Feature/increase robustness of exchange rates by always getting quotes (#2875)

* Always get quotes (with fallback to historical data)

* Update changelog

CHANGELOG.md

@@ -5,6 +5,12 @@ All notable changes to this project will be documented in this file.
 The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
 and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
 
+## Unreleased
+
+### Changed
+
+- Inreased the robustness of the exchange rates by always getting quotes in the exchange rate data service
+
 ## 2.39.0 - 2024-01-14
 
 ### Changed

apps/api/src/app/benchmark/benchmark.service.ts

@@ -243,7 +243,7 @@ export class BenchmarkService {
       });
 
     const exchangeRateAtStartDate =
-      exchangeRates[currentSymbolItem.currency]?.[
+      exchangeRates[`${currentSymbolItem.currency}${userCurrency}`]?.[
         format(startDate, DATE_FORMAT)
       ];
 
@@ -275,7 +275,9 @@ export class BenchmarkService {
       }
 
       const exchangeRate =
-        exchangeRates[format(marketDataItem.date, DATE_FORMAT)];
+        exchangeRates[`${currentSymbolItem.currency}${userCurrency}`]?.[
+          format(marketDataItem.date, DATE_FORMAT)
+        ];
 
       const exchangeRateFactor =
         isNumber(exchangeRateAtStartDate) && isNumber(exchangeRate)
@@ -300,7 +302,10 @@ export class BenchmarkService {
     );
 
     if (currentSymbolItem?.marketPrice && !includesToday) {
-      const exchangeRate = exchangeRates[format(new Date(), DATE_FORMAT)];
+      const exchangeRate =
+        exchangeRates[`${currentSymbolItem.currency}${userCurrency}`]?.[
+          format(new Date(), DATE_FORMAT)
+        ];
 
       const exchangeRateFactor =
         isNumber(exchangeRateAtStartDate) && isNumber(exchangeRate)

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

@@ -298,7 +298,8 @@ export class PortfolioCalculator {
         start,
         step,
         symbol,
-        exchangeRates: exchangeRatesByCurrency[currencies[symbol]],
+        exchangeRates:
+          exchangeRatesByCurrency[`${currencies[symbol]}${this.currency}`],
         isChartMode: true
       });
 
@@ -565,7 +566,11 @@ export class PortfolioCalculator {
     for (const item of lastTransactionPoint.items) {
       const marketPriceInBaseCurrency = marketSymbolMap[endDateString]?.[
         item.symbol
-      ]?.mul(exchangeRatesByCurrency[item.currency]?.[endDateString]);
+      ]?.mul(
+        exchangeRatesByCurrency[`${item.currency}${this.currency}`]?.[
+          endDateString
+        ]
+      );
 
       const {
         grossPerformance,
@@ -585,7 +590,8 @@ export class PortfolioCalculator {
         end,
         marketSymbolMap,
         start,
-        exchangeRates: exchangeRatesByCurrency[item.currency],
+        exchangeRates:
+          exchangeRatesByCurrency[`${item.currency}${this.currency}`],
         symbol: item.symbol
       });
 

apps/api/src/services/data-provider/data-enhancer/yahoo-finance/yahoo-finance.service.ts

@@ -33,6 +33,10 @@ export class YahooFinanceDataEnhancerService implements DataEnhancerInterface {
       symbol = `${DEFAULT_CURRENCY}${symbol}`;
     }
 
+    if (symbol.includes(`${DEFAULT_CURRENCY}ZAC`)) {
+      symbol = `${DEFAULT_CURRENCY}ZAc`;
+    }
+
     return symbol.replace('=X', '');
   }
 

apps/api/src/services/exchange-rate-data/exchange-rate-data.service.mock.ts

@@ -7,14 +7,14 @@ export const ExchangeRateDataServiceMock = {
   }): Promise<any> => {
     if (targetCurrency === 'CHF') {
       return Promise.resolve({
-        CHF: {
+        CHFCHF: {
           '2015-01-01': 1,
           '2017-12-31': 1,
           '2018-01-01': 1,
           '2023-01-03': 1,
           '2023-07-10': 1
         },
-        USD: {
+        USDCHF: {
           '2015-01-01': 0.9941099999999999,
           '2017-12-31': 0.9787,
           '2018-01-01': 0.97373,

apps/api/src/services/exchange-rate-data/exchange-rate-data.service.ts

@@ -64,11 +64,12 @@ export class ExchangeRateDataService {
     } = {};
 
     for (let currency of currencies) {
-      exchangeRatesByCurrency[currency] = await this.getExchangeRates({
-        startDate,
-        currencyFrom: currency,
-        currencyTo: targetCurrency
-      });
+      exchangeRatesByCurrency[`${currency}${targetCurrency}`] =
+        await this.getExchangeRates({
+          startDate,
+          currencyFrom: currency,
+          currencyTo: targetCurrency
+        });
 
       let previousExchangeRate = 1;
 
@@ -82,17 +83,25 @@ export class ExchangeRateDataService {
         let dateString = format(date, DATE_FORMAT);
 
         // Check if the exchange rate for the current date is missing
-        if (isNaN(exchangeRatesByCurrency[currency][dateString])) {
+        if (
+          isNaN(
+            exchangeRatesByCurrency[`${currency}${targetCurrency}`][dateString]
+          )
+        ) {
           // If missing, fill with the previous exchange rate
-          exchangeRatesByCurrency[currency][dateString] = previousExchangeRate;
+          exchangeRatesByCurrency[`${currency}${targetCurrency}`][dateString] =
+            previousExchangeRate;
 
-          Logger.error(
-            `No exchange rate has been found for ${DEFAULT_CURRENCY}${currency} at ${dateString}`,
-            'ExchangeRateDataService'
-          );
+          if (currency === DEFAULT_CURRENCY) {
+            Logger.error(
+              `No exchange rate has been found for ${currency}${targetCurrency} at ${dateString}`,
+              'ExchangeRateDataService'
+            );
+          }
         } else {
           // If available, update the previous exchange rate
-          previousExchangeRate = exchangeRatesByCurrency[currency][dateString];
+          previousExchangeRate =
+            exchangeRatesByCurrency[`${currency}${targetCurrency}`][dateString];
         }
       }
     }
@@ -136,24 +145,20 @@ export class ExchangeRateDataService {
       getYesterday()
     );
 
-    if (Object.keys(result).length !== this.currencyPairs.length) {
-      // Load currencies directly from data provider as a fallback
-      // if historical data is not fully available
-      const quotes = await this.dataProviderService.getQuotes({
-        items: this.currencyPairs.map(({ dataSource, symbol }) => {
-          return { dataSource, symbol };
-        }),
-        requestTimeout: ms('30 seconds')
-      });
+    const quotes = await this.dataProviderService.getQuotes({
+      items: this.currencyPairs.map(({ dataSource, symbol }) => {
+        return { dataSource, symbol };
+      }),
+      requestTimeout: ms('30 seconds')
+    });
 
-      for (const symbol of Object.keys(quotes)) {
-        if (isNumber(quotes[symbol].marketPrice)) {
-          result[symbol] = {
-            [format(getYesterday(), DATE_FORMAT)]: {
-              marketPrice: quotes[symbol].marketPrice
-            }
-          };
-        }
+    for (const symbol of Object.keys(quotes)) {
+      if (isNumber(quotes[symbol].marketPrice)) {
+        result[symbol] = {
+          [format(getYesterday(), DATE_FORMAT)]: {
+            marketPrice: quotes[symbol].marketPrice
+          }
+        };
       }
     }
 
@@ -253,6 +258,7 @@ export class ExchangeRateDataService {
       `No exchange rate has been found for ${aFromCurrency}${aToCurrency}`,
       'ExchangeRateDataService'
     );
+
     return aValue;
   }