filter non-investment positions

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

@@ -288,7 +288,9 @@ export abstract class PortfolioCalculator {
       firstIndex--;
     }
 
-    const positions: TimelinePosition[] = [];
+    const positions: (TimelinePosition & {
+      isInvestmentAssetProfilePosition: boolean;
+    })[] = [];
     let hasAnySymbolMetricsErrors = false;
 
     const errors: ResponseError['errors'] = [];
@@ -412,6 +414,7 @@ export abstract class PortfolioCalculator {
           : null,
         investment: totalInvestment,
         investmentWithCurrencyEffect: totalInvestmentWithCurrencyEffect,
+        isInvestmentAssetProfilePosition: item.isInvestmentAssetProfileItem,
         marketPrice:
           marketSymbolMap[endDateString]?.[item.symbol]?.toNumber() ?? null,
         marketPriceInBaseCurrency:
@@ -606,14 +609,23 @@ export abstract class PortfolioCalculator {
 
     const overall = this.calculateOverallPerformance(positions);
 
+    const investmentPositions = positions
+      .filter(({ isInvestmentAssetProfilePosition }) => {
+        return isInvestmentAssetProfilePosition;
+      })
+      // eslint-disable-next-line @typescript-eslint/no-unused-vars
+      .map(({ isInvestmentAssetProfilePosition, ...rest }) => {
+        return rest;
+      });
+
     return {
       ...overall,
       errors,
       historicalData,
-      positions,
       totalInterestWithCurrencyEffect,
       totalLiabilitiesWithCurrencyEffect,
-      hasErrors: hasAnySymbolMetricsErrors || overall.hasErrors
+      hasErrors: hasAnySymbolMetricsErrors || overall.hasErrors,
+      positions: investmentPositions
     };
   }
 
@@ -899,82 +911,82 @@ export abstract class PortfolioCalculator {
     } of this.activities) {
       let currentTransactionPointItem: TransactionPointSymbol;
 
-      if (INVESTMENT_ACTIVITY_TYPES.includes(type)) {
-        const currency = SymbolProfile.currency;
-        const dataSource = SymbolProfile.dataSource;
-        const factor = getFactor(type);
-        const skipErrors = !!SymbolProfile.userId; // Skip errors for custom asset profiles
-        const symbol = SymbolProfile.symbol;
-
-        const oldAccumulatedSymbol = symbols[symbol];
-
-        if (oldAccumulatedSymbol) {
-          let investment = oldAccumulatedSymbol.investment;
-
-          const newQuantity = quantity
-            .mul(factor)
-            .plus(oldAccumulatedSymbol.quantity);
-
-          if (type === 'BUY') {
-            investment = oldAccumulatedSymbol.investment.plus(
-              quantity.mul(unitPrice)
-            );
-          } else if (type === 'SELL') {
-            investment = oldAccumulatedSymbol.investment.minus(
-              quantity.mul(oldAccumulatedSymbol.averagePrice)
-            );
-          }
+      const currency = SymbolProfile.currency;
+      const dataSource = SymbolProfile.dataSource;
+      const factor = getFactor(type);
+      const skipErrors = !!SymbolProfile.userId; // Skip errors for custom asset profiles
+      const symbol = SymbolProfile.symbol;
 
-          currentTransactionPointItem = {
-            currency,
-            dataSource,
-            investment,
-            skipErrors,
-            symbol,
-            averagePrice: newQuantity.gt(0)
-              ? investment.div(newQuantity)
-              : new Big(0),
-            dividend: new Big(0),
-            fee: oldAccumulatedSymbol.fee.plus(fee),
-            firstBuyDate: oldAccumulatedSymbol.firstBuyDate,
-            quantity: newQuantity,
-            tags: oldAccumulatedSymbol.tags.concat(tags),
-            transactionCount: oldAccumulatedSymbol.transactionCount + 1
-          };
-        } else {
-          currentTransactionPointItem = {
-            currency,
-            dataSource,
-            fee,
-            skipErrors,
-            symbol,
-            tags,
-            averagePrice: unitPrice,
-            dividend: new Big(0),
-            firstBuyDate: date,
-            investment: unitPrice.mul(quantity).mul(factor),
-            quantity: quantity.mul(factor),
-            transactionCount: 1
-          };
-        }
+      const oldAccumulatedSymbol = symbols[symbol];
 
-        currentTransactionPointItem.tags = uniqBy(
-          currentTransactionPointItem.tags,
-          'id'
-        );
+      if (oldAccumulatedSymbol) {
+        let investment = oldAccumulatedSymbol.investment;
 
-        symbols[SymbolProfile.symbol] = currentTransactionPointItem;
+        const newQuantity = quantity
+          .mul(factor)
+          .plus(oldAccumulatedSymbol.quantity);
+
+        if (type === 'BUY') {
+          investment = oldAccumulatedSymbol.investment.plus(
+            quantity.mul(unitPrice)
+          );
+        } else if (type === 'SELL') {
+          investment = oldAccumulatedSymbol.investment.minus(
+            quantity.mul(oldAccumulatedSymbol.averagePrice)
+          );
+        }
+
+        currentTransactionPointItem = {
+          currency,
+          dataSource,
+          investment,
+          skipErrors,
+          symbol,
+          averagePrice: newQuantity.gt(0)
+            ? investment.div(newQuantity)
+            : new Big(0),
+          dividend: new Big(0),
+          fee: oldAccumulatedSymbol.fee.plus(fee),
+          firstBuyDate: oldAccumulatedSymbol.firstBuyDate,
+          isInvestmentAssetProfileItem:
+            oldAccumulatedSymbol.isInvestmentAssetProfileItem,
+          quantity: newQuantity,
+          tags: oldAccumulatedSymbol.tags.concat(tags),
+          transactionCount: oldAccumulatedSymbol.transactionCount + 1
+        };
+      } else {
+        currentTransactionPointItem = {
+          currency,
+          dataSource,
+          fee,
+          skipErrors,
+          symbol,
+          tags,
+          averagePrice: unitPrice,
+          dividend: new Big(0),
+          firstBuyDate: date,
+          investment: unitPrice.mul(quantity).mul(factor),
+          isInvestmentAssetProfileItem:
+            INVESTMENT_ACTIVITY_TYPES.includes(type),
+          quantity: quantity.mul(factor),
+          transactionCount: 1
+        };
       }
 
+      currentTransactionPointItem.tags = uniqBy(
+        currentTransactionPointItem.tags,
+        'id'
+      );
+
+      symbols[SymbolProfile.symbol] = currentTransactionPointItem;
+
       const items = lastTransactionPoint?.items ?? [];
 
       const newItems = items.filter(({ symbol }) => {
         return symbol !== SymbolProfile.symbol;
       });
 
-      if (currentTransactionPointItem) {
-        newItems.push(currentTransactionPointItem);
-      }
+      newItems.push(currentTransactionPointItem);
 
       newItems.sort((a, b) => {
         return a.symbol?.localeCompare(b.symbol);

apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-fee.spec.ts

@@ -116,37 +116,7 @@ describe('PortfolioCalculator', () => {
         currentValueInBaseCurrency: new Big('0'),
         errors: [],
         hasErrors: true,
-        positions: [
-          {
-            averagePrice: new Big('0'),
-            currency: 'USD',
-            dataSource: 'MANUAL',
-            dividend: new Big('0'),
-            dividendInBaseCurrency: new Big('0'),
-            fee: new Big('49'),
-            feeInBaseCurrency: new Big('49'),
-            firstBuyDate: '2021-09-01',
-            grossPerformance: null,
-            grossPerformancePercentage: null,
-            grossPerformancePercentageWithCurrencyEffect: null,
-            grossPerformanceWithCurrencyEffect: null,
-            investment: new Big('0'),
-            investmentWithCurrencyEffect: new Big('0'),
-            marketPrice: null,
-            marketPriceInBaseCurrency: 0,
-            netPerformance: null,
-            netPerformancePercentage: null,
-            netPerformancePercentageWithCurrencyEffectMap: null,
-            netPerformanceWithCurrencyEffectMap: null,
-            quantity: new Big('0'),
-            symbol: '2c463fb3-af07-486e-adb0-8301b3d72141',
-            tags: [],
-            timeWeightedInvestment: new Big('0'),
-            timeWeightedInvestmentWithCurrencyEffect: new Big('0'),
-            transactionCount: 1,
-            valueInBaseCurrency: new Big('0')
-          }
-        ],
+        positions: [],
         totalFeesWithCurrencyEffect: new Big('49'),
         totalInterestWithCurrencyEffect: new Big('0'),
         totalInvestment: new Big('0'),

apps/api/src/app/portfolio/interfaces/transaction-point-symbol.interface.ts

@@ -9,6 +9,7 @@ export interface TransactionPointSymbol {
   fee: Big;
   firstBuyDate: string;
   investment: Big;
+  isInvestmentAssetProfileItem: boolean;
   quantity: Big;
   skipErrors: boolean;
   symbol: string;

libs/common/src/lib/config.ts

@@ -118,6 +118,13 @@ export const GATHER_HISTORICAL_MARKET_DATA_PROCESS_JOB_OPTIONS: JobOptions = {
   removeOnComplete: true
 };
 
+export const INVESTMENT_ACTIVITY_TYPES = [
+  Type.BUY,
+  Type.DIVIDEND,
+  Type.ITEM,
+  Type.SELL
+] as Type[];
+
 export const PORTFOLIO_SNAPSHOT_PROCESS_JOB_NAME = 'PORTFOLIO';
 export const PORTFOLIO_SNAPSHOT_PROCESS_JOB_OPTIONS: JobOptions = {
   removeOnComplete: true
@@ -128,13 +135,6 @@ export const HEADER_KEY_TIMEZONE = 'Timezone';
 export const HEADER_KEY_TOKEN = 'Authorization';
 export const HEADER_KEY_SKIP_INTERCEPTOR = 'X-Skip-Interceptor';
 
-export const INVESTMENT_ACTIVITY_TYPES = [
-  Type.BUY,
-  Type.DIVIDEND,
-  Type.ITEM,
-  Type.SELL
-] as Type[];
-
 export const MAX_TOP_HOLDINGS = 50;
 
 export const NUMERICAL_PRECISION_THRESHOLD = 100000;