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@ -1,7 +1,11 @@ |
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import { AccountBalanceService } from '@ghostfolio/api/app/account-balance/account-balance.service'; |
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import { AccountService } from '@ghostfolio/api/app/account/account.service'; |
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import { ActivitiesService } from '@ghostfolio/api/app/activities/activities.service'; |
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import { userDummyData } from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator-test-utils'; |
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import { |
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activityDummyData, |
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assetProfileDummyData, |
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userDummyData |
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} from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator-test-utils'; |
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import { PortfolioCalculatorFactory } 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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@ -19,6 +23,7 @@ import { PerformanceCalculationType } from '@ghostfolio/common/types/performance |
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import { DataSource } from '@prisma/client'; |
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import { Big } from 'big.js'; |
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import { eachDayOfInterval } from 'date-fns'; |
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import { randomUUID } from 'node:crypto'; |
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jest.mock('@ghostfolio/api/app/portfolio/current-rate.service', () => { |
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@ -314,5 +319,287 @@ describe('PortfolioCalculator', () => { |
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valueWithCurrencyEffect: 1820 |
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}); |
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}); |
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it('should exclude cash in the base currency from the performance calculation', async () => { |
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jest.useFakeTimers().setSystemTime(parseDate('2025-01-01').getTime()); |
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const accountId = randomUUID(); |
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jest |
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.spyOn(accountBalanceService, 'getAccountBalances') |
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.mockResolvedValue({ |
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balances: [ |
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{ |
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accountId, |
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date: parseDate('2023-12-31'), |
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id: randomUUID(), |
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value: 1000, |
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valueInBaseCurrency: 1000 |
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}, |
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{ |
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accountId, |
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date: parseDate('2024-12-31'), |
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id: randomUUID(), |
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value: 2000, |
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valueInBaseCurrency: 2000 |
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} |
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] |
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}); |
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jest.spyOn(accountService, 'getCashDetails').mockResolvedValue({ |
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accounts: [ |
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{ |
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balance: 2000, |
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comment: null, |
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createdAt: parseDate('2023-12-31'), |
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currency: 'CHF', |
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id: accountId, |
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isExcluded: false, |
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name: 'CHF', |
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platformId: null, |
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updatedAt: parseDate('2023-12-31'), |
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userId: userDummyData.id |
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} |
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], |
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balanceInBaseCurrency: 2000 |
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}); |
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jest |
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.spyOn(dataProviderService, 'getDataSourceForExchangeRates') |
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.mockReturnValue(DataSource.YAHOO); |
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jest.spyOn(activitiesService, 'getActivities').mockResolvedValue({ |
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activities: [], |
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count: 0 |
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}); |
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const { activities } = |
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await activitiesService.getActivitiesForPortfolioCalculator({ |
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userCurrency: 'CHF', |
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userId: userDummyData.id, |
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withCash: true |
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}); |
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jest.spyOn(currentRateService, 'getValues').mockResolvedValue({ |
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dataProviderInfos: [], |
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errors: [], |
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values: [] |
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}); |
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const accountBalanceItems = |
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await accountBalanceService.getAccountBalanceItems({ |
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userCurrency: 'CHF', |
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userId: userDummyData.id |
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}); |
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const portfolioCalculator = portfolioCalculatorFactory.createCalculator({ |
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accountBalanceItems, |
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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 position = portfolioSnapshot.positions.find(({ symbol }) => { |
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return symbol === 'CHF'; |
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}); |
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/** |
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* The holding itself keeps its investment and value so that it remains |
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* visible in the holdings table |
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*/ |
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expect(position).toMatchObject<Partial<TimelinePosition>>({ |
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currency: 'CHF', |
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grossPerformance: new Big(0), |
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grossPerformanceWithCurrencyEffect: new Big(0), |
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investment: new Big(2000), |
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investmentWithCurrencyEffect: new Big(2000), |
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netPerformance: new Big(0), |
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quantity: new Big(2000), |
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symbol: 'CHF', |
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valueInBaseCurrency: new Big(2000) |
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}); |
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/** |
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* Total investment: 0 CHF (cash in the base currency cannot generate a |
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* currency effect and would only dilute the performance) |
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* Current value in base currency: 2000 CHF (the cash still counts |
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* towards the net worth) |
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*/ |
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expect(portfolioSnapshot).toMatchObject({ |
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currentValueInBaseCurrency: new Big(2000), |
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hasErrors: false, |
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totalCashInBaseCurrency: new Big(2000), |
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totalFeesWithCurrencyEffect: new Big(0), |
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totalInterestWithCurrencyEffect: new Big(0), |
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totalInvestment: new Big(0), |
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totalLiabilitiesWithCurrencyEffect: new Big(0) |
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}); |
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/** |
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* Value: 0 CHF (the cash is excluded from the performance calculation |
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* and therefore from the value it is measured against) |
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* Net worth: 2000 CHF (the cash still counts towards the net worth) |
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*/ |
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expect(portfolioSnapshot.historicalData.at(-1)).toEqual({ |
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date: '2025-01-01', |
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investmentValueWithCurrencyEffect: 0, |
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netPerformance: 0, |
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netPerformanceInPercentage: 0, |
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netPerformanceInPercentageWithCurrencyEffect: 0, |
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netPerformanceWithCurrencyEffect: 0, |
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netWorth: 2000, |
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totalCashInBaseCurrency: 2000, |
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totalInvestment: 0, |
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totalInvestmentValueWithCurrencyEffect: 0, |
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value: 0, |
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valueWithCurrencyEffect: 0 |
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}); |
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}); |
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it('should add cash in the base currency to the net worth of a portfolio with holdings', async () => { |
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jest.useFakeTimers().setSystemTime(parseDate('2025-01-01').getTime()); |
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const accountId = randomUUID(); |
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jest |
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.spyOn(accountBalanceService, 'getAccountBalances') |
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.mockResolvedValue({ |
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balances: [ |
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{ |
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accountId, |
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date: parseDate('2023-12-31'), |
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id: randomUUID(), |
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value: 2000, |
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valueInBaseCurrency: 2000 |
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} |
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] |
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}); |
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jest.spyOn(accountService, 'getCashDetails').mockResolvedValue({ |
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accounts: [ |
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{ |
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balance: 2000, |
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comment: null, |
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createdAt: parseDate('2023-12-31'), |
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currency: 'CHF', |
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id: accountId, |
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isExcluded: false, |
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name: 'CHF', |
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platformId: null, |
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updatedAt: parseDate('2023-12-31'), |
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userId: userDummyData.id |
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} |
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], |
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balanceInBaseCurrency: 2000 |
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}); |
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jest |
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.spyOn(dataProviderService, 'getDataSourceForExchangeRates') |
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.mockReturnValue(DataSource.YAHOO); |
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jest.spyOn(activitiesService, 'getActivities').mockResolvedValue({ |
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activities: [ |
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{ |
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...activityDummyData, |
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assetProfile: { |
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...assetProfileDummyData, |
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currency: 'CHF', |
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dataSource: 'YAHOO', |
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name: 'Novartis AG', |
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symbol: 'NOVN.SW' |
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}, |
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date: parseDate('2023-12-31'), |
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feeInAssetProfileCurrency: 0, |
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feeInBaseCurrency: 0, |
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quantity: 2, |
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type: 'BUY', |
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unitPriceInAssetProfileCurrency: 100 |
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} |
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], |
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count: 1 |
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}); |
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const { activities } = |
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await activitiesService.getActivitiesForPortfolioCalculator({ |
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userCurrency: 'CHF', |
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userId: userDummyData.id, |
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withCash: true |
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}); |
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// The cash symbol has no market data, the holding is quoted at a
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// constant price so that it does not generate any performance on its own
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jest |
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.spyOn(currentRateService, 'getValues') |
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.mockImplementation(({ dataGatheringItems, dateQuery }) => { |
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const values = []; |
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for (const date of eachDayOfInterval({ |
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end: dateQuery.lt, |
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start: dateQuery.gte |
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})) { |
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for (const { dataSource, symbol } of dataGatheringItems) { |
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if (symbol === 'NOVN.SW') { |
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values.push({ date, dataSource, marketPrice: 100, symbol }); |
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} |
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} |
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} |
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return Promise.resolve({ |
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values, |
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dataProviderInfos: [], |
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errors: [] |
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}); |
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}); |
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const accountBalanceItems = |
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await accountBalanceService.getAccountBalanceItems({ |
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userCurrency: 'CHF', |
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userId: userDummyData.id |
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}); |
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const portfolioCalculator = portfolioCalculatorFactory.createCalculator({ |
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accountBalanceItems, |
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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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/** |
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* Total assets: 2000 CHF cash + 2 * 100 CHF holding = 2200 CHF |
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* Total investment: 200 CHF (only the holding, the cash is excluded) |
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*/ |
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expect(portfolioSnapshot).toMatchObject({ |
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currentValueInBaseCurrency: new Big(2200), |
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hasErrors: false, |
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totalCashInBaseCurrency: new Big(2000), |
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totalInvestment: new Big(200) |
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}); |
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/** |
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* Value: 200 CHF (the holding only, the cash is excluded from the |
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* performance calculation) |
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* Net worth: 2200 CHF (the value plus the cash, counted exactly once) |
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*/ |
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expect(portfolioSnapshot.historicalData.at(-1)).toEqual({ |
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date: '2025-01-01', |
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investmentValueWithCurrencyEffect: 0, |
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netPerformance: 0, |
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netPerformanceInPercentage: 0, |
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netPerformanceInPercentageWithCurrencyEffect: 0, |
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netPerformanceWithCurrencyEffect: 0, |
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netWorth: 2200, |
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totalCashInBaseCurrency: 2000, |
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totalInvestment: 200, |
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totalInvestmentValueWithCurrencyEffect: 200, |
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value: 200, |
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valueWithCurrencyEffect: 200 |
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}); |
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}); |
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}); |
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}); |
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Thomas Kaul
3 days ago
GitHub