Track accumulated buy values in holding valuation of portfolio calculator

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
+      );
+    });
+  });
+});

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,

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,

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;

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;
   };

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 };