Handle future liabilities

1 year ago · 8dbce5efbd
7 changed files with 75 additions and 57 deletions
--- a/apps/api/src/app/portfolio/current-rate.service.mock.ts
+++ b/apps/api/src/app/portfolio/current-rate.service.mock.ts
@ -46,6 +46,8 @@ function mockGetValue(symbol: string, date: Date) {
    case 'MSFT':
      if (isSameDay(parseDate('2021-09-16'), date)) {
        return { marketPrice: 89.12 };
+      } else if (isSameDay(parseDate('2021-11-16'), date)) {
+        return { marketPrice: 339.51 };
      } else if (isSameDay(parseDate('2023-07-10'), date)) {
        return { marketPrice: 331.83 };
      }
--- a/apps/api/src/app/portfolio/interfaces/current-positions.interface.ts
+++ b/apps/api/src/app/portfolio/interfaces/current-positions.interface.ts
@ -3,7 +3,7 @@ import { ResponseError, TimelinePosition } from '@ghostfolio/common/interfaces';
 import Big from 'big.js';

 export interface CurrentPositions extends ResponseError {
-  positions: TimelinePosition[];
+  currentValueInBaseCurrency: Big;
  grossPerformance: Big;
  grossPerformanceWithCurrencyEffect: Big;
  grossPerformancePercentage: Big;
@ -14,6 +14,6 @@ export interface CurrentPositions extends ResponseError {
  netPerformanceWithCurrencyEffect: Big;
  netPerformancePercentage: Big;
  netPerformancePercentageWithCurrencyEffect: Big;
-  currentValue: Big;
+  positions: TimelinePosition[];
  totalInvestment: Big;
 }
--- a/apps/api/src/app/portfolio/portfolio-calculator.ts
+++ b/apps/api/src/app/portfolio/portfolio-calculator.ts
@ -449,16 +449,18 @@ export class PortfolioCalculator {

  public async getCurrentPositions(
    start: Date,
-    end = new Date(Date.now())
+    end?: Date
  ): Promise<CurrentPositions> {
-    const transactionPointsBeforeEndDate =
-      this.transactionPoints?.filter((transactionPoint) => {
-        return isBefore(parseDate(transactionPoint.date), end);
-      }) ?? [];
+    const transactionPoints =
+      (end
+        ? this.transactionPoints?.filter(({ date }) => {
+            return isBefore(parseDate(date), end);
+          })
+        : this.transactionPoints) ?? [];

-    if (!transactionPointsBeforeEndDate.length) {
+    if (!transactionPoints.length) {
      return {
-        currentValue: new Big(0),
+        currentValueInBaseCurrency: new Big(0),
        grossPerformance: new Big(0),
        grossPerformancePercentage: new Big(0),
        grossPerformancePercentageWithCurrencyEffect: new Big(0),
@ -473,41 +475,43 @@ export class PortfolioCalculator {
      };
    }

-    const lastTransactionPoint =
-      transactionPointsBeforeEndDate[transactionPointsBeforeEndDate.length - 1];
+    const lastTransactionPoint = last(transactionPoints);

    const currencies: { [symbol: string]: string } = {};
    const dataGatheringItems: IDataGatheringItem[] = [];
    let dates: Date[] = [];
-    let firstIndex = transactionPointsBeforeEndDate.length;
+    const endDate = parseDate(lastTransactionPoint.date);
+    let firstIndex = transactionPoints.length;
    let firstTransactionPoint: TransactionPoint = null;

    dates.push(resetHours(start));
-    for (const item of transactionPointsBeforeEndDate[firstIndex - 1].items) {
+
+    for (const { currency, dataSource, symbol } of transactionPoints[
+      firstIndex - 1
+    ].items) {
      dataGatheringItems.push({
-        dataSource: item.dataSource,
-        symbol: item.symbol
+        dataSource,
+        symbol
      });

-      currencies[item.symbol] = item.currency;
+      currencies[symbol] = currency;
    }

-    for (let i = 0; i < transactionPointsBeforeEndDate.length; i++) {
+    for (let i = 0; i < transactionPoints.length; i++) {
      if (
-        !isBefore(parseDate(transactionPointsBeforeEndDate[i].date), start) &&
+        !isBefore(parseDate(transactionPoints[i].date), start) &&
        firstTransactionPoint === null
      ) {
-        firstTransactionPoint = transactionPointsBeforeEndDate[i];
+        firstTransactionPoint = transactionPoints[i];
        firstIndex = i;
      }
+
      if (firstTransactionPoint !== null) {
-        dates.push(
-          resetHours(parseDate(transactionPointsBeforeEndDate[i].date))
-        );
+        dates.push(resetHours(parseDate(transactionPoints[i].date)));
      }
    }

-    dates.push(resetHours(end));
+    dates.push(resetHours(endDate));

    // Add dates of last week for fallback
    dates.push(subDays(resetHours(new Date()), 7));
@ -534,7 +538,7 @@ export class PortfolioCalculator {
    let exchangeRatesByCurrency =
      await this.exchangeRateDataService.getExchangeRatesByCurrency({
        currencies: uniq(Object.values(currencies)),
-        endDate: endOfDay(end),
+        endDate: endOfDay(endDate),
        startDate: parseDate(this.transactionPoints?.[0]?.date),
        targetCurrency: this.currency
      });
@ -570,7 +574,7 @@ export class PortfolioCalculator {
      }
    }

-    const endDateString = format(end, DATE_FORMAT);
+    const endDateString = format(endDate, DATE_FORMAT);

    if (firstIndex > 0) {
      firstIndex--;
@ -582,9 +586,9 @@ export class PortfolioCalculator {
    const errors: ResponseError['errors'] = [];

    for (const item of lastTransactionPoint.items) {
-      const marketPriceInBaseCurrency = marketSymbolMap[endDateString]?.[
-        item.symbol
-      ]?.mul(
+      const marketPriceInBaseCurrency = (
+        marketSymbolMap[endDateString]?.[item.symbol] ?? item.averagePrice
+      ).mul(
        exchangeRatesByCurrency[`${item.currency}${this.currency}`]?.[
          endDateString
        ]
@ -607,9 +611,9 @@ export class PortfolioCalculator {
        totalInvestment,
        totalInvestmentWithCurrencyEffect
      } = this.getSymbolMetrics({
-        end,
        marketSymbolMap,
        start,
+        end: endDate,
        exchangeRates:
          exchangeRatesByCurrency[`${item.currency}${this.currency}`],
        symbol: item.symbol
@ -656,7 +660,10 @@ export class PortfolioCalculator {
        quantity: item.quantity,
        symbol: item.symbol,
        tags: item.tags,
-        transactionCount: item.transactionCount
+        transactionCount: item.transactionCount,
+        valueInBaseCurrency: new Big(marketPriceInBaseCurrency).mul(
+          item.quantity
+        )
      });

      if (
@ -725,7 +732,7 @@ export class PortfolioCalculator {
  }

  private calculateOverallPerformance(positions: TimelinePosition[]) {
-    let currentValue = new Big(0);
+    let currentValueInBaseCurrency = new Big(0);
    let grossPerformance = new Big(0);
    let grossPerformanceWithCurrencyEffect = new Big(0);
    let hasErrors = false;
@ -737,14 +744,9 @@ export class PortfolioCalculator {
    let totalTimeWeightedInvestmentWithCurrencyEffect = new Big(0);

    for (const currentPosition of positions) {
-      if (
-        currentPosition.investment &&
-        currentPosition.marketPriceInBaseCurrency
-      ) {
-        currentValue = currentValue.plus(
-          new Big(currentPosition.marketPriceInBaseCurrency).mul(
-            currentPosition.quantity
-          )
+      if (currentPosition.valueInBaseCurrency) {
+        currentValueInBaseCurrency = currentValueInBaseCurrency.plus(
+          currentPosition.valueInBaseCurrency
        );
      } else {
        hasErrors = true;
@ -801,7 +803,7 @@ export class PortfolioCalculator {
    }

    return {
-      currentValue,
+      currentValueInBaseCurrency,
      grossPerformance,
      grossPerformanceWithCurrencyEffect,
      hasErrors,
--- a/apps/api/src/app/portfolio/portfolio.service.ts
+++ b/apps/api/src/app/portfolio/portfolio.service.ts
@ -378,7 +378,8 @@ export class PortfolioService {
    });

    const holdings: PortfolioDetails['holdings'] = {};
-    const totalValueInBaseCurrency = currentPositions.currentValue.plus(
+    const totalValueInBaseCurrency =
+      currentPositions.currentValueInBaseCurrency.plus(
        cashDetails.balanceInBaseCurrency
      );

@ -389,7 +390,7 @@ export class PortfolioService {

    let filteredValueInBaseCurrency = isFilteredByAccount
      ? totalValueInBaseCurrency
-      : currentPositions.currentValue;
+      : currentPositions.currentValueInBaseCurrency;

    if (
      filters?.length === 0 ||
@ -444,14 +445,14 @@ export class PortfolioService {
      quantity,
      symbol,
      tags,
-      transactionCount
+      transactionCount,
+      valueInBaseCurrency
    } of currentPositions.positions) {
      if (quantity.eq(0)) {
        // Ignore positions without any quantity
        continue;
      }

-      const value = quantity.mul(marketPriceInBaseCurrency ?? 0);
      const symbolProfile = symbolProfileMap[symbol];
      const dataProviderResponse = dataProviderResponses[symbol];

@ -517,11 +518,11 @@ export class PortfolioService {
        }
      } else {
        markets[UNKNOWN_KEY] = new Big(markets[UNKNOWN_KEY])
-          .plus(value)
+          .plus(valueInBaseCurrency)
          .toNumber();

        marketsAdvanced[UNKNOWN_KEY] = new Big(marketsAdvanced[UNKNOWN_KEY])
-          .plus(value)
+          .plus(valueInBaseCurrency)
          .toNumber();
      }

@ -535,7 +536,7 @@ export class PortfolioService {
        transactionCount,
        allocationInPercentage: filteredValueInBaseCurrency.eq(0)
          ? 0
-          : value.div(filteredValueInBaseCurrency).toNumber(),
+          : valueInBaseCurrency.div(filteredValueInBaseCurrency).toNumber(),
        assetClass: symbolProfile.assetClass,
        assetSubClass: symbolProfile.assetSubClass,
        countries: symbolProfile.countries,
@ -560,7 +561,7 @@ export class PortfolioService {
        quantity: quantity.toNumber(),
        sectors: symbolProfile.sectors,
        url: symbolProfile.url,
-        valueInBaseCurrency: value.toNumber()
+        valueInBaseCurrency: valueInBaseCurrency.toNumber()
      };
    }

@ -1175,7 +1176,7 @@ export class PortfolioService {

    const startDate = this.getStartDate(dateRange, portfolioStart);
    const {
-      currentValue,
+      currentValueInBaseCurrency,
      errors,
      grossPerformance,
      grossPerformancePercentage,
@ -1270,7 +1271,7 @@ export class PortfolioService {
          currentNetPerformancePercentWithCurrencyEffect.toNumber(),
        currentNetPerformanceWithCurrencyEffect:
          currentNetPerformanceWithCurrencyEffect.toNumber(),
-        currentValue: currentValue.toNumber(),
+        currentValue: currentValueInBaseCurrency.toNumber(),
        totalInvestment: totalInvestment.toNumber()
      }
    };
--- a/apps/api/src/services/exchange-rate-data/exchange-rate-data.service.mock.ts
+++ b/apps/api/src/services/exchange-rate-data/exchange-rate-data.service.mock.ts
@ -26,6 +26,7 @@ export const ExchangeRateDataServiceMock = {
      return Promise.resolve({
        USDUSD: {
          '2018-01-01': 1,
+          '2021-11-16': 1,
          '2023-07-10': 1
        }
      });
--- a/apps/api/src/services/exchange-rate-data/exchange-rate-data.service.ts
+++ b/apps/api/src/services/exchange-rate-data/exchange-rate-data.service.ts
@ -73,7 +73,14 @@ export class ExchangeRateDataService {
          currencyTo: targetCurrency
        });

-      let previousExchangeRate = 1;
+      const keys = Object.keys(
+        exchangeRatesByCurrency[`${currency}${targetCurrency}`]
+      );
+      const lastDate = keys.reduce((a, b) => (a > b ? a : b));
+
+      let previousExchangeRate =
+        exchangeRatesByCurrency[`${currency}${targetCurrency}`]?.[lastDate] ??
+        1;

      // Start from the most recent date and fill in missing exchange rates
      // using the latest available rate
@ -94,7 +101,7 @@ export class ExchangeRateDataService {
          exchangeRatesByCurrency[`${currency}${targetCurrency}`][dateString] =
            previousExchangeRate;

-          if (currency === DEFAULT_CURRENCY) {
+          if (currency === DEFAULT_CURRENCY && isBefore(date, new Date())) {
            Logger.error(
              `No exchange rate has been found for ${currency}${targetCurrency} at ${dateString}`,
              'ExchangeRateDataService'
@ -433,13 +440,17 @@ export class ExchangeRateDataService {
                ]) *
              marketPriceBaseCurrencyToCurrency[format(date, DATE_FORMAT)];

+            if (isNaN(factor)) {
+              throw new Error('Exchange rate is not a number');
+            } else {
              factors[format(date, DATE_FORMAT)] = factor;
+            }
          } catch {
            Logger.error(
              `No exchange rate has been found for ${currencyFrom}${currencyTo} at ${format(
                date,
                DATE_FORMAT
-              )}`,
+              )}. Please complement market data for ${DEFAULT_CURRENCY}${currencyFrom} and ${DEFAULT_CURRENCY}${currencyTo}.`,
              'ExchangeRateDataService'
            );
          }
--- a/libs/common/src/lib/interfaces/timeline-position.interface.ts
+++ b/libs/common/src/lib/interfaces/timeline-position.interface.ts
@ -27,4 +27,5 @@ export interface TimelinePosition {
  timeWeightedInvestment: Big;
  timeWeightedInvestmentWithCurrencyEffect: Big;
  transactionCount: number;
+  valueInBaseCurrency: Big;
 }