Refactor fee calculation

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

@@ -137,6 +137,7 @@ export abstract class PortfolioCalculator {
         netPerformancePercentageWithCurrencyEffect: new Big(0),
         netPerformanceWithCurrencyEffect: new Big(0),
         positions: [],
+        totalFeesWithCurrencyEffect: new Big(0),
         totalInvestment: new Big(0),
         totalInvestmentWithCurrencyEffect: new Big(0)
       };
@@ -259,6 +260,7 @@ export abstract class PortfolioCalculator {
       );
 
       const {
+        feesWithCurrencyEffect,
         grossPerformance,
         grossPerformancePercentage,
         grossPerformancePercentageWithCurrencyEffect,
@@ -660,6 +662,12 @@ export abstract class PortfolioCalculator {
     );
   }
 
+  public async getFeesInBaseCurrency() {
+    await this.snapshotPromise;
+
+    return this.snapshot.totalFeesWithCurrencyEffect;
+  }
+
   public getInvestments(): { date: string; investment: Big }[] {
     if (this.transactionPoints.length === 0) {
       return [];
@@ -752,6 +760,12 @@ export abstract class PortfolioCalculator {
       type,
       unitPrice
     } of this.orders) {
+      if (
+        [/*'DIVIDEND', 'FEE',*/ 'INTEREST', 'ITEM', 'LIABILITY'].includes(type)
+      ) {
+        continue;
+      }
+
       let currentTransactionPointItem: TransactionPointSymbol;
       const oldAccumulatedSymbol = symbols[SymbolProfile.symbol];
 
@@ -824,14 +838,22 @@ export abstract class PortfolioCalculator {
         return a.symbol?.localeCompare(b.symbol);
       });
 
+      let fees = new Big(0);
+
+      if (type === 'FEE') {
+        fees = fee;
+      }
+
       if (lastDate !== date || lastTransactionPoint === null) {
         lastTransactionPoint = {
           date,
+          fees,
           items: newItems
         };
 
         this.transactionPoints.push(lastTransactionPoint);
       } else {
+        lastTransactionPoint.fees = lastTransactionPoint.fees.plus(fees);
         lastTransactionPoint.items = newItems;
       }
 

apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-baln-buy-and-sell-in-two-activities.spec.ts

@@ -173,6 +173,7 @@ describe('PortfolioCalculator', () => {
             valueInBaseCurrency: new Big('0')
           }
         ],
+        totalFeesWithCurrencyEffect: new Big('3.2'),
         totalInvestment: new Big('0'),
         totalInvestmentWithCurrencyEffect: new Big('0')
       });

apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-baln-buy-and-sell.spec.ts

@@ -156,6 +156,7 @@ describe('PortfolioCalculator', () => {
             valueInBaseCurrency: new Big('0')
           }
         ],
+        totalFeesWithCurrencyEffect: new Big('3.2'),
         totalInvestment: new Big('0'),
         totalInvestmentWithCurrencyEffect: new Big('0')
       });

apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-baln-buy.spec.ts

@@ -141,6 +141,7 @@ describe('PortfolioCalculator', () => {
             valueInBaseCurrency: new Big('297.8')
           }
         ],
+        totalFeesWithCurrencyEffect: new Big('1.55'),
         totalInvestment: new Big('273.2'),
         totalInvestmentWithCurrencyEffect: new Big('273.2')
       });

apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-btcusd-buy-and-sell-partially.spec.ts

@@ -175,6 +175,7 @@ describe('PortfolioCalculator', () => {
             valueInBaseCurrency: new Big('13298.425356')
           }
         ],
+        totalFeesWithCurrencyEffect: new Big('0'),
         totalInvestment: new Big('320.43'),
         totalInvestmentWithCurrencyEffect: new Big('318.542667299999967957')
       });

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

@@ -0,0 +1,131 @@
+import { Activity } from '@ghostfolio/api/app/order/interfaces/activities.interface';
+import {
+  activityDummyData,
+  symbolProfileDummyData
+} from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator-test-utils';
+import {
+  PortfolioCalculatorFactory,
+  PerformanceCalculationType
+} 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 { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service';
+import { parseDate } from '@ghostfolio/common/helper';
+
+import { Big } from 'big.js';
+
+jest.mock('@ghostfolio/api/app/portfolio/current-rate.service', () => {
+  return {
+    // eslint-disable-next-line @typescript-eslint/naming-convention
+    CurrentRateService: jest.fn().mockImplementation(() => {
+      return CurrentRateServiceMock;
+    })
+  };
+});
+
+describe('PortfolioCalculator', () => {
+  let currentRateService: CurrentRateService;
+  let exchangeRateDataService: ExchangeRateDataService;
+  let factory: PortfolioCalculatorFactory;
+
+  beforeEach(() => {
+    currentRateService = new CurrentRateService(null, null, null, null);
+
+    exchangeRateDataService = new ExchangeRateDataService(
+      null,
+      null,
+      null,
+      null
+    );
+
+    factory = new PortfolioCalculatorFactory(
+      currentRateService,
+      exchangeRateDataService
+    );
+  });
+
+  describe('compute portfolio snapshot', () => {
+    it.only('with fee activity', async () => {
+      const spy = jest
+        .spyOn(Date, 'now')
+        .mockImplementation(() => parseDate('2021-12-18').getTime());
+
+      const activities: Activity[] = [
+        {
+          ...activityDummyData,
+          date: new Date('2021-09-01'),
+          fee: 49,
+          quantity: 0,
+          SymbolProfile: {
+            ...symbolProfileDummyData,
+            currency: 'USD',
+            dataSource: 'MANUAL',
+            name: 'Account Opening Fee',
+            symbol: '2c463fb3-af07-486e-adb0-8301b3d72141'
+          },
+          type: 'FEE',
+          unitPrice: 0
+        }
+      ];
+
+      const portfolioCalculator = factory.createCalculator({
+        activities,
+        calculationType: PerformanceCalculationType.TWR,
+        currency: 'USD'
+      });
+
+      const portfolioSnapshot = await portfolioCalculator.computeSnapshot(
+        parseDate('2021-11-30')
+      );
+
+      spy.mockRestore();
+
+      expect(portfolioSnapshot).toEqual({
+        currentValueInBaseCurrency: new Big('0'),
+        errors: [],
+        grossPerformance: new Big('0'),
+        grossPerformancePercentage: new Big('0'),
+        grossPerformancePercentageWithCurrencyEffect: new Big('0'),
+        grossPerformanceWithCurrencyEffect: new Big('0'),
+        hasErrors: true,
+        netPerformance: new Big('0'),
+        netPerformancePercentage: new Big('0'),
+        netPerformancePercentageWithCurrencyEffect: new Big('0'),
+        netPerformanceWithCurrencyEffect: new Big('0'),
+        positions: [
+          {
+            averagePrice: new Big('0'),
+            currency: 'USD',
+            dataSource: 'MANUAL',
+            dividend: new Big('0'),
+            dividendInBaseCurrency: new Big('0'),
+            fee: new Big('49'),
+            firstBuyDate: '2021-09-01',
+            grossPerformance: null,
+            grossPerformancePercentage: null,
+            grossPerformancePercentageWithCurrencyEffect: null,
+            grossPerformanceWithCurrencyEffect: null,
+            investment: new Big('0'),
+            investmentWithCurrencyEffect: new Big('0'),
+            marketPrice: null,
+            marketPriceInBaseCurrency: 0,
+            netPerformance: null,
+            netPerformancePercentage: null,
+            netPerformancePercentageWithCurrencyEffect: null,
+            netPerformanceWithCurrencyEffect: null,
+            quantity: new Big('0'),
+            symbol: '2c463fb3-af07-486e-adb0-8301b3d72141',
+            tags: [],
+            timeWeightedInvestment: new Big('0'),
+            timeWeightedInvestmentWithCurrencyEffect: new Big('0'),
+            transactionCount: 1,
+            valueInBaseCurrency: new Big('0')
+          }
+        ],
+        totalFeesWithCurrencyEffect: new Big('49'),
+        totalInvestment: new Big('0'),
+        totalInvestmentWithCurrencyEffect: new Big('0')
+      });
+    });
+  });
+});

apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-googl-buy.spec.ts

@@ -154,6 +154,7 @@ describe('PortfolioCalculator', () => {
             valueInBaseCurrency: new Big('103.10483')
           }
         ],
+        totalFeesWithCurrencyEffect: new Big('1'),
         totalInvestment: new Big('89.12'),
         totalInvestmentWithCurrencyEffect: new Big('82.329056')
       });

apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-msft-buy-with-dividend.spec.ts

@@ -130,6 +130,7 @@ describe('PortfolioCalculator', () => {
             transactionCount: 2
           }
         ],
+        totalFeesWithCurrencyEffect: new Big('19'),
         totalInvestment: new Big('298.58'),
         totalInvestmentWithCurrencyEffect: new Big('298.58')
       });

apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-no-orders.spec.ts

@@ -80,6 +80,7 @@ describe('PortfolioCalculator', () => {
         netPerformancePercentageWithCurrencyEffect: new Big(0),
         netPerformanceWithCurrencyEffect: new Big(0),
         positions: [],
+        totalFeesWithCurrencyEffect: new Big('0'),
         totalInvestment: new Big(0),
         totalInvestmentWithCurrencyEffect: new Big(0)
       });

apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-novn-buy-and-sell-partially.spec.ts

@@ -158,6 +158,7 @@ describe('PortfolioCalculator', () => {
             valueInBaseCurrency: new Big('87.8')
           }
         ],
+        totalFeesWithCurrencyEffect: new Big('4.25'),
         totalInvestment: new Big('75.80'),
         totalInvestmentWithCurrencyEffect: new Big('75.80')
       });

apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-novn-buy-and-sell.spec.ts

@@ -182,6 +182,7 @@ describe('PortfolioCalculator', () => {
             valueInBaseCurrency: new Big('0')
           }
         ],
+        totalFeesWithCurrencyEffect: new Big('0'),
         totalInvestment: new Big('0'),
         totalInvestmentWithCurrencyEffect: new Big('0')
       });

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

@@ -30,12 +30,19 @@ export class TWRPortfolioCalculator extends PortfolioCalculator {
     let hasErrors = false;
     let netPerformance = new Big(0);
     let netPerformanceWithCurrencyEffect = new Big(0);
+    let totalFeesWithCurrencyEffect = new Big(0);
     let totalInvestment = new Big(0);
     let totalInvestmentWithCurrencyEffect = new Big(0);
     let totalTimeWeightedInvestment = new Big(0);
     let totalTimeWeightedInvestmentWithCurrencyEffect = new Big(0);
 
     for (const currentPosition of positions) {
+      if (currentPosition.fee) {
+        totalFeesWithCurrencyEffect = totalFeesWithCurrencyEffect.plus(
+          currentPosition.fee
+        );
+      }
+
       if (currentPosition.valueInBaseCurrency) {
         currentValueInBaseCurrency = currentValueInBaseCurrency.plus(
           currentPosition.valueInBaseCurrency
@@ -101,6 +108,7 @@ export class TWRPortfolioCalculator extends PortfolioCalculator {
       hasErrors,
       netPerformance,
       netPerformanceWithCurrencyEffect,
+      totalFeesWithCurrencyEffect,
       totalInvestment,
       totalInvestmentWithCurrencyEffect,
       netPerformancePercentage: totalTimeWeightedInvestment.eq(0)
@@ -198,6 +206,7 @@ export class TWRPortfolioCalculator extends PortfolioCalculator {
       return {
         currentValues: {},
         currentValuesWithCurrencyEffect: {},
+        feesWithCurrencyEffect: new Big(0),
         grossPerformance: new Big(0),
         grossPerformancePercentage: new Big(0),
         grossPerformancePercentageWithCurrencyEffect: new Big(0),
@@ -240,6 +249,7 @@ export class TWRPortfolioCalculator extends PortfolioCalculator {
       return {
         currentValues: {},
         currentValuesWithCurrencyEffect: {},
+        feesWithCurrencyEffect: new Big(0),
         grossPerformance: new Big(0),
         grossPerformancePercentage: new Big(0),
         grossPerformancePercentageWithCurrencyEffect: new Big(0),
@@ -808,6 +818,7 @@ export class TWRPortfolioCalculator extends PortfolioCalculator {
     return {
       currentValues,
       currentValuesWithCurrencyEffect,
+      feesWithCurrencyEffect,
       grossPerformancePercentage,
       grossPerformancePercentageWithCurrencyEffect,
       initialValue,

apps/api/src/app/portfolio/interfaces/portfolio-snapshot.interface.ts

@@ -15,6 +15,7 @@ export interface PortfolioSnapshot extends ResponseError {
   netPerformancePercentage: Big;
   netPerformancePercentageWithCurrencyEffect: Big;
   positions: TimelinePosition[];
+  totalFeesWithCurrencyEffect: Big;
   totalInvestment: Big;
   totalInvestmentWithCurrencyEffect: Big;
 }

apps/api/src/app/portfolio/interfaces/transaction-point.interface.ts

@@ -1,6 +1,9 @@
+import { Big } from 'big.js';
+
 import { TransactionPointSymbol } from './transaction-point-symbol.interface';
 
 export interface TransactionPoint {
   date: string;
+  fees: Big;
   items: TransactionPointSymbol[];
 }

apps/api/src/app/portfolio/portfolio.controller.ts

@@ -390,11 +390,9 @@ export class PortfolioController {
     @Query('assetClasses') filterByAssetClasses?: string,
     @Query('range') dateRange: DateRange = 'max',
     @Query('tags') filterByTags?: string,
-    @Query('withExcludedAccounts') withExcludedAccountsParam = 'false',
+    @Query('withExcludedAccounts') withExcludedAccountsParam = 'false'
-    @Query('withItems') withItemsParam = 'false'
   ): Promise<PortfolioPerformanceResponse> {
     const withExcludedAccounts = withExcludedAccountsParam === 'true';
-    const withItems = withItemsParam === 'true';
 
     const hasReadRestrictedAccessPermission =
       this.userService.hasReadRestrictedAccessPermission({
@@ -413,7 +411,6 @@ export class PortfolioController {
       filters,
       impersonationId,
       withExcludedAccounts,
-      withItems,
       userId: this.request.user.id
     });
 

apps/api/src/app/portfolio/portfolio.service.ts

@@ -23,12 +23,7 @@ import {
   EMERGENCY_FUND_TAG_ID,
   UNKNOWN_KEY
 } from '@ghostfolio/common/config';
-import {
+import { DATE_FORMAT, getSum, parseDate } from '@ghostfolio/common/helper';
-  DATE_FORMAT,
-  getAllActivityTypes,
-  getSum,
-  parseDate
-} from '@ghostfolio/common/helper';
 import {
   Accounts,
   EnhancedSymbolProfile,
@@ -350,19 +345,8 @@ export class PortfolioService {
       (user.Settings?.settings as UserSettings)?.emergencyFund ?? 0
     );
 
-    let types = getAllActivityTypes().filter((activityType) => {
-      return activityType !== 'FEE';
-    });
-
-    if (withLiabilities === false) {
-      types = types.filter((activityType) => {
-        return activityType !== 'LIABILITY';
-      });
-    }
-
     const { activities } = await this.orderService.getOrders({
       filters,
-      types,
       userCurrency,
       userId,
       withExcludedAccounts
@@ -917,7 +901,6 @@ export class PortfolioService {
       endDate,
       filters,
       userId,
-      types: ['BUY', 'SELL'],
       userCurrency: this.getUserCurrency()
     });
 
@@ -1043,15 +1026,13 @@ export class PortfolioService {
     filters,
     impersonationId,
     userId,
-    withExcludedAccounts = false,
+    withExcludedAccounts = false
-    withItems = false
   }: {
     dateRange?: DateRange;
     filters?: Filter[];
     impersonationId: string;
     userId: string;
     withExcludedAccounts?: boolean;
-    withItems?: boolean;
   }): Promise<PortfolioPerformanceResponse> {
     userId = await this.getUserId(impersonationId, userId);
     const user = await this.userService.user({ id: userId });
@@ -1089,10 +1070,7 @@ export class PortfolioService {
       filters,
       userCurrency,
       userId,
-      withExcludedAccounts,
+      withExcludedAccounts
-      types: withItems
-        ? ['BUY', 'DIVIDEND', 'ITEM', 'SELL']
-        : ['BUY', 'DIVIDEND', 'SELL']
     });
 
     if (accountBalanceItems?.length <= 0 && activities?.length <= 0) {
@@ -1227,8 +1205,7 @@ export class PortfolioService {
 
     const { activities } = await this.orderService.getOrders({
       userCurrency,
-      userId,
+      userId
-      types: ['BUY', 'SELL']
     });
 
     const portfolioCalculator = this.calculatorFactory.createCalculator({
@@ -1237,7 +1214,7 @@ export class PortfolioService {
       currency: this.request.user.Settings.settings.baseCurrency
     });
 
-    let { positions, totalInvestment } =
+    let { totalFeesWithCurrencyEffect, positions, totalInvestment } =
       await portfolioCalculator.getSnapshot();
 
     positions = positions.filter((item) => !item.quantity.eq(0));
@@ -1303,7 +1280,7 @@ export class PortfolioService {
             new FeeRatioInitialInvestment(
               this.exchangeRateDataService,
               totalInvestment.toNumber(),
-              this.getFees({ activities, userCurrency }).toNumber()
+              totalFeesWithCurrencyEffect.toNumber()
             )
           ],
           userSettings
@@ -1447,30 +1424,6 @@ export class PortfolioService {
     return valueInBaseCurrencyOfEmergencyFundPositions.toNumber();
   }
 
-  private getFees({
-    activities,
-    userCurrency
-  }: {
-    activities: Activity[];
-    userCurrency: string;
-  }) {
-    return getSum(
-      activities
-        .filter(({ isDraft }) => {
-          return isDraft === false;
-        })
-        .map(({ fee, SymbolProfile }) => {
-          return new Big(
-            this.exchangeRateDataService.toCurrency(
-              fee,
-              SymbolProfile.currency,
-              userCurrency
-            )
-          );
-        })
-    );
-  }
-
   private getInitialCashPosition({
     balance,
     currency
@@ -1664,15 +1617,20 @@ export class PortfolioService {
       )
     );
 
-    const fees = this.getFees({ activities, userCurrency }).toNumber();
+    const fees = await portfolioCalculator.getFeesInBaseCurrency();
-    const firstOrderDate = activities[0]?.date;
 
+    const firstOrderDate = portfolioCalculator.getStartDate();
+
+    // TODO
     const interest = this.getSumOfActivityType({
       activities,
       userCurrency,
       activityType: 'INTEREST'
     }).toNumber();
 
+    console.log(interest);
+
+    // TODO
     const items = getSum(
       Object.keys(holdings)
         .filter((symbol) => {
@@ -1687,6 +1645,7 @@ export class PortfolioService {
         })
     ).toNumber();
 
+    // TODO
     const liabilities = getSum(
       Object.keys(holdings)
         .filter((symbol) => {
@@ -1777,7 +1736,6 @@ export class PortfolioService {
       annualizedPerformancePercentWithCurrencyEffect,
       cash,
       excludedAccountsAndActivities,
-      fees,
       firstOrderDate,
       interest,
       items,
@@ -1793,6 +1751,7 @@ export class PortfolioService {
           .toNumber(),
         total: emergencyFund.toNumber()
       },
+      fees: fees.toNumber(),
       filteredValueInBaseCurrency: filteredValueInBaseCurrency.toNumber(),
       filteredValueInPercentage: netWorth
         ? filteredValueInBaseCurrency.div(netWorth).toNumber()

libs/common/src/lib/interfaces/symbol-metrics.interface.ts

@@ -7,6 +7,7 @@ export interface SymbolMetrics {
   currentValuesWithCurrencyEffect: {
     [date: string]: Big;
   };
+  feesWithCurrencyEffect: Big;
   grossPerformance: Big;
   grossPerformancePercentage: Big;
   grossPerformancePercentageWithCurrencyEffect: Big;