optimize portfolio calculator to fetch all symbols for one day

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

@@ -1,6 +1,7 @@
 import {
   CurrentRateService,
-  GetValueParams
+  GetValueParams,
+  GetValuesParams
 } from '@ghostfolio/api/app/core/current-rate.service';
 import {
   PortfolioCalculator,
@@ -11,7 +12,14 @@ import {
 import { OrderType } from '@ghostfolio/api/models/order-type';
 import { Currency } from '@prisma/client';
 import Big from 'big.js';
-import { differenceInCalendarDays, parse } from 'date-fns';
+import {
+  addDays,
+  differenceInCalendarDays,
+  endOfDay,
+  isBefore,
+  parse
+} from 'date-fns';
+import { resetHours } from '@ghostfolio/common/helper';
 
 function toYearMonthDay(date: Date) {
   const year = date.getFullYear();
@@ -32,21 +40,11 @@ function dateEqual(date1: Date, date2: Date) {
   );
 }
 
-jest.mock('@ghostfolio/api/app/core/current-rate.service', () => {
-  return {
-    // eslint-disable-next-line @typescript-eslint/naming-convention
-    CurrentRateService: jest.fn().mockImplementation(() => {
-      return {
-        getValue: ({
-          date,
-          symbol,
-          currency,
-          userCurrency
-        }: GetValueParams) => {
+function mockGetValue(symbol: string, date: Date) {
   const today = new Date();
   if (symbol === 'VTI') {
     if (dateEqual(today, date)) {
-              return Promise.resolve({ marketPrice: new Big('213.32') });
+      return { marketPrice: 213.32 };
     } else {
       const startDate = parse('2019-02-01', 'yyyy-MM-dd', new Date());
       const daysInBetween = differenceInCalendarDays(date, startDate);
@@ -54,13 +52,50 @@ jest.mock('@ghostfolio/api/app/core/current-rate.service', () => {
       const marketPrice = new Big('144.38').plus(
         new Big('0.08').mul(daysInBetween)
       );
-              return Promise.resolve({ marketPrice });
+      return { marketPrice: marketPrice.toNumber() };
     }
   } else if (symbol === 'AMZN') {
-            return Promise.resolve({ marketPrice: new Big('2021.99') });
+    return { marketPrice: 2021.99 };
+  } else {
+    return { marketPrice: 0 };
   }
+}
 
-          return Promise.resolve({ marketPrice: new Big('0') });
+jest.mock('@ghostfolio/api/app/core/current-rate.service', () => {
+  return {
+    // eslint-disable-next-line @typescript-eslint/naming-convention
+    CurrentRateService: jest.fn().mockImplementation(() => {
+      return {
+        getValue: ({
+          date,
+          symbol,
+          currency,
+          userCurrency
+        }: GetValueParams) => {
+          return Promise.resolve(mockGetValue(symbol, date));
+        },
+        getValues: ({
+          currencies,
+          dateRangeEnd,
+          dateRangeStart,
+          symbols,
+          userCurrency
+        }: GetValuesParams) => {
+          const result = [];
+          for (
+            let date = resetHours(dateRangeStart);
+            isBefore(date, endOfDay(dateRangeEnd));
+            date = addDays(date, 1)
+          ) {
+            for (const symbol of symbols) {
+              result.push({
+                date,
+                symbol,
+                marketPrice: mockGetValue(symbol, date).marketPrice
+              });
+            }
+          }
+          return Promise.resolve(result);
         }
       };
     })
@@ -545,7 +580,7 @@ describe('PortfolioCalculator', () => {
           quantity: new Big('25'),
           symbol: 'VTI',
           investment: new Big('4460.95'),
-          marketPrice: new Big('213.32'),
+          marketPrice: 213.32,
           transactionCount: 5,
           grossPerformance: new Big('872.05'), // 213.32*25-4460.95
           grossPerformancePercentage: new Big('0.19548526659119694236') // 872.05/4460.95

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

@@ -1,4 +1,7 @@
-import { CurrentRateService } from '@ghostfolio/api/app/core/current-rate.service';
+import {
+  CurrentRateService,
+  GetValueObject
+} from '@ghostfolio/api/app/core/current-rate.service';
 import { OrderType } from '@ghostfolio/api/models/order-type';
 import { Currency } from '@prisma/client';
 import Big from 'big.js';
@@ -11,6 +14,7 @@ import {
   isBefore,
   parse
 } from 'date-fns';
+import { resetHours } from '@ghostfolio/common/helper';
 
 const DATE_FORMAT = 'yyyy-MM-dd';
 
@@ -198,38 +202,65 @@ export class PortfolioCalculator {
     currentDate: Date
   ): Promise<TimelinePeriod> {
     let investment: Big = new Big(0);
-    const promises = [];
+
+    let value = new Big(0);
+    const currentDateAsString = format(currentDate, DATE_FORMAT);
     if (j >= 0) {
+      const currencies: { [name: string]: Currency } = {};
+      const symbols: string[] = [];
+
       for (const item of this.transactionPoints[j].items) {
+        currencies[item.symbol] = item.currency;
+        symbols.push(item.symbol);
         investment = investment.add(item.investment);
-        promises.push(
-          this.currentRateService
-            .getValue({
-              date: currentDate,
-              symbol: item.symbol,
-              currency: item.currency,
-              userCurrency: this.currency
-            })
-            .then(({ marketPrice }) => new Big(marketPrice).mul(item.quantity))
-        );
-      }
       }
 
-    const result = await Promise.all(promises).catch((e) => {
+      let marketSymbols: GetValueObject[] = [];
+      if (symbols.length > 0) {
+        try {
+          marketSymbols = await this.currentRateService.getValues({
+            dateRangeStart: resetHours(currentDate),
+            dateRangeEnd: resetHours(currentDate),
+            symbols,
+            currencies,
+            userCurrency: this.currency
+          });
+        } catch (e) {
           console.error(
             `failed to fetch info for date ${currentDate} with exception`,
             e
           );
           return null;
-    });
+        }
+      }
+
+      const marketSymbolMap: {
+        [date: string]: { [symbol: string]: Big };
+      } = {};
+      for (const marketSymbol of marketSymbols) {
+        const date = format(marketSymbol.date, DATE_FORMAT);
+        if (!marketSymbolMap[date]) {
+          marketSymbolMap[date] = {};
+        }
+        marketSymbolMap[date][marketSymbol.symbol] = new Big(
+          marketSymbol.marketPrice
+        );
+      }
 
-    if (result == null) {
+      for (const item of this.transactionPoints[j].items) {
+        if (
+          !marketSymbolMap[currentDateAsString]?.hasOwnProperty(item.symbol)
+        ) {
           return null;
         }
+        value = value.add(
+          item.quantity.mul(marketSymbolMap[currentDateAsString][item.symbol])
+        );
+      }
+    }
 
-    const value = result.reduce((a, b) => a.add(b), new Big(0));
     return {
-      date: format(currentDate, DATE_FORMAT),
+      date: currentDateAsString,
       grossPerformance: value.minus(investment),
       investment,
       value
@@ -310,9 +341,9 @@ export interface TimelineSpecification {
 
 export interface TimelinePeriod {
   date: string;
-  grossPerformance: number;
+  grossPerformance: Big;
   investment: Big;
-  value: number;
+  value: Big;
 }
 
 export interface PortfolioOrder {