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@ -22,6 +22,7 @@ import { |
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format, |
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isBefore, |
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isSameDay, |
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max, |
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subDays |
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} from 'date-fns'; |
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import { cloneDeep, first, isNumber, last, sortBy, uniq } from 'lodash'; |
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@ -449,16 +450,27 @@ export class PortfolioCalculator { |
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public async getCurrentPositions( |
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start: Date, |
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end = new Date(Date.now()) |
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end?: Date |
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): Promise<CurrentPositions> { |
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const transactionPointsBeforeEndDate = |
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this.transactionPoints?.filter((transactionPoint) => { |
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return isBefore(parseDate(transactionPoint.date), end); |
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}) ?? []; |
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const lastTransactionPoint = last(this.transactionPoints); |
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let endDate = end; |
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if (!endDate) { |
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endDate = new Date(Date.now()); |
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if (!transactionPointsBeforeEndDate.length) { |
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if (lastTransactionPoint) { |
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endDate = max([endDate, parseDate(lastTransactionPoint.date)]); |
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} |
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} |
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const transactionPoints = this.transactionPoints?.filter(({ date }) => { |
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return isBefore(parseDate(date), endDate); |
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}); |
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if (!transactionPoints.length) { |
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return { |
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currentValue: new Big(0), |
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currentValueInBaseCurrency: new Big(0), |
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grossPerformance: new Big(0), |
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grossPerformancePercentage: new Big(0), |
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grossPerformancePercentageWithCurrencyEffect: new Big(0), |
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@ -473,41 +485,40 @@ export class PortfolioCalculator { |
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}; |
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} |
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const lastTransactionPoint = |
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transactionPointsBeforeEndDate[transactionPointsBeforeEndDate.length - 1]; |
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const currencies: { [symbol: string]: string } = {}; |
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const dataGatheringItems: IDataGatheringItem[] = []; |
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let dates: Date[] = []; |
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let firstIndex = transactionPointsBeforeEndDate.length; |
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let firstIndex = transactionPoints.length; |
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let firstTransactionPoint: TransactionPoint = null; |
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dates.push(resetHours(start)); |
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for (const item of transactionPointsBeforeEndDate[firstIndex - 1].items) { |
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for (const { currency, dataSource, symbol } of transactionPoints[ |
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firstIndex - 1 |
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].items) { |
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dataGatheringItems.push({ |
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dataSource: item.dataSource, |
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symbol: item.symbol |
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dataSource, |
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symbol |
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}); |
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currencies[item.symbol] = item.currency; |
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currencies[symbol] = currency; |
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} |
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for (let i = 0; i < transactionPointsBeforeEndDate.length; i++) { |
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for (let i = 0; i < transactionPoints.length; i++) { |
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if ( |
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!isBefore(parseDate(transactionPointsBeforeEndDate[i].date), start) && |
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!isBefore(parseDate(transactionPoints[i].date), start) && |
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firstTransactionPoint === null |
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) { |
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firstTransactionPoint = transactionPointsBeforeEndDate[i]; |
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firstTransactionPoint = transactionPoints[i]; |
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firstIndex = i; |
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} |
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if (firstTransactionPoint !== null) { |
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dates.push( |
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resetHours(parseDate(transactionPointsBeforeEndDate[i].date)) |
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); |
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dates.push(resetHours(parseDate(transactionPoints[i].date))); |
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} |
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} |
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dates.push(resetHours(end)); |
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dates.push(resetHours(endDate)); |
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// Add dates of last week for fallback
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dates.push(subDays(resetHours(new Date()), 7)); |
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@ -534,7 +545,7 @@ export class PortfolioCalculator { |
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let exchangeRatesByCurrency = |
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await this.exchangeRateDataService.getExchangeRatesByCurrency({ |
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currencies: uniq(Object.values(currencies)), |
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endDate: endOfDay(end), |
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endDate: endOfDay(endDate), |
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startDate: parseDate(this.transactionPoints?.[0]?.date), |
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targetCurrency: this.currency |
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}); |
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@ -570,7 +581,7 @@ export class PortfolioCalculator { |
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} |
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} |
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const endDateString = format(end, DATE_FORMAT); |
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const endDateString = format(endDate, DATE_FORMAT); |
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if (firstIndex > 0) { |
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firstIndex--; |
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@ -582,9 +593,9 @@ export class PortfolioCalculator { |
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const errors: ResponseError['errors'] = []; |
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for (const item of lastTransactionPoint.items) { |
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const marketPriceInBaseCurrency = marketSymbolMap[endDateString]?.[ |
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item.symbol |
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]?.mul( |
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const marketPriceInBaseCurrency = ( |
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marketSymbolMap[endDateString]?.[item.symbol] ?? item.averagePrice |
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).mul( |
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exchangeRatesByCurrency[`${item.currency}${this.currency}`]?.[ |
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endDateString |
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] |
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@ -607,9 +618,9 @@ export class PortfolioCalculator { |
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totalInvestment, |
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totalInvestmentWithCurrencyEffect |
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} = this.getSymbolMetrics({ |
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end, |
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marketSymbolMap, |
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start, |
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end: endDate, |
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exchangeRates: |
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exchangeRatesByCurrency[`${item.currency}${this.currency}`], |
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symbol: item.symbol |
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@ -656,7 +667,10 @@ export class PortfolioCalculator { |
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quantity: item.quantity, |
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symbol: item.symbol, |
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tags: item.tags, |
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transactionCount: item.transactionCount |
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transactionCount: item.transactionCount, |
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valueInBaseCurrency: new Big(marketPriceInBaseCurrency).mul( |
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item.quantity |
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) |
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}); |
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if ( |
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@ -725,7 +739,7 @@ export class PortfolioCalculator { |
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} |
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private calculateOverallPerformance(positions: TimelinePosition[]) { |
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let currentValue = new Big(0); |
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let currentValueInBaseCurrency = new Big(0); |
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let grossPerformance = new Big(0); |
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let grossPerformanceWithCurrencyEffect = new Big(0); |
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let hasErrors = false; |
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@ -737,14 +751,9 @@ export class PortfolioCalculator { |
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let totalTimeWeightedInvestmentWithCurrencyEffect = new Big(0); |
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for (const currentPosition of positions) { |
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if ( |
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currentPosition.investment && |
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currentPosition.marketPriceInBaseCurrency |
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) { |
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currentValue = currentValue.plus( |
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new Big(currentPosition.marketPriceInBaseCurrency).mul( |
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currentPosition.quantity |
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) |
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if (currentPosition.valueInBaseCurrency) { |
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currentValueInBaseCurrency = currentValueInBaseCurrency.plus( |
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currentPosition.valueInBaseCurrency |
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); |
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} else { |
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hasErrors = true; |
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@ -801,7 +810,7 @@ export class PortfolioCalculator { |
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} |
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return { |
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currentValue, |
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currentValueInBaseCurrency, |
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grossPerformance, |
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grossPerformanceWithCurrencyEffect, |
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hasErrors, |
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Thomas Kaul
2 years ago
GitHub