Task/extend portfolio calculator tests by performance of date ranges (#7910)

Extend portfolio calculator tests by performance of date ranges

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

@@ -1,4 +1,10 @@
-import { ExportResponse } from '@ghostfolio/common/interfaces';
+import { PortfolioCalculator } from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator';
+import { getIntervalFromDateRange } from '@ghostfolio/common/calculation-helper';
+import {
+  ExportResponse,
+  HistoricalDataItem
+} from '@ghostfolio/common/interfaces';
+import { DateRange } from '@ghostfolio/common/types';
 
 import { readFileSync } from 'node:fs';
 
@@ -38,6 +44,33 @@ export const userDummyData = {
   id: 'xxxxxxxx-xxxx-xxxx-xxxx-xxxxxxxxxxxx'
 };
 
+/**
+ * Returns the last chart item of getPerformance() for each date range
+ */
+export async function getPerformanceByDateRange({
+  dateRanges,
+  portfolioCalculator
+}: {
+  dateRanges: DateRange[];
+  portfolioCalculator: PortfolioCalculator;
+}): Promise<{ [dateRange: string]: HistoricalDataItem }> {
+  const performanceByDateRange: { [dateRange: string]: HistoricalDataItem } =
+    {};
+
+  for (const dateRange of dateRanges) {
+    const { endDate, startDate } = getIntervalFromDateRange({ dateRange });
+
+    const { chart } = await portfolioCalculator.getPerformance({
+      end: endDate,
+      start: startDate
+    });
+
+    performanceByDateRange[dateRange] = chart.at(-1);
+  }
+
+  return performanceByDateRange;
+}
+
 export function loadExportFile(filePath: string): ExportResponse {
   return JSON.parse(readFileSync(filePath, 'utf8'));
 }

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

@@ -1,6 +1,7 @@
 import {
   activityDummyData,
   assetProfileDummyData,
+  getPerformanceByDateRange,
   userDummyData
 } from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator-test-utils';
 import { PortfolioCalculatorFactory } from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator.factory';
@@ -124,11 +125,17 @@ describe('PortfolioCalculator', () => {
         activities,
         calculationType: PerformanceCalculationType.ROAI,
         currency: 'CHF',
+        usePortfolioSnapshotCache: false,
         userId: userDummyData.id
       });
 
       const portfolioSnapshot = await portfolioCalculator.computeSnapshot();
 
+      const performanceByDateRange = await getPerformanceByDateRange({
+        portfolioCalculator,
+        dateRanges: ['1d', 'max', 'ytd']
+      });
+
       const investments = portfolioCalculator.getInvestments();
 
       const investmentsByMonth = portfolioCalculator.getInvestmentsByGroup({
@@ -213,6 +220,36 @@ describe('PortfolioCalculator', () => {
       expect(investmentsByYear).toEqual([
         { date: '2021-01-01', investment: 0 }
       ]);
+
+      expect(performanceByDateRange).toMatchObject({
+        '1d': {
+          date: '2021-12-18',
+          netPerformance: 0,
+          netPerformanceInPercentage: 0,
+          netPerformanceInPercentageWithCurrencyEffect: 0,
+          netPerformanceWithCurrencyEffect: 0,
+          totalInvestmentValueWithCurrencyEffect: 0,
+          valueWithCurrencyEffect: 0
+        },
+        max: {
+          date: '2021-12-18',
+          netPerformance: -15.8,
+          netPerformanceInPercentage: -0.05528341497550735,
+          netPerformanceInPercentageWithCurrencyEffect: -0.05528341497550735,
+          netPerformanceWithCurrencyEffect: -15.8,
+          totalInvestmentValueWithCurrencyEffect: 0,
+          valueWithCurrencyEffect: 0
+        },
+        ytd: {
+          date: '2021-12-18',
+          netPerformance: -15.8,
+          netPerformanceInPercentage: -0.05528341497550735,
+          netPerformanceInPercentageWithCurrencyEffect: -0.05528341497550735,
+          netPerformanceWithCurrencyEffect: -15.8,
+          totalInvestmentValueWithCurrencyEffect: 0,
+          valueWithCurrencyEffect: 0
+        }
+      });
     });
   });
 });

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

@@ -1,6 +1,7 @@
 import {
   activityDummyData,
   assetProfileDummyData,
+  getPerformanceByDateRange,
   userDummyData
 } from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator-test-utils';
 import { PortfolioCalculatorFactory } from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator.factory';
@@ -136,11 +137,17 @@ describe('PortfolioCalculator', () => {
         activities,
         calculationType: PerformanceCalculationType.ROAI,
         currency: 'CHF',
+        usePortfolioSnapshotCache: false,
         userId: userDummyData.id
       });
 
       const portfolioSnapshot = await portfolioCalculator.computeSnapshot();
 
+      const performanceByDateRange = await getPerformanceByDateRange({
+        portfolioCalculator,
+        dateRanges: ['1d', 'max', 'ytd']
+      });
+
       const investments = portfolioCalculator.getInvestments();
 
       const investmentsByMonth = portfolioCalculator.getInvestmentsByGroup({
@@ -269,6 +276,36 @@ describe('PortfolioCalculator', () => {
         { date: '2017-01-01', investment: -318.54266729999995 },
         { date: '2018-01-01', investment: 0 }
       ]);
+
+      expect(performanceByDateRange).toMatchObject({
+        '1d': {
+          date: '2018-01-01',
+          netPerformance: -486.0860160000011,
+          netPerformanceInPercentage: -1.5259683109961866,
+          netPerformanceInPercentageWithCurrencyEffect: -1.7468407881319952,
+          netPerformanceWithCurrencyEffect: -556.4433239999998,
+          totalInvestmentValueWithCurrencyEffect: 318.54266729999995,
+          valueWithCurrencyEffect: 13298.425356
+        },
+        max: {
+          date: '2018-01-01',
+          netPerformance: 26458.9121202,
+          netPerformanceInPercentage: 41.63298219956282,
+          netPerformanceInPercentageWithCurrencyEffect: 41.72313811883715,
+          netPerformanceWithCurrencyEffect: 26516.2087014,
+          totalInvestmentValueWithCurrencyEffect: 318.54266729999995,
+          valueWithCurrencyEffect: 13298.425356
+        },
+        ytd: {
+          date: '2018-01-01',
+          netPerformance: -486.0860160000011,
+          netPerformanceInPercentage: -1.5259683109961866,
+          netPerformanceInPercentageWithCurrencyEffect: -1.7468407881319952,
+          netPerformanceWithCurrencyEffect: -556.4433239999998,
+          totalInvestmentValueWithCurrencyEffect: 318.54266729999995,
+          valueWithCurrencyEffect: 13298.425356
+        }
+      });
     });
   });
 });

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

@@ -1,6 +1,7 @@
 import {
   activityDummyData,
   assetProfileDummyData,
+  getPerformanceByDateRange,
   userDummyData
 } from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator-test-utils';
 import { PortfolioCalculatorFactory } from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator.factory';
@@ -124,11 +125,17 @@ describe('PortfolioCalculator', () => {
         activities,
         calculationType: PerformanceCalculationType.ROAI,
         currency: 'USD',
+        usePortfolioSnapshotCache: false,
         userId: userDummyData.id
       });
 
       const portfolioSnapshot = await portfolioCalculator.computeSnapshot();
 
+      const performanceByDateRange = await getPerformanceByDateRange({
+        portfolioCalculator,
+        dateRanges: ['1d', 'max', 'ytd']
+      });
+
       expect(portfolioSnapshot).toMatchObject({
         errors: [],
         hasErrors: false,
@@ -181,6 +188,36 @@ describe('PortfolioCalculator', () => {
           totalInvestmentValueWithCurrencyEffect: 298.58
         })
       );
+
+      expect(performanceByDateRange).toMatchObject({
+        '1d': {
+          date: '2023-07-10',
+          netPerformance: -5.390000000000001,
+          netPerformanceInPercentage: -0.018052113336459244,
+          netPerformanceInPercentageWithCurrencyEffect: -0.018052113336459244,
+          netPerformanceWithCurrencyEffect: -5.390000000000001,
+          totalInvestmentValueWithCurrencyEffect: 298.58,
+          valueWithCurrencyEffect: 331.83
+        },
+        max: {
+          date: '2023-07-10',
+          netPerformance: 14.25,
+          netPerformanceInPercentage: 0.04772590260566659,
+          netPerformanceInPercentageWithCurrencyEffect: 0.04772590260566659,
+          netPerformanceWithCurrencyEffect: 14.25,
+          totalInvestmentValueWithCurrencyEffect: 298.58,
+          valueWithCurrencyEffect: 331.83
+        },
+        ytd: {
+          date: '2023-07-10',
+          netPerformance: -7.68,
+          netPerformanceInPercentage: -0.025721749614843515,
+          netPerformanceInPercentageWithCurrencyEffect: -0.025721749614843515,
+          netPerformanceWithCurrencyEffect: -7.68,
+          totalInvestmentValueWithCurrencyEffect: 298.58,
+          valueWithCurrencyEffect: 331.83
+        }
+      });
     });
   });
 });