Merge 604cf03eb9 into 208a2d2e1d

CHANGELOG.md

@@ -18,6 +18,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 - Introduced a maximum length for the comment in the API endpoints
 - Introduced a maximum length for the search query and the symbol in the API endpoints
 - Hardened the validation of the query parameters (`accounts`, `assetClasses`, `dataSource` and `tags`) in the API endpoints with filters
+- Improved the portfolio snapshot calculation to get the quotes of active holdings only
 
 ### Fixed
 

apps/api/src/app/portfolio/calculator/portfolio-calculator.ts

@@ -225,6 +225,7 @@ export abstract class PortfolioCalculator {
       };
     }
 
+    const assetProfileIdentifiersWithQuotes: AssetProfileIdentifier[] = [];
     const cashAssetProfileIdentifiers = new Set<string>();
     const currencies: { [assetProfileIdentifier: string]: string } = {};
     const dataGatheringItems: DataGatheringItem[] = [];
@@ -238,6 +239,7 @@ export abstract class PortfolioCalculator {
       assetSubClass,
       currency,
       dataSource,
+      quantity,
       symbol
     } of transactionPoints[firstIndex - 1].items) {
       // Gather data for all assets except CASH
@@ -246,6 +248,14 @@ export abstract class PortfolioCalculator {
           dataSource,
           symbol
         });
+
+        if (!quantity.eq(0)) {
+          // Get a quote for active holdings only
+          assetProfileIdentifiersWithQuotes.push({
+            dataSource,
+            symbol
+          });
+        }
       }
 
       currencies[getAssetProfileIdentifier({ dataSource, symbol })] = currency;
@@ -274,6 +284,7 @@ export abstract class PortfolioCalculator {
       errors: currentRateErrors,
       values: marketSymbols
     } = await this.currentRateService.getValues({
+      assetProfileIdentifiersWithQuotes,
       dataGatheringItems,
       dateQuery: {
         gte: this.startDate,

apps/api/src/app/portfolio/current-rate.service.spec.ts

@@ -145,6 +145,9 @@ describe('CurrentRateService', () => {
   it('getValues', async () => {
     expect(
       await currentRateService.getValues({
+        assetProfileIdentifiersWithQuotes: [
+          { dataSource: DataSource.YAHOO, symbol: 'AMZN' }
+        ],
         dataGatheringItems: [{ dataSource: DataSource.YAHOO, symbol: 'AMZN' }],
         dateQuery: {
           lt: new Date(Date.UTC(2020, 0, 2, 0, 0, 0)),
@@ -198,6 +201,9 @@ describe('CurrentRateService', () => {
     );
 
     const { errors, values } = await currentRateService.getValues({
+      assetProfileIdentifiersWithQuotes: [
+        { dataSource: DataSource.YAHOO, symbol: 'AMZN' }
+      ],
       dataGatheringItems: [{ dataSource: DataSource.YAHOO, symbol: 'AMZN' }],
       dateQuery: { gte: yesterday, lt: endOfDay(new Date()) }
     });
@@ -226,6 +232,9 @@ describe('CurrentRateService', () => {
       .mockResolvedValue({ unitPrice: 1847.839966 } as Order);
 
     const { values } = await currentRateService.getValues({
+      assetProfileIdentifiersWithQuotes: [
+        { dataSource: DataSource.YAHOO, symbol: 'AMZN' }
+      ],
       dataGatheringItems: [{ dataSource: DataSource.YAHOO, symbol: 'AMZN' }],
       dateQuery: {
         gte: subDays(today, 1, { in: utc }),
@@ -248,4 +257,45 @@ describe('CurrentRateService', () => {
       }
     ]);
   });
+
+  it('getValues without a quote request carries the latest market price forward', async () => {
+    const today = resetHours(new Date());
+    const yesterday = subDays(today, 1, { in: utc });
+
+    const getQuotesSpy = jest.spyOn(dataProviderService, 'getQuotes');
+
+    jest.spyOn(marketDataService, 'getRangeCount').mockResolvedValue(1);
+
+    jest.spyOn(marketDataService, 'getRange').mockResolvedValue([
+      {
+        createdAt: yesterday,
+        dataSource: DataSource.YAHOO,
+        date: yesterday,
+        id: 'd51d4e0b-9d1f-4d2e-8a0c-9a0f5c6b1d22',
+        isCarriedForward: false,
+        marketPrice: 1841.823902,
+        state: 'CLOSE',
+        symbol: 'AMZN'
+      }
+    ]);
+
+    const { errors, values } = await currentRateService.getValues({
+      assetProfileIdentifiersWithQuotes: [],
+      dataGatheringItems: [{ dataSource: DataSource.YAHOO, symbol: 'AMZN' }],
+      dateQuery: { gte: yesterday, lt: endOfDay(new Date()) }
+    });
+
+    expect(getQuotesSpy).toHaveBeenCalledWith(
+      expect.objectContaining({ items: [] })
+    );
+
+    expect(errors).toEqual([]);
+
+    expect(values).toContainEqual({
+      dataSource: DataSource.YAHOO,
+      date: today,
+      marketPrice: 1841.823902,
+      symbol: 'AMZN'
+    });
+  });
 });

apps/api/src/app/portfolio/current-rate.service.ts

@@ -18,7 +18,7 @@ import { Inject, Injectable } from '@nestjs/common';
 import { REQUEST } from '@nestjs/core';
 import { Type as ActivityType } from '@prisma/client';
 import { compareDesc, isBefore, isSameDay } from 'date-fns';
-import { isEmpty, uniqBy } from 'lodash';
+import { uniqBy } from 'lodash';
 
 import { GetValueObject } from './interfaces/get-value-object.interface';
 import { GetValuesObject } from './interfaces/get-values-object.interface';
@@ -38,6 +38,7 @@ export class CurrentRateService {
   @LogPerformance
   // TODO: Pass user instead of using this.request.user
   public async getValues({
+    assetProfileIdentifiersWithQuotes,
     dataGatheringItems,
     dateQuery
   }: GetValuesParams): Promise<GetValuesObject> {
@@ -54,11 +55,11 @@ export class CurrentRateService {
 
     if (includesToday) {
       const quotes = await this.dataProviderService.getQuotes({
-        items: dataGatheringItems,
+        items: assetProfileIdentifiersWithQuotes,
         user: this.request?.user
       });
 
-      for (const { dataSource, symbol } of dataGatheringItems) {
+      for (const { dataSource, symbol } of assetProfileIdentifiersWithQuotes) {
         const quote = quotes[getAssetProfileIdentifier({ dataSource, symbol })];
 
         if (quote?.dataProviderInfo) {
@@ -124,8 +125,27 @@ export class CurrentRateService {
       })
     };
 
-    if (!isEmpty(quoteErrors)) {
-      for (const { dataSource, symbol } of quoteErrors) {
+    if (includesToday) {
+      // A holding without a quote request also needs a market price of today,
+      // but it is not in error
+      const assetProfileIdentifiersWithoutQuotes = [
+        ...quoteErrors,
+        ...dataGatheringItems.filter(({ dataSource, symbol }) => {
+          return !assetProfileIdentifiersWithQuotes.some(
+            (assetProfileIdentifier) => {
+              return (
+                assetProfileIdentifier.dataSource === dataSource &&
+                assetProfileIdentifier.symbol === symbol
+              );
+            }
+          );
+        })
+      ];
+
+      for (const {
+        dataSource,
+        symbol
+      } of assetProfileIdentifiersWithoutQuotes) {
         try {
           const valueOfToday = response.values.find((currentValue) => {
             return (

apps/api/src/app/portfolio/interfaces/get-values-params.interface.ts

@@ -1,8 +1,10 @@
 import { DataGatheringItem } from '@ghostfolio/api/services/interfaces/interfaces';
+import { AssetProfileIdentifier } from '@ghostfolio/common/interfaces';
 
 import { DateQuery } from './date-query.interface';
 
 export interface GetValuesParams {
+  assetProfileIdentifiersWithQuotes: AssetProfileIdentifier[];
   dataGatheringItems: DataGatheringItem[];
   dateQuery: DateQuery;
 }