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make it pretty

pull/239/head
Valentin Zickner 4 years ago
committed by Thomas
parent
7538133d09
commit
88f0cb095d
2 changed files with 408 additions and 312 deletions
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  1. 684
      apps/api/src/app/core/portfolio-calculator.spec.ts
  2. 36
      apps/api/src/app/core/portfolio-calculator.ts

684
apps/api/src/app/core/portfolio-calculator.spec.ts
View File

@ -1,5 +1,11 @@
import { PortfolioCalculator, PortfolioOrder } from '@ghostfolio/api/app/core/portfolio-calculator';
import { CurrentRateService, GetValueParams } from '@ghostfolio/api/app/core/current-rate.service';
import {
PortfolioCalculator,
PortfolioOrder
} from '@ghostfolio/api/app/core/portfolio-calculator';
import {
CurrentRateService,
GetValueParams
} from '@ghostfolio/api/app/core/current-rate.service';
import { Currency } from '@prisma/client';
import { OrderType } from '@ghostfolio/api/models/order-type';
import Big from 'big.js';
@ -16,9 +22,11 @@ function dateEqual(date1: Date, date2: Date) {
const date1Converted = toYearMonthDay(date1);
const date2Converted = toYearMonthDay(date2);
return date1Converted[0] === date2Converted[0]&&
return (
date1Converted[0] === date2Converted[0] &&
date1Converted[1] === date2Converted[1] &&
date1Converted[2] === date2Converted[2]
);
}
jest.mock('./current-rate.service.ts', () => {
@ -26,13 +34,17 @@ jest.mock('./current-rate.service.ts', () => {
// eslint-disable-next-line @typescript-eslint/naming-convention
CurrentRateService: jest.fn().mockImplementation(() => {
return {
getValue: ({date, symbol, currency, userCurrency}: GetValueParams) => {
getValue: ({
date,
symbol,
currency,
userCurrency
}: GetValueParams) => {
const today = new Date();
if (dateEqual(today, date) && symbol === 'VTI') {
return Promise.resolve(new Big('213.32'));
}
return Promise.resolve(new Big('0'));
}
};
@ -41,7 +53,6 @@ jest.mock('./current-rate.service.ts', () => {
});
describe('PortfolioCalculator', () => {
let currentRateService: CurrentRateService;
beforeEach(() => {
currentRateService = new CurrentRateService(null, null);
@ -49,11 +60,17 @@ describe('PortfolioCalculator', () => {
describe('calculate transaction points', () => {
it('with orders of only one symbol', () => {
const portfolioCalculator = new PortfolioCalculator(currentRateService, Currency.USD);
const portfolioCalculator = new PortfolioCalculator(
currentRateService,
Currency.USD
);
portfolioCalculator.computeTransactionPoints(ordersVTI);
const portfolioItemsAtTransactionPoints = portfolioCalculator.getTransactionPoints();
const portfolioItemsAtTransactionPoints =
portfolioCalculator.getTransactionPoints();
expect(portfolioItemsAtTransactionPoints).toEqual(ordersVTITransactionPoints);
expect(portfolioItemsAtTransactionPoints).toEqual(
ordersVTITransactionPoints
);
});
it('with two orders at the same day of the same type', () => {
@ -68,65 +85,79 @@ describe('PortfolioCalculator', () => {
currency: Currency.USD
}
];
const portfolioCalculator = new PortfolioCalculator(currentRateService, Currency.USD);
const portfolioCalculator = new PortfolioCalculator(
currentRateService,
Currency.USD
);
portfolioCalculator.computeTransactionPoints(orders);
const portfolioItemsAtTransactionPoints = portfolioCalculator.getTransactionPoints();
const portfolioItemsAtTransactionPoints =
portfolioCalculator.getTransactionPoints();
expect(portfolioItemsAtTransactionPoints).toEqual([
{
date: '2019-02-01',
items: [{
quantity: new Big('10'),
symbol: 'VTI',
investment: new Big('1443.8'),
currency: Currency.USD,
firstBuyDate: '2019-02-01',
transactionCount: 1
}]
items: [
{
quantity: new Big('10'),
symbol: 'VTI',
investment: new Big('1443.8'),
currency: Currency.USD,
firstBuyDate: '2019-02-01',
transactionCount: 1
}
]
},
{
date: '2019-08-03',
items: [{
quantity: new Big('20'),
symbol: 'VTI',
investment: new Big('2923.7'),
currency: Currency.USD,
firstBuyDate: '2019-02-01',
transactionCount: 2
}]
items: [
{
quantity: new Big('20'),
symbol: 'VTI',
investment: new Big('2923.7'),
currency: Currency.USD,
firstBuyDate: '2019-02-01',
transactionCount: 2
}
]
},
{
date: '2020-02-02',
items: [{
quantity: new Big('5'),
symbol: 'VTI',
investment: new Big('652.55'),
currency: Currency.USD,
firstBuyDate: '2019-02-01',
transactionCount: 3
}]
items: [
{
quantity: new Big('5'),
symbol: 'VTI',
investment: new Big('652.55'),
currency: Currency.USD,
firstBuyDate: '2019-02-01',
transactionCount: 3
}
]
},
{
date: '2021-02-01',
items: [{
quantity: new Big('35'),
symbol: 'VTI',
investment: new Big('6627.05'),
currency: Currency.USD,
firstBuyDate: '2019-02-01',
transactionCount: 5
}]
items: [
{
quantity: new Big('35'),
symbol: 'VTI',
investment: new Big('6627.05'),
currency: Currency.USD,
firstBuyDate: '2019-02-01',
transactionCount: 5
}
]
},
{
date: '2021-08-01',
items: [{
quantity: new Big('45'),
symbol: 'VTI',
investment: new Big('8403.95'),
currency: Currency.USD,
firstBuyDate: '2019-02-01',
transactionCount: 6
}]
items: [
{
quantity: new Big('45'),
symbol: 'VTI',
investment: new Big('8403.95'),
currency: Currency.USD,
firstBuyDate: '2019-02-01',
transactionCount: 6
}
]
}
]);
});
@ -143,104 +174,124 @@ describe('PortfolioCalculator', () => {
currency: Currency.USD
}
];
const portfolioCalculator = new PortfolioCalculator(currentRateService, Currency.USD);
const portfolioCalculator = new PortfolioCalculator(
currentRateService,
Currency.USD
);
portfolioCalculator.computeTransactionPoints(orders);
const portfolioItemsAtTransactionPoints = portfolioCalculator.getTransactionPoints();
const portfolioItemsAtTransactionPoints =
portfolioCalculator.getTransactionPoints();
expect(portfolioItemsAtTransactionPoints).toEqual([
{
date: '2019-02-01',
items: [{
quantity: new Big('10'),
symbol: 'VTI',
investment: new Big('1443.8'),
currency: Currency.USD,
firstBuyDate: '2019-02-01',
transactionCount: 1
}]
items: [
{
quantity: new Big('10'),
symbol: 'VTI',
investment: new Big('1443.8'),
currency: Currency.USD,
firstBuyDate: '2019-02-01',
transactionCount: 1
}
]
},
{
date: '2019-08-03',
items: [{
quantity: new Big('20'),
symbol: 'VTI',
investment: new Big('2923.7'),
currency: Currency.USD,
firstBuyDate: '2019-02-01',
transactionCount: 2
}]
items: [
{
quantity: new Big('20'),
symbol: 'VTI',
investment: new Big('2923.7'),
currency: Currency.USD,
firstBuyDate: '2019-02-01',
transactionCount: 2
}
]
},
{
date: '2019-09-01',
items: [{
quantity: new Big('5'),
symbol: 'AMZN',
investment: new Big('10109.95'),
currency: Currency.USD,
firstBuyDate: '2019-09-01',
transactionCount: 1
}, {
quantity: new Big('20'),
symbol: 'VTI',
investment: new Big('2923.7'),
currency: Currency.USD,
firstBuyDate: '2019-02-01',
transactionCount: 2
}]
items: [
{
quantity: new Big('5'),
symbol: 'AMZN',
investment: new Big('10109.95'),
currency: Currency.USD,
firstBuyDate: '2019-09-01',
transactionCount: 1
},
{
quantity: new Big('20'),
symbol: 'VTI',
investment: new Big('2923.7'),
currency: Currency.USD,
firstBuyDate: '2019-02-01',
transactionCount: 2
}
]
},
{
date: '2020-02-02',
items: [{
quantity: new Big('5'),
symbol: 'AMZN',
investment: new Big('10109.95'),
currency: Currency.USD,
firstBuyDate: '2019-09-01',
transactionCount: 1
}, {
quantity: new Big('5'),
symbol: 'VTI',
investment: new Big('652.55'),
currency: Currency.USD,
firstBuyDate: '2019-02-01',
transactionCount: 3
}]
items: [
{
quantity: new Big('5'),
symbol: 'AMZN',
investment: new Big('10109.95'),
currency: Currency.USD,
firstBuyDate: '2019-09-01',
transactionCount: 1
},
{
quantity: new Big('5'),
symbol: 'VTI',
investment: new Big('652.55'),
currency: Currency.USD,
firstBuyDate: '2019-02-01',
transactionCount: 3
}
]
},
{
date: '2021-02-01',
items: [{
quantity: new Big('5'),
symbol: 'AMZN',
investment: new Big('10109.95'),
currency: Currency.USD,
firstBuyDate: '2019-09-01',
transactionCount: 1
}, {
quantity: new Big('15'),
symbol: 'VTI',
investment: new Big('2684.05'),
currency: Currency.USD,
firstBuyDate: '2019-02-01',
transactionCount: 4
}]
items: [
{
quantity: new Big('5'),
symbol: 'AMZN',
investment: new Big('10109.95'),
currency: Currency.USD,
firstBuyDate: '2019-09-01',
transactionCount: 1
},
{
quantity: new Big('15'),
symbol: 'VTI',
investment: new Big('2684.05'),
currency: Currency.USD,
firstBuyDate: '2019-02-01',
transactionCount: 4
}
]
},
{
date: '2021-08-01',
items: [{
quantity: new Big('5'),
symbol: 'AMZN',
investment: new Big('10109.95'),
currency: Currency.USD,
firstBuyDate: '2019-09-01',
transactionCount: 1
}, {
quantity: new Big('25'),
symbol: 'VTI',
investment: new Big('4460.95'),
currency: Currency.USD,
firstBuyDate: '2019-02-01',
transactionCount: 5
}]
items: [
{
quantity: new Big('5'),
symbol: 'AMZN',
investment: new Big('10109.95'),
currency: Currency.USD,
firstBuyDate: '2019-09-01',
transactionCount: 1
},
{
quantity: new Big('25'),
symbol: 'VTI',
investment: new Big('4460.95'),
currency: Currency.USD,
firstBuyDate: '2019-02-01',
transactionCount: 5
}
]
}
]);
});
@ -265,173 +316,208 @@ describe('PortfolioCalculator', () => {
currency: Currency.USD
}
];
const portfolioCalculator = new PortfolioCalculator(currentRateService, Currency.USD);
const portfolioCalculator = new PortfolioCalculator(
currentRateService,
Currency.USD
);
portfolioCalculator.computeTransactionPoints(orders);
const portfolioItemsAtTransactionPoints = portfolioCalculator.getTransactionPoints();
const portfolioItemsAtTransactionPoints =
portfolioCalculator.getTransactionPoints();
expect(portfolioItemsAtTransactionPoints).toEqual([
{
date: '2019-02-01',
items: [{
quantity: new Big('10'),
symbol: 'VTI',
investment: new Big('1443.8'),
currency: Currency.USD,
firstBuyDate: '2019-02-01',
transactionCount: 1
}]
items: [
{
quantity: new Big('10'),
symbol: 'VTI',
investment: new Big('1443.8'),
currency: Currency.USD,
firstBuyDate: '2019-02-01',
transactionCount: 1
}
]
},
{
date: '2019-08-03',
items: [{
quantity: new Big('20'),
symbol: 'VTI',
investment: new Big('2923.7'),
currency: Currency.USD,
firstBuyDate: '2019-02-01',
transactionCount: 2
}]
items: [
{
quantity: new Big('20'),
symbol: 'VTI',
investment: new Big('2923.7'),
currency: Currency.USD,
firstBuyDate: '2019-02-01',
transactionCount: 2
}
]
},
{
date: '2019-09-01',
items: [{
quantity: new Big('5'),
symbol: 'AMZN',
investment: new Big('10109.95'),
currency: Currency.USD,
firstBuyDate: '2019-09-01',
transactionCount: 1
}, {
quantity: new Big('20'),
symbol: 'VTI',
investment: new Big('2923.7'),
currency: Currency.USD,
firstBuyDate: '2019-02-01',
transactionCount: 2
}]
items: [
{
quantity: new Big('5'),
symbol: 'AMZN',
investment: new Big('10109.95'),
currency: Currency.USD,
firstBuyDate: '2019-09-01',
transactionCount: 1
},
{
quantity: new Big('20'),
symbol: 'VTI',
investment: new Big('2923.7'),
currency: Currency.USD,
firstBuyDate: '2019-02-01',
transactionCount: 2
}
]
},
{
date: '2020-02-02',
items: [{
quantity: new Big('5'),
symbol: 'AMZN',
investment: new Big('10109.95'),
currency: Currency.USD,
firstBuyDate: '2019-09-01',
transactionCount: 1
}, {
quantity: new Big('5'),
symbol: 'VTI',
investment: new Big('652.55'),
currency: Currency.USD,
firstBuyDate: '2019-02-01',
transactionCount: 3
}]
items: [
{
quantity: new Big('5'),
symbol: 'AMZN',
investment: new Big('10109.95'),
currency: Currency.USD,
firstBuyDate: '2019-09-01',
transactionCount: 1
},
{
quantity: new Big('5'),
symbol: 'VTI',
investment: new Big('652.55'),
currency: Currency.USD,
firstBuyDate: '2019-02-01',
transactionCount: 3
}
]
},
{
date: '2020-08-02',
items: [{
quantity: new Big('5'),
symbol: 'VTI',
investment: new Big('652.55'),
currency: Currency.USD,
firstBuyDate: '2019-02-01',
transactionCount: 3
}]
items: [
{
quantity: new Big('5'),
symbol: 'VTI',
investment: new Big('652.55'),
currency: Currency.USD,
firstBuyDate: '2019-02-01',
transactionCount: 3
}
]
},
{
date: '2021-02-01',
items: [{
quantity: new Big('15'),
symbol: 'VTI',
investment: new Big('2684.05'),
currency: Currency.USD,
firstBuyDate: '2019-02-01',
transactionCount: 4
}]
items: [
{
quantity: new Big('15'),
symbol: 'VTI',
investment: new Big('2684.05'),
currency: Currency.USD,
firstBuyDate: '2019-02-01',
transactionCount: 4
}
]
},
{
date: '2021-08-01',
items: [{
quantity: new Big('25'),
symbol: 'VTI',
investment: new Big('4460.95'),
currency: Currency.USD,
firstBuyDate: '2019-02-01',
transactionCount: 5
}]
items: [
{
quantity: new Big('25'),
symbol: 'VTI',
investment: new Big('4460.95'),
currency: Currency.USD,
firstBuyDate: '2019-02-01',
transactionCount: 5
}
]
}
]);
});
it('with mixed symbols', () => {
const portfolioCalculator = new PortfolioCalculator(currentRateService, Currency.USD);
const portfolioCalculator = new PortfolioCalculator(
currentRateService,
Currency.USD
);
portfolioCalculator.computeTransactionPoints(ordersMixedSymbols);
const portfolioItemsAtTransactionPoints = portfolioCalculator.getTransactionPoints();
const portfolioItemsAtTransactionPoints =
portfolioCalculator.getTransactionPoints();
expect(portfolioItemsAtTransactionPoints).toEqual([
{
date: '2017-01-03',
items: [{
quantity: new Big('50'),
symbol: 'TSLA',
investment: new Big('2148.5'),
currency: Currency.USD,
firstBuyDate: '2017-01-03',
transactionCount: 1
}]
items: [
{
quantity: new Big('50'),
symbol: 'TSLA',
investment: new Big('2148.5'),
currency: Currency.USD,
firstBuyDate: '2017-01-03',
transactionCount: 1
}
]
},
{
date: '2017-07-01',
items: [{
quantity: new Big('0.5614682'),
symbol: 'BTCUSD',
investment: new Big('1999.9999999999998659756'),
currency: Currency.USD,
firstBuyDate: '2017-07-01',
transactionCount: 1
}, {
quantity: new Big('50'),
symbol: 'TSLA',
investment: new Big('2148.5'),
currency: Currency.USD,
firstBuyDate: '2017-01-03',
transactionCount: 1
}]
items: [
{
quantity: new Big('0.5614682'),
symbol: 'BTCUSD',
investment: new Big('1999.9999999999998659756'),
currency: Currency.USD,
firstBuyDate: '2017-07-01',
transactionCount: 1
},
{
quantity: new Big('50'),
symbol: 'TSLA',
investment: new Big('2148.5'),
currency: Currency.USD,
firstBuyDate: '2017-01-03',
transactionCount: 1
}
]
},
{
date: '2018-09-01',
items: [{
quantity: new Big('5'),
symbol: 'AMZN',
investment: new Big('10109.95'),
currency: Currency.USD,
firstBuyDate: '2018-09-01',
transactionCount: 1
}, {
quantity: new Big('0.5614682'),
symbol: 'BTCUSD',
investment: new Big('1999.9999999999998659756'),
currency: Currency.USD,
firstBuyDate: '2017-07-01',
transactionCount: 1
}, {
quantity: new Big('50'),
symbol: 'TSLA',
investment: new Big('2148.5'),
currency: Currency.USD,
firstBuyDate: '2017-01-03',
transactionCount: 1
}]
items: [
{
quantity: new Big('5'),
symbol: 'AMZN',
investment: new Big('10109.95'),
currency: Currency.USD,
firstBuyDate: '2018-09-01',
transactionCount: 1
},
{
quantity: new Big('0.5614682'),
symbol: 'BTCUSD',
investment: new Big('1999.9999999999998659756'),
currency: Currency.USD,
firstBuyDate: '2017-07-01',
transactionCount: 1
},
{
quantity: new Big('50'),
symbol: 'TSLA',
investment: new Big('2148.5'),
currency: Currency.USD,
firstBuyDate: '2017-01-03',
transactionCount: 1
}
]
}
]);
});
});
describe('get current positions', () => {
it('with just VTI', async () => {
const portfolioCalculator = new PortfolioCalculator(currentRateService, Currency.USD);
const portfolioCalculator = new PortfolioCalculator(
currentRateService,
Currency.USD
);
portfolioCalculator.setTransactionPoints(ordersVTITransactionPoints);
const currentPositions = await portfolioCalculator.getCurrentPositions();
@ -447,12 +533,8 @@ describe('PortfolioCalculator', () => {
transactionCount: 5
}
});
})
})
});
});
});
const ordersMixedSymbols: PortfolioOrder[] = [
{
@ -527,57 +609,67 @@ const ordersVTI: PortfolioOrder[] = [
const ordersVTITransactionPoints = [
{
date: '2019-02-01',
items: [{
quantity: new Big('10'),
symbol: 'VTI',
investment: new Big('1443.8'),
currency: Currency.USD,
firstBuyDate: '2019-02-01',
transactionCount: 1
}]
items: [
{
quantity: new Big('10'),
symbol: 'VTI',
investment: new Big('1443.8'),
currency: Currency.USD,
firstBuyDate: '2019-02-01',
transactionCount: 1
}
]
},
{
date: '2019-08-03',
items: [{
quantity: new Big('20'),
symbol: 'VTI',
investment: new Big('2923.7'),
currency: Currency.USD,
firstBuyDate: '2019-02-01',
transactionCount: 2
}]
items: [
{
quantity: new Big('20'),
symbol: 'VTI',
investment: new Big('2923.7'),
currency: Currency.USD,
firstBuyDate: '2019-02-01',
transactionCount: 2
}
]
},
{
date: '2020-02-02',
items: [{
quantity: new Big('5'),
symbol: 'VTI',
investment: new Big('652.55'),
currency: Currency.USD,
firstBuyDate: '2019-02-01',
transactionCount: 3
}]
items: [
{
quantity: new Big('5'),
symbol: 'VTI',
investment: new Big('652.55'),
currency: Currency.USD,
firstBuyDate: '2019-02-01',
transactionCount: 3
}
]
},
{
date: '2021-02-01',
items: [{
quantity: new Big('15'),
symbol: 'VTI',
investment: new Big('2684.05'),
currency: Currency.USD,
firstBuyDate: '2019-02-01',
transactionCount: 4
}]
items: [
{
quantity: new Big('15'),
symbol: 'VTI',
investment: new Big('2684.05'),
currency: Currency.USD,
firstBuyDate: '2019-02-01',
transactionCount: 4
}
]
},
{
date: '2021-08-01',
items: [{
quantity: new Big('25'),
symbol: 'VTI',
investment: new Big('4460.95'),
currency: Currency.USD,
firstBuyDate: '2019-02-01',
transactionCount: 5
}]
items: [
{
quantity: new Big('25'),
symbol: 'VTI',
investment: new Big('4460.95'),
currency: Currency.USD,
firstBuyDate: '2019-02-01',
transactionCount: 5
}
]
}
];

36
apps/api/src/app/core/portfolio-calculator.ts
View File

@ -4,22 +4,16 @@ import { OrderType } from '@ghostfolio/api/models/order-type';
import Big from 'big.js';
export class PortfolioCalculator {
private transactionPoints: TransactionPoint[];
constructor(
private currentRateService: CurrentRateService,
private currency: Currency
) {
}
) {}
addOrder(order: PortfolioOrder): void {
}
addOrder(order: PortfolioOrder): void {}
deleteOrder(order: PortfolioOrder): void {
}
deleteOrder(order: PortfolioOrder): void {}
computeTransactionPoints(orders: PortfolioOrder[]) {
orders.sort((a, b) => a.date.localeCompare(b.date));
@ -39,9 +33,14 @@ export class PortfolioCalculator {
const unitPrice = new Big(order.unitPrice);
if (oldAccumulatedSymbol) {
currentTransactionPointItem = {
quantity: order.quantity.mul(factor).plus(oldAccumulatedSymbol.quantity),
quantity: order.quantity
.mul(factor)
.plus(oldAccumulatedSymbol.quantity),
symbol: order.symbol,
investment: unitPrice.mul(order.quantity).mul(factor).add(oldAccumulatedSymbol.investment),
investment: unitPrice
.mul(order.quantity)
.mul(factor)
.add(oldAccumulatedSymbol.investment),
currency: order.currency,
firstBuyDate: oldAccumulatedSymbol.firstBuyDate,
transactionCount: oldAccumulatedSymbol.transactionCount + 1
@ -60,7 +59,9 @@ export class PortfolioCalculator {
symbols[order.symbol] = currentTransactionPointItem;
const items = lastTransactionPoint?.items ?? [];
const newItems = items.filter(transactionPointItem => transactionPointItem.symbol !== order.symbol);
const newItems = items.filter(
(transactionPointItem) => transactionPointItem.symbol !== order.symbol
);
if (!currentTransactionPointItem.quantity.eq(0)) {
newItems.push(currentTransactionPointItem);
} else {
@ -93,7 +94,8 @@ export class PortfolioCalculator {
return {};
}
const lastTransactionPoint = this.transactionPoints[this.transactionPoints.length - 1];
const lastTransactionPoint =
this.transactionPoints[this.transactionPoints.length - 1];
const result: { [symbol: string]: TimelinePosition } = {};
for (const item of lastTransactionPoint.items) {
@ -117,7 +119,10 @@ export class PortfolioCalculator {
return result;
}
calculateTimeline(timelineSpecification: TimelineSpecification[], endDate: Date): TimelinePeriod[] {
calculateTimeline(
timelineSpecification: TimelineSpecification[],
endDate: Date
): TimelinePeriod[] {
return null;
}
@ -136,7 +141,6 @@ export class PortfolioCalculator {
}
return factor;
}
}
interface TransactionPoint {
@ -167,7 +171,7 @@ type Accuracy = 'year' | 'month' | 'day';
interface TimelineSpecification {
start: Date;
accuracy: Accuracy
accuracy: Accuracy;
}
interface TimelinePeriod {

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