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@ -3,6 +3,8 @@ import { IDataGatheringItem } from '@ghostfolio/api/services/interfaces/interfac |
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import { DATE_FORMAT, parseDate, resetHours } from '@ghostfolio/common/helper'; |
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import { |
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DataProviderInfo, |
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HistoricalDataItem, |
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InvestmentItem, |
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ResponseError, |
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SymbolMetrics, |
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TimelinePosition |
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@ -14,16 +16,11 @@ import Big from 'big.js'; |
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import { |
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addDays, |
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addMilliseconds, |
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addMonths, |
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addYears, |
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differenceInDays, |
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endOfDay, |
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format, |
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isBefore, |
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isSameDay, |
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isSameMonth, |
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isSameYear, |
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set, |
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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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@ -32,10 +29,6 @@ import { CurrentRateService } from './current-rate.service'; |
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import { CurrentPositions } from './interfaces/current-positions.interface'; |
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import { PortfolioOrderItem } from './interfaces/portfolio-calculator.interface'; |
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import { PortfolioOrder } from './interfaces/portfolio-order.interface'; |
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import { |
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Accuracy, |
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TimelineSpecification |
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} from './interfaces/timeline-specification.interface'; |
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import { TransactionPointSymbol } from './interfaces/transaction-point-symbol.interface'; |
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import { TransactionPoint } from './interfaces/transaction-point.interface'; |
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@ -179,7 +172,15 @@ export class PortfolioCalculator { |
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this.transactionPoints = transactionPoints; |
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} |
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public async getChartData(start: Date, end = new Date(Date.now()), step = 1) { |
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public async getChartData({ |
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end = new Date(Date.now()), |
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start, |
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step = 1 |
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}: { |
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end?: Date; |
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start: Date; |
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step?: number; |
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}): Promise<HistoricalDataItem[]> { |
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const symbols: { [symbol: string]: boolean } = {}; |
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const transactionPointsBeforeEndDate = |
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@ -203,13 +204,15 @@ export class PortfolioCalculator { |
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dates.push(resetHours(end)); |
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} |
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for (const item of transactionPointsBeforeEndDate[firstIndex - 1].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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}); |
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currencies[item.symbol] = item.currency; |
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symbols[item.symbol] = true; |
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if (transactionPointsBeforeEndDate.length > 0) { |
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for (const item of transactionPointsBeforeEndDate[firstIndex - 1].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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}); |
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currencies[item.symbol] = item.currency; |
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symbols[item.symbol] = true; |
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} |
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} |
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const { dataProviderInfos, values: marketSymbols } = |
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@ -248,6 +251,7 @@ export class PortfolioCalculator { |
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const accumulatedValuesByDate: { |
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[date: string]: { |
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investmentValueWithCurrencyEffect: Big; |
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totalCurrentValue: Big; |
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totalCurrentValueWithCurrencyEffect: Big; |
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totalInvestmentValue: Big; |
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@ -263,7 +267,8 @@ export class PortfolioCalculator { |
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[symbol: string]: { |
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currentValues: { [date: string]: Big }; |
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currentValuesWithCurrencyEffect: { [date: string]: Big }; |
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investmentValues: { [date: string]: Big }; |
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investmentValuesAccumulated: { [date: string]: Big }; |
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investmentValuesAccumulatedWithCurrencyEffect: { [date: string]: Big }; |
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investmentValuesWithCurrencyEffect: { [date: string]: Big }; |
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netPerformanceValues: { [date: string]: Big }; |
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netPerformanceValuesWithCurrencyEffect: { [date: string]: Big }; |
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@ -276,7 +281,8 @@ export class PortfolioCalculator { |
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const { |
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currentValues, |
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currentValuesWithCurrencyEffect, |
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investmentValues, |
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investmentValuesAccumulated, |
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investmentValuesAccumulatedWithCurrencyEffect, |
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investmentValuesWithCurrencyEffect, |
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netPerformanceValues, |
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netPerformanceValuesWithCurrencyEffect, |
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@ -296,7 +302,8 @@ export class PortfolioCalculator { |
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valuesBySymbol[symbol] = { |
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currentValues, |
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currentValuesWithCurrencyEffect, |
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investmentValues, |
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investmentValuesAccumulated, |
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investmentValuesAccumulatedWithCurrencyEffect, |
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investmentValuesWithCurrencyEffect, |
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netPerformanceValues, |
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netPerformanceValuesWithCurrencyEffect, |
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@ -318,8 +325,13 @@ export class PortfolioCalculator { |
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symbolValues.currentValuesWithCurrencyEffect?.[dateString] ?? |
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new Big(0); |
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const investmentValue = |
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symbolValues.investmentValues?.[dateString] ?? new Big(0); |
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const investmentValueAccumulated = |
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symbolValues.investmentValuesAccumulated?.[dateString] ?? new Big(0); |
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const investmentValueAccumulatedWithCurrencyEffect = |
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symbolValues.investmentValuesAccumulatedWithCurrencyEffect?.[ |
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dateString |
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] ?? new Big(0); |
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const investmentValueWithCurrencyEffect = |
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symbolValues.investmentValuesWithCurrencyEffect?.[dateString] ?? |
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@ -341,6 +353,10 @@ export class PortfolioCalculator { |
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] ?? new Big(0); |
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accumulatedValuesByDate[dateString] = { |
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investmentValueWithCurrencyEffect: ( |
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accumulatedValuesByDate[dateString] |
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?.investmentValueWithCurrencyEffect ?? new Big(0) |
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).add(investmentValueWithCurrencyEffect), |
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totalCurrentValue: ( |
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accumulatedValuesByDate[dateString]?.totalCurrentValue ?? new Big(0) |
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).add(currentValue), |
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@ -351,11 +367,11 @@ export class PortfolioCalculator { |
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totalInvestmentValue: ( |
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accumulatedValuesByDate[dateString]?.totalInvestmentValue ?? |
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new Big(0) |
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).add(investmentValue), |
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).add(investmentValueAccumulated), |
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totalInvestmentValueWithCurrencyEffect: ( |
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accumulatedValuesByDate[dateString] |
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?.totalInvestmentValueWithCurrencyEffect ?? new Big(0) |
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).add(investmentValueWithCurrencyEffect), |
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).add(investmentValueAccumulatedWithCurrencyEffect), |
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totalNetPerformanceValue: ( |
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accumulatedValuesByDate[dateString]?.totalNetPerformanceValue ?? |
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new Big(0) |
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@ -378,6 +394,7 @@ export class PortfolioCalculator { |
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return Object.entries(accumulatedValuesByDate).map(([date, values]) => { |
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const { |
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investmentValueWithCurrencyEffect, |
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totalCurrentValue, |
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totalCurrentValueWithCurrencyEffect, |
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totalInvestmentValue, |
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@ -407,6 +424,8 @@ export class PortfolioCalculator { |
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date, |
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netPerformanceInPercentage, |
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netPerformanceInPercentageWithCurrencyEffect, |
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investmentValueWithCurrencyEffect: |
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investmentValueWithCurrencyEffect.toNumber(), |
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netPerformance: totalNetPerformanceValue.toNumber(), |
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netPerformanceWithCurrencyEffect: |
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totalNetPerformanceValueWithCurrencyEffect.toNumber(), |
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@ -671,95 +690,27 @@ export class PortfolioCalculator { |
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}); |
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} |
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public getInvestmentsByGroup( |
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groupBy: GroupBy |
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): { date: string; investment: Big }[] { |
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if (this.orders.length === 0) { |
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return []; |
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} |
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const investments: { date: string; investment: Big }[] = []; |
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let currentDate: Date; |
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let investmentByGroup = new Big(0); |
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for (const [index, order] of this.orders.entries()) { |
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if ( |
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isSameYear(parseDate(order.date), currentDate) && |
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(groupBy === 'year' || isSameMonth(parseDate(order.date), currentDate)) |
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) { |
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// Same group: Add up investments
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investmentByGroup = investmentByGroup.plus( |
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order.quantity.mul(order.unitPrice).mul(this.getFactor(order.type)) |
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); |
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} else { |
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// New group: Store previous group and reset
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if (currentDate) { |
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investments.push({ |
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date: format( |
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set(currentDate, { |
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date: 1, |
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month: groupBy === 'year' ? 0 : currentDate.getMonth() |
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}), |
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DATE_FORMAT |
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), |
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investment: investmentByGroup |
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}); |
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} |
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currentDate = parseDate(order.date); |
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investmentByGroup = order.quantity |
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.mul(order.unitPrice) |
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.mul(this.getFactor(order.type)); |
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} |
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if (index === this.orders.length - 1) { |
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// Store current group (latest order)
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investments.push({ |
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date: format( |
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set(currentDate, { |
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date: 1, |
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month: groupBy === 'year' ? 0 : currentDate.getMonth() |
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}), |
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DATE_FORMAT |
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), |
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investment: investmentByGroup |
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}); |
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} |
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} |
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// Fill in the missing dates with investment = 0
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const startDate = parseDate(first(this.orders).date); |
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const endDate = parseDate(last(this.orders).date); |
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const allDates: string[] = []; |
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currentDate = startDate; |
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while (currentDate <= endDate) { |
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allDates.push( |
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format( |
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set(currentDate, { |
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date: 1, |
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month: groupBy === 'year' ? 0 : currentDate.getMonth() |
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}), |
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DATE_FORMAT |
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) |
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public getInvestmentsByGroup({ |
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data, |
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groupBy |
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}: { |
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data: HistoricalDataItem[]; |
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groupBy: GroupBy; |
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}): InvestmentItem[] { |
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const groupedData: { [dateGroup: string]: Big } = {}; |
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for (const { date, investmentValueWithCurrencyEffect } of data) { |
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const dateGroup = |
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groupBy === 'month' ? date.substring(0, 7) : date.substring(0, 4); |
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groupedData[dateGroup] = (groupedData[dateGroup] ?? new Big(0)).plus( |
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investmentValueWithCurrencyEffect |
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); |
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currentDate.setMonth(currentDate.getMonth() + 1); |
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} |
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for (const date of allDates) { |
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const existingInvestment = investments.find((investment) => { |
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return investment.date === date; |
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}); |
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if (!existingInvestment) { |
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investments.push({ date, investment: new Big(0) }); |
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} |
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} |
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return sortBy(investments, ({ date }) => { |
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return date; |
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}); |
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return Object.keys(groupedData).map((dateGroup) => ({ |
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date: groupBy === 'month' ? `${dateGroup}-01` : `${dateGroup}-01-01`, |
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investment: groupedData[dateGroup].toNumber() |
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})); |
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} |
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private calculateOverallPerformance(positions: TimelinePosition[]) { |
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@ -886,17 +837,6 @@ export class PortfolioCalculator { |
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return factor; |
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} |
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private addToDate(date: Date, accuracy: Accuracy): Date { |
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switch (accuracy) { |
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case 'day': |
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return addDays(date, 1); |
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case 'month': |
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return addMonths(date, 1); |
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case 'year': |
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return addYears(date, 1); |
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} |
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} |
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private getSymbolMetrics({ |
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end, |
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exchangeRates, |
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@ -933,7 +873,10 @@ export class PortfolioCalculator { |
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let initialValueWithCurrencyEffect: Big; |
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let investmentAtStartDate: Big; |
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let investmentAtStartDateWithCurrencyEffect: Big; |
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const investmentValues: { [date: string]: Big } = {}; |
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const investmentValuesAccumulated: { [date: string]: Big } = {}; |
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const investmentValuesAccumulatedWithCurrencyEffect: { |
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[date: string]: Big; |
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} = {}; |
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const investmentValuesWithCurrencyEffect: { [date: string]: Big } = {}; |
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let lastAveragePrice = new Big(0); |
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let lastAveragePriceWithCurrencyEffect = new Big(0); |
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@ -975,7 +918,8 @@ export class PortfolioCalculator { |
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hasErrors: false, |
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initialValue: new Big(0), |
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initialValueWithCurrencyEffect: new Big(0), |
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investmentValues: {}, |
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investmentValuesAccumulated: {}, |
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investmentValuesAccumulatedWithCurrencyEffect: {}, |
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investmentValuesWithCurrencyEffect: {}, |
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netPerformance: new Big(0), |
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netPerformancePercentage: new Big(0), |
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@ -1014,7 +958,8 @@ export class PortfolioCalculator { |
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hasErrors: true, |
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initialValue: new Big(0), |
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initialValueWithCurrencyEffect: new Big(0), |
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investmentValues: {}, |
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investmentValuesAccumulated: {}, |
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investmentValuesAccumulatedWithCurrencyEffect: {}, |
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investmentValuesWithCurrencyEffect: {}, |
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netPerformance: new Big(0), |
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netPerformancePercentage: new Big(0), |
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@ -1407,11 +1352,15 @@ export class PortfolioCalculator { |
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feesWithCurrencyEffect.minus(feesAtStartDateWithCurrencyEffect) |
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); |
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investmentValues[order.date] = totalInvestment; |
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investmentValuesAccumulated[order.date] = totalInvestment; |
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investmentValuesWithCurrencyEffect[order.date] = |
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investmentValuesAccumulatedWithCurrencyEffect[order.date] = |
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totalInvestmentWithCurrencyEffect; |
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investmentValuesWithCurrencyEffect[order.date] = ( |
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investmentValuesWithCurrencyEffect[order.date] ?? new Big(0) |
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).add(transactionInvestmentWithCurrencyEffect); |
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timeWeightedInvestmentValues[order.date] = |
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totalInvestmentDays > 0 |
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? sumOfTimeWeightedInvestments.div(totalInvestmentDays) |
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@ -1569,7 +1518,8 @@ export class PortfolioCalculator { |
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grossPerformancePercentageWithCurrencyEffect, |
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initialValue, |
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initialValueWithCurrencyEffect, |
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investmentValues, |
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investmentValuesAccumulated, |
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investmentValuesAccumulatedWithCurrencyEffect, |
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investmentValuesWithCurrencyEffect, |
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netPerformancePercentage, |
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netPerformancePercentageWithCurrencyEffect, |
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@ -1591,15 +1541,4 @@ export class PortfolioCalculator { |
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timeWeightedAverageInvestmentBetweenStartAndEndDateWithCurrencyEffect |
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}; |
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} |
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private isNextItemActive( |
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timelineSpecification: TimelineSpecification[], |
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currentDate: Date, |
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i: number |
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) { |
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return ( |
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i + 1 < timelineSpecification.length && |
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!isBefore(currentDate, parseDate(timelineSpecification[i + 1].start)) |
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); |
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} |
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} |
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Thomas Kaul
1 year ago
GitHub