Merge 5c00ecb0d4 into dcbd9225da

CHANGELOG.md

@@ -49,6 +49,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 - Resolved an issue with the cash balance calculation of an account for `SELL` activities to ensure fees are correctly subtracted
 - Resolved an exception in the portfolio details endpoint when an asset profile is unmatched
+- Resolved an issue where `netPerformancePercentWithCurrencyEffect` produced a misleading percentage for reopened multi-trade positions with currency conversion
 
 ## 3.3.0 - 2026-05-14
 

apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-multi-trade-currency-effect.spec.ts

@@ -0,0 +1,222 @@
+import {
+  activityDummyData,
+  symbolProfileDummyData,
+  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, resetHours } 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';
+import { addDays, format, isBefore } from 'date-fns';
+
+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(() => {
+    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('calculates currency-effect return against net invested capital after round-trip trades', async () => {
+      jest.useFakeTimers().setSystemTime(parseDate('2024-03-02').getTime());
+
+      const exchangeRates: { [date: string]: number } = {};
+      const marketPrices: { [date: string]: number } = {};
+
+      for (
+        let date = resetHours(parseDate('2023-12-31'));
+        isBefore(date, parseDate('2024-03-03'));
+        date = addDays(date, 1)
+      ) {
+        const dateString = format(date, 'yyyy-MM-dd');
+
+        exchangeRates[dateString] = isBefore(date, parseDate('2024-02-01'))
+          ? 4
+          : isBefore(date, parseDate('2024-03-01'))
+            ? 4.1
+            : 3.9;
+
+        marketPrices[dateString] = isBefore(date, parseDate('2024-02-01'))
+          ? 100
+          : isBefore(date, parseDate('2024-03-01'))
+            ? 120
+            : 500;
+      }
+
+      jest
+        .spyOn(exchangeRateDataService, 'getExchangeRatesByCurrency')
+        .mockResolvedValue({
+          MYRMYR: Object.fromEntries(
+            Object.keys(exchangeRates).map((date) => [date, 1])
+          ),
+          USDMYR: exchangeRates
+        });
+
+      jest
+        .spyOn(currentRateService, 'getValues')
+        .mockImplementation(async ({ dataGatheringItems, dateQuery }) => {
+          const values = [];
+
+          for (
+            let date = resetHours(dateQuery.gte);
+            isBefore(date, dateQuery.lt);
+            date = addDays(date, 1)
+          ) {
+            const dateString = format(date, 'yyyy-MM-dd');
+
+            for (const dataGatheringItem of dataGatheringItems) {
+              values.push({
+                date,
+                dataSource: dataGatheringItem.dataSource,
+                marketPrice: marketPrices[dateString],
+                symbol: dataGatheringItem.symbol
+              });
+            }
+          }
+
+          return { values, dataProviderInfos: [], errors: [] };
+        });
+
+      const activities: Activity[] = [
+        {
+          ...activityDummyData,
+          date: parseDate('2024-01-01'),
+          feeInAssetProfileCurrency: 0,
+          feeInBaseCurrency: 0,
+          quantity: 10,
+          SymbolProfile: {
+            ...symbolProfileDummyData,
+            currency: 'USD',
+            dataSource: 'YAHOO',
+            name: 'Micron Technology Inc.',
+            symbol: 'MU'
+          },
+          type: 'BUY',
+          unitPriceInAssetProfileCurrency: 100
+        },
+        {
+          ...activityDummyData,
+          date: parseDate('2024-02-01'),
+          feeInAssetProfileCurrency: 0,
+          feeInBaseCurrency: 0,
+          quantity: 10,
+          SymbolProfile: {
+            ...symbolProfileDummyData,
+            currency: 'USD',
+            dataSource: 'YAHOO',
+            name: 'Micron Technology Inc.',
+            symbol: 'MU'
+          },
+          type: 'SELL',
+          unitPriceInAssetProfileCurrency: 120
+        },
+        {
+          ...activityDummyData,
+          date: parseDate('2024-03-01'),
+          feeInAssetProfileCurrency: 0,
+          feeInBaseCurrency: 0,
+          quantity: 3,
+          SymbolProfile: {
+            ...symbolProfileDummyData,
+            currency: 'USD',
+            dataSource: 'YAHOO',
+            name: 'Micron Technology Inc.',
+            symbol: 'MU'
+          },
+          type: 'BUY',
+          unitPriceInAssetProfileCurrency: 500
+        }
+      ];
+
+      const portfolioCalculator = portfolioCalculatorFactory.createCalculator({
+        activities,
+        calculationType: PerformanceCalculationType.ROAI,
+        currency: 'MYR',
+        userId: userDummyData.id
+      });
+
+      const portfolioSnapshot = await portfolioCalculator.computeSnapshot();
+
+      const position = portfolioSnapshot.positions.find(({ symbol }) => {
+        return symbol === 'MU';
+      });
+
+      expect(position).toMatchObject({
+        grossPerformanceWithCurrencyEffect: new Big(920),
+        investmentWithCurrencyEffect: new Big(5850),
+        netPerformanceWithCurrencyEffectMap: {
+          max: new Big(920)
+        },
+        quantity: new Big(3),
+        valueInBaseCurrency: new Big(5850)
+      });
+
+      expect(
+        position.netPerformancePercentageWithCurrencyEffectMap.max
+      ).toEqual(new Big(920).div(5850));
+    });
+  });
+});

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

@@ -159,6 +159,7 @@ export class RoaiPortfolioCalculator extends PortfolioCalculator {
     let grossPerformanceFromSellsWithCurrencyEffect = new Big(0);
     let initialValue: Big;
     let initialValueWithCurrencyEffect: Big;
+    let hasClosedPosition = false;
     let investmentAtStartDate: Big;
     let investmentAtStartDateWithCurrencyEffect: Big;
     const investmentValuesAccumulated: { [date: string]: Big } = {};
@@ -627,6 +628,10 @@ export class RoaiPortfolioCalculator extends PortfolioCalculator {
           );
 
       if (totalUnits.eq(0)) {
+        if (order.type === 'SELL') {
+          hasClosedPosition = true;
+        }
+
         // Reset tracking variables when position is fully closed
         totalInvestmentFromBuyTransactions = new Big(0);
         totalInvestmentFromBuyTransactionsWithCurrencyEffect = new Big(0);
@@ -924,9 +929,20 @@ export class RoaiPortfolioCalculator extends PortfolioCalculator {
                 new Big(0))
         ) ?? new Big(0);
 
-      netPerformancePercentageWithCurrencyEffectMap[dateRange] = average.gt(0)
-        ? netPerformanceWithCurrencyEffectMap[dateRange].div(average)
-        : new Big(0);
+      if (
+        dateRange === 'max' &&
+        hasClosedPosition &&
+        totalInvestmentWithCurrencyEffect.gt(0)
+      ) {
+        netPerformancePercentageWithCurrencyEffectMap[dateRange] =
+          netPerformanceWithCurrencyEffectMap[dateRange].div(
+            totalInvestmentWithCurrencyEffect
+          );
+      } else {
+        netPerformancePercentageWithCurrencyEffectMap[dateRange] = average.gt(0)
+          ? netPerformanceWithCurrencyEffectMap[dateRange].div(average)
+          : new Big(0);
+      }
     }
 
     if (PortfolioCalculator.ENABLE_LOGGING) {