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efactor test file

pull/6258/head
Sven Günther 4 days ago
parent
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commit
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2 changed files with 485 additions and 385 deletions
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  1. 468
      apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-dividend-yield-multi-asset.spec.ts
  2. 402
      apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-msft-buy-with-dividend.spec.ts

468
apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-dividend-yield-multi-asset.spec.ts
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@ -0,0 +1,468 @@
import {
activityDummyData,
symbolProfileDummyData,
userDummyData
} from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator-test-utils';
import { PortfolioCalculatorFactory } from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator.factory';
import { CurrentRateService } from '@ghostfolio/api/app/portfolio/current-rate.service';
import { CurrentRateServiceMock } from '@ghostfolio/api/app/portfolio/current-rate.service.mock';
import { RedisCacheService } from '@ghostfolio/api/app/redis-cache/redis-cache.service';
import { RedisCacheServiceMock } from '@ghostfolio/api/app/redis-cache/redis-cache.service.mock';
import { ConfigurationService } from '@ghostfolio/api/services/configuration/configuration.service';
import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service';
import { PortfolioSnapshotService } from '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service';
import { PortfolioSnapshotServiceMock } from '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service.mock';
import { parseDate } from '@ghostfolio/common/helper';
import { Activity } from '@ghostfolio/common/interfaces';
import { PerformanceCalculationType } from '@ghostfolio/common/types/performance-calculation-type.type';
import { Big } from 'big.js';
jest.mock('@ghostfolio/api/app/portfolio/current-rate.service', () => {
return {
CurrentRateService: jest.fn().mockImplementation(() => {
return CurrentRateServiceMock;
})
};
});
jest.mock(
'@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service',
() => {
return {
PortfolioSnapshotService: jest.fn().mockImplementation(() => {
return PortfolioSnapshotServiceMock;
})
};
}
);
jest.mock('@ghostfolio/api/app/redis-cache/redis-cache.service', () => {
return {
RedisCacheService: jest.fn().mockImplementation(() => {
return RedisCacheServiceMock;
})
};
});
describe('PortfolioCalculator', () => {
let configurationService: ConfigurationService;
let currentRateService: CurrentRateService;
let exchangeRateDataService: ExchangeRateDataService;
let portfolioCalculatorFactory: PortfolioCalculatorFactory;
let portfolioSnapshotService: PortfolioSnapshotService;
let redisCacheService: RedisCacheService;
beforeEach(() => {
configurationService = new ConfigurationService();
currentRateService = new CurrentRateService(null, null, null, null);
exchangeRateDataService = new ExchangeRateDataService(
null,
null,
null,
null
);
portfolioSnapshotService = new PortfolioSnapshotService(null);
redisCacheService = new RedisCacheService(null, null);
portfolioCalculatorFactory = new PortfolioCalculatorFactory(
configurationService,
currentRateService,
exchangeRateDataService,
portfolioSnapshotService,
redisCacheService
);
});
describe('Multi-asset dividend yield', () => {
it('with MSFT and IBM positions verifies portfolio-wide dividend yield aggregation', async () => {
jest.useFakeTimers().setSystemTime(parseDate('2023-07-10').getTime());
const activities: Activity[] = [
// MSFT: 1 share @ 300, 4 quarterly dividends = 2.60 total
{
...activityDummyData,
date: new Date('2021-09-16'),
feeInAssetProfileCurrency: 0,
feeInBaseCurrency: 0,
quantity: 1,
SymbolProfile: {
...symbolProfileDummyData,
currency: 'USD',
dataSource: 'YAHOO',
name: 'Microsoft Inc.',
symbol: 'MSFT'
},
type: 'BUY',
unitPriceInAssetProfileCurrency: 300
},
{
...activityDummyData,
date: new Date('2022-08-16'),
feeInAssetProfileCurrency: 0,
feeInBaseCurrency: 0,
quantity: 1,
SymbolProfile: {
...symbolProfileDummyData,
currency: 'USD',
dataSource: 'YAHOO',
name: 'Microsoft Inc.',
symbol: 'MSFT'
},
type: 'DIVIDEND',
unitPriceInAssetProfileCurrency: 0.65
},
{
...activityDummyData,
date: new Date('2022-11-16'),
feeInAssetProfileCurrency: 0,
feeInBaseCurrency: 0,
quantity: 1,
SymbolProfile: {
...symbolProfileDummyData,
currency: 'USD',
dataSource: 'YAHOO',
name: 'Microsoft Inc.',
symbol: 'MSFT'
},
type: 'DIVIDEND',
unitPriceInAssetProfileCurrency: 0.65
},
{
...activityDummyData,
date: new Date('2023-02-16'),
feeInAssetProfileCurrency: 0,
feeInBaseCurrency: 0,
quantity: 1,
SymbolProfile: {
...symbolProfileDummyData,
currency: 'USD',
dataSource: 'YAHOO',
name: 'Microsoft Inc.',
symbol: 'MSFT'
},
type: 'DIVIDEND',
unitPriceInAssetProfileCurrency: 0.65
},
{
...activityDummyData,
date: new Date('2023-05-16'),
feeInAssetProfileCurrency: 0,
feeInBaseCurrency: 0,
quantity: 1,
SymbolProfile: {
...symbolProfileDummyData,
currency: 'USD',
dataSource: 'YAHOO',
name: 'Microsoft Inc.',
symbol: 'MSFT'
},
type: 'DIVIDEND',
unitPriceInAssetProfileCurrency: 0.65
},
// IBM: 1 share @ 200, 4 quarterly dividends = 6.60 total
{
...activityDummyData,
date: new Date('2021-10-01'),
feeInAssetProfileCurrency: 0,
feeInBaseCurrency: 0,
quantity: 1,
SymbolProfile: {
...symbolProfileDummyData,
currency: 'USD',
dataSource: 'YAHOO',
name: 'IBM',
symbol: 'IBM'
},
type: 'BUY',
unitPriceInAssetProfileCurrency: 200
},
{
...activityDummyData,
date: new Date('2022-09-01'),
feeInAssetProfileCurrency: 0,
feeInBaseCurrency: 0,
quantity: 1,
SymbolProfile: {
...symbolProfileDummyData,
currency: 'USD',
dataSource: 'YAHOO',
name: 'IBM',
symbol: 'IBM'
},
type: 'DIVIDEND',
unitPriceInAssetProfileCurrency: 1.65
},
{
...activityDummyData,
date: new Date('2022-12-01'),
feeInAssetProfileCurrency: 0,
feeInBaseCurrency: 0,
quantity: 1,
SymbolProfile: {
...symbolProfileDummyData,
currency: 'USD',
dataSource: 'YAHOO',
name: 'IBM',
symbol: 'IBM'
},
type: 'DIVIDEND',
unitPriceInAssetProfileCurrency: 1.65
},
{
...activityDummyData,
date: new Date('2023-03-01'),
feeInAssetProfileCurrency: 0,
feeInBaseCurrency: 0,
quantity: 1,
SymbolProfile: {
...symbolProfileDummyData,
currency: 'USD',
dataSource: 'YAHOO',
name: 'IBM',
symbol: 'IBM'
},
type: 'DIVIDEND',
unitPriceInAssetProfileCurrency: 1.65
},
{
...activityDummyData,
date: new Date('2023-06-01'),
feeInAssetProfileCurrency: 0,
feeInBaseCurrency: 0,
quantity: 1,
SymbolProfile: {
...symbolProfileDummyData,
currency: 'USD',
dataSource: 'YAHOO',
name: 'IBM',
symbol: 'IBM'
},
type: 'DIVIDEND',
unitPriceInAssetProfileCurrency: 1.65
}
];
const portfolioCalculator = portfolioCalculatorFactory.createCalculator({
activities,
calculationType: PerformanceCalculationType.ROAI,
currency: 'USD',
userId: userDummyData.id
});
const portfolioSnapshot = await portfolioCalculator.computeSnapshot();
expect(portfolioSnapshot.positions).toHaveLength(2);
const msftPosition = portfolioSnapshot.positions.find(
({ symbol }) => symbol === 'MSFT'
);
const ibmPosition = portfolioSnapshot.positions.find(
({ symbol }) => symbol === 'IBM'
);
// MSFT: 2.60 dividends / 300 investment = 0.00867 (0.867%)
expect(msftPosition.dividendInBaseCurrency).toEqual(new Big('2.6'));
expect(msftPosition.investmentWithCurrencyEffect).toEqual(new Big('300'));
expect(msftPosition.dividendYieldTrailingTwelveMonths).toBeCloseTo(
2.6 / 300,
5
);
// IBM: 6.60 dividends / 200 investment = 0.033 (3.3%)
expect(ibmPosition.dividendInBaseCurrency).toEqual(new Big('6.6'));
expect(ibmPosition.investmentWithCurrencyEffect).toEqual(new Big('200'));
expect(ibmPosition.dividendYieldTrailingTwelveMonths).toBeCloseTo(
6.6 / 200,
5
);
// Portfolio-wide: (2.60 + 6.60) / (300 + 200) = 9.20 / 500 = 0.0184 (1.84%)
const totalDividends = new Big(msftPosition.dividendInBaseCurrency).plus(
ibmPosition.dividendInBaseCurrency
);
const totalInvestment = new Big(
msftPosition.investmentWithCurrencyEffect
).plus(ibmPosition.investmentWithCurrencyEffect);
expect(totalDividends.toNumber()).toBe(9.2);
expect(totalInvestment.toNumber()).toBe(500);
// Verify portfolio-level dividend yield aggregation
expect(portfolioSnapshot).toHaveProperty(
'dividendYieldTrailingTwelveMonths'
);
expect(portfolioSnapshot.dividendYieldTrailingTwelveMonths).toBeCloseTo(
0.0184,
4
);
});
it('ignores dividends older than 12 months when aggregating portfolio yield', async () => {
jest.useFakeTimers().setSystemTime(parseDate('2023-07-10').getTime());
const activities: Activity[] = [
// MSFT: 1 share @ 300, 3 dividends total (one older than 12 months)
{
...activityDummyData,
date: new Date('2021-09-16'),
feeInAssetProfileCurrency: 0,
feeInBaseCurrency: 0,
quantity: 1,
SymbolProfile: {
...symbolProfileDummyData,
currency: 'USD',
dataSource: 'YAHOO',
name: 'Microsoft Inc.',
symbol: 'MSFT'
},
type: 'BUY',
unitPriceInAssetProfileCurrency: 300
},
{
...activityDummyData,
date: new Date('2021-11-16'),
feeInAssetProfileCurrency: 0,
feeInBaseCurrency: 0,
quantity: 1,
SymbolProfile: {
...symbolProfileDummyData,
currency: 'USD',
dataSource: 'YAHOO',
name: 'Microsoft Inc.',
symbol: 'MSFT'
},
type: 'DIVIDEND',
unitPriceInAssetProfileCurrency: 0.62
},
{
...activityDummyData,
date: new Date('2022-08-16'),
feeInAssetProfileCurrency: 0,
feeInBaseCurrency: 0,
quantity: 1,
SymbolProfile: {
...symbolProfileDummyData,
currency: 'USD',
dataSource: 'YAHOO',
name: 'Microsoft Inc.',
symbol: 'MSFT'
},
type: 'DIVIDEND',
unitPriceInAssetProfileCurrency: 0.65
},
{
...activityDummyData,
date: new Date('2023-05-16'),
feeInAssetProfileCurrency: 0,
feeInBaseCurrency: 0,
quantity: 1,
SymbolProfile: {
...symbolProfileDummyData,
currency: 'USD',
dataSource: 'YAHOO',
name: 'Microsoft Inc.',
symbol: 'MSFT'
},
type: 'DIVIDEND',
unitPriceInAssetProfileCurrency: 0.65
},
// IBM: 1 share @ 200, 2 dividends total (one older than 12 months)
{
...activityDummyData,
date: new Date('2021-10-01'),
feeInAssetProfileCurrency: 0,
feeInBaseCurrency: 0,
quantity: 1,
SymbolProfile: {
...symbolProfileDummyData,
currency: 'USD',
dataSource: 'YAHOO',
name: 'IBM',
symbol: 'IBM'
},
type: 'BUY',
unitPriceInAssetProfileCurrency: 200
},
{
...activityDummyData,
date: new Date('2022-06-01'),
feeInAssetProfileCurrency: 0,
feeInBaseCurrency: 0,
quantity: 1,
SymbolProfile: {
...symbolProfileDummyData,
currency: 'USD',
dataSource: 'YAHOO',
name: 'IBM',
symbol: 'IBM'
},
type: 'DIVIDEND',
unitPriceInAssetProfileCurrency: 1.65
},
{
...activityDummyData,
date: new Date('2023-06-01'),
feeInAssetProfileCurrency: 0,
feeInBaseCurrency: 0,
quantity: 1,
SymbolProfile: {
...symbolProfileDummyData,
currency: 'USD',
dataSource: 'YAHOO',
name: 'IBM',
symbol: 'IBM'
},
type: 'DIVIDEND',
unitPriceInAssetProfileCurrency: 1.65
}
];
const portfolioCalculator = portfolioCalculatorFactory.createCalculator({
activities,
calculationType: PerformanceCalculationType.ROAI,
currency: 'USD',
userId: userDummyData.id
});
const portfolioSnapshot = await portfolioCalculator.computeSnapshot();
const msftPosition = portfolioSnapshot.positions.find(
({ symbol }) => symbol === 'MSFT'
);
const ibmPosition = portfolioSnapshot.positions.find(
({ symbol }) => symbol === 'IBM'
);
expect(msftPosition.dividendInBaseCurrency).toEqual(new Big('1.92'));
expect(ibmPosition.dividendInBaseCurrency).toEqual(new Big('3.3'));
const msftDividendLast12Months = new Big('1.3');
const ibmDividendLast12Months = new Big('1.65');
const totalInvestment = new Big('500');
expect(msftPosition.dividendYieldTrailingTwelveMonths).toBeCloseTo(
msftDividendLast12Months.div(new Big('300')).toNumber(),
6
);
expect(ibmPosition.dividendYieldTrailingTwelveMonths).toBeCloseTo(
ibmDividendLast12Months.div(new Big('200')).toNumber(),
6
);
const expectedDividendYield = msftDividendLast12Months
.plus(ibmDividendLast12Months)
.div(totalInvestment)
.toNumber();
expect(portfolioSnapshot.dividendYieldTrailingTwelveMonths).toBeCloseTo(
expectedDividendYield,
6
);
});
});
});

402
apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-msft-buy-with-dividend.spec.ts
View File

@ -292,409 +292,41 @@ describe('PortfolioCalculator', () => {
tags: [],
transactionCount: 5
}
]
],
totalFeesWithCurrencyEffect: new Big('19'),
totalInterestWithCurrencyEffect: new Big('0'),
totalInvestment: new Big('298.58'),
totalInvestmentWithCurrencyEffect: new Big('298.58'),
totalLiabilitiesWithCurrencyEffect: new Big('0')
});
// Verify position-level dividend yield
const position = portfolioSnapshot.positions[0];
expect(position).toHaveProperty('dividendYieldTrailingTwelveMonths');
expect(position.dividendYieldTrailingTwelveMonths).toBeGreaterThan(0);
// Verify that the snapshot data is sufficient for portfolio summary calculation
// Portfolio summary annualized dividend yield = totalDividend / totalInvestment
const expectedPortfolioYield = new Big(position.dividendInBaseCurrency)
const expectedPositionYield = new Big(position.dividendInBaseCurrency)
.div(position.investmentWithCurrencyEffect)
.toNumber();
expect(position.dividendYieldTrailingTwelveMonths).toBeCloseTo(
expectedPortfolioYield,
expectedPositionYield,
10
);
expect(expectedPortfolioYield).toBeCloseTo(0.00891, 3); // ~0.89% yield on cost
});
it('with MSFT and IBM positions to verify portfolio-wide dividend yield aggregation', async () => {
jest.useFakeTimers().setSystemTime(parseDate('2023-07-10').getTime());
const activities: Activity[] = [
// MSFT: 1 share @ 300, 4 quarterly dividends = 2.60 total
{
...activityDummyData,
date: new Date('2021-09-16'),
feeInAssetProfileCurrency: 0,
feeInBaseCurrency: 0,
quantity: 1,
SymbolProfile: {
...symbolProfileDummyData,
currency: 'USD',
dataSource: 'YAHOO',
name: 'Microsoft Inc.',
symbol: 'MSFT'
},
type: 'BUY',
unitPriceInAssetProfileCurrency: 300
},
{
...activityDummyData,
date: new Date('2022-08-16'),
feeInAssetProfileCurrency: 0,
feeInBaseCurrency: 0,
quantity: 1,
SymbolProfile: {
...symbolProfileDummyData,
currency: 'USD',
dataSource: 'YAHOO',
name: 'Microsoft Inc.',
symbol: 'MSFT'
},
type: 'DIVIDEND',
unitPriceInAssetProfileCurrency: 0.65
},
{
...activityDummyData,
date: new Date('2022-11-16'),
feeInAssetProfileCurrency: 0,
feeInBaseCurrency: 0,
quantity: 1,
SymbolProfile: {
...symbolProfileDummyData,
currency: 'USD',
dataSource: 'YAHOO',
name: 'Microsoft Inc.',
symbol: 'MSFT'
},
type: 'DIVIDEND',
unitPriceInAssetProfileCurrency: 0.65
},
{
...activityDummyData,
date: new Date('2023-02-16'),
feeInAssetProfileCurrency: 0,
feeInBaseCurrency: 0,
quantity: 1,
SymbolProfile: {
...symbolProfileDummyData,
currency: 'USD',
dataSource: 'YAHOO',
name: 'Microsoft Inc.',
symbol: 'MSFT'
},
type: 'DIVIDEND',
unitPriceInAssetProfileCurrency: 0.65
},
{
...activityDummyData,
date: new Date('2023-05-16'),
feeInAssetProfileCurrency: 0,
feeInBaseCurrency: 0,
quantity: 1,
SymbolProfile: {
...symbolProfileDummyData,
currency: 'USD',
dataSource: 'YAHOO',
name: 'Microsoft Inc.',
symbol: 'MSFT'
},
type: 'DIVIDEND',
unitPriceInAssetProfileCurrency: 0.65
},
// IBM: 1 share @ 200, 4 quarterly dividends = 6.60 total
{
...activityDummyData,
date: new Date('2021-10-01'),
feeInAssetProfileCurrency: 0,
feeInBaseCurrency: 0,
quantity: 1,
SymbolProfile: {
...symbolProfileDummyData,
currency: 'USD',
dataSource: 'YAHOO',
name: 'IBM',
symbol: 'IBM'
},
type: 'BUY',
unitPriceInAssetProfileCurrency: 200
},
{
...activityDummyData,
date: new Date('2022-09-01'),
feeInAssetProfileCurrency: 0,
feeInBaseCurrency: 0,
quantity: 1,
SymbolProfile: {
...symbolProfileDummyData,
currency: 'USD',
dataSource: 'YAHOO',
name: 'IBM',
symbol: 'IBM'
},
type: 'DIVIDEND',
unitPriceInAssetProfileCurrency: 1.65
},
{
...activityDummyData,
date: new Date('2022-12-01'),
feeInAssetProfileCurrency: 0,
feeInBaseCurrency: 0,
quantity: 1,
SymbolProfile: {
...symbolProfileDummyData,
currency: 'USD',
dataSource: 'YAHOO',
name: 'IBM',
symbol: 'IBM'
},
type: 'DIVIDEND',
unitPriceInAssetProfileCurrency: 1.65
},
{
...activityDummyData,
date: new Date('2023-03-01'),
feeInAssetProfileCurrency: 0,
feeInBaseCurrency: 0,
quantity: 1,
SymbolProfile: {
...symbolProfileDummyData,
currency: 'USD',
dataSource: 'YAHOO',
name: 'IBM',
symbol: 'IBM'
},
type: 'DIVIDEND',
unitPriceInAssetProfileCurrency: 1.65
},
{
...activityDummyData,
date: new Date('2023-06-01'),
feeInAssetProfileCurrency: 0,
feeInBaseCurrency: 0,
quantity: 1,
SymbolProfile: {
...symbolProfileDummyData,
currency: 'USD',
dataSource: 'YAHOO',
name: 'IBM',
symbol: 'IBM'
},
type: 'DIVIDEND',
unitPriceInAssetProfileCurrency: 1.65
}
];
const portfolioCalculator = portfolioCalculatorFactory.createCalculator({
activities,
calculationType: PerformanceCalculationType.ROAI,
currency: 'USD',
userId: userDummyData.id
});
const portfolioSnapshot = await portfolioCalculator.computeSnapshot();
expect(portfolioSnapshot.positions).toHaveLength(2);
const msftPosition = portfolioSnapshot.positions.find(
({ symbol }) => symbol === 'MSFT'
);
const ibmPosition = portfolioSnapshot.positions.find(
({ symbol }) => symbol === 'IBM'
);
// MSFT: 2.60 dividends / 300 investment = 0.00867 (0.867%)
expect(msftPosition.dividendInBaseCurrency).toEqual(new Big('2.6'));
expect(msftPosition.investmentWithCurrencyEffect).toEqual(new Big('300'));
expect(msftPosition.dividendYieldTrailingTwelveMonths).toBeCloseTo(
2.6 / 300,
5
);
// IBM: 6.60 dividends / 200 investment = 0.033 (3.3%)
expect(ibmPosition.dividendInBaseCurrency).toEqual(new Big('6.6'));
expect(ibmPosition.investmentWithCurrencyEffect).toEqual(new Big('200'));
expect(ibmPosition.dividendYieldTrailingTwelveMonths).toBeCloseTo(
6.6 / 200,
5
);
// Portfolio-wide: (2.60 + 6.60) / (300 + 200) = 9.20 / 500 = 0.0184 (1.84%)
const totalDividends = new Big(msftPosition.dividendInBaseCurrency).plus(
ibmPosition.dividendInBaseCurrency
);
const totalInvestment = new Big(
msftPosition.investmentWithCurrencyEffect
).plus(ibmPosition.investmentWithCurrencyEffect);
expect(expectedPositionYield).toBeCloseTo(0.00891, 3); // ~0.89% yield on cost
expect(totalDividends.toNumber()).toBe(9.2);
expect(totalInvestment.toNumber()).toBe(500);
// Test that portfolioSnapshot has aggregated dividendYieldTrailingTwelveMonths
// Verify portfolio-level dividend yield
expect(portfolioSnapshot).toHaveProperty(
'dividendYieldTrailingTwelveMonths'
);
expect(portfolioSnapshot.dividendYieldTrailingTwelveMonths).toBeCloseTo(
0.0184,
4
);
});
it('ignores dividends older than 12 months when aggregating portfolio yield', async () => {
jest.useFakeTimers().setSystemTime(parseDate('2023-07-10').getTime());
const activities: Activity[] = [
// MSFT: 1 share @ 300, 3 dividends total (one older than 12 months)
{
...activityDummyData,
date: new Date('2021-09-16'),
feeInAssetProfileCurrency: 0,
feeInBaseCurrency: 0,
quantity: 1,
SymbolProfile: {
...symbolProfileDummyData,
currency: 'USD',
dataSource: 'YAHOO',
name: 'Microsoft Inc.',
symbol: 'MSFT'
},
type: 'BUY',
unitPriceInAssetProfileCurrency: 300
},
{
...activityDummyData,
date: new Date('2021-11-16'),
feeInAssetProfileCurrency: 0,
feeInBaseCurrency: 0,
quantity: 1,
SymbolProfile: {
...symbolProfileDummyData,
currency: 'USD',
dataSource: 'YAHOO',
name: 'Microsoft Inc.',
symbol: 'MSFT'
},
type: 'DIVIDEND',
unitPriceInAssetProfileCurrency: 0.62
},
{
...activityDummyData,
date: new Date('2022-08-16'),
feeInAssetProfileCurrency: 0,
feeInBaseCurrency: 0,
quantity: 1,
SymbolProfile: {
...symbolProfileDummyData,
currency: 'USD',
dataSource: 'YAHOO',
name: 'Microsoft Inc.',
symbol: 'MSFT'
},
type: 'DIVIDEND',
unitPriceInAssetProfileCurrency: 0.65
},
{
...activityDummyData,
date: new Date('2023-05-16'),
feeInAssetProfileCurrency: 0,
feeInBaseCurrency: 0,
quantity: 1,
SymbolProfile: {
...symbolProfileDummyData,
currency: 'USD',
dataSource: 'YAHOO',
name: 'Microsoft Inc.',
symbol: 'MSFT'
},
type: 'DIVIDEND',
unitPriceInAssetProfileCurrency: 0.65
},
// IBM: 1 share @ 200, 2 dividends total (one older than 12 months)
{
...activityDummyData,
date: new Date('2021-10-01'),
feeInAssetProfileCurrency: 0,
feeInBaseCurrency: 0,
quantity: 1,
SymbolProfile: {
...symbolProfileDummyData,
currency: 'USD',
dataSource: 'YAHOO',
name: 'IBM',
symbol: 'IBM'
},
type: 'BUY',
unitPriceInAssetProfileCurrency: 200
},
{
...activityDummyData,
date: new Date('2022-06-01'),
feeInAssetProfileCurrency: 0,
feeInBaseCurrency: 0,
quantity: 1,
SymbolProfile: {
...symbolProfileDummyData,
currency: 'USD',
dataSource: 'YAHOO',
name: 'IBM',
symbol: 'IBM'
},
type: 'DIVIDEND',
unitPriceInAssetProfileCurrency: 1.65
},
{
...activityDummyData,
date: new Date('2023-06-01'),
feeInAssetProfileCurrency: 0,
feeInBaseCurrency: 0,
quantity: 1,
SymbolProfile: {
...symbolProfileDummyData,
currency: 'USD',
dataSource: 'YAHOO',
name: 'IBM',
symbol: 'IBM'
},
type: 'DIVIDEND',
unitPriceInAssetProfileCurrency: 1.65
}
];
const portfolioCalculator = portfolioCalculatorFactory.createCalculator({
activities,
calculationType: PerformanceCalculationType.ROAI,
currency: 'USD',
userId: userDummyData.id
});
const portfolioSnapshot = await portfolioCalculator.computeSnapshot();
const msftPosition = portfolioSnapshot.positions.find(
({ symbol }) => symbol === 'MSFT'
);
const ibmPosition = portfolioSnapshot.positions.find(
({ symbol }) => symbol === 'IBM'
);
expect(msftPosition.dividendInBaseCurrency).toEqual(new Big('1.92'));
expect(ibmPosition.dividendInBaseCurrency).toEqual(new Big('3.3'));
const msftDividendLast12Months = new Big('1.3');
const ibmDividendLast12Months = new Big('1.65');
const totalInvestment = new Big('500');
expect(msftPosition.dividendYieldTrailingTwelveMonths).toBeCloseTo(
msftDividendLast12Months.div(new Big('300')).toNumber(),
6
);
expect(ibmPosition.dividendYieldTrailingTwelveMonths).toBeCloseTo(
ibmDividendLast12Months.div(new Big('200')).toNumber(),
6
expectedPositionYield,
10
);
const expectedAnnualizedDividendYield = msftDividendLast12Months
.plus(ibmDividendLast12Months)
.div(totalInvestment)
.toNumber();
expect(portfolioSnapshot.dividendYieldTrailingTwelveMonths).toBeCloseTo(
expectedAnnualizedDividendYield,
6
expect(portfolioSnapshot.historicalData.at(-1)).toMatchObject(
expect.objectContaining({
totalInvestmentValueWithCurrencyEffect: 298.58
})
);
});
});

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