mirror of https://github.com/ghostfolio/ghostfolio
Dan
10 months ago
94 changed files with 22056 additions and 2396 deletions
@ -0,0 +1 @@ |
|||
14d4daf73eefed7da7c32ec19bc37e678be0244fb46c8f4965bfe9ece7384706ed58222ad9b96323893c1d845bc33a308e7524c2c79636062cbb095e0780cb51 |
|||
@ -1,25 +0,0 @@ |
|||
COMPOSE_PROJECT_NAME=ghostfolio-development |
|||
|
|||
# CACHE |
|||
REDIS_HOST=localhost |
|||
REDIS_PORT=6379 |
|||
REDIS_PASSWORD=<INSERT_REDIS_PASSWORD> |
|||
|
|||
# POSTGRES |
|||
POSTGRES_DB=ghostfolio-db |
|||
POSTGRES_USER=user |
|||
POSTGRES_PASSWORD=<INSERT_POSTGRES_PASSWORD> |
|||
|
|||
# VARIOUS |
|||
ACCESS_TOKEN_SALT=<INSERT_RANDOM_STRING> |
|||
DATABASE_URL=postgresql://${POSTGRES_USER}:${POSTGRES_PASSWORD}@localhost:5432/${POSTGRES_DB}?connect_timeout=300&sslmode=prefer |
|||
JWT_SECRET_KEY=<INSERT_RANDOM_STRING> |
|||
|
|||
# DEVELOPMENT |
|||
|
|||
# Nx 18 enables using plugins to infer targets by default |
|||
# This is disabled for existing workspaces to maintain compatibility |
|||
# For more info, see: https://nx.dev/concepts/inferred-tasks |
|||
NX_ADD_PLUGINS=false |
|||
|
|||
NX_NATIVE_COMMAND_RUNNER=false |
|||
@ -0,0 +1,47 @@ |
|||
name: Docker image CD - Branch |
|||
|
|||
on: |
|||
push: |
|||
branches: |
|||
- '*' |
|||
|
|||
jobs: |
|||
build_and_push: |
|||
runs-on: ubuntu-latest |
|||
steps: |
|||
- name: Checkout code |
|||
uses: actions/checkout@v3 |
|||
|
|||
- name: Docker metadata |
|||
id: meta |
|||
uses: docker/metadata-action@v4 |
|||
with: |
|||
images: dandevaud/ghostfolio |
|||
tags: | |
|||
type=semver,pattern={{major}} |
|||
type=semver,pattern={{version}} |
|||
|
|||
- name: Set up QEMU |
|||
uses: docker/setup-qemu-action@v2 |
|||
|
|||
- name: Set up Docker Buildx |
|||
id: buildx |
|||
uses: docker/setup-buildx-action@v2 |
|||
|
|||
- name: Login to DockerHub |
|||
if: github.event_name != 'pull_request' |
|||
uses: docker/login-action@v2 |
|||
with: |
|||
username: ${{ secrets.DOCKER_HUB_USERNAME }} |
|||
password: ${{ secrets.DOCKER_HUB_ACCESS_TOKEN }} |
|||
|
|||
- name: Build and push |
|||
uses: docker/build-push-action@v3 |
|||
with: |
|||
context: . |
|||
platforms: linux/amd64,linux/arm/v7,linux/arm64 |
|||
push: ${{ github.event_name != 'pull_request' }} |
|||
tags: dandevaud/ghostfolio:${{ github.ref_name }} |
|||
labels: ${{ steps.meta.output.labels }} |
|||
cache-from: type=gha |
|||
cache-to: type=gha,mode=max |
|||
@ -0,0 +1,47 @@ |
|||
name: Docker image CD - DEV |
|||
|
|||
on: |
|||
push: |
|||
branches: |
|||
- 'dockerpush' |
|||
|
|||
jobs: |
|||
build_and_push: |
|||
runs-on: ubuntu-latest |
|||
steps: |
|||
- name: Checkout code |
|||
uses: actions/checkout@v3 |
|||
|
|||
- name: Docker metadata |
|||
id: meta |
|||
uses: docker/metadata-action@v4 |
|||
with: |
|||
images: dandevaud/ghostfolio |
|||
tags: | |
|||
type=semver,pattern={{major}} |
|||
type=semver,pattern={{version}} |
|||
|
|||
- name: Set up QEMU |
|||
uses: docker/setup-qemu-action@v2 |
|||
|
|||
- name: Set up Docker Buildx |
|||
id: buildx |
|||
uses: docker/setup-buildx-action@v2 |
|||
|
|||
- name: Login to DockerHub |
|||
if: github.event_name != 'pull_request' |
|||
uses: docker/login-action@v2 |
|||
with: |
|||
username: ${{ secrets.DOCKER_HUB_USERNAME }} |
|||
password: ${{ secrets.DOCKER_HUB_ACCESS_TOKEN }} |
|||
|
|||
- name: Build and push |
|||
uses: docker/build-push-action@v3 |
|||
with: |
|||
context: . |
|||
platforms: linux/amd64,linux/arm/v7,linux/arm64 |
|||
push: ${{ github.event_name != 'pull_request' }} |
|||
tags: dandevaud/ghostfolio:beta |
|||
labels: ${{ steps.meta.output.labels }} |
|||
cache-from: type=gha |
|||
cache-to: type=gha,mode=max |
|||
@ -0,0 +1,47 @@ |
|||
name: Docker image CD - DEV |
|||
|
|||
on: |
|||
push: |
|||
branches: |
|||
- 'main' |
|||
|
|||
jobs: |
|||
build_and_push: |
|||
runs-on: ubuntu-latest |
|||
steps: |
|||
- name: Checkout code |
|||
uses: actions/checkout@v3 |
|||
|
|||
- name: Docker metadata |
|||
id: meta |
|||
uses: docker/metadata-action@v4 |
|||
with: |
|||
images: dandevaud/ghostfolio |
|||
tags: | |
|||
type=semver,pattern={{major}} |
|||
type=semver,pattern={{version}} |
|||
|
|||
- name: Set up QEMU |
|||
uses: docker/setup-qemu-action@v2 |
|||
|
|||
- name: Set up Docker Buildx |
|||
id: buildx |
|||
uses: docker/setup-buildx-action@v2 |
|||
|
|||
- name: Login to DockerHub |
|||
if: github.event_name != 'pull_request' |
|||
uses: docker/login-action@v2 |
|||
with: |
|||
username: ${{ secrets.DOCKER_HUB_USERNAME }} |
|||
password: ${{ secrets.DOCKER_HUB_ACCESS_TOKEN }} |
|||
|
|||
- name: Build and push |
|||
uses: docker/build-push-action@v3 |
|||
with: |
|||
context: . |
|||
platforms: linux/amd64,linux/arm/v7,linux/arm64 |
|||
push: ${{ github.event_name != 'pull_request' }} |
|||
tags: dandevaud/ghostfolio:main |
|||
labels: ${{ steps.meta.output.labels }} |
|||
cache-from: type=gha |
|||
cache-to: type=gha,mode=max |
|||
@ -0,0 +1,598 @@ |
|||
import { Activity } from '@ghostfolio/api/app/order/interfaces/activities.interface'; |
|||
import { OrderService } from '@ghostfolio/api/app/order/order.service'; |
|||
import { RedisCacheService } from '@ghostfolio/api/app/redis-cache/redis-cache.service'; |
|||
import { getFactor } from '@ghostfolio/api/helper/portfolio.helper'; |
|||
import { LogPerformance } from '@ghostfolio/api/interceptors/performance-logging/performance-logging.interceptor'; |
|||
import { ConfigurationService } from '@ghostfolio/api/services/configuration/configuration.service'; |
|||
import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service'; |
|||
import { IDataGatheringItem } from '@ghostfolio/api/services/interfaces/interfaces'; |
|||
import { PortfolioSnapshotService } from '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service'; |
|||
import { getIntervalFromDateRange } from '@ghostfolio/common/calculation-helper'; |
|||
import { DATE_FORMAT, parseDate, resetHours } from '@ghostfolio/common/helper'; |
|||
import { Filter, HistoricalDataItem } from '@ghostfolio/common/interfaces'; |
|||
import { DateRange } from '@ghostfolio/common/types'; |
|||
|
|||
import { Inject, Logger } from '@nestjs/common'; |
|||
import { Big } from 'big.js'; |
|||
import { |
|||
addDays, |
|||
differenceInDays, |
|||
eachDayOfInterval, |
|||
endOfDay, |
|||
format, |
|||
isAfter, |
|||
isBefore, |
|||
subDays |
|||
} from 'date-fns'; |
|||
|
|||
import { CurrentRateService } from '../../current-rate.service'; |
|||
import { DateQuery } from '../../interfaces/date-query.interface'; |
|||
import { PortfolioOrder } from '../../interfaces/portfolio-order.interface'; |
|||
import { TWRPortfolioCalculator } from '../twr/portfolio-calculator'; |
|||
|
|||
export class CPRPortfolioCalculator extends TWRPortfolioCalculator { |
|||
private holdings: { [date: string]: { [symbol: string]: Big } } = {}; |
|||
private holdingCurrencies: { [symbol: string]: string } = {}; |
|||
|
|||
constructor( |
|||
{ |
|||
accountBalanceItems, |
|||
activities, |
|||
configurationService, |
|||
currency, |
|||
currentRateService, |
|||
exchangeRateDataService, |
|||
portfolioSnapshotService, |
|||
redisCacheService, |
|||
userId, |
|||
filters |
|||
}: { |
|||
accountBalanceItems: HistoricalDataItem[]; |
|||
activities: Activity[]; |
|||
configurationService: ConfigurationService; |
|||
currency: string; |
|||
currentRateService: CurrentRateService; |
|||
exchangeRateDataService: ExchangeRateDataService; |
|||
portfolioSnapshotService: PortfolioSnapshotService; |
|||
redisCacheService: RedisCacheService; |
|||
filters: Filter[]; |
|||
userId: string; |
|||
}, |
|||
@Inject() |
|||
private orderService: OrderService |
|||
) { |
|||
super({ |
|||
accountBalanceItems, |
|||
activities, |
|||
configurationService, |
|||
currency, |
|||
filters, |
|||
currentRateService, |
|||
exchangeRateDataService, |
|||
portfolioSnapshotService, |
|||
redisCacheService, |
|||
userId |
|||
}); |
|||
} |
|||
|
|||
@LogPerformance |
|||
public async getPerformanceWithTimeWeightedReturn({ |
|||
start, |
|||
end |
|||
}: { |
|||
start: Date; |
|||
end: Date; |
|||
}): Promise<{ chart: HistoricalDataItem[] }> { |
|||
let item = await super.getPerformance({ |
|||
end, |
|||
start |
|||
}); |
|||
|
|||
let itemResult = item.chart; |
|||
let dates = itemResult.map((item) => parseDate(item.date)); |
|||
let timeWeighted = await this.getTimeWeightedChartData({ |
|||
dates |
|||
}); |
|||
|
|||
item.chart = itemResult.map((itemInt) => { |
|||
let timeWeightedItem = timeWeighted.find( |
|||
(timeWeightedItem) => timeWeightedItem.date === itemInt.date |
|||
); |
|||
if (timeWeightedItem) { |
|||
itemInt.timeWeightedPerformance = |
|||
timeWeightedItem.netPerformanceInPercentage; |
|||
itemInt.timeWeightedPerformanceWithCurrencyEffect = |
|||
timeWeightedItem.netPerformanceInPercentageWithCurrencyEffect; |
|||
} |
|||
|
|||
return itemInt; |
|||
}); |
|||
return item; |
|||
} |
|||
|
|||
@LogPerformance |
|||
public async getUnfilteredNetWorth(currency: string): Promise<Big> { |
|||
const activities = await this.orderService.getOrders({ |
|||
userId: this.userId, |
|||
userCurrency: currency, |
|||
types: ['BUY', 'SELL', 'STAKE'], |
|||
withExcludedAccounts: true |
|||
}); |
|||
const orders = this.activitiesToPortfolioOrder(activities.activities); |
|||
const start = orders.reduce( |
|||
(date, order) => |
|||
parseDate(date.date).getTime() < parseDate(order.date).getTime() |
|||
? date |
|||
: order, |
|||
{ date: orders[0].date } |
|||
).date; |
|||
|
|||
const end = new Date(Date.now()); |
|||
|
|||
const holdings = await this.getHoldings(orders, parseDate(start), end); |
|||
const marketMap = await this.currentRateService.getValues({ |
|||
dataGatheringItems: this.mapToDataGatheringItems(orders), |
|||
dateQuery: { in: [end] } |
|||
}); |
|||
const endString = format(end, DATE_FORMAT); |
|||
let exchangeRates = await Promise.all( |
|||
Object.keys(holdings[endString]).map(async (holding) => { |
|||
let symbol = marketMap.values.find((m) => m.symbol === holding); |
|||
let symbolCurrency = this.getCurrencyFromActivities(orders, holding); |
|||
let exchangeRate = await this.exchangeRateDataService.toCurrencyAtDate( |
|||
1, |
|||
symbolCurrency, |
|||
this.currency, |
|||
end |
|||
); |
|||
return { symbolCurrency, exchangeRate }; |
|||
}) |
|||
); |
|||
let currencyRates = exchangeRates.reduce<{ [currency: string]: number }>( |
|||
(all, currency): { [currency: string]: number } => { |
|||
all[currency.symbolCurrency] ??= currency.exchangeRate; |
|||
return all; |
|||
}, |
|||
{} |
|||
); |
|||
|
|||
let totalInvestment = await Object.keys(holdings[endString]).reduce( |
|||
(sum, holding) => { |
|||
if (!holdings[endString][holding].toNumber()) { |
|||
return sum; |
|||
} |
|||
let symbol = marketMap.values.find((m) => m.symbol === holding); |
|||
|
|||
if (symbol?.marketPrice === undefined) { |
|||
Logger.warn( |
|||
`Missing historical market data for ${holding} (${end})`, |
|||
'PortfolioCalculator' |
|||
); |
|||
return sum; |
|||
} else { |
|||
let symbolCurrency = this.getCurrency(holding); |
|||
let price = new Big(currencyRates[symbolCurrency]).mul( |
|||
symbol.marketPrice |
|||
); |
|||
return sum.plus(new Big(price).mul(holdings[endString][holding])); |
|||
} |
|||
}, |
|||
new Big(0) |
|||
); |
|||
return totalInvestment; |
|||
} |
|||
|
|||
@LogPerformance |
|||
protected async getTimeWeightedChartData({ |
|||
dates |
|||
}: { |
|||
dates?: Date[]; |
|||
}): Promise<HistoricalDataItem[]> { |
|||
dates = dates.sort((a, b) => a.getTime() - b.getTime()); |
|||
const start = dates[0]; |
|||
const end = dates[dates.length - 1]; |
|||
let marketMapTask = this.computeMarketMap({ |
|||
gte: start, |
|||
lt: addDays(end, 1) |
|||
}); |
|||
const timelineHoldings = await this.getHoldings( |
|||
this.activities, |
|||
start, |
|||
end |
|||
); |
|||
|
|||
let data: HistoricalDataItem[] = []; |
|||
const startString = format(start, DATE_FORMAT); |
|||
|
|||
data.push({ |
|||
date: startString, |
|||
netPerformanceInPercentage: 0, |
|||
netPerformanceInPercentageWithCurrencyEffect: 0, |
|||
investmentValueWithCurrencyEffect: 0, |
|||
netPerformance: 0, |
|||
netPerformanceWithCurrencyEffect: 0, |
|||
netWorth: 0, |
|||
totalAccountBalance: 0, |
|||
totalInvestment: 0, |
|||
totalInvestmentValueWithCurrencyEffect: 0, |
|||
value: 0, |
|||
valueWithCurrencyEffect: 0 |
|||
}); |
|||
|
|||
this.marketMap = await marketMapTask; |
|||
|
|||
let totalInvestment = Object.keys(timelineHoldings[startString]).reduce( |
|||
(sum, holding) => { |
|||
return sum.plus( |
|||
timelineHoldings[startString][holding].mul( |
|||
this.marketMap[startString][holding] ?? new Big(0) |
|||
) |
|||
); |
|||
}, |
|||
new Big(0) |
|||
); |
|||
|
|||
let previousNetPerformanceInPercentage = new Big(0); |
|||
let previousNetPerformanceInPercentageWithCurrencyEffect = new Big(0); |
|||
|
|||
for (let i = 1; i < dates.length; i++) { |
|||
const date = format(dates[i], DATE_FORMAT); |
|||
const previousDate = format(dates[i - 1], DATE_FORMAT); |
|||
const holdings = timelineHoldings[previousDate]; |
|||
let newTotalInvestment = new Big(0); |
|||
let netPerformanceInPercentage = new Big(0); |
|||
let netPerformanceInPercentageWithCurrencyEffect = new Big(0); |
|||
|
|||
for (const holding of Object.keys(holdings)) { |
|||
({ |
|||
netPerformanceInPercentage, |
|||
netPerformanceInPercentageWithCurrencyEffect, |
|||
newTotalInvestment |
|||
} = await this.handleSingleHolding( |
|||
previousDate, |
|||
holding, |
|||
date, |
|||
totalInvestment, |
|||
timelineHoldings, |
|||
netPerformanceInPercentage, |
|||
netPerformanceInPercentageWithCurrencyEffect, |
|||
newTotalInvestment |
|||
)); |
|||
} |
|||
totalInvestment = newTotalInvestment; |
|||
|
|||
previousNetPerformanceInPercentage = previousNetPerformanceInPercentage |
|||
.plus(1) |
|||
.mul(netPerformanceInPercentage.plus(1)) |
|||
.minus(1); |
|||
previousNetPerformanceInPercentageWithCurrencyEffect = |
|||
previousNetPerformanceInPercentageWithCurrencyEffect |
|||
.plus(1) |
|||
.mul(netPerformanceInPercentageWithCurrencyEffect.plus(1)) |
|||
.minus(1); |
|||
|
|||
data.push({ |
|||
date, |
|||
netPerformanceInPercentage: previousNetPerformanceInPercentage |
|||
.mul(100) |
|||
.toNumber(), |
|||
netPerformanceInPercentageWithCurrencyEffect: |
|||
previousNetPerformanceInPercentageWithCurrencyEffect |
|||
.mul(100) |
|||
.toNumber() |
|||
}); |
|||
} |
|||
|
|||
return data; |
|||
} |
|||
|
|||
@LogPerformance |
|||
protected async handleSingleHolding( |
|||
previousDate: string, |
|||
holding: string, |
|||
date: string, |
|||
totalInvestment: Big, |
|||
timelineHoldings: { [date: string]: { [symbol: string]: Big } }, |
|||
netPerformanceInPercentage: Big, |
|||
netPerformanceInPercentageWithCurrencyEffect: Big, |
|||
newTotalInvestment: Big |
|||
) { |
|||
const previousPrice = |
|||
Object.keys(this.marketMap).indexOf(previousDate) > 0 |
|||
? this.marketMap[previousDate][holding] |
|||
: undefined; |
|||
const priceDictionary = this.marketMap[date]; |
|||
let currentPrice = |
|||
priceDictionary !== undefined ? priceDictionary[holding] : previousPrice; |
|||
currentPrice ??= previousPrice; |
|||
const previousHolding = timelineHoldings[previousDate][holding]; |
|||
|
|||
const priceInBaseCurrency = currentPrice |
|||
? new Big( |
|||
await this.exchangeRateDataService.toCurrencyAtDate( |
|||
currentPrice?.toNumber() ?? 0, |
|||
this.getCurrency(holding), |
|||
this.currency, |
|||
parseDate(date) |
|||
) |
|||
) |
|||
: new Big(0); |
|||
|
|||
if (previousHolding.eq(0)) { |
|||
return { |
|||
netPerformanceInPercentage: netPerformanceInPercentage, |
|||
netPerformanceInPercentageWithCurrencyEffect: |
|||
netPerformanceInPercentageWithCurrencyEffect, |
|||
newTotalInvestment: newTotalInvestment.plus( |
|||
timelineHoldings[date][holding].mul(priceInBaseCurrency) |
|||
) |
|||
}; |
|||
} |
|||
if (previousPrice === undefined || currentPrice === undefined) { |
|||
Logger.warn( |
|||
`Missing historical market data for ${holding} (${previousPrice === undefined ? previousDate : date}})`, |
|||
'PortfolioCalculator' |
|||
); |
|||
return { |
|||
netPerformanceInPercentage: netPerformanceInPercentage, |
|||
netPerformanceInPercentageWithCurrencyEffect: |
|||
netPerformanceInPercentageWithCurrencyEffect, |
|||
newTotalInvestment: newTotalInvestment.plus( |
|||
timelineHoldings[date][holding].mul(priceInBaseCurrency) |
|||
) |
|||
}; |
|||
} |
|||
const previousPriceInBaseCurrency = previousPrice |
|||
? new Big( |
|||
await this.exchangeRateDataService.toCurrencyAtDate( |
|||
previousPrice?.toNumber() ?? 0, |
|||
this.getCurrency(holding), |
|||
this.currency, |
|||
parseDate(previousDate) |
|||
) |
|||
) |
|||
: new Big(0); |
|||
const portfolioWeight = totalInvestment.toNumber() |
|||
? previousHolding.mul(previousPriceInBaseCurrency).div(totalInvestment) |
|||
: new Big(0); |
|||
|
|||
netPerformanceInPercentage = netPerformanceInPercentage.plus( |
|||
currentPrice.div(previousPrice).minus(1).mul(portfolioWeight) |
|||
); |
|||
|
|||
netPerformanceInPercentageWithCurrencyEffect = |
|||
netPerformanceInPercentageWithCurrencyEffect.plus( |
|||
priceInBaseCurrency |
|||
.div(previousPriceInBaseCurrency) |
|||
.minus(1) |
|||
.mul(portfolioWeight) |
|||
); |
|||
|
|||
newTotalInvestment = newTotalInvestment.plus( |
|||
timelineHoldings[date][holding].mul(priceInBaseCurrency) |
|||
); |
|||
return { |
|||
netPerformanceInPercentage, |
|||
netPerformanceInPercentageWithCurrencyEffect, |
|||
newTotalInvestment |
|||
}; |
|||
} |
|||
|
|||
@LogPerformance |
|||
protected getCurrency(symbol: string) { |
|||
return this.getCurrencyFromActivities(this.activities, symbol); |
|||
} |
|||
|
|||
@LogPerformance |
|||
protected getCurrencyFromActivities( |
|||
activities: PortfolioOrder[], |
|||
symbol: string |
|||
) { |
|||
if (!this.holdingCurrencies[symbol]) { |
|||
this.holdingCurrencies[symbol] = activities.find( |
|||
(a) => a.SymbolProfile.symbol === symbol |
|||
).SymbolProfile.currency; |
|||
} |
|||
|
|||
return this.holdingCurrencies[symbol]; |
|||
} |
|||
|
|||
@LogPerformance |
|||
protected async getHoldings( |
|||
activities: PortfolioOrder[], |
|||
start: Date, |
|||
end: Date |
|||
) { |
|||
if ( |
|||
this.holdings && |
|||
Object.keys(this.holdings).some((h) => |
|||
isAfter(parseDate(h), subDays(end, 1)) |
|||
) && |
|||
Object.keys(this.holdings).some((h) => |
|||
isBefore(parseDate(h), addDays(start, 1)) |
|||
) |
|||
) { |
|||
return this.holdings; |
|||
} |
|||
|
|||
this.computeHoldings(activities, start, end); |
|||
return this.holdings; |
|||
} |
|||
|
|||
@LogPerformance |
|||
protected async computeHoldings( |
|||
activities: PortfolioOrder[], |
|||
start: Date, |
|||
end: Date |
|||
) { |
|||
const investmentByDate = this.getInvestmentByDate(activities); |
|||
this.calculateHoldings(investmentByDate, start, end); |
|||
} |
|||
|
|||
private calculateHoldings( |
|||
investmentByDate: { [date: string]: PortfolioOrder[] }, |
|||
start: Date, |
|||
end: Date |
|||
) { |
|||
const transactionDates = Object.keys(investmentByDate).sort(); |
|||
let dates = eachDayOfInterval({ start, end }, { step: 1 }) |
|||
.map((date) => { |
|||
return resetHours(date); |
|||
}) |
|||
.sort((a, b) => a.getTime() - b.getTime()); |
|||
let currentHoldings: { [date: string]: { [symbol: string]: Big } } = {}; |
|||
|
|||
this.calculateInitialHoldings(investmentByDate, start, currentHoldings); |
|||
|
|||
for (let i = 1; i < dates.length; i++) { |
|||
const dateString = format(dates[i], DATE_FORMAT); |
|||
const previousDateString = format(dates[i - 1], DATE_FORMAT); |
|||
if (transactionDates.some((d) => d === dateString)) { |
|||
let holdings = { ...currentHoldings[previousDateString] }; |
|||
investmentByDate[dateString].forEach((trade) => { |
|||
holdings[trade.SymbolProfile.symbol] ??= new Big(0); |
|||
holdings[trade.SymbolProfile.symbol] = holdings[ |
|||
trade.SymbolProfile.symbol |
|||
].plus(trade.quantity.mul(getFactor(trade.type))); |
|||
}); |
|||
currentHoldings[dateString] = holdings; |
|||
} else { |
|||
currentHoldings[dateString] = currentHoldings[previousDateString]; |
|||
} |
|||
} |
|||
|
|||
this.holdings = currentHoldings; |
|||
} |
|||
|
|||
@LogPerformance |
|||
protected calculateInitialHoldings( |
|||
investmentByDate: { [date: string]: PortfolioOrder[] }, |
|||
start: Date, |
|||
currentHoldings: { [date: string]: { [symbol: string]: Big } } |
|||
) { |
|||
const preRangeTrades = Object.keys(investmentByDate) |
|||
.filter((date) => resetHours(new Date(date)) <= start) |
|||
.map((date) => investmentByDate[date]) |
|||
.reduce((a, b) => a.concat(b), []) |
|||
.reduce((groupBySymbol, trade) => { |
|||
if (!groupBySymbol[trade.SymbolProfile.symbol]) { |
|||
groupBySymbol[trade.SymbolProfile.symbol] = []; |
|||
} |
|||
|
|||
groupBySymbol[trade.SymbolProfile.symbol].push(trade); |
|||
|
|||
return groupBySymbol; |
|||
}, {}); |
|||
|
|||
currentHoldings[format(start, DATE_FORMAT)] = {}; |
|||
|
|||
for (const symbol of Object.keys(preRangeTrades)) { |
|||
const trades: PortfolioOrder[] = preRangeTrades[symbol]; |
|||
let startQuantity = trades.reduce((sum, trade) => { |
|||
return sum.plus(trade.quantity.mul(getFactor(trade.type))); |
|||
}, new Big(0)); |
|||
currentHoldings[format(start, DATE_FORMAT)][symbol] = startQuantity; |
|||
} |
|||
} |
|||
|
|||
@LogPerformance |
|||
protected getInvestmentByDate(activities: PortfolioOrder[]): { |
|||
[date: string]: PortfolioOrder[]; |
|||
} { |
|||
return activities.reduce((groupedByDate, order) => { |
|||
if (!groupedByDate[order.date]) { |
|||
groupedByDate[order.date] = []; |
|||
} |
|||
|
|||
groupedByDate[order.date].push(order); |
|||
|
|||
return groupedByDate; |
|||
}, {}); |
|||
} |
|||
|
|||
@LogPerformance |
|||
protected mapToDataGatheringItems( |
|||
orders: PortfolioOrder[] |
|||
): IDataGatheringItem[] { |
|||
return orders |
|||
.map((activity) => { |
|||
return { |
|||
symbol: activity.SymbolProfile.symbol, |
|||
dataSource: activity.SymbolProfile.dataSource |
|||
}; |
|||
}) |
|||
.filter( |
|||
(gathering, i, arr) => |
|||
arr.findIndex((t) => t.symbol === gathering.symbol) === i |
|||
); |
|||
} |
|||
|
|||
@LogPerformance |
|||
protected async computeMarketMap(dateQuery: DateQuery): Promise<{ |
|||
[date: string]: { [symbol: string]: Big }; |
|||
}> { |
|||
const dataGatheringItems: IDataGatheringItem[] = |
|||
this.mapToDataGatheringItems(this.activities); |
|||
const { values: marketSymbols } = await this.currentRateService.getValues({ |
|||
dataGatheringItems, |
|||
dateQuery |
|||
}); |
|||
|
|||
const marketSymbolMap: { |
|||
[date: string]: { [symbol: string]: Big }; |
|||
} = {}; |
|||
|
|||
for (const marketSymbol of marketSymbols) { |
|||
const date = format(marketSymbol.date, DATE_FORMAT); |
|||
|
|||
if (!marketSymbolMap[date]) { |
|||
marketSymbolMap[date] = {}; |
|||
} |
|||
|
|||
if (marketSymbol.marketPrice) { |
|||
marketSymbolMap[date][marketSymbol.symbol] = new Big( |
|||
marketSymbol.marketPrice |
|||
); |
|||
} |
|||
} |
|||
|
|||
return marketSymbolMap; |
|||
} |
|||
|
|||
@LogPerformance |
|||
protected activitiesToPortfolioOrder( |
|||
activities: Activity[] |
|||
): PortfolioOrder[] { |
|||
return activities |
|||
.map( |
|||
({ |
|||
date, |
|||
fee, |
|||
quantity, |
|||
SymbolProfile, |
|||
tags = [], |
|||
type, |
|||
unitPrice |
|||
}) => { |
|||
if (isAfter(date, new Date(Date.now()))) { |
|||
// Adapt date to today if activity is in future (e.g. liability)
|
|||
// to include it in the interval
|
|||
date = endOfDay(new Date(Date.now())); |
|||
} |
|||
|
|||
return { |
|||
SymbolProfile, |
|||
tags, |
|||
type, |
|||
date: format(date, DATE_FORMAT), |
|||
fee: new Big(fee), |
|||
quantity: new Big(quantity), |
|||
unitPrice: new Big(unitPrice) |
|||
}; |
|||
} |
|||
) |
|||
.sort((a, b) => { |
|||
return a.date?.localeCompare(b.date); |
|||
}); |
|||
} |
|||
} |
|||
@ -0,0 +1,25 @@ |
|||
import { resetHours } from '@ghostfolio/common/helper'; |
|||
|
|||
import { addDays } from 'date-fns'; |
|||
|
|||
import { DateQuery } from '../app/portfolio/interfaces/date-query.interface'; |
|||
|
|||
export class DateQueryHelper { |
|||
public handleDateQueryIn(dateQuery: DateQuery): { |
|||
query: DateQuery; |
|||
dates: Date[]; |
|||
} { |
|||
let dates = []; |
|||
let query = dateQuery; |
|||
if (dateQuery.in?.length > 0) { |
|||
dates = dateQuery.in; |
|||
let end = Math.max(...dates.map((d) => d.getTime())); |
|||
let start = Math.min(...dates.map((d) => d.getTime())); |
|||
query = { |
|||
gte: resetHours(new Date(start)), |
|||
lt: resetHours(addDays(end, 1)) |
|||
}; |
|||
} |
|||
return { query, dates }; |
|||
} |
|||
} |
|||
@ -0,0 +1,12 @@ |
|||
import { PrismaModule } from '@ghostfolio/api/services/prisma/prisma.module'; |
|||
|
|||
import { Module } from '@nestjs/common'; |
|||
|
|||
import { SymbolProfileOverwriteService } from './symbol-profile-overwrite.service'; |
|||
|
|||
@Module({ |
|||
imports: [PrismaModule], |
|||
providers: [SymbolProfileOverwriteService], |
|||
exports: [SymbolProfileOverwriteService] |
|||
}) |
|||
export class SymbolProfileOverwriteModule {} |
|||
@ -0,0 +1,69 @@ |
|||
import { PrismaService } from '@ghostfolio/api/services/prisma/prisma.service'; |
|||
|
|||
import { Injectable } from '@nestjs/common'; |
|||
import { DataSource, Prisma, SymbolProfileOverrides } from '@prisma/client'; |
|||
|
|||
@Injectable() |
|||
export class SymbolProfileOverwriteService { |
|||
public constructor(private readonly prismaService: PrismaService) {} |
|||
|
|||
public async add( |
|||
assetProfileOverwrite: Prisma.SymbolProfileOverridesCreateInput |
|||
): Promise<SymbolProfileOverrides | never> { |
|||
return this.prismaService.symbolProfileOverrides.create({ |
|||
data: assetProfileOverwrite |
|||
}); |
|||
} |
|||
|
|||
public async delete(symbolProfileId: string) { |
|||
return this.prismaService.symbolProfileOverrides.delete({ |
|||
where: { symbolProfileId: symbolProfileId } |
|||
}); |
|||
} |
|||
|
|||
public updateSymbolProfileOverrides({ |
|||
assetClass, |
|||
assetSubClass, |
|||
name, |
|||
countries, |
|||
sectors, |
|||
url, |
|||
symbolProfileId |
|||
}: Prisma.SymbolProfileOverridesUpdateInput & { symbolProfileId: string }) { |
|||
return this.prismaService.symbolProfileOverrides.update({ |
|||
data: { |
|||
assetClass, |
|||
assetSubClass, |
|||
name, |
|||
countries, |
|||
sectors, |
|||
url |
|||
}, |
|||
where: { symbolProfileId: symbolProfileId } |
|||
}); |
|||
} |
|||
|
|||
public async GetSymbolProfileId( |
|||
Symbol: string, |
|||
datasource: DataSource |
|||
): Promise<string> { |
|||
let SymbolProfileId = await this.prismaService.symbolProfile |
|||
.findFirst({ |
|||
where: { |
|||
symbol: Symbol, |
|||
dataSource: datasource |
|||
} |
|||
}) |
|||
.then((s) => s.id); |
|||
|
|||
let symbolProfileIdSaved = await this.prismaService.symbolProfileOverrides |
|||
.findFirst({ |
|||
where: { |
|||
symbolProfileId: SymbolProfileId |
|||
} |
|||
}) |
|||
.then((s) => s?.symbolProfileId); |
|||
|
|||
return symbolProfileIdSaved; |
|||
} |
|||
} |
|||
@ -0,0 +1,46 @@ |
|||
import { Prisma, PrismaClient } from '@prisma/client'; |
|||
|
|||
class Chunk<T> implements Iterable<T[] | undefined> { |
|||
protected constructor( |
|||
private readonly values: readonly T[], |
|||
private readonly size: number |
|||
) {} |
|||
|
|||
*[Symbol.iterator]() { |
|||
const copy = [...this.values]; |
|||
if (copy.length === 0) yield undefined; |
|||
while (copy.length) yield copy.splice(0, this.size); |
|||
} |
|||
|
|||
map<U>(mapper: (items?: T[]) => U): U[] { |
|||
return Array.from(this).map((items) => mapper(items)); |
|||
} |
|||
|
|||
static of<U>(values: readonly U[]) { |
|||
return { |
|||
by: (size: number) => new Chunk(values, size) |
|||
}; |
|||
} |
|||
} |
|||
|
|||
export type Queryable<T, Result> = ( |
|||
p: PrismaClient, |
|||
vs?: T[] |
|||
) => Prisma.PrismaPromise<Result>; |
|||
export class BatchPrismaClient { |
|||
constructor( |
|||
private readonly prisma: PrismaClient, |
|||
private readonly size = 32_000 |
|||
) {} |
|||
|
|||
over<T>(values: readonly T[]) { |
|||
return { |
|||
with: <Result>(queryable: Queryable<T, Result>) => |
|||
this.prisma.$transaction( |
|||
Chunk.of(values) |
|||
.by(this.size) |
|||
.map((vs) => queryable(this.prisma, vs)) |
|||
) |
|||
}; |
|||
} |
|||
} |
|||
@ -1,9 +1,12 @@ |
|||
export type DateRange = |
|||
| '1d' |
|||
| 'wtd' |
|||
| '1w' |
|||
| 'mtd' |
|||
| '1m' |
|||
| '3m' |
|||
| 'ytd' |
|||
| '1y' |
|||
| '5y' |
|||
| 'max' |
|||
| 'mtd' |
|||
| 'wtd' |
|||
| 'ytd' |
|||
| string; // '2024', '2023', '2022', etc.
|
|||
|
|||
@ -1,3 +1,54 @@ |
|||
:host { |
|||
display: block; |
|||
.activities { |
|||
overflow-x: auto; |
|||
.mat-mdc-table { |
|||
th { |
|||
::ng-deep { |
|||
.mat-sort-header-container { |
|||
justify-content: inherit; |
|||
} |
|||
} |
|||
} |
|||
.mat-mdc-row { |
|||
.type-badge { |
|||
background-color: rgba(var(--palette-foreground-text), 0.05); |
|||
border-radius: 1rem; |
|||
line-height: 1em; |
|||
ion-icon { |
|||
font-size: 1rem; |
|||
} |
|||
&.buy { |
|||
color: var(--green); |
|||
} |
|||
&.dividend { |
|||
color: var(--blue); |
|||
} |
|||
&.stake { |
|||
color: var(--blue); |
|||
} |
|||
&.item { |
|||
color: var(--purple); |
|||
} |
|||
&.liability { |
|||
color: var(--red); |
|||
} |
|||
&.sell { |
|||
color: var(--orange); |
|||
} |
|||
} |
|||
} |
|||
} |
|||
} |
|||
} |
|||
|
|||
:host-context(.is-dark-theme) { |
|||
.mat-mdc-table { |
|||
.type-badge { |
|||
background-color: rgba( |
|||
var(--palette-foreground-text-dark), |
|||
0.1 |
|||
) !important; |
|||
} |
|||
} |
|||
} |
|||
|
|||
@ -0,0 +1,185 @@ |
|||
{ |
|||
"migrations": [ |
|||
{ |
|||
"cli": "nx", |
|||
"version": "17.3.0-beta.6", |
|||
"description": "Updates the nx wrapper.", |
|||
"implementation": "./src/migrations/update-17-3-0/update-nxw", |
|||
"package": "nx", |
|||
"name": "17.3.0-update-nx-wrapper" |
|||
}, |
|||
{ |
|||
"cli": "nx", |
|||
"version": "18.0.0-beta.2", |
|||
"description": "Updates nx.json to disabled adding plugins when generating projects in an existing Nx workspace", |
|||
"implementation": "./src/migrations/update-18-0-0/disable-crystal-for-existing-workspaces", |
|||
"x-repair-skip": true, |
|||
"package": "nx", |
|||
"name": "18.0.0-disable-adding-plugins-for-existing-workspaces" |
|||
}, |
|||
{ |
|||
"version": "18.1.0-beta.3", |
|||
"description": "Moves affected.defaultBase to defaultBase in `nx.json`", |
|||
"implementation": "./src/migrations/update-17-2-0/move-default-base", |
|||
"package": "nx", |
|||
"name": "move-default-base-to-nx-json-root" |
|||
}, |
|||
{ |
|||
"cli": "nx", |
|||
"version": "18.1.0-beta.3", |
|||
"description": "Update to Cypress ^13.6.6 if the workspace is using Cypress v13 to ensure workspaces don't use v13.6.5 which has an issue when verifying Cypress.", |
|||
"implementation": "./src/migrations/update-18-1-0/update-cypress-version-13-6-6", |
|||
"package": "@nx/cypress", |
|||
"name": "update-cypress-version-13-6-6" |
|||
}, |
|||
{ |
|||
"cli": "nx", |
|||
"version": "17.2.6-beta.1", |
|||
"description": "Rename workspace rules from @nx/workspace/name to @nx/workspace-name", |
|||
"implementation": "./src/migrations/update-17-2-6-rename-workspace-rules/rename-workspace-rules", |
|||
"package": "@nx/eslint-plugin", |
|||
"name": "update-17-2-6-rename-workspace-rules" |
|||
}, |
|||
{ |
|||
"version": "17.1.0-beta.2", |
|||
"description": "Move jest executor options to nx.json targetDefaults", |
|||
"implementation": "./src/migrations/update-17-1-0/move-options-to-target-defaults", |
|||
"package": "@nx/jest", |
|||
"name": "move-options-to-target-defaults" |
|||
}, |
|||
{ |
|||
"cli": "nx", |
|||
"version": "17.1.0-beta.5", |
|||
"requires": { |
|||
"@angular/core": ">=17.0.0" |
|||
}, |
|||
"description": "Update the @angular/cli package version to ~17.0.0.", |
|||
"factory": "./src/migrations/update-17-1-0/update-angular-cli", |
|||
"package": "@nx/angular", |
|||
"name": "update-angular-cli-version-17-0-0" |
|||
}, |
|||
{ |
|||
"cli": "nx", |
|||
"version": "17.1.0-beta.5", |
|||
"requires": { |
|||
"@angular/core": ">=17.0.0" |
|||
}, |
|||
"description": "Rename 'browserTarget' to 'buildTarget'.", |
|||
"factory": "./src/migrations/update-17-1-0/browser-target-to-build-target", |
|||
"package": "@nx/angular", |
|||
"name": "rename-browser-target-to-build-target" |
|||
}, |
|||
{ |
|||
"cli": "nx", |
|||
"version": "17.1.0-beta.5", |
|||
"requires": { |
|||
"@angular/core": ">=17.0.0" |
|||
}, |
|||
"description": "Replace usages of '@nguniversal/builders' with '@angular-devkit/build-angular'.", |
|||
"factory": "./src/migrations/update-17-1-0/replace-nguniversal-builders", |
|||
"package": "@nx/angular", |
|||
"name": "replace-nguniversal-builders" |
|||
}, |
|||
{ |
|||
"cli": "nx", |
|||
"version": "17.1.0-beta.5", |
|||
"requires": { |
|||
"@angular/core": ">=17.0.0" |
|||
}, |
|||
"description": "Replace usages of '@nguniversal/' packages with '@angular/ssr'.", |
|||
"factory": "./src/migrations/update-17-1-0/replace-nguniversal-engines", |
|||
"package": "@nx/angular", |
|||
"name": "replace-nguniversal-engines" |
|||
}, |
|||
{ |
|||
"cli": "nx", |
|||
"version": "17.1.0-beta.5", |
|||
"requires": { |
|||
"@angular/core": ">=17.0.0" |
|||
}, |
|||
"description": "Replace the deep imports from 'zone.js/dist/zone' and 'zone.js/dist/zone-testing' with 'zone.js' and 'zone.js/testing'.", |
|||
"factory": "./src/migrations/update-17-1-0/update-zone-js-deep-import", |
|||
"package": "@nx/angular", |
|||
"name": "update-zone-js-deep-import" |
|||
}, |
|||
{ |
|||
"cli": "nx", |
|||
"version": "17.2.0-beta.2", |
|||
"description": "Rename '@nx/angular:webpack-dev-server' executor to '@nx/angular:dev-server'", |
|||
"factory": "./src/migrations/update-17-2-0/rename-webpack-dev-server", |
|||
"package": "@nx/angular", |
|||
"name": "rename-webpack-dev-server-executor" |
|||
}, |
|||
{ |
|||
"cli": "nx", |
|||
"version": "17.3.0-beta.10", |
|||
"requires": { |
|||
"@angular/core": ">=17.1.0" |
|||
}, |
|||
"description": "Update the @angular/cli package version to ~17.1.0.", |
|||
"factory": "./src/migrations/update-17-3-0/update-angular-cli", |
|||
"package": "@nx/angular", |
|||
"name": "update-angular-cli-version-17-1-0" |
|||
}, |
|||
{ |
|||
"cli": "nx", |
|||
"version": "17.3.0-beta.10", |
|||
"requires": { |
|||
"@angular/core": ">=17.1.0" |
|||
}, |
|||
"description": "Add 'browser-sync' as dev dependency when '@angular-devkit/build-angular:ssr-dev-server' or '@nx/angular:module-federation-dev-ssr' is used.", |
|||
"factory": "./src/migrations/update-17-3-0/add-browser-sync-dependency", |
|||
"package": "@nx/angular", |
|||
"name": "add-browser-sync-dependency" |
|||
}, |
|||
{ |
|||
"cli": "nx", |
|||
"version": "17.3.0-beta.10", |
|||
"requires": { |
|||
"@angular/core": ">=17.1.0" |
|||
}, |
|||
"description": "Add 'autoprefixer' as dev dependency when '@nx/angular:ng-packagr-lite' or '@nx/angular:package` is used.", |
|||
"factory": "./src/migrations/update-17-3-0/add-autoprefixer-dependency", |
|||
"package": "@nx/angular", |
|||
"name": "add-autoprefixer-dependency" |
|||
}, |
|||
{ |
|||
"cli": "nx", |
|||
"version": "18.0.0-beta.0", |
|||
"description": "Add NX_MF_DEV_SERVER_STATIC_REMOTES to inputs for task hashing when '@nx/angular:webpack-browser' is used for Module Federation.", |
|||
"factory": "./src/migrations/update-18-0-0/add-mf-env-var-to-target-defaults", |
|||
"package": "@nx/angular", |
|||
"name": "add-module-federation-env-var-to-target-defaults" |
|||
}, |
|||
{ |
|||
"cli": "nx", |
|||
"version": "18.1.0-beta.1", |
|||
"requires": { |
|||
"@angular/core": ">=17.2.0" |
|||
}, |
|||
"description": "Update the @angular/cli package version to ~17.2.0.", |
|||
"factory": "./src/migrations/update-18-1-0/update-angular-cli", |
|||
"package": "@nx/angular", |
|||
"name": "update-angular-cli-version-17-2-0" |
|||
}, |
|||
{ |
|||
"cli": "nx", |
|||
"version": "18.1.1-beta.0", |
|||
"description": "Ensure targetDefaults inputs for task hashing when '@nx/angular:webpack-browser' is used are correct for Module Federation.", |
|||
"factory": "./src/migrations/update-18-1-1/fix-target-defaults-inputs", |
|||
"package": "@nx/angular", |
|||
"name": "fix-target-defaults-for-webpack-browser" |
|||
}, |
|||
{ |
|||
"cli": "nx", |
|||
"version": "18.2.0-beta.0", |
|||
"requires": { |
|||
"@angular/core": ">=17.3.0" |
|||
}, |
|||
"description": "Update the @angular/cli package version to ~17.3.0.", |
|||
"factory": "./src/migrations/update-18-2-0/update-angular-cli", |
|||
"package": "@nx/angular", |
|||
"name": "update-angular-cli-version-17-3-0" |
|||
} |
|||
] |
|||
} |
|||
File diff suppressed because it is too large
@ -0,0 +1,22 @@ |
|||
-- AlterEnum |
|||
ALTER TYPE "Type" ADD VALUE IF NOT EXISTS 'STAKE'; |
|||
|
|||
-- CreateTable |
|||
CREATE TABLE IF NOT EXISTS "_SymbolProfileToTag" ( |
|||
"A" TEXT NOT NULL, |
|||
"B" TEXT NOT NULL |
|||
); |
|||
|
|||
-- CreateIndex |
|||
CREATE UNIQUE INDEX IF NOT EXISTS "_SymbolProfileToTag_AB_unique" ON "_SymbolProfileToTag"("A", "B"); |
|||
|
|||
-- CreateIndex |
|||
CREATE INDEX IF NOT EXISTS "_SymbolProfileToTag_B_index" ON "_SymbolProfileToTag"("B"); |
|||
|
|||
-- AddForeignKey |
|||
ALTER TABLE "_SymbolProfileToTag" DROP CONSTRAINT IF EXISTS "_SymbolProfileToTag_A_fkey" ; |
|||
ALTER TABLE "_SymbolProfileToTag" ADD CONSTRAINT "_SymbolProfileToTag_A_fkey" FOREIGN KEY ("A") REFERENCES "SymbolProfile"("id") ON DELETE CASCADE ON UPDATE CASCADE; |
|||
|
|||
-- AddForeignKey |
|||
ALTER TABLE "_SymbolProfileToTag" DROP CONSTRAINT IF EXISTS "_SymbolProfileToTag_B_fkey" ; |
|||
ALTER TABLE "_SymbolProfileToTag" ADD CONSTRAINT "_SymbolProfileToTag_B_fkey" FOREIGN KEY ("B") REFERENCES "Tag"("id") ON DELETE CASCADE ON UPDATE CASCADE; |
|||
File diff suppressed because it is too large
Loading…
Reference in new issue