fix calculation for overall gross performance percentage

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

@@ -636,7 +636,7 @@ describe('PortfolioCalculator', () => {
         hasErrors: false,
         currentValue: new Big('657.62'),
         grossPerformance: new Big('-61.84'),
-        grossPerformancePercentage: new Big('-0.08456342256692519389'),
+        grossPerformancePercentage: new Big('-0.08595335390431712673'),
         positions: [
           {
             averagePrice: new Big('719.46'),
@@ -674,7 +674,7 @@ describe('PortfolioCalculator', () => {
         hasErrors: false,
         currentValue: new Big('657.62'),
         grossPerformance: new Big('-61.84'),
-        grossPerformancePercentage: new Big('-0.08456342256692519389'),
+        grossPerformancePercentage: new Big('-0.08595335390431712673'),
         positions: [
           {
             averagePrice: new Big('719.46'),
@@ -712,7 +712,7 @@ describe('PortfolioCalculator', () => {
         hasErrors: false,
         currentValue: new Big('657.62'),
         grossPerformance: new Big('-9.04'),
-        grossPerformancePercentage: new Big('-0.01206012060120601206'),
+        grossPerformancePercentage: new Big('-0.01356013560135601356'),
         positions: [
           {
             averagePrice: new Big('719.46'),
@@ -750,7 +750,7 @@ describe('PortfolioCalculator', () => {
         hasErrors: false,
         currentValue: new Big('4871.5'),
         grossPerformance: new Big('240.4'),
-        grossPerformancePercentage: new Big('0.08908669575467971768'),
+        grossPerformancePercentage: new Big('0.08839407904876477102'),
         positions: [
           {
             averagePrice: new Big('178.438'),
@@ -830,7 +830,7 @@ describe('PortfolioCalculator', () => {
         hasErrors: false,
         currentValue: new Big('3897.2'),
         grossPerformance: new Big('303.2'),
-        grossPerformancePercentage: new Big('0.2759628350186678759'),
+        grossPerformancePercentage: new Big('0.27537838148272398344'),
         positions: [
           {
             averagePrice: new Big('146.185'),
@@ -903,7 +903,7 @@ describe('PortfolioCalculator', () => {
         hasErrors: false,
         currentValue: new Big('1192327.999656600298238721'),
         grossPerformance: new Big('92327.999656600898394721'),
-        grossPerformancePercentage: new Big('0.09788598099999947809'),
+        grossPerformancePercentage: new Big('0.09788498099999947809'),
         positions: [
           {
             averagePrice: new Big('1.01287018290924923237'), // 1'100'000 / 1'086'022.689344542
@@ -989,9 +989,9 @@ describe('PortfolioCalculator', () => {
       spy.mockRestore();
 
       expect(currentPositions).toEqual({
-        currentValue: '517',
-        grossPerformance: '17', // 517 - 500
-        grossPerformancePercentage: '0.034', // ((200 * 2.5) + (300 * 4)) / (200 + 300) = 3.4%
+        currentValue: new Big('517'),
+        grossPerformance: new Big('17'), // 517 - 500
+        grossPerformancePercentage: new Big('0.034'), // ((200 * 0.025) + (300 * 0.04)) / (200 + 300) = 3.4%
         hasErrors: false,
         positions: [
           {

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

@@ -297,48 +297,15 @@ export class PortfolioCalculator {
         transactionCount: item.transactionCount
       });
     }
-
-    let currentValue = new Big(0);
-    let overallGrossPerformance = new Big(0);
-    let grossPerformancePercentage = new Big(1);
-    let completeInitialValue = new Big(0);
-    for (const currentPosition of positions) {
-      currentValue = currentValue.add(
-        new Big(currentPosition.marketPrice).mul(currentPosition.quantity)
-      );
-      if (currentPosition.grossPerformance) {
-        overallGrossPerformance = overallGrossPerformance.plus(
-          currentPosition.grossPerformance
-        );
-      } else {
-        hasErrors = true;
-      }
-      if (
-        currentPosition.grossPerformancePercentage &&
-        initialValues[currentPosition.symbol]
-      ) {
-        const currentInitialValue = initialValues[currentPosition.symbol];
-        completeInitialValue = completeInitialValue.plus(currentInitialValue);
-        grossPerformancePercentage = grossPerformancePercentage.plus(
-          currentPosition.grossPerformancePercentage.mul(currentInitialValue)
-        );
-      } else {
-        console.log(initialValues);
-        console.error(
-          'initial value is missing for symbol',
-          currentPosition.symbol
-        );
-        hasErrors = true;
-      }
-    }
+    const overall = this.calculateOverallGrossPerformance(
+      positions,
+      initialValues
+    );
 
     return {
-      hasErrors,
-      positions,
-      grossPerformance: overallGrossPerformance,
-      grossPerformancePercentage:
-        grossPerformancePercentage.div(completeInitialValue),
-      currentValue
+      ...overall,
+      hasErrors: hasErrors || overall.hasErrors,
+      positions
     };
   }
 
@@ -404,6 +371,53 @@ export class PortfolioCalculator {
     return flatten(timelinePeriods);
   }
 
+  private calculateOverallGrossPerformance(
+    positions: TimelinePosition[],
+    initialValues: { [p: string]: Big }
+  ) {
+    let hasErrors = false;
+    let currentValue = new Big(0);
+    let grossPerformance = new Big(0);
+    let grossPerformancePercentage = new Big(0);
+    let completeInitialValue = new Big(0);
+    for (const currentPosition of positions) {
+      currentValue = currentValue.add(
+        new Big(currentPosition.marketPrice).mul(currentPosition.quantity)
+      );
+      if (currentPosition.grossPerformance) {
+        grossPerformance = grossPerformance.plus(
+          currentPosition.grossPerformance
+        );
+      } else {
+        hasErrors = true;
+      }
+
+      if (
+        currentPosition.grossPerformancePercentage &&
+        initialValues[currentPosition.symbol]
+      ) {
+        const currentInitialValue = initialValues[currentPosition.symbol];
+        completeInitialValue = completeInitialValue.plus(currentInitialValue);
+        grossPerformancePercentage = grossPerformancePercentage.plus(
+          currentPosition.grossPerformancePercentage.mul(currentInitialValue)
+        );
+      } else {
+        console.error(
+          'initial value is missing for symbol',
+          currentPosition.symbol
+        );
+        hasErrors = true;
+      }
+    }
+    return {
+      currentValue,
+      grossPerformance,
+      grossPerformancePercentage:
+        grossPerformancePercentage.div(completeInitialValue),
+      hasErrors
+    };
+  }
+
   private async getTimePeriodForDate(
     j: number,
     startDate: Date,