mirror of https://github.com/ghostfolio/ghostfolio
Thomas Kaul
1 week ago
28 changed files with 1074 additions and 10 deletions
@ -0,0 +1,188 @@ |
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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 { applySplitAdjustments } from '@ghostfolio/api/helper/portfolio.helper'; |
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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 { Activity, ExportResponse } from '@ghostfolio/common/interfaces'; |
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import { PerformanceCalculationType } from '@ghostfolio/common/types/performance-calculation-type.type'; |
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|
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import { Big } from 'big.js'; |
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import { join } from 'node:path'; |
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|
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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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|
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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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|
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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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|
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describe('PortfolioCalculator', () => { |
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let exportResponse: ExportResponse; |
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|
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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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|
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beforeAll(() => { |
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exportResponse = loadExportFile( |
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join( |
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__dirname, |
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'../../../../../../../test/import/ok/nvda-buy-with-split-and-sell.json' |
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) |
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); |
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}); |
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|
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beforeEach(() => { |
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configurationService = new ConfigurationService(); |
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|
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currentRateService = new CurrentRateService(null, null, null, null); |
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|
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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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|
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portfolioSnapshotService = new PortfolioSnapshotService(null, null); |
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|
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redisCacheService = new RedisCacheService(null, null); |
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|
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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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|
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describe('get current positions', () => { |
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it.only('with NVDA buy (before a 10:1 split) and sell', async () => { |
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jest.useFakeTimers().setSystemTime(parseDate('2024-06-14').getTime()); |
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|
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const activities: Activity[] = exportResponse.activities.map( |
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(activity) => ({ |
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...activityDummyData, |
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...activity, |
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date: parseDate(activity.date), |
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feeInAssetProfileCurrency: activity.fee, |
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feeInBaseCurrency: activity.fee, |
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SymbolProfile: { |
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...symbolProfileDummyData, |
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currency: activity.currency, |
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dataSource: activity.dataSource, |
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name: 'NVIDIA Corporation', |
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symbol: activity.symbol |
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}, |
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unitPriceInAssetProfileCurrency: activity.unitPrice |
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}) |
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); |
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|
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// Mirrors the production flow in
|
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// ActivitiesService.getActivitiesForPortfolioCalculator
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const adjustedActivities = applySplitAdjustments({ |
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activities, |
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splits: [ |
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{ |
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dataSource: 'YAHOO', |
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date: parseDate('2024-06-10'), |
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factor: 10, |
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symbol: 'NVDA' |
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} |
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] |
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}); |
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|
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const portfolioCalculator = portfolioCalculatorFactory.createCalculator({ |
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activities: adjustedActivities, |
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calculationType: PerformanceCalculationType.ROAI, |
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currency: exportResponse.user.settings.currency, |
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userId: userDummyData.id |
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}); |
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|
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const portfolioSnapshot = await portfolioCalculator.computeSnapshot(); |
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|
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const investments = portfolioCalculator.getInvestments(); |
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|
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expect(portfolioSnapshot).toMatchObject({ |
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currentValueInBaseCurrency: new Big('0'), |
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errors: [], |
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hasErrors: false, |
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positions: [ |
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{ |
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activitiesCount: 2, |
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averagePrice: new Big('0'), |
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currency: 'USD', |
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dataSource: 'YAHOO', |
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dateOfFirstActivity: '2024-06-03', |
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dividend: new Big('0'), |
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dividendInBaseCurrency: new Big('0'), |
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fee: new Big('0'), |
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feeInBaseCurrency: new Big('0'), |
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grossPerformance: new Big('50'), // 10 × (125 - 120) = 50
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grossPerformanceWithCurrencyEffect: new Big('50'), |
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investment: new Big('0'), |
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investmentWithCurrencyEffect: new Big('0'), |
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netPerformance: new Big('50'), |
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netPerformanceWithCurrencyEffectMap: { |
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max: new Big('50') |
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}, |
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marketPrice: 125, |
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marketPriceInBaseCurrency: 125, |
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quantity: new Big('0'), |
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symbol: 'NVDA', |
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tags: [], |
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timeWeightedInvestment: new Big('1200'), // 10 × 120 = 1200
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timeWeightedInvestmentWithCurrencyEffect: new Big('1200'), |
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valueInBaseCurrency: new Big('0') |
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} |
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], |
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totalFeesWithCurrencyEffect: new Big('0'), |
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totalInterestWithCurrencyEffect: new Big('0'), |
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totalInvestment: new Big('0'), |
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totalInvestmentWithCurrencyEffect: new Big('0'), |
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totalLiabilitiesWithCurrencyEffect: new Big('0') |
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}); |
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|
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expect(investments).toEqual([ |
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{ date: '2024-06-03', investment: new Big('1200') }, |
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{ date: '2024-06-14', investment: new Big('0') } |
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]); |
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}); |
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}); |
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}); |
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@ -0,0 +1,176 @@ |
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import { DataSource } from '@prisma/client'; |
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|
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import { applySplitAdjustments } from './portfolio.helper'; |
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|
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describe('applySplitAdjustments', () => { |
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const symbolProfile = { |
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dataSource: DataSource.YAHOO, |
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symbol: 'NVDA' |
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}; |
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|
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const otherSymbolProfile = { |
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dataSource: DataSource.YAHOO, |
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symbol: 'AAPL' |
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}; |
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|
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const createActivity = ({ |
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date, |
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fee = 1, |
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quantity, |
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SymbolProfile = symbolProfile, |
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unitPrice |
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}: { |
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date: Date; |
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fee?: number; |
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quantity: number; |
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SymbolProfile?: typeof symbolProfile; |
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unitPrice: number; |
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}) => { |
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return { |
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date, |
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fee, |
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quantity, |
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SymbolProfile, |
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unitPrice, |
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unitPriceInAssetProfileCurrency: unitPrice |
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}; |
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}; |
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|
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it('should return activities unchanged if there are no splits', () => { |
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const activities = [ |
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createActivity({ |
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date: new Date('2024-01-15'), |
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quantity: 10, |
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unitPrice: 400 |
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}) |
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]; |
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|
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expect(applySplitAdjustments({ activities, splits: [] })).toStrictEqual( |
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activities |
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); |
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}); |
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|
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it('should adjust an activity before a split', () => { |
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const activities = [ |
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createActivity({ |
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date: new Date('2024-01-15'), |
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quantity: 10, |
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unitPrice: 400 |
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}) |
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]; |
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|
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const [activity] = applySplitAdjustments({ |
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activities, |
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splits: [{ ...symbolProfile, date: new Date('2024-06-10'), factor: 4 }] |
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}); |
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|
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expect(activity.quantity).toBe(40); |
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expect(activity.unitPrice).toBe(100); |
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expect(activity.unitPriceInAssetProfileCurrency).toBe(100); |
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}); |
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|
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it('should keep the value and the fee unchanged', () => { |
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const activities = [ |
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createActivity({ |
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date: new Date('2024-01-15'), |
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fee: 7, |
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quantity: 3, |
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unitPrice: 700 |
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}) |
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]; |
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|
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const [activity] = applySplitAdjustments({ |
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activities, |
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splits: [{ ...symbolProfile, date: new Date('2024-06-10'), factor: 4 }] |
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}); |
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|
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expect(activity.quantity * activity.unitPrice).toBe(3 * 700); |
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expect(activity.fee).toBe(7); |
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}); |
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|
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it('should not adjust an activity on or after the split date', () => { |
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const activities = [ |
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createActivity({ |
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date: new Date('2024-06-10'), |
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quantity: 10, |
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unitPrice: 100 |
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}), |
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createActivity({ |
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date: new Date('2024-07-01'), |
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quantity: 20, |
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unitPrice: 110 |
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}) |
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]; |
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|
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const adjustedActivities = applySplitAdjustments({ |
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activities, |
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splits: [{ ...symbolProfile, date: new Date('2024-06-10'), factor: 4 }] |
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}); |
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|
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expect(adjustedActivities).toStrictEqual(activities); |
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}); |
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|
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it('should adjust for a reverse split', () => { |
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const activities = [ |
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createActivity({ |
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date: new Date('2024-01-15'), |
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quantity: 100, |
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unitPrice: 2 |
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}) |
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]; |
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|
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const [activity] = applySplitAdjustments({ |
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activities, |
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splits: [{ ...symbolProfile, date: new Date('2024-06-10'), factor: 0.1 }] |
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}); |
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|
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expect(activity.quantity).toBe(10); |
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expect(activity.unitPrice).toBe(20); |
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}); |
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|
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it('should compound multiple splits', () => { |
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const activities = [ |
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createActivity({ |
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date: new Date('2023-01-15'), |
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quantity: 10, |
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unitPrice: 600 |
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}), |
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createActivity({ |
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date: new Date('2024-01-15'), |
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quantity: 10, |
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unitPrice: 300 |
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}) |
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]; |
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|
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const adjustedActivities = applySplitAdjustments({ |
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activities, |
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splits: [ |
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{ ...symbolProfile, date: new Date('2023-06-10'), factor: 2 }, |
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{ ...symbolProfile, date: new Date('2024-06-10'), factor: 3 } |
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] |
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}); |
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|
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expect(adjustedActivities[0].quantity).toBe(60); |
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expect(adjustedActivities[0].unitPrice).toBe(100); |
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expect(adjustedActivities[1].quantity).toBe(30); |
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expect(adjustedActivities[1].unitPrice).toBe(100); |
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}); |
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|
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it('should not adjust activities of other symbols', () => { |
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const activities = [ |
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createActivity({ |
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date: new Date('2024-01-15'), |
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quantity: 10, |
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SymbolProfile: otherSymbolProfile, |
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unitPrice: 190 |
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}) |
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]; |
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|
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const adjustedActivities = applySplitAdjustments({ |
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activities, |
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splits: [{ ...symbolProfile, date: new Date('2024-06-10'), factor: 4 }] |
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}); |
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expect(adjustedActivities).toStrictEqual(activities); |
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}); |
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}); |
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@ -0,0 +1,12 @@ |
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import { PrismaModule } from '@ghostfolio/api/services/prisma/prisma.module'; |
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import { Module } from '@nestjs/common'; |
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import { AssetProfileSplitService } from './asset-profile-split.service'; |
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@Module({ |
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exports: [AssetProfileSplitService], |
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imports: [PrismaModule], |
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providers: [AssetProfileSplitService] |
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}) |
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export class AssetProfileSplitModule {} |
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@ -0,0 +1,104 @@ |
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import { PrismaService } from '@ghostfolio/api/services/prisma/prisma.service'; |
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import { AssetProfileIdentifier } from '@ghostfolio/common/interfaces'; |
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import { Injectable } from '@nestjs/common'; |
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import { AssetProfileSplit } from '@prisma/client'; |
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@Injectable() |
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export class AssetProfileSplitService { |
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public constructor(private readonly prismaService: PrismaService) {} |
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|
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public async deleteById({ |
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dataSource, |
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id, |
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symbol |
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}: AssetProfileIdentifier & { id: string }) { |
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return this.prismaService.assetProfileSplit.deleteMany({ |
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where: { |
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dataSource, |
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id, |
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symbol |
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} |
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}); |
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} |
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|
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public async deleteMany({ dataSource, symbol }: AssetProfileIdentifier) { |
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return this.prismaService.assetProfileSplit.deleteMany({ |
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where: { |
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dataSource, |
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symbol |
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} |
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}); |
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} |
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|
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public async getSplits({ |
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assetProfileIdentifiers |
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}: { |
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assetProfileIdentifiers: AssetProfileIdentifier[]; |
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}): Promise<AssetProfileSplit[]> { |
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if (assetProfileIdentifiers.length === 0) { |
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return []; |
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} |
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|
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return this.prismaService.assetProfileSplit.findMany({ |
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orderBy: [ |
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{ |
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date: 'asc' |
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} |
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], |
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where: { |
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OR: assetProfileIdentifiers.map(({ dataSource, symbol }) => { |
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return { |
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dataSource, |
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symbol |
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}; |
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}) |
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} |
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}); |
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} |
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|
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public async upsert({ |
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dataSource, |
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date, |
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factor, |
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symbol |
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}: AssetProfileIdentifier & { |
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date: Date; |
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factor: number; |
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}): Promise<AssetProfileSplit> { |
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return this.prismaService.assetProfileSplit.upsert({ |
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create: { |
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dataSource, |
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date, |
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factor, |
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symbol |
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}, |
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update: { |
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factor |
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}, |
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where: { |
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dataSource_date_symbol: { |
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dataSource, |
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date, |
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symbol |
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} |
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} |
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}); |
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} |
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|
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public async updateAssetProfileIdentifier( |
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oldAssetProfileIdentifier: AssetProfileIdentifier, |
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newAssetProfileIdentifier: AssetProfileIdentifier |
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) { |
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return this.prismaService.assetProfileSplit.updateMany({ |
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data: { |
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dataSource: newAssetProfileIdentifier.dataSource, |
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symbol: newAssetProfileIdentifier.symbol |
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}, |
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where: { |
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dataSource: oldAssetProfileIdentifier.dataSource, |
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symbol: oldAssetProfileIdentifier.symbol |
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} |
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}); |
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} |
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} |
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@ -0,0 +1,12 @@ |
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import { IsISO8601, IsNumber, Validate } from 'class-validator'; |
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|
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import { IsSplitFactorConstraint } from '../validator-constraints/is-split-factor'; |
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|
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export class CreateAssetProfileSplitDto { |
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@IsISO8601() |
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date: string; |
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|
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@IsNumber() |
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@Validate(IsSplitFactorConstraint) |
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factor: number; |
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} |
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@ -1,8 +1,9 @@ |
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import { MarketData } from '@prisma/client'; |
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import { AssetProfileSplit, MarketData } from '@prisma/client'; |
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|
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import { EnhancedSymbolProfile } from './enhanced-symbol-profile.interface'; |
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|
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export interface AdminMarketDataDetails { |
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assetProfile: Partial<EnhancedSymbolProfile>; |
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marketData: MarketData[]; |
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splits: AssetProfileSplit[]; |
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} |
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|
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@ -1,8 +1,9 @@ |
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import { MarketData } from '@prisma/client'; |
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import { AssetProfileSplit, MarketData } from '@prisma/client'; |
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|
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import { EnhancedSymbolProfile } from '../enhanced-symbol-profile.interface'; |
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|
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export interface AssetProfileResponse { |
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assetProfile: Partial<EnhancedSymbolProfile>; |
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marketData: MarketData[]; |
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splits: AssetProfileSplit[]; |
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} |
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|
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@ -0,0 +1,15 @@ |
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import { |
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ValidatorConstraint, |
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ValidatorConstraintInterface |
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} from 'class-validator'; |
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|
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@ValidatorConstraint({ name: 'isSplitFactor' }) |
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export class IsSplitFactorConstraint implements ValidatorConstraintInterface { |
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public defaultMessage() { |
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return 'factor must be a positive number other than 1'; |
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} |
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|
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public validate(aFactor: number) { |
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return typeof aFactor === 'number' && aFactor > 0 && aFactor !== 1; |
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} |
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} |
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@ -0,0 +1,21 @@ |
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-- CreateTable |
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CREATE TABLE "public"."AssetProfileSplit" ( |
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"createdAt" TIMESTAMP(3) NOT NULL DEFAULT CURRENT_TIMESTAMP, |
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"dataSource" "public"."DataSource" NOT NULL, |
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"date" TIMESTAMP(3) NOT NULL, |
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"factor" DOUBLE PRECISION NOT NULL, |
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"id" TEXT NOT NULL, |
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"symbol" TEXT NOT NULL, |
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"updatedAt" TIMESTAMP(3) NOT NULL, |
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|
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CONSTRAINT "AssetProfileSplit_pkey" PRIMARY KEY ("id") |
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); |
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|
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-- CreateIndex |
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CREATE UNIQUE INDEX "AssetProfileSplit_dataSource_date_symbol_key" ON "public"."AssetProfileSplit"("dataSource", "date", "symbol"); |
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|
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-- CreateIndex |
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CREATE INDEX "AssetProfileSplit_dataSource_symbol_idx" ON "public"."AssetProfileSplit"("dataSource", "symbol"); |
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|
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-- CreateIndex |
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CREATE INDEX "AssetProfileSplit_date_idx" ON "public"."AssetProfileSplit"("date"); |
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@ -0,0 +1,34 @@ |
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{ |
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"meta": { |
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"date": "2024-06-14T21:28:05.857Z", |
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"version": "dev" |
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}, |
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"activities": [ |
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{ |
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"fee": 0, |
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"quantity": 10, |
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"type": "SELL", |
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"unitPrice": 125, |
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"currency": "USD", |
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"dataSource": "YAHOO", |
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"date": "2024-06-14T00:00:00.000Z", |
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"symbol": "NVDA" |
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}, |
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{ |
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"fee": 0, |
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"quantity": 1, |
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"type": "BUY", |
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"unitPrice": 1200, |
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"currency": "USD", |
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"dataSource": "YAHOO", |
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"date": "2024-06-03T00:00:00.000Z", |
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"symbol": "NVDA" |
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} |
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], |
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"user": { |
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"settings": { |
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"currency": "USD", |
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"performanceCalculationType": "ROAI" |
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} |
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} |
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} |
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