMode) {
-      const ordersByDate: { [date: string]: PortfolioOrderItem[] } = {};
+    const ordersByDate: { [date: string]: PortfolioOrderItem[] } = {};

-      for (const order of orders) {
-        ordersByDate[order.date] = ordersByDate[order.date] ?? [];
-        ordersByDate[order.date].push(order);
-      }
+    for (const order of orders) {
+      ordersByDate[order.date] = ordersByDate[order.date] ?? [];
+      ordersByDate[order.date].push(order);
+    }

-      while (isBefore(day, end)) {
-        const dateString = format(day, DATE_FORMAT);
+    while (isBefore(day, end)) {
+      const dateString = format(day, DATE_FORMAT);

-        if (ordersByDate[dateString]?.length > 0) {
-          for (let order of ordersByDate[dateString]) {
-            order.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
-          });
+      if (ordersByDate[dateString]?.length > 0) {
+        for (let order of ordersByDate[dateString]) {
+          order.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 =
-          lastOrder.unitPriceFromMarketData ?? lastOrder.unitPrice;
+      lastUnitPrice = 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
@ -681,44 +666,42 @@ export class TWRPortfolioCalculator extends PortfolioCalculator {
            );
        }

-        if (isChartMode) {
-          currentValues[order.date] = valueOfInvestment;
+        currentValues[order.date] = valueOfInvestment;

-          currentValuesWithCurrencyEffect[order.date] =
-            valueOfInvestmentWithCurrencyEffect;
+        currentValuesWithCurrencyEffect[order.date] =
+          valueOfInvestmentWithCurrencyEffect;

-          netPerformanceValues[order.date] = grossPerformance
-            .minus(grossPerformanceAtStartDate)
-            .minus(fees.minus(feesAtStartDate));
+        netPerformanceValues[order.date] = grossPerformance
+          .minus(grossPerformanceAtStartDate)
+          .minus(fees.minus(feesAtStartDate));

-          netPerformanceValuesWithCurrencyEffect[order.date] =
-            grossPerformanceWithCurrencyEffect
-              .minus(grossPerformanceAtStartDateWithCurrencyEffect)
-              .minus(
-                feesWithCurrencyEffect.minus(feesAtStartDateWithCurrencyEffect)
-              );
+        netPerformanceValuesWithCurrencyEffect[order.date] =
+          grossPerformanceWithCurrencyEffect
+            .minus(grossPerformanceAtStartDateWithCurrencyEffect)
+            .minus(
+              feesWithCurrencyEffect.minus(feesAtStartDateWithCurrencyEffect)
+            );

-          investmentValuesAccumulated[order.date] = totalInvestment;
+        investmentValuesAccumulated[order.date] = totalInvestment;

-          investmentValuesAccumulatedWithCurrencyEffect[order.date] =
-            totalInvestmentWithCurrencyEffect;
+        investmentValuesAccumulatedWithCurrencyEffect[order.date] =
+          totalInvestmentWithCurrencyEffect;

-          investmentValuesWithCurrencyEffect[order.date] = (
-            investmentValuesWithCurrencyEffect[order.date] ?? new Big(0)
-          ).add(transactionInvestmentWithCurrencyEffect);
+        investmentValuesWithCurrencyEffect[order.date] = (
+          investmentValuesWithCurrencyEffect[order.date] ?? new Big(0)
+        ).add(transactionInvestmentWithCurrencyEffect);

-          timeWeightedInvestmentValues[order.date] =
-            totalInvestmentDays > 0
-              ? sumOfTimeWeightedInvestments.div(totalInvestmentDays)
-              : new Big(0);
+        timeWeightedInvestmentValues[order.date] =
+          totalInvestmentDays > 0
+            ? sumOfTimeWeightedInvestments.div(totalInvestmentDays)
+            : new Big(0);

-          timeWeightedInvestmentValuesWithCurrencyEffect[order.date] =
-            totalInvestmentDays > 0
-              ? sumOfTimeWeightedInvestmentsWithCurrencyEffect.div(
-                  totalInvestmentDays
-                )
-              : new Big(0);
-        }
+        timeWeightedInvestmentValuesWithCurrencyEffect[order.date] =
+          totalInvestmentDays > 0
+            ? sumOfTimeWeightedInvestmentsWithCurrencyEffect.div(
+                totalInvestmentDays
+              )
+            : new Big(0);
      }

      if (PortfolioCalculator.ENABLE_LOGGING) {
@ -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(
-          2
-        )} / ${netPerformancePercentageWithCurrencyEffect.mul(100).toFixed(2)}%`
+        Net performance with currency effect: ${netPerformancePercentageWithCurrencyEffectMap[
+          'max'
+        ].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:
--- a/apps/api/src/services/configuration/configuration.service.ts
+++ b/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 }),
--- a/libs/common/src/lib/interfaces/symbol-metrics.interface.ts
+++ b/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: {