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

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

@ -111,7 +111,7 @@ describe('CurrentRateService', () => {
null
);
marketDataService = new MarketDataService(null);
marketDataService = new MarketDataService(null, null);
currentRateService = new CurrentRateService(
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 derivedCurrencyFactors: { [currencyPair: string]: number } = {};
private exchangeRates: { [currencyPair: string]: number } = {};
private exchangeRateCache = new Map<string, Float32Array>();
private pendingLoads = new Map<string, Promise<Float32Array>>();
private exchangeRateCache = new Map<string, Float64Array>();
private pendingLoads = new Map<string, Promise<Float64Array>>();
public constructor(
private readonly dataProviderService: DataProviderService,
@ -296,14 +296,26 @@ export class ExchangeRateDataService {
factor = marketPrice;
} else {
try {
let baseFromPrice = 1;
let baseToPrice = 1;
let baseFromPrice: number | undefined =
aFromCurrency === DEFAULT_CURRENCY ? 1 : undefined;
let baseToPrice: number | undefined =
aToCurrency === DEFAULT_CURRENCY ? 1 : undefined;
if (aFromCurrency !== DEFAULT_CURRENCY) {
baseFromPrice = await this.getRateFromCache(
`${DEFAULT_CURRENCY}${aFromCurrency}`,
aDate
);
if (baseFromPrice === undefined) {
const crossPrice = await this.getRateFromCache(
`${aFromCurrency}${DEFAULT_CURRENCY}`,
aDate
);
if (crossPrice !== undefined) {
baseFromPrice = 1 / crossPrice;
}
}
}
if (aToCurrency !== DEFAULT_CURRENCY) {
@ -311,6 +323,16 @@ export class ExchangeRateDataService {
`${DEFAULT_CURRENCY}${aToCurrency}`,
aDate
);
if (baseToPrice === undefined) {
const crossPrice = await this.getRateFromCache(
`${aToCurrency}${DEFAULT_CURRENCY}`,
aDate
);
if (crossPrice !== undefined) {
baseToPrice = 1 / crossPrice;
}
}
}
factor = (1 / baseFromPrice) * baseToPrice;
@ -343,7 +365,7 @@ export class ExchangeRateDataService {
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 marketData = await this.prismaService.marketData.findMany({
where: { dataSource, symbol: aSymbol },
@ -352,7 +374,7 @@ export class ExchangeRateDataService {
});
const todayDays = this.getDaysSinceEpoch(new Date());
const array = new Float32Array(todayDays + 1);
const array = new Float64Array(todayDays + 1);
if (marketData.length > 0) {
let lastRate = marketData[0].marketPrice;
@ -405,7 +427,7 @@ export class ExchangeRateDataService {
return undefined;
}
private async loadAndCommit(aSymbol: string): Promise<Float32Array> {
private async loadAndCommit(aSymbol: string): Promise<Float64Array> {
const loadPromise = this.loadCache(aSymbol);
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) {
this.eventEmitter.emit('market-data.updated', { symbol });
return this.prismaService.marketData.deleteMany({
where: {
dataSource,
@ -197,6 +198,13 @@ export class MarketDataService {
oldAssetProfileIdentifier: 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({
data: {
dataSource: newAssetProfileIdentifier.dataSource,

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