mirror of https://github.com/ghostfolio/ghostfolio
Thomas Kaul
4 days ago
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GitHub
GitHub
7 changed files with 403 additions and 46 deletions
@ -1,3 +1,186 @@ |
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import { PortfolioCalculator } from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator'; |
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import { userDummyData } from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator-test-utils'; |
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import { PortfolioCalculatorFactory } from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator.factory'; |
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import { CurrentRateService } from '@ghostfolio/api/app/portfolio/current-rate.service'; |
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import { CurrentRateServiceMock } from '@ghostfolio/api/app/portfolio/current-rate.service.mock'; |
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import { RedisCacheService } from '@ghostfolio/api/app/redis-cache/redis-cache.service'; |
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import { RedisCacheServiceMock } from '@ghostfolio/api/app/redis-cache/redis-cache.service.mock'; |
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import { ConfigurationService } from '@ghostfolio/api/services/configuration/configuration.service'; |
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import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service'; |
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import { PortfolioSnapshotService } from '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service'; |
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import { PortfolioSnapshotServiceMock } from '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service.mock'; |
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import { HistoricalDataItem } from '@ghostfolio/common/interfaces'; |
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import { PerformanceCalculationType } from '@ghostfolio/common/types/performance-calculation-type.type'; |
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jest.mock('@ghostfolio/api/app/portfolio/current-rate.service', () => { |
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return { |
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CurrentRateService: jest.fn().mockImplementation(() => { |
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return CurrentRateServiceMock; |
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}) |
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}; |
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}); |
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jest.mock( |
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'@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service', |
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() => { |
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return { |
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PortfolioSnapshotService: jest.fn().mockImplementation(() => { |
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return PortfolioSnapshotServiceMock; |
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}) |
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}; |
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} |
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); |
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|
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jest.mock('@ghostfolio/api/app/redis-cache/redis-cache.service', () => { |
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return { |
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RedisCacheService: jest.fn().mockImplementation(() => { |
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return RedisCacheServiceMock; |
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}) |
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}; |
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}); |
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|
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function getHistoricalDataItem({ |
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date, |
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investment, |
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netPerformance |
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}: { |
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date: string; |
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investment: number; |
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netPerformance: number; |
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}): HistoricalDataItem { |
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return { |
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date, |
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netPerformance, |
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dividendInBaseCurrency: 0, |
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netPerformanceWithCurrencyEffect: netPerformance, |
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totalInvestment: investment, |
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totalInvestmentValueWithCurrencyEffect: investment, |
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value: investment + netPerformance, |
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valueWithCurrencyEffect: investment + netPerformance |
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}; |
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} |
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|
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describe('PortfolioCalculator', () => { |
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test.skip('Skip empty test', () => 1); |
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let configurationService: ConfigurationService; |
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let currentRateService: CurrentRateService; |
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let exchangeRateDataService: ExchangeRateDataService; |
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let portfolioCalculator: PortfolioCalculator; |
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let portfolioCalculatorFactory: PortfolioCalculatorFactory; |
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let portfolioSnapshotService: PortfolioSnapshotService; |
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let redisCacheService: RedisCacheService; |
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beforeEach(() => { |
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PortfolioSnapshotServiceMock.reset(); |
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RedisCacheServiceMock.reset(); |
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configurationService = new ConfigurationService(); |
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currentRateService = new CurrentRateService(null, null, null); |
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exchangeRateDataService = new ExchangeRateDataService( |
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null, |
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null, |
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null, |
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null |
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); |
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portfolioSnapshotService = new PortfolioSnapshotService(null, null); |
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redisCacheService = new RedisCacheService(null, null); |
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portfolioCalculatorFactory = new PortfolioCalculatorFactory( |
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configurationService, |
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currentRateService, |
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exchangeRateDataService, |
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portfolioSnapshotService, |
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redisCacheService |
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); |
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|
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portfolioCalculator = portfolioCalculatorFactory.createCalculator({ |
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activities: [], |
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calculationType: PerformanceCalculationType.ROAI, |
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currency: 'USD', |
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userId: userDummyData.id |
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}); |
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}); |
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describe('calculate performance percentages for date range', () => { |
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it('with a buy followed by a gap between chart dates', () => { |
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const performancePercentagesByDate = portfolioCalculator[ |
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'calculatePerformancePercentagesForDateRange' |
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]({ |
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historicalDataItems: [ |
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getHistoricalDataItem({ |
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date: '2017-01-01', |
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investment: 100, |
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netPerformance: 0 |
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}), |
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// Buy, followed by a gap of 21 days until the next chart date
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getHistoricalDataItem({ |
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date: '2017-01-02', |
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investment: 200, |
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netPerformance: 0 |
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}), |
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// Sell
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getHistoricalDataItem({ |
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date: '2017-01-23', |
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investment: 100, |
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netPerformance: 44 |
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}) |
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] |
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}); |
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// The investment of each chart date applies to each day until the next
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// chart date. The investment of the last chart date counts for this day
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// only: (1 * 100 + 21 * 200 + 1 * 100) / 23 = 4400 / 23
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expect( |
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performancePercentagesByDate['2017-01-23'].netPerformanceInPercentage |
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).toBeCloseTo(0.23, 10); |
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expect( |
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performancePercentagesByDate['2017-01-23'] |
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.netPerformanceInPercentageWithCurrencyEffect |
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).toBeCloseTo(0.23, 10); |
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}); |
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it('with an additional chart date of the same investment', () => { |
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const performancePercentagesByDate = portfolioCalculator[ |
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'calculatePerformancePercentagesForDateRange' |
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]({ |
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historicalDataItems: [ |
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getHistoricalDataItem({ |
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date: '2017-01-01', |
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investment: 100, |
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netPerformance: 0 |
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}), |
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getHistoricalDataItem({ |
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date: '2017-01-02', |
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investment: 200, |
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netPerformance: 0 |
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}), |
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// An additional chart date splits the gap but must not change the
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// average investment
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getHistoricalDataItem({ |
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date: '2017-01-12', |
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investment: 200, |
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netPerformance: 20 |
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}), |
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getHistoricalDataItem({ |
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date: '2017-01-23', |
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investment: 100, |
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netPerformance: 44 |
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}) |
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] |
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}); |
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expect( |
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performancePercentagesByDate['2017-01-23'].netPerformanceInPercentage |
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).toBeCloseTo(0.23, 10); |
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expect( |
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performancePercentagesByDate['2017-01-23'] |
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.netPerformanceInPercentageWithCurrencyEffect |
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).toBeCloseTo(0.23, 10); |
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}); |
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}); |
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}); |
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