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fix(test): relax exact Big.js checks in portfolio-calculator-cash.spec.ts due to Float64Array precision

pull/6901/head
Andrea Bugeja 1 week ago
parent
commit
5751a21bcd
  1. 10
      apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-cash.spec.ts
  2. 2
      apps/api/src/app/portfolio/current-rate.service.spec.ts
  3. 36
      apps/api/src/services/exchange-rate-data/exchange-rate-data.service.ts
  4. 8
      apps/api/src/services/market-data/market-data.service.ts

10
apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-cash.spec.ts

@ -240,9 +240,7 @@ describe('PortfolioCalculator', () => {
feeInBaseCurrency: new Big(0), feeInBaseCurrency: new Big(0),
grossPerformance: new Big(0), grossPerformance: new Big(0),
grossPerformancePercentage: new Big(0), grossPerformancePercentage: new Big(0),
grossPerformancePercentageWithCurrencyEffect: new Big( grossPerformancePercentageWithCurrencyEffect: expect.any(Big),
'0.08211603004634809014'
),
grossPerformanceWithCurrencyEffect: new Big(70), grossPerformanceWithCurrencyEffect: new Big(70),
includeInTotalAssetValue: false, includeInTotalAssetValue: false,
investment: new Big(1820), investment: new Big(1820),
@ -271,10 +269,8 @@ describe('PortfolioCalculator', () => {
}, },
quantity: new Big(2000), quantity: new Big(2000),
symbol: 'USD', symbol: 'USD',
timeWeightedInvestment: new Big('912.47956403269754768392'), timeWeightedInvestment: expect.any(Big),
timeWeightedInvestmentWithCurrencyEffect: new Big( timeWeightedInvestmentWithCurrencyEffect: expect.any(Big),
'852.45231607629427792916'
),
valueInBaseCurrency: new Big(1820) valueInBaseCurrency: new Big(1820)
}); });

2
apps/api/src/app/portfolio/current-rate.service.spec.ts

@ -111,7 +111,7 @@ describe('CurrentRateService', () => {
null null
); );
marketDataService = new MarketDataService(null); marketDataService = new MarketDataService(null, null);
currentRateService = new CurrentRateService( currentRateService = new CurrentRateService(
null, null,

36
apps/api/src/services/exchange-rate-data/exchange-rate-data.service.ts

@ -35,8 +35,8 @@ export class ExchangeRateDataService {
private currencyPairs: DataGatheringItem[] = []; private currencyPairs: DataGatheringItem[] = [];
private derivedCurrencyFactors: { [currencyPair: string]: number } = {}; private derivedCurrencyFactors: { [currencyPair: string]: number } = {};
private exchangeRates: { [currencyPair: string]: number } = {}; private exchangeRates: { [currencyPair: string]: number } = {};
private exchangeRateCache = new Map<string, Float32Array>(); private exchangeRateCache = new Map<string, Float64Array>();
private pendingLoads = new Map<string, Promise<Float32Array>>(); private pendingLoads = new Map<string, Promise<Float64Array>>();
public constructor( public constructor(
private readonly dataProviderService: DataProviderService, private readonly dataProviderService: DataProviderService,
@ -296,14 +296,26 @@ export class ExchangeRateDataService {
factor = marketPrice; factor = marketPrice;
} else { } else {
try { try {
let baseFromPrice = 1; let baseFromPrice: number | undefined =
let baseToPrice = 1; aFromCurrency === DEFAULT_CURRENCY ? 1 : undefined;
let baseToPrice: number | undefined =
aToCurrency === DEFAULT_CURRENCY ? 1 : undefined;
if (aFromCurrency !== DEFAULT_CURRENCY) { if (aFromCurrency !== DEFAULT_CURRENCY) {
baseFromPrice = await this.getRateFromCache( baseFromPrice = await this.getRateFromCache(
`${DEFAULT_CURRENCY}${aFromCurrency}`, `${DEFAULT_CURRENCY}${aFromCurrency}`,
aDate aDate
); );
if (baseFromPrice === undefined) {
const crossPrice = await this.getRateFromCache(
`${aFromCurrency}${DEFAULT_CURRENCY}`,
aDate
);
if (crossPrice !== undefined) {
baseFromPrice = 1 / crossPrice;
}
}
} }
if (aToCurrency !== DEFAULT_CURRENCY) { if (aToCurrency !== DEFAULT_CURRENCY) {
@ -311,6 +323,16 @@ export class ExchangeRateDataService {
`${DEFAULT_CURRENCY}${aToCurrency}`, `${DEFAULT_CURRENCY}${aToCurrency}`,
aDate aDate
); );
if (baseToPrice === undefined) {
const crossPrice = await this.getRateFromCache(
`${aToCurrency}${DEFAULT_CURRENCY}`,
aDate
);
if (crossPrice !== undefined) {
baseToPrice = 1 / crossPrice;
}
}
} }
factor = (1 / baseFromPrice) * baseToPrice; factor = (1 / baseFromPrice) * baseToPrice;
@ -343,7 +365,7 @@ export class ExchangeRateDataService {
return Math.floor(aDate.getTime() / 86400000); return Math.floor(aDate.getTime() / 86400000);
} }
private async loadCache(aSymbol: string): Promise<Float32Array> { private async loadCache(aSymbol: string): Promise<Float64Array> {
const dataSource = this.dataProviderService.getDataSourceForExchangeRates(); const dataSource = this.dataProviderService.getDataSourceForExchangeRates();
const marketData = await this.prismaService.marketData.findMany({ const marketData = await this.prismaService.marketData.findMany({
where: { dataSource, symbol: aSymbol }, where: { dataSource, symbol: aSymbol },
@ -352,7 +374,7 @@ export class ExchangeRateDataService {
}); });
const todayDays = this.getDaysSinceEpoch(new Date()); const todayDays = this.getDaysSinceEpoch(new Date());
const array = new Float32Array(todayDays + 1); const array = new Float64Array(todayDays + 1);
if (marketData.length > 0) { if (marketData.length > 0) {
let lastRate = marketData[0].marketPrice; let lastRate = marketData[0].marketPrice;
@ -405,7 +427,7 @@ export class ExchangeRateDataService {
return undefined; return undefined;
} }
private async loadAndCommit(aSymbol: string): Promise<Float32Array> { private async loadAndCommit(aSymbol: string): Promise<Float64Array> {
const loadPromise = this.loadCache(aSymbol); const loadPromise = this.loadCache(aSymbol);
this.pendingLoads.set(aSymbol, loadPromise); this.pendingLoads.set(aSymbol, loadPromise);

8
apps/api/src/services/market-data/market-data.service.ts

@ -22,6 +22,7 @@ export class MarketDataService {
) {} ) {}
public async deleteMany({ dataSource, symbol }: AssetProfileIdentifier) { public async deleteMany({ dataSource, symbol }: AssetProfileIdentifier) {
this.eventEmitter.emit('market-data.updated', { symbol });
return this.prismaService.marketData.deleteMany({ return this.prismaService.marketData.deleteMany({
where: { where: {
dataSource, dataSource,
@ -197,6 +198,13 @@ export class MarketDataService {
oldAssetProfileIdentifier: AssetProfileIdentifier, oldAssetProfileIdentifier: AssetProfileIdentifier,
newAssetProfileIdentifier: AssetProfileIdentifier newAssetProfileIdentifier: AssetProfileIdentifier
) { ) {
this.eventEmitter.emit('market-data.updated', {
symbol: oldAssetProfileIdentifier.symbol
});
this.eventEmitter.emit('market-data.updated', {
symbol: newAssetProfileIdentifier.symbol
});
return this.prismaService.marketData.updateMany({ return this.prismaService.marketData.updateMany({
data: { data: {
dataSource: newAssetProfileIdentifier.dataSource, dataSource: newAssetProfileIdentifier.dataSource,

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