mirror of https://github.com/ghostfolio/ghostfolio
Daniel Devaud
10 months ago
701 changed files with 100581 additions and 133572 deletions
@ -0,0 +1,25 @@ |
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COMPOSE_PROJECT_NAME=ghostfolio-development |
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|
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# CACHE |
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REDIS_HOST=localhost |
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REDIS_PORT=6379 |
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REDIS_PASSWORD=<INSERT_REDIS_PASSWORD> |
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|
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# POSTGRES |
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POSTGRES_DB=ghostfolio-db |
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POSTGRES_USER=user |
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POSTGRES_PASSWORD=<INSERT_POSTGRES_PASSWORD> |
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|
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# VARIOUS |
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ACCESS_TOKEN_SALT=<INSERT_RANDOM_STRING> |
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DATABASE_URL=postgresql://${POSTGRES_USER}:${POSTGRES_PASSWORD}@localhost:5432/${POSTGRES_DB}?connect_timeout=300&sslmode=prefer |
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JWT_SECRET_KEY=<INSERT_RANDOM_STRING> |
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|
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# DEVELOPMENT |
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|
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# Nx 18 enables using plugins to infer targets by default |
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# This is disabled for existing workspaces to maintain compatibility |
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# For more info, see: https://nx.dev/concepts/inferred-tasks |
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NX_ADD_PLUGINS=false |
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|
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NX_NATIVE_COMMAND_RUNNER=false |
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@ -1 +1 @@ |
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v18 |
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v20 |
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@ -1,4 +1,5 @@ |
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/.nx/cache |
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/.nx/workspace-data |
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/apps/client/src/polyfills.ts |
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/dist |
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/test/import |
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@ -1 +0,0 @@ |
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network-timeout 600000 |
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import { IsISO8601, IsNumber, IsUUID } from 'class-validator'; |
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export class CreateAccountBalanceDto { |
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@IsUUID() |
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accountId: string; |
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@IsNumber() |
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balance: number; |
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@IsISO8601() |
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date: string; |
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} |
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@ -0,0 +1,29 @@ |
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import { AdminService } from '@ghostfolio/api/app/admin/admin.service'; |
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import { TransformDataSourceInRequestInterceptor } from '@ghostfolio/api/interceptors/transform-data-source-in-request/transform-data-source-in-request.interceptor'; |
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import { TransformDataSourceInResponseInterceptor } from '@ghostfolio/api/interceptors/transform-data-source-in-response/transform-data-source-in-response.interceptor'; |
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import type { AdminMarketDataDetails } from '@ghostfolio/common/interfaces'; |
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import { Controller, Get, Param, UseInterceptors } from '@nestjs/common'; |
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import { DataSource } from '@prisma/client'; |
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import { pick } from 'lodash'; |
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@Controller('asset') |
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export class AssetController { |
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public constructor(private readonly adminService: AdminService) {} |
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@Get(':dataSource/:symbol') |
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@UseInterceptors(TransformDataSourceInRequestInterceptor) |
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@UseInterceptors(TransformDataSourceInResponseInterceptor) |
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public async getAsset( |
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@Param('dataSource') dataSource: DataSource, |
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@Param('symbol') symbol: string |
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): Promise<AdminMarketDataDetails> { |
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const { assetProfile, marketData } = |
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await this.adminService.getMarketDataBySymbol({ dataSource, symbol }); |
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return { |
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marketData, |
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assetProfile: pick(assetProfile, ['dataSource', 'name', 'symbol']) |
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}; |
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} |
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} |
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@ -0,0 +1,17 @@ |
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import { AdminModule } from '@ghostfolio/api/app/admin/admin.module'; |
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import { TransformDataSourceInRequestModule } from '@ghostfolio/api/interceptors/transform-data-source-in-request/transform-data-source-in-request.module'; |
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import { TransformDataSourceInResponseModule } from '@ghostfolio/api/interceptors/transform-data-source-in-response/transform-data-source-in-response.module'; |
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import { Module } from '@nestjs/common'; |
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import { AssetController } from './asset.controller'; |
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@Module({ |
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controllers: [AssetController], |
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imports: [ |
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AdminModule, |
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TransformDataSourceInRequestModule, |
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TransformDataSourceInResponseModule |
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] |
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}) |
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export class AssetModule {} |
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@ -0,0 +1,6 @@ |
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import { BenchmarkResponse } from '@ghostfolio/common/interfaces'; |
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export interface BenchmarkValue { |
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benchmarks: BenchmarkResponse['benchmarks']; |
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expiration: number; |
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} |
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@ -1,9 +1,12 @@ |
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import { IsString } from 'class-validator'; |
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import { IsString, IsUrl } from 'class-validator'; |
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export class CreatePlatformDto { |
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@IsString() |
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name: string; |
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@IsString() |
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@IsUrl({ |
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protocols: ['https'], |
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require_protocol: true |
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}) |
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url: string; |
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} |
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@ -0,0 +1,34 @@ |
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import { PortfolioCalculator } from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator'; |
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import { |
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AssetProfileIdentifier, |
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SymbolMetrics |
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} from '@ghostfolio/common/interfaces'; |
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import { PortfolioSnapshot, TimelinePosition } from '@ghostfolio/common/models'; |
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export class MWRPortfolioCalculator extends PortfolioCalculator { |
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protected calculateOverallPerformance( |
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positions: TimelinePosition[] |
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): PortfolioSnapshot { |
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throw new Error('Method not implemented.'); |
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} |
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protected getSymbolMetrics({ |
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dataSource, |
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end, |
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exchangeRates, |
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marketSymbolMap, |
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start, |
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step = 1, |
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symbol |
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}: { |
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end: Date; |
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exchangeRates: { [dateString: string]: number }; |
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marketSymbolMap: { |
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[date: string]: { [symbol: string]: Big }; |
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}; |
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start: Date; |
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step?: number; |
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} & AssetProfileIdentifier): SymbolMetrics { |
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throw new Error('Method not implemented.'); |
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} |
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} |
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@ -0,0 +1,31 @@ |
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export const activityDummyData = { |
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accountId: undefined, |
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accountUserId: undefined, |
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comment: undefined, |
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createdAt: new Date(), |
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currency: undefined, |
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feeInBaseCurrency: undefined, |
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id: undefined, |
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isDraft: false, |
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symbolProfileId: undefined, |
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updatedAt: new Date(), |
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userId: undefined, |
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value: undefined, |
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valueInBaseCurrency: undefined |
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}; |
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|
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export const symbolProfileDummyData = { |
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activitiesCount: undefined, |
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assetClass: undefined, |
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assetSubClass: undefined, |
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countries: [], |
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createdAt: undefined, |
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holdings: [], |
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id: undefined, |
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sectors: [], |
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updatedAt: undefined |
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}; |
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export const userDummyData = { |
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id: 'xxxxxxxx-xxxx-xxxx-xxxx-xxxxxxxxxxxx' |
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}; |
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@ -0,0 +1,72 @@ |
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import { Activity } from '@ghostfolio/api/app/order/interfaces/activities.interface'; |
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import { CurrentRateService } from '@ghostfolio/api/app/portfolio/current-rate.service'; |
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import { RedisCacheService } from '@ghostfolio/api/app/redis-cache/redis-cache.service'; |
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import { ConfigurationService } from '@ghostfolio/api/services/configuration/configuration.service'; |
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import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service'; |
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import { Filter, HistoricalDataItem } from '@ghostfolio/common/interfaces'; |
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import { Injectable } from '@nestjs/common'; |
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import { MWRPortfolioCalculator } from './mwr/portfolio-calculator'; |
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import { PortfolioCalculator } from './portfolio-calculator'; |
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import { TWRPortfolioCalculator } from './twr/portfolio-calculator'; |
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export enum PerformanceCalculationType { |
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MWR = 'MWR', // Money-Weighted Rate of Return
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TWR = 'TWR' // Time-Weighted Rate of Return
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} |
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@Injectable() |
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export class PortfolioCalculatorFactory { |
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public constructor( |
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private readonly configurationService: ConfigurationService, |
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private readonly currentRateService: CurrentRateService, |
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private readonly exchangeRateDataService: ExchangeRateDataService, |
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private readonly redisCacheService: RedisCacheService |
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) {} |
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public createCalculator({ |
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accountBalanceItems = [], |
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activities, |
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calculationType, |
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currency, |
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filters = [], |
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userId |
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}: { |
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accountBalanceItems?: HistoricalDataItem[]; |
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activities: Activity[]; |
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calculationType: PerformanceCalculationType; |
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currency: string; |
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filters?: Filter[]; |
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userId: string; |
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}): PortfolioCalculator { |
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switch (calculationType) { |
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case PerformanceCalculationType.MWR: |
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return new MWRPortfolioCalculator({ |
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accountBalanceItems, |
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activities, |
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currency, |
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filters, |
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userId, |
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configurationService: this.configurationService, |
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currentRateService: this.currentRateService, |
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exchangeRateDataService: this.exchangeRateDataService, |
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redisCacheService: this.redisCacheService |
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}); |
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case PerformanceCalculationType.TWR: |
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return new TWRPortfolioCalculator({ |
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accountBalanceItems, |
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activities, |
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currency, |
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currentRateService: this.currentRateService, |
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filters, |
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userId, |
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configurationService: this.configurationService, |
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exchangeRateDataService: this.exchangeRateDataService, |
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redisCacheService: this.redisCacheService |
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}); |
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default: |
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throw new Error('Invalid calculation type'); |
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} |
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} |
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} |
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File diff suppressed because it is too large
@ -0,0 +1,207 @@ |
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import { Activity } from '@ghostfolio/api/app/order/interfaces/activities.interface'; |
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import { |
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activityDummyData, |
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symbolProfileDummyData, |
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userDummyData |
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} from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator-test-utils'; |
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import { |
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PortfolioCalculatorFactory, |
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PerformanceCalculationType |
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} from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator.factory'; |
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import { CurrentRateService } from '@ghostfolio/api/app/portfolio/current-rate.service'; |
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import { CurrentRateServiceMock } from '@ghostfolio/api/app/portfolio/current-rate.service.mock'; |
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import { RedisCacheService } from '@ghostfolio/api/app/redis-cache/redis-cache.service'; |
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import { RedisCacheServiceMock } from '@ghostfolio/api/app/redis-cache/redis-cache.service.mock'; |
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import { ConfigurationService } from '@ghostfolio/api/services/configuration/configuration.service'; |
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import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service'; |
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import { parseDate } from '@ghostfolio/common/helper'; |
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import { Big } from 'big.js'; |
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import { last } from 'lodash'; |
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jest.mock('@ghostfolio/api/app/portfolio/current-rate.service', () => { |
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return { |
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// eslint-disable-next-line @typescript-eslint/naming-convention
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CurrentRateService: jest.fn().mockImplementation(() => { |
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return CurrentRateServiceMock; |
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}) |
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}; |
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}); |
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jest.mock('@ghostfolio/api/app/redis-cache/redis-cache.service', () => { |
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return { |
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// eslint-disable-next-line @typescript-eslint/naming-convention
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RedisCacheService: jest.fn().mockImplementation(() => { |
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return RedisCacheServiceMock; |
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}) |
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}; |
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}); |
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|
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describe('PortfolioCalculator', () => { |
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let configurationService: ConfigurationService; |
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let currentRateService: CurrentRateService; |
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let exchangeRateDataService: ExchangeRateDataService; |
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let factory: PortfolioCalculatorFactory; |
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let redisCacheService: RedisCacheService; |
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beforeEach(() => { |
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configurationService = new ConfigurationService(); |
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currentRateService = new CurrentRateService(null, null, null, null); |
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exchangeRateDataService = new ExchangeRateDataService( |
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null, |
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null, |
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null, |
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null |
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); |
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redisCacheService = new RedisCacheService(null, null); |
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factory = new PortfolioCalculatorFactory( |
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configurationService, |
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currentRateService, |
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exchangeRateDataService, |
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redisCacheService |
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); |
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}); |
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|
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describe('get current positions', () => { |
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it.only('with BALN.SW buy and sell in two activities', async () => { |
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jest.useFakeTimers().setSystemTime(parseDate('2021-12-18').getTime()); |
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|
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const activities: Activity[] = [ |
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{ |
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...activityDummyData, |
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date: new Date('2021-11-22'), |
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fee: 1.55, |
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quantity: 2, |
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SymbolProfile: { |
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...symbolProfileDummyData, |
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currency: 'CHF', |
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dataSource: 'YAHOO', |
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name: 'Bâloise Holding AG', |
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symbol: 'BALN.SW' |
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}, |
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type: 'BUY', |
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unitPrice: 142.9 |
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}, |
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{ |
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...activityDummyData, |
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date: new Date('2021-11-30'), |
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fee: 1.65, |
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quantity: 1, |
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SymbolProfile: { |
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...symbolProfileDummyData, |
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currency: 'CHF', |
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dataSource: 'YAHOO', |
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name: 'Bâloise Holding AG', |
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symbol: 'BALN.SW' |
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}, |
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type: 'SELL', |
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unitPrice: 136.6 |
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}, |
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{ |
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...activityDummyData, |
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date: new Date('2021-11-30'), |
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fee: 0, |
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quantity: 1, |
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SymbolProfile: { |
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...symbolProfileDummyData, |
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currency: 'CHF', |
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dataSource: 'YAHOO', |
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name: 'Bâloise Holding AG', |
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symbol: 'BALN.SW' |
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}, |
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type: 'SELL', |
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unitPrice: 136.6 |
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} |
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]; |
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|
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const portfolioCalculator = factory.createCalculator({ |
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activities, |
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calculationType: PerformanceCalculationType.TWR, |
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currency: 'CHF', |
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userId: userDummyData.id |
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}); |
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const portfolioSnapshot = await portfolioCalculator.getSnapshot(); |
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const investments = portfolioCalculator.getInvestments(); |
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const investmentsByMonth = portfolioCalculator.getInvestmentsByGroup({ |
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data: portfolioSnapshot.historicalData, |
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groupBy: 'month' |
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}); |
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expect(portfolioSnapshot).toMatchObject({ |
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currentValueInBaseCurrency: new Big('0'), |
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errors: [], |
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hasErrors: false, |
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positions: [ |
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{ |
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averagePrice: new Big('0'), |
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currency: 'CHF', |
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dataSource: 'YAHOO', |
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dividend: new Big('0'), |
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dividendInBaseCurrency: new Big('0'), |
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fee: new Big('3.2'), |
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feeInBaseCurrency: new Big('3.2'), |
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firstBuyDate: '2021-11-22', |
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grossPerformance: new Big('-12.6'), |
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grossPerformancePercentage: new Big('-0.04408677396780965649'), |
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grossPerformancePercentageWithCurrencyEffect: new Big( |
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'-0.04408677396780965649' |
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), |
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grossPerformanceWithCurrencyEffect: new Big('-12.6'), |
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investment: new Big('0'), |
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investmentWithCurrencyEffect: new Big('0'), |
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netPerformancePercentageWithCurrencyEffectMap: { |
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max: new Big('-0.0552834149755073478') |
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}, |
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netPerformanceWithCurrencyEffectMap: { |
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max: new Big('-15.8') |
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}, |
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marketPrice: 148.9, |
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marketPriceInBaseCurrency: 148.9, |
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quantity: new Big('0'), |
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symbol: 'BALN.SW', |
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tags: [], |
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timeWeightedInvestment: new Big('285.80000000000000396627'), |
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timeWeightedInvestmentWithCurrencyEffect: new Big( |
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'285.80000000000000396627' |
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), |
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transactionCount: 3, |
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valueInBaseCurrency: new Big('0') |
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} |
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], |
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totalFeesWithCurrencyEffect: new Big('3.2'), |
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totalInterestWithCurrencyEffect: new Big('0'), |
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totalInvestment: new Big('0'), |
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totalInvestmentWithCurrencyEffect: new Big('0'), |
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totalLiabilitiesWithCurrencyEffect: new Big('0'), |
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totalValuablesWithCurrencyEffect: new Big('0') |
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}); |
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|
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expect(last(portfolioSnapshot.historicalData)).toMatchObject( |
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expect.objectContaining({ |
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netPerformance: -15.8, |
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netPerformanceInPercentage: -0.05528341497550734703, |
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netPerformanceInPercentageWithCurrencyEffect: -0.05528341497550734703, |
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netPerformanceWithCurrencyEffect: -15.8, |
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totalInvestmentValueWithCurrencyEffect: 0 |
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}) |
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); |
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|
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expect(investments).toEqual([ |
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{ date: '2021-11-22', investment: new Big('285.8') }, |
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{ date: '2021-11-30', investment: new Big('0') } |
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]); |
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|
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expect(investmentsByMonth).toEqual([ |
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{ date: '2021-11-01', investment: 0 }, |
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{ date: '2021-12-01', investment: 0 } |
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]); |
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}); |
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}); |
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}); |
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@ -0,0 +1,192 @@ |
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import { Activity } from '@ghostfolio/api/app/order/interfaces/activities.interface'; |
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import { |
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activityDummyData, |
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symbolProfileDummyData, |
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userDummyData |
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} from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator-test-utils'; |
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import { |
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PerformanceCalculationType, |
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PortfolioCalculatorFactory |
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} from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator.factory'; |
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import { CurrentRateService } from '@ghostfolio/api/app/portfolio/current-rate.service'; |
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import { CurrentRateServiceMock } from '@ghostfolio/api/app/portfolio/current-rate.service.mock'; |
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import { RedisCacheService } from '@ghostfolio/api/app/redis-cache/redis-cache.service'; |
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import { RedisCacheServiceMock } from '@ghostfolio/api/app/redis-cache/redis-cache.service.mock'; |
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import { ConfigurationService } from '@ghostfolio/api/services/configuration/configuration.service'; |
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import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service'; |
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import { parseDate } from '@ghostfolio/common/helper'; |
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|
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import { Big } from 'big.js'; |
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import { last } from 'lodash'; |
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|
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jest.mock('@ghostfolio/api/app/portfolio/current-rate.service', () => { |
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return { |
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// eslint-disable-next-line @typescript-eslint/naming-convention
|
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CurrentRateService: jest.fn().mockImplementation(() => { |
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return CurrentRateServiceMock; |
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}) |
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}; |
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}); |
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|
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jest.mock('@ghostfolio/api/app/redis-cache/redis-cache.service', () => { |
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return { |
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// eslint-disable-next-line @typescript-eslint/naming-convention
|
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RedisCacheService: jest.fn().mockImplementation(() => { |
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return RedisCacheServiceMock; |
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}) |
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}; |
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}); |
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|
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describe('PortfolioCalculator', () => { |
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let configurationService: ConfigurationService; |
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let currentRateService: CurrentRateService; |
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let exchangeRateDataService: ExchangeRateDataService; |
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let factory: PortfolioCalculatorFactory; |
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let redisCacheService: RedisCacheService; |
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|
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beforeEach(() => { |
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configurationService = new ConfigurationService(); |
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|
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currentRateService = new CurrentRateService(null, null, null, null); |
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|
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exchangeRateDataService = new ExchangeRateDataService( |
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null, |
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null, |
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null, |
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null |
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); |
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|
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redisCacheService = new RedisCacheService(null, null); |
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|
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factory = new PortfolioCalculatorFactory( |
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configurationService, |
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currentRateService, |
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exchangeRateDataService, |
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redisCacheService |
|||
); |
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}); |
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|
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describe('get current positions', () => { |
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it.only('with BALN.SW buy and sell', async () => { |
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jest.useFakeTimers().setSystemTime(parseDate('2021-12-18').getTime()); |
|||
|
|||
const activities: Activity[] = [ |
|||
{ |
|||
...activityDummyData, |
|||
date: new Date('2021-11-22'), |
|||
fee: 1.55, |
|||
quantity: 2, |
|||
SymbolProfile: { |
|||
...symbolProfileDummyData, |
|||
currency: 'CHF', |
|||
dataSource: 'YAHOO', |
|||
name: 'Bâloise Holding AG', |
|||
symbol: 'BALN.SW' |
|||
}, |
|||
type: 'BUY', |
|||
unitPrice: 142.9 |
|||
}, |
|||
{ |
|||
...activityDummyData, |
|||
date: new Date('2021-11-30'), |
|||
fee: 1.65, |
|||
quantity: 2, |
|||
SymbolProfile: { |
|||
...symbolProfileDummyData, |
|||
currency: 'CHF', |
|||
dataSource: 'YAHOO', |
|||
name: 'Bâloise Holding AG', |
|||
symbol: 'BALN.SW' |
|||
}, |
|||
type: 'SELL', |
|||
unitPrice: 136.6 |
|||
} |
|||
]; |
|||
|
|||
const portfolioCalculator = factory.createCalculator({ |
|||
activities, |
|||
calculationType: PerformanceCalculationType.TWR, |
|||
currency: 'CHF', |
|||
userId: userDummyData.id |
|||
}); |
|||
|
|||
const portfolioSnapshot = await portfolioCalculator.getSnapshot(); |
|||
|
|||
const investments = portfolioCalculator.getInvestments(); |
|||
|
|||
const investmentsByMonth = portfolioCalculator.getInvestmentsByGroup({ |
|||
data: portfolioSnapshot.historicalData, |
|||
groupBy: 'month' |
|||
}); |
|||
|
|||
expect(portfolioSnapshot).toMatchObject({ |
|||
currentValueInBaseCurrency: new Big('0'), |
|||
errors: [], |
|||
hasErrors: false, |
|||
positions: [ |
|||
{ |
|||
averagePrice: new Big('0'), |
|||
currency: 'CHF', |
|||
dataSource: 'YAHOO', |
|||
dividend: new Big('0'), |
|||
dividendInBaseCurrency: new Big('0'), |
|||
fee: new Big('3.2'), |
|||
feeInBaseCurrency: new Big('3.2'), |
|||
firstBuyDate: '2021-11-22', |
|||
grossPerformance: new Big('-12.6'), |
|||
grossPerformancePercentage: new Big('-0.0440867739678096571'), |
|||
grossPerformancePercentageWithCurrencyEffect: new Big( |
|||
'-0.0440867739678096571' |
|||
), |
|||
grossPerformanceWithCurrencyEffect: new Big('-12.6'), |
|||
investment: new Big('0'), |
|||
investmentWithCurrencyEffect: new Big('0'), |
|||
netPerformance: new Big('-15.8'), |
|||
netPerformancePercentage: new Big('-0.0552834149755073478'), |
|||
netPerformancePercentageWithCurrencyEffectMap: { |
|||
max: new Big('-0.0552834149755073478') |
|||
}, |
|||
netPerformanceWithCurrencyEffectMap: { |
|||
max: new Big('-15.8') |
|||
}, |
|||
marketPrice: 148.9, |
|||
marketPriceInBaseCurrency: 148.9, |
|||
quantity: new Big('0'), |
|||
symbol: 'BALN.SW', |
|||
tags: [], |
|||
timeWeightedInvestment: new Big('285.8'), |
|||
timeWeightedInvestmentWithCurrencyEffect: new Big('285.8'), |
|||
transactionCount: 2, |
|||
valueInBaseCurrency: new Big('0') |
|||
} |
|||
], |
|||
totalFeesWithCurrencyEffect: new Big('3.2'), |
|||
totalInterestWithCurrencyEffect: new Big('0'), |
|||
totalInvestment: new Big('0'), |
|||
totalInvestmentWithCurrencyEffect: new Big('0'), |
|||
totalLiabilitiesWithCurrencyEffect: new Big('0'), |
|||
totalValuablesWithCurrencyEffect: new Big('0') |
|||
}); |
|||
|
|||
expect(last(portfolioSnapshot.historicalData)).toMatchObject( |
|||
expect.objectContaining({ |
|||
netPerformance: -15.8, |
|||
netPerformanceInPercentage: -0.05528341497550734703, |
|||
netPerformanceInPercentageWithCurrencyEffect: -0.05528341497550734703, |
|||
netPerformanceWithCurrencyEffect: -15.8, |
|||
totalInvestmentValueWithCurrencyEffect: 0 |
|||
}) |
|||
); |
|||
|
|||
expect(investments).toEqual([ |
|||
{ date: '2021-11-22', investment: new Big('285.8') }, |
|||
{ date: '2021-11-30', investment: new Big('0') } |
|||
]); |
|||
|
|||
expect(investmentsByMonth).toEqual([ |
|||
{ date: '2021-11-01', investment: 0 }, |
|||
{ date: '2021-12-01', investment: 0 } |
|||
]); |
|||
}); |
|||
}); |
|||
}); |
|||
@ -0,0 +1,182 @@ |
|||
import { Activity } from '@ghostfolio/api/app/order/interfaces/activities.interface'; |
|||
import { |
|||
activityDummyData, |
|||
symbolProfileDummyData, |
|||
userDummyData |
|||
} from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator-test-utils'; |
|||
import { |
|||
PortfolioCalculatorFactory, |
|||
PerformanceCalculationType |
|||
} from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator.factory'; |
|||
import { CurrentRateService } from '@ghostfolio/api/app/portfolio/current-rate.service'; |
|||
import { CurrentRateServiceMock } from '@ghostfolio/api/app/portfolio/current-rate.service.mock'; |
|||
import { RedisCacheService } from '@ghostfolio/api/app/redis-cache/redis-cache.service'; |
|||
import { RedisCacheServiceMock } from '@ghostfolio/api/app/redis-cache/redis-cache.service.mock'; |
|||
import { ConfigurationService } from '@ghostfolio/api/services/configuration/configuration.service'; |
|||
import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service'; |
|||
import { parseDate } from '@ghostfolio/common/helper'; |
|||
|
|||
import { Big } from 'big.js'; |
|||
import { last } from 'lodash'; |
|||
|
|||
jest.mock('@ghostfolio/api/app/portfolio/current-rate.service', () => { |
|||
return { |
|||
// eslint-disable-next-line @typescript-eslint/naming-convention
|
|||
CurrentRateService: jest.fn().mockImplementation(() => { |
|||
return CurrentRateServiceMock; |
|||
}) |
|||
}; |
|||
}); |
|||
|
|||
jest.mock('@ghostfolio/api/app/redis-cache/redis-cache.service', () => { |
|||
return { |
|||
// eslint-disable-next-line @typescript-eslint/naming-convention
|
|||
RedisCacheService: jest.fn().mockImplementation(() => { |
|||
return RedisCacheServiceMock; |
|||
}) |
|||
}; |
|||
}); |
|||
|
|||
describe('PortfolioCalculator', () => { |
|||
let configurationService: ConfigurationService; |
|||
let currentRateService: CurrentRateService; |
|||
let exchangeRateDataService: ExchangeRateDataService; |
|||
let factory: PortfolioCalculatorFactory; |
|||
let redisCacheService: RedisCacheService; |
|||
|
|||
beforeEach(() => { |
|||
configurationService = new ConfigurationService(); |
|||
|
|||
currentRateService = new CurrentRateService(null, null, null, null); |
|||
|
|||
exchangeRateDataService = new ExchangeRateDataService( |
|||
null, |
|||
null, |
|||
null, |
|||
null |
|||
); |
|||
|
|||
redisCacheService = new RedisCacheService(null, null); |
|||
|
|||
factory = new PortfolioCalculatorFactory( |
|||
configurationService, |
|||
currentRateService, |
|||
exchangeRateDataService, |
|||
redisCacheService |
|||
); |
|||
}); |
|||
|
|||
describe('get current positions', () => { |
|||
it.only('with BALN.SW buy', async () => { |
|||
jest.useFakeTimers().setSystemTime(parseDate('2021-12-18').getTime()); |
|||
|
|||
const activities: Activity[] = [ |
|||
{ |
|||
...activityDummyData, |
|||
date: new Date('2021-11-30'), |
|||
fee: 1.55, |
|||
quantity: 2, |
|||
SymbolProfile: { |
|||
...symbolProfileDummyData, |
|||
currency: 'CHF', |
|||
dataSource: 'YAHOO', |
|||
name: 'Bâloise Holding AG', |
|||
symbol: 'BALN.SW' |
|||
}, |
|||
type: 'BUY', |
|||
unitPrice: 136.6 |
|||
} |
|||
]; |
|||
|
|||
const portfolioCalculator = factory.createCalculator({ |
|||
activities, |
|||
calculationType: PerformanceCalculationType.TWR, |
|||
currency: 'CHF', |
|||
userId: userDummyData.id |
|||
}); |
|||
|
|||
const portfolioSnapshot = await portfolioCalculator.getSnapshot(); |
|||
|
|||
const investments = portfolioCalculator.getInvestments(); |
|||
|
|||
const investmentsByMonth = portfolioCalculator.getInvestmentsByGroup({ |
|||
data: portfolioSnapshot.historicalData, |
|||
groupBy: 'month' |
|||
}); |
|||
|
|||
expect(portfolioSnapshot).toMatchObject({ |
|||
currentValueInBaseCurrency: new Big('297.8'), |
|||
errors: [], |
|||
hasErrors: false, |
|||
positions: [ |
|||
{ |
|||
averagePrice: new Big('136.6'), |
|||
currency: 'CHF', |
|||
dataSource: 'YAHOO', |
|||
dividend: new Big('0'), |
|||
dividendInBaseCurrency: new Big('0'), |
|||
fee: new Big('1.55'), |
|||
feeInBaseCurrency: new Big('1.55'), |
|||
firstBuyDate: '2021-11-30', |
|||
grossPerformance: new Big('24.6'), |
|||
grossPerformancePercentage: new Big('0.09004392386530014641'), |
|||
grossPerformancePercentageWithCurrencyEffect: new Big( |
|||
'0.09004392386530014641' |
|||
), |
|||
grossPerformanceWithCurrencyEffect: new Big('24.6'), |
|||
investment: new Big('273.2'), |
|||
investmentWithCurrencyEffect: new Big('273.2'), |
|||
netPerformance: new Big('23.05'), |
|||
netPerformancePercentage: new Big('0.08437042459736456808'), |
|||
netPerformancePercentageWithCurrencyEffectMap: { |
|||
max: new Big('0.08437042459736456808') |
|||
}, |
|||
netPerformanceWithCurrencyEffectMap: { |
|||
'1d': new Big('10.00'), // 2 * (148.9 - 143.9) -> no fees in this time period
|
|||
'1y': new Big('23.05'), // 2 * (148.9 - 136.6) - 1.55
|
|||
'5y': new Big('23.05'), // 2 * (148.9 - 136.6) - 1.55
|
|||
max: new Big('23.05'), // 2 * (148.9 - 136.6) - 1.55
|
|||
mtd: new Big('24.60'), // 2 * (148.9 - 136.6) -> no fees in this time period
|
|||
wtd: new Big('13.80'), // 2 * (148.9 - 142.0) -> no fees in this time period
|
|||
ytd: new Big('23.05') // 2 * (148.9 - 136.6) - 1.55
|
|||
}, |
|||
marketPrice: 148.9, |
|||
marketPriceInBaseCurrency: 148.9, |
|||
quantity: new Big('2'), |
|||
symbol: 'BALN.SW', |
|||
tags: [], |
|||
timeWeightedInvestment: new Big('273.2'), |
|||
timeWeightedInvestmentWithCurrencyEffect: new Big('273.2'), |
|||
transactionCount: 1, |
|||
valueInBaseCurrency: new Big('297.8') |
|||
} |
|||
], |
|||
totalFeesWithCurrencyEffect: new Big('1.55'), |
|||
totalInterestWithCurrencyEffect: new Big('0'), |
|||
totalInvestment: new Big('273.2'), |
|||
totalInvestmentWithCurrencyEffect: new Big('273.2'), |
|||
totalLiabilitiesWithCurrencyEffect: new Big('0'), |
|||
totalValuablesWithCurrencyEffect: new Big('0') |
|||
}); |
|||
|
|||
expect(last(portfolioSnapshot.historicalData)).toMatchObject( |
|||
expect.objectContaining({ |
|||
netPerformance: 23.05, |
|||
netPerformanceInPercentage: 0.08437042459736457, |
|||
netPerformanceInPercentageWithCurrencyEffect: 0.08437042459736457, |
|||
netPerformanceWithCurrencyEffect: 23.05, |
|||
totalInvestmentValueWithCurrencyEffect: 273.2 |
|||
}) |
|||
); |
|||
|
|||
expect(investments).toEqual([ |
|||
{ date: '2021-11-30', investment: new Big('273.2') } |
|||
]); |
|||
|
|||
expect(investmentsByMonth).toEqual([ |
|||
{ date: '2021-11-01', investment: 273.2 }, |
|||
{ date: '2021-12-01', investment: 0 } |
|||
]); |
|||
}); |
|||
}); |
|||
}); |
|||
@ -0,0 +1,154 @@ |
|||
import { Activity } from '@ghostfolio/api/app/order/interfaces/activities.interface'; |
|||
import { |
|||
activityDummyData, |
|||
symbolProfileDummyData, |
|||
userDummyData |
|||
} from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator-test-utils'; |
|||
import { |
|||
PortfolioCalculatorFactory, |
|||
PerformanceCalculationType |
|||
} from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator.factory'; |
|||
import { CurrentRateService } from '@ghostfolio/api/app/portfolio/current-rate.service'; |
|||
import { CurrentRateServiceMock } from '@ghostfolio/api/app/portfolio/current-rate.service.mock'; |
|||
import { RedisCacheService } from '@ghostfolio/api/app/redis-cache/redis-cache.service'; |
|||
import { RedisCacheServiceMock } from '@ghostfolio/api/app/redis-cache/redis-cache.service.mock'; |
|||
import { ConfigurationService } from '@ghostfolio/api/services/configuration/configuration.service'; |
|||
import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service'; |
|||
import { parseDate } from '@ghostfolio/common/helper'; |
|||
|
|||
import { Big } from 'big.js'; |
|||
import { last } from 'lodash'; |
|||
|
|||
jest.mock('@ghostfolio/api/app/portfolio/current-rate.service', () => { |
|||
return { |
|||
// eslint-disable-next-line @typescript-eslint/naming-convention
|
|||
CurrentRateService: jest.fn().mockImplementation(() => { |
|||
return CurrentRateServiceMock; |
|||
}) |
|||
}; |
|||
}); |
|||
|
|||
jest.mock('@ghostfolio/api/app/redis-cache/redis-cache.service', () => { |
|||
return { |
|||
// eslint-disable-next-line @typescript-eslint/naming-convention
|
|||
RedisCacheService: jest.fn().mockImplementation(() => { |
|||
return RedisCacheServiceMock; |
|||
}) |
|||
}; |
|||
}); |
|||
|
|||
describe('PortfolioCalculator', () => { |
|||
let configurationService: ConfigurationService; |
|||
let currentRateService: CurrentRateService; |
|||
let exchangeRateDataService: ExchangeRateDataService; |
|||
let factory: PortfolioCalculatorFactory; |
|||
let redisCacheService: RedisCacheService; |
|||
|
|||
beforeEach(() => { |
|||
configurationService = new ConfigurationService(); |
|||
|
|||
currentRateService = new CurrentRateService(null, null, null, null); |
|||
|
|||
exchangeRateDataService = new ExchangeRateDataService( |
|||
null, |
|||
null, |
|||
null, |
|||
null |
|||
); |
|||
|
|||
redisCacheService = new RedisCacheService(null, null); |
|||
|
|||
factory = new PortfolioCalculatorFactory( |
|||
configurationService, |
|||
currentRateService, |
|||
exchangeRateDataService, |
|||
redisCacheService |
|||
); |
|||
}); |
|||
|
|||
describe('compute portfolio snapshot', () => { |
|||
it.only('with fee activity', async () => { |
|||
jest.useFakeTimers().setSystemTime(parseDate('2021-12-18').getTime()); |
|||
|
|||
const activities: Activity[] = [ |
|||
{ |
|||
...activityDummyData, |
|||
date: new Date('2021-09-01'), |
|||
fee: 49, |
|||
quantity: 0, |
|||
SymbolProfile: { |
|||
...symbolProfileDummyData, |
|||
currency: 'USD', |
|||
dataSource: 'MANUAL', |
|||
name: 'Account Opening Fee', |
|||
symbol: '2c463fb3-af07-486e-adb0-8301b3d72141' |
|||
}, |
|||
type: 'FEE', |
|||
unitPrice: 0 |
|||
} |
|||
]; |
|||
|
|||
const portfolioCalculator = factory.createCalculator({ |
|||
activities, |
|||
calculationType: PerformanceCalculationType.TWR, |
|||
currency: 'USD', |
|||
userId: userDummyData.id |
|||
}); |
|||
|
|||
const portfolioSnapshot = await portfolioCalculator.getSnapshot(); |
|||
|
|||
expect(portfolioSnapshot).toMatchObject({ |
|||
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') |
|||
} |
|||
], |
|||
totalFeesWithCurrencyEffect: new Big('49'), |
|||
totalInterestWithCurrencyEffect: new Big('0'), |
|||
totalInvestment: new Big('0'), |
|||
totalInvestmentWithCurrencyEffect: new Big('0'), |
|||
totalLiabilitiesWithCurrencyEffect: new Big('0'), |
|||
totalValuablesWithCurrencyEffect: new Big('0') |
|||
}); |
|||
|
|||
expect(last(portfolioSnapshot.historicalData)).toMatchObject( |
|||
expect.objectContaining({ |
|||
netPerformance: 0, |
|||
netPerformanceInPercentage: 0, |
|||
netPerformanceInPercentageWithCurrencyEffect: 0, |
|||
netPerformanceWithCurrencyEffect: 0, |
|||
totalInvestmentValueWithCurrencyEffect: 0 |
|||
}) |
|||
); |
|||
}); |
|||
}); |
|||
}); |
|||
@ -0,0 +1,212 @@ |
|||
import { Activity } from '@ghostfolio/api/app/order/interfaces/activities.interface'; |
|||
import { |
|||
activityDummyData, |
|||
symbolProfileDummyData, |
|||
userDummyData |
|||
} from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator-test-utils'; |
|||
import { |
|||
PortfolioCalculatorFactory, |
|||
PerformanceCalculationType |
|||
} from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator.factory'; |
|||
import { CurrentRateService } from '@ghostfolio/api/app/portfolio/current-rate.service'; |
|||
import { CurrentRateServiceMock } from '@ghostfolio/api/app/portfolio/current-rate.service.mock'; |
|||
import { RedisCacheService } from '@ghostfolio/api/app/redis-cache/redis-cache.service'; |
|||
import { RedisCacheServiceMock } from '@ghostfolio/api/app/redis-cache/redis-cache.service.mock'; |
|||
import { ConfigurationService } from '@ghostfolio/api/services/configuration/configuration.service'; |
|||
import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service'; |
|||
import { ExchangeRateDataServiceMock } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service.mock'; |
|||
import { parseDate } from '@ghostfolio/common/helper'; |
|||
|
|||
import { Big } from 'big.js'; |
|||
import { last } from 'lodash'; |
|||
|
|||
jest.mock('@ghostfolio/api/app/portfolio/current-rate.service', () => { |
|||
return { |
|||
// eslint-disable-next-line @typescript-eslint/naming-convention
|
|||
CurrentRateService: jest.fn().mockImplementation(() => { |
|||
return CurrentRateServiceMock; |
|||
}) |
|||
}; |
|||
}); |
|||
|
|||
jest.mock('@ghostfolio/api/app/redis-cache/redis-cache.service', () => { |
|||
return { |
|||
// eslint-disable-next-line @typescript-eslint/naming-convention
|
|||
RedisCacheService: jest.fn().mockImplementation(() => { |
|||
return RedisCacheServiceMock; |
|||
}) |
|||
}; |
|||
}); |
|||
|
|||
jest.mock( |
|||
'@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service', |
|||
() => { |
|||
return { |
|||
// eslint-disable-next-line @typescript-eslint/naming-convention
|
|||
ExchangeRateDataService: jest.fn().mockImplementation(() => { |
|||
return ExchangeRateDataServiceMock; |
|||
}) |
|||
}; |
|||
} |
|||
); |
|||
|
|||
describe('PortfolioCalculator', () => { |
|||
let configurationService: ConfigurationService; |
|||
let currentRateService: CurrentRateService; |
|||
let exchangeRateDataService: ExchangeRateDataService; |
|||
let factory: PortfolioCalculatorFactory; |
|||
let redisCacheService: RedisCacheService; |
|||
|
|||
beforeEach(() => { |
|||
configurationService = new ConfigurationService(); |
|||
|
|||
currentRateService = new CurrentRateService(null, null, null, null); |
|||
|
|||
exchangeRateDataService = new ExchangeRateDataService( |
|||
null, |
|||
null, |
|||
null, |
|||
null |
|||
); |
|||
|
|||
redisCacheService = new RedisCacheService(null, null); |
|||
|
|||
factory = new PortfolioCalculatorFactory( |
|||
configurationService, |
|||
currentRateService, |
|||
exchangeRateDataService, |
|||
redisCacheService |
|||
); |
|||
}); |
|||
|
|||
describe('get current positions', () => { |
|||
it.only('with GOOGL buy', async () => { |
|||
jest.useFakeTimers().setSystemTime(parseDate('2023-07-10').getTime()); |
|||
|
|||
const activities: Activity[] = [ |
|||
{ |
|||
...activityDummyData, |
|||
date: new Date('2023-01-03'), |
|||
fee: 1, |
|||
quantity: 1, |
|||
SymbolProfile: { |
|||
...symbolProfileDummyData, |
|||
currency: 'USD', |
|||
dataSource: 'YAHOO', |
|||
name: 'Alphabet Inc.', |
|||
symbol: 'GOOGL' |
|||
}, |
|||
type: 'BUY', |
|||
unitPrice: 89.12 |
|||
} |
|||
]; |
|||
|
|||
const portfolioCalculator = factory.createCalculator({ |
|||
activities, |
|||
calculationType: PerformanceCalculationType.TWR, |
|||
currency: 'CHF', |
|||
userId: userDummyData.id |
|||
}); |
|||
|
|||
const portfolioSnapshot = await portfolioCalculator.getSnapshot(); |
|||
|
|||
const investments = portfolioCalculator.getInvestments(); |
|||
|
|||
const investmentsByMonth = portfolioCalculator.getInvestmentsByGroup({ |
|||
data: portfolioSnapshot.historicalData, |
|||
groupBy: 'month' |
|||
}); |
|||
|
|||
expect(portfolioSnapshot).toMatchObject({ |
|||
currentValueInBaseCurrency: new Big('103.10483'), |
|||
errors: [], |
|||
hasErrors: false, |
|||
positions: [ |
|||
{ |
|||
averagePrice: new Big('89.12'), |
|||
currency: 'USD', |
|||
dataSource: 'YAHOO', |
|||
dividend: new Big('0'), |
|||
dividendInBaseCurrency: new Big('0'), |
|||
fee: new Big('1'), |
|||
feeInBaseCurrency: new Big('0.9238'), |
|||
firstBuyDate: '2023-01-03', |
|||
grossPerformance: new Big('27.33').mul(0.8854), |
|||
grossPerformancePercentage: new Big('0.3066651705565529623'), |
|||
grossPerformancePercentageWithCurrencyEffect: new Big( |
|||
'0.25235044599563974109' |
|||
), |
|||
grossPerformanceWithCurrencyEffect: new Big('20.775774'), |
|||
investment: new Big('89.12').mul(0.8854), |
|||
investmentWithCurrencyEffect: new Big('82.329056'), |
|||
netPerformance: new Big('26.33').mul(0.8854), |
|||
netPerformancePercentage: new Big('0.29544434470377019749'), |
|||
netPerformancePercentageWithCurrencyEffectMap: { |
|||
max: new Big('0.24112962014285697628') |
|||
}, |
|||
netPerformanceWithCurrencyEffectMap: { |
|||
max: new Big('19.851974') |
|||
}, |
|||
marketPrice: 116.45, |
|||
marketPriceInBaseCurrency: 103.10483, |
|||
quantity: new Big('1'), |
|||
symbol: 'GOOGL', |
|||
tags: [], |
|||
timeWeightedInvestment: new Big('89.12').mul(0.8854), |
|||
timeWeightedInvestmentWithCurrencyEffect: new Big('82.329056'), |
|||
transactionCount: 1, |
|||
valueInBaseCurrency: new Big('103.10483') |
|||
} |
|||
], |
|||
totalFeesWithCurrencyEffect: new Big('0.9238'), |
|||
totalInterestWithCurrencyEffect: new Big('0'), |
|||
totalInvestment: new Big('89.12').mul(0.8854), |
|||
totalInvestmentWithCurrencyEffect: new Big('82.329056'), |
|||
totalLiabilitiesWithCurrencyEffect: new Big('0'), |
|||
totalValuablesWithCurrencyEffect: new Big('0') |
|||
}); |
|||
|
|||
expect(last(portfolioSnapshot.historicalData)).toMatchObject( |
|||
expect.objectContaining({ |
|||
netPerformance: new Big('26.33').mul(0.8854).toNumber(), |
|||
netPerformanceInPercentage: 0.29544434470377019749, |
|||
netPerformanceInPercentageWithCurrencyEffect: 0.24112962014285697628, |
|||
netPerformanceWithCurrencyEffect: 19.851974, |
|||
totalInvestmentValueWithCurrencyEffect: 82.329056 |
|||
}) |
|||
); |
|||
|
|||
expect(investments).toEqual([ |
|||
{ date: '2023-01-03', investment: new Big('89.12') } |
|||
]); |
|||
|
|||
expect(investmentsByMonth).toEqual([ |
|||
{ date: '2023-01-01', investment: 82.329056 }, |
|||
{ |
|||
date: '2023-02-01', |
|||
investment: 0 |
|||
}, |
|||
{ |
|||
date: '2023-03-01', |
|||
investment: 0 |
|||
}, |
|||
{ |
|||
date: '2023-04-01', |
|||
investment: 0 |
|||
}, |
|||
{ |
|||
date: '2023-05-01', |
|||
investment: 0 |
|||
}, |
|||
{ |
|||
date: '2023-06-01', |
|||
investment: 0 |
|||
}, |
|||
{ |
|||
date: '2023-07-01', |
|||
investment: 0 |
|||
} |
|||
]); |
|||
}); |
|||
}); |
|||
}); |
|||
@ -0,0 +1,154 @@ |
|||
import { Activity } from '@ghostfolio/api/app/order/interfaces/activities.interface'; |
|||
import { |
|||
activityDummyData, |
|||
symbolProfileDummyData, |
|||
userDummyData |
|||
} from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator-test-utils'; |
|||
import { |
|||
PortfolioCalculatorFactory, |
|||
PerformanceCalculationType |
|||
} from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator.factory'; |
|||
import { CurrentRateService } from '@ghostfolio/api/app/portfolio/current-rate.service'; |
|||
import { CurrentRateServiceMock } from '@ghostfolio/api/app/portfolio/current-rate.service.mock'; |
|||
import { RedisCacheService } from '@ghostfolio/api/app/redis-cache/redis-cache.service'; |
|||
import { RedisCacheServiceMock } from '@ghostfolio/api/app/redis-cache/redis-cache.service.mock'; |
|||
import { ConfigurationService } from '@ghostfolio/api/services/configuration/configuration.service'; |
|||
import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service'; |
|||
import { parseDate } from '@ghostfolio/common/helper'; |
|||
|
|||
import { Big } from 'big.js'; |
|||
import { last } from 'lodash'; |
|||
|
|||
jest.mock('@ghostfolio/api/app/portfolio/current-rate.service', () => { |
|||
return { |
|||
// eslint-disable-next-line @typescript-eslint/naming-convention
|
|||
CurrentRateService: jest.fn().mockImplementation(() => { |
|||
return CurrentRateServiceMock; |
|||
}) |
|||
}; |
|||
}); |
|||
|
|||
jest.mock('@ghostfolio/api/app/redis-cache/redis-cache.service', () => { |
|||
return { |
|||
// eslint-disable-next-line @typescript-eslint/naming-convention
|
|||
RedisCacheService: jest.fn().mockImplementation(() => { |
|||
return RedisCacheServiceMock; |
|||
}) |
|||
}; |
|||
}); |
|||
|
|||
describe('PortfolioCalculator', () => { |
|||
let configurationService: ConfigurationService; |
|||
let currentRateService: CurrentRateService; |
|||
let exchangeRateDataService: ExchangeRateDataService; |
|||
let factory: PortfolioCalculatorFactory; |
|||
let redisCacheService: RedisCacheService; |
|||
|
|||
beforeEach(() => { |
|||
configurationService = new ConfigurationService(); |
|||
|
|||
currentRateService = new CurrentRateService(null, null, null, null); |
|||
|
|||
exchangeRateDataService = new ExchangeRateDataService( |
|||
null, |
|||
null, |
|||
null, |
|||
null |
|||
); |
|||
|
|||
redisCacheService = new RedisCacheService(null, null); |
|||
|
|||
factory = new PortfolioCalculatorFactory( |
|||
configurationService, |
|||
currentRateService, |
|||
exchangeRateDataService, |
|||
redisCacheService |
|||
); |
|||
}); |
|||
|
|||
describe('compute portfolio snapshot', () => { |
|||
it.only('with item activity', async () => { |
|||
jest.useFakeTimers().setSystemTime(parseDate('2022-01-31').getTime()); |
|||
|
|||
const activities: Activity[] = [ |
|||
{ |
|||
...activityDummyData, |
|||
date: new Date('2022-01-01'), |
|||
fee: 0, |
|||
quantity: 1, |
|||
SymbolProfile: { |
|||
...symbolProfileDummyData, |
|||
currency: 'USD', |
|||
dataSource: 'MANUAL', |
|||
name: 'Penthouse Apartment', |
|||
symbol: 'dac95060-d4f2-4653-a253-2c45e6fb5cde' |
|||
}, |
|||
type: 'ITEM', |
|||
unitPrice: 500000 |
|||
} |
|||
]; |
|||
|
|||
const portfolioCalculator = factory.createCalculator({ |
|||
activities, |
|||
calculationType: PerformanceCalculationType.TWR, |
|||
currency: 'USD', |
|||
userId: userDummyData.id |
|||
}); |
|||
|
|||
const portfolioSnapshot = await portfolioCalculator.getSnapshot(); |
|||
|
|||
expect(portfolioSnapshot).toMatchObject({ |
|||
currentValueInBaseCurrency: new Big('0'), |
|||
errors: [], |
|||
hasErrors: true, |
|||
positions: [ |
|||
{ |
|||
averagePrice: new Big('500000'), |
|||
currency: 'USD', |
|||
dataSource: 'MANUAL', |
|||
dividend: new Big('0'), |
|||
dividendInBaseCurrency: new Big('0'), |
|||
fee: new Big('0'), |
|||
feeInBaseCurrency: new Big('0'), |
|||
firstBuyDate: '2022-01-01', |
|||
grossPerformance: null, |
|||
grossPerformancePercentage: null, |
|||
grossPerformancePercentageWithCurrencyEffect: null, |
|||
grossPerformanceWithCurrencyEffect: null, |
|||
investment: new Big('0'), |
|||
investmentWithCurrencyEffect: new Big('0'), |
|||
marketPrice: null, |
|||
marketPriceInBaseCurrency: 500000, |
|||
netPerformance: null, |
|||
netPerformancePercentage: null, |
|||
netPerformancePercentageWithCurrencyEffectMap: null, |
|||
netPerformanceWithCurrencyEffectMap: null, |
|||
quantity: new Big('0'), |
|||
symbol: 'dac95060-d4f2-4653-a253-2c45e6fb5cde', |
|||
tags: [], |
|||
timeWeightedInvestment: new Big('0'), |
|||
timeWeightedInvestmentWithCurrencyEffect: new Big('0'), |
|||
transactionCount: 1, |
|||
valueInBaseCurrency: new Big('0') |
|||
} |
|||
], |
|||
totalFeesWithCurrencyEffect: new Big('0'), |
|||
totalInterestWithCurrencyEffect: new Big('0'), |
|||
totalInvestment: new Big('0'), |
|||
totalInvestmentWithCurrencyEffect: new Big('0'), |
|||
totalLiabilitiesWithCurrencyEffect: new Big('0'), |
|||
totalValuablesWithCurrencyEffect: new Big('0') |
|||
}); |
|||
|
|||
expect(last(portfolioSnapshot.historicalData)).toMatchObject( |
|||
expect.objectContaining({ |
|||
netPerformance: 0, |
|||
netPerformanceInPercentage: 0, |
|||
netPerformanceInPercentageWithCurrencyEffect: 0, |
|||
netPerformanceWithCurrencyEffect: 0, |
|||
totalInvestmentValueWithCurrencyEffect: 0 |
|||
}) |
|||
); |
|||
}); |
|||
}); |
|||
}); |
|||
@ -0,0 +1,103 @@ |
|||
import { Activity } from '@ghostfolio/api/app/order/interfaces/activities.interface'; |
|||
import { |
|||
activityDummyData, |
|||
symbolProfileDummyData, |
|||
userDummyData |
|||
} from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator-test-utils'; |
|||
import { |
|||
PortfolioCalculatorFactory, |
|||
PerformanceCalculationType |
|||
} from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator.factory'; |
|||
import { CurrentRateService } from '@ghostfolio/api/app/portfolio/current-rate.service'; |
|||
import { CurrentRateServiceMock } from '@ghostfolio/api/app/portfolio/current-rate.service.mock'; |
|||
import { RedisCacheService } from '@ghostfolio/api/app/redis-cache/redis-cache.service'; |
|||
import { RedisCacheServiceMock } from '@ghostfolio/api/app/redis-cache/redis-cache.service.mock'; |
|||
import { ConfigurationService } from '@ghostfolio/api/services/configuration/configuration.service'; |
|||
import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service'; |
|||
import { parseDate } from '@ghostfolio/common/helper'; |
|||
|
|||
import { Big } from 'big.js'; |
|||
|
|||
jest.mock('@ghostfolio/api/app/portfolio/current-rate.service', () => { |
|||
return { |
|||
// eslint-disable-next-line @typescript-eslint/naming-convention
|
|||
CurrentRateService: jest.fn().mockImplementation(() => { |
|||
return CurrentRateServiceMock; |
|||
}) |
|||
}; |
|||
}); |
|||
|
|||
jest.mock('@ghostfolio/api/app/redis-cache/redis-cache.service', () => { |
|||
return { |
|||
// eslint-disable-next-line @typescript-eslint/naming-convention
|
|||
RedisCacheService: jest.fn().mockImplementation(() => { |
|||
return RedisCacheServiceMock; |
|||
}) |
|||
}; |
|||
}); |
|||
|
|||
describe('PortfolioCalculator', () => { |
|||
let configurationService: ConfigurationService; |
|||
let currentRateService: CurrentRateService; |
|||
let exchangeRateDataService: ExchangeRateDataService; |
|||
let factory: PortfolioCalculatorFactory; |
|||
let redisCacheService: RedisCacheService; |
|||
|
|||
beforeEach(() => { |
|||
configurationService = new ConfigurationService(); |
|||
|
|||
currentRateService = new CurrentRateService(null, null, null, null); |
|||
|
|||
exchangeRateDataService = new ExchangeRateDataService( |
|||
null, |
|||
null, |
|||
null, |
|||
null |
|||
); |
|||
|
|||
redisCacheService = new RedisCacheService(null, null); |
|||
|
|||
factory = new PortfolioCalculatorFactory( |
|||
configurationService, |
|||
currentRateService, |
|||
exchangeRateDataService, |
|||
redisCacheService |
|||
); |
|||
}); |
|||
|
|||
describe('compute portfolio snapshot', () => { |
|||
it.only('with liability activity', async () => { |
|||
jest.useFakeTimers().setSystemTime(parseDate('2022-01-31').getTime()); |
|||
|
|||
const activities: Activity[] = [ |
|||
{ |
|||
...activityDummyData, |
|||
date: new Date('2023-01-01'), // Date in future
|
|||
fee: 0, |
|||
quantity: 1, |
|||
SymbolProfile: { |
|||
...symbolProfileDummyData, |
|||
currency: 'USD', |
|||
dataSource: 'MANUAL', |
|||
name: 'Loan', |
|||
symbol: '55196015-1365-4560-aa60-8751ae6d18f8' |
|||
}, |
|||
type: 'LIABILITY', |
|||
unitPrice: 3000 |
|||
} |
|||
]; |
|||
|
|||
const portfolioCalculator = factory.createCalculator({ |
|||
activities, |
|||
calculationType: PerformanceCalculationType.TWR, |
|||
currency: 'USD', |
|||
userId: userDummyData.id |
|||
}); |
|||
|
|||
const liabilitiesInBaseCurrency = |
|||
await portfolioCalculator.getLiabilitiesInBaseCurrency(); |
|||
|
|||
expect(liabilitiesInBaseCurrency).toEqual(new Big(3000)); |
|||
}); |
|||
}); |
|||
}); |
|||
@ -0,0 +1,165 @@ |
|||
import { Activity } from '@ghostfolio/api/app/order/interfaces/activities.interface'; |
|||
import { |
|||
activityDummyData, |
|||
symbolProfileDummyData, |
|||
userDummyData |
|||
} from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator-test-utils'; |
|||
import { |
|||
PerformanceCalculationType, |
|||
PortfolioCalculatorFactory |
|||
} from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator.factory'; |
|||
import { CurrentRateService } from '@ghostfolio/api/app/portfolio/current-rate.service'; |
|||
import { CurrentRateServiceMock } from '@ghostfolio/api/app/portfolio/current-rate.service.mock'; |
|||
import { RedisCacheService } from '@ghostfolio/api/app/redis-cache/redis-cache.service'; |
|||
import { RedisCacheServiceMock } from '@ghostfolio/api/app/redis-cache/redis-cache.service.mock'; |
|||
import { ConfigurationService } from '@ghostfolio/api/services/configuration/configuration.service'; |
|||
import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service'; |
|||
import { ExchangeRateDataServiceMock } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service.mock'; |
|||
import { parseDate } from '@ghostfolio/common/helper'; |
|||
|
|||
import { Big } from 'big.js'; |
|||
import { last } from 'lodash'; |
|||
|
|||
jest.mock('@ghostfolio/api/app/portfolio/current-rate.service', () => { |
|||
return { |
|||
// eslint-disable-next-line @typescript-eslint/naming-convention
|
|||
CurrentRateService: jest.fn().mockImplementation(() => { |
|||
return CurrentRateServiceMock; |
|||
}) |
|||
}; |
|||
}); |
|||
|
|||
jest.mock('@ghostfolio/api/app/redis-cache/redis-cache.service', () => { |
|||
return { |
|||
// eslint-disable-next-line @typescript-eslint/naming-convention
|
|||
RedisCacheService: jest.fn().mockImplementation(() => { |
|||
return RedisCacheServiceMock; |
|||
}) |
|||
}; |
|||
}); |
|||
|
|||
jest.mock( |
|||
'@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service', |
|||
() => { |
|||
return { |
|||
// eslint-disable-next-line @typescript-eslint/naming-convention
|
|||
ExchangeRateDataService: jest.fn().mockImplementation(() => { |
|||
return ExchangeRateDataServiceMock; |
|||
}) |
|||
}; |
|||
} |
|||
); |
|||
|
|||
describe('PortfolioCalculator', () => { |
|||
let configurationService: ConfigurationService; |
|||
let currentRateService: CurrentRateService; |
|||
let exchangeRateDataService: ExchangeRateDataService; |
|||
let factory: PortfolioCalculatorFactory; |
|||
let redisCacheService: RedisCacheService; |
|||
|
|||
beforeEach(() => { |
|||
configurationService = new ConfigurationService(); |
|||
|
|||
currentRateService = new CurrentRateService(null, null, null, null); |
|||
|
|||
exchangeRateDataService = new ExchangeRateDataService( |
|||
null, |
|||
null, |
|||
null, |
|||
null |
|||
); |
|||
|
|||
redisCacheService = new RedisCacheService(null, null); |
|||
|
|||
factory = new PortfolioCalculatorFactory( |
|||
configurationService, |
|||
currentRateService, |
|||
exchangeRateDataService, |
|||
redisCacheService |
|||
); |
|||
}); |
|||
|
|||
describe('get current positions', () => { |
|||
it.only('with MSFT buy', async () => { |
|||
jest.useFakeTimers().setSystemTime(parseDate('2023-07-10').getTime()); |
|||
|
|||
const activities: Activity[] = [ |
|||
{ |
|||
...activityDummyData, |
|||
date: new Date('2021-09-16'), |
|||
fee: 19, |
|||
quantity: 1, |
|||
SymbolProfile: { |
|||
...symbolProfileDummyData, |
|||
currency: 'USD', |
|||
dataSource: 'YAHOO', |
|||
name: 'Microsoft Inc.', |
|||
symbol: 'MSFT' |
|||
}, |
|||
type: 'BUY', |
|||
unitPrice: 298.58 |
|||
}, |
|||
{ |
|||
...activityDummyData, |
|||
date: new Date('2021-11-16'), |
|||
fee: 0, |
|||
quantity: 1, |
|||
SymbolProfile: { |
|||
...symbolProfileDummyData, |
|||
currency: 'USD', |
|||
dataSource: 'YAHOO', |
|||
name: 'Microsoft Inc.', |
|||
symbol: 'MSFT' |
|||
}, |
|||
type: 'DIVIDEND', |
|||
unitPrice: 0.62 |
|||
} |
|||
]; |
|||
|
|||
const portfolioCalculator = factory.createCalculator({ |
|||
activities, |
|||
calculationType: PerformanceCalculationType.TWR, |
|||
currency: 'USD', |
|||
userId: userDummyData.id |
|||
}); |
|||
|
|||
const portfolioSnapshot = await portfolioCalculator.getSnapshot(); |
|||
|
|||
expect(portfolioSnapshot).toMatchObject({ |
|||
errors: [], |
|||
hasErrors: false, |
|||
positions: [ |
|||
{ |
|||
averagePrice: new Big('298.58'), |
|||
currency: 'USD', |
|||
dataSource: 'YAHOO', |
|||
dividend: new Big('0.62'), |
|||
dividendInBaseCurrency: new Big('0.62'), |
|||
fee: new Big('19'), |
|||
firstBuyDate: '2021-09-16', |
|||
investment: new Big('298.58'), |
|||
investmentWithCurrencyEffect: new Big('298.58'), |
|||
marketPrice: 331.83, |
|||
marketPriceInBaseCurrency: 331.83, |
|||
quantity: new Big('1'), |
|||
symbol: 'MSFT', |
|||
tags: [], |
|||
transactionCount: 2 |
|||
} |
|||
], |
|||
totalFeesWithCurrencyEffect: new Big('19'), |
|||
totalInterestWithCurrencyEffect: new Big('0'), |
|||
totalInvestment: new Big('298.58'), |
|||
totalInvestmentWithCurrencyEffect: new Big('298.58'), |
|||
totalLiabilitiesWithCurrencyEffect: new Big('0'), |
|||
totalValuablesWithCurrencyEffect: new Big('0') |
|||
}); |
|||
|
|||
expect(last(portfolioSnapshot.historicalData)).toMatchObject( |
|||
expect.objectContaining({ |
|||
totalInvestmentValueWithCurrencyEffect: 298.58 |
|||
}) |
|||
); |
|||
}); |
|||
}); |
|||
}); |
|||
@ -0,0 +1,103 @@ |
|||
import { userDummyData } from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator-test-utils'; |
|||
import { |
|||
PerformanceCalculationType, |
|||
PortfolioCalculatorFactory |
|||
} from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator.factory'; |
|||
import { CurrentRateService } from '@ghostfolio/api/app/portfolio/current-rate.service'; |
|||
import { CurrentRateServiceMock } from '@ghostfolio/api/app/portfolio/current-rate.service.mock'; |
|||
import { RedisCacheService } from '@ghostfolio/api/app/redis-cache/redis-cache.service'; |
|||
import { RedisCacheServiceMock } from '@ghostfolio/api/app/redis-cache/redis-cache.service.mock'; |
|||
import { ConfigurationService } from '@ghostfolio/api/services/configuration/configuration.service'; |
|||
import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service'; |
|||
import { parseDate } from '@ghostfolio/common/helper'; |
|||
|
|||
import { Big } from 'big.js'; |
|||
import { subDays } from 'date-fns'; |
|||
import { last } from 'lodash'; |
|||
|
|||
jest.mock('@ghostfolio/api/app/portfolio/current-rate.service', () => { |
|||
return { |
|||
// eslint-disable-next-line @typescript-eslint/naming-convention
|
|||
CurrentRateService: jest.fn().mockImplementation(() => { |
|||
return CurrentRateServiceMock; |
|||
}) |
|||
}; |
|||
}); |
|||
|
|||
jest.mock('@ghostfolio/api/app/redis-cache/redis-cache.service', () => { |
|||
return { |
|||
// eslint-disable-next-line @typescript-eslint/naming-convention
|
|||
RedisCacheService: jest.fn().mockImplementation(() => { |
|||
return RedisCacheServiceMock; |
|||
}) |
|||
}; |
|||
}); |
|||
|
|||
describe('PortfolioCalculator', () => { |
|||
let configurationService: ConfigurationService; |
|||
let currentRateService: CurrentRateService; |
|||
let exchangeRateDataService: ExchangeRateDataService; |
|||
let factory: PortfolioCalculatorFactory; |
|||
let redisCacheService: RedisCacheService; |
|||
|
|||
beforeEach(() => { |
|||
configurationService = new ConfigurationService(); |
|||
|
|||
currentRateService = new CurrentRateService(null, null, null, null); |
|||
|
|||
exchangeRateDataService = new ExchangeRateDataService( |
|||
null, |
|||
null, |
|||
null, |
|||
null |
|||
); |
|||
|
|||
redisCacheService = new RedisCacheService(null, null); |
|||
|
|||
factory = new PortfolioCalculatorFactory( |
|||
configurationService, |
|||
currentRateService, |
|||
exchangeRateDataService, |
|||
redisCacheService |
|||
); |
|||
}); |
|||
|
|||
describe('get current positions', () => { |
|||
it('with no orders', async () => { |
|||
jest.useFakeTimers().setSystemTime(parseDate('2021-12-18').getTime()); |
|||
|
|||
const portfolioCalculator = factory.createCalculator({ |
|||
activities: [], |
|||
calculationType: PerformanceCalculationType.TWR, |
|||
currency: 'CHF', |
|||
userId: userDummyData.id |
|||
}); |
|||
|
|||
const portfolioSnapshot = await portfolioCalculator.getSnapshot(); |
|||
|
|||
const investments = portfolioCalculator.getInvestments(); |
|||
|
|||
const investmentsByMonth = portfolioCalculator.getInvestmentsByGroup({ |
|||
data: portfolioSnapshot.historicalData, |
|||
groupBy: 'month' |
|||
}); |
|||
|
|||
expect(portfolioSnapshot).toMatchObject({ |
|||
currentValueInBaseCurrency: new Big(0), |
|||
hasErrors: false, |
|||
historicalData: [], |
|||
positions: [], |
|||
totalFeesWithCurrencyEffect: new Big('0'), |
|||
totalInterestWithCurrencyEffect: new Big('0'), |
|||
totalInvestment: new Big(0), |
|||
totalInvestmentWithCurrencyEffect: new Big(0), |
|||
totalLiabilitiesWithCurrencyEffect: new Big('0'), |
|||
totalValuablesWithCurrencyEffect: new Big('0') |
|||
}); |
|||
|
|||
expect(investments).toEqual([]); |
|||
|
|||
expect(investmentsByMonth).toEqual([]); |
|||
}); |
|||
}); |
|||
}); |
|||
@ -0,0 +1,194 @@ |
|||
import { Activity } from '@ghostfolio/api/app/order/interfaces/activities.interface'; |
|||
import { |
|||
activityDummyData, |
|||
symbolProfileDummyData, |
|||
userDummyData |
|||
} from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator-test-utils'; |
|||
import { |
|||
PerformanceCalculationType, |
|||
PortfolioCalculatorFactory |
|||
} from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator.factory'; |
|||
import { CurrentRateService } from '@ghostfolio/api/app/portfolio/current-rate.service'; |
|||
import { CurrentRateServiceMock } from '@ghostfolio/api/app/portfolio/current-rate.service.mock'; |
|||
import { RedisCacheService } from '@ghostfolio/api/app/redis-cache/redis-cache.service'; |
|||
import { RedisCacheServiceMock } from '@ghostfolio/api/app/redis-cache/redis-cache.service.mock'; |
|||
import { ConfigurationService } from '@ghostfolio/api/services/configuration/configuration.service'; |
|||
import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service'; |
|||
import { parseDate } from '@ghostfolio/common/helper'; |
|||
|
|||
import { Big } from 'big.js'; |
|||
import { last } from 'lodash'; |
|||
|
|||
jest.mock('@ghostfolio/api/app/portfolio/current-rate.service', () => { |
|||
return { |
|||
// eslint-disable-next-line @typescript-eslint/naming-convention
|
|||
CurrentRateService: jest.fn().mockImplementation(() => { |
|||
return CurrentRateServiceMock; |
|||
}) |
|||
}; |
|||
}); |
|||
|
|||
jest.mock('@ghostfolio/api/app/redis-cache/redis-cache.service', () => { |
|||
return { |
|||
// eslint-disable-next-line @typescript-eslint/naming-convention
|
|||
RedisCacheService: jest.fn().mockImplementation(() => { |
|||
return RedisCacheServiceMock; |
|||
}) |
|||
}; |
|||
}); |
|||
|
|||
describe('PortfolioCalculator', () => { |
|||
let configurationService: ConfigurationService; |
|||
let currentRateService: CurrentRateService; |
|||
let exchangeRateDataService: ExchangeRateDataService; |
|||
let factory: PortfolioCalculatorFactory; |
|||
let redisCacheService: RedisCacheService; |
|||
|
|||
beforeEach(() => { |
|||
configurationService = new ConfigurationService(); |
|||
|
|||
currentRateService = new CurrentRateService(null, null, null, null); |
|||
|
|||
exchangeRateDataService = new ExchangeRateDataService( |
|||
null, |
|||
null, |
|||
null, |
|||
null |
|||
); |
|||
|
|||
redisCacheService = new RedisCacheService(null, null); |
|||
|
|||
factory = new PortfolioCalculatorFactory( |
|||
configurationService, |
|||
currentRateService, |
|||
exchangeRateDataService, |
|||
redisCacheService |
|||
); |
|||
}); |
|||
|
|||
describe('get current positions', () => { |
|||
it.only('with NOVN.SW buy and sell partially', async () => { |
|||
jest.useFakeTimers().setSystemTime(parseDate('2022-04-11').getTime()); |
|||
|
|||
const activities: Activity[] = [ |
|||
{ |
|||
...activityDummyData, |
|||
date: new Date('2022-03-07'), |
|||
fee: 1.3, |
|||
quantity: 2, |
|||
SymbolProfile: { |
|||
...symbolProfileDummyData, |
|||
currency: 'CHF', |
|||
dataSource: 'YAHOO', |
|||
name: 'Novartis AG', |
|||
symbol: 'NOVN.SW' |
|||
}, |
|||
type: 'BUY', |
|||
unitPrice: 75.8 |
|||
}, |
|||
{ |
|||
...activityDummyData, |
|||
date: new Date('2022-04-08'), |
|||
fee: 2.95, |
|||
quantity: 1, |
|||
SymbolProfile: { |
|||
...symbolProfileDummyData, |
|||
currency: 'CHF', |
|||
dataSource: 'YAHOO', |
|||
name: 'Novartis AG', |
|||
symbol: 'NOVN.SW' |
|||
}, |
|||
type: 'SELL', |
|||
unitPrice: 85.73 |
|||
} |
|||
]; |
|||
|
|||
const portfolioCalculator = factory.createCalculator({ |
|||
activities, |
|||
calculationType: PerformanceCalculationType.TWR, |
|||
currency: 'CHF', |
|||
userId: userDummyData.id |
|||
}); |
|||
|
|||
const portfolioSnapshot = await portfolioCalculator.getSnapshot(); |
|||
|
|||
const investments = portfolioCalculator.getInvestments(); |
|||
|
|||
const investmentsByMonth = portfolioCalculator.getInvestmentsByGroup({ |
|||
data: portfolioSnapshot.historicalData, |
|||
groupBy: 'month' |
|||
}); |
|||
|
|||
expect(portfolioSnapshot).toMatchObject({ |
|||
currentValueInBaseCurrency: new Big('87.8'), |
|||
errors: [], |
|||
hasErrors: false, |
|||
positions: [ |
|||
{ |
|||
averagePrice: new Big('75.80'), |
|||
currency: 'CHF', |
|||
dataSource: 'YAHOO', |
|||
dividend: new Big('0'), |
|||
dividendInBaseCurrency: new Big('0'), |
|||
fee: new Big('4.25'), |
|||
feeInBaseCurrency: new Big('4.25'), |
|||
firstBuyDate: '2022-03-07', |
|||
grossPerformance: new Big('21.93'), |
|||
grossPerformancePercentage: new Big('0.15113417083448194384'), |
|||
grossPerformancePercentageWithCurrencyEffect: new Big( |
|||
'0.15113417083448194384' |
|||
), |
|||
grossPerformanceWithCurrencyEffect: new Big('21.93'), |
|||
investment: new Big('75.80'), |
|||
investmentWithCurrencyEffect: new Big('75.80'), |
|||
netPerformance: new Big('17.68'), |
|||
netPerformancePercentage: new Big('0.12184460284330327256'), |
|||
netPerformancePercentageWithCurrencyEffectMap: { |
|||
max: new Big('0.12348284960422163588') |
|||
}, |
|||
netPerformanceWithCurrencyEffectMap: { |
|||
max: new Big('17.68') |
|||
}, |
|||
marketPrice: 87.8, |
|||
marketPriceInBaseCurrency: 87.8, |
|||
quantity: new Big('1'), |
|||
symbol: 'NOVN.SW', |
|||
tags: [], |
|||
timeWeightedInvestment: new Big('145.10285714285714285714'), |
|||
timeWeightedInvestmentWithCurrencyEffect: new Big( |
|||
'145.10285714285714285714' |
|||
), |
|||
transactionCount: 2, |
|||
valueInBaseCurrency: new Big('87.8') |
|||
} |
|||
], |
|||
totalFeesWithCurrencyEffect: new Big('4.25'), |
|||
totalInterestWithCurrencyEffect: new Big('0'), |
|||
totalInvestment: new Big('75.80'), |
|||
totalInvestmentWithCurrencyEffect: new Big('75.80'), |
|||
totalLiabilitiesWithCurrencyEffect: new Big('0'), |
|||
totalValuablesWithCurrencyEffect: new Big('0') |
|||
}); |
|||
|
|||
expect(last(portfolioSnapshot.historicalData)).toMatchObject( |
|||
expect.objectContaining({ |
|||
netPerformance: 17.68, |
|||
netPerformanceInPercentage: 0.12184460284330327256, |
|||
netPerformanceInPercentageWithCurrencyEffect: 0.12184460284330327256, |
|||
netPerformanceWithCurrencyEffect: 17.68, |
|||
totalInvestmentValueWithCurrencyEffect: 75.8 |
|||
}) |
|||
); |
|||
|
|||
expect(investments).toEqual([ |
|||
{ date: '2022-03-07', investment: new Big('151.6') }, |
|||
{ date: '2022-04-08', investment: new Big('75.8') } |
|||
]); |
|||
|
|||
expect(investmentsByMonth).toEqual([ |
|||
{ date: '2022-03-01', investment: 151.6 }, |
|||
{ date: '2022-04-01', investment: -75.8 } |
|||
]); |
|||
}); |
|||
}); |
|||
}); |
|||
@ -0,0 +1,241 @@ |
|||
import { Activity } from '@ghostfolio/api/app/order/interfaces/activities.interface'; |
|||
import { |
|||
activityDummyData, |
|||
symbolProfileDummyData, |
|||
userDummyData |
|||
} from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator-test-utils'; |
|||
import { |
|||
PerformanceCalculationType, |
|||
PortfolioCalculatorFactory |
|||
} from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator.factory'; |
|||
import { CurrentRateService } from '@ghostfolio/api/app/portfolio/current-rate.service'; |
|||
import { CurrentRateServiceMock } from '@ghostfolio/api/app/portfolio/current-rate.service.mock'; |
|||
import { RedisCacheService } from '@ghostfolio/api/app/redis-cache/redis-cache.service'; |
|||
import { RedisCacheServiceMock } from '@ghostfolio/api/app/redis-cache/redis-cache.service.mock'; |
|||
import { ConfigurationService } from '@ghostfolio/api/services/configuration/configuration.service'; |
|||
import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service'; |
|||
import { parseDate } from '@ghostfolio/common/helper'; |
|||
|
|||
import { Big } from 'big.js'; |
|||
import { last } from 'lodash'; |
|||
|
|||
jest.mock('@ghostfolio/api/app/portfolio/current-rate.service', () => { |
|||
return { |
|||
// eslint-disable-next-line @typescript-eslint/naming-convention
|
|||
CurrentRateService: jest.fn().mockImplementation(() => { |
|||
return CurrentRateServiceMock; |
|||
}) |
|||
}; |
|||
}); |
|||
|
|||
jest.mock('@ghostfolio/api/app/redis-cache/redis-cache.service', () => { |
|||
return { |
|||
// eslint-disable-next-line @typescript-eslint/naming-convention
|
|||
RedisCacheService: jest.fn().mockImplementation(() => { |
|||
return RedisCacheServiceMock; |
|||
}) |
|||
}; |
|||
}); |
|||
|
|||
describe('PortfolioCalculator', () => { |
|||
let configurationService: ConfigurationService; |
|||
let currentRateService: CurrentRateService; |
|||
let exchangeRateDataService: ExchangeRateDataService; |
|||
let factory: PortfolioCalculatorFactory; |
|||
let redisCacheService: RedisCacheService; |
|||
|
|||
beforeEach(() => { |
|||
configurationService = new ConfigurationService(); |
|||
|
|||
currentRateService = new CurrentRateService(null, null, null, null); |
|||
|
|||
exchangeRateDataService = new ExchangeRateDataService( |
|||
null, |
|||
null, |
|||
null, |
|||
null |
|||
); |
|||
|
|||
redisCacheService = new RedisCacheService(null, null); |
|||
|
|||
factory = new PortfolioCalculatorFactory( |
|||
configurationService, |
|||
currentRateService, |
|||
exchangeRateDataService, |
|||
redisCacheService |
|||
); |
|||
}); |
|||
|
|||
describe('get current positions', () => { |
|||
it.only('with NOVN.SW buy and sell', async () => { |
|||
jest.useFakeTimers().setSystemTime(parseDate('2022-04-11').getTime()); |
|||
|
|||
const activities: Activity[] = [ |
|||
{ |
|||
...activityDummyData, |
|||
date: new Date('2022-03-07'), |
|||
fee: 0, |
|||
quantity: 2, |
|||
SymbolProfile: { |
|||
...symbolProfileDummyData, |
|||
currency: 'CHF', |
|||
dataSource: 'YAHOO', |
|||
name: 'Novartis AG', |
|||
symbol: 'NOVN.SW' |
|||
}, |
|||
type: 'BUY', |
|||
unitPrice: 75.8 |
|||
}, |
|||
{ |
|||
...activityDummyData, |
|||
date: new Date('2022-04-08'), |
|||
fee: 0, |
|||
quantity: 2, |
|||
SymbolProfile: { |
|||
...symbolProfileDummyData, |
|||
currency: 'CHF', |
|||
dataSource: 'YAHOO', |
|||
name: 'Novartis AG', |
|||
symbol: 'NOVN.SW' |
|||
}, |
|||
type: 'SELL', |
|||
unitPrice: 85.73 |
|||
} |
|||
]; |
|||
|
|||
const portfolioCalculator = factory.createCalculator({ |
|||
activities, |
|||
calculationType: PerformanceCalculationType.TWR, |
|||
currency: 'CHF', |
|||
userId: userDummyData.id |
|||
}); |
|||
|
|||
const portfolioSnapshot = await portfolioCalculator.getSnapshot(); |
|||
|
|||
const investments = portfolioCalculator.getInvestments(); |
|||
|
|||
const investmentsByMonth = portfolioCalculator.getInvestmentsByGroup({ |
|||
data: portfolioSnapshot.historicalData, |
|||
groupBy: 'month' |
|||
}); |
|||
|
|||
expect(portfolioSnapshot.historicalData[0]).toEqual({ |
|||
date: '2022-03-06', |
|||
investmentValueWithCurrencyEffect: 0, |
|||
netPerformance: 0, |
|||
netPerformanceInPercentage: 0, |
|||
netPerformanceInPercentageWithCurrencyEffect: 0, |
|||
netPerformanceWithCurrencyEffect: 0, |
|||
netWorth: 0, |
|||
totalAccountBalance: 0, |
|||
totalInvestment: 0, |
|||
totalInvestmentValueWithCurrencyEffect: 0, |
|||
value: 0, |
|||
valueWithCurrencyEffect: 0 |
|||
}); |
|||
|
|||
expect(portfolioSnapshot.historicalData[1]).toEqual({ |
|||
date: '2022-03-07', |
|||
investmentValueWithCurrencyEffect: 151.6, |
|||
netPerformance: 0, |
|||
netPerformanceInPercentage: 0, |
|||
netPerformanceInPercentageWithCurrencyEffect: 0, |
|||
netPerformanceWithCurrencyEffect: 0, |
|||
netWorth: 151.6, |
|||
totalAccountBalance: 0, |
|||
totalInvestment: 151.6, |
|||
totalInvestmentValueWithCurrencyEffect: 151.6, |
|||
value: 151.6, |
|||
valueWithCurrencyEffect: 151.6 |
|||
}); |
|||
|
|||
expect( |
|||
portfolioSnapshot.historicalData[ |
|||
portfolioSnapshot.historicalData.length - 1 |
|||
] |
|||
).toEqual({ |
|||
date: '2022-04-11', |
|||
investmentValueWithCurrencyEffect: 0, |
|||
netPerformance: 19.86, |
|||
netPerformanceInPercentage: 0.13100263852242744, |
|||
netPerformanceInPercentageWithCurrencyEffect: 0.13100263852242744, |
|||
netPerformanceWithCurrencyEffect: 19.86, |
|||
netWorth: 0, |
|||
totalAccountBalance: 0, |
|||
totalInvestment: 0, |
|||
totalInvestmentValueWithCurrencyEffect: 0, |
|||
value: 0, |
|||
valueWithCurrencyEffect: 0 |
|||
}); |
|||
|
|||
expect(portfolioSnapshot).toMatchObject({ |
|||
currentValueInBaseCurrency: new Big('0'), |
|||
errors: [], |
|||
hasErrors: false, |
|||
positions: [ |
|||
{ |
|||
averagePrice: new Big('0'), |
|||
currency: 'CHF', |
|||
dataSource: 'YAHOO', |
|||
dividend: new Big('0'), |
|||
dividendInBaseCurrency: new Big('0'), |
|||
fee: new Big('0'), |
|||
feeInBaseCurrency: new Big('0'), |
|||
firstBuyDate: '2022-03-07', |
|||
grossPerformance: new Big('19.86'), |
|||
grossPerformancePercentage: new Big('0.13100263852242744063'), |
|||
grossPerformancePercentageWithCurrencyEffect: new Big( |
|||
'0.13100263852242744063' |
|||
), |
|||
grossPerformanceWithCurrencyEffect: new Big('19.86'), |
|||
investment: new Big('0'), |
|||
investmentWithCurrencyEffect: new Big('0'), |
|||
netPerformance: new Big('19.86'), |
|||
netPerformancePercentage: new Big('0.13100263852242744063'), |
|||
netPerformancePercentageWithCurrencyEffectMap: { |
|||
max: new Big('0.13100263852242744063') |
|||
}, |
|||
netPerformanceWithCurrencyEffectMap: { |
|||
max: new Big('19.86') |
|||
}, |
|||
marketPrice: 87.8, |
|||
marketPriceInBaseCurrency: 87.8, |
|||
quantity: new Big('0'), |
|||
symbol: 'NOVN.SW', |
|||
tags: [], |
|||
timeWeightedInvestment: new Big('151.6'), |
|||
timeWeightedInvestmentWithCurrencyEffect: new Big('151.6'), |
|||
transactionCount: 2, |
|||
valueInBaseCurrency: new Big('0') |
|||
} |
|||
], |
|||
totalFeesWithCurrencyEffect: new Big('0'), |
|||
totalInterestWithCurrencyEffect: new Big('0'), |
|||
totalInvestment: new Big('0'), |
|||
totalInvestmentWithCurrencyEffect: new Big('0'), |
|||
totalLiabilitiesWithCurrencyEffect: new Big('0'), |
|||
totalValuablesWithCurrencyEffect: new Big('0') |
|||
}); |
|||
|
|||
expect(last(portfolioSnapshot.historicalData)).toMatchObject( |
|||
expect.objectContaining({ |
|||
netPerformance: 19.86, |
|||
netPerformanceInPercentage: 0.13100263852242744063, |
|||
netPerformanceInPercentageWithCurrencyEffect: 0.13100263852242744063, |
|||
netPerformanceWithCurrencyEffect: 19.86, |
|||
totalInvestmentValueWithCurrencyEffect: 0 |
|||
}) |
|||
); |
|||
|
|||
expect(investments).toEqual([ |
|||
{ date: '2022-03-07', investment: new Big('151.6') }, |
|||
{ date: '2022-04-08', investment: new Big('0') } |
|||
]); |
|||
|
|||
expect(investmentsByMonth).toEqual([ |
|||
{ date: '2022-03-01', investment: 151.6 }, |
|||
{ date: '2022-04-01', investment: -151.6 } |
|||
]); |
|||
}); |
|||
}); |
|||
}); |
|||
@ -0,0 +1,37 @@ |
|||
import { PortfolioCalculatorFactory } from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator.factory'; |
|||
import { CurrentRateService } from '@ghostfolio/api/app/portfolio/current-rate.service'; |
|||
import { RedisCacheService } from '@ghostfolio/api/app/redis-cache/redis-cache.service'; |
|||
import { ConfigurationService } from '@ghostfolio/api/services/configuration/configuration.service'; |
|||
import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service'; |
|||
|
|||
describe('PortfolioCalculator', () => { |
|||
let configurationService: ConfigurationService; |
|||
let currentRateService: CurrentRateService; |
|||
let exchangeRateDataService: ExchangeRateDataService; |
|||
let factory: PortfolioCalculatorFactory; |
|||
let redisCacheService: RedisCacheService; |
|||
|
|||
beforeEach(() => { |
|||
configurationService = new ConfigurationService(); |
|||
|
|||
currentRateService = new CurrentRateService(null, null, null, null); |
|||
|
|||
exchangeRateDataService = new ExchangeRateDataService( |
|||
null, |
|||
null, |
|||
null, |
|||
null |
|||
); |
|||
|
|||
redisCacheService = new RedisCacheService(null, null); |
|||
|
|||
factory = new PortfolioCalculatorFactory( |
|||
configurationService, |
|||
currentRateService, |
|||
exchangeRateDataService, |
|||
redisCacheService |
|||
); |
|||
}); |
|||
|
|||
test.skip('Skip empty test', () => 1); |
|||
}); |
|||
@ -0,0 +1,964 @@ |
|||
import { PortfolioCalculator } from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator'; |
|||
import { PortfolioOrderItem } from '@ghostfolio/api/app/portfolio/interfaces/portfolio-order-item.interface'; |
|||
import { getFactor } from '@ghostfolio/api/helper/portfolio.helper'; |
|||
import { getIntervalFromDateRange } from '@ghostfolio/common/calculation-helper'; |
|||
import { DATE_FORMAT } from '@ghostfolio/common/helper'; |
|||
import { |
|||
AssetProfileIdentifier, |
|||
SymbolMetrics |
|||
} from '@ghostfolio/common/interfaces'; |
|||
import { PortfolioSnapshot, TimelinePosition } from '@ghostfolio/common/models'; |
|||
import { DateRange } from '@ghostfolio/common/types'; |
|||
|
|||
import { Logger } from '@nestjs/common'; |
|||
import { Big } from 'big.js'; |
|||
import { |
|||
addDays, |
|||
addMilliseconds, |
|||
differenceInDays, |
|||
eachDayOfInterval, |
|||
format, |
|||
isBefore |
|||
} from 'date-fns'; |
|||
import { cloneDeep, first, last, sortBy } from 'lodash'; |
|||
|
|||
export class TWRPortfolioCalculator extends PortfolioCalculator { |
|||
protected calculateOverallPerformance( |
|||
positions: TimelinePosition[] |
|||
): PortfolioSnapshot { |
|||
let currentValueInBaseCurrency = new Big(0); |
|||
let grossPerformance = new Big(0); |
|||
let grossPerformanceWithCurrencyEffect = new Big(0); |
|||
let hasErrors = false; |
|||
let netPerformance = new Big(0); |
|||
let totalFeesWithCurrencyEffect = new Big(0); |
|||
let totalInterestWithCurrencyEffect = new Big(0); |
|||
let totalInvestment = new Big(0); |
|||
let totalInvestmentWithCurrencyEffect = new Big(0); |
|||
let totalTimeWeightedInvestment = new Big(0); |
|||
let totalTimeWeightedInvestmentWithCurrencyEffect = new Big(0); |
|||
|
|||
for (const currentPosition of positions) { |
|||
if (currentPosition.feeInBaseCurrency) { |
|||
totalFeesWithCurrencyEffect = totalFeesWithCurrencyEffect.plus( |
|||
currentPosition.feeInBaseCurrency |
|||
); |
|||
} |
|||
|
|||
if (currentPosition.valueInBaseCurrency) { |
|||
currentValueInBaseCurrency = currentValueInBaseCurrency.plus( |
|||
currentPosition.valueInBaseCurrency |
|||
); |
|||
} else { |
|||
hasErrors = true; |
|||
} |
|||
|
|||
if (currentPosition.investment) { |
|||
totalInvestment = totalInvestment.plus(currentPosition.investment); |
|||
|
|||
totalInvestmentWithCurrencyEffect = |
|||
totalInvestmentWithCurrencyEffect.plus( |
|||
currentPosition.investmentWithCurrencyEffect |
|||
); |
|||
} else { |
|||
hasErrors = true; |
|||
} |
|||
|
|||
if (currentPosition.grossPerformance) { |
|||
grossPerformance = grossPerformance.plus( |
|||
currentPosition.grossPerformance |
|||
); |
|||
|
|||
grossPerformanceWithCurrencyEffect = |
|||
grossPerformanceWithCurrencyEffect.plus( |
|||
currentPosition.grossPerformanceWithCurrencyEffect |
|||
); |
|||
|
|||
netPerformance = netPerformance.plus(currentPosition.netPerformance); |
|||
} else if (!currentPosition.quantity.eq(0)) { |
|||
hasErrors = true; |
|||
} |
|||
|
|||
if (currentPosition.timeWeightedInvestment) { |
|||
totalTimeWeightedInvestment = totalTimeWeightedInvestment.plus( |
|||
currentPosition.timeWeightedInvestment |
|||
); |
|||
|
|||
totalTimeWeightedInvestmentWithCurrencyEffect = |
|||
totalTimeWeightedInvestmentWithCurrencyEffect.plus( |
|||
currentPosition.timeWeightedInvestmentWithCurrencyEffect |
|||
); |
|||
} else if (!currentPosition.quantity.eq(0)) { |
|||
Logger.warn( |
|||
`Missing historical market data for ${currentPosition.symbol} (${currentPosition.dataSource})`, |
|||
'PortfolioCalculator' |
|||
); |
|||
|
|||
hasErrors = true; |
|||
} |
|||
} |
|||
|
|||
return { |
|||
currentValueInBaseCurrency, |
|||
hasErrors, |
|||
positions, |
|||
totalFeesWithCurrencyEffect, |
|||
totalInterestWithCurrencyEffect, |
|||
totalInvestment, |
|||
totalInvestmentWithCurrencyEffect, |
|||
historicalData: [], |
|||
totalLiabilitiesWithCurrencyEffect: new Big(0), |
|||
totalValuablesWithCurrencyEffect: new Big(0) |
|||
}; |
|||
} |
|||
|
|||
protected getSymbolMetrics({ |
|||
chartDateMap, |
|||
dataSource, |
|||
end, |
|||
exchangeRates, |
|||
marketSymbolMap, |
|||
start, |
|||
symbol |
|||
}: { |
|||
chartDateMap?: { [date: string]: boolean }; |
|||
end: Date; |
|||
exchangeRates: { [dateString: string]: number }; |
|||
marketSymbolMap: { |
|||
[date: string]: { [symbol: string]: Big }; |
|||
}; |
|||
start: Date; |
|||
} & AssetProfileIdentifier): SymbolMetrics { |
|||
const currentExchangeRate = exchangeRates[format(new Date(), DATE_FORMAT)]; |
|||
const currentValues: { [date: string]: Big } = {}; |
|||
const currentValuesWithCurrencyEffect: { [date: string]: Big } = {}; |
|||
let fees = new Big(0); |
|||
let feesAtStartDate = new Big(0); |
|||
let feesAtStartDateWithCurrencyEffect = new Big(0); |
|||
let feesWithCurrencyEffect = new Big(0); |
|||
let grossPerformance = new Big(0); |
|||
let grossPerformanceWithCurrencyEffect = new Big(0); |
|||
let grossPerformanceAtStartDate = new Big(0); |
|||
let grossPerformanceAtStartDateWithCurrencyEffect = new Big(0); |
|||
let grossPerformanceFromSells = new Big(0); |
|||
let grossPerformanceFromSellsWithCurrencyEffect = new Big(0); |
|||
let initialValue: Big; |
|||
let initialValueWithCurrencyEffect: Big; |
|||
let investmentAtStartDate: Big; |
|||
let investmentAtStartDateWithCurrencyEffect: Big; |
|||
const investmentValuesAccumulated: { [date: string]: Big } = {}; |
|||
const investmentValuesAccumulatedWithCurrencyEffect: { |
|||
[date: string]: Big; |
|||
} = {}; |
|||
const investmentValuesWithCurrencyEffect: { [date: string]: Big } = {}; |
|||
let lastAveragePrice = new Big(0); |
|||
let lastAveragePriceWithCurrencyEffect = new Big(0); |
|||
const netPerformanceValues: { [date: string]: Big } = {}; |
|||
const netPerformanceValuesWithCurrencyEffect: { [date: string]: Big } = {}; |
|||
const timeWeightedInvestmentValues: { [date: string]: Big } = {}; |
|||
|
|||
const timeWeightedInvestmentValuesWithCurrencyEffect: { |
|||
[date: string]: Big; |
|||
} = {}; |
|||
|
|||
let totalAccountBalanceInBaseCurrency = new Big(0); |
|||
let totalDividend = new Big(0); |
|||
let totalDividendInBaseCurrency = new Big(0); |
|||
let totalInterest = new Big(0); |
|||
let totalInterestInBaseCurrency = new Big(0); |
|||
let totalInvestment = new Big(0); |
|||
let totalInvestmentFromBuyTransactions = new Big(0); |
|||
let totalInvestmentFromBuyTransactionsWithCurrencyEffect = new Big(0); |
|||
let totalInvestmentWithCurrencyEffect = new Big(0); |
|||
let totalLiabilities = new Big(0); |
|||
let totalLiabilitiesInBaseCurrency = new Big(0); |
|||
let totalQuantityFromBuyTransactions = new Big(0); |
|||
let totalUnits = new Big(0); |
|||
let totalValuables = new Big(0); |
|||
let totalValuablesInBaseCurrency = new Big(0); |
|||
let valueAtStartDate: Big; |
|||
let valueAtStartDateWithCurrencyEffect: Big; |
|||
|
|||
// Clone orders to keep the original values in this.orders
|
|||
let orders: PortfolioOrderItem[] = cloneDeep(this.activities).filter( |
|||
({ SymbolProfile }) => { |
|||
return SymbolProfile.symbol === symbol; |
|||
} |
|||
); |
|||
|
|||
if (orders.length <= 0) { |
|||
return { |
|||
currentValues: {}, |
|||
currentValuesWithCurrencyEffect: {}, |
|||
feesWithCurrencyEffect: new Big(0), |
|||
grossPerformance: new Big(0), |
|||
grossPerformancePercentage: new Big(0), |
|||
grossPerformancePercentageWithCurrencyEffect: new Big(0), |
|||
grossPerformanceWithCurrencyEffect: new Big(0), |
|||
hasErrors: false, |
|||
initialValue: new Big(0), |
|||
initialValueWithCurrencyEffect: new Big(0), |
|||
investmentValuesAccumulated: {}, |
|||
investmentValuesAccumulatedWithCurrencyEffect: {}, |
|||
investmentValuesWithCurrencyEffect: {}, |
|||
netPerformance: new Big(0), |
|||
netPerformancePercentage: new Big(0), |
|||
netPerformancePercentageWithCurrencyEffectMap: {}, |
|||
netPerformanceValues: {}, |
|||
netPerformanceValuesWithCurrencyEffect: {}, |
|||
netPerformanceWithCurrencyEffectMap: {}, |
|||
timeWeightedInvestment: new Big(0), |
|||
timeWeightedInvestmentValues: {}, |
|||
timeWeightedInvestmentValuesWithCurrencyEffect: {}, |
|||
timeWeightedInvestmentWithCurrencyEffect: new Big(0), |
|||
totalAccountBalanceInBaseCurrency: new Big(0), |
|||
totalDividend: new Big(0), |
|||
totalDividendInBaseCurrency: new Big(0), |
|||
totalInterest: new Big(0), |
|||
totalInterestInBaseCurrency: new Big(0), |
|||
totalInvestment: new Big(0), |
|||
totalInvestmentWithCurrencyEffect: new Big(0), |
|||
totalLiabilities: new Big(0), |
|||
totalLiabilitiesInBaseCurrency: new Big(0), |
|||
totalValuables: new Big(0), |
|||
totalValuablesInBaseCurrency: new Big(0) |
|||
}; |
|||
} |
|||
|
|||
const dateOfFirstTransaction = new Date(first(orders).date); |
|||
|
|||
const unitPriceAtStartDate = |
|||
marketSymbolMap[format(start, DATE_FORMAT)]?.[symbol]; |
|||
|
|||
const unitPriceAtEndDate = |
|||
marketSymbolMap[format(end, DATE_FORMAT)]?.[symbol]; |
|||
|
|||
if ( |
|||
!unitPriceAtEndDate || |
|||
(!unitPriceAtStartDate && isBefore(dateOfFirstTransaction, start)) |
|||
) { |
|||
return { |
|||
currentValues: {}, |
|||
currentValuesWithCurrencyEffect: {}, |
|||
feesWithCurrencyEffect: new Big(0), |
|||
grossPerformance: new Big(0), |
|||
grossPerformancePercentage: new Big(0), |
|||
grossPerformancePercentageWithCurrencyEffect: new Big(0), |
|||
grossPerformanceWithCurrencyEffect: new Big(0), |
|||
hasErrors: true, |
|||
initialValue: new Big(0), |
|||
initialValueWithCurrencyEffect: new Big(0), |
|||
investmentValuesAccumulated: {}, |
|||
investmentValuesAccumulatedWithCurrencyEffect: {}, |
|||
investmentValuesWithCurrencyEffect: {}, |
|||
netPerformance: new Big(0), |
|||
netPerformancePercentage: new Big(0), |
|||
netPerformancePercentageWithCurrencyEffectMap: {}, |
|||
netPerformanceWithCurrencyEffectMap: {}, |
|||
netPerformanceValues: {}, |
|||
netPerformanceValuesWithCurrencyEffect: {}, |
|||
timeWeightedInvestment: new Big(0), |
|||
timeWeightedInvestmentValues: {}, |
|||
timeWeightedInvestmentValuesWithCurrencyEffect: {}, |
|||
timeWeightedInvestmentWithCurrencyEffect: new Big(0), |
|||
totalAccountBalanceInBaseCurrency: new Big(0), |
|||
totalDividend: new Big(0), |
|||
totalDividendInBaseCurrency: new Big(0), |
|||
totalInterest: new Big(0), |
|||
totalInterestInBaseCurrency: new Big(0), |
|||
totalInvestment: new Big(0), |
|||
totalInvestmentWithCurrencyEffect: new Big(0), |
|||
totalLiabilities: new Big(0), |
|||
totalLiabilitiesInBaseCurrency: new Big(0), |
|||
totalValuables: new Big(0), |
|||
totalValuablesInBaseCurrency: new Big(0) |
|||
}; |
|||
} |
|||
|
|||
// Add a synthetic order at the start and the end date
|
|||
orders.push({ |
|||
date: format(start, DATE_FORMAT), |
|||
fee: new Big(0), |
|||
feeInBaseCurrency: new Big(0), |
|||
itemType: 'start', |
|||
quantity: new Big(0), |
|||
SymbolProfile: { |
|||
dataSource, |
|||
symbol |
|||
}, |
|||
type: 'BUY', |
|||
unitPrice: unitPriceAtStartDate |
|||
}); |
|||
|
|||
orders.push({ |
|||
date: format(end, DATE_FORMAT), |
|||
fee: new Big(0), |
|||
feeInBaseCurrency: new Big(0), |
|||
itemType: 'end', |
|||
SymbolProfile: { |
|||
dataSource, |
|||
symbol |
|||
}, |
|||
quantity: new Big(0), |
|||
type: 'BUY', |
|||
unitPrice: unitPriceAtEndDate |
|||
}); |
|||
|
|||
let day = start; |
|||
let lastUnitPrice: Big; |
|||
|
|||
const ordersByDate: { [date: string]: PortfolioOrderItem[] } = {}; |
|||
|
|||
for (const order of orders) { |
|||
ordersByDate[order.date] = ordersByDate[order.date] ?? []; |
|||
ordersByDate[order.date].push(order); |
|||
} |
|||
|
|||
while (isBefore(day, end)) { |
|||
const dateString = format(day, DATE_FORMAT); |
|||
|
|||
if (ordersByDate[dateString]?.length > 0) { |
|||
for (let order of ordersByDate[dateString]) { |
|||
order.unitPriceFromMarketData = |
|||
marketSymbolMap[dateString]?.[symbol] ?? lastUnitPrice; |
|||
} |
|||
} else if (chartDateMap[dateString]) { |
|||
orders.push({ |
|||
date: dateString, |
|||
fee: new Big(0), |
|||
feeInBaseCurrency: new Big(0), |
|||
quantity: new Big(0), |
|||
SymbolProfile: { |
|||
dataSource, |
|||
symbol |
|||
}, |
|||
type: 'BUY', |
|||
unitPrice: marketSymbolMap[dateString]?.[symbol] ?? lastUnitPrice, |
|||
unitPriceFromMarketData: |
|||
marketSymbolMap[dateString]?.[symbol] ?? lastUnitPrice |
|||
}); |
|||
} |
|||
|
|||
const lastOrder = last(orders); |
|||
|
|||
lastUnitPrice = lastOrder.unitPriceFromMarketData ?? lastOrder.unitPrice; |
|||
|
|||
day = addDays(day, 1); |
|||
} |
|||
|
|||
// Sort orders so that the start and end placeholder order are at the correct
|
|||
// position
|
|||
orders = sortBy(orders, ({ date, itemType }) => { |
|||
let sortIndex = new Date(date); |
|||
|
|||
if (itemType === 'end') { |
|||
sortIndex = addMilliseconds(sortIndex, 1); |
|||
} else if (itemType === 'start') { |
|||
sortIndex = addMilliseconds(sortIndex, -1); |
|||
} |
|||
|
|||
return sortIndex.getTime(); |
|||
}); |
|||
|
|||
const indexOfStartOrder = orders.findIndex(({ itemType }) => { |
|||
return itemType === 'start'; |
|||
}); |
|||
|
|||
const indexOfEndOrder = orders.findIndex(({ itemType }) => { |
|||
return itemType === 'end'; |
|||
}); |
|||
|
|||
let totalInvestmentDays = 0; |
|||
let sumOfTimeWeightedInvestments = new Big(0); |
|||
let sumOfTimeWeightedInvestmentsWithCurrencyEffect = new Big(0); |
|||
|
|||
for (let i = 0; i < orders.length; i += 1) { |
|||
const order = orders[i]; |
|||
|
|||
if (PortfolioCalculator.ENABLE_LOGGING) { |
|||
console.log(); |
|||
console.log(); |
|||
console.log( |
|||
i + 1, |
|||
order.date, |
|||
order.type, |
|||
order.itemType ? `(${order.itemType})` : '' |
|||
); |
|||
} |
|||
|
|||
const exchangeRateAtOrderDate = exchangeRates[order.date]; |
|||
|
|||
if (order.type === 'DIVIDEND') { |
|||
const dividend = order.quantity.mul(order.unitPrice); |
|||
|
|||
totalDividend = totalDividend.plus(dividend); |
|||
totalDividendInBaseCurrency = totalDividendInBaseCurrency.plus( |
|||
dividend.mul(exchangeRateAtOrderDate ?? 1) |
|||
); |
|||
} else if (order.type === 'INTEREST') { |
|||
const interest = order.quantity.mul(order.unitPrice); |
|||
|
|||
totalInterest = totalInterest.plus(interest); |
|||
totalInterestInBaseCurrency = totalInterestInBaseCurrency.plus( |
|||
interest.mul(exchangeRateAtOrderDate ?? 1) |
|||
); |
|||
} else if (order.type === 'ITEM') { |
|||
const valuables = order.quantity.mul(order.unitPrice); |
|||
|
|||
totalValuables = totalValuables.plus(valuables); |
|||
totalValuablesInBaseCurrency = totalValuablesInBaseCurrency.plus( |
|||
valuables.mul(exchangeRateAtOrderDate ?? 1) |
|||
); |
|||
} else if (order.type === 'LIABILITY') { |
|||
const liabilities = order.quantity.mul(order.unitPrice); |
|||
|
|||
totalLiabilities = totalLiabilities.plus(liabilities); |
|||
totalLiabilitiesInBaseCurrency = totalLiabilitiesInBaseCurrency.plus( |
|||
liabilities.mul(exchangeRateAtOrderDate ?? 1) |
|||
); |
|||
} |
|||
|
|||
if (order.itemType === 'start') { |
|||
// Take the unit price of the order as the market price if there are no
|
|||
// orders of this symbol before the start date
|
|||
order.unitPrice = |
|||
indexOfStartOrder === 0 |
|||
? orders[i + 1]?.unitPrice |
|||
: unitPriceAtStartDate; |
|||
} |
|||
|
|||
if (order.fee) { |
|||
order.feeInBaseCurrency = order.fee.mul(currentExchangeRate ?? 1); |
|||
order.feeInBaseCurrencyWithCurrencyEffect = order.fee.mul( |
|||
exchangeRateAtOrderDate ?? 1 |
|||
); |
|||
} |
|||
|
|||
const unitPrice = ['BUY', 'SELL'].includes(order.type) |
|||
? order.unitPrice |
|||
: order.unitPriceFromMarketData; |
|||
|
|||
if (unitPrice) { |
|||
order.unitPriceInBaseCurrency = unitPrice.mul(currentExchangeRate ?? 1); |
|||
|
|||
order.unitPriceInBaseCurrencyWithCurrencyEffect = unitPrice.mul( |
|||
exchangeRateAtOrderDate ?? 1 |
|||
); |
|||
} |
|||
|
|||
const valueOfInvestmentBeforeTransaction = totalUnits.mul( |
|||
order.unitPriceInBaseCurrency |
|||
); |
|||
|
|||
const valueOfInvestmentBeforeTransactionWithCurrencyEffect = |
|||
totalUnits.mul(order.unitPriceInBaseCurrencyWithCurrencyEffect); |
|||
|
|||
if (!investmentAtStartDate && i >= indexOfStartOrder) { |
|||
investmentAtStartDate = totalInvestment ?? new Big(0); |
|||
|
|||
investmentAtStartDateWithCurrencyEffect = |
|||
totalInvestmentWithCurrencyEffect ?? new Big(0); |
|||
|
|||
valueAtStartDate = valueOfInvestmentBeforeTransaction; |
|||
|
|||
valueAtStartDateWithCurrencyEffect = |
|||
valueOfInvestmentBeforeTransactionWithCurrencyEffect; |
|||
} |
|||
|
|||
let transactionInvestment = new Big(0); |
|||
let transactionInvestmentWithCurrencyEffect = new Big(0); |
|||
|
|||
if (order.type === 'BUY') { |
|||
transactionInvestment = order.quantity |
|||
.mul(order.unitPriceInBaseCurrency) |
|||
.mul(getFactor(order.type)); |
|||
|
|||
transactionInvestmentWithCurrencyEffect = order.quantity |
|||
.mul(order.unitPriceInBaseCurrencyWithCurrencyEffect) |
|||
.mul(getFactor(order.type)); |
|||
|
|||
totalQuantityFromBuyTransactions = |
|||
totalQuantityFromBuyTransactions.plus(order.quantity); |
|||
|
|||
totalInvestmentFromBuyTransactions = |
|||
totalInvestmentFromBuyTransactions.plus(transactionInvestment); |
|||
|
|||
totalInvestmentFromBuyTransactionsWithCurrencyEffect = |
|||
totalInvestmentFromBuyTransactionsWithCurrencyEffect.plus( |
|||
transactionInvestmentWithCurrencyEffect |
|||
); |
|||
} else if (order.type === 'SELL') { |
|||
if (totalUnits.gt(0)) { |
|||
transactionInvestment = totalInvestment |
|||
.div(totalUnits) |
|||
.mul(order.quantity) |
|||
.mul(getFactor(order.type)); |
|||
transactionInvestmentWithCurrencyEffect = |
|||
totalInvestmentWithCurrencyEffect |
|||
.div(totalUnits) |
|||
.mul(order.quantity) |
|||
.mul(getFactor(order.type)); |
|||
} |
|||
} |
|||
|
|||
if (PortfolioCalculator.ENABLE_LOGGING) { |
|||
console.log('order.quantity', order.quantity.toNumber()); |
|||
console.log('transactionInvestment', transactionInvestment.toNumber()); |
|||
|
|||
console.log( |
|||
'transactionInvestmentWithCurrencyEffect', |
|||
transactionInvestmentWithCurrencyEffect.toNumber() |
|||
); |
|||
} |
|||
|
|||
const totalInvestmentBeforeTransaction = totalInvestment; |
|||
|
|||
const totalInvestmentBeforeTransactionWithCurrencyEffect = |
|||
totalInvestmentWithCurrencyEffect; |
|||
|
|||
totalInvestment = totalInvestment.plus(transactionInvestment); |
|||
|
|||
totalInvestmentWithCurrencyEffect = |
|||
totalInvestmentWithCurrencyEffect.plus( |
|||
transactionInvestmentWithCurrencyEffect |
|||
); |
|||
|
|||
if (i >= indexOfStartOrder && !initialValue) { |
|||
if ( |
|||
i === indexOfStartOrder && |
|||
!valueOfInvestmentBeforeTransaction.eq(0) |
|||
) { |
|||
initialValue = valueOfInvestmentBeforeTransaction; |
|||
|
|||
initialValueWithCurrencyEffect = |
|||
valueOfInvestmentBeforeTransactionWithCurrencyEffect; |
|||
} else if (transactionInvestment.gt(0)) { |
|||
initialValue = transactionInvestment; |
|||
|
|||
initialValueWithCurrencyEffect = |
|||
transactionInvestmentWithCurrencyEffect; |
|||
} |
|||
} |
|||
|
|||
fees = fees.plus(order.feeInBaseCurrency ?? 0); |
|||
|
|||
feesWithCurrencyEffect = feesWithCurrencyEffect.plus( |
|||
order.feeInBaseCurrencyWithCurrencyEffect ?? 0 |
|||
); |
|||
|
|||
totalUnits = totalUnits.plus(order.quantity.mul(getFactor(order.type))); |
|||
|
|||
const valueOfInvestment = totalUnits.mul(order.unitPriceInBaseCurrency); |
|||
|
|||
const valueOfInvestmentWithCurrencyEffect = totalUnits.mul( |
|||
order.unitPriceInBaseCurrencyWithCurrencyEffect |
|||
); |
|||
|
|||
const grossPerformanceFromSell = |
|||
order.type === 'SELL' |
|||
? order.unitPriceInBaseCurrency |
|||
.minus(lastAveragePrice) |
|||
.mul(order.quantity) |
|||
: new Big(0); |
|||
|
|||
const grossPerformanceFromSellWithCurrencyEffect = |
|||
order.type === 'SELL' |
|||
? order.unitPriceInBaseCurrencyWithCurrencyEffect |
|||
.minus(lastAveragePriceWithCurrencyEffect) |
|||
.mul(order.quantity) |
|||
: new Big(0); |
|||
|
|||
grossPerformanceFromSells = grossPerformanceFromSells.plus( |
|||
grossPerformanceFromSell |
|||
); |
|||
|
|||
grossPerformanceFromSellsWithCurrencyEffect = |
|||
grossPerformanceFromSellsWithCurrencyEffect.plus( |
|||
grossPerformanceFromSellWithCurrencyEffect |
|||
); |
|||
|
|||
lastAveragePrice = totalQuantityFromBuyTransactions.eq(0) |
|||
? new Big(0) |
|||
: totalInvestmentFromBuyTransactions.div( |
|||
totalQuantityFromBuyTransactions |
|||
); |
|||
|
|||
lastAveragePriceWithCurrencyEffect = totalQuantityFromBuyTransactions.eq( |
|||
0 |
|||
) |
|||
? new Big(0) |
|||
: totalInvestmentFromBuyTransactionsWithCurrencyEffect.div( |
|||
totalQuantityFromBuyTransactions |
|||
); |
|||
|
|||
if (PortfolioCalculator.ENABLE_LOGGING) { |
|||
console.log( |
|||
'grossPerformanceFromSells', |
|||
grossPerformanceFromSells.toNumber() |
|||
); |
|||
console.log( |
|||
'grossPerformanceFromSellWithCurrencyEffect', |
|||
grossPerformanceFromSellWithCurrencyEffect.toNumber() |
|||
); |
|||
} |
|||
|
|||
const newGrossPerformance = valueOfInvestment |
|||
.minus(totalInvestment) |
|||
.plus(grossPerformanceFromSells); |
|||
|
|||
const newGrossPerformanceWithCurrencyEffect = |
|||
valueOfInvestmentWithCurrencyEffect |
|||
.minus(totalInvestmentWithCurrencyEffect) |
|||
.plus(grossPerformanceFromSellsWithCurrencyEffect); |
|||
|
|||
grossPerformance = newGrossPerformance; |
|||
|
|||
grossPerformanceWithCurrencyEffect = |
|||
newGrossPerformanceWithCurrencyEffect; |
|||
|
|||
if (order.itemType === 'start') { |
|||
feesAtStartDate = fees; |
|||
feesAtStartDateWithCurrencyEffect = feesWithCurrencyEffect; |
|||
grossPerformanceAtStartDate = grossPerformance; |
|||
|
|||
grossPerformanceAtStartDateWithCurrencyEffect = |
|||
grossPerformanceWithCurrencyEffect; |
|||
} |
|||
|
|||
if (i > indexOfStartOrder) { |
|||
// Only consider periods with an investment for the calculation of
|
|||
// the time weighted investment
|
|||
if ( |
|||
valueOfInvestmentBeforeTransaction.gt(0) && |
|||
['BUY', 'SELL'].includes(order.type) |
|||
) { |
|||
// Calculate the number of days since the previous order
|
|||
const orderDate = new Date(order.date); |
|||
const previousOrderDate = new Date(orders[i - 1].date); |
|||
|
|||
let daysSinceLastOrder = differenceInDays( |
|||
orderDate, |
|||
previousOrderDate |
|||
); |
|||
if (daysSinceLastOrder <= 0) { |
|||
// The time between two activities on the same day is unknown
|
|||
// -> Set it to the smallest floating point number greater than 0
|
|||
daysSinceLastOrder = Number.EPSILON; |
|||
} |
|||
|
|||
// Sum up the total investment days since the start date to calculate
|
|||
// the time weighted investment
|
|||
totalInvestmentDays += daysSinceLastOrder; |
|||
|
|||
sumOfTimeWeightedInvestments = sumOfTimeWeightedInvestments.add( |
|||
valueAtStartDate |
|||
.minus(investmentAtStartDate) |
|||
.plus(totalInvestmentBeforeTransaction) |
|||
.mul(daysSinceLastOrder) |
|||
); |
|||
|
|||
sumOfTimeWeightedInvestmentsWithCurrencyEffect = |
|||
sumOfTimeWeightedInvestmentsWithCurrencyEffect.add( |
|||
valueAtStartDateWithCurrencyEffect |
|||
.minus(investmentAtStartDateWithCurrencyEffect) |
|||
.plus(totalInvestmentBeforeTransactionWithCurrencyEffect) |
|||
.mul(daysSinceLastOrder) |
|||
); |
|||
} |
|||
|
|||
currentValues[order.date] = valueOfInvestment; |
|||
|
|||
currentValuesWithCurrencyEffect[order.date] = |
|||
valueOfInvestmentWithCurrencyEffect; |
|||
|
|||
netPerformanceValues[order.date] = grossPerformance |
|||
.minus(grossPerformanceAtStartDate) |
|||
.minus(fees.minus(feesAtStartDate)); |
|||
|
|||
netPerformanceValuesWithCurrencyEffect[order.date] = |
|||
grossPerformanceWithCurrencyEffect |
|||
.minus(grossPerformanceAtStartDateWithCurrencyEffect) |
|||
.minus( |
|||
feesWithCurrencyEffect.minus(feesAtStartDateWithCurrencyEffect) |
|||
); |
|||
|
|||
investmentValuesAccumulated[order.date] = totalInvestment; |
|||
|
|||
investmentValuesAccumulatedWithCurrencyEffect[order.date] = |
|||
totalInvestmentWithCurrencyEffect; |
|||
|
|||
investmentValuesWithCurrencyEffect[order.date] = ( |
|||
investmentValuesWithCurrencyEffect[order.date] ?? new Big(0) |
|||
).add(transactionInvestmentWithCurrencyEffect); |
|||
|
|||
timeWeightedInvestmentValues[order.date] = |
|||
totalInvestmentDays > 0 |
|||
? sumOfTimeWeightedInvestments.div(totalInvestmentDays) |
|||
: new Big(0); |
|||
|
|||
timeWeightedInvestmentValuesWithCurrencyEffect[order.date] = |
|||
totalInvestmentDays > 0 |
|||
? sumOfTimeWeightedInvestmentsWithCurrencyEffect.div( |
|||
totalInvestmentDays |
|||
) |
|||
: new Big(0); |
|||
} |
|||
|
|||
if (PortfolioCalculator.ENABLE_LOGGING) { |
|||
console.log('totalInvestment', totalInvestment.toNumber()); |
|||
|
|||
console.log( |
|||
'totalInvestmentWithCurrencyEffect', |
|||
totalInvestmentWithCurrencyEffect.toNumber() |
|||
); |
|||
|
|||
console.log( |
|||
'totalGrossPerformance', |
|||
grossPerformance.minus(grossPerformanceAtStartDate).toNumber() |
|||
); |
|||
|
|||
console.log( |
|||
'totalGrossPerformanceWithCurrencyEffect', |
|||
grossPerformanceWithCurrencyEffect |
|||
.minus(grossPerformanceAtStartDateWithCurrencyEffect) |
|||
.toNumber() |
|||
); |
|||
} |
|||
|
|||
if (i === indexOfEndOrder) { |
|||
break; |
|||
} |
|||
} |
|||
|
|||
const totalGrossPerformance = grossPerformance.minus( |
|||
grossPerformanceAtStartDate |
|||
); |
|||
|
|||
const totalGrossPerformanceWithCurrencyEffect = |
|||
grossPerformanceWithCurrencyEffect.minus( |
|||
grossPerformanceAtStartDateWithCurrencyEffect |
|||
); |
|||
|
|||
const totalNetPerformance = grossPerformance |
|||
.minus(grossPerformanceAtStartDate) |
|||
.minus(fees.minus(feesAtStartDate)); |
|||
|
|||
const timeWeightedAverageInvestmentBetweenStartAndEndDate = |
|||
totalInvestmentDays > 0 |
|||
? sumOfTimeWeightedInvestments.div(totalInvestmentDays) |
|||
: new Big(0); |
|||
|
|||
const timeWeightedAverageInvestmentBetweenStartAndEndDateWithCurrencyEffect = |
|||
totalInvestmentDays > 0 |
|||
? sumOfTimeWeightedInvestmentsWithCurrencyEffect.div( |
|||
totalInvestmentDays |
|||
) |
|||
: new Big(0); |
|||
|
|||
const grossPerformancePercentage = |
|||
timeWeightedAverageInvestmentBetweenStartAndEndDate.gt(0) |
|||
? totalGrossPerformance.div( |
|||
timeWeightedAverageInvestmentBetweenStartAndEndDate |
|||
) |
|||
: new Big(0); |
|||
|
|||
const grossPerformancePercentageWithCurrencyEffect = |
|||
timeWeightedAverageInvestmentBetweenStartAndEndDateWithCurrencyEffect.gt( |
|||
0 |
|||
) |
|||
? totalGrossPerformanceWithCurrencyEffect.div( |
|||
timeWeightedAverageInvestmentBetweenStartAndEndDateWithCurrencyEffect |
|||
) |
|||
: new Big(0); |
|||
|
|||
const feesPerUnit = totalUnits.gt(0) |
|||
? fees.minus(feesAtStartDate).div(totalUnits) |
|||
: new Big(0); |
|||
|
|||
const feesPerUnitWithCurrencyEffect = totalUnits.gt(0) |
|||
? feesWithCurrencyEffect |
|||
.minus(feesAtStartDateWithCurrencyEffect) |
|||
.div(totalUnits) |
|||
: new Big(0); |
|||
|
|||
const netPerformancePercentage = |
|||
timeWeightedAverageInvestmentBetweenStartAndEndDate.gt(0) |
|||
? totalNetPerformance.div( |
|||
timeWeightedAverageInvestmentBetweenStartAndEndDate |
|||
) |
|||
: new Big(0); |
|||
|
|||
const netPerformancePercentageWithCurrencyEffectMap: { |
|||
[key: DateRange]: Big; |
|||
} = {}; |
|||
|
|||
const netPerformanceWithCurrencyEffectMap: { |
|||
[key: DateRange]: Big; |
|||
} = {}; |
|||
|
|||
for (const dateRange of <DateRange[]>[ |
|||
'1d', |
|||
'1y', |
|||
'5y', |
|||
'max', |
|||
'mtd', |
|||
'wtd', |
|||
'ytd' |
|||
// TODO:
|
|||
// ...eachYearOfInterval({ end, start })
|
|||
// .filter((date) => {
|
|||
// return !isThisYear(date);
|
|||
// })
|
|||
// .map((date) => {
|
|||
// return format(date, 'yyyy');
|
|||
// })
|
|||
]) { |
|||
// TODO: getIntervalFromDateRange(dateRange, start)
|
|||
let { endDate, startDate } = getIntervalFromDateRange(dateRange); |
|||
|
|||
if (isBefore(startDate, start)) { |
|||
startDate = start; |
|||
} |
|||
|
|||
const currentValuesAtDateRangeStartWithCurrencyEffect = |
|||
currentValuesWithCurrencyEffect[format(startDate, DATE_FORMAT)] ?? |
|||
new Big(0); |
|||
|
|||
const investmentValuesAccumulatedAtStartDateWithCurrencyEffect = |
|||
investmentValuesAccumulatedWithCurrencyEffect[ |
|||
format(startDate, DATE_FORMAT) |
|||
] ?? new Big(0); |
|||
|
|||
const grossPerformanceAtDateRangeStartWithCurrencyEffect = |
|||
currentValuesAtDateRangeStartWithCurrencyEffect.minus( |
|||
investmentValuesAccumulatedAtStartDateWithCurrencyEffect |
|||
); |
|||
|
|||
const dates = eachDayOfInterval({ |
|||
end: endDate, |
|||
start: startDate |
|||
}).map((date) => { |
|||
return format(date, DATE_FORMAT); |
|||
}); |
|||
|
|||
let average = new Big(0); |
|||
let dayCount = 0; |
|||
|
|||
for (const date of dates) { |
|||
if ( |
|||
investmentValuesAccumulatedWithCurrencyEffect[date] instanceof Big && |
|||
investmentValuesAccumulatedWithCurrencyEffect[date].gt(0) |
|||
) { |
|||
average = average.add( |
|||
investmentValuesAccumulatedWithCurrencyEffect[date].add( |
|||
grossPerformanceAtDateRangeStartWithCurrencyEffect |
|||
) |
|||
); |
|||
|
|||
dayCount++; |
|||
} |
|||
} |
|||
|
|||
if (dayCount > 0) { |
|||
average = average.div(dayCount); |
|||
} |
|||
|
|||
netPerformanceWithCurrencyEffectMap[dateRange] = |
|||
netPerformanceValuesWithCurrencyEffect[ |
|||
format(endDate, DATE_FORMAT) |
|||
]?.minus( |
|||
// If the date range is 'max', take 0 as a start value. Otherwise,
|
|||
// the value of the end of the day of the start date is taken which
|
|||
// differs from the buying price.
|
|||
dateRange === 'max' |
|||
? new Big(0) |
|||
: (netPerformanceValuesWithCurrencyEffect[ |
|||
format(startDate, DATE_FORMAT) |
|||
] ?? new Big(0)) |
|||
) ?? new Big(0); |
|||
|
|||
netPerformancePercentageWithCurrencyEffectMap[dateRange] = average.gt(0) |
|||
? netPerformanceWithCurrencyEffectMap[dateRange].div(average) |
|||
: new Big(0); |
|||
} |
|||
|
|||
if (PortfolioCalculator.ENABLE_LOGGING) { |
|||
console.log( |
|||
` |
|||
${symbol} |
|||
Unit price: ${orders[indexOfStartOrder].unitPrice.toFixed( |
|||
2 |
|||
)} -> ${unitPriceAtEndDate.toFixed(2)} |
|||
Total investment: ${totalInvestment.toFixed(2)} |
|||
Total investment with currency effect: ${totalInvestmentWithCurrencyEffect.toFixed( |
|||
2 |
|||
)} |
|||
Time weighted investment: ${timeWeightedAverageInvestmentBetweenStartAndEndDate.toFixed( |
|||
2 |
|||
)} |
|||
Time weighted investment with currency effect: ${timeWeightedAverageInvestmentBetweenStartAndEndDateWithCurrencyEffect.toFixed( |
|||
2 |
|||
)} |
|||
Total dividend: ${totalDividend.toFixed(2)} |
|||
Gross performance: ${totalGrossPerformance.toFixed( |
|||
2 |
|||
)} / ${grossPerformancePercentage.mul(100).toFixed(2)}% |
|||
Gross performance with currency effect: ${totalGrossPerformanceWithCurrencyEffect.toFixed( |
|||
2 |
|||
)} / ${grossPerformancePercentageWithCurrencyEffect |
|||
.mul(100) |
|||
.toFixed(2)}% |
|||
Fees per unit: ${feesPerUnit.toFixed(2)} |
|||
Fees per unit with currency effect: ${feesPerUnitWithCurrencyEffect.toFixed( |
|||
2 |
|||
)} |
|||
Net performance: ${totalNetPerformance.toFixed( |
|||
2 |
|||
)} / ${netPerformancePercentage.mul(100).toFixed(2)}% |
|||
Net performance with currency effect: ${netPerformancePercentageWithCurrencyEffectMap[ |
|||
'max' |
|||
].toFixed(2)}%` |
|||
); |
|||
} |
|||
|
|||
return { |
|||
currentValues, |
|||
currentValuesWithCurrencyEffect, |
|||
feesWithCurrencyEffect, |
|||
grossPerformancePercentage, |
|||
grossPerformancePercentageWithCurrencyEffect, |
|||
initialValue, |
|||
initialValueWithCurrencyEffect, |
|||
investmentValuesAccumulated, |
|||
investmentValuesAccumulatedWithCurrencyEffect, |
|||
investmentValuesWithCurrencyEffect, |
|||
netPerformancePercentage, |
|||
netPerformancePercentageWithCurrencyEffectMap, |
|||
netPerformanceValues, |
|||
netPerformanceValuesWithCurrencyEffect, |
|||
netPerformanceWithCurrencyEffectMap, |
|||
timeWeightedInvestmentValues, |
|||
timeWeightedInvestmentValuesWithCurrencyEffect, |
|||
totalAccountBalanceInBaseCurrency, |
|||
totalDividend, |
|||
totalDividendInBaseCurrency, |
|||
totalInterest, |
|||
totalInterestInBaseCurrency, |
|||
totalInvestment, |
|||
totalInvestmentWithCurrencyEffect, |
|||
totalLiabilities, |
|||
totalLiabilitiesInBaseCurrency, |
|||
totalValuables, |
|||
totalValuablesInBaseCurrency, |
|||
grossPerformance: totalGrossPerformance, |
|||
grossPerformanceWithCurrencyEffect: |
|||
totalGrossPerformanceWithCurrencyEffect, |
|||
hasErrors: totalUnits.gt(0) && (!initialValue || !unitPriceAtEndDate), |
|||
netPerformance: totalNetPerformance, |
|||
timeWeightedInvestment: |
|||
timeWeightedAverageInvestmentBetweenStartAndEndDate, |
|||
timeWeightedInvestmentWithCurrencyEffect: |
|||
timeWeightedAverageInvestmentBetweenStartAndEndDateWithCurrencyEffect |
|||
}; |
|||
} |
|||
} |
|||
@ -1,19 +0,0 @@ |
|||
import { ResponseError, TimelinePosition } from '@ghostfolio/common/interfaces'; |
|||
|
|||
import Big from 'big.js'; |
|||
|
|||
export interface CurrentPositions extends ResponseError { |
|||
positions: TimelinePosition[]; |
|||
grossPerformance: Big; |
|||
grossPerformanceWithCurrencyEffect: Big; |
|||
grossPerformancePercentage: Big; |
|||
grossPerformancePercentageWithCurrencyEffect: Big; |
|||
netAnnualizedPerformance?: Big; |
|||
netAnnualizedPerformanceWithCurrencyEffect?: Big; |
|||
netPerformance: Big; |
|||
netPerformanceWithCurrencyEffect: Big; |
|||
netPerformancePercentage: Big; |
|||
netPerformancePercentageWithCurrencyEffect: Big; |
|||
currentValue: Big; |
|||
totalInvestment: Big; |
|||
} |
|||
@ -1,6 +1,6 @@ |
|||
import { UniqueAsset } from '@ghostfolio/common/interfaces'; |
|||
import { AssetProfileIdentifier } from '@ghostfolio/common/interfaces'; |
|||
|
|||
export interface GetValueObject extends UniqueAsset { |
|||
export interface GetValueObject extends AssetProfileIdentifier { |
|||
date: Date; |
|||
marketPrice: number; |
|||
} |
|||
|
|||
@ -1,11 +1,12 @@ |
|||
import Big from 'big.js'; |
|||
import { Big } from 'big.js'; |
|||
|
|||
import { PortfolioOrder } from './portfolio-order.interface'; |
|||
|
|||
export interface PortfolioOrderItem extends PortfolioOrder { |
|||
feeInBaseCurrency?: Big; |
|||
feeInBaseCurrencyWithCurrencyEffect?: Big; |
|||
itemType?: '' | 'start' | 'end'; |
|||
itemType?: 'end' | 'start'; |
|||
unitPriceFromMarketData?: Big; |
|||
unitPriceInBaseCurrency?: Big; |
|||
unitPriceInBaseCurrencyWithCurrencyEffect?: Big; |
|||
} |
|||
@ -1,15 +1,12 @@ |
|||
import { DataSource, Tag, Type as TypeOfOrder } from '@prisma/client'; |
|||
import Big from 'big.js'; |
|||
import { Activity } from '@ghostfolio/api/app/order/interfaces/activities.interface'; |
|||
|
|||
export interface PortfolioOrder { |
|||
currency: string; |
|||
export interface PortfolioOrder extends Pick<Activity, 'tags' | 'type'> { |
|||
date: string; |
|||
dataSource: DataSource; |
|||
fee: Big; |
|||
name: string; |
|||
quantity: Big; |
|||
symbol: string; |
|||
tags?: Tag[]; |
|||
type: TypeOfOrder; |
|||
SymbolProfile: Pick< |
|||
Activity['SymbolProfile'], |
|||
'currency' | 'dataSource' | 'name' | 'symbol' |
|||
>; |
|||
unitPrice: Big; |
|||
} |
|||
|
|||
@ -1,5 +0,0 @@ |
|||
import { Position } from '@ghostfolio/common/interfaces'; |
|||
|
|||
export interface PortfolioPositions { |
|||
positions: Position[]; |
|||
} |
|||
@ -1,6 +1,12 @@ |
|||
import { Big } from 'big.js'; |
|||
|
|||
import { TransactionPointSymbol } from './transaction-point-symbol.interface'; |
|||
|
|||
export interface TransactionPoint { |
|||
date: string; |
|||
fees: Big; |
|||
interest: Big; |
|||
items: TransactionPointSymbol[]; |
|||
liabilities: Big; |
|||
valuables: Big; |
|||
} |
|||
|
|||
@ -1,150 +0,0 @@ |
|||
import { CurrentRateService } from '@ghostfolio/api/app/portfolio/current-rate.service'; |
|||
import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service'; |
|||
import { parseDate } from '@ghostfolio/common/helper'; |
|||
|
|||
import Big from 'big.js'; |
|||
|
|||
import { CurrentRateServiceMock } from './current-rate.service.mock'; |
|||
import { PortfolioCalculator } from './portfolio-calculator'; |
|||
|
|||
jest.mock('@ghostfolio/api/app/portfolio/current-rate.service', () => { |
|||
return { |
|||
// eslint-disable-next-line @typescript-eslint/naming-convention
|
|||
CurrentRateService: jest.fn().mockImplementation(() => { |
|||
return CurrentRateServiceMock; |
|||
}) |
|||
}; |
|||
}); |
|||
|
|||
describe('PortfolioCalculator', () => { |
|||
let currentRateService: CurrentRateService; |
|||
let exchangeRateDataService: ExchangeRateDataService; |
|||
|
|||
beforeEach(() => { |
|||
currentRateService = new CurrentRateService(null, null); |
|||
|
|||
exchangeRateDataService = new ExchangeRateDataService( |
|||
null, |
|||
null, |
|||
null, |
|||
null |
|||
); |
|||
}); |
|||
|
|||
describe('get current positions', () => { |
|||
it.only('with BALN.SW buy and sell', async () => { |
|||
const portfolioCalculator = new PortfolioCalculator({ |
|||
currentRateService, |
|||
exchangeRateDataService, |
|||
currency: 'CHF', |
|||
orders: [ |
|||
{ |
|||
currency: 'CHF', |
|||
date: '2021-11-22', |
|||
dataSource: 'YAHOO', |
|||
fee: new Big(1.55), |
|||
name: 'Bâloise Holding AG', |
|||
quantity: new Big(2), |
|||
symbol: 'BALN.SW', |
|||
type: 'BUY', |
|||
unitPrice: new Big(142.9) |
|||
}, |
|||
{ |
|||
currency: 'CHF', |
|||
date: '2021-11-30', |
|||
dataSource: 'YAHOO', |
|||
fee: new Big(1.65), |
|||
name: 'Bâloise Holding AG', |
|||
quantity: new Big(2), |
|||
symbol: 'BALN.SW', |
|||
type: 'SELL', |
|||
unitPrice: new Big(136.6) |
|||
} |
|||
] |
|||
}); |
|||
|
|||
portfolioCalculator.computeTransactionPoints(); |
|||
|
|||
const spy = jest |
|||
.spyOn(Date, 'now') |
|||
.mockImplementation(() => parseDate('2021-12-18').getTime()); |
|||
|
|||
const chartData = await portfolioCalculator.getChartData({ |
|||
start: parseDate('2021-11-22') |
|||
}); |
|||
|
|||
const currentPositions = await portfolioCalculator.getCurrentPositions( |
|||
parseDate('2021-11-22') |
|||
); |
|||
|
|||
const investments = portfolioCalculator.getInvestments(); |
|||
|
|||
const investmentsByMonth = portfolioCalculator.getInvestmentsByGroup({ |
|||
data: chartData, |
|||
groupBy: 'month' |
|||
}); |
|||
|
|||
spy.mockRestore(); |
|||
|
|||
expect(currentPositions).toEqual({ |
|||
currentValue: new Big('0'), |
|||
errors: [], |
|||
grossPerformance: new Big('-12.6'), |
|||
grossPerformancePercentage: new Big('-0.0440867739678096571'), |
|||
grossPerformancePercentageWithCurrencyEffect: new Big( |
|||
'-0.0440867739678096571' |
|||
), |
|||
grossPerformanceWithCurrencyEffect: new Big('-12.6'), |
|||
hasErrors: false, |
|||
netPerformance: new Big('-15.8'), |
|||
netPerformancePercentage: new Big('-0.0552834149755073478'), |
|||
netPerformancePercentageWithCurrencyEffect: new Big( |
|||
'-0.0552834149755073478' |
|||
), |
|||
netPerformanceWithCurrencyEffect: new Big('-15.8'), |
|||
positions: [ |
|||
{ |
|||
averagePrice: new Big('0'), |
|||
currency: 'CHF', |
|||
dataSource: 'YAHOO', |
|||
fee: new Big('3.2'), |
|||
firstBuyDate: '2021-11-22', |
|||
grossPerformance: new Big('-12.6'), |
|||
grossPerformancePercentage: new Big('-0.0440867739678096571'), |
|||
grossPerformancePercentageWithCurrencyEffect: new Big( |
|||
'-0.0440867739678096571' |
|||
), |
|||
grossPerformanceWithCurrencyEffect: new Big('-12.6'), |
|||
investment: new Big('0'), |
|||
investmentWithCurrencyEffect: new Big('0'), |
|||
netPerformance: new Big('-15.8'), |
|||
netPerformancePercentage: new Big('-0.0552834149755073478'), |
|||
netPerformancePercentageWithCurrencyEffect: new Big( |
|||
'-0.0552834149755073478' |
|||
), |
|||
netPerformanceWithCurrencyEffect: new Big('-15.8'), |
|||
marketPrice: 148.9, |
|||
marketPriceInBaseCurrency: 148.9, |
|||
quantity: new Big('0'), |
|||
symbol: 'BALN.SW', |
|||
timeWeightedInvestment: new Big('285.8'), |
|||
timeWeightedInvestmentWithCurrencyEffect: new Big('285.8'), |
|||
transactionCount: 2 |
|||
} |
|||
], |
|||
totalInvestment: new Big('0'), |
|||
totalInvestmentWithCurrencyEffect: new Big('0') |
|||
}); |
|||
|
|||
expect(investments).toEqual([ |
|||
{ date: '2021-11-22', investment: new Big('285.8') }, |
|||
{ date: '2021-11-30', investment: new Big('0') } |
|||
]); |
|||
|
|||
expect(investmentsByMonth).toEqual([ |
|||
{ date: '2021-11-01', investment: 0 }, |
|||
{ date: '2021-12-01', investment: 0 } |
|||
]); |
|||
}); |
|||
}); |
|||
}); |
|||
@ -1,138 +0,0 @@ |
|||
import { CurrentRateService } from '@ghostfolio/api/app/portfolio/current-rate.service'; |
|||
import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service'; |
|||
import { parseDate } from '@ghostfolio/common/helper'; |
|||
|
|||
import Big from 'big.js'; |
|||
|
|||
import { CurrentRateServiceMock } from './current-rate.service.mock'; |
|||
import { PortfolioCalculator } from './portfolio-calculator'; |
|||
|
|||
jest.mock('@ghostfolio/api/app/portfolio/current-rate.service', () => { |
|||
return { |
|||
// eslint-disable-next-line @typescript-eslint/naming-convention
|
|||
CurrentRateService: jest.fn().mockImplementation(() => { |
|||
return CurrentRateServiceMock; |
|||
}) |
|||
}; |
|||
}); |
|||
|
|||
describe('PortfolioCalculator', () => { |
|||
let currentRateService: CurrentRateService; |
|||
let exchangeRateDataService: ExchangeRateDataService; |
|||
|
|||
beforeEach(() => { |
|||
currentRateService = new CurrentRateService(null, null); |
|||
|
|||
exchangeRateDataService = new ExchangeRateDataService( |
|||
null, |
|||
null, |
|||
null, |
|||
null |
|||
); |
|||
}); |
|||
|
|||
describe('get current positions', () => { |
|||
it.only('with BALN.SW buy', async () => { |
|||
const portfolioCalculator = new PortfolioCalculator({ |
|||
currentRateService, |
|||
exchangeRateDataService, |
|||
currency: 'CHF', |
|||
orders: [ |
|||
{ |
|||
currency: 'CHF', |
|||
date: '2021-11-30', |
|||
dataSource: 'YAHOO', |
|||
fee: new Big(1.55), |
|||
name: 'Bâloise Holding AG', |
|||
quantity: new Big(2), |
|||
symbol: 'BALN.SW', |
|||
type: 'BUY', |
|||
unitPrice: new Big(136.6) |
|||
} |
|||
] |
|||
}); |
|||
|
|||
portfolioCalculator.computeTransactionPoints(); |
|||
|
|||
const spy = jest |
|||
.spyOn(Date, 'now') |
|||
.mockImplementation(() => parseDate('2021-12-18').getTime()); |
|||
|
|||
const chartData = await portfolioCalculator.getChartData({ |
|||
start: parseDate('2021-11-30') |
|||
}); |
|||
|
|||
const currentPositions = await portfolioCalculator.getCurrentPositions( |
|||
parseDate('2021-11-30') |
|||
); |
|||
|
|||
const investments = portfolioCalculator.getInvestments(); |
|||
|
|||
const investmentsByMonth = portfolioCalculator.getInvestmentsByGroup({ |
|||
data: chartData, |
|||
groupBy: 'month' |
|||
}); |
|||
|
|||
spy.mockRestore(); |
|||
|
|||
expect(currentPositions).toEqual({ |
|||
currentValue: new Big('297.8'), |
|||
errors: [], |
|||
grossPerformance: new Big('24.6'), |
|||
grossPerformancePercentage: new Big('0.09004392386530014641'), |
|||
grossPerformancePercentageWithCurrencyEffect: new Big( |
|||
'0.09004392386530014641' |
|||
), |
|||
grossPerformanceWithCurrencyEffect: new Big('24.6'), |
|||
hasErrors: false, |
|||
netPerformance: new Big('23.05'), |
|||
netPerformancePercentage: new Big('0.08437042459736456808'), |
|||
netPerformancePercentageWithCurrencyEffect: new Big( |
|||
'0.08437042459736456808' |
|||
), |
|||
netPerformanceWithCurrencyEffect: new Big('23.05'), |
|||
positions: [ |
|||
{ |
|||
averagePrice: new Big('136.6'), |
|||
currency: 'CHF', |
|||
dataSource: 'YAHOO', |
|||
fee: new Big('1.55'), |
|||
firstBuyDate: '2021-11-30', |
|||
grossPerformance: new Big('24.6'), |
|||
grossPerformancePercentage: new Big('0.09004392386530014641'), |
|||
grossPerformancePercentageWithCurrencyEffect: new Big( |
|||
'0.09004392386530014641' |
|||
), |
|||
grossPerformanceWithCurrencyEffect: new Big('24.6'), |
|||
investment: new Big('273.2'), |
|||
investmentWithCurrencyEffect: new Big('273.2'), |
|||
netPerformance: new Big('23.05'), |
|||
netPerformancePercentage: new Big('0.08437042459736456808'), |
|||
netPerformancePercentageWithCurrencyEffect: new Big( |
|||
'0.08437042459736456808' |
|||
), |
|||
netPerformanceWithCurrencyEffect: new Big('23.05'), |
|||
marketPrice: 148.9, |
|||
marketPriceInBaseCurrency: 148.9, |
|||
quantity: new Big('2'), |
|||
symbol: 'BALN.SW', |
|||
timeWeightedInvestment: new Big('273.2'), |
|||
timeWeightedInvestmentWithCurrencyEffect: new Big('273.2'), |
|||
transactionCount: 1 |
|||
} |
|||
], |
|||
totalInvestment: new Big('273.2'), |
|||
totalInvestmentWithCurrencyEffect: new Big('273.2') |
|||
}); |
|||
|
|||
expect(investments).toEqual([ |
|||
{ date: '2021-11-30', investment: new Big('273.2') } |
|||
]); |
|||
|
|||
expect(investmentsByMonth).toEqual([ |
|||
{ date: '2021-11-01', investment: 273.2 }, |
|||
{ date: '2021-12-01', investment: 0 } |
|||
]); |
|||
}); |
|||
}); |
|||
}); |
|||
@ -1,175 +0,0 @@ |
|||
import { CurrentRateService } from '@ghostfolio/api/app/portfolio/current-rate.service'; |
|||
import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service'; |
|||
import { ExchangeRateDataServiceMock } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service.mock'; |
|||
import { parseDate } from '@ghostfolio/common/helper'; |
|||
|
|||
import Big from 'big.js'; |
|||
|
|||
import { CurrentRateServiceMock } from './current-rate.service.mock'; |
|||
import { PortfolioCalculator } from './portfolio-calculator'; |
|||
|
|||
jest.mock('@ghostfolio/api/app/portfolio/current-rate.service', () => { |
|||
return { |
|||
// eslint-disable-next-line @typescript-eslint/naming-convention
|
|||
CurrentRateService: jest.fn().mockImplementation(() => { |
|||
return CurrentRateServiceMock; |
|||
}) |
|||
}; |
|||
}); |
|||
|
|||
jest.mock( |
|||
'@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service', |
|||
() => { |
|||
return { |
|||
// eslint-disable-next-line @typescript-eslint/naming-convention
|
|||
ExchangeRateDataService: jest.fn().mockImplementation(() => { |
|||
return ExchangeRateDataServiceMock; |
|||
}) |
|||
}; |
|||
} |
|||
); |
|||
|
|||
describe('PortfolioCalculator', () => { |
|||
let currentRateService: CurrentRateService; |
|||
let exchangeRateDataService: ExchangeRateDataService; |
|||
|
|||
beforeEach(() => { |
|||
currentRateService = new CurrentRateService(null, null); |
|||
|
|||
exchangeRateDataService = new ExchangeRateDataService( |
|||
null, |
|||
null, |
|||
null, |
|||
null |
|||
); |
|||
}); |
|||
|
|||
describe('get current positions', () => { |
|||
it.only('with GOOGL buy', async () => { |
|||
const portfolioCalculator = new PortfolioCalculator({ |
|||
currentRateService, |
|||
exchangeRateDataService, |
|||
currency: 'CHF', |
|||
orders: [ |
|||
{ |
|||
currency: 'USD', |
|||
date: '2023-01-03', |
|||
dataSource: 'YAHOO', |
|||
fee: new Big(1), |
|||
name: 'Alphabet Inc.', |
|||
quantity: new Big(1), |
|||
symbol: 'GOOGL', |
|||
type: 'BUY', |
|||
unitPrice: new Big(89.12) |
|||
} |
|||
] |
|||
}); |
|||
|
|||
portfolioCalculator.computeTransactionPoints(); |
|||
|
|||
const spy = jest |
|||
.spyOn(Date, 'now') |
|||
.mockImplementation(() => parseDate('2023-07-10').getTime()); |
|||
|
|||
const chartData = await portfolioCalculator.getChartData({ |
|||
start: parseDate('2023-01-03') |
|||
}); |
|||
|
|||
const currentPositions = await portfolioCalculator.getCurrentPositions( |
|||
parseDate('2023-01-03') |
|||
); |
|||
|
|||
const investments = portfolioCalculator.getInvestments(); |
|||
|
|||
const investmentsByMonth = portfolioCalculator.getInvestmentsByGroup({ |
|||
data: chartData, |
|||
groupBy: 'month' |
|||
}); |
|||
|
|||
spy.mockRestore(); |
|||
|
|||
expect(currentPositions).toEqual({ |
|||
currentValue: new Big('103.10483'), |
|||
errors: [], |
|||
grossPerformance: new Big('27.33'), |
|||
grossPerformancePercentage: new Big('0.3066651705565529623'), |
|||
grossPerformancePercentageWithCurrencyEffect: new Big( |
|||
'0.25235044599563974109' |
|||
), |
|||
grossPerformanceWithCurrencyEffect: new Big('20.775774'), |
|||
hasErrors: false, |
|||
netPerformance: new Big('26.33'), |
|||
netPerformancePercentage: new Big('0.29544434470377019749'), |
|||
netPerformancePercentageWithCurrencyEffect: new Big( |
|||
'0.24112962014285697628' |
|||
), |
|||
netPerformanceWithCurrencyEffect: new Big('19.851974'), |
|||
positions: [ |
|||
{ |
|||
averagePrice: new Big('89.12'), |
|||
currency: 'USD', |
|||
dataSource: 'YAHOO', |
|||
fee: new Big('1'), |
|||
firstBuyDate: '2023-01-03', |
|||
grossPerformance: new Big('27.33'), |
|||
grossPerformancePercentage: new Big('0.3066651705565529623'), |
|||
grossPerformancePercentageWithCurrencyEffect: new Big( |
|||
'0.25235044599563974109' |
|||
), |
|||
grossPerformanceWithCurrencyEffect: new Big('20.775774'), |
|||
investment: new Big('89.12'), |
|||
investmentWithCurrencyEffect: new Big('82.329056'), |
|||
netPerformance: new Big('26.33'), |
|||
netPerformancePercentage: new Big('0.29544434470377019749'), |
|||
netPerformancePercentageWithCurrencyEffect: new Big( |
|||
'0.24112962014285697628' |
|||
), |
|||
netPerformanceWithCurrencyEffect: new Big('19.851974'), |
|||
marketPrice: 116.45, |
|||
marketPriceInBaseCurrency: 103.10483, |
|||
quantity: new Big('1'), |
|||
symbol: 'GOOGL', |
|||
tags: undefined, |
|||
timeWeightedInvestment: new Big('89.12'), |
|||
timeWeightedInvestmentWithCurrencyEffect: new Big('82.329056'), |
|||
transactionCount: 1 |
|||
} |
|||
], |
|||
totalInvestment: new Big('89.12'), |
|||
totalInvestmentWithCurrencyEffect: new Big('82.329056') |
|||
}); |
|||
|
|||
expect(investments).toEqual([ |
|||
{ date: '2023-01-03', investment: new Big('89.12') } |
|||
]); |
|||
|
|||
expect(investmentsByMonth).toEqual([ |
|||
{ date: '2023-01-01', investment: 82.329056 }, |
|||
{ |
|||
date: '2023-02-01', |
|||
investment: 0 |
|||
}, |
|||
{ |
|||
date: '2023-03-01', |
|||
investment: 0 |
|||
}, |
|||
{ |
|||
date: '2023-04-01', |
|||
investment: 0 |
|||
}, |
|||
{ |
|||
date: '2023-05-01', |
|||
investment: 0 |
|||
}, |
|||
{ |
|||
date: '2023-06-01', |
|||
investment: 0 |
|||
}, |
|||
{ |
|||
date: '2023-07-01', |
|||
investment: 0 |
|||
} |
|||
]); |
|||
}); |
|||
}); |
|||
}); |
|||
@ -1,86 +0,0 @@ |
|||
import { CurrentRateService } from '@ghostfolio/api/app/portfolio/current-rate.service'; |
|||
import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service'; |
|||
import { parseDate } from '@ghostfolio/common/helper'; |
|||
|
|||
import Big from 'big.js'; |
|||
|
|||
import { CurrentRateServiceMock } from './current-rate.service.mock'; |
|||
import { PortfolioCalculator } from './portfolio-calculator'; |
|||
|
|||
jest.mock('@ghostfolio/api/app/portfolio/current-rate.service', () => { |
|||
return { |
|||
// eslint-disable-next-line @typescript-eslint/naming-convention
|
|||
CurrentRateService: jest.fn().mockImplementation(() => { |
|||
return CurrentRateServiceMock; |
|||
}) |
|||
}; |
|||
}); |
|||
|
|||
describe('PortfolioCalculator', () => { |
|||
let currentRateService: CurrentRateService; |
|||
let exchangeRateDataService: ExchangeRateDataService; |
|||
|
|||
beforeEach(() => { |
|||
currentRateService = new CurrentRateService(null, null); |
|||
|
|||
exchangeRateDataService = new ExchangeRateDataService( |
|||
null, |
|||
null, |
|||
null, |
|||
null |
|||
); |
|||
}); |
|||
|
|||
describe('get current positions', () => { |
|||
it('with no orders', async () => { |
|||
const portfolioCalculator = new PortfolioCalculator({ |
|||
currentRateService, |
|||
exchangeRateDataService, |
|||
currency: 'CHF', |
|||
orders: [] |
|||
}); |
|||
|
|||
portfolioCalculator.computeTransactionPoints(); |
|||
|
|||
const spy = jest |
|||
.spyOn(Date, 'now') |
|||
.mockImplementation(() => parseDate('2021-12-18').getTime()); |
|||
|
|||
const chartData = await portfolioCalculator.getChartData({ |
|||
start: new Date() |
|||
}); |
|||
|
|||
const currentPositions = await portfolioCalculator.getCurrentPositions( |
|||
new Date() |
|||
); |
|||
|
|||
const investments = portfolioCalculator.getInvestments(); |
|||
|
|||
const investmentsByMonth = portfolioCalculator.getInvestmentsByGroup({ |
|||
data: chartData, |
|||
groupBy: 'month' |
|||
}); |
|||
|
|||
spy.mockRestore(); |
|||
|
|||
expect(currentPositions).toEqual({ |
|||
currentValue: new Big(0), |
|||
grossPerformance: new Big(0), |
|||
grossPerformancePercentage: new Big(0), |
|||
grossPerformancePercentageWithCurrencyEffect: new Big(0), |
|||
grossPerformanceWithCurrencyEffect: new Big(0), |
|||
hasErrors: false, |
|||
netPerformance: new Big(0), |
|||
netPerformancePercentage: new Big(0), |
|||
netPerformancePercentageWithCurrencyEffect: new Big(0), |
|||
netPerformanceWithCurrencyEffect: new Big(0), |
|||
positions: [], |
|||
totalInvestment: new Big(0) |
|||
}); |
|||
|
|||
expect(investments).toEqual([]); |
|||
|
|||
expect(investmentsByMonth).toEqual([]); |
|||
}); |
|||
}); |
|||
}); |
|||
@ -1,152 +0,0 @@ |
|||
import { CurrentRateService } from '@ghostfolio/api/app/portfolio/current-rate.service'; |
|||
import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service'; |
|||
import { parseDate } from '@ghostfolio/common/helper'; |
|||
|
|||
import Big from 'big.js'; |
|||
|
|||
import { CurrentRateServiceMock } from './current-rate.service.mock'; |
|||
import { PortfolioCalculator } from './portfolio-calculator'; |
|||
|
|||
jest.mock('@ghostfolio/api/app/portfolio/current-rate.service', () => { |
|||
return { |
|||
// eslint-disable-next-line @typescript-eslint/naming-convention
|
|||
CurrentRateService: jest.fn().mockImplementation(() => { |
|||
return CurrentRateServiceMock; |
|||
}) |
|||
}; |
|||
}); |
|||
|
|||
describe('PortfolioCalculator', () => { |
|||
let currentRateService: CurrentRateService; |
|||
let exchangeRateDataService: ExchangeRateDataService; |
|||
|
|||
beforeEach(() => { |
|||
currentRateService = new CurrentRateService(null, null); |
|||
|
|||
exchangeRateDataService = new ExchangeRateDataService( |
|||
null, |
|||
null, |
|||
null, |
|||
null |
|||
); |
|||
}); |
|||
|
|||
describe('get current positions', () => { |
|||
it.only('with NOVN.SW buy and sell partially', async () => { |
|||
const portfolioCalculator = new PortfolioCalculator({ |
|||
currentRateService, |
|||
exchangeRateDataService, |
|||
currency: 'CHF', |
|||
orders: [ |
|||
{ |
|||
currency: 'CHF', |
|||
date: '2022-03-07', |
|||
dataSource: 'YAHOO', |
|||
fee: new Big(1.3), |
|||
name: 'Novartis AG', |
|||
quantity: new Big(2), |
|||
symbol: 'NOVN.SW', |
|||
type: 'BUY', |
|||
unitPrice: new Big(75.8) |
|||
}, |
|||
{ |
|||
currency: 'CHF', |
|||
date: '2022-04-08', |
|||
dataSource: 'YAHOO', |
|||
fee: new Big(2.95), |
|||
name: 'Novartis AG', |
|||
quantity: new Big(1), |
|||
symbol: 'NOVN.SW', |
|||
type: 'SELL', |
|||
unitPrice: new Big(85.73) |
|||
} |
|||
] |
|||
}); |
|||
|
|||
portfolioCalculator.computeTransactionPoints(); |
|||
|
|||
const spy = jest |
|||
.spyOn(Date, 'now') |
|||
.mockImplementation(() => parseDate('2022-04-11').getTime()); |
|||
|
|||
const chartData = await portfolioCalculator.getChartData({ |
|||
start: parseDate('2022-03-07') |
|||
}); |
|||
|
|||
const currentPositions = await portfolioCalculator.getCurrentPositions( |
|||
parseDate('2022-03-07') |
|||
); |
|||
|
|||
const investments = portfolioCalculator.getInvestments(); |
|||
|
|||
const investmentsByMonth = portfolioCalculator.getInvestmentsByGroup({ |
|||
data: chartData, |
|||
groupBy: 'month' |
|||
}); |
|||
|
|||
spy.mockRestore(); |
|||
|
|||
expect(currentPositions).toEqual({ |
|||
currentValue: new Big('87.8'), |
|||
errors: [], |
|||
grossPerformance: new Big('21.93'), |
|||
grossPerformancePercentage: new Big('0.15113417083448194384'), |
|||
grossPerformancePercentageWithCurrencyEffect: new Big( |
|||
'0.15113417083448194384' |
|||
), |
|||
grossPerformanceWithCurrencyEffect: new Big('21.93'), |
|||
hasErrors: false, |
|||
netPerformance: new Big('17.68'), |
|||
netPerformancePercentage: new Big('0.12184460284330327256'), |
|||
netPerformancePercentageWithCurrencyEffect: new Big( |
|||
'0.12184460284330327256' |
|||
), |
|||
netPerformanceWithCurrencyEffect: new Big('17.68'), |
|||
positions: [ |
|||
{ |
|||
averagePrice: new Big('75.80'), |
|||
currency: 'CHF', |
|||
dataSource: 'YAHOO', |
|||
fee: new Big('4.25'), |
|||
firstBuyDate: '2022-03-07', |
|||
grossPerformance: new Big('21.93'), |
|||
grossPerformancePercentage: new Big('0.15113417083448194384'), |
|||
grossPerformancePercentageWithCurrencyEffect: new Big( |
|||
'0.15113417083448194384' |
|||
), |
|||
grossPerformanceWithCurrencyEffect: new Big('21.93'), |
|||
investment: new Big('75.80'), |
|||
investmentWithCurrencyEffect: new Big('75.80'), |
|||
netPerformance: new Big('17.68'), |
|||
netPerformancePercentage: new Big('0.12184460284330327256'), |
|||
netPerformancePercentageWithCurrencyEffect: new Big( |
|||
'0.12184460284330327256' |
|||
), |
|||
netPerformanceWithCurrencyEffect: new Big('17.68'), |
|||
marketPrice: 87.8, |
|||
marketPriceInBaseCurrency: 87.8, |
|||
quantity: new Big('1'), |
|||
symbol: 'NOVN.SW', |
|||
timeWeightedInvestment: new Big('145.10285714285714285714'), |
|||
timeWeightedInvestmentWithCurrencyEffect: new Big( |
|||
'145.10285714285714285714' |
|||
), |
|||
transactionCount: 2 |
|||
} |
|||
], |
|||
totalInvestment: new Big('75.80'), |
|||
totalInvestmentWithCurrencyEffect: new Big('75.80') |
|||
}); |
|||
|
|||
expect(investments).toEqual([ |
|||
{ date: '2022-03-07', investment: new Big('151.6') }, |
|||
{ date: '2022-04-08', investment: new Big('75.8') } |
|||
]); |
|||
|
|||
expect(investmentsByMonth).toEqual([ |
|||
{ date: '2022-03-01', investment: 151.6 }, |
|||
{ date: '2022-04-01', investment: -75.8 } |
|||
]); |
|||
}); |
|||
}); |
|||
}); |
|||
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Reference in new issue