@ -31,6 +31,7 @@ import {
EnhancedSymbolProfile ,
Filter ,
HistoricalDataItem ,
InvestmentItem ,
PortfolioDetails ,
PortfolioInvestments ,
PortfolioPerformanceResponse ,
@ -38,10 +39,9 @@ import {
PortfolioReport ,
PortfolioSummary ,
Position ,
TimelinePosition ,
UserSettings
} from '@ghostfolio/common/interfaces' ;
import { InvestmentItem } from '@ghostfolio/common/interfaces/investment-item.interface ' ;
import { TimelinePosition } from '@ghostfolio/common/models ' ;
import type {
AccountWithValue ,
DateRange ,
@ -56,6 +56,7 @@ import {
Account ,
Type as ActivityType ,
AssetClass ,
AssetSubClass ,
DataSource ,
Order ,
Platform ,
@ -66,7 +67,6 @@ import {
differenceInDays ,
format ,
isAfter ,
isBefore ,
isSameMonth ,
isSameYear ,
parseISO ,
@ -212,16 +212,16 @@ export class PortfolioService {
public getAnnualizedPerformancePercent ( {
daysInMarket ,
netPerformancePercent
netPerformancePercentage
} : {
daysInMarket : number ;
netPerformancePercent : Big ;
netPerformancePercentage : Big ;
} ) : Big {
if ( isNumber ( daysInMarket ) && daysInMarket > 0 ) {
const exponent = new Big ( 365 ) . div ( daysInMarket ) . toNumber ( ) ;
return new Big (
Math . pow ( netPerformancePercent . plus ( 1 ) . toNumber ( ) , exponent )
Math . pow ( netPerformancePercentage . plus ( 1 ) . toNumber ( ) , exponent )
) . minus ( 1 ) ;
}
@ -282,8 +282,13 @@ export class PortfolioService {
const portfolioCalculator = this . calculatorFactory . createCalculator ( {
activities ,
dateRange ,
userId ,
calculationType : PerformanceCalculationType.TWR ,
currency : this.request.user.Settings.settings.baseCurrency
currency : this.request.user.Settings.settings.baseCurrency ,
hasFilters : filters?.length > 0 ,
isExperimentalFeatures :
this . request . user . Settings . settings . isExperimentalFeatures
} ) ;
const items = await portfolioCalculator . getChart ( {
@ -358,8 +363,12 @@ export class PortfolioService {
const portfolioCalculator = this . calculatorFactory . createCalculator ( {
activities ,
dateRange ,
userId ,
calculationType : PerformanceCalculationType.TWR ,
currency : userCurrency
currency : userCurrency ,
hasFilters : true , // disable cache
isExperimentalFeatures :
this . request . user ? . Settings . settings . isExperimentalFeatures
} ) ;
const { currentValueInBaseCurrency , hasErrors , positions } =
@ -383,7 +392,7 @@ export class PortfolioService {
} ) ? ? false ;
const isFilteredByCash = filters ? . some ( ( { id , type } ) = > {
return id === 'CASH' && type === 'ASSET_CLASS' ;
return id === AssetClass . LIQUIDITY && type === 'ASSET_CLASS' ;
} ) ;
const isFilteredByClosedHoldings =
@ -398,8 +407,8 @@ export class PortfolioService {
if (
filters ? . length === 0 ||
( filters ? . length === 1 &&
filters [ 0 ] . type === 'ASSET_CLASS' &&
filters [ 0 ] . id === 'CASH ')
filters [ 0 ] . id === AssetClass . LIQUIDITY &&
filters [ 0 ] . type === 'ASSET_CLASS ')
) {
filteredValueInBaseCurrency = filteredValueInBaseCurrency . plus (
cashDetails . balanceInBaseCurrency
@ -729,11 +738,15 @@ export class PortfolioService {
] ) ;
const portfolioCalculator = this . calculatorFactory . createCalculator ( {
userId ,
activities : orders.filter ( ( order ) = > {
return [ 'BUY' , 'DIVIDEND' , 'ITEM' , 'SELL' ] . includes ( order . type ) ;
} ) ,
calculationType : PerformanceCalculationType.TWR ,
currency : userCurrency
currency : userCurrency ,
hasFilters : true ,
isExperimentalFeatures :
this . request . user . Settings . settings . isExperimentalFeatures
} ) ;
const portfolioStart = portfolioCalculator . getStartDate ( ) ;
@ -772,15 +785,19 @@ export class PortfolioService {
const dividendYieldPercent = this . getAnnualizedPerformancePercent ( {
daysInMarket : differenceInDays ( new Date ( ) , parseDate ( firstBuyDate ) ) ,
netPerformancePercent : dividendInBaseCurrency.div (
timeWeightedInvestment
)
netPerformancePercentage : timeWeightedInvestment.eq ( 0 )
? new Big ( 0 )
: dividendInBaseCurrency . div ( timeWeightedInvestment )
} ) ;
const dividendYieldPercentWithCurrencyEffect =
this . getAnnualizedPerformancePercent ( {
daysInMarket : differenceInDays ( new Date ( ) , parseDate ( firstBuyDate ) ) ,
netPerformancePercent : dividendInBaseCurrency.div (
netPerformancePercentage : timeWeightedInvestmentWithCurrencyEffect.eq (
0
)
? new Big ( 0 )
: dividendInBaseCurrency . div (
timeWeightedInvestmentWithCurrencyEffect
)
} ) ;
@ -931,11 +948,19 @@ export class PortfolioService {
) ;
if ( isEmpty ( historicalData ) ) {
historicalData = await this . dataProviderService . getHistoricalRaw (
[ { dataSource : DataSource.YAHOO , symbol : aSymbol } ] ,
portfolioStart ,
new Date ( )
) ;
try {
historicalData = await this . dataProviderService . getHistoricalRaw ( {
dataGatheringItems : [
{ dataSource : DataSource.YAHOO , symbol : aSymbol }
] ,
from : portfolioStart ,
to : new Date ( )
} ) ;
} catch {
historicalData = {
[ aSymbol ] : { }
} ;
}
}
const historicalDataArray : HistoricalDataItem [ ] = [ ] ;
@ -1022,8 +1047,12 @@ export class PortfolioService {
const portfolioCalculator = this . calculatorFactory . createCalculator ( {
activities ,
dateRange ,
userId ,
calculationType : PerformanceCalculationType.TWR ,
currency : this.request.user.Settings.settings.baseCurrency
currency : this.request.user.Settings.settings.baseCurrency ,
hasFilters : filters?.length > 0 ,
isExperimentalFeatures :
this . request . user . Settings . settings . isExperimentalFeatures
} ) ;
let { hasErrors , positions } = await portfolioCalculator . getSnapshot ( ) ;
@ -1163,11 +1192,16 @@ export class PortfolioService {
) = > {
const formattedDate = format ( date , DATE_FORMAT ) ;
// Store the item in the map, overwriting if the date already exists
if ( map [ formattedDate ] ) {
// If the value exists, add the current value to the existing one
map [ formattedDate ] . value += valueInBaseCurrency ;
} else {
// Otherwise, initialize the value for that date
map [ formattedDate ] = {
date : formattedDate ,
value : valueInBaseCurrency
} ;
}
return map ;
} ,
@ -1175,7 +1209,7 @@ export class PortfolioService {
)
) ;
const { endDate , startDate } = getInterval ( dateRange ) ;
const { endDate } = getInterval ( dateRange ) ;
const { activities } = await this . orderService . getOrders ( {
endDate ,
@ -1191,26 +1225,31 @@ export class PortfolioService {
firstOrderDate : undefined ,
hasErrors : false ,
performance : {
currentGrossPerformance : 0 ,
currentGrossPerformancePercent : 0 ,
currentGrossPerformancePercentWithCurrencyEffect : 0 ,
currentGrossPerformanceWithCurrencyEffect : 0 ,
currentNetPerformance : 0 ,
currentNetPerformancePercent : 0 ,
currentNetPerformancePercentWithCurrencyEffect : 0 ,
currentNetPerformanceWithCurrencyEffect : 0 ,
currentNetWorth : 0 ,
currentValue : 0 ,
currentValueInBaseCurrency : 0 ,
grossPerformance : 0 ,
grossPerformancePercentage : 0 ,
grossPerformancePercentageWithCurrencyEffect : 0 ,
grossPerformanceWithCurrencyEffect : 0 ,
netPerformance : 0 ,
netPerformancePercentage : 0 ,
netPerformancePercentageWithCurrencyEffect : 0 ,
netPerformanceWithCurrencyEffect : 0 ,
totalInvestment : 0
}
} ;
}
const portfolioCalculator = this . calculatorFactory . createCalculator ( {
accountBalanceItems ,
activities ,
dateRange ,
userId ,
calculationType : PerformanceCalculationType.TWR ,
currency : userCurrency
currency : userCurrency ,
hasFilters : filters?.length > 0 ,
isExperimentalFeatures :
this . request . user . Settings . settings . isExperimentalFeatures
} ) ;
const {
@ -1230,14 +1269,16 @@ export class PortfolioService {
let currentNetPerformance = netPerformance ;
let currentNetPerformancePercent = netPerformancePercentage ;
let currentNetPerformancePercentage = netPerformancePercentage ;
let currentNetPerformancePercentWithCurrencyEffect =
let currentNetPerformancePercentage WithCurrencyEffect =
netPerformancePercentageWithCurrencyEffect ;
let currentNetPerformanceWithCurrencyEffect =
netPerformanceWithCurrencyEffect ;
let currentNetWorth = 0 ;
const items = await portfolioCalculator . getChart ( {
dateRange
} ) ;
@ -1249,62 +1290,41 @@ export class PortfolioService {
if ( itemOfToday ) {
currentNetPerformance = new Big ( itemOfToday . netPerformance ) ;
currentNetPerformancePercent = new Big (
currentNetPerformancePercentage = new Big (
itemOfToday . netPerformanceInPercentage
) . div ( 100 ) ;
currentNetPerformancePercentWithCurrencyEffect = new Big (
currentNetPerformancePercentage WithCurrencyEffect = new Big (
itemOfToday . netPerformanceInPercentageWithCurrencyEffect
) . div ( 100 ) ;
currentNetPerformanceWithCurrencyEffect = new Big (
itemOfToday . netPerformanceWithCurrencyEffect
) ;
}
accountBalanceItems = accountBalanceItems . filter ( ( { date } ) = > {
return ! isBefore ( parseDate ( date ) , startDate ) ;
} ) ;
const accountBalanceItemOfToday = accountBalanceItems . find ( ( { date } ) = > {
return date === format ( new Date ( ) , DATE_FORMAT ) ;
} ) ;
if ( ! accountBalanceItemOfToday ) {
accountBalanceItems . push ( {
date : format ( new Date ( ) , DATE_FORMAT ) ,
value : last ( accountBalanceItems ) ? . value ? ? 0
} ) ;
currentNetWorth = itemOfToday . netWorth ;
}
const mergedHistoricalDataItems = this . mergeHistoricalDataItems (
accountBalanceItems ,
items
) ;
const currentHistoricalDataItem = last ( mergedHistoricalDataItems ) ;
const currentNetWorth = currentHistoricalDataItem ? . netWorth ? ? 0 ;
return {
errors ,
hasErrors ,
chart : mergedH istoricalDataI tems,
chart : items ,
firstOrderDate : parseDate ( items [ 0 ] ? . date ) ,
performance : {
currentNetWorth ,
currentGrossPerformance : grossPerformance.toNumber ( ) ,
currentGrossPerformancePercent : grossPerformancePercentage.toNumber ( ) ,
currentGrossPerformancePercentWithCurrencyEffect :
currentValueInBaseCurrency : currentValueInBaseCurrency.toNumber ( ) ,
grossPerformance : grossPerformance.toNumber ( ) ,
grossPerformancePercentage : grossPerformancePercentage.toNumber ( ) ,
grossPerformancePercentageWithCurrencyEffect :
grossPerformancePercentageWithCurrencyEffect . toNumber ( ) ,
currentG rossPerformanceWithCurrencyEffect:
g rossPerformanceWithCurrencyEffect:
grossPerformanceWithCurrencyEffect . toNumber ( ) ,
curre ntN etPerformancecurrentNetPerformance.toNumber ( ) ,
curre ntN etPerformancePercentcurrentNetPerformancePercent.toNumber ( ) ,
curre ntN etPerformancePercentWithCurrencyEffect:
currentNetPerformancePercentWithCurrencyEffect . toNumber ( ) ,
curre ntN etPerformanceWithCurrencyEffect:
netPerformance : currentNetPerformance.toNumber ( ) ,
netPerformancePercentage : currentNetPerformancePercentage .toNumber ( ) ,
netPerformancePercentage WithCurrencyEffect :
currentNetPerformancePercentage WithCurrencyEffect . toNumber ( ) ,
netPerformanceWithCurrencyEffect :
currentNetPerformanceWithCurrencyEffect . toNumber ( ) ,
currentValue : currentValueInBaseCurrency.toNumber ( ) ,
totalInvestment : totalInvestment.toNumber ( )
}
} ;
@ -1323,8 +1343,12 @@ export class PortfolioService {
const portfolioCalculator = this . calculatorFactory . createCalculator ( {
activities ,
userId ,
calculationType : PerformanceCalculationType.TWR ,
currency : this.request.user.Settings.settings.baseCurrency
currency : this.request.user.Settings.settings.baseCurrency ,
hasFilters : false ,
isExperimentalFeatures :
this . request . user . Settings . settings . isExperimentalFeatures
} ) ;
let { totalFeesWithCurrencyEffect , positions , totalInvestment } =
@ -1549,8 +1573,8 @@ export class PortfolioService {
return {
currency ,
allocationInPercentage : 0 ,
assetClass : AssetClass.CASH ,
assetSubClass : AssetClass.CASH ,
assetClass : AssetClass.LIQUIDITY ,
assetSubClass : AssetSub Class.CASH ,
countries : [ ] ,
dataSource : undefined ,
dateOfFirstActivity : undefined ,
@ -1701,26 +1725,6 @@ export class PortfolioService {
} ) : Promise < PortfolioSummary > {
userId = await this . getUserId ( impersonationId , userId ) ;
const user = await this . userService . user ( { id : userId } ) ;
let performanceInformation : PortfolioPerformanceResponse = {
chart : [ ] ,
firstOrderDate : undefined ,
performance : {
annualizedPerformancePercent : 0 ,
currentGrossPerformance : 0 ,
currentGrossPerformancePercent : 0 ,
currentGrossPerformancePercentWithCurrencyEffect : 0 ,
currentGrossPerformanceWithCurrencyEffect : 0 ,
currentNetPerformance : 0 ,
currentNetPerformancePercent : 0 ,
currentNetPerformancePercentWithCurrencyEffect : 0 ,
currentNetPerformanceWithCurrencyEffect : 0 ,
currentNetWorth : 0 ,
currentValue : 0 ,
totalInvestment : 0
} ,
errors : [ ] ,
hasErrors : false
} ;
const { activities } = await this . orderService . getOrders ( {
userCurrency ,
@ -1738,12 +1742,18 @@ export class PortfolioService {
}
}
let excludedAccountsAndActivities = 0 ;
performanceInformation = await this . getPerformance ( {
impersonationId ,
userId
} ) ;
const {
currentValueInBaseCurrency ,
grossPerformance ,
grossPerformancePercentage ,
grossPerformancePercentageWithCurrencyEffect ,
grossPerformanceWithCurrencyEffect ,
netPerformance ,
netPerformancePercentage ,
netPerformancePercentageWithCurrencyEffect ,
netPerformanceWithCurrencyEffect ,
totalInvestment
} = await portfolioCalculator . getSnapshot ( ) ;
const dividendInBaseCurrency =
await portfolioCalculator . getDividendInBaseCurrency ( ) ;
@ -1812,7 +1822,7 @@ export class PortfolioService {
. toNumber ( ) ;
const netWorth = new Big ( balanceInBaseCurrency )
. plus ( performanceInformation . performance . currentValue )
. plus ( currentValueInBaseCurrency )
. plus ( valuables )
. plus ( excludedAccountsAndActivities )
. minus ( liabilities )
@ -1822,21 +1832,18 @@ export class PortfolioService {
const annualizedPerformancePercent = this . getAnnualizedPerformancePercent ( {
daysInMarket ,
netPerformancePercent : new Big (
performanceInformation . performance . currentNetPerformancePercent
)
netPerformancePercentage : new Big ( netPerformancePercentage )
} ) ? . toNumber ( ) ;
const annualizedPerformancePercentWithCurrencyEffect =
this . getAnnualizedPerformancePercent ( {
daysInMarket ,
netPerformancePercent : new Big (
performa nceInformation . performance . currentN etPerformancePercentWithCurrencyEffect
netPerformancePercentage : new Big (
netPerformancePercentage WithCurrencyEffect
)
} ) ? . toNumber ( ) ;
return {
. . . performanceInformation . performance ,
annualizedPerformancePercent ,
annualizedPerformancePercentWithCurrencyEffect ,
cash ,
@ -1845,6 +1852,7 @@ export class PortfolioService {
totalBuy ,
totalSell ,
committedFunds : committedFunds.toNumber ( ) ,
currentValueInBaseCurrency : currentValueInBaseCurrency.toNumber ( ) ,
dividendInBaseCurrency : dividendInBaseCurrency.toNumber ( ) ,
emergencyFund : {
assets : emergencyFundPositionsValueInBaseCurrency ,
@ -1858,15 +1866,28 @@ export class PortfolioService {
filteredValueInPercentage : netWorth
? filteredValueInBaseCurrency . div ( netWorth ) . toNumber ( )
: undefined ,
fireWealth : new Big ( performanceInformation . performance . currentValue )
fireWealth : new Big ( currentValueInBaseCurrency )
. minus ( emergencyFundPositionsValueInBaseCurrency )
. toNumber ( ) ,
grossPerformance : grossPerformance.toNumber ( ) ,
grossPerformancePercentage : grossPerformancePercentage.toNumber ( ) ,
grossPerformancePercentageWithCurrencyEffect :
grossPerformancePercentageWithCurrencyEffect . toNumber ( ) ,
grossPerformanceWithCurrencyEffect :
grossPerformanceWithCurrencyEffect . toNumber ( ) ,
interest : interest.toNumber ( ) ,
items : valuables.toNumber ( ) ,
liabilities : liabilities.toNumber ( ) ,
netPerformance : netPerformance.toNumber ( ) ,
netPerformancePercentage : netPerformancePercentage.toNumber ( ) ,
netPerformancePercentageWithCurrencyEffect :
netPerformancePercentageWithCurrencyEffect . toNumber ( ) ,
netPerformanceWithCurrencyEffect :
netPerformanceWithCurrencyEffect . toNumber ( ) ,
ordersCount : activities.filter ( ( { type } ) = > {
return type === 'BUY' || type === 'SELL' ;
return [ 'BUY' , 'SELL' ] . includes ( type ) ;
} ) . length ,
totalInvestment : totalInvestment.toNumber ( ) ,
totalValueInBaseCurrency : netWorth
} ;
}
@ -2043,45 +2064,4 @@ export class PortfolioService {
return { accounts , platforms } ;
}
@LogPerformance
private mergeHistoricalDataItems (
accountBalanceItems : HistoricalDataItem [ ] ,
performanceChartItems : HistoricalDataItem [ ]
) : HistoricalDataItem [ ] {
const historicalDataItemsMap : { [ date : string ] : HistoricalDataItem } = { } ;
let latestAccountBalance = 0 ;
for ( const item of accountBalanceItems . concat ( performanceChartItems ) ) {
const isAccountBalanceItem = accountBalanceItems . includes ( item ) ;
const totalAccountBalance = isAccountBalanceItem
? item . value
: latestAccountBalance ;
if ( isAccountBalanceItem && performanceChartItems . length > 0 ) {
latestAccountBalance = item . value ;
} else {
historicalDataItemsMap [ item . date ] = {
. . . item ,
totalAccountBalance ,
netWorth :
( isAccountBalanceItem ? 0 : item.value ) + totalAccountBalance
} ;
}
}
// Convert to an array and sort by date in ascending order
const historicalDataItems = Object . keys ( historicalDataItemsMap ) . map (
( date ) = > {
return historicalDataItemsMap [ date ] ;
}
) ;
historicalDataItems . sort ( ( a , b ) = > {
return new Date ( a . date ) . getTime ( ) - new Date ( b . date ) . getTime ( ) ;
} ) ;
return historicalDataItems ;
}
}
Dan
1 year ago