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@ -4,8 +4,6 @@ import { CashDetails } from '@ghostfolio/api/app/account/interfaces/cash-details |
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import { Activity } from '@ghostfolio/api/app/order/interfaces/activities.interface'; |
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import { OrderService } from '@ghostfolio/api/app/order/order.service'; |
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import { CurrentRateService } from '@ghostfolio/api/app/portfolio/current-rate.service'; |
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import { PortfolioOrder } from '@ghostfolio/api/app/portfolio/interfaces/portfolio-order.interface'; |
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import { TransactionPoint } from '@ghostfolio/api/app/portfolio/interfaces/transaction-point.interface'; |
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import { UserService } from '@ghostfolio/api/app/user/user.service'; |
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import { getFactor } from '@ghostfolio/api/helper/portfolio.helper'; |
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import { AccountClusterRiskCurrentInvestment } from '@ghostfolio/api/models/rules/account-cluster-risk/current-investment'; |
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@ -88,11 +86,11 @@ import { |
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} from 'date-fns'; |
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import { isEmpty, last, uniq, uniqBy } from 'lodash'; |
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import { PortfolioCalculator } from './calculator/twr/portfolio-calculator'; |
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import { |
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HistoricalDataContainer, |
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PortfolioPositionDetail |
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} from './interfaces/portfolio-position-detail.interface'; |
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import { PortfolioCalculator } from './portfolio-calculator'; |
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import { RulesService } from './rules.service'; |
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const asiaPacificMarkets = require('../../assets/countries/asia-pacific-markets.json'); |
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@ -266,15 +264,15 @@ export class PortfolioService { |
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}): Promise<PortfolioInvestments> { |
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const userId = await this.getUserId(impersonationId, this.request.user.id); |
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const { portfolioOrders, transactionPoints } = |
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await this.getTransactionPoints({ |
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const { activities } = await this.orderService.getOrders({ |
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filters, |
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userId, |
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includeDrafts: true, |
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types: ['BUY', 'SELL'] |
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types: ['BUY', 'SELL'], |
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userCurrency: this.getUserCurrency() |
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}); |
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if (transactionPoints.length === 0) { |
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if (activities.length === 0) { |
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return { |
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investments: [], |
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streaks: { currentStreak: 0, longestStreak: 0 } |
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@ -282,18 +280,16 @@ export class PortfolioService { |
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} |
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const portfolioCalculator = new PortfolioCalculator({ |
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transactionPoints, |
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activities, |
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currency: this.request.user.Settings.settings.baseCurrency, |
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currentRateService: this.currentRateService, |
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exchangeRateDataService: this.exchangeRateDataService, |
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orders: portfolioOrders |
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exchangeRateDataService: this.exchangeRateDataService |
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}); |
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const { items } = await this.getChart({ |
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dateRange, |
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impersonationId, |
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portfolioCalculator, |
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transactionPoints, |
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userId, |
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withDataDecimation: false |
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}); |
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@ -364,26 +360,25 @@ export class PortfolioService { |
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}); |
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} |
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const { activities, portfolioOrders, transactionPoints } = |
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await this.getTransactionPoints({ |
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const { activities } = await this.orderService.getOrders({ |
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filters, |
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types, |
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userCurrency, |
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userId, |
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withExcludedAccounts |
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}); |
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const portfolioCalculator = new PortfolioCalculator({ |
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transactionPoints, |
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activities, |
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currency: userCurrency, |
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currentRateService: this.currentRateService, |
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exchangeRateDataService: this.exchangeRateDataService, |
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orders: portfolioOrders |
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exchangeRateDataService: this.exchangeRateDataService |
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}); |
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const portfolioStart = parseDate( |
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transactionPoints[0]?.date ?? format(new Date(), DATE_FORMAT) |
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const startDate = this.getStartDate( |
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dateRange, |
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portfolioCalculator.getStartDate() |
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); |
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const startDate = this.getStartDate(dateRange, portfolioStart); |
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const currentPositions = |
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await portfolioCalculator.getCurrentPositions(startDate); |
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@ -737,41 +732,24 @@ export class PortfolioService { |
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{ dataSource: aDataSource, symbol: aSymbol } |
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]); |
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const portfolioOrders: PortfolioOrder[] = orders |
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.filter((order) => { |
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tags = uniqBy(tags, 'id'); |
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const portfolioCalculator = new PortfolioCalculator({ |
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activities: orders.filter((order) => { |
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tags = tags.concat(order.tags); |
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return ['BUY', 'DIVIDEND', 'ITEM', 'SELL', 'SPLIT'].includes( |
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order.type |
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); |
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}) |
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.map((order) => ({ |
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currency: order.SymbolProfile.currency, |
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dataSource: order.SymbolProfile.dataSource, |
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date: format(order.date, DATE_FORMAT), |
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fee: new Big(order.fee), |
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name: order.SymbolProfile?.name, |
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quantity: new Big(order.quantity), |
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symbol: order.SymbolProfile.symbol, |
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tags: order.tags, |
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type: order.type, |
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unitPrice: new Big(order.unitPrice) |
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})); |
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tags = uniqBy(tags, 'id'); |
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const portfolioCalculator = new PortfolioCalculator({ |
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}), |
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currency: userCurrency, |
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currentRateService: this.currentRateService, |
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exchangeRateDataService: this.exchangeRateDataService, |
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orders: portfolioOrders |
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exchangeRateDataService: this.exchangeRateDataService |
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}); |
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portfolioCalculator.computeTransactionPoints(); |
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const portfolioStart = portfolioCalculator.getStartDate(); |
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const transactionPoints = portfolioCalculator.getTransactionPoints(); |
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const portfolioStart = parseDate(transactionPoints[0].date); |
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const currentPositions = |
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await portfolioCalculator.getCurrentPositions(portfolioStart); |
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@ -984,14 +962,14 @@ export class PortfolioService { |
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const userId = await this.getUserId(impersonationId, this.request.user.id); |
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const user = await this.userService.user({ id: userId }); |
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const { portfolioOrders, transactionPoints } = |
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await this.getTransactionPoints({ |
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const { activities } = await this.orderService.getOrders({ |
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filters, |
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userId, |
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types: ['BUY', 'SELL'] |
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types: ['BUY', 'SELL'], |
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userCurrency: this.getUserCurrency() |
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}); |
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if (transactionPoints?.length <= 0) { |
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if (activities?.length <= 0) { |
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return { |
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hasErrors: false, |
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positions: [] |
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@ -999,15 +977,16 @@ export class PortfolioService { |
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} |
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const portfolioCalculator = new PortfolioCalculator({ |
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transactionPoints, |
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activities, |
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currency: this.request.user.Settings.settings.baseCurrency, |
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currentRateService: this.currentRateService, |
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exchangeRateDataService: this.exchangeRateDataService, |
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orders: portfolioOrders |
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exchangeRateDataService: this.exchangeRateDataService |
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}); |
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const portfolioStart = parseDate(transactionPoints[0].date); |
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const startDate = this.getStartDate(dateRange, portfolioStart); |
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const startDate = this.getStartDate( |
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dateRange, |
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portfolioCalculator.getStartDate() |
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); |
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const currentPositions = |
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await portfolioCalculator.getCurrentPositions(startDate); |
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@ -1156,15 +1135,15 @@ export class PortfolioService { |
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) |
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); |
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const { portfolioOrders, transactionPoints } = |
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await this.getTransactionPoints({ |
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const { activities } = await this.orderService.getOrders({ |
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filters, |
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userCurrency, |
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userId, |
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withExcludedAccounts, |
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types: withItems ? ['BUY', 'ITEM', 'SELL'] : ['BUY', 'SELL'] |
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}); |
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if (accountBalanceItems?.length <= 0 && transactionPoints?.length <= 0) { |
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if (accountBalanceItems?.length <= 0 && activities?.length <= 0) { |
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return { |
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chart: [], |
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firstOrderDate: undefined, |
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@ -1186,17 +1165,16 @@ export class PortfolioService { |
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} |
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const portfolioCalculator = new PortfolioCalculator({ |
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transactionPoints, |
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activities, |
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currency: userCurrency, |
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currentRateService: this.currentRateService, |
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exchangeRateDataService: this.exchangeRateDataService, |
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orders: portfolioOrders |
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exchangeRateDataService: this.exchangeRateDataService |
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}); |
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const portfolioStart = min( |
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[ |
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parseDate(accountBalanceItems[0]?.date), |
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parseDate(transactionPoints[0]?.date) |
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portfolioCalculator.getStartDate() |
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].filter((date) => { |
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return isValid(date); |
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}) |
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@ -1232,7 +1210,6 @@ export class PortfolioService { |
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dateRange, |
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impersonationId, |
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portfolioCalculator, |
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transactionPoints, |
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userId |
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}); |
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@ -1309,25 +1286,22 @@ export class PortfolioService { |
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const user = await this.userService.user({ id: userId }); |
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const userCurrency = this.getUserCurrency(user); |
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const { activities, portfolioOrders, transactionPoints } = |
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await this.getTransactionPoints({ |
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const { activities } = await this.orderService.getOrders({ |
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userCurrency, |
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userId, |
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types: ['BUY', 'SELL'] |
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}); |
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const portfolioCalculator = new PortfolioCalculator({ |
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transactionPoints, |
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activities, |
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currency: userCurrency, |
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currentRateService: this.currentRateService, |
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exchangeRateDataService: this.exchangeRateDataService, |
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orders: portfolioOrders |
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exchangeRateDataService: this.exchangeRateDataService |
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}); |
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const portfolioStart = parseDate( |
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transactionPoints[0]?.date ?? format(new Date(), DATE_FORMAT) |
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const currentPositions = await portfolioCalculator.getCurrentPositions( |
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portfolioCalculator.getStartDate() |
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); |
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const currentPositions = |
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await portfolioCalculator.getCurrentPositions(portfolioStart); |
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const positions = currentPositions.positions.filter( |
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(item) => !item.quantity.eq(0) |
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@ -1457,18 +1431,16 @@ export class PortfolioService { |
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dateRange = 'max', |
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impersonationId, |
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portfolioCalculator, |
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transactionPoints, |
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userId, |
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withDataDecimation = true |
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}: { |
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dateRange?: DateRange; |
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impersonationId: string; |
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portfolioCalculator: PortfolioCalculator; |
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transactionPoints: TransactionPoint[]; |
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userId: string; |
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withDataDecimation?: boolean; |
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}): Promise<HistoricalDataContainer> { |
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if (transactionPoints.length === 0) { |
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if (portfolioCalculator.getTransactionPoints().length === 0) { |
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return { |
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isAllTimeHigh: false, |
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isAllTimeLow: false, |
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@ -1478,8 +1450,10 @@ export class PortfolioService { |
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userId = await this.getUserId(impersonationId, userId); |
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const portfolioStart = parseDate(transactionPoints[0].date); |
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const startDate = this.getStartDate(dateRange, portfolioStart); |
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const startDate = this.getStartDate( |
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dateRange, |
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portfolioCalculator.getStartDate() |
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); |
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const endDate = new Date(); |
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const daysInMarket = differenceInDays(endDate, startDate) + 1; |
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const step = withDataDecimation |
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@ -1867,10 +1841,10 @@ export class PortfolioService { |
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const daysInMarket = differenceInDays(new Date(), firstOrderDate); |
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const annualizedPerformancePercent = new PortfolioCalculator({ |
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activities: [], |
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currency: userCurrency, |
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currentRateService: this.currentRateService, |
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exchangeRateDataService: this.exchangeRateDataService, |
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orders: [] |
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exchangeRateDataService: this.exchangeRateDataService |
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}) |
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.getAnnualizedPerformancePercent({ |
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daysInMarket, |
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@ -1882,10 +1856,10 @@ export class PortfolioService { |
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const annualizedPerformancePercentWithCurrencyEffect = |
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new PortfolioCalculator({ |
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activities: [], |
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currency: userCurrency, |
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currentRateService: this.currentRateService, |
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exchangeRateDataService: this.exchangeRateDataService, |
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orders: [] |
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exchangeRateDataService: this.exchangeRateDataService |
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}) |
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.getAnnualizedPerformancePercent({ |
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daysInMarket, |
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@ -1957,71 +1931,9 @@ export class PortfolioService { |
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); |
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} |
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private async getTransactionPoints({ |
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filters, |
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includeDrafts = false, |
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types = getAllActivityTypes(), |
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userId, |
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withExcludedAccounts = false |
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}: { |
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filters?: Filter[]; |
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includeDrafts?: boolean; |
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types?: ActivityType[]; |
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userId: string; |
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withExcludedAccounts?: boolean; |
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}): Promise<{ |
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activities: Activity[]; |
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transactionPoints: TransactionPoint[]; |
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portfolioOrders: PortfolioOrder[]; |
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}> { |
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const userCurrency = |
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this.request.user?.Settings?.settings.baseCurrency ?? DEFAULT_CURRENCY; |
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const { activities, count } = await this.orderService.getOrders({ |
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filters, |
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includeDrafts, |
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types, |
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userCurrency, |
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userId, |
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withExcludedAccounts |
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}); |
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if (count <= 0) { |
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return { activities: [], transactionPoints: [], portfolioOrders: [] }; |
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} |
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const portfolioOrders: PortfolioOrder[] = activities.map((order) => ({ |
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currency: order.SymbolProfile.currency, |
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dataSource: order.SymbolProfile.dataSource, |
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date: format(order.date, DATE_FORMAT), |
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fee: new Big(order.fee), |
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name: order.SymbolProfile?.name, |
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quantity: new Big(order.quantity), |
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symbol: order.SymbolProfile.symbol, |
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tags: order.tags, |
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type: order.type, |
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unitPrice: new Big(order.unitPrice) |
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})); |
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const portfolioCalculator = new PortfolioCalculator({ |
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currency: userCurrency, |
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currentRateService: this.currentRateService, |
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exchangeRateDataService: this.exchangeRateDataService, |
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orders: portfolioOrders |
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}); |
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portfolioCalculator.computeTransactionPoints(); |
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return { |
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activities, |
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portfolioOrders, |
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transactionPoints: portfolioCalculator.getTransactionPoints() |
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}; |
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} |
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private getUserCurrency(aUser: UserWithSettings) { |
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private getUserCurrency(aUser?: UserWithSettings) { |
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return ( |
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aUser.Settings?.settings.baseCurrency ?? |
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aUser?.Settings?.settings.baseCurrency ?? |
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this.request.user?.Settings?.settings.baseCurrency ?? |
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DEFAULT_CURRENCY |
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); |
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Nicolas Fedor
1 year ago