Bugfix/carry forward of market prices between chart dates (#8009)

* Carry forward of market prices between chart dates

* Update changelog

CHANGELOG.md

@@ -13,6 +13,10 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 - Upgraded `ai` from version `7.0.37` to `7.0.114`
 - Upgraded `dotenv` from version `17.4.2` to `18.0.3`
 
+### Fixed
+
+- Fixed the portfolio calculation for holdings with historical market prices between the chart dates
+
 ## 3.77.0 - 2026-10-02
 
 ### Added

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

@@ -791,6 +791,16 @@ export abstract class PortfolioCalculator {
       activitiesByDate[activity.date].push(activity);
     }
 
+    // Carry forward the market prices of all dates, not only of the chart
+    // dates, as sparse market data (e.g. MANUAL) can be between two chart dates
+    const marketPriceDates = Object.keys(marketSymbolMap)
+      .filter((date) => {
+        return !!marketSymbolMap[date][assetProfileIdentifier];
+      })
+      .sort();
+
+    let indexOfMarketPriceDate = 0;
+
     for (const dateString of chartDates) {
       if (dateString < startDateString) {
         continue;
@@ -798,6 +808,18 @@ export abstract class PortfolioCalculator {
         break;
       }
 
+      while (
+        indexOfMarketPriceDate < marketPriceDates.length &&
+        marketPriceDates[indexOfMarketPriceDate] <= dateString
+      ) {
+        lastMarketPrice =
+          marketSymbolMap[marketPriceDates[indexOfMarketPriceDate]][
+            assetProfileIdentifier
+          ];
+
+        indexOfMarketPriceDate += 1;
+      }
+
       const activitiesOfDate = activitiesByDate[dateString];
 
       if (!lastMarketPrice && activitiesOfDate?.length > 0) {
@@ -808,13 +830,8 @@ export abstract class PortfolioCalculator {
         }
       }
 
-      const marketPrice = marketSymbolMap[dateString]?.[assetProfileIdentifier];
-
       const unitPrice =
-        marketPrice ??
+        lastMarketPrice ?? lastActivityUnitPrice ?? unitPriceAtEndDate;
-        lastMarketPrice ??
-        lastActivityUnitPrice ??
-        unitPriceAtEndDate;
 
       if (activitiesOfDate?.length > 0) {
         for (const activity of activitiesOfDate) {
@@ -832,10 +849,6 @@ export abstract class PortfolioCalculator {
           unitPriceFromMarketData: unitPrice
         });
       }
-
-      if (marketPrice) {
-        lastMarketPrice = marketPrice;
-      }
     }
 
     // Sort the activities so that the start and end placeholder activities

apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-manual-buy-with-market-price-between-chart-dates.spec.ts

@@ -0,0 +1,170 @@
+import {
+  activityDummyData,
+  assetProfileDummyData,
+  userDummyData
+} from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator-test-utils';
+import { 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 { PortfolioSnapshotService } from '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service';
+import { PortfolioSnapshotServiceMock } from '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service.mock';
+import { parseDate } from '@ghostfolio/common/helper';
+import { Activity } from '@ghostfolio/common/interfaces';
+import { PerformanceCalculationType } from '@ghostfolio/common/types/performance-calculation-type.type';
+
+import { Big } from 'big.js';
+
+jest.mock('@ghostfolio/api/app/portfolio/current-rate.service', () => {
+  return {
+    CurrentRateService: jest.fn().mockImplementation(() => {
+      return CurrentRateServiceMock;
+    })
+  };
+});
+
+jest.mock(
+  '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service',
+  () => {
+    return {
+      PortfolioSnapshotService: jest.fn().mockImplementation(() => {
+        return PortfolioSnapshotServiceMock;
+      })
+    };
+  }
+);
+
+jest.mock('@ghostfolio/api/app/redis-cache/redis-cache.service', () => {
+  return {
+    RedisCacheService: jest.fn().mockImplementation(() => {
+      return RedisCacheServiceMock;
+    })
+  };
+});
+
+describe('PortfolioCalculator', () => {
+  let configurationService: ConfigurationService;
+  let currentRateService: CurrentRateService;
+  let exchangeRateDataService: ExchangeRateDataService;
+  let portfolioCalculatorFactory: PortfolioCalculatorFactory;
+  let portfolioSnapshotService: PortfolioSnapshotService;
+  let redisCacheService: RedisCacheService;
+
+  beforeEach(() => {
+    PortfolioSnapshotServiceMock.reset();
+    RedisCacheServiceMock.reset();
+
+    configurationService = new ConfigurationService();
+
+    currentRateService = new CurrentRateService(null, null, null);
+
+    exchangeRateDataService = new ExchangeRateDataService(
+      null,
+      null,
+      null,
+      null
+    );
+
+    portfolioSnapshotService = new PortfolioSnapshotService(null, null);
+
+    redisCacheService = new RedisCacheService(null, null);
+
+    portfolioCalculatorFactory = new PortfolioCalculatorFactory(
+      configurationService,
+      currentRateService,
+      exchangeRateDataService,
+      portfolioSnapshotService,
+      redisCacheService
+    );
+  });
+
+  describe('get current positions', () => {
+    it('with MANUAL buy and market price between two chart dates', async () => {
+      jest.useFakeTimers().setSystemTime(parseDate('2024-01-31').getTime());
+
+      const activities: Activity[] = [
+        {
+          ...activityDummyData,
+          assetProfile: {
+            ...assetProfileDummyData,
+            currency: 'USD',
+            dataSource: 'MANUAL',
+            name: 'Private Investment',
+            symbol: '6c0c5cee-0208-4975-b473-03baf2518497'
+          },
+          date: parseDate('2021-01-04'),
+          feeInAssetProfileCurrency: 0,
+          feeInBaseCurrency: 0,
+          quantity: 10,
+          type: 'BUY',
+          unitPriceInAssetProfileCurrency: 50
+        }
+      ];
+
+      const portfolioCalculator = portfolioCalculatorFactory.createCalculator({
+        activities,
+        calculationType: PerformanceCalculationType.ROAI,
+        currency: 'USD',
+        userId: userDummyData.id
+      });
+
+      const portfolioSnapshot = await portfolioCalculator.computeSnapshot();
+
+      const historicalDataByDate = Object.fromEntries(
+        portfolioSnapshot.historicalData.map((historicalDataItem) => {
+          return [historicalDataItem.date, historicalDataItem];
+        })
+      );
+
+      /**
+       * The only historical market prices are on 2023-06-14 and 2023-06-15,
+       * which are not chart dates (every third day from 2021-01-03)
+       */
+      expect(historicalDataByDate['2023-06-14']).toBeUndefined();
+      expect(historicalDataByDate['2023-06-15']).toBeUndefined();
+
+      /**
+       * The chart dates before the market prices use the unit price of the
+       * activity: 50
+       */
+      expect(historicalDataByDate['2023-06-13']).toMatchObject({
+        netPerformance: 0, // 10 * (50 - 50) = 0
+        totalInvestment: 500,
+        value: 500 // 10 * 50 = 500
+      });
+
+      /**
+       * The chart dates after the market prices carry the latest one forward
+       * (100), not the first one (80)
+       */
+      expect(historicalDataByDate['2023-06-16']).toMatchObject({
+        netPerformance: 500, // 10 * (100 - 50) = 500
+        totalInvestment: 500,
+        value: 1000 // 10 * 100 = 1000
+      });
+
+      expect(historicalDataByDate['2024-01-30']).toMatchObject({
+        netPerformance: 500, // 10 * (100 - 50) = 500
+        totalInvestment: 500,
+        value: 1000 // 10 * 100 = 1000
+      });
+
+      /**
+       * The market price is unchanged since 2023-06-15, hence there is no
+       * performance today
+       */
+      expect(portfolioSnapshot.positions[0]).toMatchObject({
+        netPerformancePercentageWithCurrencyEffectMap: {
+          '1d': new Big(0)
+        },
+        netPerformanceWithCurrencyEffectMap: {
+          '1d': new Big(0),
+          max: new Big(500) // 10 * (100 - 50) = 500
+        }
+      });
+    });
+  });
+});

apps/api/src/app/portfolio/current-rate.service.mock.ts

@@ -30,6 +30,20 @@ function mockGetValue({
 
       return { marketPrice: 0 };
 
+    case '6c0c5cee-0208-4975-b473-03baf2518497':
+      // Sparse market data with the quote of today, which falls back to the
+      // latest market price
+      if (isSameDay(parseDate('2023-06-14'), date)) {
+        return { marketPrice: 80 };
+      } else if (
+        isSameDay(parseDate('2023-06-15'), date) ||
+        isSameDay(parseDate('2024-01-31'), date)
+      ) {
+        return { marketPrice: 100 };
+      }
+
+      return { marketPrice: 0 };
+
     case 'BALN.SW':
       if (isSameDay(parseDate('2021-11-12'), date)) {
         return { marketPrice: 146 };