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Added test to buy the same asset multiple times

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underline9396 7 months ago
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  1. 223
      apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-baln-multi-buy.spec.ts

223
apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-baln-multi-buy.spec.ts
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import { Activity } from '@ghostfolio/api/app/order/interfaces/activities.interface';
import {
activityDummyData,
symbolProfileDummyData,
userDummyData
} from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator-test-utils';
import {
PortfolioCalculatorFactory,
PerformanceCalculationType
} 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 { Big } from 'big.js';
jest.mock('@ghostfolio/api/app/portfolio/current-rate.service', () => {
return {
// eslint-disable-next-line @typescript-eslint/naming-convention
CurrentRateService: jest.fn().mockImplementation(() => {
return CurrentRateServiceMock;
})
};
});
jest.mock(
'@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service',
() => {
return {
// eslint-disable-next-line @typescript-eslint/naming-convention
PortfolioSnapshotService: jest.fn().mockImplementation(() => {
return PortfolioSnapshotServiceMock;
})
};
}
);
jest.mock('@ghostfolio/api/app/redis-cache/redis-cache.service', () => {
return {
// eslint-disable-next-line @typescript-eslint/naming-convention
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('get current positions', () => {
it.only('with multiple BALN.SW buys', async () => {
jest.useFakeTimers().setSystemTime(parseDate('2021-12-18').getTime());
const activities: Activity[] = [
{
...activityDummyData,
date: new Date('2021-11-30'),
fee: 0,
quantity: 2,
SymbolProfile: {
...symbolProfileDummyData,
currency: 'CHF',
dataSource: 'YAHOO',
name: 'Bâloise Holding AG',
symbol: 'BALN.SW'
},
type: 'BUY',
unitPrice: 136.6
},
{
...activityDummyData,
date: new Date('2021-12-05'),
fee: 0,
quantity: 1,
SymbolProfile: {
...symbolProfileDummyData,
currency: 'CHF',
dataSource: 'YAHOO',
name: 'Bâloise Holding AG',
symbol: 'BALN.SW'
},
type: 'BUY',
unitPrice: 140.0
},
{
...activityDummyData,
date: new Date('2021-12-10'),
fee: 0,
quantity: 3,
SymbolProfile: {
...symbolProfileDummyData,
currency: 'CHF',
dataSource: 'YAHOO',
name: 'Bâloise Holding AG',
symbol: 'BALN.SW'
},
type: 'BUY',
unitPrice: 145.0
}
];
const portfolioCalculator = portfolioCalculatorFactory.createCalculator({
activities,
calculationType: PerformanceCalculationType.ROAI,
currency: 'CHF',
userId: userDummyData.id
});
const portfolioSnapshot = await portfolioCalculator.computeSnapshot();
const investments = portfolioCalculator.getInvestments();
const investmentsByMonth = portfolioCalculator.getInvestmentsByGroup({
data: portfolioSnapshot.historicalData,
groupBy: 'month'
});
expect(portfolioSnapshot).toMatchObject({
currentValueInBaseCurrency: new Big('893.4'), // 6 * 148.9 (current market price)
errors: [],
hasErrors: false,
positions: [
{
averagePrice: new Big('141.36666666666666666667'), // Weighted average price
currency: 'CHF',
dataSource: 'YAHOO',
dividend: new Big('0'),
dividendInBaseCurrency: new Big('0'),
fee: new Big('0'), // Total fees
feeInBaseCurrency: new Big('0'),
firstBuyDate: '2021-11-30',
grossPerformance: new Big('45.2'), // (148.9 - 141.36666666666666666666666666667) * 6
grossPerformancePercentage: new Big('0.05328931855694411695354869134638'),
grossPerformancePercentageWithCurrencyEffect: new Big('0.05328931855694411695354869134638'),
grossPerformanceWithCurrencyEffect: new Big('45.2'),
investment: new Big('848.2'), // Total investment
investmentWithCurrencyEffect: new Big('848.2'),
netPerformance: new Big('45.2'), // Gross performance - fees
netPerformancePercentage: new Big('0.05328931855694411695354869134638'),
netPerformancePercentageWithCurrencyEffectMap: {
max: new Big('0.05328931855694411695354869134638')
},
netPerformanceWithCurrencyEffectMap: {
max: new Big('45.2')
},
marketPrice: 148.9,
marketPriceInBaseCurrency: 148.9,
quantity: new Big('6'),
symbol: 'BALN.SW',
tags: [],
timeWeightedInvestment: new Big('848.2'),
timeWeightedInvestmentWithCurrencyEffect: new Big('848.2'),
transactionCount: 3,
valueInBaseCurrency: new Big('893.4') // 6 * 148.9
}
],
totalFeesWithCurrencyEffect: new Big('0'),
totalInterestWithCurrencyEffect: new Big('0'),
totalInvestment: new Big('848.2'),
totalInvestmentWithCurrencyEffect: new Big('848.2'),
totalLiabilitiesWithCurrencyEffect: new Big('0'),
totalValuablesWithCurrencyEffect: new Big('0')
});
expect(portfolioSnapshot.historicalData.at(-1)).toMatchObject(
expect.objectContaining({
netPerformance: 45.2,
netPerformanceInPercentage: 0.05328931855694411695354869134638,
netPerformanceInPercentageWithCurrencyEffect: 0.05328931855694411695354869134638,
netPerformanceWithCurrencyEffect: 45.2,
totalInvestmentValueWithCurrencyEffect: 893.4
})
);
expect(investments).toEqual([
{ date: '2021-11-30', investment: new Big('273.7') }, // (136.6 * 2) + 1.55
{ date: '2021-12-05', investment: new Big('141.2') }, // (140.0 * 1) + 1.2
{ date: '2021-12-10', investment: new Big('431.4') } // (145.0 * 3) + 1.0
]);
expect(investmentsByMonth).toEqual([
{ date: '2021-11-01', investment: 273.7 },
{ date: '2021-12-01', investment: 572.6 }
]);
});
});
});
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