@ -478,8 +478,7 @@ export class PortfolioService {
if ( withMarkets ) {
( { markets , marketsAdvanced } = this . getMarkets ( {
assetProfile ,
valueInBaseCurrency
assetProfile
} ) ) ;
}
@ -590,6 +589,13 @@ export class PortfolioService {
} ;
}
let markets : PortfolioDetails [ 'markets' ] ;
let marketsAdvanced : PortfolioDetails [ 'marketsAdvanced' ] ;
if ( withMarkets ) {
( { markets , marketsAdvanced } = this . getAggregatedMarkets ( holdings ) ) ;
}
let summary : PortfolioSummary ;
if ( withSummary ) {
@ -611,6 +617,8 @@ export class PortfolioService {
accounts ,
hasErrors ,
holdings ,
markets ,
marketsAdvanced ,
platforms ,
summary
} ;
@ -1048,7 +1056,9 @@ export class PortfolioService {
currency : this.request.user.Settings.settings.baseCurrency
} ) ;
let { hasErrors , positions } = await portfolioCalculator . getSnapshot ( ) ;
const portfolioSnapshot = await portfolioCalculator . getSnapshot ( ) ;
const hasErrors = portfolioSnapshot . hasErrors ;
let positions = portfolioSnapshot . positions ;
positions = positions . filter ( ( { quantity } ) = > {
return ! quantity . eq ( 0 ) ;
@ -1161,7 +1171,6 @@ export class PortfolioService {
filters ,
impersonationId ,
userId ,
withExcludedAccounts = false ,
calculateTimeWeightedPerformance = false
} : {
dateRange? : DateRange ;
@ -1265,47 +1274,20 @@ export class PortfolioService {
@LogPerformance
public async getReport ( impersonationId : string ) : Promise < PortfolioReport > {
const userId = await this . getUserId ( impersonationId , this . request . user . id ) ;
const user = await this . userService . user ( { id : userId } ) ;
const userCurrency = this . getUserCurrency ( user ) ;
const { activities } =
await this . orderService . getOrdersForPortfolioCalculator ( {
userCurrency ,
userId
} ) ;
const userSettings = < UserSettings > this . request . user . Settings . settings ;
const portfolioCalculator = this . calculatorFactory . createCalculator ( {
activities ,
const { accounts , holdings , summary } = await this . getDetails ( {
impersonationId ,
userId ,
calculationType : PerformanceCalculationType.TWR ,
currency : this.request.user.Settings.settings.baseCurrency
} ) ;
let { totalFeesWithCurrencyEffect , positions , totalInvestment } =
await portfolioCalculator . getSnapshot ( ) ;
positions = positions . filter ( ( item ) = > ! item . quantity . eq ( 0 ) ) ;
const portfolioItemsNow : { [ symbol : string ] : TimelinePosition } = { } ;
for ( const position of positions ) {
portfolioItemsNow [ position . symbol ] = position ;
}
const { accounts } = await this . getValueOfAccountsAndPlatforms ( {
activities ,
portfolioItemsNow ,
userCurrency ,
userId
withMarkets : true ,
withSummary : true
} ) ;
const userSettings = < UserSettings > this . request . user . Settings . settings ;
return {
rules : {
accountClusterRisk : isEmpty ( activities )
? undefined
: await this . rulesService . evaluate (
accountClusterRisk :
summary . ordersCount > 0
? await this . rulesService . evaluate (
[
new AccountClusterRiskCurrentInvestment (
this . exchangeRateDataService ,
@ -1317,22 +1299,24 @@ export class PortfolioService {
)
] ,
userSettings
) ,
currencyClusterRisk : isEmpty ( activities )
? undefined
: await this . rulesService . evaluate (
)
: undefined ,
currencyClusterRisk :
summary . ordersCount > 0
? await this . rulesService . evaluate (
[
new CurrencyClusterRiskBaseCurrencyCurrentInvestment (
this . exchangeRateDataService ,
positions
Object . values ( holdings )
) ,
new CurrencyClusterRiskCurrentInvestment (
this . exchangeRateDataService ,
positions
Object . values ( holdings )
)
] ,
userSettings
) ,
)
: undefined ,
emergencyFund : await this . rulesService . evaluate (
[
new EmergencyFundSetup (
@ -1346,8 +1330,8 @@ export class PortfolioService {
[
new FeeRatioInitialInvestment (
this . exchangeRateDataService ,
totalInvestment . toNumber ( ) ,
totalFeesWithCurrencyEffect . toNumber ( )
summary . committedFunds ,
summary . fees
)
] ,
userSettings
@ -1371,37 +1355,148 @@ export class PortfolioService {
userId : string ;
} ) {
userId = await this . getUserId ( impersonationId , userId ) ;
let symbolProfile = await this . symbolProfileService . getSymbolProfiles ( [
{
dataSource ,
symbol
}
] ) [ 0 ] ;
await this . symbolProfileService . updateSymbolProfile ( {
assetClass : symbolProfile.assetClass ,
assetSubClass : symbolProfile.assetSubClass ,
countries : symbolProfile.countries ,
currency : symbolProfile.currency ,
dataSource ,
holdings : symbolProfile.holdings ,
name : symbolProfile.name ,
sectors : symbolProfile.sectors ,
symbol ,
tags : {
connectOrCreate : tags.map ( ( { id , name } ) = > {
return {
create : {
id ,
name
await this . orderService . assignTags ( { dataSource , symbol , tags , userId } ) ;
}
private getAggregatedMarkets ( holdings : {
[ symbol : string ] : PortfolioPosition ;
} ) : {
markets : PortfolioDetails [ 'markets' ] ;
marketsAdvanced : PortfolioDetails [ 'marketsAdvanced' ] ;
} {
const markets : PortfolioDetails [ 'markets' ] = {
[ UNKNOWN_KEY ] : {
id : UNKNOWN_KEY ,
valueInBaseCurrency : 0 ,
valueInPercentage : 0
} ,
developedMarkets : {
id : 'developedMarkets' ,
valueInBaseCurrency : 0 ,
valueInPercentage : 0
} ,
where : {
id
emergingMarkets : {
id : 'emergingMarkets' ,
valueInBaseCurrency : 0 ,
valueInPercentage : 0
} ,
otherMarkets : {
id : 'otherMarkets' ,
valueInBaseCurrency : 0 ,
valueInPercentage : 0
}
} ;
} )
const marketsAdvanced : PortfolioDetails [ 'marketsAdvanced' ] = {
[ UNKNOWN_KEY ] : {
id : UNKNOWN_KEY ,
valueInBaseCurrency : 0 ,
valueInPercentage : 0
} ,
url : symbolProfile.url
} ) ;
asiaPacific : {
id : 'asiaPacific' ,
valueInBaseCurrency : 0 ,
valueInPercentage : 0
} ,
emergingMarkets : {
id : 'emergingMarkets' ,
valueInBaseCurrency : 0 ,
valueInPercentage : 0
} ,
europe : {
id : 'europe' ,
valueInBaseCurrency : 0 ,
valueInPercentage : 0
} ,
japan : {
id : 'japan' ,
valueInBaseCurrency : 0 ,
valueInPercentage : 0
} ,
northAmerica : {
id : 'northAmerica' ,
valueInBaseCurrency : 0 ,
valueInPercentage : 0
} ,
otherMarkets : {
id : 'otherMarkets' ,
valueInBaseCurrency : 0 ,
valueInPercentage : 0
}
} ;
for ( const [ , position ] of Object . entries ( holdings ) ) {
const value = position . valueInBaseCurrency ;
if ( position . assetClass !== AssetClass . LIQUIDITY ) {
if ( position . countries . length > 0 ) {
markets . developedMarkets . valueInBaseCurrency +=
position . markets . developedMarkets * value ;
markets . emergingMarkets . valueInBaseCurrency +=
position . markets . emergingMarkets * value ;
markets . otherMarkets . valueInBaseCurrency +=
position . markets . otherMarkets * value ;
marketsAdvanced . asiaPacific . valueInBaseCurrency +=
position . marketsAdvanced . asiaPacific * value ;
marketsAdvanced . emergingMarkets . valueInBaseCurrency +=
position . marketsAdvanced . emergingMarkets * value ;
marketsAdvanced . europe . valueInBaseCurrency +=
position . marketsAdvanced . europe * value ;
marketsAdvanced . japan . valueInBaseCurrency +=
position . marketsAdvanced . japan * value ;
marketsAdvanced . northAmerica . valueInBaseCurrency +=
position . marketsAdvanced . northAmerica * value ;
marketsAdvanced . otherMarkets . valueInBaseCurrency +=
position . marketsAdvanced . otherMarkets * value ;
} else {
markets [ UNKNOWN_KEY ] . valueInBaseCurrency += value ;
marketsAdvanced [ UNKNOWN_KEY ] . valueInBaseCurrency += value ;
}
}
}
const marketsTotal =
markets . developedMarkets . valueInBaseCurrency +
markets . emergingMarkets . valueInBaseCurrency +
markets . otherMarkets . valueInBaseCurrency +
markets [ UNKNOWN_KEY ] . valueInBaseCurrency ;
markets . developedMarkets . valueInPercentage =
markets . developedMarkets . valueInBaseCurrency / marketsTotal ;
markets . emergingMarkets . valueInPercentage =
markets . emergingMarkets . valueInBaseCurrency / marketsTotal ;
markets . otherMarkets . valueInPercentage =
markets . otherMarkets . valueInBaseCurrency / marketsTotal ;
markets [ UNKNOWN_KEY ] . valueInPercentage =
markets [ UNKNOWN_KEY ] . valueInBaseCurrency / marketsTotal ;
const marketsAdvancedTotal =
marketsAdvanced . asiaPacific . valueInBaseCurrency +
marketsAdvanced . emergingMarkets . valueInBaseCurrency +
marketsAdvanced . europe . valueInBaseCurrency +
marketsAdvanced . japan . valueInBaseCurrency +
marketsAdvanced . northAmerica . valueInBaseCurrency +
marketsAdvanced . otherMarkets . valueInBaseCurrency +
marketsAdvanced [ UNKNOWN_KEY ] . valueInBaseCurrency ;
marketsAdvanced . asiaPacific . valueInPercentage =
marketsAdvanced . asiaPacific . valueInBaseCurrency / marketsAdvancedTotal ;
marketsAdvanced . emergingMarkets . valueInPercentage =
marketsAdvanced . emergingMarkets . valueInBaseCurrency /
marketsAdvancedTotal ;
marketsAdvanced . europe . valueInPercentage =
marketsAdvanced . europe . valueInBaseCurrency / marketsAdvancedTotal ;
marketsAdvanced . japan . valueInPercentage =
marketsAdvanced . japan . valueInBaseCurrency / marketsAdvancedTotal ;
marketsAdvanced . northAmerica . valueInPercentage =
marketsAdvanced . northAmerica . valueInBaseCurrency / marketsAdvancedTotal ;
marketsAdvanced . otherMarkets . valueInPercentage =
marketsAdvanced . otherMarkets . valueInBaseCurrency / marketsAdvancedTotal ;
marketsAdvanced [ UNKNOWN_KEY ] . valueInPercentage =
marketsAdvanced [ UNKNOWN_KEY ] . valueInBaseCurrency / marketsAdvancedTotal ;
return { markets , marketsAdvanced } ;
}
@LogPerformance
@ -1581,11 +1676,9 @@ export class PortfolioService {
}
private getMarkets ( {
assetProfile ,
valueInBaseCurrency
assetProfile
} : {
assetProfile : EnhancedSymbolProfile ;
valueInBaseCurrency : Big ;
} ) {
const markets = {
[ UNKNOWN_KEY ] : 0 ,
@ -1647,15 +1740,22 @@ export class PortfolioService {
. toNumber ( ) ;
}
}
} else {
markets [ UNKNOWN_KEY ] = new Big ( markets [ UNKNOWN_KEY ] )
. plus ( valueInBaseCurrency )
}
markets [ UNKNOWN_KEY ] = new Big ( 1 )
. minus ( markets . developedMarkets )
. minus ( markets . emergingMarkets )
. minus ( markets . otherMarkets )
. toNumber ( ) ;
marketsAdvanced [ UNKNOWN_KEY ] = new Big ( marketsAdvanced [ UNKNOWN_KEY ] )
. plus ( valueInBaseCurrency )
marketsAdvanced [ UNKNOWN_KEY ] = new Big ( 1 )
. minus ( marketsAdvanced . asiaPacific )
. minus ( marketsAdvanced . emergingMarkets )
. minus ( marketsAdvanced . europe )
. minus ( marketsAdvanced . japan )
. minus ( marketsAdvanced . northAmerica )
. minus ( marketsAdvanced . otherMarkets )
. toNumber ( ) ;
}
return { markets , marketsAdvanced } ;
}
@ -2013,7 +2113,7 @@ export class PortfolioService {
SymbolProfile ,
type
} of ordersByAccount ) {
le tcurrentValueOfSymbolInBaseCurrency =
cons tcurrentValueOfSymbolInBaseCurrency =
getFactor ( type ) *
quantity *
( portfolioItemsNow [ SymbolProfile . symbol ] ? . marketPriceInBaseCurrency ? ?
Dan
9 months ago