Feature/benchmark comparator support for later benchmark start (#8106)

* Support benchmarks whose market data starts later than portfolio

* Update changelog

CHANGELOG.md

@@ -14,6 +14,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 ### Changed
 
+- Extended the benchmark comparator to support benchmarks whose market data starts later than the portfolio
 - Harmonized the colors in the investment chart component
 - Improved the language localization for Chinese (`zh`)
 

apps/api/src/app/endpoints/benchmarks/benchmarks.service.spec.ts

@@ -0,0 +1,178 @@
+import { PortfolioService } from '@ghostfolio/api/app/portfolio/portfolio.service';
+import { SymbolService } from '@ghostfolio/api/app/symbol/symbol.service';
+import { BenchmarkService } from '@ghostfolio/api/services/benchmark/benchmark.service';
+import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service';
+import { MarketDataService } from '@ghostfolio/api/services/market-data/market-data.service';
+import { parseDate } from '@ghostfolio/common/helper';
+
+import { DataSource } from '@prisma/client';
+
+import { BenchmarksService } from './benchmarks.service';
+
+describe('BenchmarksService', () => {
+  let benchmarksService: BenchmarksService;
+  let get: jest.Mock;
+  let getExchangeRatesByCurrency: jest.Mock;
+  let getPerformance: jest.Mock;
+  let getRange: jest.Mock;
+  let marketDataItems: jest.Mock;
+
+  beforeEach(() => {
+    get = jest.fn().mockResolvedValue({ currency: 'USD', marketPrice: 200 });
+    getExchangeRatesByCurrency = jest.fn().mockResolvedValue({});
+    getPerformance = jest.fn().mockResolvedValue({
+      chart: [
+        { date: '2009-01-01' },
+        { date: '2009-06-01' },
+        { date: '2010-07-18' },
+        { date: '2010-07-19' }
+      ]
+    });
+    getRange = jest.fn().mockResolvedValue([]);
+    marketDataItems = jest.fn();
+
+    benchmarksService = new BenchmarksService(
+      new BenchmarkService(null, null, null, null, null, null),
+      { getExchangeRatesByCurrency } as unknown as ExchangeRateDataService,
+      { getRange, marketDataItems } as unknown as MarketDataService,
+      { getPerformance } as unknown as PortfolioService,
+      { get } as unknown as SymbolService
+    );
+  });
+
+  describe('getMarketDataForUser', () => {
+    const getMarketDataForUser = ({
+      endDate = parseDate('2010-07-19')
+    }: { endDate?: Date } = {}) => {
+      return benchmarksService.getMarketDataForUser({
+        endDate,
+        dataSource: DataSource.COINGECKO,
+        dateRange: 'max',
+        startDate: parseDate('2009-01-02'),
+        symbol: 'bitcoin',
+        userId: 'user-id',
+        userSettings: { baseCurrency: 'CHF' }
+      });
+    };
+
+    it('calculates the change since the baseline date', async () => {
+      marketDataItems.mockResolvedValue([
+        { date: new Date('2009-01-01'), marketPrice: 50 },
+        { date: new Date('2009-06-01'), marketPrice: 25 },
+        { date: new Date('2010-07-18'), marketPrice: 75 },
+        { date: new Date('2010-07-19'), marketPrice: 100 }
+      ]);
+
+      await expect(getMarketDataForUser()).resolves.toEqual({
+        marketData: [
+          { date: '2009-01-01', value: 0 },
+          { date: '2009-06-01', value: -50 },
+          { date: '2010-07-18', value: 50 },
+          { date: '2010-07-19', value: 100 }
+        ]
+      });
+
+      expect(getRange).not.toHaveBeenCalled();
+    });
+
+    it('returns no values before the market data of the benchmark starts', async () => {
+      marketDataItems.mockResolvedValue([
+        { date: new Date('2010-07-18'), marketPrice: 50 },
+        { date: new Date('2010-07-19'), marketPrice: 100 }
+      ]);
+
+      await expect(getMarketDataForUser()).resolves.toEqual({
+        marketData: [
+          { date: '2010-07-18', value: 0 },
+          { date: '2010-07-19', value: 100 }
+        ]
+      });
+
+      expect(getRange).toHaveBeenCalledWith({
+        assetProfileIdentifiers: [
+          { dataSource: DataSource.COINGECKO, symbol: 'bitcoin' }
+        ],
+        dateQuery: { lt: new Date('2009-01-01') },
+        take: 1
+      });
+
+      expect(marketDataItems).toHaveBeenCalledWith(
+        expect.objectContaining({ orderBy: { date: 'asc' } })
+      );
+    });
+
+    it('uses the exchange rate at the start of the market data', async () => {
+      getExchangeRatesByCurrency.mockResolvedValue({
+        USDCHF: {
+          '2009-01-01': 2,
+          '2009-06-01': 2,
+          '2010-07-18': 1,
+          '2010-07-19': 1.5
+        }
+      });
+
+      marketDataItems.mockResolvedValue([
+        { date: new Date('2010-07-18'), marketPrice: 50 },
+        { date: new Date('2010-07-19'), marketPrice: 100 }
+      ]);
+
+      await expect(getMarketDataForUser()).resolves.toEqual({
+        marketData: [
+          { date: '2010-07-18', value: 0 },
+          { date: '2010-07-19', value: 200 }
+        ]
+      });
+    });
+
+    it('calculates the value at the end date since the start of the market data', async () => {
+      getExchangeRatesByCurrency.mockResolvedValue({
+        USDCHF: {
+          '2009-01-01': 2,
+          '2010-07-18': 1,
+          '2010-07-19': 1,
+          '2010-07-20': 1.5
+        }
+      });
+
+      marketDataItems.mockResolvedValue([
+        { date: new Date('2010-07-18'), marketPrice: 50 },
+        { date: new Date('2010-07-19'), marketPrice: 100 }
+      ]);
+
+      await expect(
+        getMarketDataForUser({ endDate: parseDate('2010-07-20') })
+      ).resolves.toEqual({
+        marketData: [
+          { date: '2010-07-18', value: 0 },
+          { date: '2010-07-19', value: 100 },
+          { date: '2010-07-20', value: 500 }
+        ]
+      });
+    });
+
+    it('returns no market data if the market data at the baseline date is missing', async () => {
+      getRange.mockResolvedValue([
+        { date: new Date('2008-12-31'), marketPrice: 40 }
+      ]);
+
+      marketDataItems.mockResolvedValue([
+        { date: new Date('2010-07-18'), marketPrice: 50 },
+        { date: new Date('2010-07-19'), marketPrice: 100 }
+      ]);
+
+      await expect(getMarketDataForUser()).resolves.toEqual({
+        marketData: []
+      });
+
+      expect(getExchangeRatesByCurrency).not.toHaveBeenCalled();
+    });
+
+    it('returns no market data if the benchmark has none', async () => {
+      marketDataItems.mockResolvedValue([]);
+
+      await expect(getMarketDataForUser()).resolves.toEqual({
+        marketData: []
+      });
+    });
+  });
+});

apps/api/src/app/endpoints/benchmarks/benchmarks.service.ts

@@ -94,23 +94,34 @@ export class BenchmarksService {
 
     const baselineDate = resetHours(parseDate(chart[0].date));
 
-    const exchangeRates =
-      await this.exchangeRateDataService.getExchangeRatesByCurrency({
-        currencies: [currentSymbolItem.currency],
-        startDate: min([baselineDate, startDate]),
-        targetCurrency: userCurrency
-      });
+    // The market data of the benchmark can start after the baseline date.
+    // In this case, the first market data item is the start and there is no
+    // value before it.
+    const [firstMarketDataItem] = marketDataItems;
+    const marketPriceAtStartDate = firstMarketDataItem?.marketPrice;
 
-    const exchangeRateAtStartDate =
-      exchangeRates[`${currentSymbolItem.currency}${userCurrency}`]?.[
-        format(baselineDate, DATE_FORMAT)
-      ];
+    if (!marketPriceAtStartDate) {
+      this.logger.error(
+        `No historical market data has been found for ${symbol} (${dataSource}) since ${format(
+          baselineDate,
+          DATE_FORMAT
+        )}`
+      );
 
-    const marketPriceAtStartDate = marketDataItems?.find(({ date }) => {
-      return isSameDay(date, baselineDate);
-    })?.marketPrice;
+      return { marketData };
+    }
 
-    if (!marketPriceAtStartDate) {
+    if (!isSameDay(firstMarketDataItem.date, baselineDate)) {
+      // If market data exists before the baseline date, the market data at
+      // the baseline date is missing and the benchmark does not start later
+      const [marketDataItemBeforeBaselineDate] =
+        await this.marketDataService.getRange({
+          assetProfileIdentifiers: [{ dataSource, symbol }],
+          dateQuery: { lt: baselineDate },
+          take: 1
+        });
+
+      if (marketDataItemBeforeBaselineDate) {
         this.logger.error(
           `No historical market data has been found for ${symbol} (${dataSource}) at ${format(
             baselineDate,
@@ -121,6 +132,26 @@ export class BenchmarksService {
         return { marketData };
       }
 
+      this.logger.warn(
+        `The market data of ${symbol} (${dataSource}) starts at ${format(
+          firstMarketDataItem.date,
+          DATE_FORMAT
+        )}, after the baseline date ${format(baselineDate, DATE_FORMAT)}`
+      );
+    }
+
+    const exchangeRates =
+      await this.exchangeRateDataService.getExchangeRatesByCurrency({
+        currencies: [currentSymbolItem.currency],
+        startDate: min([baselineDate, startDate]),
+        targetCurrency: userCurrency
+      });
+
+    const exchangeRateAtStartDate =
+      exchangeRates[`${currentSymbolItem.currency}${userCurrency}`]?.[
+        format(firstMarketDataItem.date, DATE_FORMAT)
+      ];
+
     for (const marketDataItem of marketDataItems) {
       const exchangeRate =
         exchangeRates[`${currentSymbolItem.currency}${userCurrency}`]?.[