Track accumulated buy values in holding valuation of portfolio calculator

1 week ago · 5a69ce761e
6 changed files with 221 additions and 0 deletions
--- a/apps/api/src/app/portfolio/calculator/portfolio-calculator.spec.ts
+++ b/apps/api/src/app/portfolio/calculator/portfolio-calculator.spec.ts
@ -0,0 +1,154 @@
+import { userDummyData } from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator-test-utils';
+import { PortfolioCalculatorFactory } from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator.factory';
+import { CurrentRateService } from '@ghostfolio/api/app/portfolio/current-rate.service';
+import { CurrentRateServiceMock } from '@ghostfolio/api/app/portfolio/current-rate.service.mock';
+import { PortfolioCalculatorActivityItem } from '@ghostfolio/api/app/portfolio/interfaces/portfolio-calculator-activity-item.interface';
+import { RedisCacheService } from '@ghostfolio/api/app/redis-cache/redis-cache.service';
+import { RedisCacheServiceMock } from '@ghostfolio/api/app/redis-cache/redis-cache.service.mock';
+import { ConfigurationService } from '@ghostfolio/api/services/configuration/configuration.service';
+import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service';
+import { PortfolioSnapshotService } from '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service';
+import { PortfolioSnapshotServiceMock } from '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service.mock';
+import { PerformanceCalculationType } from '@ghostfolio/common/types/performance-calculation-type.type';
+
+import { Big } from 'big.js';
+
+import { PortfolioCalculator } from './portfolio-calculator';
+
+jest.mock('@ghostfolio/api/app/portfolio/current-rate.service', () => {
+  return {
+    CurrentRateService: jest.fn().mockImplementation(() => {
+      return CurrentRateServiceMock;
+    })
+  };
+});
+
+jest.mock(
+  '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service',
+  () => {
+    return {
+      PortfolioSnapshotService: jest.fn().mockImplementation(() => {
+        return PortfolioSnapshotServiceMock;
+      })
+    };
+  }
+);
+
+jest.mock('@ghostfolio/api/app/redis-cache/redis-cache.service', () => {
+  return {
+    RedisCacheService: jest.fn().mockImplementation(() => {
+      return RedisCacheServiceMock;
+    })
+  };
+});
+
+function getActivityItem({
+  date,
+  itemType,
+  quantity,
+  type,
+  unitPrice
+}: {
+  date: string;
+  itemType?: PortfolioCalculatorActivityItem['itemType'];
+  quantity: number;
+  type: PortfolioCalculatorActivityItem['type'];
+  unitPrice: number;
+}): PortfolioCalculatorActivityItem {
+  return {
+    date,
+    itemType,
+    type,
+    assetProfile: {
+      assetSubClass: 'ETF',
+      currency: 'CHF',
+      dataSource: 'YAHOO',
+      name: 'Test',
+      symbol: 'TEST'
+    },
+    fee: new Big(0),
+    feeInBaseCurrency: new Big(0),
+    quantity: new Big(quantity),
+    unitPrice: new Big(unitPrice),
+    unitPriceFromMarketData: new Big(unitPrice)
+  };
+}
+
+describe('PortfolioCalculator', () => {
+  let portfolioCalculator: PortfolioCalculator;
+
+  beforeEach(() => {
+    PortfolioSnapshotServiceMock.reset();
+    RedisCacheServiceMock.reset();
+
+    const portfolioCalculatorFactory = new PortfolioCalculatorFactory(
+      new ConfigurationService(),
+      new CurrentRateService(null, null, null),
+      new ExchangeRateDataService(null, null, null, null),
+      new PortfolioSnapshotService(null, null),
+      new RedisCacheService(null, null)
+    );
+
+    portfolioCalculator = portfolioCalculatorFactory.createCalculator({
+      activities: [],
+      calculationType: PerformanceCalculationType.ROAI,
+      currency: 'CHF',
+      userId: userDummyData.id
+    });
+  });
+
+  describe('get holding valuation', () => {
+    it('accumulates the buy values without deducting sells', () => {
+      const { buyValuesAccumulated, buyValuesAccumulatedWithCurrencyEffect } =
+        portfolioCalculator['getHoldingValuation']({
+          activities: [
+            getActivityItem({
+              date: '2023-12-31',
+              itemType: 'start',
+              quantity: 0,
+              type: 'BUY',
+              unitPrice: 10
+            }),
+            getActivityItem({
+              date: '2024-01-01',
+              quantity: 100,
+              type: 'BUY',
+              unitPrice: 10
+            }),
+            getActivityItem({
+              date: '2024-06-01',
+              quantity: 100,
+              type: 'SELL',
+              unitPrice: 10
+            }),
+            getActivityItem({
+              date: '2024-06-02',
+              quantity: 100,
+              type: 'BUY',
+              unitPrice: 10
+            }),
+            getActivityItem({
+              date: '2024-12-31',
+              itemType: 'end',
+              quantity: 0,
+              type: 'BUY',
+              unitPrice: 11
+            })
+          ],
+          exchangeRates: {},
+          unitPriceAtStartDate: undefined
+        });
+
+      expect(buyValuesAccumulated).toEqual({
+        '2024-01-01': new Big(1000),
+        '2024-06-01': new Big(1000),
+        '2024-06-02': new Big(2000),
+        '2024-12-31': new Big(2000)
+      });
+
+      expect(buyValuesAccumulatedWithCurrencyEffect).toEqual(
+        buyValuesAccumulated
+      );
+    });
+  });
+});
--- a/apps/api/src/app/portfolio/calculator/portfolio-calculator.ts
+++ b/apps/api/src/app/portfolio/calculator/portfolio-calculator.ts
@ -389,6 +389,8 @@ export abstract class PortfolioCalculator {
      [assetProfileIdentifier: string]: {
        averageInvestmentValues: { [date: string]: Big };
        averageInvestmentValuesWithCurrencyEffect: { [date: string]: Big };
+        buyValuesAccumulated: { [date: string]: Big };
+        buyValuesAccumulatedWithCurrencyEffect: { [date: string]: Big };
        currentValues: { [date: string]: Big };
        currentValuesWithCurrencyEffect: { [date: string]: Big };
        dividendValuesWithCurrencyEffect: { [date: string]: Big };
@ -425,6 +427,8 @@ export abstract class PortfolioCalculator {
        averageInvestmentValues,
        averageInvestmentValuesWithCurrencyEffect,
        averageInvestmentWithCurrencyEffect,
+        buyValuesAccumulated,
+        buyValuesAccumulatedWithCurrencyEffect,
        currentValues,
        currentValuesWithCurrencyEffect,
        dividendValuesWithCurrencyEffect,
@ -474,6 +478,8 @@ export abstract class PortfolioCalculator {
          ? {
              averageInvestmentValues: {},
              averageInvestmentValuesWithCurrencyEffect: {},
+              buyValuesAccumulated: {},
+              buyValuesAccumulatedWithCurrencyEffect: {},
              currentValues: {},
              currentValuesWithCurrencyEffect: {},
              dividendValuesWithCurrencyEffect: {},
@ -487,6 +493,8 @@ export abstract class PortfolioCalculator {
          : {
              averageInvestmentValues,
              averageInvestmentValuesWithCurrencyEffect,
+              buyValuesAccumulated,
+              buyValuesAccumulatedWithCurrencyEffect,
              currentValues,
              currentValuesWithCurrencyEffect,
              dividendValuesWithCurrencyEffect,
@ -625,6 +633,14 @@ export abstract class PortfolioCalculator {
            dateString
          ] ?? new Big(0);

+        const buyValueAccumulated =
+          assetProfileValues.buyValuesAccumulated?.[dateString] ?? new Big(0);
+
+        const buyValueAccumulatedWithCurrencyEffect =
+          assetProfileValues.buyValuesAccumulatedWithCurrencyEffect?.[
+            dateString
+          ] ?? new Big(0);
+
        accumulatedValuesByDate[dateString] = {
          investmentValueWithCurrencyEffect: (
            accumulatedValuesByDate[dateString]
@ -638,6 +654,13 @@ export abstract class PortfolioCalculator {
            accumulatedValuesByDate[dateString]
              ?.totalAverageInvestmentValueWithCurrencyEffect ?? new Big(0)
          ).add(averageInvestmentValueWithCurrencyEffect),
+          totalBuyValue: (
+            accumulatedValuesByDate[dateString]?.totalBuyValue ?? new Big(0)
+          ).add(buyValueAccumulated),
+          totalBuyValueWithCurrencyEffect: (
+            accumulatedValuesByDate[dateString]
+              ?.totalBuyValueWithCurrencyEffect ?? new Big(0)
+          ).add(buyValueAccumulatedWithCurrencyEffect),
          totalCashValueWithCurrencyEffect: (
            accumulatedValuesByDate[dateString]
              ?.totalCashValueWithCurrencyEffect ?? new Big(0)
@ -932,6 +955,8 @@ export abstract class PortfolioCalculator {
      averageInvestmentValues: {},
      averageInvestmentValuesWithCurrencyEffect: {},
      averageInvestmentWithCurrencyEffect: new Big(0),
+      buyValuesAccumulated: {},
+      buyValuesAccumulatedWithCurrencyEffect: {},
      currentValues: {},
      currentValuesWithCurrencyEffect: {},
      dividendValuesWithCurrencyEffect: {},
@ -1000,6 +1025,8 @@ export abstract class PortfolioCalculator {
    unitPriceAtStartDate: Big | undefined;
  }): HoldingValuation {
    const currentExchangeRate = exchangeRates[format(new Date(), DATE_FORMAT)];
+    const buyValuesAccumulated: { [date: string]: Big } = {};
+    const buyValuesAccumulatedWithCurrencyEffect: { [date: string]: Big } = {};
    const currentValues: { [date: string]: Big } = {};
    const currentValuesWithCurrencyEffect: { [date: string]: Big } = {};
    const dividendValuesWithCurrencyEffect: { [date: string]: Big } = {};
@ -1033,6 +1060,10 @@ export abstract class PortfolioCalculator {
    let totalInvestmentFromBuyTransactions = new Big(0);
    let totalInvestmentFromBuyTransactionsWithCurrencyEffect = new Big(0);
    let totalInvestmentWithCurrencyEffect = new Big(0);
+    let totalBuyValue = new Big(0);
+    let totalBuyValueAtStartDate = new Big(0);
+    let totalBuyValueAtStartDateWithCurrencyEffect = new Big(0);
+    let totalBuyValueWithCurrencyEffect = new Big(0);
    let totalQuantity = new Big(0);
    let totalQuantityFromBuyTransactions = new Big(0);

@ -1127,6 +1158,12 @@ export abstract class PortfolioCalculator {
          totalInvestmentFromBuyTransactionsWithCurrencyEffect.plus(
            transactionInvestmentWithCurrencyEffect
          );
+
+        totalBuyValue = totalBuyValue.plus(transactionInvestment);
+
+        totalBuyValueWithCurrencyEffect = totalBuyValueWithCurrencyEffect.plus(
+          transactionInvestmentWithCurrencyEffect
+        );
      } else if (activity.type === 'SELL') {
        if (totalQuantity.gt(0)) {
          const remainingQuantity = totalQuantity.minus(activity.quantity);
@ -1277,6 +1314,11 @@ export abstract class PortfolioCalculator {
      if (activity.itemType === 'start') {
        dividendsAtStartDateWithCurrencyEffect = dividendsWithCurrencyEffect;
        feesAtStartDate = fees;
+        totalBuyValueAtStartDate = totalBuyValue;
+
+        totalBuyValueAtStartDateWithCurrencyEffect =
+          totalBuyValueWithCurrencyEffect;
+
        feesAtStartDateWithCurrencyEffect = feesWithCurrencyEffect;
        grossPerformanceAtStartDate = grossPerformance;

@ -1285,6 +1327,15 @@ export abstract class PortfolioCalculator {
      }

      if (i > indexOfStartActivity) {
+        buyValuesAccumulated[activity.date] = totalBuyValue.minus(
+          totalBuyValueAtStartDate
+        );
+
+        buyValuesAccumulatedWithCurrencyEffect[activity.date] =
+          totalBuyValueWithCurrencyEffect.minus(
+            totalBuyValueAtStartDateWithCurrencyEffect
+          );
+
        currentValues[activity.date] = valueOfInvestment;

        currentValuesWithCurrencyEffect[activity.date] =
@ -1366,6 +1417,8 @@ export abstract class PortfolioCalculator {
    }

    return {
+      buyValuesAccumulated,
+      buyValuesAccumulatedWithCurrencyEffect,
      currentValues,
      currentValuesWithCurrencyEffect,
      dividendValuesWithCurrencyEffect,
--- a/apps/api/src/app/portfolio/calculator/roai/portfolio-calculator.ts
+++ b/apps/api/src/app/portfolio/calculator/roai/portfolio-calculator.ts
@ -298,6 +298,8 @@ export class RoaiPortfolioCalculator extends PortfolioCalculator {
      activities,
      dateOfFirstActivity,
      holdingValuation: {
+        buyValuesAccumulated,
+        buyValuesAccumulatedWithCurrencyEffect,
        currentValues,
        currentValuesWithCurrencyEffect,
        dividendValuesWithCurrencyEffect,
@ -619,6 +621,8 @@ export class RoaiPortfolioCalculator extends PortfolioCalculator {
    return {
      averageInvestmentValues,
      averageInvestmentValuesWithCurrencyEffect,
+      buyValuesAccumulated,
+      buyValuesAccumulatedWithCurrencyEffect,
      currentValues,
      currentValuesWithCurrencyEffect,
      dividendValuesWithCurrencyEffect,
--- a/apps/api/src/app/portfolio/interfaces/accumulated-values.interface.ts
+++ b/apps/api/src/app/portfolio/interfaces/accumulated-values.interface.ts
@ -4,6 +4,8 @@ export interface AccumulatedValues {
  investmentValueWithCurrencyEffect: Big;
  totalAverageInvestmentValue: Big;
  totalAverageInvestmentValueWithCurrencyEffect: Big;
+  totalBuyValue: Big;
+  totalBuyValueWithCurrencyEffect: Big;
  totalCashValueWithCurrencyEffect: Big;
  totalCurrentValue: Big;
  totalCurrentValueWithCurrencyEffect: Big;
--- a/apps/api/src/app/portfolio/interfaces/holding-performance.interface.ts
+++ b/apps/api/src/app/portfolio/interfaces/holding-performance.interface.ts
@ -11,6 +11,12 @@ export interface HoldingPerformance {
    [date: string]: Big;
  };
  averageInvestmentWithCurrencyEffect: Big;
+  buyValuesAccumulated: {
+    [date: string]: Big;
+  };
+  buyValuesAccumulatedWithCurrencyEffect: {
+    [date: string]: Big;
+  };
  currentValues: {
    [date: string]: Big;
  };
--- a/apps/api/src/app/portfolio/interfaces/holding-valuation.interface.ts
+++ b/apps/api/src/app/portfolio/interfaces/holding-valuation.interface.ts
@ -3,6 +3,8 @@ import { Big } from 'big.js';
 import { HoldingValuationItem } from './holding-valuation-item.interface';

 export interface HoldingValuation {
+  buyValuesAccumulated: { [date: string]: Big };
+  buyValuesAccumulatedWithCurrencyEffect: { [date: string]: Big };
  currentValues: { [date: string]: Big };
  currentValuesWithCurrencyEffect: { [date: string]: Big };
  dividendValuesWithCurrencyEffect: { [date: string]: Big };