diff --git a/apps/api/src/app/portfolio/calculator/portfolio-calculator-test-utils.ts b/apps/api/src/app/portfolio/calculator/portfolio-calculator-test-utils.ts index 2c9f7b6f3..db80652c3 100644 --- a/apps/api/src/app/portfolio/calculator/portfolio-calculator-test-utils.ts +++ b/apps/api/src/app/portfolio/calculator/portfolio-calculator-test-utils.ts @@ -7,10 +7,12 @@ export const activityDummyData = { createdAt: new Date(), currency: undefined, fee: undefined, + feeInAssetProfileCurrency: undefined, id: undefined, isDraft: false, symbolProfileId: undefined, unitPrice: undefined, + unitPriceInAssetProfileCurrency: undefined, updatedAt: new Date(), userId: undefined, value: undefined, diff --git a/apps/api/src/app/portfolio/calculator/portfolio-calculator.ts b/apps/api/src/app/portfolio/calculator/portfolio-calculator.ts index 850b58113..99aeb42f8 100644 --- a/apps/api/src/app/portfolio/calculator/portfolio-calculator.ts +++ b/apps/api/src/app/portfolio/calculator/portfolio-calculator.ts @@ -902,8 +902,8 @@ export abstract class PortfolioCalculator { let lastTransactionPoint: TransactionPoint = null; for (const { - fee, date, + fee, quantity, SymbolProfile, tags, diff --git a/apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-btceur.spec.ts b/apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-btceur.spec.ts new file mode 100644 index 000000000..2d45c96ec --- /dev/null +++ b/apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-btceur.spec.ts @@ -0,0 +1,251 @@ +import { CreateOrderDto } from '@ghostfolio/api/app/order/create-order.dto'; +import { Activity } from '@ghostfolio/api/app/order/interfaces/activities.interface'; +import { + activityDummyData, + loadActivityExportFile, + symbolProfileDummyData, + userDummyData +} from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator-test-utils'; +import { + PerformanceCalculationType, + 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 { ExchangeRateDataServiceMock } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service.mock'; +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 { Big } from 'big.js'; +import { join } from 'path'; + +jest.mock('@ghostfolio/api/app/portfolio/current-rate.service', () => { + return { + // eslint-disable-next-line @typescript-eslint/naming-convention + CurrentRateService: jest.fn().mockImplementation(() => { + return CurrentRateServiceMock; + }) + }; +}); + +jest.mock( + '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service', + () => { + return { + // eslint-disable-next-line @typescript-eslint/naming-convention + PortfolioSnapshotService: jest.fn().mockImplementation(() => { + return PortfolioSnapshotServiceMock; + }) + }; + } +); + +jest.mock('@ghostfolio/api/app/redis-cache/redis-cache.service', () => { + return { + // eslint-disable-next-line @typescript-eslint/naming-convention + RedisCacheService: jest.fn().mockImplementation(() => { + return RedisCacheServiceMock; + }) + }; +}); + +jest.mock( + '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service', + () => { + return { + // eslint-disable-next-line @typescript-eslint/naming-convention + ExchangeRateDataService: jest.fn().mockImplementation(() => { + return ExchangeRateDataServiceMock; + }) + }; + } +); + +describe('PortfolioCalculator', () => { + let activityDtos: CreateOrderDto[]; + + let configurationService: ConfigurationService; + let currentRateService: CurrentRateService; + let exchangeRateDataService: ExchangeRateDataService; + let portfolioCalculatorFactory: PortfolioCalculatorFactory; + let portfolioSnapshotService: PortfolioSnapshotService; + let redisCacheService: RedisCacheService; + + beforeAll(() => { + activityDtos = loadActivityExportFile( + join(__dirname, '../../../../../../../test/import/ok-btceur.json') + ); + }); + + beforeEach(() => { + configurationService = new ConfigurationService(); + + currentRateService = new CurrentRateService(null, null, null, null); + + exchangeRateDataService = new ExchangeRateDataService( + null, + null, + null, + null + ); + + portfolioSnapshotService = new PortfolioSnapshotService(null); + + redisCacheService = new RedisCacheService(null, null); + + portfolioCalculatorFactory = new PortfolioCalculatorFactory( + configurationService, + currentRateService, + exchangeRateDataService, + portfolioSnapshotService, + redisCacheService + ); + }); + + describe('get current positions', () => { + it.only('with BTCUSD buy', async () => { + jest.useFakeTimers().setSystemTime(parseDate('2022-01-14').getTime()); + + const activities: Activity[] = activityDtos.map((activity) => ({ + ...activityDummyData, + ...activity, + date: parseDate(activity.date), + SymbolProfile: { + ...symbolProfileDummyData, + currency: 'USD', + dataSource: activity.dataSource, + name: 'Bitcoin', + symbol: activity.symbol + } + })); + + const portfolioCalculator = portfolioCalculatorFactory.createCalculator({ + activities, + calculationType: PerformanceCalculationType.ROAI, + currency: 'EUR', + userId: userDummyData.id + }); + + const portfolioSnapshot = await portfolioCalculator.computeSnapshot(); + + const investments = portfolioCalculator.getInvestments(); + + const investmentsByMonth = portfolioCalculator.getInvestmentsByGroup({ + data: portfolioSnapshot.historicalData, + groupBy: 'month' + }); + + expect(portfolioSnapshot.historicalData[0]).toEqual({ + date: '2021-12-11', + investmentValueWithCurrencyEffect: 0, + netPerformance: 0, + netPerformanceInPercentage: 0, + netPerformanceInPercentageWithCurrencyEffect: 0, + netPerformanceWithCurrencyEffect: 0, + netWorth: 0, + totalAccountBalance: 0, + totalInvestment: 0, + totalInvestmentValueWithCurrencyEffect: 0, + value: 0, + valueWithCurrencyEffect: 0 + }); + + expect(portfolioSnapshot.historicalData[1]).toEqual({ + date: '2021-12-12', + investmentValueWithCurrencyEffect: 39380.731596, + netPerformance: -3.892688, + netPerformanceInPercentage: 0, + netPerformanceInPercentageWithCurrencyEffect: 0, + netPerformanceWithCurrencyEffect: -3.941748, + netWorth: 39380.731596, + totalAccountBalance: 0, + totalInvestment: 38890.588976, + totalInvestmentValueWithCurrencyEffect: 39380.731596, + value: 38890.588976, + valueWithCurrencyEffect: 39380.731596 + }); + + expect( + portfolioSnapshot.historicalData[ + portfolioSnapshot.historicalData.length - 1 + ] + ).toEqual({ + date: '2022-01-14', + investmentValueWithCurrencyEffect: 0, + netPerformance: -1277.063504, + netPerformanceInPercentage: -0.032837340282712, + netPerformanceInPercentageWithCurrencyEffect: -0.044876138974002826, + netPerformanceWithCurrencyEffect: -1767.255184, + netWorth: 37617.41816, + totalAccountBalance: 0, + totalInvestment: 38890.588976, + totalInvestmentValueWithCurrencyEffect: 39380.731596, + value: 37617.41816, + valueWithCurrencyEffect: 37617.41816 + }); + + expect(portfolioSnapshot).toMatchObject({ + currentValueInBaseCurrency: new Big('37617.41816'), + errors: [], + hasErrors: false, + positions: [ + { + averagePrice: new Big('44558.42'), + currency: 'USD', + dataSource: 'YAHOO', + dividend: new Big('0'), + dividendInBaseCurrency: new Big('0'), + fee: new Big('4.46'), + feeInBaseCurrency: new Big('3.941748'), + firstBuyDate: '2021-12-12', + grossPerformance: new Big('-1273.170816'), + grossPerformancePercentage: new Big('-0.03273724696701543726'), + grossPerformancePercentageWithCurrencyEffect: new Big( + '-0.04477604565830626119' + ), + grossPerformanceWithCurrencyEffect: new Big('-1763.313436'), + investment: new Big('38890.588976'), + investmentWithCurrencyEffect: new Big('39380.731596'), + netPerformance: new Big('-1277.063504'), + netPerformancePercentage: new Big('-0.03283734028271199921'), + netPerformancePercentageWithCurrencyEffectMap: { + max: new Big('-0.04487613897400282314') + }, + netPerformanceWithCurrencyEffectMap: { + max: new Big('-1767.255184') + }, + marketPrice: 43099.7, + marketPriceInBaseCurrency: 37617.41816, + quantity: new Big('1'), + symbol: 'BTCUSD', + tags: [], + timeWeightedInvestment: new Big('38890.588976'), + timeWeightedInvestmentWithCurrencyEffect: new Big('39380.731596'), + transactionCount: 1, + valueInBaseCurrency: new Big('37617.41816') + } + ], + totalFeesWithCurrencyEffect: new Big('3.941748'), + totalInterestWithCurrencyEffect: new Big('0'), + totalInvestment: new Big('38890.588976'), + totalInvestmentWithCurrencyEffect: new Big('39380.731596'), + totalLiabilitiesWithCurrencyEffect: new Big('0'), + totalValuablesWithCurrencyEffect: new Big('0') + }); + + expect(investments).toEqual([ + { date: '2021-12-12', investment: new Big('44558.42') } + ]); + + expect(investmentsByMonth).toEqual([ + { date: '2021-12-01', investment: 39380.731596 }, + { date: '2022-01-01', investment: 0 } + ]); + }); + }); +}); diff --git a/apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-btcusd.spec.ts b/apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-btcusd.spec.ts new file mode 100644 index 000000000..0bd59b7ca --- /dev/null +++ b/apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-btcusd.spec.ts @@ -0,0 +1,248 @@ +import { CreateOrderDto } from '@ghostfolio/api/app/order/create-order.dto'; +import { Activity } from '@ghostfolio/api/app/order/interfaces/activities.interface'; +import { + activityDummyData, + loadActivityExportFile, + symbolProfileDummyData, + userDummyData +} from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator-test-utils'; +import { + PerformanceCalculationType, + 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 { Big } from 'big.js'; +import { join } from 'path'; + +jest.mock('@ghostfolio/api/app/portfolio/current-rate.service', () => { + return { + // eslint-disable-next-line @typescript-eslint/naming-convention + CurrentRateService: jest.fn().mockImplementation(() => { + return CurrentRateServiceMock; + }) + }; +}); + +jest.mock( + '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service', + () => { + return { + // eslint-disable-next-line @typescript-eslint/naming-convention + PortfolioSnapshotService: jest.fn().mockImplementation(() => { + return PortfolioSnapshotServiceMock; + }) + }; + } +); + +jest.mock('@ghostfolio/api/app/redis-cache/redis-cache.service', () => { + return { + // eslint-disable-next-line @typescript-eslint/naming-convention + RedisCacheService: jest.fn().mockImplementation(() => { + return RedisCacheServiceMock; + }) + }; +}); + +describe('PortfolioCalculator', () => { + let activityDtos: CreateOrderDto[]; + + let configurationService: ConfigurationService; + let currentRateService: CurrentRateService; + let exchangeRateDataService: ExchangeRateDataService; + let portfolioCalculatorFactory: PortfolioCalculatorFactory; + let portfolioSnapshotService: PortfolioSnapshotService; + let redisCacheService: RedisCacheService; + + beforeAll(() => { + activityDtos = loadActivityExportFile( + join(__dirname, '../../../../../../../test/import/ok-btcusd.json') + ); + }); + + beforeEach(() => { + configurationService = new ConfigurationService(); + + currentRateService = new CurrentRateService(null, null, null, null); + + exchangeRateDataService = new ExchangeRateDataService( + null, + null, + null, + null + ); + + portfolioSnapshotService = new PortfolioSnapshotService(null); + + redisCacheService = new RedisCacheService(null, null); + + portfolioCalculatorFactory = new PortfolioCalculatorFactory( + configurationService, + currentRateService, + exchangeRateDataService, + portfolioSnapshotService, + redisCacheService + ); + }); + + describe('get current positions', () => { + it.only('with BTCUSD buy', async () => { + jest.useFakeTimers().setSystemTime(parseDate('2022-01-14').getTime()); + + const activities: Activity[] = activityDtos.map((activity) => ({ + ...activityDummyData, + ...activity, + date: parseDate(activity.date), + SymbolProfile: { + ...symbolProfileDummyData, + currency: 'USD', + dataSource: activity.dataSource, + name: 'Bitcoin', + symbol: activity.symbol + } + })); + + const portfolioCalculator = portfolioCalculatorFactory.createCalculator({ + activities, + calculationType: PerformanceCalculationType.ROAI, + currency: 'USD', + userId: userDummyData.id + }); + + const portfolioSnapshot = await portfolioCalculator.computeSnapshot(); + + const investments = portfolioCalculator.getInvestments(); + + const investmentsByMonth = portfolioCalculator.getInvestmentsByGroup({ + data: portfolioSnapshot.historicalData, + groupBy: 'month' + }); + + expect(portfolioSnapshot.historicalData[0]).toEqual({ + date: '2021-12-11', + investmentValueWithCurrencyEffect: 0, + netPerformance: 0, + netPerformanceInPercentage: 0, + netPerformanceInPercentageWithCurrencyEffect: 0, + netPerformanceWithCurrencyEffect: 0, + netWorth: 0, + totalAccountBalance: 0, + totalInvestment: 0, + totalInvestmentValueWithCurrencyEffect: 0, + value: 0, + valueWithCurrencyEffect: 0 + }); + + expect(portfolioSnapshot.historicalData[1]).toEqual({ + date: '2021-12-12', + investmentValueWithCurrencyEffect: 44558.42, + netPerformance: -4.46, + netPerformanceInPercentage: 0, + netPerformanceInPercentageWithCurrencyEffect: 0, + netPerformanceWithCurrencyEffect: -4.46, + netWorth: 44558.42, + totalAccountBalance: 0, + totalInvestment: 44558.42, + totalInvestmentValueWithCurrencyEffect: 44558.42, + value: 44558.42, + valueWithCurrencyEffect: 44558.42 + }); + + expect( + portfolioSnapshot.historicalData[ + portfolioSnapshot.historicalData.length - 1 + ] + ).toEqual({ + date: '2022-01-14', + investmentValueWithCurrencyEffect: 0, + netPerformance: -1463.18, + netPerformanceInPercentage: -0.032837340282712, + netPerformanceInPercentageWithCurrencyEffect: -0.032837340282712, + netPerformanceWithCurrencyEffect: -1463.18, + netWorth: 43099.7, + totalAccountBalance: 0, + totalInvestment: 44558.42, + totalInvestmentValueWithCurrencyEffect: 44558.42, + value: 43099.7, + valueWithCurrencyEffect: 43099.7 + }); + + expect(portfolioSnapshot).toMatchObject({ + currentValueInBaseCurrency: new Big('43099.7'), + errors: [], + hasErrors: false, + positions: [ + { + averagePrice: new Big('44558.42'), + currency: 'USD', + dataSource: 'YAHOO', + dividend: new Big('0'), + dividendInBaseCurrency: new Big('0'), + fee: new Big('4.46'), + feeInBaseCurrency: new Big('4.46'), + firstBuyDate: '2021-12-12', + grossPerformance: new Big('-1458.72'), + grossPerformancePercentage: new Big('-0.03273724696701543726'), + grossPerformancePercentageWithCurrencyEffect: new Big( + '-0.03273724696701543726' + ), + grossPerformanceWithCurrencyEffect: new Big('-1458.72'), + investment: new Big('44558.42'), + investmentWithCurrencyEffect: new Big('44558.42'), + netPerformance: new Big('-1463.18'), + netPerformancePercentage: new Big('-0.03283734028271199921'), + netPerformancePercentageWithCurrencyEffectMap: { + max: new Big('-0.03283734028271199921') + }, + netPerformanceWithCurrencyEffectMap: { + max: new Big('-1463.18') + }, + marketPrice: 43099.7, + marketPriceInBaseCurrency: 43099.7, + quantity: new Big('1'), + symbol: 'BTCUSD', + tags: [], + timeWeightedInvestment: new Big('44558.42'), + timeWeightedInvestmentWithCurrencyEffect: new Big('44558.42'), + transactionCount: 1, + valueInBaseCurrency: new Big('43099.7') + } + ], + totalFeesWithCurrencyEffect: new Big('4.46'), + totalInterestWithCurrencyEffect: new Big('0'), + totalInvestment: new Big('44558.42'), + totalInvestmentWithCurrencyEffect: new Big('44558.42'), + totalLiabilitiesWithCurrencyEffect: new Big('0'), + totalValuablesWithCurrencyEffect: new Big('0') + }); + + expect(portfolioSnapshot.historicalData.at(-1)).toMatchObject( + expect.objectContaining({ + netPerformance: -1463.18, + netPerformanceInPercentage: -0.032837340282712, + netPerformanceInPercentageWithCurrencyEffect: -0.032837340282712, + netPerformanceWithCurrencyEffect: -1463.18, + totalInvestmentValueWithCurrencyEffect: 44558.42 + }) + ); + + expect(investments).toEqual([ + { date: '2021-12-12', investment: new Big('44558.42') } + ]); + + expect(investmentsByMonth).toEqual([ + { date: '2021-12-01', investment: 44558.42 }, + { date: '2022-01-01', investment: 0 } + ]); + }); + }); +}); diff --git a/apps/api/src/app/portfolio/current-rate.service.mock.ts b/apps/api/src/app/portfolio/current-rate.service.mock.ts index fab25ae2d..4b4b8f00e 100644 --- a/apps/api/src/app/portfolio/current-rate.service.mock.ts +++ b/apps/api/src/app/portfolio/current-rate.service.mock.ts @@ -47,6 +47,10 @@ function mockGetValue(symbol: string, date: Date) { return { marketPrice: 14156.4 }; } else if (isSameDay(parseDate('2018-01-01'), date)) { return { marketPrice: 13657.2 }; + } else if (isSameDay(parseDate('2021-12-12'), date)) { + return { marketPrice: 50098.3 }; + } else if (isSameDay(parseDate('2022-01-14'), date)) { + return { marketPrice: 43099.7 }; } return { marketPrice: 0 }; diff --git a/apps/api/src/app/portfolio/portfolio.service.ts b/apps/api/src/app/portfolio/portfolio.service.ts index 6d0cde40e..87b2bc9df 100644 --- a/apps/api/src/app/portfolio/portfolio.service.ts +++ b/apps/api/src/app/portfolio/portfolio.service.ts @@ -748,8 +748,14 @@ export class PortfolioService { ); const historicalDataArray: HistoricalDataItem[] = []; - let maxPrice = Math.max(activitiesOfPosition[0].unitPrice, marketPrice); - let minPrice = Math.min(activitiesOfPosition[0].unitPrice, marketPrice); + let maxPrice = Math.max( + activitiesOfPosition[0].unitPriceInAssetProfileCurrency, + marketPrice + ); + let minPrice = Math.min( + activitiesOfPosition[0].unitPriceInAssetProfileCurrency, + marketPrice + ); if (historicalData[aSymbol]) { let j = -1; @@ -793,9 +799,9 @@ export class PortfolioService { } else { // Add historical entry for buy date, if no historical data available historicalDataArray.push({ - averagePrice: activitiesOfPosition[0].unitPrice, + averagePrice: activitiesOfPosition[0].unitPriceInAssetProfileCurrency, date: firstBuyDate, - marketPrice: activitiesOfPosition[0].unitPrice, + marketPrice: activitiesOfPosition[0].unitPriceInAssetProfileCurrency, quantity: activitiesOfPosition[0].quantity }); } diff --git a/apps/api/src/services/exchange-rate-data/exchange-rate-data.service.mock.ts b/apps/api/src/services/exchange-rate-data/exchange-rate-data.service.mock.ts index 8f5d1c28a..b8ab9103f 100644 --- a/apps/api/src/services/exchange-rate-data/exchange-rate-data.service.mock.ts +++ b/apps/api/src/services/exchange-rate-data/exchange-rate-data.service.mock.ts @@ -25,6 +25,13 @@ export const ExchangeRateDataServiceMock = { '2023-07-10': 1 } }); + } else if (targetCurrency === 'EUR') { + return Promise.resolve({ + USDEUR: { + '2021-12-12': 0.8838, + '2022-01-14': 0.8728 + } + }); } return Promise.resolve({}); diff --git a/test/import/ok-btceur.json b/test/import/ok-btceur.json index b370682f9..134cc81e4 100644 --- a/test/import/ok-btceur.json +++ b/test/import/ok-btceur.json @@ -11,9 +11,11 @@ "accountId": null, "comment": null, "fee": 3.94, + "feeInAssetProfileCurrency": 4.46, "quantity": 1, "type": "BUY", "unitPrice": 39378.5, + "unitPriceInAssetProfileCurrency": 44558.42, "currency": "EUR", "dataSource": "YAHOO", "date": "2021-12-12T00:00:00.000Z", diff --git a/test/import/ok-btcusd.json b/test/import/ok-btcusd.json index fc2e1f66e..4bdca390b 100644 --- a/test/import/ok-btcusd.json +++ b/test/import/ok-btcusd.json @@ -11,9 +11,11 @@ "accountId": null, "comment": null, "fee": 4.46, + "feeInAssetProfileCurrency": 4.46, "quantity": 1, "type": "BUY", "unitPrice": 44558.42, + "unitPriceInAssetProfileCurrency": 44558.42, "currency": "USD", "dataSource": "YAHOO", "date": "2021-12-12T00:00:00.000Z",