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* Add exchange rate effects to portfolio calculation * Update changelog --------- Co-authored-by: Thomas Kaul <4159106+dtslvr@users.noreply.github.com>pull/2863/head
gizmodus
1 year ago
committed by
GitHub
GitHub
25 changed files with 1270 additions and 422 deletions
@ -1,5 +1,9 @@ |
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import Big from 'big.js'; |
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import { PortfolioOrder } from './portfolio-order.interface'; |
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export interface PortfolioOrderItem extends PortfolioOrder { |
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itemType?: '' | 'start' | 'end'; |
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unitPriceInBaseCurrency?: Big; |
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unitPriceInBaseCurrencyWithCurrencyEffect?: Big; |
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} |
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@ -0,0 +1,144 @@ |
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import { CurrentRateService } from '@ghostfolio/api/app/portfolio/current-rate.service'; |
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import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service'; |
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import { ExchangeRateDataServiceMock } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service.mock'; |
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import { parseDate } from '@ghostfolio/common/helper'; |
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import Big from 'big.js'; |
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import { CurrentRateServiceMock } from './current-rate.service.mock'; |
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import { PortfolioCalculator } from './portfolio-calculator'; |
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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( |
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'@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service', |
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() => { |
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return { |
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// eslint-disable-next-line @typescript-eslint/naming-convention
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ExchangeRateDataService: jest.fn().mockImplementation(() => { |
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return ExchangeRateDataServiceMock; |
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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 currentRateService: CurrentRateService; |
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let exchangeRateDataService: ExchangeRateDataService; |
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beforeEach(() => { |
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currentRateService = new CurrentRateService(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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}); |
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describe('get current positions', () => { |
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it.only('with GOOGL buy', async () => { |
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const portfolioCalculator = new PortfolioCalculator({ |
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currentRateService, |
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exchangeRateDataService, |
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currency: 'CHF', |
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orders: [ |
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{ |
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currency: 'USD', |
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date: '2023-01-03', |
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dataSource: 'YAHOO', |
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fee: new Big(1), |
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name: 'Alphabet Inc.', |
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quantity: new Big(1), |
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symbol: 'GOOGL', |
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type: 'BUY', |
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unitPrice: new Big(89.12) |
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} |
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] |
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}); |
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portfolioCalculator.computeTransactionPoints(); |
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const spy = jest |
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.spyOn(Date, 'now') |
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.mockImplementation(() => parseDate('2023-07-10').getTime()); |
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const currentPositions = await portfolioCalculator.getCurrentPositions( |
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parseDate('2023-01-03') |
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); |
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const investments = portfolioCalculator.getInvestments(); |
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const investmentsByMonth = |
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portfolioCalculator.getInvestmentsByGroup('month'); |
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spy.mockRestore(); |
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expect(currentPositions).toEqual({ |
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currentValue: new Big('103.10483'), |
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errors: [], |
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grossPerformance: new Big('27.33'), |
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grossPerformancePercentage: new Big('0.3066651705565529623'), |
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grossPerformancePercentageWithCurrencyEffect: new Big( |
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'0.25235044599563974109' |
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), |
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grossPerformanceWithCurrencyEffect: new Big('20.775774'), |
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hasErrors: false, |
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netPerformance: new Big('26.33'), |
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netPerformancePercentage: new Big('0.29544434470377019749'), |
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netPerformancePercentageWithCurrencyEffect: new Big( |
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'0.24112962014285697628' |
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), |
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netPerformanceWithCurrencyEffect: new Big('19.851974'), |
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positions: [ |
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{ |
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averagePrice: new Big('89.12'), |
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currency: 'USD', |
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dataSource: 'YAHOO', |
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fee: new Big('1'), |
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firstBuyDate: '2023-01-03', |
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grossPerformance: new Big('27.33'), |
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grossPerformancePercentage: new Big('0.3066651705565529623'), |
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grossPerformancePercentageWithCurrencyEffect: new Big( |
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'0.25235044599563974109' |
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), |
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grossPerformanceWithCurrencyEffect: new Big('20.775774'), |
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investment: new Big('89.12'), |
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investmentWithCurrencyEffect: new Big('82.329056'), |
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netPerformance: new Big('26.33'), |
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netPerformancePercentage: new Big('0.29544434470377019749'), |
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netPerformancePercentageWithCurrencyEffect: new Big( |
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'0.24112962014285697628' |
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), |
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netPerformanceWithCurrencyEffect: new Big('19.851974'), |
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marketPrice: 116.45, |
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marketPriceInBaseCurrency: 103.10483, |
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quantity: new Big('1'), |
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symbol: 'GOOGL', |
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tags: undefined, |
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timeWeightedInvestment: new Big('89.12'), |
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timeWeightedInvestmentWithCurrencyEffect: new Big('82.329056'), |
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transactionCount: 1 |
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} |
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], |
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totalInvestment: new Big('89.12'), |
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totalInvestmentWithCurrencyEffect: new Big('82.329056') |
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}); |
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expect(investments).toEqual([ |
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{ date: '2023-01-03', investment: new Big('89.12') } |
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]); |
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expect(investmentsByMonth).toEqual([ |
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{ date: '2023-01-01', investment: new Big('89.12') } |
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]); |
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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 +1,29 @@ |
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export const ExchangeRateDataServiceMock = { |
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getExchangeRatesByCurrency: ({ |
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currencies, |
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endDate, |
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startDate, |
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targetCurrency |
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}): Promise<any> => { |
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if (targetCurrency === 'CHF') { |
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return Promise.resolve({ |
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CHF: { |
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'2015-01-01': 1, |
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'2017-12-31': 1, |
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'2018-01-01': 1, |
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'2023-01-03': 1, |
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'2023-07-10': 1 |
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}, |
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USD: { |
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'2015-01-01': 0.9941099999999999, |
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'2017-12-31': 0.9787, |
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'2018-01-01': 0.97373, |
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'2023-01-03': 0.9238, |
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'2023-07-10': 0.8854 |
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} |
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}); |
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} |
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return Promise.resolve({}); |
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} |
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}; |
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