mirror of https://github.com/ghostfolio/ghostfolio
KenTandrian
1 week ago
1 changed files with 254 additions and 0 deletions
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import { |
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activityDummyData, |
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loadExportFile, |
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symbolProfileDummyData, |
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userDummyData |
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} from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator-test-utils'; |
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import { PortfolioCalculatorFactory } from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator.factory'; |
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import { CurrentRateService } from '@ghostfolio/api/app/portfolio/current-rate.service'; |
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import { CurrentRateServiceMock } from '@ghostfolio/api/app/portfolio/current-rate.service.mock'; |
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import { RedisCacheService } from '@ghostfolio/api/app/redis-cache/redis-cache.service'; |
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import { RedisCacheServiceMock } from '@ghostfolio/api/app/redis-cache/redis-cache.service.mock'; |
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import { ConfigurationService } from '@ghostfolio/api/services/configuration/configuration.service'; |
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import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service'; |
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import { PortfolioSnapshotService } from '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service'; |
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import { PortfolioSnapshotServiceMock } from '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service.mock'; |
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import { parseDate } from '@ghostfolio/common/helper'; |
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import { |
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Activity, |
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ExportResponse, |
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HistoricalDataItem |
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} from '@ghostfolio/common/interfaces'; |
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import { PerformanceCalculationType } from '@ghostfolio/common/types/performance-calculation-type.type'; |
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import { join } from 'node:path'; |
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jest.mock('@ghostfolio/api/app/portfolio/current-rate.service', () => { |
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return { |
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CurrentRateService: jest.fn().mockImplementation(() => { |
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return CurrentRateServiceMock; |
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}) |
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}; |
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}); |
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jest.mock( |
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'@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service', |
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() => { |
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return { |
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PortfolioSnapshotService: jest.fn().mockImplementation(() => { |
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return PortfolioSnapshotServiceMock; |
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}) |
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}; |
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} |
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); |
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jest.mock('@ghostfolio/api/app/redis-cache/redis-cache.service', () => { |
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return { |
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RedisCacheService: jest.fn().mockImplementation(() => { |
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return RedisCacheServiceMock; |
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}) |
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}; |
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}); |
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describe('PortfolioCalculator', () => { |
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let exportResponse: ExportResponse; |
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let configurationService: ConfigurationService; |
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let currentRateService: CurrentRateService; |
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let exchangeRateDataService: ExchangeRateDataService; |
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let portfolioCalculatorFactory: PortfolioCalculatorFactory; |
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let portfolioSnapshotService: PortfolioSnapshotService; |
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let redisCacheService: RedisCacheService; |
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beforeAll(() => { |
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exportResponse = loadExportFile( |
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join(__dirname, '../../../../../../../test/import/ok/sample.json') |
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); |
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}); |
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beforeEach(() => { |
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configurationService = new ConfigurationService(); |
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currentRateService = new CurrentRateService(null, null, null, null); |
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exchangeRateDataService = new ExchangeRateDataService( |
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null, |
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null, |
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null, |
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null |
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); |
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portfolioSnapshotService = new PortfolioSnapshotService(null); |
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redisCacheService = new RedisCacheService(null, null); |
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portfolioCalculatorFactory = new PortfolioCalculatorFactory( |
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configurationService, |
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currentRateService, |
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exchangeRateDataService, |
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portfolioSnapshotService, |
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redisCacheService |
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); |
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}); |
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describe('Cash Performance', () => { |
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it('should calculate performance for cash assets in CHF default currency', async () => { |
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// Mock Date
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jest.useFakeTimers().setSystemTime(parseDate('2025-01-01').getTime()); |
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// Override activities with synthetic cash orders
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// Scenario from User:
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// 2023-12-31T00:00:00.000Z: 1000
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// 2024-12-31T00:00:00.000Z: 2000
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const accountId = exportResponse.accounts[0].id; // Use exportResponse to simulate tying to real account
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const syntheticActivities: Activity[] = [ |
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{ |
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...activityDummyData, |
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accountId, |
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comment: 'Synthetic Cash Start', |
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currency: 'USD', |
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date: parseDate('2023-12-31'), |
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feeInAssetProfileCurrency: 0, |
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quantity: 1000, |
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type: 'BUY', |
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SymbolProfile: { |
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...symbolProfileDummyData, |
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assetSubClass: 'CASH', |
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currency: 'USD', |
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dataSource: 'MANUAL', |
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name: 'US Dollar', |
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symbol: 'USD' |
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}, |
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unitPriceInAssetProfileCurrency: 1 |
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}, |
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{ |
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...activityDummyData, |
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accountId, |
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comment: 'Synthetic Cash Increment', |
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currency: 'USD', |
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date: parseDate('2024-12-31'), |
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feeInAssetProfileCurrency: 0, |
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quantity: 1000, // +1000 to reach 2000 total
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type: 'BUY', |
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SymbolProfile: { |
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...symbolProfileDummyData, |
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assetSubClass: 'CASH', |
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currency: 'USD', |
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dataSource: 'MANUAL', |
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name: 'US Dollar', |
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symbol: 'USD' |
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}, |
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unitPriceInAssetProfileCurrency: 1 |
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} |
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]; |
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jest |
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.spyOn(exchangeRateDataService, 'getExchangeRatesByCurrency') |
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.mockResolvedValue({ |
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USDCHF: { |
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'2023-12-31': 0.85, |
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'2024-01-01': 0.86, |
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'2024-12-31': 0.9, |
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'2025-01-01': 0.91 |
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} |
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}); |
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jest.spyOn(currentRateService, 'getValues').mockResolvedValue({ |
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dataProviderInfos: [], |
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values: [], |
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errors: [] |
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}); |
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const portfolioCalculator = portfolioCalculatorFactory.createCalculator({ |
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activities: syntheticActivities, |
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calculationType: PerformanceCalculationType.ROAI, |
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currency: 'CHF', // User default currency overridden to CHF
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userId: userDummyData.id |
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}); |
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const portfolioSnapshot = await portfolioCalculator.computeSnapshot(); |
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const historicalData20231231 = portfolioSnapshot.historicalData.find( |
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(d) => d.date === '2023-12-31' |
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); |
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const historicalData20240101 = portfolioSnapshot.historicalData.find( |
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(d) => d.date === '2024-01-01' |
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); |
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const historicalData20241231 = portfolioSnapshot.historicalData.find( |
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(d) => d.date === '2024-12-31' |
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); |
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/** |
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* Expected logic: |
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* Investment value with currency effect: 1000 USD * 0.85 = 850 CHF |
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* Total investment: 1000 USD * 0.91 = 910 CHF |
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* Value (current): 1000 USD * 0.91 = 910 CHF |
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* Value with currency effect: 1000 USD * 0.85 = 850 CHF |
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*/ |
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expect(historicalData20231231).toMatchObject({ |
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date: '2023-12-31', |
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investmentValueWithCurrencyEffect: 850, |
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netPerformance: 0, |
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netPerformanceInPercentage: 0, |
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netPerformanceInPercentageWithCurrencyEffect: 0, |
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netPerformanceWithCurrencyEffect: 0, |
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netWorth: 850, |
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totalAccountBalance: 0, |
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totalInvestment: 910, |
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totalInvestmentValueWithCurrencyEffect: 850, |
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value: 910, |
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valueWithCurrencyEffect: 850 |
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}); |
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/** |
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* Expected logic: |
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* Net performance with currency effect: (1000 * 0.86) - (1000 * 0.85) = 10 CHF |
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* Total investment: 1000 USD * 0.91 = 910 CHF |
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* Total investment value with currency effect: 1000 USD * 0.85 = 850 CHF |
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* Value (current): 1000 USD * 0.91 = 910 CHF |
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* Value with currency effect: 1000 USD * 0.86 = 860 CHF |
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*/ |
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expect(historicalData20240101).toMatchObject({ |
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date: '2024-01-01', |
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investmentValueWithCurrencyEffect: 0, |
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netPerformance: 0, |
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netPerformanceInPercentage: 0, |
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netPerformanceInPercentageWithCurrencyEffect: 0.011764705882352941, |
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netPerformanceWithCurrencyEffect: 10, |
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netWorth: 860, |
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totalAccountBalance: 0, |
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totalInvestment: 910, |
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totalInvestmentValueWithCurrencyEffect: 850, |
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value: 910, |
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valueWithCurrencyEffect: 860 |
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}); |
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/** |
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* Expected logic: |
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* Investment value with currency effect: 1000 USD * 0.90 = 900 CHF |
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* Net performance: (1000 USD * 1.0) - (1000 USD * 1.0) = 0 CHF |
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* Net performance with currency effect: (1000 USD * 0.9) - (1000 USD * 0.85) = 50 CHF |
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* Total investment: 2000 USD * 0.91 = 1820 CHF |
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* Total investment value with currency effect: (1000 USD * 0.85) + (1000 USD * 0.90) = 1750 CHF |
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* Value (current): 2000 USD * 0.91 = 1820 CHF |
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* Value with currency effect: 2000 USD * 0.9 = 1800 CHF |
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*/ |
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expect(historicalData20241231).toMatchObject<HistoricalDataItem>({ |
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date: '2024-12-31', |
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investmentValueWithCurrencyEffect: 900, |
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netPerformance: 0, |
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netPerformanceInPercentage: 0, |
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netPerformanceInPercentageWithCurrencyEffect: 0.058823529411764705, |
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netPerformanceWithCurrencyEffect: 50, |
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netWorth: 1800, |
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totalAccountBalance: 0, |
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totalInvestment: 1820, |
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totalInvestmentValueWithCurrencyEffect: 1750, |
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value: 1820, |
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valueWithCurrencyEffect: 1800 |
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}); |
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}); |
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}); |
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}); |
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