Fix portfolio and benchmark charts on non-trading days

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

@@ -0,0 +1,83 @@
+import { DataSource } from '@prisma/client';
+
+import { BenchmarksService } from './benchmarks.service';
+
+describe('BenchmarksService', () => {
+  it('forward-fills non-trading days and uses the live quote for the end date', async () => {
+    const fridayCloseDate = new Date(2021, 4, 28);
+    const saturdayDate = new Date(2021, 4, 29);
+    const sundayDate = new Date(2021, 4, 30);
+
+    const benchmarkService = {
+      calculateChangeInPercentage: (startValue: number, endValue: number) => {
+        return endValue / startValue - 1;
+      }
+    };
+    const exchangeRateDataService = {
+      getExchangeRatesByCurrency: jest.fn().mockResolvedValue({
+        USDUSD: {
+          '2021-05-29': 1,
+          '2021-05-30': 1
+        }
+      })
+    };
+    const marketDataService = {
+      marketDataItems: jest
+        .fn()
+        .mockResolvedValueOnce([])
+        .mockResolvedValueOnce([
+          {
+            date: fridayCloseDate,
+            marketPrice: 100
+          }
+        ])
+    };
+    const portfolioService = {
+      getPerformance: jest.fn().mockResolvedValue({
+        chart: [{ date: '2021-05-29' }, { date: '2021-05-30' }]
+      })
+    };
+    const prismaService = {
+      symbolProfile: {
+        findFirst: jest.fn().mockResolvedValue({ currency: 'USD' })
+      }
+    };
+    const symbolService = {
+      get: jest.fn().mockResolvedValue({ marketPrice: 110 })
+    };
+    const service = new BenchmarksService(
+      benchmarkService as never,
+      exchangeRateDataService as never,
+      marketDataService as never,
+      portfolioService as never,
+      prismaService as never,
+      symbolService as never
+    );
+
+    const { marketData } = await service.getMarketDataForUser({
+      dataSource: DataSource.YAHOO,
+      dateRange: 'max',
+      endDate: sundayDate,
+      impersonationId: undefined,
+      startDate: saturdayDate,
+      symbol: 'SPY',
+      user: {
+        id: 'user-id',
+        settings: { settings: { baseCurrency: 'USD' } }
+      } as never
+    });
+
+    expect(marketData).toHaveLength(2);
+    expect(marketData[0]).toEqual({ date: '2021-05-29', value: 0 });
+    expect(marketData[1].date).toBe('2021-05-30');
+    expect(marketData[1].value).toBeCloseTo(10);
+    expect(
+      exchangeRateDataService.getExchangeRatesByCurrency
+    ).toHaveBeenCalledWith({
+      currencies: ['USD'],
+      endDate: new Date(Date.UTC(2021, 4, 30)),
+      startDate: new Date(Date.UTC(2021, 4, 29)),
+      targetCurrency: 'USD'
+    });
+  });
+});

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

@@ -3,6 +3,7 @@ import { SymbolService } from '@ghostfolio/api/app/symbol/symbol.service';
 import { BenchmarkService } from '@ghostfolio/api/services/benchmark/benchmark.service';
 import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service';
 import { MarketDataService } from '@ghostfolio/api/services/market-data/market-data.service';
+import { PrismaService } from '@ghostfolio/api/services/prisma/prisma.service';
 import { DATE_FORMAT, parseDate, resetHours } from '@ghostfolio/common/helper';
 import {
   AssetProfileIdentifier,
@@ -12,6 +13,7 @@ import {
 import { DateRange, UserWithSettings } from '@ghostfolio/common/types';
 
 import { Injectable, Logger } from '@nestjs/common';
+import { MarketData } from '@prisma/client';
 import { format, isSameDay } from 'date-fns';
 import { isNumber } from 'lodash';
 
@@ -22,6 +24,7 @@ export class BenchmarksService {
     private readonly exchangeRateDataService: ExchangeRateDataService,
     private readonly marketDataService: MarketDataService,
     private readonly portfolioService: PortfolioService,
+    private readonly prismaService: PrismaService,
     private readonly symbolService: SymbolService
   ) {}
 
@@ -56,7 +59,19 @@ export class BenchmarksService {
       withExcludedAccounts
     });
 
-    const [currentSymbolItem, marketDataItems] = await Promise.all([
+    const chartDates = chart.map(({ date }) => {
+      return format(parseDate(date), DATE_FORMAT);
+    });
+
+    const rangeStart = resetHours(startDate);
+    const rangeEnd = resetHours(endDate);
+
+    const [
+      currentSymbolItem,
+      marketDataItems,
+      startMarketDataItems,
+      symbolProfile
+    ] = await Promise.all([
       this.symbolService.get({
         dataGatheringItem: {
           dataSource,
@@ -71,47 +86,95 @@ export class BenchmarksService {
           dataSource,
           symbol,
           date: {
-            in: chart.map(({ date }) => {
-              return resetHours(parseDate(date));
-            })
+            gte: rangeStart,
+            lte: rangeEnd
+          }
+        }
+      }),
+      this.marketDataService.marketDataItems({
+        orderBy: {
+          date: 'desc'
+        },
+        take: 1,
+        where: {
+          dataSource,
+          symbol,
+          date: {
+            lte: rangeStart
           }
         }
+      }),
+      this.prismaService.symbolProfile.findFirst({
+        where: {
+          dataSource,
+          symbol
+        }
       })
     ]);
 
+    const benchmarkCurrency =
+      currentSymbolItem?.currency ?? symbolProfile?.currency;
+
+    if (!benchmarkCurrency) {
+      Logger.error(
+        `No currency has been found for ${symbol} (${dataSource})`,
+        'BenchmarksService'
+      );
+
+      return { marketData };
+    }
+
     const exchangeRates =
       await this.exchangeRateDataService.getExchangeRatesByCurrency({
-        startDate,
-        currencies: [currentSymbolItem.currency],
+        startDate: rangeStart,
+        currencies: [benchmarkCurrency],
+        endDate: rangeEnd,
         targetCurrency: userCurrency
       });
 
-    const exchangeRateAtStartDate =
-      exchangeRates[`${currentSymbolItem.currency}${userCurrency}`]?.[
-        format(startDate, DATE_FORMAT)
-      ];
+    const exchangeRateAtStartDate = this.getExchangeRateOnOrBefore({
+      currencyPair: `${benchmarkCurrency}${userCurrency}`,
+      date: rangeStart,
+      exchangeRates
+    });
 
-    const marketPriceAtStartDate = marketDataItems?.find(({ date }) => {
-      return isSameDay(date, startDate);
-    })?.marketPrice;
+    const marketDataItemsWithInitialValue = [
+      ...startMarketDataItems,
+      ...marketDataItems
+    ];
+    const marketPriceAtStartDate = this.getMarketPriceOnOrBefore({
+      marketDataItems: marketDataItemsWithInitialValue,
+      targetDate: rangeStart
+    });
 
-    if (!marketPriceAtStartDate) {
+    if (!isNumber(marketPriceAtStartDate)) {
       Logger.error(
         `No historical market data has been found for ${symbol} (${dataSource}) at ${format(
-          startDate,
+          rangeStart,
           DATE_FORMAT
         )}`,
-        'BenchmarkService'
+        'BenchmarksService'
       );
 
       return { marketData };
     }
 
-    for (const marketDataItem of marketDataItems) {
-      const exchangeRate =
-        exchangeRates[`${currentSymbolItem.currency}${userCurrency}`]?.[
-          format(marketDataItem.date, DATE_FORMAT)
-        ];
+    for (const chartDate of chartDates) {
+      const targetDate = resetHours(parseDate(chartDate));
+      const marketPrice = this.getMarketPriceOnOrBefore({
+        marketDataItems: marketDataItemsWithInitialValue,
+        targetDate
+      });
+
+      if (!isNumber(marketPrice)) {
+        continue;
+      }
+
+      const exchangeRate = this.getExchangeRateOnOrBefore({
+        currencyPair: `${benchmarkCurrency}${userCurrency}`,
+        date: targetDate,
+        exchangeRates
+      });
 
       const exchangeRateFactor =
         isNumber(exchangeRateAtStartDate) && isNumber(exchangeRate)
@@ -119,45 +182,98 @@ export class BenchmarksService {
           : 1;
 
       marketData.push({
-        date: format(marketDataItem.date, DATE_FORMAT),
+        date: chartDate,
         value:
           marketPriceAtStartDate === 0
             ? 0
             : this.benchmarkService.calculateChangeInPercentage(
                 marketPriceAtStartDate,
-                marketDataItem.marketPrice * exchangeRateFactor
+                marketPrice * exchangeRateFactor
               ) * 100
       });
     }
 
-    const includesEndDate = isSameDay(
-      parseDate(marketData.at(-1).date),
-      endDate
-    );
+    const endDateIndex = marketData.findIndex(({ date }) => {
+      return isSameDay(parseDate(date), endDate);
+    });
 
-    if (currentSymbolItem?.marketPrice && !includesEndDate) {
-      const exchangeRate =
-        exchangeRates[`${currentSymbolItem.currency}${userCurrency}`]?.[
-          format(endDate, DATE_FORMAT)
-        ];
+    if (currentSymbolItem?.marketPrice) {
+      const exchangeRate = this.getExchangeRateOnOrBefore({
+        currencyPair: `${benchmarkCurrency}${userCurrency}`,
+        date: resetHours(endDate),
+        exchangeRates
+      });
 
       const exchangeRateFactor =
         isNumber(exchangeRateAtStartDate) && isNumber(exchangeRate)
           ? exchangeRate / exchangeRateAtStartDate
           : 1;
 
-      marketData.push({
+      const endDateMarketData = {
         date: format(endDate, DATE_FORMAT),
         value:
           this.benchmarkService.calculateChangeInPercentage(
             marketPriceAtStartDate,
             currentSymbolItem.marketPrice * exchangeRateFactor
           ) * 100
-      });
+      };
+
+      if (endDateIndex >= 0) {
+        marketData[endDateIndex] = endDateMarketData;
+      } else {
+        marketData.push(endDateMarketData);
+      }
     }
 
     return {
       marketData
     };
   }
+
+  private getExchangeRateOnOrBefore({
+    currencyPair,
+    date,
+    exchangeRates
+  }: {
+    currencyPair: string;
+    date: Date;
+    exchangeRates: Record<string, Record<string, number>>;
+  }) {
+    const ratesByDate = exchangeRates[currencyPair] ?? {};
+    const targetDateString = format(date, DATE_FORMAT);
+    let latestDate: string | undefined;
+    let latestRate: number | undefined;
+
+    for (const [dateString, rate] of Object.entries(ratesByDate)) {
+      if (
+        dateString <= targetDateString &&
+        (!latestDate || dateString > latestDate)
+      ) {
+        latestDate = dateString;
+        latestRate = rate;
+      }
+    }
+
+    return latestRate;
+  }
+
+  private getMarketPriceOnOrBefore({
+    marketDataItems,
+    targetDate
+  }: {
+    marketDataItems: MarketData[];
+    targetDate: Date;
+  }) {
+    let latestMarketPrice: number | undefined;
+
+    for (const { date, marketPrice } of marketDataItems) {
+      if (date <= targetDate) {
+        latestMarketPrice = marketPrice;
+      } else {
+        break;
+      }
+    }
+
+    return latestMarketPrice;
+  }
 }

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

@@ -4,7 +4,10 @@ import { PortfolioSnapshotValue } from '@ghostfolio/api/app/portfolio/interfaces
 import { TransactionPointSymbol } from '@ghostfolio/api/app/portfolio/interfaces/transaction-point-symbol.interface';
 import { TransactionPoint } from '@ghostfolio/api/app/portfolio/interfaces/transaction-point.interface';
 import { RedisCacheService } from '@ghostfolio/api/app/redis-cache/redis-cache.service';
-import { getFactor } from '@ghostfolio/api/helper/portfolio.helper';
+import {
+  getFactor,
+  getLatestMarketPriceOnOrBefore
+} from '@ghostfolio/api/helper/portfolio.helper';
 import { LogPerformance } from '@ghostfolio/api/interceptors/performance-logging/performance-logging.interceptor';
 import { ConfigurationService } from '@ghostfolio/api/services/configuration/configuration.service';
 import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service';
@@ -276,6 +279,21 @@ export abstract class PortfolioCalculator {
 
     const endDateString = format(this.endDate, DATE_FORMAT);
 
+    for (const { symbol } of dataGatheringItems) {
+      if (!marketSymbolMap[endDateString]?.[symbol]) {
+        const latestMarketPrice = getLatestMarketPriceOnOrBefore({
+          dateString: endDateString,
+          marketSymbolMap,
+          symbol
+        });
+
+        if (latestMarketPrice) {
+          marketSymbolMap[endDateString] ??= {};
+          marketSymbolMap[endDateString][symbol] = latestMarketPrice;
+        }
+      }
+    }
+
     const daysInMarket = differenceInDays(this.endDate, this.startDate);
 
     const chartDateMap = this.getChartDateMap({

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

@@ -1,6 +1,9 @@
 import { PortfolioCalculator } from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator';
 import { PortfolioOrderItem } from '@ghostfolio/api/app/portfolio/interfaces/portfolio-order-item.interface';
-import { getFactor } from '@ghostfolio/api/helper/portfolio.helper';
+import {
+  getFactor,
+  getLatestMarketPriceOnOrBefore
+} from '@ghostfolio/api/helper/portfolio.helper';
 import { getIntervalFromDateRange } from '@ghostfolio/common/calculation-helper';
 import { DATE_FORMAT } from '@ghostfolio/common/helper';
 import {
@@ -243,8 +246,20 @@ export class RoaiPortfolioCalculator extends PortfolioCalculator {
     const endDateString = format(end, DATE_FORMAT);
     const startDateString = format(start, DATE_FORMAT);
 
-    const unitPriceAtStartDate = marketSymbolMap[startDateString]?.[symbol];
-    let unitPriceAtEndDate = marketSymbolMap[endDateString]?.[symbol];
+    const unitPriceAtStartDate =
+      marketSymbolMap[startDateString]?.[symbol] ??
+      getLatestMarketPriceOnOrBefore({
+        dateString: startDateString,
+        marketSymbolMap,
+        symbol
+      });
+    let unitPriceAtEndDate =
+      marketSymbolMap[endDateString]?.[symbol] ??
+      getLatestMarketPriceOnOrBefore({
+        dateString: endDateString,
+        marketSymbolMap,
+        symbol
+      });
 
     let latestActivity = orders.at(-1);
 

apps/api/src/app/portfolio/current-rate.service.spec.ts

@@ -1,6 +1,7 @@
 import { DataProviderService } from '@ghostfolio/api/services/data-provider/data-provider.service';
 import { MarketDataService } from '@ghostfolio/api/services/market-data/market-data.service';
 import { PropertyService } from '@ghostfolio/api/services/property/property.service';
+import { resetHours } from '@ghostfolio/common/helper';
 import { AssetProfileIdentifier } from '@ghostfolio/common/interfaces';
 
 import { DataSource, MarketData } from '@prisma/client';
@@ -149,4 +150,43 @@ describe('CurrentRateService', () => {
       ]
     });
   });
+
+  it('getValues should fallback to the latest historical price if live quote is missing', async () => {
+    jest.spyOn(dataProviderService, 'getQuotes').mockResolvedValueOnce({});
+
+    const today = resetHours(new Date());
+    const tomorrow = new Date(today);
+    tomorrow.setDate(tomorrow.getDate() + 1);
+    const yesterday = new Date(today);
+    yesterday.setDate(yesterday.getDate() - 1);
+
+    jest.spyOn(marketDataService, 'getRange').mockResolvedValueOnce([
+      {
+        createdAt: yesterday,
+        dataSource: DataSource.YAHOO,
+        date: yesterday,
+        id: '082d6893-df27-4c91-8a5d-092e84315b56',
+        marketPrice: 1847.839966,
+        state: 'CLOSE',
+        symbol: 'AMZN'
+      }
+    ]);
+
+    const response = await currentRateService.getValues({
+      dataGatheringItems: [{ dataSource: DataSource.YAHOO, symbol: 'AMZN' }],
+      dateQuery: {
+        gte: new Date(Date.UTC(2020, 0, 1, 0, 0, 0)),
+        lt: tomorrow
+      }
+    });
+
+    expect(response.errors).toEqual([]);
+
+    const todayPrice = response.values.find(
+      ({ date, symbol }) =>
+        symbol === 'AMZN' && date.getTime() === today.getTime()
+    );
+
+    expect(todayPrice?.marketPrice).toBe(1847.839966);
+  });
 });

apps/api/src/app/portfolio/current-rate.service.ts

@@ -123,58 +123,55 @@ export class CurrentRateService {
     };
 
     if (!isEmpty(quoteErrors)) {
+      const unresolvedErrors: ResponseError['errors'] = [];
+
       for (const { dataSource, symbol } of quoteErrors) {
         try {
-          // If missing quote, fallback to the latest available historical market price
-          let value: GetValueObject = response.values.find((currentValue) => {
-            return (
-              currentValue.dataSource === dataSource &&
-              currentValue.symbol === symbol &&
-              isToday(currentValue.date)
-            );
-          });
+          const latestHistoricalValue = response.values
+            .filter((currentValue) => {
+              return (
+                currentValue.dataSource === dataSource &&
+                isBefore(currentValue.date, today) &&
+                currentValue.marketPrice > 0 &&
+                currentValue.symbol === symbol
+              );
+            })
+            .sort((a, b) => b.date.getTime() - a.date.getTime())[0];
+
+          let marketPrice = latestHistoricalValue?.marketPrice ?? 0;
 
-          if (!value) {
-            // Fallback to unit price of latest activity
+          if (marketPrice <= 0) {
             const latestActivity =
               await this.activitiesService.getLatestActivity({
                 dataSource,
                 symbol
               });
 
-            value = {
+            marketPrice = latestActivity?.unitPrice ?? 0;
+          }
+
+          if (marketPrice > 0) {
+            response.values.push({
               dataSource,
               symbol,
               date: today,
-              marketPrice: latestActivity?.unitPrice ?? 0
-            };
-
-            response.values.push(value);
-          }
-
-          const [latestValue] = response.values
-            .filter((currentValue) => {
-              return (
-                currentValue.dataSource === dataSource &&
-                currentValue.marketPrice &&
-                currentValue.symbol === symbol
-              );
-            })
-            .sort((a, b) => {
-              if (a.date < b.date) {
-                return 1;
-              }
-
-              if (a.date > b.date) {
-                return -1;
-              }
-
-              return 0;
+              marketPrice
             });
-
-          value.marketPrice = latestValue.marketPrice;
-        } catch {}
+          } else {
+            unresolvedErrors.push({ dataSource, symbol });
+          }
+        } catch {
+          unresolvedErrors.push({ dataSource, symbol });
+        }
       }
+
+      response.errors = unresolvedErrors;
+      response.values = uniqBy(
+        response.values,
+        ({ dataSource, date, symbol }) => {
+          return `${date}-${getAssetProfileIdentifier({ dataSource, symbol })}`;
+        }
+      );
     }
 
     return response;

apps/api/src/helper/portfolio.helper.spec.ts

@@ -0,0 +1,19 @@
+import { Big } from 'big.js';
+
+import { getLatestMarketPriceOnOrBefore } from './portfolio.helper';
+
+describe('getLatestMarketPriceOnOrBefore', () => {
+  it('returns the latest available price without using future values', () => {
+    expect(
+      getLatestMarketPriceOnOrBefore({
+        dateString: '2026-05-31',
+        marketSymbolMap: {
+          '2026-06-01': { SPY: new Big(103) },
+          '2026-05-29': { SPY: new Big(101) },
+          '2026-05-28': { SPY: new Big(100) }
+        },
+        symbol: 'SPY'
+      })
+    ).toEqual(new Big(101));
+  });
+});

apps/api/src/helper/portfolio.helper.ts

@@ -1,4 +1,29 @@
 import { Type as ActivityType } from '@prisma/client';
+import { Big } from 'big.js';
+
+export function getLatestMarketPriceOnOrBefore({
+  dateString,
+  marketSymbolMap,
+  symbol
+}: {
+  dateString: string;
+  marketSymbolMap: { [date: string]: { [symbol: string]: Big } };
+  symbol: string;
+}): Big | undefined {
+  let latestDate: string | undefined;
+  let latestPrice: Big | undefined;
+
+  for (const date of Object.keys(marketSymbolMap)) {
+    const price = marketSymbolMap[date]?.[symbol];
+
+    if (date <= dateString && price && (!latestDate || date > latestDate)) {
+      latestDate = date;
+      latestPrice = price;
+    }
+  }
+
+  return latestPrice;
+}
 
 export function getFactor(activityType: ActivityType) {
   let factor: number;