|
|
|
@ -3,6 +3,8 @@ import { IDataGatheringItem } from '@ghostfolio/api/services/interfaces/interfac |
|
|
|
import { DATE_FORMAT, parseDate, resetHours } from '@ghostfolio/common/helper'; |
|
|
|
import { |
|
|
|
DataProviderInfo, |
|
|
|
HistoricalDataItem, |
|
|
|
InvestmentItem, |
|
|
|
ResponseError, |
|
|
|
SymbolMetrics, |
|
|
|
TimelinePosition |
|
|
|
@ -14,16 +16,11 @@ import Big from 'big.js'; |
|
|
|
import { |
|
|
|
addDays, |
|
|
|
addMilliseconds, |
|
|
|
addMonths, |
|
|
|
addYears, |
|
|
|
differenceInDays, |
|
|
|
endOfDay, |
|
|
|
format, |
|
|
|
isBefore, |
|
|
|
isSameDay, |
|
|
|
isSameMonth, |
|
|
|
isSameYear, |
|
|
|
set, |
|
|
|
subDays |
|
|
|
} from 'date-fns'; |
|
|
|
import { cloneDeep, first, isNumber, last, sortBy, uniq } from 'lodash'; |
|
|
|
@ -32,10 +29,6 @@ import { CurrentRateService } from './current-rate.service'; |
|
|
|
import { CurrentPositions } from './interfaces/current-positions.interface'; |
|
|
|
import { PortfolioOrderItem } from './interfaces/portfolio-calculator.interface'; |
|
|
|
import { PortfolioOrder } from './interfaces/portfolio-order.interface'; |
|
|
|
import { |
|
|
|
Accuracy, |
|
|
|
TimelineSpecification |
|
|
|
} from './interfaces/timeline-specification.interface'; |
|
|
|
import { TransactionPointSymbol } from './interfaces/transaction-point-symbol.interface'; |
|
|
|
import { TransactionPoint } from './interfaces/transaction-point.interface'; |
|
|
|
|
|
|
|
@ -179,7 +172,15 @@ export class PortfolioCalculator { |
|
|
|
this.transactionPoints = transactionPoints; |
|
|
|
} |
|
|
|
|
|
|
|
public async getChartData(start: Date, end = new Date(Date.now()), step = 1) { |
|
|
|
public async getChartData({ |
|
|
|
end = new Date(Date.now()), |
|
|
|
start, |
|
|
|
step = 1 |
|
|
|
}: { |
|
|
|
end?: Date; |
|
|
|
start: Date; |
|
|
|
step?: number; |
|
|
|
}): Promise<HistoricalDataItem[]> { |
|
|
|
const symbols: { [symbol: string]: boolean } = {}; |
|
|
|
|
|
|
|
const transactionPointsBeforeEndDate = |
|
|
|
@ -203,6 +204,7 @@ export class PortfolioCalculator { |
|
|
|
dates.push(resetHours(end)); |
|
|
|
} |
|
|
|
|
|
|
|
if (transactionPointsBeforeEndDate.length > 0) { |
|
|
|
for (const item of transactionPointsBeforeEndDate[firstIndex - 1].items) { |
|
|
|
dataGatheringItems.push({ |
|
|
|
dataSource: item.dataSource, |
|
|
|
@ -211,6 +213,7 @@ export class PortfolioCalculator { |
|
|
|
currencies[item.symbol] = item.currency; |
|
|
|
symbols[item.symbol] = true; |
|
|
|
} |
|
|
|
} |
|
|
|
|
|
|
|
const { dataProviderInfos, values: marketSymbols } = |
|
|
|
await this.currentRateService.getValues({ |
|
|
|
@ -248,6 +251,7 @@ export class PortfolioCalculator { |
|
|
|
|
|
|
|
const accumulatedValuesByDate: { |
|
|
|
[date: string]: { |
|
|
|
investmentValueWithCurrencyEffect: Big; |
|
|
|
totalCurrentValue: Big; |
|
|
|
totalCurrentValueWithCurrencyEffect: Big; |
|
|
|
totalInvestmentValue: Big; |
|
|
|
@ -263,7 +267,8 @@ export class PortfolioCalculator { |
|
|
|
[symbol: string]: { |
|
|
|
currentValues: { [date: string]: Big }; |
|
|
|
currentValuesWithCurrencyEffect: { [date: string]: Big }; |
|
|
|
investmentValues: { [date: string]: Big }; |
|
|
|
investmentValuesAccumulated: { [date: string]: Big }; |
|
|
|
investmentValuesAccumulatedWithCurrencyEffect: { [date: string]: Big }; |
|
|
|
investmentValuesWithCurrencyEffect: { [date: string]: Big }; |
|
|
|
netPerformanceValues: { [date: string]: Big }; |
|
|
|
netPerformanceValuesWithCurrencyEffect: { [date: string]: Big }; |
|
|
|
@ -276,7 +281,8 @@ export class PortfolioCalculator { |
|
|
|
const { |
|
|
|
currentValues, |
|
|
|
currentValuesWithCurrencyEffect, |
|
|
|
investmentValues, |
|
|
|
investmentValuesAccumulated, |
|
|
|
investmentValuesAccumulatedWithCurrencyEffect, |
|
|
|
investmentValuesWithCurrencyEffect, |
|
|
|
netPerformanceValues, |
|
|
|
netPerformanceValuesWithCurrencyEffect, |
|
|
|
@ -296,7 +302,8 @@ export class PortfolioCalculator { |
|
|
|
valuesBySymbol[symbol] = { |
|
|
|
currentValues, |
|
|
|
currentValuesWithCurrencyEffect, |
|
|
|
investmentValues, |
|
|
|
investmentValuesAccumulated, |
|
|
|
investmentValuesAccumulatedWithCurrencyEffect, |
|
|
|
investmentValuesWithCurrencyEffect, |
|
|
|
netPerformanceValues, |
|
|
|
netPerformanceValuesWithCurrencyEffect, |
|
|
|
@ -318,8 +325,13 @@ export class PortfolioCalculator { |
|
|
|
symbolValues.currentValuesWithCurrencyEffect?.[dateString] ?? |
|
|
|
new Big(0); |
|
|
|
|
|
|
|
const investmentValue = |
|
|
|
symbolValues.investmentValues?.[dateString] ?? new Big(0); |
|
|
|
const investmentValueAccumulated = |
|
|
|
symbolValues.investmentValuesAccumulated?.[dateString] ?? new Big(0); |
|
|
|
|
|
|
|
const investmentValueAccumulatedWithCurrencyEffect = |
|
|
|
symbolValues.investmentValuesAccumulatedWithCurrencyEffect?.[ |
|
|
|
dateString |
|
|
|
] ?? new Big(0); |
|
|
|
|
|
|
|
const investmentValueWithCurrencyEffect = |
|
|
|
symbolValues.investmentValuesWithCurrencyEffect?.[dateString] ?? |
|
|
|
@ -341,6 +353,10 @@ export class PortfolioCalculator { |
|
|
|
] ?? new Big(0); |
|
|
|
|
|
|
|
accumulatedValuesByDate[dateString] = { |
|
|
|
investmentValueWithCurrencyEffect: ( |
|
|
|
accumulatedValuesByDate[dateString] |
|
|
|
?.investmentValueWithCurrencyEffect ?? new Big(0) |
|
|
|
).add(investmentValueWithCurrencyEffect), |
|
|
|
totalCurrentValue: ( |
|
|
|
accumulatedValuesByDate[dateString]?.totalCurrentValue ?? new Big(0) |
|
|
|
).add(currentValue), |
|
|
|
@ -351,11 +367,11 @@ export class PortfolioCalculator { |
|
|
|
totalInvestmentValue: ( |
|
|
|
accumulatedValuesByDate[dateString]?.totalInvestmentValue ?? |
|
|
|
new Big(0) |
|
|
|
).add(investmentValue), |
|
|
|
).add(investmentValueAccumulated), |
|
|
|
totalInvestmentValueWithCurrencyEffect: ( |
|
|
|
accumulatedValuesByDate[dateString] |
|
|
|
?.totalInvestmentValueWithCurrencyEffect ?? new Big(0) |
|
|
|
).add(investmentValueWithCurrencyEffect), |
|
|
|
).add(investmentValueAccumulatedWithCurrencyEffect), |
|
|
|
totalNetPerformanceValue: ( |
|
|
|
accumulatedValuesByDate[dateString]?.totalNetPerformanceValue ?? |
|
|
|
new Big(0) |
|
|
|
@ -378,6 +394,7 @@ export class PortfolioCalculator { |
|
|
|
|
|
|
|
return Object.entries(accumulatedValuesByDate).map(([date, values]) => { |
|
|
|
const { |
|
|
|
investmentValueWithCurrencyEffect, |
|
|
|
totalCurrentValue, |
|
|
|
totalCurrentValueWithCurrencyEffect, |
|
|
|
totalInvestmentValue, |
|
|
|
@ -407,6 +424,8 @@ export class PortfolioCalculator { |
|
|
|
date, |
|
|
|
netPerformanceInPercentage, |
|
|
|
netPerformanceInPercentageWithCurrencyEffect, |
|
|
|
investmentValueWithCurrencyEffect: |
|
|
|
investmentValueWithCurrencyEffect.toNumber(), |
|
|
|
netPerformance: totalNetPerformanceValue.toNumber(), |
|
|
|
netPerformanceWithCurrencyEffect: |
|
|
|
totalNetPerformanceValueWithCurrencyEffect.toNumber(), |
|
|
|
@ -671,95 +690,27 @@ export class PortfolioCalculator { |
|
|
|
}); |
|
|
|
} |
|
|
|
|
|
|
|
public getInvestmentsByGroup( |
|
|
|
groupBy: GroupBy |
|
|
|
): { date: string; investment: Big }[] { |
|
|
|
if (this.orders.length === 0) { |
|
|
|
return []; |
|
|
|
} |
|
|
|
|
|
|
|
const investments: { date: string; investment: Big }[] = []; |
|
|
|
let currentDate: Date; |
|
|
|
let investmentByGroup = new Big(0); |
|
|
|
|
|
|
|
for (const [index, order] of this.orders.entries()) { |
|
|
|
if ( |
|
|
|
isSameYear(parseDate(order.date), currentDate) && |
|
|
|
(groupBy === 'year' || isSameMonth(parseDate(order.date), currentDate)) |
|
|
|
) { |
|
|
|
// Same group: Add up investments
|
|
|
|
investmentByGroup = investmentByGroup.plus( |
|
|
|
order.quantity.mul(order.unitPrice).mul(this.getFactor(order.type)) |
|
|
|
); |
|
|
|
} else { |
|
|
|
// New group: Store previous group and reset
|
|
|
|
if (currentDate) { |
|
|
|
investments.push({ |
|
|
|
date: format( |
|
|
|
set(currentDate, { |
|
|
|
date: 1, |
|
|
|
month: groupBy === 'year' ? 0 : currentDate.getMonth() |
|
|
|
}), |
|
|
|
DATE_FORMAT |
|
|
|
), |
|
|
|
investment: investmentByGroup |
|
|
|
}); |
|
|
|
} |
|
|
|
|
|
|
|
currentDate = parseDate(order.date); |
|
|
|
investmentByGroup = order.quantity |
|
|
|
.mul(order.unitPrice) |
|
|
|
.mul(this.getFactor(order.type)); |
|
|
|
} |
|
|
|
|
|
|
|
if (index === this.orders.length - 1) { |
|
|
|
// Store current group (latest order)
|
|
|
|
investments.push({ |
|
|
|
date: format( |
|
|
|
set(currentDate, { |
|
|
|
date: 1, |
|
|
|
month: groupBy === 'year' ? 0 : currentDate.getMonth() |
|
|
|
}), |
|
|
|
DATE_FORMAT |
|
|
|
), |
|
|
|
investment: investmentByGroup |
|
|
|
}); |
|
|
|
} |
|
|
|
} |
|
|
|
|
|
|
|
// Fill in the missing dates with investment = 0
|
|
|
|
const startDate = parseDate(first(this.orders).date); |
|
|
|
const endDate = parseDate(last(this.orders).date); |
|
|
|
|
|
|
|
const allDates: string[] = []; |
|
|
|
currentDate = startDate; |
|
|
|
|
|
|
|
while (currentDate <= endDate) { |
|
|
|
allDates.push( |
|
|
|
format( |
|
|
|
set(currentDate, { |
|
|
|
date: 1, |
|
|
|
month: groupBy === 'year' ? 0 : currentDate.getMonth() |
|
|
|
}), |
|
|
|
DATE_FORMAT |
|
|
|
) |
|
|
|
public getInvestmentsByGroup({ |
|
|
|
data, |
|
|
|
groupBy |
|
|
|
}: { |
|
|
|
data: HistoricalDataItem[]; |
|
|
|
groupBy: GroupBy; |
|
|
|
}): InvestmentItem[] { |
|
|
|
const groupedData: { [dateGroup: string]: Big } = {}; |
|
|
|
|
|
|
|
for (const { date, investmentValueWithCurrencyEffect } of data) { |
|
|
|
const dateGroup = |
|
|
|
groupBy === 'month' ? date.substring(0, 7) : date.substring(0, 4); |
|
|
|
groupedData[dateGroup] = (groupedData[dateGroup] ?? new Big(0)).plus( |
|
|
|
investmentValueWithCurrencyEffect |
|
|
|
); |
|
|
|
currentDate.setMonth(currentDate.getMonth() + 1); |
|
|
|
} |
|
|
|
|
|
|
|
for (const date of allDates) { |
|
|
|
const existingInvestment = investments.find((investment) => { |
|
|
|
return investment.date === date; |
|
|
|
}); |
|
|
|
|
|
|
|
if (!existingInvestment) { |
|
|
|
investments.push({ date, investment: new Big(0) }); |
|
|
|
} |
|
|
|
} |
|
|
|
|
|
|
|
return sortBy(investments, ({ date }) => { |
|
|
|
return date; |
|
|
|
}); |
|
|
|
return Object.keys(groupedData).map((dateGroup) => ({ |
|
|
|
date: groupBy === 'month' ? `${dateGroup}-01` : `${dateGroup}-01-01`, |
|
|
|
investment: groupedData[dateGroup].toNumber() |
|
|
|
})); |
|
|
|
} |
|
|
|
|
|
|
|
private calculateOverallPerformance(positions: TimelinePosition[]) { |
|
|
|
@ -886,17 +837,6 @@ export class PortfolioCalculator { |
|
|
|
return factor; |
|
|
|
} |
|
|
|
|
|
|
|
private addToDate(date: Date, accuracy: Accuracy): Date { |
|
|
|
switch (accuracy) { |
|
|
|
case 'day': |
|
|
|
return addDays(date, 1); |
|
|
|
case 'month': |
|
|
|
return addMonths(date, 1); |
|
|
|
case 'year': |
|
|
|
return addYears(date, 1); |
|
|
|
} |
|
|
|
} |
|
|
|
|
|
|
|
private getSymbolMetrics({ |
|
|
|
end, |
|
|
|
exchangeRates, |
|
|
|
@ -933,7 +873,10 @@ export class PortfolioCalculator { |
|
|
|
let initialValueWithCurrencyEffect: Big; |
|
|
|
let investmentAtStartDate: Big; |
|
|
|
let investmentAtStartDateWithCurrencyEffect: Big; |
|
|
|
const investmentValues: { [date: string]: 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); |
|
|
|
@ -975,7 +918,8 @@ export class PortfolioCalculator { |
|
|
|
hasErrors: false, |
|
|
|
initialValue: new Big(0), |
|
|
|
initialValueWithCurrencyEffect: new Big(0), |
|
|
|
investmentValues: {}, |
|
|
|
investmentValuesAccumulated: {}, |
|
|
|
investmentValuesAccumulatedWithCurrencyEffect: {}, |
|
|
|
investmentValuesWithCurrencyEffect: {}, |
|
|
|
netPerformance: new Big(0), |
|
|
|
netPerformancePercentage: new Big(0), |
|
|
|
@ -1014,7 +958,8 @@ export class PortfolioCalculator { |
|
|
|
hasErrors: true, |
|
|
|
initialValue: new Big(0), |
|
|
|
initialValueWithCurrencyEffect: new Big(0), |
|
|
|
investmentValues: {}, |
|
|
|
investmentValuesAccumulated: {}, |
|
|
|
investmentValuesAccumulatedWithCurrencyEffect: {}, |
|
|
|
investmentValuesWithCurrencyEffect: {}, |
|
|
|
netPerformance: new Big(0), |
|
|
|
netPerformancePercentage: new Big(0), |
|
|
|
@ -1407,11 +1352,15 @@ export class PortfolioCalculator { |
|
|
|
feesWithCurrencyEffect.minus(feesAtStartDateWithCurrencyEffect) |
|
|
|
); |
|
|
|
|
|
|
|
investmentValues[order.date] = totalInvestment; |
|
|
|
investmentValuesAccumulated[order.date] = totalInvestment; |
|
|
|
|
|
|
|
investmentValuesWithCurrencyEffect[order.date] = |
|
|
|
investmentValuesAccumulatedWithCurrencyEffect[order.date] = |
|
|
|
totalInvestmentWithCurrencyEffect; |
|
|
|
|
|
|
|
investmentValuesWithCurrencyEffect[order.date] = ( |
|
|
|
investmentValuesWithCurrencyEffect[order.date] ?? new Big(0) |
|
|
|
).add(transactionInvestmentWithCurrencyEffect); |
|
|
|
|
|
|
|
timeWeightedInvestmentValues[order.date] = |
|
|
|
totalInvestmentDays > 0 |
|
|
|
? sumOfTimeWeightedInvestments.div(totalInvestmentDays) |
|
|
|
@ -1569,7 +1518,8 @@ export class PortfolioCalculator { |
|
|
|
grossPerformancePercentageWithCurrencyEffect, |
|
|
|
initialValue, |
|
|
|
initialValueWithCurrencyEffect, |
|
|
|
investmentValues, |
|
|
|
investmentValuesAccumulated, |
|
|
|
investmentValuesAccumulatedWithCurrencyEffect, |
|
|
|
investmentValuesWithCurrencyEffect, |
|
|
|
netPerformancePercentage, |
|
|
|
netPerformancePercentageWithCurrencyEffect, |
|
|
|
@ -1591,15 +1541,4 @@ export class PortfolioCalculator { |
|
|
|
timeWeightedAverageInvestmentBetweenStartAndEndDateWithCurrencyEffect |
|
|
|
}; |
|
|
|
} |
|
|
|
|
|
|
|
private isNextItemActive( |
|
|
|
timelineSpecification: TimelineSpecification[], |
|
|
|
currentDate: Date, |
|
|
|
i: number |
|
|
|
) { |
|
|
|
return ( |
|
|
|
i + 1 < timelineSpecification.length && |
|
|
|
!isBefore(currentDate, parseDate(timelineSpecification[i + 1].start)) |
|
|
|
); |
|
|
|
} |
|
|
|
} |
|
|
|
|
Thomas Kaul
2 years ago
GitHub