Support benchmarks whose market data starts later than portfolio

apps/api/src/app/endpoints/benchmarks/benchmarks.service.spec.ts

@@ -0,0 +1,121 @@
+import { PortfolioService } from '@ghostfolio/api/app/portfolio/portfolio.service';
+import { SymbolService } from '@ghostfolio/api/app/symbol/symbol.service';
+import { BenchmarkService } from '@ghostfolio/api/services/benchmark/benchmark.service';
+import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service';
+import { MarketDataService } from '@ghostfolio/api/services/market-data/market-data.service';
+import { parseDate } from '@ghostfolio/common/helper';
+
+import { DataSource } from '@prisma/client';
+
+import { BenchmarksService } from './benchmarks.service';
+
+describe('BenchmarksService', () => {
+  let benchmarksService: BenchmarksService;
+  let getExchangeRatesByCurrency: jest.Mock;
+  let getPerformance: jest.Mock;
+  let get: jest.Mock;
+  let marketDataItems: jest.Mock;
+
+  beforeEach(() => {
+    get = jest.fn().mockResolvedValue({ currency: 'USD', marketPrice: 200 });
+    getExchangeRatesByCurrency = jest.fn().mockResolvedValue({});
+    getPerformance = jest.fn().mockResolvedValue({
+      chart: [
+        { date: '2009-01-01' },
+        { date: '2009-06-01' },
+        { date: '2010-07-18' },
+        { date: '2010-07-19' }
+      ]
+    });
+    marketDataItems = jest.fn();
+
+    benchmarksService = new BenchmarksService(
+      new BenchmarkService(null, null, null, null, null, null),
+      { getExchangeRatesByCurrency } as unknown as ExchangeRateDataService,
+      { marketDataItems } as unknown as MarketDataService,
+      { getPerformance } as unknown as PortfolioService,
+      { get } as unknown as SymbolService
+    );
+  });
+
+  describe('getMarketDataForUser', () => {
+    const getMarketDataForUser = () => {
+      return benchmarksService.getMarketDataForUser({
+        dataSource: DataSource.COINGECKO,
+        dateRange: 'max',
+        endDate: parseDate('2010-07-19'),
+        startDate: parseDate('2009-01-02'),
+        symbol: 'bitcoin',
+        userId: 'user-id',
+        userSettings: { baseCurrency: 'CHF' }
+      });
+    };
+
+    it('calculates the change since the baseline date', async () => {
+      marketDataItems.mockResolvedValue([
+        { date: new Date('2009-01-01'), marketPrice: 50 },
+        { date: new Date('2009-06-01'), marketPrice: 25 },
+        { date: new Date('2010-07-18'), marketPrice: 75 },
+        { date: new Date('2010-07-19'), marketPrice: 100 }
+      ]);
+
+      await expect(getMarketDataForUser()).resolves.toEqual({
+        marketData: [
+          { date: '2009-01-01', value: 0 },
+          { date: '2009-06-01', value: -50 },
+          { date: '2010-07-18', value: 50 },
+          { date: '2010-07-19', value: 100 }
+        ]
+      });
+    });
+
+    it('returns 0% before the market data of the benchmark starts', async () => {
+      marketDataItems.mockResolvedValue([
+        { date: new Date('2010-07-18'), marketPrice: 50 },
+        { date: new Date('2010-07-19'), marketPrice: 100 }
+      ]);
+
+      await expect(getMarketDataForUser()).resolves.toEqual({
+        marketData: [
+          { date: '2009-01-01', value: 0 },
+          { date: '2009-06-01', value: 0 },
+          { date: '2010-07-18', value: 0 },
+          { date: '2010-07-19', value: 100 }
+        ]
+      });
+    });
+
+    it('uses the exchange rate at the start of the market data', async () => {
+      getExchangeRatesByCurrency.mockResolvedValue({
+        USDCHF: {
+          '2009-01-01': 2,
+          '2009-06-01': 2,
+          '2010-07-18': 1,
+          '2010-07-19': 1.5
+        }
+      });
+
+      marketDataItems.mockResolvedValue([
+        { date: new Date('2010-07-18'), marketPrice: 50 },
+        { date: new Date('2010-07-19'), marketPrice: 100 }
+      ]);
+
+      await expect(getMarketDataForUser()).resolves.toEqual({
+        marketData: [
+          { date: '2009-01-01', value: 0 },
+          { date: '2009-06-01', value: 0 },
+          { date: '2010-07-18', value: 0 },
+          { date: '2010-07-19', value: 200 }
+        ]
+      });
+    });
+
+    it('returns no market data if the benchmark has none', async () => {
+      marketDataItems.mockResolvedValue([]);
+
+      await expect(getMarketDataForUser()).resolves.toEqual({
+        marketData: []
+      });
+    });
+  });
+});

apps/api/src/app/endpoints/benchmarks/benchmarks.service.ts

@@ -13,7 +13,7 @@ import {
 import { DateRange } from '@ghostfolio/common/types';
 
 import { Injectable, Logger } from '@nestjs/common';
-import { format, isSameDay, min } from 'date-fns';
+import { format, isBefore, isSameDay, min } from 'date-fns';
 import { isNumber } from 'lodash-es';
 
 @Injectable()
@@ -94,6 +94,23 @@ export class BenchmarksService {
 
     const baselineDate = resetHours(parseDate(chart[0].date));
 
+    // The market data of the benchmark can start after the baseline date.
+    // In this case, the first market data item is the start and the value
+    // before it is 0%.
+    const [firstMarketDataItem] = marketDataItems;
+    const marketPriceAtStartDate = firstMarketDataItem?.marketPrice;
+
+    if (!marketPriceAtStartDate) {
+      this.logger.error(
+        `No historical market data has been found for ${symbol} (${dataSource}) since ${format(
+          baselineDate,
+          DATE_FORMAT
+        )}`
+      );
+
+      return { marketData };
+    }
+
     const exchangeRates =
       await this.exchangeRateDataService.getExchangeRatesByCurrency({
         currencies: [currentSymbolItem.currency],
@@ -103,22 +120,15 @@ export class BenchmarksService {
 
     const exchangeRateAtStartDate =
       exchangeRates[`${currentSymbolItem.currency}${userCurrency}`]?.[
-        format(baselineDate, DATE_FORMAT)
+        format(firstMarketDataItem.date, DATE_FORMAT)
       ];
 
-    const marketPriceAtStartDate = marketDataItems?.find(({ date }) => {
+    for (const { date } of chart) {
-      return isSameDay(date, baselineDate);
+      if (!isBefore(resetHours(parseDate(date)), firstMarketDataItem.date)) {
-    })?.marketPrice;
+        break;
-
+      }
-    if (!marketPriceAtStartDate) {
-      this.logger.error(
-        `No historical market data has been found for ${symbol} (${dataSource}) at ${format(
-          baselineDate,
-          DATE_FORMAT
-        )}`
-      );
 
-      return { marketData };
+      marketData.push({ date, value: 0 });
     }
 
     for (const marketDataItem of marketDataItems) {