Feature/improve performance of portfolio snapshot computation - 2

Continuing my perf analysis of the portfolio snapshot computation, this was another big time sink on my machine, specially when generating each day for the `'5y'` and `'max'` date ranges.

For reference, before this diff, the `dateRange` loop was taking on average ~100ms per symbol for me (Raspberry Pi 4, 478 symbols in the DB). After this diff, it takes ~15ms per symbol, shaving off 40s of computation time.

Test Plan:
Check that result of portfolio snapshot computation is the same before and after this diff:
1. Flush portfolio snapshot cache:
```
$ docker exec -it ghostfolio-redis-1 redis-cli --pass $REDIS_PASSWORD del "portfolio-snapshot-f9e4c63e-4b8e-46fc-b6ed-75ca0205f12b"
```
2. Open Accounts to trigger snapshot calculation
3. Dump portfolio snapshot to a file:
```
$ docker exec -it ghostfolio-redis-1 redis-cli --pass $REDIS_PASSWORD --no-auth-warning get "portfolio-snapshot-f9e4c63e-4b8e-46fc-b6ed-75ca0205f12b" | python -c "import json, sys; json.dump(json.loads(json.loads(json.load(sys.stdin))), sys.stdout, indent=2, sort_keys=True)" > snapshot-before.json
```
4. Apply this patch
5. Repeat steps 1-3
6. Compare results, check everything matches except for expiration time:
```
$ diff snapshot-before.json snapshot-after.json
2c2
<   "expiration": 1727449402720,
---
>   "expiration": 1727449639794,
```

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

@@ -16,13 +16,14 @@ import {
   addDays,
   addMilliseconds,
   differenceInDays,
-  eachDayOfInterval,
   format,
   isBefore
 } from 'date-fns';
 import { cloneDeep, first, last, sortBy } from 'lodash';
 
 export class TWRPortfolioCalculator extends PortfolioCalculator {
+  private chartDatesDescending: string[];
+
   protected calculateOverallPerformance(
     positions: TimelinePosition[]
   ): PortfolioSnapshot {
@@ -820,31 +821,35 @@ export class TWRPortfolioCalculator extends PortfolioCalculator {
         startDate = start;
       }
 
+      const startDateString = format(startDate, DATE_FORMAT);
+      const endDateString = format(endDate, DATE_FORMAT);
+
       const currentValuesAtDateRangeStartWithCurrencyEffect =
-        currentValuesWithCurrencyEffect[format(startDate, DATE_FORMAT)] ??
-        new Big(0);
+        currentValuesWithCurrencyEffect[startDateString] ?? new Big(0);
 
       const investmentValuesAccumulatedAtStartDateWithCurrencyEffect =
-        investmentValuesAccumulatedWithCurrencyEffect[
-          format(startDate, DATE_FORMAT)
-        ] ?? new Big(0);
+        investmentValuesAccumulatedWithCurrencyEffect[startDateString] ??
+        new Big(0);
 
       const grossPerformanceAtDateRangeStartWithCurrencyEffect =
         currentValuesAtDateRangeStartWithCurrencyEffect.minus(
           investmentValuesAccumulatedAtStartDateWithCurrencyEffect
         );
 
-      const dates = eachDayOfInterval({
-        end: endDate,
-        start: startDate
-      }).map((date) => {
-        return format(date, DATE_FORMAT);
-      });
-
       let average = new Big(0);
       let dayCount = 0;
 
-      for (const date of dates) {
+      if (!this.chartDatesDescending) {
+        this.chartDatesDescending = Object.keys(chartDateMap).sort().reverse();
+      }
+
+      for (const date of this.chartDatesDescending) {
+        if (date > endDateString) {
+          continue;
+        } else if (date < startDateString) {
+          break;
+        }
+
         if (
           investmentValuesAccumulatedWithCurrencyEffect[date] instanceof Big &&
           investmentValuesAccumulatedWithCurrencyEffect[date].gt(0)
@@ -864,17 +869,14 @@ export class TWRPortfolioCalculator extends PortfolioCalculator {
       }
 
       netPerformanceWithCurrencyEffectMap[dateRange] =
-        netPerformanceValuesWithCurrencyEffect[
-          format(endDate, DATE_FORMAT)
-        ]?.minus(
+        netPerformanceValuesWithCurrencyEffect[endDateString]?.minus(
           // If the date range is 'max', take 0 as a start value. Otherwise,
           // the value of the end of the day of the start date is taken which
           // differs from the buying price.
           dateRange === 'max'
             ? new Big(0)
-            : (netPerformanceValuesWithCurrencyEffect[
-                format(startDate, DATE_FORMAT)
-              ] ?? new Big(0))
+            : (netPerformanceValuesWithCurrencyEffect[startDateString] ??
+                new Big(0))
         ) ?? new Big(0);
 
       netPerformancePercentageWithCurrencyEffectMap[dateRange] = average.gt(0)