Added Time Weighted Performance to front end

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

@@ -240,14 +240,14 @@ export class PortfolioCalculator {
     this.getRelevantStartAndEndDates(start, end, dates, step);
     const dataGartheringDates = [
       ...dates,
-      ...this.orders.map((o) => {
+      ...this.orders
+        .filter((o) => {
           let dateParsed = Date.parse(o.date);
-        if (isBefore(dateParsed, end) && isAfter(dateParsed, start)) {
+          return isBefore(dateParsed, end) && isAfter(dateParsed, start);
-          let date = new Date(dateParsed);
+        })
-          if (dates.indexOf(date) === -1) {
+        .map((o) => {
-            return date;
+          let dateParsed = Date.parse(o.date);
-          }
+          return new Date(dateParsed);
-        }
         })
     ];
 
@@ -285,12 +285,26 @@ export class PortfolioCalculator {
       valuesBySymbol
     );
 
+    let valuesBySymbolShortend: {
+      [symbol: string]: {
+        currentValues: { [date: string]: Big };
+        investmentValues: { [date: string]: Big };
+        maxInvestmentValues: { [date: string]: Big };
+        netPerformanceValues: { [date: string]: Big };
+        netPerformanceValuesPercentage: { [date: string]: Big };
+      };
+    } = {};
+    Object.keys(valuesBySymbol).forEach((k) => {
+      if (valuesBySymbol[k].currentValues) {
+        Object.assign(valuesBySymbolShortend, { [k]: valuesBySymbol[k] });
+      }
+    });
     return dates.map((date: Date, index: number, dates: Date[]) => {
       let previousDate: Date = index > 0 ? dates[index - 1] : null;
       return this.calculatePerformance(
         date,
         previousDate,
-        valuesBySymbol,
+        valuesBySymbolShortend,
         calculateTimeWeightedPerformance
       );
     });
@@ -347,17 +361,23 @@ export class PortfolioCalculator {
       );
 
       if (
-        calculateTimeWeightedPerformance &&
         previousTotalInvestmentValue.toNumber() &&
-        symbolValues.netPerformanceValuesPercentage
+        symbolValues.netPerformanceValuesPercentage &&
+        (
+          symbolValues.currentValues?.[previousDateString] ?? new Big(0)
+        ).toNumber()
       ) {
         const previousValue =
           symbolValues.currentValues?.[previousDateString] ?? new Big(0);
         const netPerformance =
           symbolValues.netPerformanceValuesPercentage?.[dateString] ??
           new Big(0);
+        const timeWeightedPerformanceContribution = previousValue
+          .div(previousTotalInvestmentValue)
+          .mul(netPerformance)
+          .mul(100);
         timeWeightedPerformance = timeWeightedPerformance.plus(
-          previousValue.div(previousTotalInvestmentValue).mul(netPerformance)
+          timeWeightedPerformanceContribution
         );
       }
     }
@@ -1590,7 +1610,7 @@ export class PortfolioCalculator {
           .minus(1);
       } else if (
         order.type === 'STAKE' &&
-        marketSymbolMap[order.date][order.symbol] &&
+        marketSymbolMap[order.date] &&
         ((marketSymbolMap[previousOrder.date][
           previousOrder.symbol
         ]?.toNumber() &&
@@ -1613,6 +1633,7 @@ export class PortfolioCalculator {
         netPerformanceValuesPercentage[order.date] = new Big(-1);
       } else if (
         previousOrder.type === 'STAKE' &&
+        marketSymbolMap[previousOrder.date] &&
         marketSymbolMap[previousOrder.date][previousOrder.symbol]?.toNumber()
       ) {
         netPerformanceValuesPercentage[order.date] = order.unitPrice

apps/api/src/app/user/update-user-setting.dto.ts

@@ -68,8 +68,4 @@ export class UpdateUserSettingDto {
   @IsIn(<ViewMode[]>['DEFAULT', 'ZEN'])
   @IsOptional()
   viewMode?: ViewMode;
-
-  @IsIn(<string[]>['N', 'B', 'O'])
-  @IsOptional()
-  timeWeightedPerformance?: string;
 }

apps/client/src/app/components/benchmark-comparator/benchmark-comparator.component.ts

@@ -116,6 +116,7 @@ export class BenchmarkComparatorComponent implements OnChanges, OnDestroy {
           backgroundColor: `rgb(${primaryColorRgb.r}, ${primaryColorRgb.g}, ${primaryColorRgb.b})`,
           borderColor: `rgb(${primaryColorRgb.r}, ${primaryColorRgb.g}, ${primaryColorRgb.b})`,
           borderWidth: 2,
+          borderDash: [5, 5],
           data: this.timeWeightedPerformanceDataItems.map(({ date, value }) => {
             return { x: parseDate(date).getTime(), y: value };
           }),

apps/client/src/app/pages/portfolio/analysis/analysis-page.component.ts

@@ -68,6 +68,7 @@ export class AnalysisPageComponent implements OnDestroy, OnInit {
   public placeholder = '';
   public portfolioEvolutionDataLabel = $localize`Deposit`;
   public streaks: PortfolioInvestments['streaks'];
+  public timeWeightedPerformance: string = 'N';
   public top3: Position[];
   public unitCurrentStreak: string;
   public unitLongestStreak: string;
@@ -222,21 +223,9 @@ export class AnalysisPageComponent implements OnDestroy, OnInit {
   }
 
   public onTimeWeightedPerformanceChanged(timeWeightedPerformance: string) {
-    this.dataService
+    this.timeWeightedPerformance = timeWeightedPerformance;
-      .putUserSetting({ timeWeightedPerformance })
-      .pipe(takeUntil(this.unsubscribeSubject))
-      .subscribe(() => {
-        this.userService.remove();
 
-        this.userService
+    this.update();
-          .get()
-          .pipe(takeUntil(this.unsubscribeSubject))
-          .subscribe((user) => {
-            this.user = user;
-
-            this.changeDetectorRef.markForCheck();
-          });
-      });
   }
 
   public onChangeGroupBy(aMode: GroupBy) {
@@ -343,7 +332,7 @@ export class AnalysisPageComponent implements OnDestroy, OnInit {
         filters: this.activeFilters,
         range: this.user?.settings?.dateRange,
         timeWeightedPerformance:
-          this.user?.settings?.timeWeightedPerformance === 'N' ? false : true
+          this.timeWeightedPerformance === 'N' ? false : true
       })
       .pipe(takeUntil(this.unsubscribeSubject))
       .subscribe(({ chart, firstOrderDate }) => {
@@ -378,15 +367,19 @@ export class AnalysisPageComponent implements OnDestroy, OnInit {
             date,
             value: netPerformanceInPercentage
           });
-          if ((this.user?.settings?.timeWeightedPerformance ?? 'N') !== 'N') {
+          if ((this.timeWeightedPerformance ?? 'N') !== 'N') {
             let lastPerformance = 0;
             if (index > 0) {
               lastPerformance = new Big(
                 chart[index - 1].timeWeightedPerformance
               )
+                .div(100)
                 .plus(1)
-                .mul(new Big(chart[index].timeWeightedPerformance).plus(1))
+                .mul(
+                  new Big(chart[index].timeWeightedPerformance).div(100).plus(1)
+                )
                 .minus(1)
+                .mul(100)
                 .toNumber();
             }
             chart[index].timeWeightedPerformance = lastPerformance;

apps/client/src/app/pages/portfolio/analysis/analysis-page.html

@@ -25,8 +25,8 @@
         [daysInMarket]="daysInMarket"
         [isLoading]="isLoadingBenchmarkComparator || isLoadingInvestmentChart"
         [locale]="user?.settings?.locale"
-        [performanceDataItems]="performanceDataItemsInPercentage"
+        [performanceDataItems]="timeWeightedPerformance === 'O' ? [] :performanceDataItemsInPercentage"
-        [timeWeightedPerformanceDataItems]="performanceDataItemsTimeWeightedInPercentage"
+        [timeWeightedPerformanceDataItems]="timeWeightedPerformance === 'N' ? [] :performanceDataItemsTimeWeightedInPercentage"
         [user]="user"
         (benchmarkChanged)="onChangeBenchmark($event)"
       ></gf-benchmark-comparator>
@@ -37,7 +37,7 @@
           >
             <span i18n>Include time-weighted performance </span>
             <gf-toggle
-              [defaultValue]="user?.settings?.timeWeightedPerformance ?? 'N'"
+              [defaultValue]="timeWeightedPerformance"
               [isLoading]="isLoadingBenchmarkComparator || isLoadingInvestmentChart"
               [options]="timeWeightedPerformanceOptions"
               (change)="onTimeWeightedPerformanceChanged($event.value)"

libs/common/src/lib/interfaces/user-settings.interface.ts

@@ -15,5 +15,4 @@ export interface UserSettings {
   retirementDate?: string;
   savingsRate?: number;
   viewMode?: ViewMode;
-  timeWeightedPerformance?: string;
 }