mirror of https://github.com/ghostfolio/ghostfolio
Thomas Kaul
2 months ago
committed by
GitHub
GitHub
37 changed files with 4159 additions and 3751 deletions
@ -0,0 +1,208 @@ |
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import { Activity } from '@ghostfolio/api/app/order/interfaces/activities.interface'; |
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import { |
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activityDummyData, |
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symbolProfileDummyData, |
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userDummyData |
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} from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator-test-utils'; |
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import { PortfolioCalculatorFactory } from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator.factory'; |
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import { CurrentRateService } from '@ghostfolio/api/app/portfolio/current-rate.service'; |
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import { CurrentRateServiceMock } from '@ghostfolio/api/app/portfolio/current-rate.service.mock'; |
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import { RedisCacheService } from '@ghostfolio/api/app/redis-cache/redis-cache.service'; |
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import { RedisCacheServiceMock } from '@ghostfolio/api/app/redis-cache/redis-cache.service.mock'; |
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import { ConfigurationService } from '@ghostfolio/api/services/configuration/configuration.service'; |
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import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service'; |
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import { PortfolioSnapshotService } from '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service'; |
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import { PortfolioSnapshotServiceMock } from '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service.mock'; |
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import { parseDate } from '@ghostfolio/common/helper'; |
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import { PerformanceCalculationType } from '@ghostfolio/common/types/performance-calculation-type.type'; |
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|
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import { Big } from 'big.js'; |
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|
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jest.mock('@ghostfolio/api/app/portfolio/current-rate.service', () => { |
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return { |
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// eslint-disable-next-line @typescript-eslint/naming-convention
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CurrentRateService: jest.fn().mockImplementation(() => { |
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return CurrentRateServiceMock; |
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}) |
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}; |
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}); |
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|
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jest.mock( |
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'@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service', |
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() => { |
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return { |
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// eslint-disable-next-line @typescript-eslint/naming-convention
|
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PortfolioSnapshotService: jest.fn().mockImplementation(() => { |
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return PortfolioSnapshotServiceMock; |
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}) |
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}; |
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} |
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); |
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|
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jest.mock('@ghostfolio/api/app/redis-cache/redis-cache.service', () => { |
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return { |
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// eslint-disable-next-line @typescript-eslint/naming-convention
|
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RedisCacheService: jest.fn().mockImplementation(() => { |
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return RedisCacheServiceMock; |
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}) |
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}; |
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}); |
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|
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describe('PortfolioCalculator', () => { |
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let configurationService: ConfigurationService; |
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let currentRateService: CurrentRateService; |
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let exchangeRateDataService: ExchangeRateDataService; |
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let portfolioCalculatorFactory: PortfolioCalculatorFactory; |
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let portfolioSnapshotService: PortfolioSnapshotService; |
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let redisCacheService: RedisCacheService; |
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|
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beforeEach(() => { |
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configurationService = new ConfigurationService(); |
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|
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currentRateService = new CurrentRateService(null, null, null, null); |
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|
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exchangeRateDataService = new ExchangeRateDataService( |
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null, |
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null, |
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null, |
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null |
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); |
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|
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portfolioSnapshotService = new PortfolioSnapshotService(null); |
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|
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redisCacheService = new RedisCacheService(null, null); |
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|
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portfolioCalculatorFactory = new PortfolioCalculatorFactory( |
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configurationService, |
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currentRateService, |
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exchangeRateDataService, |
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portfolioSnapshotService, |
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redisCacheService |
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); |
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}); |
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|
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describe('get current positions', () => { |
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it.only('with BALN.SW buy and buy', async () => { |
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jest.useFakeTimers().setSystemTime(parseDate('2021-12-18').getTime()); |
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|
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const activities: Activity[] = [ |
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{ |
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...activityDummyData, |
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date: new Date('2021-11-22'), |
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feeInAssetProfileCurrency: 1.55, |
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quantity: 2, |
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SymbolProfile: { |
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...symbolProfileDummyData, |
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currency: 'CHF', |
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dataSource: 'YAHOO', |
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name: 'Bâloise Holding AG', |
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symbol: 'BALN.SW' |
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}, |
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type: 'BUY', |
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unitPriceInAssetProfileCurrency: 142.9 |
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}, |
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{ |
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...activityDummyData, |
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date: new Date('2021-11-30'), |
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feeInAssetProfileCurrency: 1.65, |
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quantity: 2, |
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SymbolProfile: { |
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...symbolProfileDummyData, |
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currency: 'CHF', |
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dataSource: 'YAHOO', |
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name: 'Bâloise Holding AG', |
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symbol: 'BALN.SW' |
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}, |
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type: 'BUY', |
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unitPriceInAssetProfileCurrency: 136.6 |
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} |
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]; |
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|
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const portfolioCalculator = portfolioCalculatorFactory.createCalculator({ |
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activities, |
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calculationType: PerformanceCalculationType.ROAI, |
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currency: 'CHF', |
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userId: userDummyData.id |
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}); |
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|
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const portfolioSnapshot = await portfolioCalculator.computeSnapshot(); |
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|
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const investments = portfolioCalculator.getInvestments(); |
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|
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const investmentsByMonth = portfolioCalculator.getInvestmentsByGroup({ |
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data: portfolioSnapshot.historicalData, |
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groupBy: 'month' |
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}); |
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|
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expect(portfolioSnapshot).toMatchObject({ |
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currentValueInBaseCurrency: new Big('595.6'), |
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errors: [], |
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hasErrors: false, |
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positions: [ |
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{ |
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averagePrice: new Big('139.75'), |
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currency: 'CHF', |
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dataSource: 'YAHOO', |
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dividend: new Big('0'), |
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dividendInBaseCurrency: new Big('0'), |
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fee: new Big('3.2'), |
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feeInBaseCurrency: new Big('3.2'), |
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firstBuyDate: '2021-11-22', |
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grossPerformance: new Big('36.6'), |
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grossPerformancePercentage: new Big('0.07706261539956593567'), |
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grossPerformancePercentageWithCurrencyEffect: new Big( |
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'0.07706261539956593567' |
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), |
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grossPerformanceWithCurrencyEffect: new Big('36.6'), |
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investment: new Big('559'), |
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investmentWithCurrencyEffect: new Big('559'), |
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netPerformance: new Big('33.4'), |
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netPerformancePercentage: new Big('0.07032490039195361342'), |
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netPerformancePercentageWithCurrencyEffectMap: { |
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max: new Big('0.06986689805847808234') |
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}, |
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netPerformanceWithCurrencyEffectMap: { |
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max: new Big('33.4') |
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}, |
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marketPrice: 148.9, |
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marketPriceInBaseCurrency: 148.9, |
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quantity: new Big('4'), |
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symbol: 'BALN.SW', |
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tags: [], |
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timeWeightedInvestment: new Big('474.93846153846153846154'), |
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timeWeightedInvestmentWithCurrencyEffect: new Big( |
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'474.93846153846153846154' |
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), |
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transactionCount: 2, |
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valueInBaseCurrency: new Big('595.6') |
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} |
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], |
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totalFeesWithCurrencyEffect: new Big('3.2'), |
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totalInterestWithCurrencyEffect: new Big('0'), |
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totalInvestment: new Big('559'), |
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totalInvestmentWithCurrencyEffect: new Big('559'), |
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totalLiabilitiesWithCurrencyEffect: new Big('0') |
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}); |
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|
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expect(portfolioSnapshot.historicalData.at(-1)).toMatchObject( |
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expect.objectContaining({ |
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netPerformance: 33.4, |
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netPerformanceInPercentage: 0.07032490039195362, |
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netPerformanceInPercentageWithCurrencyEffect: 0.07032490039195362, |
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netPerformanceWithCurrencyEffect: 33.4, |
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totalInvestmentValueWithCurrencyEffect: 559 |
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}) |
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); |
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|
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expect(investments).toEqual([ |
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{ date: '2021-11-22', investment: new Big('285.8') }, |
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{ date: '2021-11-30', investment: new Big('559') } |
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]); |
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|
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expect(investmentsByMonth).toEqual([ |
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{ date: '2021-11-01', investment: 559 }, |
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{ date: '2021-12-01', investment: 0 } |
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]); |
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}); |
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}); |
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}); |
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@ -0,0 +1,132 @@ |
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import { CreateOrderDto } from '@ghostfolio/api/app/order/create-order.dto'; |
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import { Activity } from '@ghostfolio/api/app/order/interfaces/activities.interface'; |
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import { |
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activityDummyData, |
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loadActivityExportFile, |
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symbolProfileDummyData, |
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userDummyData |
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} from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator-test-utils'; |
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import { PortfolioCalculatorFactory } from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator.factory'; |
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import { CurrentRateService } from '@ghostfolio/api/app/portfolio/current-rate.service'; |
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import { CurrentRateServiceMock } from '@ghostfolio/api/app/portfolio/current-rate.service.mock'; |
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import { RedisCacheService } from '@ghostfolio/api/app/redis-cache/redis-cache.service'; |
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import { RedisCacheServiceMock } from '@ghostfolio/api/app/redis-cache/redis-cache.service.mock'; |
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import { ConfigurationService } from '@ghostfolio/api/services/configuration/configuration.service'; |
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import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service'; |
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import { PortfolioSnapshotService } from '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service'; |
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import { PortfolioSnapshotServiceMock } from '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service.mock'; |
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import { parseDate } from '@ghostfolio/common/helper'; |
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import { PerformanceCalculationType } from '@ghostfolio/common/types/performance-calculation-type.type'; |
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|
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import { Tag } from '@prisma/client'; |
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import { Big } from 'big.js'; |
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import { join } from 'path'; |
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|
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jest.mock('@ghostfolio/api/app/portfolio/current-rate.service', () => { |
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return { |
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// eslint-disable-next-line @typescript-eslint/naming-convention
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CurrentRateService: jest.fn().mockImplementation(() => { |
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return CurrentRateServiceMock; |
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}) |
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}; |
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}); |
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|
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jest.mock( |
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'@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service', |
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() => { |
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return { |
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// eslint-disable-next-line @typescript-eslint/naming-convention
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PortfolioSnapshotService: jest.fn().mockImplementation(() => { |
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return PortfolioSnapshotServiceMock; |
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}) |
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}; |
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} |
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); |
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|
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jest.mock('@ghostfolio/api/app/redis-cache/redis-cache.service', () => { |
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return { |
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// eslint-disable-next-line @typescript-eslint/naming-convention
|
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RedisCacheService: jest.fn().mockImplementation(() => { |
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return RedisCacheServiceMock; |
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}) |
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}; |
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}); |
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|
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describe('PortfolioCalculator', () => { |
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let activityDtos: CreateOrderDto[]; |
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|
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let configurationService: ConfigurationService; |
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let currentRateService: CurrentRateService; |
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let exchangeRateDataService: ExchangeRateDataService; |
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let portfolioCalculatorFactory: PortfolioCalculatorFactory; |
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let portfolioSnapshotService: PortfolioSnapshotService; |
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let redisCacheService: RedisCacheService; |
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|
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beforeAll(() => { |
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activityDtos = loadActivityExportFile( |
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join(__dirname, '../../../../../../../test/import/ok/btcusd-short.json') |
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); |
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}); |
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|
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beforeEach(() => { |
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configurationService = new ConfigurationService(); |
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|
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currentRateService = new CurrentRateService(null, null, null, null); |
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|
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exchangeRateDataService = new ExchangeRateDataService( |
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null, |
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null, |
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null, |
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null |
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); |
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|
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portfolioSnapshotService = new PortfolioSnapshotService(null); |
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|
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redisCacheService = new RedisCacheService(null, null); |
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|
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portfolioCalculatorFactory = new PortfolioCalculatorFactory( |
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configurationService, |
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currentRateService, |
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exchangeRateDataService, |
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portfolioSnapshotService, |
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redisCacheService |
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); |
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}); |
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|
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describe('get current positions', () => { |
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it.only('with BTCUSD short sell (in USD)', async () => { |
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jest.useFakeTimers().setSystemTime(parseDate('2022-01-14').getTime()); |
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|
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const activities: Activity[] = activityDtos.map((activity) => ({ |
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...activityDummyData, |
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...activity, |
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date: parseDate(activity.date), |
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feeInAssetProfileCurrency: activity.fee, |
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SymbolProfile: { |
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...symbolProfileDummyData, |
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currency: 'USD', |
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dataSource: activity.dataSource, |
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name: 'Bitcoin', |
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symbol: activity.symbol |
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}, |
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tags: activity.tags?.map((id) => { |
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return { id } as Tag; |
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}), |
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unitPriceInAssetProfileCurrency: activity.unitPrice |
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})); |
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|
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const portfolioCalculator = portfolioCalculatorFactory.createCalculator({ |
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activities, |
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calculationType: PerformanceCalculationType.ROAI, |
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currency: 'USD', |
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userId: userDummyData.id |
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}); |
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|
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const portfolioSnapshot = await portfolioCalculator.computeSnapshot(); |
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|
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expect(portfolioSnapshot.positions[0].averagePrice).toEqual( |
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Big(45647.95) |
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); |
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}); |
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}); |
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}); |
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@ -1,38 +0,0 @@ |
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import { GfDialogFooterComponent } from '@ghostfolio/client/components/dialog-footer/dialog-footer.component'; |
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import { GfDialogHeaderComponent } from '@ghostfolio/client/components/dialog-header/dialog-header.component'; |
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import { GfInvestmentChartModule } from '@ghostfolio/client/components/investment-chart/investment-chart.module'; |
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import { GfAccountBalancesComponent } from '@ghostfolio/ui/account-balances'; |
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import { GfActivitiesTableComponent } from '@ghostfolio/ui/activities-table'; |
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import { GfHoldingsTableComponent } from '@ghostfolio/ui/holdings-table'; |
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import { GfValueComponent } from '@ghostfolio/ui/value'; |
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|
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import { CommonModule } from '@angular/common'; |
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import { CUSTOM_ELEMENTS_SCHEMA, NgModule } from '@angular/core'; |
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import { MatButtonModule } from '@angular/material/button'; |
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import { MatDialogModule } from '@angular/material/dialog'; |
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import { MatTabsModule } from '@angular/material/tabs'; |
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import { IonIcon } from '@ionic/angular/standalone'; |
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import { NgxSkeletonLoaderModule } from 'ngx-skeleton-loader'; |
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|
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import { AccountDetailDialog } from './account-detail-dialog.component'; |
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|
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@NgModule({ |
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declarations: [AccountDetailDialog], |
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imports: [ |
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CommonModule, |
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GfAccountBalancesComponent, |
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GfActivitiesTableComponent, |
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GfDialogFooterComponent, |
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GfDialogHeaderComponent, |
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GfHoldingsTableComponent, |
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GfInvestmentChartModule, |
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GfValueComponent, |
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IonIcon, |
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MatButtonModule, |
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MatDialogModule, |
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MatTabsModule, |
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NgxSkeletonLoaderModule |
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], |
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schemas: [CUSTOM_ELEMENTS_SCHEMA] |
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}) |
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export class GfAccountDetailDialogModule {} |
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@ -1,25 +0,0 @@ |
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import { CommonModule } from '@angular/common'; |
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import { NgModule } from '@angular/core'; |
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import { FormsModule, ReactiveFormsModule } from '@angular/forms'; |
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import { MatButtonModule } from '@angular/material/button'; |
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import { MatDialogModule } from '@angular/material/dialog'; |
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import { MatFormFieldModule } from '@angular/material/form-field'; |
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import { MatInputModule } from '@angular/material/input'; |
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import { MatSelectModule } from '@angular/material/select'; |
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|
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import { CreateOrUpdateAccessDialog } from './create-or-update-access-dialog.component'; |
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|
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@NgModule({ |
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declarations: [CreateOrUpdateAccessDialog], |
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imports: [ |
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CommonModule, |
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FormsModule, |
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MatButtonModule, |
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MatDialogModule, |
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MatFormFieldModule, |
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MatInputModule, |
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MatSelectModule, |
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ReactiveFormsModule |
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] |
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}) |
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export class GfCreateOrUpdateAccessDialogModule {} |
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@ -1,20 +0,0 @@ |
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import { AuthGuard } from '@ghostfolio/client/core/auth.guard'; |
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|
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import { NgModule } from '@angular/core'; |
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import { RouterModule, Routes } from '@angular/router'; |
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|
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import { PublicPageComponent } from './public-page.component'; |
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|
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const routes: Routes = [ |
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{ |
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canActivate: [AuthGuard], |
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component: PublicPageComponent, |
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path: ':id' |
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} |
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]; |
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|
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@NgModule({ |
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imports: [RouterModule.forChild(routes)], |
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exports: [RouterModule] |
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}) |
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export class PublicPageRoutingModule {} |
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@ -1,28 +0,0 @@ |
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import { GfWorldMapChartComponent } from '@ghostfolio/client/components/world-map-chart/world-map-chart.component'; |
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import { GfHoldingsTableComponent } from '@ghostfolio/ui/holdings-table'; |
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import { GfPortfolioProportionChartComponent } from '@ghostfolio/ui/portfolio-proportion-chart'; |
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import { GfValueComponent } from '@ghostfolio/ui/value'; |
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|
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import { CommonModule } from '@angular/common'; |
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import { CUSTOM_ELEMENTS_SCHEMA, NgModule } from '@angular/core'; |
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import { MatButtonModule } from '@angular/material/button'; |
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import { MatCardModule } from '@angular/material/card'; |
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|
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import { PublicPageRoutingModule } from './public-page-routing.module'; |
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import { PublicPageComponent } from './public-page.component'; |
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|
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@NgModule({ |
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declarations: [PublicPageComponent], |
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imports: [ |
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CommonModule, |
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GfHoldingsTableComponent, |
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GfPortfolioProportionChartComponent, |
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GfValueComponent, |
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GfWorldMapChartComponent, |
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MatButtonModule, |
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MatCardModule, |
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PublicPageRoutingModule |
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], |
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schemas: [CUSTOM_ELEMENTS_SCHEMA] |
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}) |
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export class PublicPageModule {} |
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@ -0,0 +1,13 @@ |
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import { AuthGuard } from '@ghostfolio/client/core/auth.guard'; |
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|
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import { Routes } from '@angular/router'; |
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|
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import { GfPublicPageComponent } from './public-page.component'; |
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|
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export const routes: Routes = [ |
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{ |
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canActivate: [AuthGuard], |
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component: GfPublicPageComponent, |
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path: ':id' |
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} |
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]; |
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@ -0,0 +1,42 @@ |
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{ |
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"meta": { |
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"date": "2021-12-12T00:00:00.000Z", |
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"version": "dev" |
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}, |
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"accounts": [], |
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"platforms": [], |
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"tags": [], |
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"activities": [ |
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{ |
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"accountId": null, |
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"comment": null, |
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"fee": 4.46, |
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"quantity": 1, |
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"type": "SELL", |
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"unitPrice": 44558.42, |
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"currency": "USD", |
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"dataSource": "YAHOO", |
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"date": "2021-12-12T00:00:00.000Z", |
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"symbol": "BTCUSD", |
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"tags": [] |
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}, |
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{ |
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"accountId": null, |
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"comment": null, |
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"fee": 4.46, |
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"quantity": 1, |
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"type": "SELL", |
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"unitPrice": 46737.48, |
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"currency": "USD", |
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"dataSource": "YAHOO", |
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"date": "2021-12-13T00:00:00.000Z", |
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"symbol": "BTCUSD", |
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"tags": [] |
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} |
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], |
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"user": { |
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"settings": { |
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"currency": "USD" |
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} |
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} |
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} |
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