Support benchmarks whose market data starts later than portfolio

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

@@ -11,9 +11,10 @@ import { BenchmarksService } from './benchmarks.service';
 
 describe('BenchmarksService', () => {
   let benchmarksService: BenchmarksService;
+  let get: jest.Mock;
   let getExchangeRatesByCurrency: jest.Mock;
   let getPerformance: jest.Mock;
-  let get: jest.Mock;
+  let getRangeCount: jest.Mock;
   let marketDataItems: jest.Mock;
 
   beforeEach(() => {
@@ -27,23 +28,26 @@ describe('BenchmarksService', () => {
         { date: '2010-07-19' }
       ]
     });
+    getRangeCount = jest.fn().mockResolvedValue(0);
     marketDataItems = jest.fn();
 
     benchmarksService = new BenchmarksService(
       new BenchmarkService(null, null, null, null, null, null),
       { getExchangeRatesByCurrency } as unknown as ExchangeRateDataService,
-      { marketDataItems } as unknown as MarketDataService,
+      { getRangeCount, marketDataItems } as unknown as MarketDataService,
       { getPerformance } as unknown as PortfolioService,
       { get } as unknown as SymbolService
     );
   });
 
   describe('getMarketDataForUser', () => {
-    const getMarketDataForUser = () => {
+    const getMarketDataForUser = ({
+      endDate = parseDate('2010-07-19')
+    }: { endDate?: Date } = {}) => {
       return benchmarksService.getMarketDataForUser({
+        endDate,
         dataSource: DataSource.COINGECKO,
         dateRange: 'max',
-        endDate: parseDate('2010-07-19'),
         startDate: parseDate('2009-01-02'),
         symbol: 'bitcoin',
         userId: 'user-id',
@@ -67,9 +71,11 @@ describe('BenchmarksService', () => {
           { date: '2010-07-19', value: 100 }
         ]
       });
+
+      expect(getRangeCount).not.toHaveBeenCalled();
     });
 
-    it('returns 0% before the market data of the benchmark starts', async () => {
+    it('returns no values 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 }
@@ -77,12 +83,17 @@ describe('BenchmarksService', () => {
 
       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 }
         ]
       });
+
+      expect(getRangeCount).toHaveBeenCalledWith({
+        assetProfileIdentifiers: [
+          { dataSource: DataSource.COINGECKO, symbol: 'bitcoin' }
+        ],
+        dateQuery: { lt: new Date('2009-01-01') }
+      });
     });
 
     it('uses the exchange rate at the start of the market data', async () => {
@@ -102,14 +113,51 @@ describe('BenchmarksService', () => {
 
       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('calculates the value at the end date since the start of the market data', async () => {
+      getExchangeRatesByCurrency.mockResolvedValue({
+        USDCHF: {
+          '2009-01-01': 2,
+          '2010-07-18': 1,
+          '2010-07-19': 1,
+          '2010-07-20': 1.5
+        }
+      });
+
+      marketDataItems.mockResolvedValue([
+        { date: new Date('2010-07-18'), marketPrice: 50 },
+        { date: new Date('2010-07-19'), marketPrice: 100 }
+      ]);
+
+      await expect(
+        getMarketDataForUser({ endDate: parseDate('2010-07-20') })
+      ).resolves.toEqual({
+        marketData: [
+          { date: '2010-07-18', value: 0 },
+          { date: '2010-07-19', value: 100 },
+          { date: '2010-07-20', value: 500 }
+        ]
+      });
+    });
+
+    it('returns no market data if the market data at the baseline date is missing', async () => {
+      getRangeCount.mockResolvedValue(1);
+
+      marketDataItems.mockResolvedValue([
+        { date: new Date('2010-07-18'), marketPrice: 50 },
+        { date: new Date('2010-07-19'), marketPrice: 100 }
+      ]);
+
+      await expect(getMarketDataForUser()).resolves.toEqual({
+        marketData: []
+      });
+    });
+
     it('returns no market data if the benchmark has none', async () => {
       marketDataItems.mockResolvedValue([]);
 

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, isBefore, isSameDay, min } from 'date-fns';
+import { format, isSameDay, min } from 'date-fns';
 import { isNumber } from 'lodash-es';
 
 @Injectable()
@@ -95,8 +95,8 @@ 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%.
+    // In this case, the first market data item is the start and there is no
+    // value before it.
     const [firstMarketDataItem] = marketDataItems;
     const marketPriceAtStartDate = firstMarketDataItem?.marketPrice;
 
@@ -111,6 +111,27 @@ export class BenchmarksService {
       return { marketData };
     }
 
+    if (!isSameDay(firstMarketDataItem.date, baselineDate)) {
+      // If market data exists before the baseline date, the market data at
+      // the baseline date is missing and the benchmark does not start later
+      const marketDataCountBeforeBaselineDate =
+        await this.marketDataService.getRangeCount({
+          assetProfileIdentifiers: [{ dataSource, symbol }],
+          dateQuery: { lt: baselineDate }
+        });
+
+      if (marketDataCountBeforeBaselineDate > 0) {
+        this.logger.error(
+          `No historical market data has been found for ${symbol} (${dataSource}) at ${format(
+            baselineDate,
+            DATE_FORMAT
+          )}`
+        );
+
+        return { marketData };
+      }
+    }
+
     const exchangeRates =
       await this.exchangeRateDataService.getExchangeRatesByCurrency({
         currencies: [currentSymbolItem.currency],
@@ -123,14 +144,6 @@ export class BenchmarksService {
         format(firstMarketDataItem.date, DATE_FORMAT)
       ];
 
-    for (const { date } of chart) {
-      if (!isBefore(resetHours(parseDate(date)), firstMarketDataItem.date)) {
-        break;
-      }
-
-      marketData.push({ date, value: 0 });
-    }
-
     for (const marketDataItem of marketDataItems) {
       const exchangeRate =
         exchangeRates[`${currentSymbolItem.currency}${userCurrency}`]?.[