Refactor portfolio calculator (#3203)

* Refactor portfolio calculator

* Consume Activity[]
* Change computeTransactionPoints() to private
* Eliminate getTransactionPoints()

* Update changelog

CHANGELOG.md

@@ -12,6 +12,10 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 - Extended the export functionality by the user account’s currency
 - Added support to override the name of an asset profile in the asset profile details dialog of the admin control
 
+### Changed
+
+- Optimized the portfolio calculations
+
 ### Fixed
 
 - Fixed the chart tooltip of the benchmark comparator

apps/api/src/app/portfolio/interfaces/portfolio-order.interface.ts

@@ -1,15 +1,12 @@
-import { DataSource, Tag, Type as ActivityType } from '@prisma/client';
+import { Activity } from '@ghostfolio/api/app/order/interfaces/activities.interface';
-import { Big } from 'big.js';
 
-export interface PortfolioOrder {
+export interface PortfolioOrder extends Pick<Activity, 'tags' | 'type'> {
-  currency: string;
   date: string;
-  dataSource: DataSource;
   fee: Big;
-  name: string;
   quantity: Big;
-  symbol: string;
+  SymbolProfile: Pick<
-  tags?: Tag[];
+    Activity['SymbolProfile'],
-  type: ActivityType;
+    'currency' | 'dataSource' | 'name' | 'symbol'
+  >;
   unitPrice: Big;
 }

apps/api/src/app/portfolio/portfolio-calculator-baln-buy-and-sell-in-two-activities.spec.ts

@@ -1,3 +1,4 @@
+import { Activity } from '@ghostfolio/api/app/order/interfaces/activities.interface';
 import { CurrentRateService } from '@ghostfolio/api/app/portfolio/current-rate.service';
 import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service';
 import { parseDate } from '@ghostfolio/common/helper';
@@ -36,46 +37,50 @@ describe('PortfolioCalculator', () => {
       const portfolioCalculator = new PortfolioCalculator({
         currentRateService,
         exchangeRateDataService,
-        currency: 'CHF',
+        activities: <Activity[]>[
-        orders: [
           {
-            currency: 'CHF',
+            date: new Date('2021-11-22'),
-            date: '2021-11-22',
+            fee: 1.55,
-            dataSource: 'YAHOO',
+            quantity: 2,
-            fee: new Big(1.55),
+            SymbolProfile: {
-            name: 'Bâloise Holding AG',
+              currency: 'CHF',
-            quantity: new Big(2),
+              dataSource: 'YAHOO',
-            symbol: 'BALN.SW',
+              name: 'Bâloise Holding AG',
+              symbol: 'BALN.SW'
+            },
             type: 'BUY',
-            unitPrice: new Big(142.9)
+            unitPrice: 142.9
           },
           {
-            currency: 'CHF',
+            date: new Date('2021-11-30'),
-            date: '2021-11-30',
+            fee: 1.65,
-            dataSource: 'YAHOO',
+            quantity: 1,
-            fee: new Big(1.65),
+            SymbolProfile: {
-            name: 'Bâloise Holding AG',
+              currency: 'CHF',
-            quantity: new Big(1),
+              dataSource: 'YAHOO',
-            symbol: 'BALN.SW',
+              name: 'Bâloise Holding AG',
+              symbol: 'BALN.SW'
+            },
             type: 'SELL',
-            unitPrice: new Big(136.6)
+            unitPrice: 136.6
           },
           {
-            currency: 'CHF',
+            date: new Date('2021-11-30'),
-            date: '2021-11-30',
+            fee: 0,
-            dataSource: 'YAHOO',
+            quantity: 1,
-            fee: new Big(0),
+            SymbolProfile: {
-            name: 'Bâloise Holding AG',
+              currency: 'CHF',
-            quantity: new Big(1),
+              dataSource: 'YAHOO',
-            symbol: 'BALN.SW',
+              name: 'Bâloise Holding AG',
+              symbol: 'BALN.SW'
+            },
             type: 'SELL',
-            unitPrice: new Big(136.6)
+            unitPrice: 136.6
           }
-        ]
+        ],
+        currency: 'CHF'
       });
 
-      portfolioCalculator.computeTransactionPoints();
-
       const spy = jest
         .spyOn(Date, 'now')
         .mockImplementation(() => parseDate('2021-12-18').getTime());

apps/api/src/app/portfolio/portfolio-calculator-baln-buy-and-sell.spec.ts

@@ -1,3 +1,4 @@
+import { Activity } from '@ghostfolio/api/app/order/interfaces/activities.interface';
 import { CurrentRateService } from '@ghostfolio/api/app/portfolio/current-rate.service';
 import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service';
 import { parseDate } from '@ghostfolio/common/helper';
@@ -36,35 +37,37 @@ describe('PortfolioCalculator', () => {
       const portfolioCalculator = new PortfolioCalculator({
         currentRateService,
         exchangeRateDataService,
-        currency: 'CHF',
+        activities: <Activity[]>[
-        orders: [
           {
-            currency: 'CHF',
+            date: new Date('2021-11-22'),
-            date: '2021-11-22',
+            fee: 1.55,
-            dataSource: 'YAHOO',
+            quantity: 2,
-            fee: new Big(1.55),
+            SymbolProfile: {
-            name: 'Bâloise Holding AG',
+              currency: 'CHF',
-            quantity: new Big(2),
+              dataSource: 'YAHOO',
-            symbol: 'BALN.SW',
+              name: 'Bâloise Holding AG',
+              symbol: 'BALN.SW'
+            },
             type: 'BUY',
-            unitPrice: new Big(142.9)
+            unitPrice: 142.9
           },
           {
-            currency: 'CHF',
+            date: new Date('2021-11-30'),
-            date: '2021-11-30',
+            fee: 1.65,
-            dataSource: 'YAHOO',
+            quantity: 2,
-            fee: new Big(1.65),
+            SymbolProfile: {
-            name: 'Bâloise Holding AG',
+              currency: 'CHF',
-            quantity: new Big(2),
+              dataSource: 'YAHOO',
-            symbol: 'BALN.SW',
+              name: 'Bâloise Holding AG',
+              symbol: 'BALN.SW'
+            },
             type: 'SELL',
-            unitPrice: new Big(136.6)
+            unitPrice: 136.6
           }
-        ]
+        ],
+        currency: 'CHF'
       });
 
-      portfolioCalculator.computeTransactionPoints();
-
       const spy = jest
         .spyOn(Date, 'now')
         .mockImplementation(() => parseDate('2021-12-18').getTime());

apps/api/src/app/portfolio/portfolio-calculator-baln-buy.spec.ts

@@ -1,3 +1,4 @@
+import { Activity } from '@ghostfolio/api/app/order/interfaces/activities.interface';
 import { CurrentRateService } from '@ghostfolio/api/app/portfolio/current-rate.service';
 import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service';
 import { parseDate } from '@ghostfolio/common/helper';
@@ -36,24 +37,24 @@ describe('PortfolioCalculator', () => {
       const portfolioCalculator = new PortfolioCalculator({
         currentRateService,
         exchangeRateDataService,
-        currency: 'CHF',
+        activities: <Activity[]>[
-        orders: [
           {
-            currency: 'CHF',
+            date: new Date('2021-11-30'),
-            date: '2021-11-30',
+            fee: 1.55,
-            dataSource: 'YAHOO',
+            quantity: 2,
-            fee: new Big(1.55),
+            SymbolProfile: {
-            name: 'Bâloise Holding AG',
+              currency: 'CHF',
-            quantity: new Big(2),
+              dataSource: 'YAHOO',
-            symbol: 'BALN.SW',
+              name: 'Bâloise Holding AG',
+              symbol: 'BALN.SW'
+            },
             type: 'BUY',
-            unitPrice: new Big(136.6)
+            unitPrice: 136.6
           }
-        ]
+        ],
+        currency: 'CHF'
       });
 
-      portfolioCalculator.computeTransactionPoints();
-
       const spy = jest
         .spyOn(Date, 'now')
         .mockImplementation(() => parseDate('2021-12-18').getTime());

apps/api/src/app/portfolio/portfolio-calculator-btcusd-buy-and-sell-partially.spec.ts

@@ -1,3 +1,4 @@
+import { Activity } from '@ghostfolio/api/app/order/interfaces/activities.interface';
 import { CurrentRateService } from '@ghostfolio/api/app/portfolio/current-rate.service';
 import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service';
 import { ExchangeRateDataServiceMock } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service.mock';
@@ -49,35 +50,37 @@ describe('PortfolioCalculator', () => {
       const portfolioCalculator = new PortfolioCalculator({
         currentRateService,
         exchangeRateDataService,
-        currency: 'CHF',
+        activities: <Activity[]>[
-        orders: [
           {
-            currency: 'USD',
+            date: new Date('2015-01-01'),
-            date: '2015-01-01',
+            fee: 0,
-            dataSource: 'YAHOO',
+            quantity: 2,
-            fee: new Big(0),
+            SymbolProfile: {
-            name: 'Bitcoin USD',
+              currency: 'USD',
-            quantity: new Big(2),
+              dataSource: 'YAHOO',
-            symbol: 'BTCUSD',
+              name: 'Bitcoin USD',
+              symbol: 'BTCUSD'
+            },
             type: 'BUY',
-            unitPrice: new Big(320.43)
+            unitPrice: 320.43
           },
           {
-            currency: 'USD',
+            date: new Date('2017-12-31'),
-            date: '2017-12-31',
+            fee: 0,
-            dataSource: 'YAHOO',
+            quantity: 1,
-            fee: new Big(0),
+            SymbolProfile: {
-            name: 'Bitcoin USD',
+              currency: 'USD',
-            quantity: new Big(1),
+              dataSource: 'YAHOO',
-            symbol: 'BTCUSD',
+              name: 'Bitcoin USD',
+              symbol: 'BTCUSD'
+            },
             type: 'SELL',
-            unitPrice: new Big(14156.4)
+            unitPrice: 14156.4
           }
-        ]
+        ],
+        currency: 'CHF'
       });
 
-      portfolioCalculator.computeTransactionPoints();
-
       const spy = jest
         .spyOn(Date, 'now')
         .mockImplementation(() => parseDate('2018-01-01').getTime());

apps/api/src/app/portfolio/portfolio-calculator-googl-buy.spec.ts

@@ -1,3 +1,4 @@
+import { Activity } from '@ghostfolio/api/app/order/interfaces/activities.interface';
 import { CurrentRateService } from '@ghostfolio/api/app/portfolio/current-rate.service';
 import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service';
 import { ExchangeRateDataServiceMock } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service.mock';
@@ -49,24 +50,24 @@ describe('PortfolioCalculator', () => {
       const portfolioCalculator = new PortfolioCalculator({
         currentRateService,
         exchangeRateDataService,
-        currency: 'CHF',
+        activities: <Activity[]>[
-        orders: [
           {
-            currency: 'USD',
+            date: new Date('2023-01-03'),
-            date: '2023-01-03',
+            fee: 1,
-            dataSource: 'YAHOO',
+            quantity: 1,
-            fee: new Big(1),
+            SymbolProfile: {
-            name: 'Alphabet Inc.',
+              currency: 'USD',
-            quantity: new Big(1),
+              dataSource: 'YAHOO',
-            symbol: 'GOOGL',
+              name: 'Alphabet Inc.',
+              symbol: 'GOOGL'
+            },
             type: 'BUY',
-            unitPrice: new Big(89.12)
+            unitPrice: 89.12
           }
-        ]
+        ],
+        currency: 'CHF'
       });
 
-      portfolioCalculator.computeTransactionPoints();
-
       const spy = jest
         .spyOn(Date, 'now')
         .mockImplementation(() => parseDate('2023-07-10').getTime());

apps/api/src/app/portfolio/portfolio-calculator-msft-buy-with-dividend.spec.ts

@@ -1,3 +1,4 @@
+import { Activity } from '@ghostfolio/api/app/order/interfaces/activities.interface';
 import { CurrentRateService } from '@ghostfolio/api/app/portfolio/current-rate.service';
 import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service';
 import { ExchangeRateDataServiceMock } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service.mock';
@@ -49,35 +50,37 @@ describe('PortfolioCalculator', () => {
       const portfolioCalculator = new PortfolioCalculator({
         currentRateService,
         exchangeRateDataService,
-        currency: 'USD',
+        activities: <Activity[]>[
-        orders: [
           {
-            currency: 'USD',
+            date: new Date('2021-09-16'),
-            date: '2021-09-16',
+            fee: 19,
-            dataSource: 'YAHOO',
+            quantity: 1,
-            fee: new Big(19),
+            SymbolProfile: {
-            name: 'Microsoft Inc.',
+              currency: 'USD',
-            quantity: new Big(1),
+              dataSource: 'YAHOO',
-            symbol: 'MSFT',
+              name: 'Microsoft Inc.',
+              symbol: 'MSFT'
+            },
             type: 'BUY',
-            unitPrice: new Big(298.58)
+            unitPrice: 298.58
           },
           {
-            currency: 'USD',
+            date: new Date('2021-11-16'),
-            date: '2021-11-16',
+            fee: 0,
-            dataSource: 'YAHOO',
+            quantity: 1,
-            fee: new Big(0),
+            SymbolProfile: {
-            name: 'Microsoft Inc.',
+              currency: 'USD',
-            quantity: new Big(1),
+              dataSource: 'YAHOO',
-            symbol: 'MSFT',
+              name: 'Microsoft Inc.',
+              symbol: 'MSFT'
+            },
             type: 'DIVIDEND',
-            unitPrice: new Big(0.62)
+            unitPrice: 0.62
           }
-        ]
+        ],
+        currency: 'USD'
       });
 
-      portfolioCalculator.computeTransactionPoints();
-
       const spy = jest
         .spyOn(Date, 'now')
         .mockImplementation(() => parseDate('2023-07-10').getTime());

apps/api/src/app/portfolio/portfolio-calculator-no-orders.spec.ts

@@ -37,12 +37,10 @@ describe('PortfolioCalculator', () => {
       const portfolioCalculator = new PortfolioCalculator({
         currentRateService,
         exchangeRateDataService,
-        currency: 'CHF',
+        activities: [],
-        orders: []
+        currency: 'CHF'
       });
 
-      portfolioCalculator.computeTransactionPoints();
-
       const spy = jest
         .spyOn(Date, 'now')
         .mockImplementation(() => parseDate('2021-12-18').getTime());

apps/api/src/app/portfolio/portfolio-calculator-novn-buy-and-sell-partially.spec.ts

@@ -1,3 +1,4 @@
+import { Activity } from '@ghostfolio/api/app/order/interfaces/activities.interface';
 import { CurrentRateService } from '@ghostfolio/api/app/portfolio/current-rate.service';
 import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service';
 import { parseDate } from '@ghostfolio/common/helper';
@@ -36,35 +37,37 @@ describe('PortfolioCalculator', () => {
       const portfolioCalculator = new PortfolioCalculator({
         currentRateService,
         exchangeRateDataService,
-        currency: 'CHF',
+        activities: <Activity[]>[
-        orders: [
           {
-            currency: 'CHF',
+            date: new Date('2022-03-07'),
-            date: '2022-03-07',
+            fee: 1.3,
-            dataSource: 'YAHOO',
+            quantity: 2,
-            fee: new Big(1.3),
+            SymbolProfile: {
-            name: 'Novartis AG',
+              currency: 'CHF',
-            quantity: new Big(2),
+              dataSource: 'YAHOO',
-            symbol: 'NOVN.SW',
+              name: 'Novartis AG',
+              symbol: 'NOVN.SW'
+            },
             type: 'BUY',
-            unitPrice: new Big(75.8)
+            unitPrice: 75.8
           },
           {
-            currency: 'CHF',
+            date: new Date('2022-04-08'),
-            date: '2022-04-08',
+            fee: 2.95,
-            dataSource: 'YAHOO',
+            quantity: 1,
-            fee: new Big(2.95),
+            SymbolProfile: {
-            name: 'Novartis AG',
+              currency: 'CHF',
-            quantity: new Big(1),
+              dataSource: 'YAHOO',
-            symbol: 'NOVN.SW',
+              name: 'Novartis AG',
+              symbol: 'NOVN.SW'
+            },
             type: 'SELL',
-            unitPrice: new Big(85.73)
+            unitPrice: 85.73
           }
-        ]
+        ],
+        currency: 'CHF'
       });
 
-      portfolioCalculator.computeTransactionPoints();
-
       const spy = jest
         .spyOn(Date, 'now')
         .mockImplementation(() => parseDate('2022-04-11').getTime());

apps/api/src/app/portfolio/portfolio-calculator-novn-buy-and-sell.spec.ts

@@ -1,3 +1,4 @@
+import { Activity } from '@ghostfolio/api/app/order/interfaces/activities.interface';
 import { CurrentRateService } from '@ghostfolio/api/app/portfolio/current-rate.service';
 import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service';
 import { parseDate } from '@ghostfolio/common/helper';
@@ -36,35 +37,37 @@ describe('PortfolioCalculator', () => {
       const portfolioCalculator = new PortfolioCalculator({
         currentRateService,
         exchangeRateDataService,
-        currency: 'CHF',
+        activities: <Activity[]>[
-        orders: [
           {
-            currency: 'CHF',
+            date: new Date('2022-03-07'),
-            date: '2022-03-07',
+            fee: 0,
-            dataSource: 'YAHOO',
+            quantity: 2,
-            fee: new Big(0),
+            SymbolProfile: {
-            name: 'Novartis AG',
+              currency: 'CHF',
-            quantity: new Big(2),
+              dataSource: 'YAHOO',
-            symbol: 'NOVN.SW',
+              name: 'Novartis AG',
+              symbol: 'NOVN.SW'
+            },
             type: 'BUY',
-            unitPrice: new Big(75.8)
+            unitPrice: 75.8
           },
           {
-            currency: 'CHF',
+            date: new Date('2022-04-08'),
-            date: '2022-04-08',
+            fee: 0,
-            dataSource: 'YAHOO',
+            quantity: 2,
-            fee: new Big(0),
+            SymbolProfile: {
-            name: 'Novartis AG',
+              currency: 'CHF',
-            quantity: new Big(2),
+              dataSource: 'YAHOO',
-            symbol: 'NOVN.SW',
+              name: 'Novartis AG',
+              symbol: 'NOVN.SW'
+            },
             type: 'SELL',
-            unitPrice: new Big(85.73)
+            unitPrice: 85.73
           }
-        ]
+        ],
+        currency: 'CHF'
       });
 
-      portfolioCalculator.computeTransactionPoints();
-
       const spy = jest
         .spyOn(Date, 'now')
         .mockImplementation(() => parseDate('2022-04-11').getTime());

apps/api/src/app/portfolio/portfolio-calculator.spec.ts

@@ -22,10 +22,10 @@ describe('PortfolioCalculator', () => {
 
   describe('annualized performance percentage', () => {
     const portfolioCalculator = new PortfolioCalculator({
+      activities: [],
       currentRateService,
       exchangeRateDataService,
-      currency: 'USD',
+      currency: 'USD'
-      orders: []
     });
 
     it('Get annualized performance', async () => {

apps/api/src/app/portfolio/portfolio-calculator.ts

@@ -1,3 +1,4 @@
+import { Activity } from '@ghostfolio/api/app/order/interfaces/activities.interface';
 import { getFactor } from '@ghostfolio/api/helper/portfolio.helper';
 import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service';
 import { IDataGatheringItem } from '@ghostfolio/api/services/interfaces/interfaces';
@@ -8,7 +9,8 @@ import {
   InvestmentItem,
   ResponseError,
   SymbolMetrics,
-  TimelinePosition
+  TimelinePosition,
+  UniqueAsset
 } from '@ghostfolio/common/interfaces';
 import { GroupBy } from '@ghostfolio/common/types';
 
@@ -46,122 +48,37 @@ export class PortfolioCalculator {
   private transactionPoints: TransactionPoint[];
 
   public constructor({
+    activities,
     currency,
     currentRateService,
-    exchangeRateDataService,
+    exchangeRateDataService
-    orders,
-    transactionPoints
   }: {
+    activities: Activity[];
     currency: string;
     currentRateService: CurrentRateService;
     exchangeRateDataService: ExchangeRateDataService;
-    orders: PortfolioOrder[];
-    transactionPoints?: TransactionPoint[];
   }) {
     this.currency = currency;
     this.currentRateService = currentRateService;
     this.exchangeRateDataService = exchangeRateDataService;
-    this.orders = orders;
+    this.orders = activities.map(
+      ({ date, fee, quantity, SymbolProfile, type, unitPrice }) => {
+        return {
+          SymbolProfile,
+          type,
+          date: format(date, DATE_FORMAT),
+          fee: new Big(fee),
+          quantity: new Big(quantity),
+          unitPrice: new Big(unitPrice)
+        };
+      }
+    );
 
     this.orders.sort((a, b) => {
       return a.date?.localeCompare(b.date);
     });
 
-    if (transactionPoints) {
+    this.computeTransactionPoints();
-      this.transactionPoints = transactionPoints;
-    }
-  }
-
-  public computeTransactionPoints() {
-    this.transactionPoints = [];
-    const symbols: { [symbol: string]: TransactionPointSymbol } = {};
-
-    let lastDate: string = null;
-    let lastTransactionPoint: TransactionPoint = null;
-
-    for (const order of this.orders) {
-      const currentDate = order.date;
-
-      let currentTransactionPointItem: TransactionPointSymbol;
-      const oldAccumulatedSymbol = symbols[order.symbol];
-
-      const factor = getFactor(order.type);
-
-      if (oldAccumulatedSymbol) {
-        let investment = oldAccumulatedSymbol.investment;
-
-        const newQuantity = order.quantity
-          .mul(factor)
-          .plus(oldAccumulatedSymbol.quantity);
-
-        if (order.type === 'BUY') {
-          investment = oldAccumulatedSymbol.investment.plus(
-            order.quantity.mul(order.unitPrice)
-          );
-        } else if (order.type === 'SELL') {
-          investment = oldAccumulatedSymbol.investment.minus(
-            order.quantity.mul(oldAccumulatedSymbol.averagePrice)
-          );
-        }
-
-        currentTransactionPointItem = {
-          investment,
-          averagePrice: newQuantity.gt(0)
-            ? investment.div(newQuantity)
-            : new Big(0),
-          currency: order.currency,
-          dataSource: order.dataSource,
-          dividend: new Big(0),
-          fee: order.fee.plus(oldAccumulatedSymbol.fee),
-          firstBuyDate: oldAccumulatedSymbol.firstBuyDate,
-          quantity: newQuantity,
-          symbol: order.symbol,
-          tags: order.tags,
-          transactionCount: oldAccumulatedSymbol.transactionCount + 1
-        };
-      } else {
-        currentTransactionPointItem = {
-          averagePrice: order.unitPrice,
-          currency: order.currency,
-          dataSource: order.dataSource,
-          dividend: new Big(0),
-          fee: order.fee,
-          firstBuyDate: order.date,
-          investment: order.unitPrice.mul(order.quantity).mul(factor),
-          quantity: order.quantity.mul(factor),
-          symbol: order.symbol,
-          tags: order.tags,
-          transactionCount: 1
-        };
-      }
-
-      symbols[order.symbol] = currentTransactionPointItem;
-
-      const items = lastTransactionPoint?.items ?? [];
-
-      const newItems = items.filter(
-        (transactionPointItem) => transactionPointItem.symbol !== order.symbol
-      );
-
-      newItems.push(currentTransactionPointItem);
-
-      newItems.sort((a, b) => {
-        return a.symbol?.localeCompare(b.symbol);
-      });
-
-      if (lastDate !== currentDate || lastTransactionPoint === null) {
-        lastTransactionPoint = {
-          date: currentDate,
-          items: newItems
-        };
-
-        this.transactionPoints.push(lastTransactionPoint);
-      } else {
-        lastTransactionPoint.items = newItems;
-      }
-
-      lastDate = currentDate;
-    }
   }
 
   public getAnnualizedPerformancePercent({
@@ -181,10 +98,6 @@ export class PortfolioCalculator {
     return new Big(0);
   }
 
-  public getTransactionPoints(): TransactionPoint[] {
-    return this.transactionPoints;
-  }
-
   public async getChartData({
     end = new Date(Date.now()),
     start,
@@ -248,7 +161,7 @@ export class PortfolioCalculator {
       await this.exchangeRateDataService.getExchangeRatesByCurrency({
         currencies: uniq(Object.values(currencies)),
         endDate: endOfDay(end),
-        startDate: parseDate(this.transactionPoints?.[0]?.date),
+        startDate: this.getStartDate(),
         targetCurrency: this.currency
       });
 
@@ -309,6 +222,7 @@ export class PortfolioCalculator {
         start,
         step,
         symbol,
+        dataSource: null,
         exchangeRates:
           exchangeRatesByCurrency[`${currencies[symbol]}${this.currency}`],
         isChartMode: true
@@ -551,7 +465,7 @@ export class PortfolioCalculator {
       await this.exchangeRateDataService.getExchangeRatesByCurrency({
         currencies: uniq(Object.values(currencies)),
         endDate: endOfDay(endDate),
-        startDate: parseDate(this.transactionPoints?.[0]?.date),
+        startDate: this.getStartDate(),
         targetCurrency: this.currency
       });
 
@@ -625,6 +539,7 @@ export class PortfolioCalculator {
       } = this.getSymbolMetrics({
         marketSymbolMap,
         start,
+        dataSource: item.dataSource,
         end: endDate,
         exchangeRates:
           exchangeRatesByCurrency[`${item.currency}${this.currency}`],
@@ -844,7 +759,116 @@ export class PortfolioCalculator {
     };
   }
 
+  public getStartDate() {
+    return this.transactionPoints.length > 0
+      ? parseDate(this.transactionPoints[0].date)
+      : new Date();
+  }
+
+  public getTransactionPoints() {
+    return this.transactionPoints;
+  }
+
+  private computeTransactionPoints() {
+    this.transactionPoints = [];
+    const symbols: { [symbol: string]: TransactionPointSymbol } = {};
+
+    let lastDate: string = null;
+    let lastTransactionPoint: TransactionPoint = null;
+
+    for (const {
+      fee,
+      date,
+      quantity,
+      SymbolProfile,
+      tags,
+      type,
+      unitPrice
+    } of this.orders) {
+      let currentTransactionPointItem: TransactionPointSymbol;
+      const oldAccumulatedSymbol = symbols[SymbolProfile.symbol];
+
+      const factor = getFactor(type);
+
+      if (oldAccumulatedSymbol) {
+        let investment = oldAccumulatedSymbol.investment;
+
+        const newQuantity = quantity
+          .mul(factor)
+          .plus(oldAccumulatedSymbol.quantity);
+
+        if (type === 'BUY') {
+          investment = oldAccumulatedSymbol.investment.plus(
+            quantity.mul(unitPrice)
+          );
+        } else if (type === 'SELL') {
+          investment = oldAccumulatedSymbol.investment.minus(
+            quantity.mul(oldAccumulatedSymbol.averagePrice)
+          );
+        }
+
+        currentTransactionPointItem = {
+          investment,
+          tags,
+          averagePrice: newQuantity.gt(0)
+            ? investment.div(newQuantity)
+            : new Big(0),
+          currency: SymbolProfile.currency,
+          dataSource: SymbolProfile.dataSource,
+          dividend: new Big(0),
+          fee: fee.plus(oldAccumulatedSymbol.fee),
+          firstBuyDate: oldAccumulatedSymbol.firstBuyDate,
+          quantity: newQuantity,
+          symbol: SymbolProfile.symbol,
+          transactionCount: oldAccumulatedSymbol.transactionCount + 1
+        };
+      } else {
+        currentTransactionPointItem = {
+          fee,
+          tags,
+          averagePrice: unitPrice,
+          currency: SymbolProfile.currency,
+          dataSource: SymbolProfile.dataSource,
+          dividend: new Big(0),
+          firstBuyDate: date,
+          investment: unitPrice.mul(quantity).mul(factor),
+          quantity: quantity.mul(factor),
+          symbol: SymbolProfile.symbol,
+          transactionCount: 1
+        };
+      }
+
+      symbols[SymbolProfile.symbol] = currentTransactionPointItem;
+
+      const items = lastTransactionPoint?.items ?? [];
+
+      const newItems = items.filter(({ symbol }) => {
+        return symbol !== SymbolProfile.symbol;
+      });
+
+      newItems.push(currentTransactionPointItem);
+
+      newItems.sort((a, b) => {
+        return a.symbol?.localeCompare(b.symbol);
+      });
+
+      if (lastDate !== date || lastTransactionPoint === null) {
+        lastTransactionPoint = {
+          date,
+          items: newItems
+        };
+
+        this.transactionPoints.push(lastTransactionPoint);
+      } else {
+        lastTransactionPoint.items = newItems;
+      }
+
+      lastDate = date;
+    }
+  }
+
   private getSymbolMetrics({
+    dataSource,
     end,
     exchangeRates,
     isChartMode = false,
@@ -861,8 +885,7 @@ export class PortfolioCalculator {
     };
     start: Date;
     step?: number;
-    symbol: string;
+  } & UniqueAsset): SymbolMetrics {
-  }): SymbolMetrics {
     const currentExchangeRate = exchangeRates[format(new Date(), DATE_FORMAT)];
     const currentValues: { [date: string]: Big } = {};
     const currentValuesWithCurrencyEffect: { [date: string]: Big } = {};
@@ -908,8 +931,8 @@ export class PortfolioCalculator {
 
     // Clone orders to keep the original values in this.orders
     let orders: PortfolioOrderItem[] = cloneDeep(this.orders).filter(
-      (order) => {
+      ({ SymbolProfile }) => {
-        return order.symbol === symbol;
+        return SymbolProfile.symbol === symbol;
       }
     );
 
@@ -988,28 +1011,28 @@ export class PortfolioCalculator {
 
     // Add a synthetic order at the start and the end date
     orders.push({
-      symbol,
-      currency: null,
       date: format(start, DATE_FORMAT),
-      dataSource: null,
       fee: new Big(0),
       feeInBaseCurrency: new Big(0),
       itemType: 'start',
-      name: '',
       quantity: new Big(0),
+      SymbolProfile: {
+        dataSource,
+        symbol
+      },
       type: 'BUY',
       unitPrice: unitPriceAtStartDate
     });
 
     orders.push({
-      symbol,
-      currency: null,
       date: format(end, DATE_FORMAT),
-      dataSource: null,
       fee: new Big(0),
       feeInBaseCurrency: new Big(0),
       itemType: 'end',
-      name: '',
+      SymbolProfile: {
+        dataSource,
+        symbol
+      },
       quantity: new Big(0),
       type: 'BUY',
       unitPrice: unitPriceAtEndDate
@@ -1030,14 +1053,14 @@ export class PortfolioCalculator {
 
         if (!hasDate) {
           orders.push({
-            symbol,
-            currency: null,
             date: format(day, DATE_FORMAT),
-            dataSource: null,
             fee: new Big(0),
             feeInBaseCurrency: new Big(0),
-            name: '',
             quantity: new Big(0),
+            SymbolProfile: {
+              dataSource,
+              symbol
+            },
             type: 'BUY',
             unitPrice:
               marketSymbolMap[format(day, DATE_FORMAT)]?.[symbol] ??

apps/api/src/app/portfolio/portfolio.service.ts

@@ -4,8 +4,6 @@ import { CashDetails } from '@ghostfolio/api/app/account/interfaces/cash-details
 import { Activity } from '@ghostfolio/api/app/order/interfaces/activities.interface';
 import { OrderService } from '@ghostfolio/api/app/order/order.service';
 import { CurrentRateService } from '@ghostfolio/api/app/portfolio/current-rate.service';
-import { PortfolioOrder } from '@ghostfolio/api/app/portfolio/interfaces/portfolio-order.interface';
-import { TransactionPoint } from '@ghostfolio/api/app/portfolio/interfaces/transaction-point.interface';
 import { UserService } from '@ghostfolio/api/app/user/user.service';
 import { getFactor } from '@ghostfolio/api/helper/portfolio.helper';
 import { AccountClusterRiskCurrentInvestment } from '@ghostfolio/api/models/rules/account-cluster-risk/current-investment';
@@ -266,15 +264,15 @@ export class PortfolioService {
   }): Promise<PortfolioInvestments> {
     const userId = await this.getUserId(impersonationId, this.request.user.id);
 
-    const { portfolioOrders, transactionPoints } =
+    const { activities } = await this.orderService.getOrders({
-      await this.getTransactionPoints({
+      filters,
-        filters,
+      userId,
-        userId,
+      includeDrafts: true,
-        includeDrafts: true,
+      types: ['BUY', 'SELL'],
-        types: ['BUY', 'SELL']
+      userCurrency: this.getUserCurrency()
-      });
+    });
 
-    if (transactionPoints.length === 0) {
+    if (activities.length === 0) {
       return {
         investments: [],
         streaks: { currentStreak: 0, longestStreak: 0 }
@@ -282,18 +280,16 @@ export class PortfolioService {
     }
 
     const portfolioCalculator = new PortfolioCalculator({
-      transactionPoints,
+      activities,
       currency: this.request.user.Settings.settings.baseCurrency,
       currentRateService: this.currentRateService,
-      exchangeRateDataService: this.exchangeRateDataService,
+      exchangeRateDataService: this.exchangeRateDataService
-      orders: portfolioOrders
     });
 
     const { items } = await this.getChart({
       dateRange,
       impersonationId,
       portfolioCalculator,
-      transactionPoints,
       userId,
       withDataDecimation: false
     });
@@ -364,26 +360,25 @@ export class PortfolioService {
       });
     }
 
-    const { activities, portfolioOrders, transactionPoints } =
+    const { activities } = await this.orderService.getOrders({
-      await this.getTransactionPoints({
+      filters,
-        filters,
+      types,
-        types,
+      userCurrency,
-        userId,
+      userId,
-        withExcludedAccounts
+      withExcludedAccounts
-      });
+    });
 
     const portfolioCalculator = new PortfolioCalculator({
-      transactionPoints,
+      activities,
       currency: userCurrency,
       currentRateService: this.currentRateService,
-      exchangeRateDataService: this.exchangeRateDataService,
+      exchangeRateDataService: this.exchangeRateDataService
-      orders: portfolioOrders
     });
 
-    const portfolioStart = parseDate(
+    const startDate = this.getStartDate(
-      transactionPoints[0]?.date ?? format(new Date(), DATE_FORMAT)
+      dateRange,
+      portfolioCalculator.getStartDate()
     );
-    const startDate = this.getStartDate(dateRange, portfolioStart);
     const currentPositions =
       await portfolioCalculator.getCurrentPositions(startDate);
 
@@ -737,39 +732,22 @@ export class PortfolioService {
       { dataSource: aDataSource, symbol: aSymbol }
     ]);
 
-    const portfolioOrders: PortfolioOrder[] = orders
-      .filter((order) => {
-        tags = tags.concat(order.tags);
-
-        return ['BUY', 'DIVIDEND', 'ITEM', 'SELL'].includes(order.type);
-      })
-      .map((order) => ({
-        currency: order.SymbolProfile.currency,
-        dataSource: order.SymbolProfile.dataSource,
-        date: format(order.date, DATE_FORMAT),
-        fee: new Big(order.fee),
-        name: order.SymbolProfile?.name,
-        quantity: new Big(order.quantity),
-        symbol: order.SymbolProfile.symbol,
-        tags: order.tags,
-        type: order.type,
-        unitPrice: new Big(order.unitPrice)
-      }));
-
     tags = uniqBy(tags, 'id');
 
     const portfolioCalculator = new PortfolioCalculator({
+      activities: orders.filter((order) => {
+        tags = tags.concat(order.tags);
+
+        return ['BUY', 'DIVIDEND', 'ITEM', 'SELL'].includes(order.type);
+      }),
       currency: userCurrency,
       currentRateService: this.currentRateService,
-      exchangeRateDataService: this.exchangeRateDataService,
+      exchangeRateDataService: this.exchangeRateDataService
-      orders: portfolioOrders
     });
 
-    portfolioCalculator.computeTransactionPoints();
+    const portfolioStart = portfolioCalculator.getStartDate();
     const transactionPoints = portfolioCalculator.getTransactionPoints();
 
-    const portfolioStart = parseDate(transactionPoints[0].date);
-
     const currentPositions =
       await portfolioCalculator.getCurrentPositions(portfolioStart);
 
@@ -982,14 +960,14 @@ export class PortfolioService {
     const userId = await this.getUserId(impersonationId, this.request.user.id);
     const user = await this.userService.user({ id: userId });
 
-    const { portfolioOrders, transactionPoints } =
+    const { activities } = await this.orderService.getOrders({
-      await this.getTransactionPoints({
+      filters,
-        filters,
+      userId,
-        userId,
+      types: ['BUY', 'SELL'],
-        types: ['BUY', 'SELL']
+      userCurrency: this.getUserCurrency()
-      });
+    });
 
-    if (transactionPoints?.length <= 0) {
+    if (activities?.length <= 0) {
       return {
         hasErrors: false,
         positions: []
@@ -997,15 +975,16 @@ export class PortfolioService {
     }
 
     const portfolioCalculator = new PortfolioCalculator({
-      transactionPoints,
+      activities,
       currency: this.request.user.Settings.settings.baseCurrency,
       currentRateService: this.currentRateService,
-      exchangeRateDataService: this.exchangeRateDataService,
+      exchangeRateDataService: this.exchangeRateDataService
-      orders: portfolioOrders
     });
 
-    const portfolioStart = parseDate(transactionPoints[0].date);
+    const startDate = this.getStartDate(
-    const startDate = this.getStartDate(dateRange, portfolioStart);
+      dateRange,
+      portfolioCalculator.getStartDate()
+    );
     const currentPositions =
       await portfolioCalculator.getCurrentPositions(startDate);
 
@@ -1154,15 +1133,15 @@ export class PortfolioService {
       )
     );
 
-    const { portfolioOrders, transactionPoints } =
+    const { activities } = await this.orderService.getOrders({
-      await this.getTransactionPoints({
+      filters,
-        filters,
+      userCurrency,
-        userId,
+      userId,
-        withExcludedAccounts,
+      withExcludedAccounts,
-        types: withItems ? ['BUY', 'ITEM', 'SELL'] : ['BUY', 'SELL']
+      types: withItems ? ['BUY', 'ITEM', 'SELL'] : ['BUY', 'SELL']
-      });
+    });
 
-    if (accountBalanceItems?.length <= 0 && transactionPoints?.length <= 0) {
+    if (accountBalanceItems?.length <= 0 && activities?.length <= 0) {
       return {
         chart: [],
         firstOrderDate: undefined,
@@ -1184,17 +1163,16 @@ export class PortfolioService {
     }
 
     const portfolioCalculator = new PortfolioCalculator({
-      transactionPoints,
+      activities,
       currency: userCurrency,
       currentRateService: this.currentRateService,
-      exchangeRateDataService: this.exchangeRateDataService,
+      exchangeRateDataService: this.exchangeRateDataService
-      orders: portfolioOrders
     });
 
     const portfolioStart = min(
       [
         parseDate(accountBalanceItems[0]?.date),
-        parseDate(transactionPoints[0]?.date)
+        portfolioCalculator.getStartDate()
       ].filter((date) => {
         return isValid(date);
       })
@@ -1230,7 +1208,6 @@ export class PortfolioService {
       dateRange,
       impersonationId,
       portfolioCalculator,
-      transactionPoints,
       userId
     });
 
@@ -1307,25 +1284,22 @@ export class PortfolioService {
     const user = await this.userService.user({ id: userId });
     const userCurrency = this.getUserCurrency(user);
 
-    const { activities, portfolioOrders, transactionPoints } =
+    const { activities } = await this.orderService.getOrders({
-      await this.getTransactionPoints({
+      userCurrency,
-        userId,
+      userId,
-        types: ['BUY', 'SELL']
+      types: ['BUY', 'SELL']
-      });
+    });
 
     const portfolioCalculator = new PortfolioCalculator({
-      transactionPoints,
+      activities,
       currency: userCurrency,
       currentRateService: this.currentRateService,
-      exchangeRateDataService: this.exchangeRateDataService,
+      exchangeRateDataService: this.exchangeRateDataService
-      orders: portfolioOrders
     });
 
-    const portfolioStart = parseDate(
+    const currentPositions = await portfolioCalculator.getCurrentPositions(
-      transactionPoints[0]?.date ?? format(new Date(), DATE_FORMAT)
+      portfolioCalculator.getStartDate()
     );
-    const currentPositions =
-      await portfolioCalculator.getCurrentPositions(portfolioStart);
 
     const positions = currentPositions.positions.filter(
       (item) => !item.quantity.eq(0)
@@ -1455,18 +1429,16 @@ export class PortfolioService {
     dateRange = 'max',
     impersonationId,
     portfolioCalculator,
-    transactionPoints,
     userId,
     withDataDecimation = true
   }: {
     dateRange?: DateRange;
     impersonationId: string;
     portfolioCalculator: PortfolioCalculator;
-    transactionPoints: TransactionPoint[];
     userId: string;
     withDataDecimation?: boolean;
   }): Promise<HistoricalDataContainer> {
-    if (transactionPoints.length === 0) {
+    if (portfolioCalculator.getTransactionPoints().length === 0) {
       return {
         isAllTimeHigh: false,
         isAllTimeLow: false,
@@ -1476,8 +1448,10 @@ export class PortfolioService {
 
     userId = await this.getUserId(impersonationId, userId);
 
-    const portfolioStart = parseDate(transactionPoints[0].date);
+    const startDate = this.getStartDate(
-    const startDate = this.getStartDate(dateRange, portfolioStart);
+      dateRange,
+      portfolioCalculator.getStartDate()
+    );
     const endDate = new Date();
     const daysInMarket = differenceInDays(endDate, startDate) + 1;
     const step = withDataDecimation
@@ -1865,10 +1839,10 @@ export class PortfolioService {
     const daysInMarket = differenceInDays(new Date(), firstOrderDate);
 
     const annualizedPerformancePercent = new PortfolioCalculator({
+      activities: [],
       currency: userCurrency,
       currentRateService: this.currentRateService,
-      exchangeRateDataService: this.exchangeRateDataService,
+      exchangeRateDataService: this.exchangeRateDataService
-      orders: []
     })
       .getAnnualizedPerformancePercent({
         daysInMarket,
@@ -1880,10 +1854,10 @@ export class PortfolioService {
 
     const annualizedPerformancePercentWithCurrencyEffect =
       new PortfolioCalculator({
+        activities: [],
         currency: userCurrency,
         currentRateService: this.currentRateService,
-        exchangeRateDataService: this.exchangeRateDataService,
+        exchangeRateDataService: this.exchangeRateDataService
-        orders: []
       })
         .getAnnualizedPerformancePercent({
           daysInMarket,
@@ -1955,71 +1929,9 @@ export class PortfolioService {
     );
   }
 
-  private async getTransactionPoints({
+  private getUserCurrency(aUser?: UserWithSettings) {
-    filters,
-    includeDrafts = false,
-    types = getAllActivityTypes(),
-    userId,
-    withExcludedAccounts = false
-  }: {
-    filters?: Filter[];
-    includeDrafts?: boolean;
-    types?: ActivityType[];
-    userId: string;
-    withExcludedAccounts?: boolean;
-  }): Promise<{
-    activities: Activity[];
-    transactionPoints: TransactionPoint[];
-    portfolioOrders: PortfolioOrder[];
-  }> {
-    const userCurrency =
-      this.request.user?.Settings?.settings.baseCurrency ?? DEFAULT_CURRENCY;
-
-    const { activities, count } = await this.orderService.getOrders({
-      filters,
-      includeDrafts,
-      types,
-      userCurrency,
-      userId,
-      withExcludedAccounts
-    });
-
-    if (count <= 0) {
-      return { activities: [], transactionPoints: [], portfolioOrders: [] };
-    }
-
-    const portfolioOrders: PortfolioOrder[] = activities.map((order) => ({
-      currency: order.SymbolProfile.currency,
-      dataSource: order.SymbolProfile.dataSource,
-      date: format(order.date, DATE_FORMAT),
-      fee: new Big(order.fee),
-      name: order.SymbolProfile?.name,
-      quantity: new Big(order.quantity),
-      symbol: order.SymbolProfile.symbol,
-      tags: order.tags,
-      type: order.type,
-      unitPrice: new Big(order.unitPrice)
-    }));
-
-    const portfolioCalculator = new PortfolioCalculator({
-      currency: userCurrency,
-      currentRateService: this.currentRateService,
-      exchangeRateDataService: this.exchangeRateDataService,
-      orders: portfolioOrders
-    });
-
-    portfolioCalculator.computeTransactionPoints();
-
-    return {
-      activities,
-      portfolioOrders,
-      transactionPoints: portfolioCalculator.getTransactionPoints()
-    };
-  }
-
-  private getUserCurrency(aUser: UserWithSettings) {
     return (
-      aUser.Settings?.settings.baseCurrency ??
+      aUser?.Settings?.settings.baseCurrency ??
       this.request.user?.Settings?.settings.baseCurrency ??
       DEFAULT_CURRENCY
     );