Fix tests

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

@@ -0,0 +1,152 @@
+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';
+
+import Big from 'big.js';
+
+import { CurrentRateServiceMock } from './current-rate.service.mock';
+import { PortfolioCalculator } from './portfolio-calculator';
+
+jest.mock('@ghostfolio/api/app/portfolio/current-rate.service', () => {
+  return {
+    // eslint-disable-next-line @typescript-eslint/naming-convention
+    CurrentRateService: jest.fn().mockImplementation(() => {
+      return CurrentRateServiceMock;
+    })
+  };
+});
+
+describe('PortfolioCalculator', () => {
+  let currentRateService: CurrentRateService;
+  let exchangeRateDataService: ExchangeRateDataService;
+
+  beforeEach(() => {
+    currentRateService = new CurrentRateService(null, null);
+
+    exchangeRateDataService = new ExchangeRateDataService(
+      null,
+      null,
+      null,
+      null
+    );
+  });
+
+  describe('get current positions', () => {
+    it.only('with NOVN.SW and BALN.SW buy and sell', async () => {
+      const portfolioCalculator = new PortfolioCalculator({
+        currentRateService,
+        exchangeRateDataService,
+        currency: 'CHF',
+        orders: [
+          {
+            currency: 'CHF',
+            date: '2022-03-07',
+            dataSource: 'YAHOO',
+            fee: new Big(0),
+            name: 'Novartis AG',
+            quantity: new Big(2),
+            symbol: 'NOVN.SW',
+            type: 'BUY',
+            unitPrice: new Big(75.8)
+          },
+          {
+            currency: 'CHF',
+            date: '2022-04-01',
+            dataSource: 'YAHOO',
+            fee: new Big(0),
+            name: 'Novartis AG',
+            quantity: new Big(0),
+            symbol: 'NOVN.SW',
+            type: 'BUY',
+            unitPrice: new Big(80.0)
+          },
+          {
+            currency: 'CHF',
+            date: '2022-04-08',
+            dataSource: 'YAHOO',
+            fee: new Big(0),
+            name: 'Novartis AG',
+            quantity: new Big(2),
+            symbol: 'NOVN.SW',
+            type: 'SELL',
+            unitPrice: new Big(85.73)
+          },
+          {
+            currency: 'CHF',
+            date: '2022-03-22',
+            dataSource: 'YAHOO',
+            fee: new Big(1.55),
+            name: 'Bâloise Holding AG',
+            quantity: new Big(2),
+            symbol: 'BALN.SW',
+            type: 'BUY',
+            unitPrice: new Big(142.9)
+          },
+          {
+            currency: 'CHF',
+            date: '2022-04-01',
+            dataSource: 'YAHOO',
+            fee: new Big(0),
+            name: 'Bâloise Holding AG',
+            quantity: new Big(0),
+            symbol: 'BALN.SW',
+            type: 'BUY',
+            unitPrice: new Big(138)
+          },
+          {
+            currency: 'CHF',
+            date: '2022-04-10',
+            dataSource: 'YAHOO',
+            fee: new Big(1.65),
+            name: 'Bâloise Holding AG',
+            quantity: new Big(2),
+            symbol: 'BALN.SW',
+            type: 'SELL',
+            unitPrice: new Big(136.6)
+          }
+        ]
+      });
+
+      portfolioCalculator.computeTransactionPoints();
+
+      const spy = jest
+        .spyOn(Date, 'now')
+        .mockImplementation(() => parseDate('2022-04-11').getTime());
+
+      const chartData = await portfolioCalculator.getChartData({
+        start: parseDate('2022-03-07'),
+        calculateTimeWeightedPerformance: true
+      });
+
+      spy.mockRestore();
+
+      expect(chartData[0]).toEqual({
+        date: '2022-03-07',
+        investmentValueWithCurrencyEffect: 151.6,
+        netPerformance: 0,
+        netPerformanceInPercentage: 0,
+        netPerformanceInPercentageWithCurrencyEffect: 0,
+        netPerformanceWithCurrencyEffect: 0,
+        timeWeightedPerformance: 0,
+        totalInvestment: 151.6,
+        totalInvestmentValueWithCurrencyEffect: 151.6,
+        value: 151.6,
+        valueWithCurrencyEffect: 151.6
+      });
+
+      expect(chartData[chartData.length - 1]).toEqual({
+        date: '2022-04-11',
+        investmentValueWithCurrencyEffect: 0,
+        netPerformance: 19.86,
+        netPerformanceInPercentage: 13.100263852242744,
+        netPerformanceInPercentageWithCurrencyEffect: 13.100263852242744,
+        netPerformanceWithCurrencyEffect: 19.86,
+        timeWeightedPerformance: 13.100263852242744,
+        totalInvestment: 0,
+        totalInvestmentValueWithCurrencyEffect: 0,
+        value: 0,
+        valueWithCurrencyEffect: 0
+      });
+    });
+  });
+});

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

@@ -93,6 +93,7 @@ describe('PortfolioCalculator', () => {
         netPerformanceInPercentage: 0,
         netPerformanceInPercentageWithCurrencyEffect: 0,
         netPerformanceWithCurrencyEffect: 0,
+        timeWeightedPerformance: 0,
         totalInvestment: 151.6,
         totalInvestmentValueWithCurrencyEffect: 151.6,
         value: 151.6,
@@ -106,6 +107,7 @@ describe('PortfolioCalculator', () => {
         netPerformanceInPercentage: 13.100263852242744,
         netPerformanceInPercentageWithCurrencyEffect: 13.100263852242744,
         netPerformanceWithCurrencyEffect: 19.86,
+        timeWeightedPerformance: 0,
         totalInvestment: 0,
         totalInvestmentValueWithCurrencyEffect: 0,
         value: 0,

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

@@ -270,7 +270,12 @@ export class PortfolioCalculator {
       [date: string]: { [symbol: string]: Big };
     } = {};
 
+    if (!marketSymbols?.length) {
+      return [];
+    }
+
     this.populateMarketSymbolMap(marketSymbols, marketSymbolMap);
+
     const accumulatedValuesByDate: {
       [date: string]: {
         investmentValueWithCurrencyEffect: Big;
@@ -282,6 +287,7 @@ export class PortfolioCalculator {
         totalNetPerformanceValueWithCurrencyEffect: Big;
         totalTimeWeightedInvestmentValue: Big;
         totalTimeWeightedInvestmentValueWithCurrencyEffect: Big;
+        totalTimeWeightedPerformance: Big;
       };
     } = {};
 
@@ -360,6 +366,7 @@ export class PortfolioCalculator {
         totalNetPerformanceValueWithCurrencyEffect: Big;
         totalTimeWeightedInvestmentValue: Big;
         totalTimeWeightedInvestmentValueWithCurrencyEffect: Big;
+        totalTimeWeightedPerformance: Big;
       };
     }
   ) {
@@ -368,19 +375,13 @@ export class PortfolioCalculator {
       ? format(previousDate, DATE_FORMAT)
       : null;
     let totalCurrentValue = new Big(0);
-    let totalInvestmentValue = new Big(0);
     let maxTotalInvestmentValue = new Big(0);
-    let totalNetPerformanceValue = new Big(0);
     let previousTotalInvestmentValue = new Big(0);
     let timeWeightedPerformance = new Big(0);
 
     if (calculateTimeWeightedPerformance && previousDateString) {
-      for (const symbol of Object.keys(valuesBySymbol)) {
+      previousTotalInvestmentValue =
-        const symbolValues = valuesBySymbol[symbol];
+        accumulatedValuesByDate[previousDateString].totalInvestmentValue;
-        previousTotalInvestmentValue = previousTotalInvestmentValue.plus(
-          symbolValues.currentValues?.[previousDateString] ?? new Big(0)
-        );
-      }
     }
 
     for (const symbol of Object.keys(valuesBySymbol)) {
@@ -390,10 +391,6 @@ export class PortfolioCalculator {
 
       totalCurrentValue = totalCurrentValue.plus(symbolCurrentValues);
 
-      totalNetPerformanceValue = totalNetPerformanceValue.plus(
-        symbolValues.netPerformanceValues?.[dateString] ?? new Big(0)
-      );
-
       if (
         previousTotalInvestmentValue.toNumber() &&
         symbolValues.netPerformanceValuesPercentage &&
@@ -415,11 +412,17 @@ export class PortfolioCalculator {
         );
       }
 
+      let totalTimeWeightedPerformance = timeWeightedPerformance.plus(
+        accumulatedValuesByDate[previousDateString]
+          ?.totalTimeWeightedPerformance ?? new Big(0)
+      );
+
       accumulatedValuesByDate = this.accumulatedValuesByDate(
         valuesBySymbol,
         symbol,
         dateString,
-        accumulatedValuesByDate
+        accumulatedValuesByDate,
+        totalTimeWeightedPerformance
       );
     }
 
@@ -429,13 +432,16 @@ export class PortfolioCalculator {
       totalInvestmentValueWithCurrencyEffect,
       totalNetPerformanceValueWithCurrencyEffect,
       totalTimeWeightedInvestmentValue,
-      totalTimeWeightedInvestmentValueWithCurrencyEffect
+      totalTimeWeightedInvestmentValueWithCurrencyEffect,
+      totalInvestmentValue,
+      totalTimeWeightedPerformance,
+      totalNetPerformanceValue
     } = accumulatedValuesByDate[dateString];
 
-    const netPerformanceInPercentage = maxTotalInvestmentValue.eq(0)
+    const netPerformanceInPercentage = totalTimeWeightedInvestmentValue.eq(0)
       ? 0
       : totalNetPerformanceValue
-          .div(maxTotalInvestmentValue)
+          .div(totalTimeWeightedInvestmentValue)
           .mul(100)
           .toNumber();
 
@@ -455,7 +461,7 @@ export class PortfolioCalculator {
       totalInvestment: totalInvestmentValue.toNumber(),
       value: totalCurrentValue.toNumber(),
       valueWithCurrencyEffect: totalCurrentValueWithCurrencyEffect.toNumber(),
-      timeWeightedPerformance: timeWeightedPerformance.toNumber(),
+      timeWeightedPerformance: totalTimeWeightedPerformance.toNumber(),
       investmentValueWithCurrencyEffect:
         investmentValueWithCurrencyEffect.toNumber(),
       netPerformanceWithCurrencyEffect:
@@ -493,8 +499,10 @@ export class PortfolioCalculator {
         totalNetPerformanceValueWithCurrencyEffect: Big;
         totalTimeWeightedInvestmentValue: Big;
         totalTimeWeightedInvestmentValueWithCurrencyEffect: Big;
+        totalTimeWeightedPerformance: Big;
       };
-    }
+    },
+    timeWeightedPerformance: Big
   ) {
     const symbolValues = valuesBySymbol[symbol];
 
@@ -564,7 +572,8 @@ export class PortfolioCalculator {
       totalTimeWeightedInvestmentValueWithCurrencyEffect: (
         accumulatedValuesByDate[dateString]
           ?.totalTimeWeightedInvestmentValueWithCurrencyEffect ?? new Big(0)
-      ).add(timeWeightedInvestmentValueWithCurrencyEffect)
+      ).add(timeWeightedInvestmentValueWithCurrencyEffect),
+      totalTimeWeightedPerformance: timeWeightedPerformance
     };
 
     return accumulatedValuesByDate;