Task/rename time weighted investment to average investment (#7918)

Rename time weighted investment to average investment

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

@@ -355,6 +355,8 @@ export abstract class PortfolioCalculator {
     const accumulatedValuesByDate: {
       [date: string]: {
         investmentValueWithCurrencyEffect: Big;
+        totalAverageInvestmentValue: Big;
+        totalAverageInvestmentValueWithCurrencyEffect: Big;
         totalCashValueWithCurrencyEffect: Big;
         totalCurrentValue: Big;
         totalCurrentValueWithCurrencyEffect: Big;
@@ -363,13 +365,13 @@ export abstract class PortfolioCalculator {
         totalNetPerformanceValue: Big;
         totalNetPerformanceValueWithCurrencyEffect: Big;
         totalNetWorthValueWithCurrencyEffect: Big;
-        totalTimeWeightedInvestmentValue: Big;
-        totalTimeWeightedInvestmentValueWithCurrencyEffect: Big;
       };
     } = {};
 
     const valuesByAssetProfileIdentifier: {
       [assetProfileIdentifier: string]: {
+        averageInvestmentValues: { [date: string]: Big };
+        averageInvestmentValuesWithCurrencyEffect: { [date: string]: Big };
         currentValues: { [date: string]: Big };
         currentValuesWithCurrencyEffect: { [date: string]: Big };
         investmentValuesAccumulated: { [date: string]: Big };
@@ -378,8 +380,6 @@ export abstract class PortfolioCalculator {
         netPerformanceValues: { [date: string]: Big };
         netPerformanceValuesWithCurrencyEffect: { [date: string]: Big };
         netWorthValuesWithCurrencyEffect: { [date: string]: Big };
-        timeWeightedInvestmentValues: { [date: string]: Big };
-        timeWeightedInvestmentValuesWithCurrencyEffect: { [date: string]: Big };
       };
     } = {};
 
@@ -403,6 +403,10 @@ export abstract class PortfolioCalculator {
         item.symbol === this.currency;
 
       const {
+        averageInvestment,
+        averageInvestmentValues,
+        averageInvestmentValuesWithCurrencyEffect,
+        averageInvestmentWithCurrencyEffect,
         currentValues,
         currentValuesWithCurrencyEffect,
         grossPerformance,
@@ -419,10 +423,6 @@ export abstract class PortfolioCalculator {
         netPerformanceValues,
         netPerformanceValuesWithCurrencyEffect,
         netPerformanceWithCurrencyEffectMap,
-        timeWeightedInvestment,
-        timeWeightedInvestmentValues,
-        timeWeightedInvestmentValuesWithCurrencyEffect,
-        timeWeightedInvestmentWithCurrencyEffect,
         totalDividend,
         totalDividendInBaseCurrency,
         totalInterestInBaseCurrency,
@@ -450,6 +450,8 @@ export abstract class PortfolioCalculator {
       valuesByAssetProfileIdentifier[assetProfileIdentifier] =
         isCashInBaseCurrency
           ? {
+              averageInvestmentValues: {},
+              averageInvestmentValuesWithCurrencyEffect: {},
               currentValues: {},
               currentValuesWithCurrencyEffect: {},
               investmentValuesAccumulated: {},
@@ -457,11 +459,11 @@ export abstract class PortfolioCalculator {
               investmentValuesWithCurrencyEffect: {},
               netPerformanceValues: {},
               netPerformanceValuesWithCurrencyEffect: {},
-              netWorthValuesWithCurrencyEffect: currentValuesWithCurrencyEffect,
+              netWorthValuesWithCurrencyEffect: currentValuesWithCurrencyEffect
-              timeWeightedInvestmentValues: {},
-              timeWeightedInvestmentValuesWithCurrencyEffect: {}
             }
           : {
+              averageInvestmentValues,
+              averageInvestmentValuesWithCurrencyEffect,
               currentValues,
               currentValuesWithCurrencyEffect,
               investmentValuesAccumulated,
@@ -469,14 +471,12 @@ export abstract class PortfolioCalculator {
               investmentValuesWithCurrencyEffect,
               netPerformanceValues,
               netPerformanceValuesWithCurrencyEffect,
-              timeWeightedInvestmentValues,
-              timeWeightedInvestmentValuesWithCurrencyEffect,
               netWorthValuesWithCurrencyEffect: currentValuesWithCurrencyEffect
             };
 
       positions.push({
-        timeWeightedInvestment,
+        averageInvestment,
-        timeWeightedInvestmentWithCurrencyEffect,
+        averageInvestmentWithCurrencyEffect,
         activitiesCount: item.activitiesCount,
         averagePrice: item.averagePrice,
         currency: item.currency,
@@ -586,12 +586,12 @@ export abstract class PortfolioCalculator {
           assetProfileValues.netWorthValuesWithCurrencyEffect?.[dateString] ??
           new Big(0);
 
-        const timeWeightedInvestmentValue =
+        const averageInvestmentValue =
-          assetProfileValues.timeWeightedInvestmentValues?.[dateString] ??
+          assetProfileValues.averageInvestmentValues?.[dateString] ??
           new Big(0);
 
-        const timeWeightedInvestmentValueWithCurrencyEffect =
+        const averageInvestmentValueWithCurrencyEffect =
-          assetProfileValues.timeWeightedInvestmentValuesWithCurrencyEffect?.[
+          assetProfileValues.averageInvestmentValuesWithCurrencyEffect?.[
             dateString
           ] ?? new Big(0);
 
@@ -600,6 +600,14 @@ export abstract class PortfolioCalculator {
             accumulatedValuesByDate[dateString]
               ?.investmentValueWithCurrencyEffect ?? new Big(0)
           ).add(investmentValueWithCurrencyEffect),
+          totalAverageInvestmentValue: (
+            accumulatedValuesByDate[dateString]?.totalAverageInvestmentValue ??
+            new Big(0)
+          ).add(averageInvestmentValue),
+          totalAverageInvestmentValueWithCurrencyEffect: (
+            accumulatedValuesByDate[dateString]
+              ?.totalAverageInvestmentValueWithCurrencyEffect ?? new Big(0)
+          ).add(averageInvestmentValueWithCurrencyEffect),
           totalCashValueWithCurrencyEffect: (
             accumulatedValuesByDate[dateString]
               ?.totalCashValueWithCurrencyEffect ?? new Big(0)
@@ -634,15 +642,7 @@ export abstract class PortfolioCalculator {
           totalNetWorthValueWithCurrencyEffect: (
             accumulatedValuesByDate[dateString]
               ?.totalNetWorthValueWithCurrencyEffect ?? new Big(0)
-          ).add(netWorthValueWithCurrencyEffect),
+          ).add(netWorthValueWithCurrencyEffect)
-          totalTimeWeightedInvestmentValue: (
-            accumulatedValuesByDate[dateString]
-              ?.totalTimeWeightedInvestmentValue ?? new Big(0)
-          ).add(timeWeightedInvestmentValue),
-          totalTimeWeightedInvestmentValueWithCurrencyEffect: (
-            accumulatedValuesByDate[dateString]
-              ?.totalTimeWeightedInvestmentValueWithCurrencyEffect ?? new Big(0)
-          ).add(timeWeightedInvestmentValueWithCurrencyEffect)
         };
       }
     }
@@ -652,6 +652,8 @@ export abstract class PortfolioCalculator {
     ).map(([date, values]) => {
       const {
         investmentValueWithCurrencyEffect,
+        totalAverageInvestmentValue,
+        totalAverageInvestmentValueWithCurrencyEffect,
         totalCashValueWithCurrencyEffect,
         totalCurrentValue,
         totalCurrentValueWithCurrencyEffect,
@@ -659,22 +661,18 @@ export abstract class PortfolioCalculator {
         totalInvestmentValueWithCurrencyEffect,
         totalNetPerformanceValue,
         totalNetPerformanceValueWithCurrencyEffect,
-        totalNetWorthValueWithCurrencyEffect,
+        totalNetWorthValueWithCurrencyEffect
-        totalTimeWeightedInvestmentValue,
-        totalTimeWeightedInvestmentValueWithCurrencyEffect
       } = values;
 
-      const netPerformanceInPercentage = totalTimeWeightedInvestmentValue.eq(0)
+      const netPerformanceInPercentage = totalAverageInvestmentValue.eq(0)
         ? 0
-        : totalNetPerformanceValue
+        : totalNetPerformanceValue.div(totalAverageInvestmentValue).toNumber();
-            .div(totalTimeWeightedInvestmentValue)
-            .toNumber();
 
       const netPerformanceInPercentageWithCurrencyEffect =
-        totalTimeWeightedInvestmentValueWithCurrencyEffect.eq(0)
+        totalAverageInvestmentValueWithCurrencyEffect.eq(0)
           ? 0
           : totalNetPerformanceValueWithCurrencyEffect
-              .div(totalTimeWeightedInvestmentValueWithCurrencyEffect)
+              .div(totalAverageInvestmentValueWithCurrencyEffect)
               .toNumber();
 
       return {
@@ -868,6 +866,10 @@ export abstract class PortfolioCalculator {
 
   protected getEmptyHoldingPerformance(): HoldingPerformance {
     return {
+      averageInvestment: new Big(0),
+      averageInvestmentValues: {},
+      averageInvestmentValuesWithCurrencyEffect: {},
+      averageInvestmentWithCurrencyEffect: new Big(0),
       currentValues: {},
       currentValuesWithCurrencyEffect: {},
       grossPerformance: new Big(0),
@@ -884,10 +886,6 @@ export abstract class PortfolioCalculator {
       netPerformanceValues: {},
       netPerformanceValuesWithCurrencyEffect: {},
       netPerformanceWithCurrencyEffectMap: {},
-      timeWeightedInvestment: new Big(0),
-      timeWeightedInvestmentValues: {},
-      timeWeightedInvestmentValuesWithCurrencyEffect: {},
-      timeWeightedInvestmentWithCurrencyEffect: new Big(0),
       totalDividend: new Big(0),
       totalDividendInBaseCurrency: new Big(0),
       totalInterestInBaseCurrency: new Big(0),
@@ -1346,12 +1344,12 @@ export abstract class PortfolioCalculator {
 
     const chart: HistoricalDataItem[] = [];
 
+    const averageInvestmentValues: number[] = [];
+    const averageInvestmentValuesWithCurrencyEffect: number[] = [];
     let grossPerformanceAtStartDate: number;
     let grossPerformanceWithCurrencyEffectAtStartDate: number;
     let netPerformanceAtStartDate: number;
     let netPerformanceWithCurrencyEffectAtStartDate: number;
-    const timeWeightedInvestmentValues: number[] = [];
-    const timeWeightedInvestmentValuesWithCurrencyEffect: number[] = [];
 
     for (const historicalDataItem of historicalData) {
       const date = resetHours(parseDate(historicalDataItem.date));
@@ -1382,28 +1380,27 @@ export abstract class PortfolioCalculator {
         // investment of each day. Thus the range starts with the value of its
         // first day, and subsequent buy and sell activities stay included.
         if (historicalDataItem.totalInvestment > 0) {
-          timeWeightedInvestmentValues.push(
+          averageInvestmentValues.push(
             historicalDataItem.totalInvestment + grossPerformanceAtStartDate
           );
         }
 
         if (historicalDataItem.totalInvestmentValueWithCurrencyEffect > 0) {
-          timeWeightedInvestmentValuesWithCurrencyEffect.push(
+          averageInvestmentValuesWithCurrencyEffect.push(
             historicalDataItem.totalInvestmentValueWithCurrencyEffect +
               grossPerformanceWithCurrencyEffectAtStartDate
           );
         }
 
-        const timeWeightedInvestmentValue =
+        const averageInvestmentValue =
-          timeWeightedInvestmentValues.length > 0
+          averageInvestmentValues.length > 0
-            ? sum(timeWeightedInvestmentValues) /
+            ? sum(averageInvestmentValues) / averageInvestmentValues.length
-              timeWeightedInvestmentValues.length
             : 0;
 
-        const timeWeightedInvestmentValueWithCurrencyEffect =
+        const averageInvestmentValueWithCurrencyEffect =
-          timeWeightedInvestmentValuesWithCurrencyEffect.length > 0
+          averageInvestmentValuesWithCurrencyEffect.length > 0
-            ? sum(timeWeightedInvestmentValuesWithCurrencyEffect) /
+            ? sum(averageInvestmentValuesWithCurrencyEffect) /
-              timeWeightedInvestmentValuesWithCurrencyEffect.length
+              averageInvestmentValuesWithCurrencyEffect.length
             : 0;
 
         chart.push({
@@ -1412,13 +1409,13 @@ export abstract class PortfolioCalculator {
           netPerformanceWithCurrencyEffect:
             netPerformanceWithCurrencyEffectSinceStartDate,
           netPerformanceInPercentage:
-            timeWeightedInvestmentValue > 0
+            averageInvestmentValue > 0
-              ? netPerformanceSinceStartDate / timeWeightedInvestmentValue
+              ? netPerformanceSinceStartDate / averageInvestmentValue
               : 0,
           netPerformanceInPercentageWithCurrencyEffect:
-            timeWeightedInvestmentValueWithCurrencyEffect > 0
+            averageInvestmentValueWithCurrencyEffect > 0
               ? netPerformanceWithCurrencyEffectSinceStartDate /
-                timeWeightedInvestmentValueWithCurrencyEffect
+                averageInvestmentValueWithCurrencyEffect
               : 0
         });
       }

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

@@ -148,6 +148,10 @@ describe('PortfolioCalculator', () => {
         positions: [
           {
             activitiesCount: 2,
+            averageInvestment: new Big('474.93846153846153846154'),
+            averageInvestmentWithCurrencyEffect: new Big(
+              '474.93846153846153846154'
+            ),
             averagePrice: new Big('139.75'),
             currency: 'CHF',
             dataSource: 'YAHOO',
@@ -177,10 +181,6 @@ describe('PortfolioCalculator', () => {
             quantity: new Big('4'),
             symbol: 'BALN.SW',
             tags: [],
-            timeWeightedInvestment: new Big('474.93846153846153846154'),
-            timeWeightedInvestmentWithCurrencyEffect: new Big(
-              '474.93846153846153846154'
-            ),
             valueInBaseCurrency: new Big('595.6')
           }
         ],

apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-baln-buy-and-sell-in-two-activities.spec.ts

@@ -164,6 +164,10 @@ describe('PortfolioCalculator', () => {
         positions: [
           {
             activitiesCount: 3,
+            averageInvestment: new Big('285.80000000000000396627'),
+            averageInvestmentWithCurrencyEffect: new Big(
+              '285.80000000000000396627'
+            ),
             averagePrice: new Big('0'),
             currency: 'CHF',
             dataSource: 'YAHOO',
@@ -191,10 +195,6 @@ describe('PortfolioCalculator', () => {
             quantity: new Big('0'),
             symbol: 'BALN.SW',
             tags: [],
-            timeWeightedInvestment: new Big('285.80000000000000396627'),
-            timeWeightedInvestmentWithCurrencyEffect: new Big(
-              '285.80000000000000396627'
-            ),
             valueInBaseCurrency: new Big('0')
           }
         ],

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

@@ -155,6 +155,8 @@ describe('PortfolioCalculator', () => {
         positions: [
           {
             activitiesCount: 2,
+            averageInvestment: new Big('285.8'),
+            averageInvestmentWithCurrencyEffect: new Big('285.8'),
             averagePrice: new Big('0'),
             currency: 'CHF',
             dataSource: 'YAHOO',
@@ -184,8 +186,6 @@ describe('PortfolioCalculator', () => {
             quantity: new Big('0'),
             symbol: 'BALN.SW',
             tags: [],
-            timeWeightedInvestment: new Big('285.8'),
-            timeWeightedInvestmentWithCurrencyEffect: new Big('285.8'),
             valueInBaseCurrency: new Big('0')
           }
         ],

apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-baln-buy.spec.ts

@@ -138,6 +138,8 @@ describe('PortfolioCalculator', () => {
         positions: [
           {
             activitiesCount: 1,
+            averageInvestment: new Big('273.2'),
+            averageInvestmentWithCurrencyEffect: new Big('273.2'),
             averagePrice: new Big('136.6'),
             currency: 'CHF',
             dataSource: 'YAHOO',
@@ -173,8 +175,6 @@ describe('PortfolioCalculator', () => {
             quantity: new Big('2'),
             symbol: 'BALN.SW',
             tags: [],
-            timeWeightedInvestment: new Big('273.2'),
-            timeWeightedInvestmentWithCurrencyEffect: new Big('273.2'),
             valueInBaseCurrency: new Big('297.8')
           }
         ],

apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-btceur.spec.ts

@@ -199,6 +199,8 @@ describe('PortfolioCalculator', () => {
         positions: [
           {
             activitiesCount: 1,
+            averageInvestment: new Big('44558.42'),
+            averageInvestmentWithCurrencyEffect: new Big('44558.42'),
             averagePrice: new Big('44558.42'),
             currency: 'USD',
             dataSource: 'YAHOO',
@@ -228,8 +230,6 @@ describe('PortfolioCalculator', () => {
             quantity: new Big('1'),
             symbol: 'BTCUSD',
             tags: [],
-            timeWeightedInvestment: new Big('44558.42'),
-            timeWeightedInvestmentWithCurrencyEffect: new Big('44558.42'),
             valueInBaseCurrency: new Big('43099.7')
           }
         ],

apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-btcusd-buy-and-sell-partially.spec.ts

@@ -167,6 +167,10 @@ describe('PortfolioCalculator', () => {
         positions: [
           {
             activitiesCount: 2,
+            averageInvestment: new Big('623.73992504096715328467'),
+            averageInvestmentWithCurrencyEffect: new Big(
+              '636.79469348020066587024'
+            ),
             averagePrice: new Big('320.43'),
             currency: 'USD',
             dataSource: 'YAHOO',
@@ -202,10 +206,6 @@ describe('PortfolioCalculator', () => {
             quantity: new Big('1'),
             symbol: 'BTCUSD',
             tags: [],
-            timeWeightedInvestment: new Big('623.73992504096715328467'),
-            timeWeightedInvestmentWithCurrencyEffect: new Big(
-              '636.79469348020066587024'
-            ),
             valueInBaseCurrency: new Big('13298.425356')
           }
         ],

apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-btcusd.spec.ts

@@ -199,6 +199,8 @@ describe('PortfolioCalculator', () => {
         positions: [
           {
             activitiesCount: 1,
+            averageInvestment: new Big('44558.42'),
+            averageInvestmentWithCurrencyEffect: new Big('44558.42'),
             averagePrice: new Big('44558.42'),
             currency: 'USD',
             dataSource: 'YAHOO',
@@ -228,8 +230,6 @@ describe('PortfolioCalculator', () => {
             quantity: new Big('1'),
             symbol: 'BTCUSD',
             tags: [],
-            timeWeightedInvestment: new Big('44558.42'),
-            timeWeightedInvestmentWithCurrencyEffect: new Big('44558.42'),
             valueInBaseCurrency: new Big('43099.7')
           }
         ],

apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-cash.spec.ts

@@ -252,6 +252,10 @@ describe('PortfolioCalculator', () => {
        */
       expect(position).toMatchObject<PortfolioSnapshotHolding>({
         activitiesCount: 2,
+        averageInvestment: new Big('912.47956403269754768392'),
+        averageInvestmentWithCurrencyEffect: new Big(
+          '852.45231607629427792916'
+        ),
         averagePrice: new Big(1),
         currency: 'USD',
         dataSource: DataSource.YAHOO,
@@ -292,10 +296,6 @@ describe('PortfolioCalculator', () => {
         },
         quantity: new Big(2000),
         symbol: 'USD',
-        timeWeightedInvestment: new Big('912.47956403269754768392'),
-        timeWeightedInvestmentWithCurrencyEffect: new Big(
-          '852.45231607629427792916'
-        ),
         valueInBaseCurrency: new Big(1820)
       });
 

apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-googl-buy.spec.ts

@@ -144,6 +144,8 @@ describe('PortfolioCalculator', () => {
         positions: [
           {
             activitiesCount: 1,
+            averageInvestment: new Big('89.12').mul(0.8854),
+            averageInvestmentWithCurrencyEffect: new Big('82.329056'),
             averagePrice: new Big('89.12'),
             currency: 'USD',
             dataSource: 'YAHOO',
@@ -173,8 +175,6 @@ describe('PortfolioCalculator', () => {
             quantity: new Big('1'),
             symbol: 'GOOGL',
             tags: [],
-            timeWeightedInvestment: new Big('89.12').mul(0.8854),
-            timeWeightedInvestmentWithCurrencyEffect: new Big('82.329056'),
             valueInBaseCurrency: new Big('103.10483')
           }
         ],

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

@@ -144,6 +144,10 @@ describe('PortfolioCalculator', () => {
         positions: [
           {
             activitiesCount: 2,
+            averageInvestment: new Big('145.10285714285714285714'),
+            averageInvestmentWithCurrencyEffect: new Big(
+              '145.10285714285714285714'
+            ),
             averagePrice: new Big('75.80'),
             currency: 'CHF',
             dataSource: 'YAHOO',
@@ -173,10 +177,6 @@ describe('PortfolioCalculator', () => {
             quantity: new Big('1'),
             symbol: 'NOVN.SW',
             tags: [],
-            timeWeightedInvestment: new Big('145.10285714285714285714'),
-            timeWeightedInvestmentWithCurrencyEffect: new Big(
-              '145.10285714285714285714'
-            ),
             valueInBaseCurrency: new Big('87.8')
           }
         ],

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

@@ -197,6 +197,8 @@ describe('PortfolioCalculator', () => {
         positions: [
           {
             activitiesCount: 2,
+            averageInvestment: new Big('151.6'),
+            averageInvestmentWithCurrencyEffect: new Big('151.6'),
             averagePrice: new Big('0'),
             currency: 'CHF',
             dataSource: 'YAHOO',
@@ -226,8 +228,6 @@ describe('PortfolioCalculator', () => {
             quantity: new Big('0'),
             symbol: 'NOVN.SW',
             tags: [],
-            timeWeightedInvestment: new Big('151.6'),
-            timeWeightedInvestmentWithCurrencyEffect: new Big('151.6'),
             valueInBaseCurrency: new Big('0')
           }
         ],

apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-valuable.spec.ts

@@ -121,6 +121,8 @@ describe('PortfolioCalculator', () => {
         positions: [
           {
             activitiesCount: 1,
+            averageInvestment: new Big('500000'),
+            averageInvestmentWithCurrencyEffect: new Big('500000'),
             averagePrice: new Big('500000'),
             currency: 'USD',
             dataSource: 'MANUAL',
@@ -148,8 +150,6 @@ describe('PortfolioCalculator', () => {
             quantity: new Big('1'),
             symbol: 'dac95060-d4f2-4653-a253-2c45e6fb5cde',
             tags: [],
-            timeWeightedInvestment: new Big('500000'),
-            timeWeightedInvestmentWithCurrencyEffect: new Big('500000'),
             valueInBaseCurrency: new Big('500000')
           }
         ],

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

@@ -31,12 +31,12 @@ export class RoaiPortfolioCalculator extends PortfolioCalculator {
     let grossPerformanceWithCurrencyEffect = new Big(0);
     let hasErrors = false;
     let netPerformance = new Big(0);
+    let totalAverageInvestment = new Big(0);
+    let totalAverageInvestmentWithCurrencyEffect = new Big(0);
     let totalFeesWithCurrencyEffect = new Big(0);
     const totalInterestWithCurrencyEffect = new Big(0);
     let totalInvestment = new Big(0);
     let totalInvestmentWithCurrencyEffect = new Big(0);
-    let totalTimeWeightedInvestment = new Big(0);
-    let totalTimeWeightedInvestmentWithCurrencyEffect = new Big(0);
 
     for (const currentPosition of positions) {
       if (currentPosition.valueInBaseCurrency) {
@@ -83,14 +83,14 @@ export class RoaiPortfolioCalculator extends PortfolioCalculator {
         hasErrors = true;
       }
 
-      if (currentPosition.timeWeightedInvestment) {
+      if (currentPosition.averageInvestment) {
-        totalTimeWeightedInvestment = totalTimeWeightedInvestment.plus(
+        totalAverageInvestment = totalAverageInvestment.plus(
-          currentPosition.timeWeightedInvestment
+          currentPosition.averageInvestment
         );
 
-        totalTimeWeightedInvestmentWithCurrencyEffect =
+        totalAverageInvestmentWithCurrencyEffect =
-          totalTimeWeightedInvestmentWithCurrencyEffect.plus(
+          totalAverageInvestmentWithCurrencyEffect.plus(
-            currentPosition.timeWeightedInvestmentWithCurrencyEffect
+            currentPosition.averageInvestmentWithCurrencyEffect
           );
       } else if (!currentPosition.quantity.eq(0)) {
         this.logger.warn(
@@ -137,14 +137,14 @@ export class RoaiPortfolioCalculator extends PortfolioCalculator {
     };
     start: Date;
   } & AssetProfileIdentifier): HoldingPerformance {
-    let investmentAtStartDate: Big;
+    const averageInvestmentValues: { [date: string]: Big } = {};
-    let investmentAtStartDateWithCurrencyEffect: Big;
-    const timeWeightedInvestmentValues: { [date: string]: Big } = {};
 
-    const timeWeightedInvestmentValuesWithCurrencyEffect: {
+    const averageInvestmentValuesWithCurrencyEffect: {
       [date: string]: Big;
     } = {};
 
+    let investmentAtStartDate: Big;
+    let investmentAtStartDateWithCurrencyEffect: Big;
     let valueAtStartDate: Big;
     let valueAtStartDateWithCurrencyEffect: Big;
 
@@ -248,9 +248,9 @@ export class RoaiPortfolioCalculator extends PortfolioCalculator {
       return itemType === 'end';
     });
 
+    let sumOfWeightedInvestments = new Big(0);
+    let sumOfWeightedInvestmentsWithCurrencyEffect = new Big(0);
     let totalInvestmentDays = 0;
-    let sumOfTimeWeightedInvestments = new Big(0);
-    let sumOfTimeWeightedInvestmentsWithCurrencyEffect = new Big(0);
 
     for (let i = 0; i < items.length; i += 1) {
       const item = items[i];
@@ -269,7 +269,7 @@ export class RoaiPortfolioCalculator extends PortfolioCalculator {
 
       if (i > indexOfStartActivity) {
         // Only consider periods with an investment for the calculation of
-        // the time weighted investment
+        // the average investment
         if (
           item.valueBeforeTransaction.gt(0) &&
           ['BUY', 'SELL'].includes(item.type)
@@ -289,18 +289,18 @@ export class RoaiPortfolioCalculator extends PortfolioCalculator {
           }
 
           // Sum up the total investment days since the start date to calculate
-          // the time weighted investment
+          // the average investment
           totalInvestmentDays += daysSinceLastActivity;
 
-          sumOfTimeWeightedInvestments = sumOfTimeWeightedInvestments.add(
+          sumOfWeightedInvestments = sumOfWeightedInvestments.add(
             valueAtStartDate
               .minus(investmentAtStartDate)
               .plus(item.investmentBeforeTransaction)
               .mul(daysSinceLastActivity)
           );
 
-          sumOfTimeWeightedInvestmentsWithCurrencyEffect =
+          sumOfWeightedInvestmentsWithCurrencyEffect =
-            sumOfTimeWeightedInvestmentsWithCurrencyEffect.add(
+            sumOfWeightedInvestmentsWithCurrencyEffect.add(
               valueAtStartDateWithCurrencyEffect
                 .minus(investmentAtStartDateWithCurrencyEffect)
                 .plus(item.investmentBeforeTransactionWithCurrencyEffect)
@@ -309,17 +309,17 @@ export class RoaiPortfolioCalculator extends PortfolioCalculator {
         }
 
         // If duration is effectively zero (first day), use the actual investment as the base.
-        // Otherwise, use the calculated time-weighted average.
+        // Otherwise, use the calculated average investment.
-        timeWeightedInvestmentValues[item.date] =
+        averageInvestmentValues[item.date] =
           totalInvestmentDays > Number.EPSILON
-            ? sumOfTimeWeightedInvestments.div(totalInvestmentDays)
+            ? sumOfWeightedInvestments.div(totalInvestmentDays)
             : item.investment.gt(0)
               ? item.investment
               : new Big(0);
 
-        timeWeightedInvestmentValuesWithCurrencyEffect[item.date] =
+        averageInvestmentValuesWithCurrencyEffect[item.date] =
           totalInvestmentDays > Number.EPSILON
-            ? sumOfTimeWeightedInvestmentsWithCurrencyEffect.div(
+            ? sumOfWeightedInvestmentsWithCurrencyEffect.div(
                 totalInvestmentDays
               )
             : item.investmentWithCurrencyEffect.gt(0)
@@ -363,31 +363,25 @@ export class RoaiPortfolioCalculator extends PortfolioCalculator {
       .minus(grossPerformanceAtStartDate)
       .minus(fees.minus(feesAtStartDate));
 
-    const timeWeightedAverageInvestmentBetweenStartAndEndDate =
+    const averageInvestmentBetweenStartAndEndDate =
       totalInvestmentDays > 0
-        ? sumOfTimeWeightedInvestments.div(totalInvestmentDays)
+        ? sumOfWeightedInvestments.div(totalInvestmentDays)
         : new Big(0);
 
-    const timeWeightedAverageInvestmentBetweenStartAndEndDateWithCurrencyEffect =
+    const averageInvestmentBetweenStartAndEndDateWithCurrencyEffect =
       totalInvestmentDays > 0
-        ? sumOfTimeWeightedInvestmentsWithCurrencyEffect.div(
+        ? sumOfWeightedInvestmentsWithCurrencyEffect.div(totalInvestmentDays)
-            totalInvestmentDays
-          )
         : new Big(0);
 
     const grossPerformancePercentage =
-      timeWeightedAverageInvestmentBetweenStartAndEndDate.gt(0)
+      averageInvestmentBetweenStartAndEndDate.gt(0)
-        ? totalGrossPerformance.div(
+        ? totalGrossPerformance.div(averageInvestmentBetweenStartAndEndDate)
-            timeWeightedAverageInvestmentBetweenStartAndEndDate
-          )
         : new Big(0);
 
     const grossPerformancePercentageWithCurrencyEffect =
-      timeWeightedAverageInvestmentBetweenStartAndEndDateWithCurrencyEffect.gt(
+      averageInvestmentBetweenStartAndEndDateWithCurrencyEffect.gt(0)
-        0
-      )
         ? totalGrossPerformanceWithCurrencyEffect.div(
-            timeWeightedAverageInvestmentBetweenStartAndEndDateWithCurrencyEffect
+            averageInvestmentBetweenStartAndEndDateWithCurrencyEffect
           )
         : new Big(0);
 
@@ -401,12 +395,11 @@ export class RoaiPortfolioCalculator extends PortfolioCalculator {
           .div(totalQuantity)
       : new Big(0);
 
-    const netPerformancePercentage =
+    const netPerformancePercentage = averageInvestmentBetweenStartAndEndDate.gt(
-      timeWeightedAverageInvestmentBetweenStartAndEndDate.gt(0)
+      0
-        ? totalNetPerformance.div(
+    )
-            timeWeightedAverageInvestmentBetweenStartAndEndDate
+      ? totalNetPerformance.div(averageInvestmentBetweenStartAndEndDate)
-          )
+      : new Big(0);
-        : new Big(0);
 
     const netPerformancePercentageWithCurrencyEffectMap: {
       [key: DateRange]: Big;
@@ -512,10 +505,10 @@ export class RoaiPortfolioCalculator extends PortfolioCalculator {
         Total investment with currency effect: ${totalInvestmentWithCurrencyEffect.toFixed(
           2
         )}
-        Time weighted investment: ${timeWeightedAverageInvestmentBetweenStartAndEndDate.toFixed(
+        Average investment: ${averageInvestmentBetweenStartAndEndDate.toFixed(
           2
         )}
-        Time weighted investment with currency effect: ${timeWeightedAverageInvestmentBetweenStartAndEndDateWithCurrencyEffect.toFixed(
+        Average investment with currency effect: ${averageInvestmentBetweenStartAndEndDateWithCurrencyEffect.toFixed(
           2
         )}
         Total dividend: ${totalDividend.toFixed(2)}
@@ -541,6 +534,8 @@ export class RoaiPortfolioCalculator extends PortfolioCalculator {
     }
 
     return {
+      averageInvestmentValues,
+      averageInvestmentValuesWithCurrencyEffect,
       currentValues,
       currentValuesWithCurrencyEffect,
       grossPerformancePercentage,
@@ -553,23 +548,20 @@ export class RoaiPortfolioCalculator extends PortfolioCalculator {
       netPerformanceValues,
       netPerformanceValuesWithCurrencyEffect,
       netPerformanceWithCurrencyEffectMap,
-      timeWeightedInvestmentValues,
-      timeWeightedInvestmentValuesWithCurrencyEffect,
       totalDividend,
       totalDividendInBaseCurrency,
       totalInterestInBaseCurrency,
       totalInvestment,
       totalInvestmentWithCurrencyEffect,
       totalLiabilitiesInBaseCurrency,
+      averageInvestment: averageInvestmentBetweenStartAndEndDate,
+      averageInvestmentWithCurrencyEffect:
+        averageInvestmentBetweenStartAndEndDateWithCurrencyEffect,
       grossPerformance: totalGrossPerformance,
       grossPerformanceWithCurrencyEffect:
         totalGrossPerformanceWithCurrencyEffect,
       hasErrors: totalQuantity.gt(0) && (!initialValue || !unitPriceAtEndDate),
-      netPerformance: totalNetPerformance,
+      netPerformance: totalNetPerformance
-      timeWeightedInvestment:
-        timeWeightedAverageInvestmentBetweenStartAndEndDate,
-      timeWeightedInvestmentWithCurrencyEffect:
-        timeWeightedAverageInvestmentBetweenStartAndEndDateWithCurrencyEffect
     };
   }
 

apps/api/src/app/portfolio/interfaces/holding-performance.interface.ts

@@ -3,6 +3,14 @@ import { DateRange } from '@ghostfolio/common/types';
 import { Big } from 'big.js';
 
 export interface HoldingPerformance {
+  averageInvestment: Big;
+  averageInvestmentValues: {
+    [date: string]: Big;
+  };
+  averageInvestmentValuesWithCurrencyEffect: {
+    [date: string]: Big;
+  };
+  averageInvestmentWithCurrencyEffect: Big;
   currentValues: {
     [date: string]: Big;
   };
@@ -31,14 +39,6 @@ export interface HoldingPerformance {
   };
   netPerformanceValuesWithCurrencyEffect: { [date: string]: Big };
   netPerformanceWithCurrencyEffectMap: { [key: DateRange]: Big };
-  timeWeightedInvestment: Big;
-  timeWeightedInvestmentValues: {
-    [date: string]: Big;
-  };
-  timeWeightedInvestmentValuesWithCurrencyEffect: {
-    [date: string]: Big;
-  };
-  timeWeightedInvestmentWithCurrencyEffect: Big;
   totalDividend: Big;
   totalDividendInBaseCurrency: Big;
   totalInterestInBaseCurrency: Big;

apps/api/src/app/portfolio/portfolio.service.spec.ts

@@ -406,6 +406,8 @@ describe('PortfolioService', () => {
 
       const usdPosition = {
         activitiesCount: 1,
+        averageInvestment: new Big(0),
+        averageInvestmentWithCurrencyEffect: new Big(0),
         averagePrice: new Big(1),
         currency: 'USD',
         dataSource: DataSource.YAHOO,
@@ -429,8 +431,6 @@ describe('PortfolioService', () => {
         quantity: new Big(quantity),
         symbol: 'USD',
         tags: [],
-        timeWeightedInvestment: new Big(0),
-        timeWeightedInvestmentWithCurrencyEffect: new Big(0),
         valueInBaseCurrency: new Big(1820)
       };
 

apps/api/src/app/portfolio/portfolio.service.ts

@@ -984,6 +984,8 @@ export class PortfolioService {
 
     const {
       activitiesCount,
+      averageInvestment,
+      averageInvestmentWithCurrencyEffect,
       averagePrice,
       currency,
       dateOfFirstActivity,
@@ -1000,9 +1002,7 @@ export class PortfolioService {
       netPerformancePercentageWithCurrencyEffectMap,
       netPerformanceWithCurrencyEffectMap,
       quantity,
-      tags,
+      tags
-      timeWeightedInvestment,
-      timeWeightedInvestmentWithCurrencyEffect
     } = holding;
 
     const activitiesOfHolding = activities.filter((activity) => {
@@ -1017,9 +1017,9 @@ export class PortfolioService {
         new Date(),
         parseDate(dateOfFirstActivity)
       ),
-      netPerformancePercentage: timeWeightedInvestment.eq(0)
+      netPerformancePercentage: averageInvestment.eq(0)
         ? new Big(0)
-        : dividendInBaseCurrency.div(timeWeightedInvestment)
+        : dividendInBaseCurrency.div(averageInvestment)
     });
 
     const dividendYieldPercentWithCurrencyEffect =
@@ -1028,9 +1028,9 @@ export class PortfolioService {
           new Date(),
           parseDate(dateOfFirstActivity)
         ),
-        netPerformancePercentage: timeWeightedInvestmentWithCurrencyEffect.eq(0)
+        netPerformancePercentage: averageInvestmentWithCurrencyEffect.eq(0)
           ? new Big(0)
-          : dividendInBaseCurrency.div(timeWeightedInvestmentWithCurrencyEffect)
+          : dividendInBaseCurrency.div(averageInvestmentWithCurrencyEffect)
       });
 
     const historicalData = await this.dataProviderService.getHistorical(

libs/common/src/lib/models/portfolio-snapshot-holding.ts

@@ -6,11 +6,44 @@ import { DateRange } from '@ghostfolio/common/types';
 
 import { DataSource, Tag } from '@prisma/client';
 import { Big } from 'big.js';
-import { Transform, Type } from 'class-transformer';
+import { Expose, Transform, Type } from 'class-transformer';
+
+/**
+ * @deprecated Backward compatibility to read the portfolio snapshots which
+ * have been cached with the former name of the property
+ *
+ * TODO: Remove the fallback with the next release, together with the
+ * `@Expose()` decorators of `averageInvestment` and
+ * `averageInvestmentWithCurrencyEffect`
+ */
+function transformToBigWithFallback(formerKey: string) {
+  return ({ obj, value }: { obj: Record<string, string>; value: string }) => {
+    const valueOrFallback = value ?? obj[formerKey];
+
+    return valueOrFallback === undefined
+      ? undefined
+      : transformToBig({ value: valueOrFallback });
+  };
+}
 
 export class PortfolioSnapshotHolding {
   activitiesCount: number;
 
+  @Expose()
+  @Transform(transformToBigWithFallback('timeWeightedInvestment'), {
+    toClassOnly: true
+  })
+  @Type(() => Big)
+  averageInvestment: Big;
+
+  @Expose()
+  @Transform(
+    transformToBigWithFallback('timeWeightedInvestmentWithCurrencyEffect'),
+    { toClassOnly: true }
+  )
+  @Type(() => Big)
+  averageInvestmentWithCurrencyEffect: Big;
+
   @Transform(transformToBig, { toClassOnly: true })
   @Type(() => Big)
   averagePrice: Big;
@@ -83,14 +116,6 @@ export class PortfolioSnapshotHolding {
   symbol: string;
   tags?: Tag[];
 
-  @Transform(transformToBig, { toClassOnly: true })
-  @Type(() => Big)
-  timeWeightedInvestment: Big;
-
-  @Transform(transformToBig, { toClassOnly: true })
-  @Type(() => Big)
-  timeWeightedInvestmentWithCurrencyEffect: Big;
-
   @Transform(transformToBig, { toClassOnly: true })
   @Type(() => Big)
   valueInBaseCurrency: Big;