Bugfix/investment calculation for activities in custom currency (#4597)

* Investment calculation for activities in custom currency

* Update changelog

CHANGELOG.md

@@ -18,6 +18,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 ### Fixed
 
+- Fixed an issue with the investment calculation for activities in a custom currency
 - Improved the file selector of the activities import functionality to accept case-insensitive file extensions (`.CSV` and `.JSON`)
 - Fixed the missing localization for "someone" on the public page
 

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

@@ -7,10 +7,12 @@ export const activityDummyData = {
   createdAt: new Date(),
   currency: undefined,
   fee: undefined,
+  feeInAssetProfileCurrency: undefined,
   id: undefined,
   isDraft: false,
   symbolProfileId: undefined,
   unitPrice: undefined,
+  unitPriceInAssetProfileCurrency: undefined,
   updatedAt: new Date(),
   userId: undefined,
   value: undefined,

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

@@ -902,8 +902,8 @@ export abstract class PortfolioCalculator {
     let lastTransactionPoint: TransactionPoint = null;
 
     for (const {
-      fee,
       date,
+      fee,
       quantity,
       SymbolProfile,
       tags,

apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-btceur.spec.ts

@@ -0,0 +1,238 @@
+import { CreateOrderDto } from '@ghostfolio/api/app/order/create-order.dto';
+import { Activity } from '@ghostfolio/api/app/order/interfaces/activities.interface';
+import {
+  activityDummyData,
+  loadActivityExportFile,
+  symbolProfileDummyData,
+  userDummyData
+} from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator-test-utils';
+import { PortfolioCalculatorFactory } 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 { RedisCacheService } from '@ghostfolio/api/app/redis-cache/redis-cache.service';
+import { RedisCacheServiceMock } from '@ghostfolio/api/app/redis-cache/redis-cache.service.mock';
+import { ConfigurationService } from '@ghostfolio/api/services/configuration/configuration.service';
+import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service';
+import { PortfolioSnapshotService } from '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service';
+import { PortfolioSnapshotServiceMock } from '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service.mock';
+import { parseDate } from '@ghostfolio/common/helper';
+import { PerformanceCalculationType } from '@ghostfolio/common/types/performance-calculation-type.type';
+
+import { Big } from 'big.js';
+import { join } from 'path';
+
+jest.mock('@ghostfolio/api/app/portfolio/current-rate.service', () => {
+  return {
+    // eslint-disable-next-line @typescript-eslint/naming-convention
+    CurrentRateService: jest.fn().mockImplementation(() => {
+      return CurrentRateServiceMock;
+    })
+  };
+});
+
+jest.mock(
+  '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service',
+  () => {
+    return {
+      // eslint-disable-next-line @typescript-eslint/naming-convention
+      PortfolioSnapshotService: jest.fn().mockImplementation(() => {
+        return PortfolioSnapshotServiceMock;
+      })
+    };
+  }
+);
+
+jest.mock('@ghostfolio/api/app/redis-cache/redis-cache.service', () => {
+  return {
+    // eslint-disable-next-line @typescript-eslint/naming-convention
+    RedisCacheService: jest.fn().mockImplementation(() => {
+      return RedisCacheServiceMock;
+    })
+  };
+});
+
+describe('PortfolioCalculator', () => {
+  let activityDtos: CreateOrderDto[];
+
+  let configurationService: ConfigurationService;
+  let currentRateService: CurrentRateService;
+  let exchangeRateDataService: ExchangeRateDataService;
+  let portfolioCalculatorFactory: PortfolioCalculatorFactory;
+  let portfolioSnapshotService: PortfolioSnapshotService;
+  let redisCacheService: RedisCacheService;
+
+  beforeAll(() => {
+    activityDtos = loadActivityExportFile(
+      join(__dirname, '../../../../../../../test/import/ok-btceur.json')
+    );
+  });
+
+  beforeEach(() => {
+    configurationService = new ConfigurationService();
+
+    currentRateService = new CurrentRateService(null, null, null, null);
+
+    exchangeRateDataService = new ExchangeRateDataService(
+      null,
+      null,
+      null,
+      null
+    );
+
+    portfolioSnapshotService = new PortfolioSnapshotService(null);
+
+    redisCacheService = new RedisCacheService(null, null);
+
+    portfolioCalculatorFactory = new PortfolioCalculatorFactory(
+      configurationService,
+      currentRateService,
+      exchangeRateDataService,
+      portfolioSnapshotService,
+      redisCacheService
+    );
+  });
+
+  describe('get current positions', () => {
+    it.only('with BTCUSD buy (in EUR)', async () => {
+      jest.useFakeTimers().setSystemTime(parseDate('2022-01-14').getTime());
+
+      const activities: Activity[] = activityDtos.map((activity) => ({
+        ...activityDummyData,
+        ...activity,
+        date: parseDate(activity.date),
+        feeInAssetProfileCurrency: 4.46,
+        SymbolProfile: {
+          ...symbolProfileDummyData,
+          currency: 'USD',
+          dataSource: activity.dataSource,
+          name: 'Bitcoin',
+          symbol: activity.symbol
+        },
+        unitPriceInAssetProfileCurrency: 44558.42
+      }));
+
+      const portfolioCalculator = portfolioCalculatorFactory.createCalculator({
+        activities,
+        calculationType: PerformanceCalculationType.ROAI,
+        currency: 'USD',
+        userId: userDummyData.id
+      });
+
+      const portfolioSnapshot = await portfolioCalculator.computeSnapshot();
+
+      const investments = portfolioCalculator.getInvestments();
+
+      const investmentsByMonth = portfolioCalculator.getInvestmentsByGroup({
+        data: portfolioSnapshot.historicalData,
+        groupBy: 'month'
+      });
+
+      expect(portfolioSnapshot.historicalData[0]).toEqual({
+        date: '2021-12-11',
+        investmentValueWithCurrencyEffect: 0,
+        netPerformance: 0,
+        netPerformanceInPercentage: 0,
+        netPerformanceInPercentageWithCurrencyEffect: 0,
+        netPerformanceWithCurrencyEffect: 0,
+        netWorth: 0,
+        totalAccountBalance: 0,
+        totalInvestment: 0,
+        totalInvestmentValueWithCurrencyEffect: 0,
+        value: 0,
+        valueWithCurrencyEffect: 0
+      });
+
+      expect(portfolioSnapshot.historicalData[1]).toEqual({
+        date: '2021-12-12',
+        investmentValueWithCurrencyEffect: 44558.42,
+        netPerformance: -4.46,
+        netPerformanceInPercentage: 0,
+        netPerformanceInPercentageWithCurrencyEffect: 0,
+        netPerformanceWithCurrencyEffect: -4.46,
+        netWorth: 44558.42,
+        totalAccountBalance: 0,
+        totalInvestment: 44558.42,
+        totalInvestmentValueWithCurrencyEffect: 44558.42,
+        value: 44558.42,
+        valueWithCurrencyEffect: 44558.42
+      });
+
+      expect(
+        portfolioSnapshot.historicalData[
+          portfolioSnapshot.historicalData.length - 1
+        ]
+      ).toEqual({
+        date: '2022-01-14',
+        investmentValueWithCurrencyEffect: 0,
+        netPerformance: -1463.18,
+        netPerformanceInPercentage: -0.032837340282712,
+        netPerformanceInPercentageWithCurrencyEffect: -0.032837340282712,
+        netPerformanceWithCurrencyEffect: -1463.18,
+        netWorth: 43099.7,
+        totalAccountBalance: 0,
+        totalInvestment: 44558.42,
+        totalInvestmentValueWithCurrencyEffect: 44558.42,
+        value: 43099.7,
+        valueWithCurrencyEffect: 43099.7
+      });
+
+      expect(portfolioSnapshot).toMatchObject({
+        currentValueInBaseCurrency: new Big('43099.7'),
+        errors: [],
+        hasErrors: false,
+        positions: [
+          {
+            averagePrice: new Big('44558.42'),
+            currency: 'USD',
+            dataSource: 'YAHOO',
+            dividend: new Big('0'),
+            dividendInBaseCurrency: new Big('0'),
+            fee: new Big('4.46'),
+            feeInBaseCurrency: new Big('4.46'),
+            firstBuyDate: '2021-12-12',
+            grossPerformance: new Big('-1458.72'),
+            grossPerformancePercentage: new Big('-0.03273724696701543726'),
+            grossPerformancePercentageWithCurrencyEffect: new Big(
+              '-0.03273724696701543726'
+            ),
+            grossPerformanceWithCurrencyEffect: new Big('-1458.72'),
+            investment: new Big('44558.42'),
+            investmentWithCurrencyEffect: new Big('44558.42'),
+            netPerformance: new Big('-1463.18'),
+            netPerformancePercentage: new Big('-0.03283734028271199921'),
+            netPerformancePercentageWithCurrencyEffectMap: {
+              max: new Big('-0.03283734028271199921')
+            },
+            netPerformanceWithCurrencyEffectMap: {
+              max: new Big('-1463.18')
+            },
+            marketPrice: 43099.7,
+            marketPriceInBaseCurrency: 43099.7,
+            quantity: new Big('1'),
+            symbol: 'BTCUSD',
+            tags: [],
+            timeWeightedInvestment: new Big('44558.42'),
+            timeWeightedInvestmentWithCurrencyEffect: new Big('44558.42'),
+            transactionCount: 1,
+            valueInBaseCurrency: new Big('43099.7')
+          }
+        ],
+        totalFeesWithCurrencyEffect: new Big('4.46'),
+        totalInterestWithCurrencyEffect: new Big('0'),
+        totalInvestment: new Big('44558.42'),
+        totalInvestmentWithCurrencyEffect: new Big('44558.42'),
+        totalLiabilitiesWithCurrencyEffect: new Big('0'),
+        totalValuablesWithCurrencyEffect: new Big('0')
+      });
+
+      expect(investments).toEqual([
+        { date: '2021-12-12', investment: new Big('44558.42') }
+      ]);
+
+      expect(investmentsByMonth).toEqual([
+        { date: '2021-12-01', investment: 44558.42 },
+        { date: '2022-01-01', investment: 0 }
+      ]);
+    });
+  });
+});

apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-btcusd.spec.ts

@@ -0,0 +1,238 @@
+import { CreateOrderDto } from '@ghostfolio/api/app/order/create-order.dto';
+import { Activity } from '@ghostfolio/api/app/order/interfaces/activities.interface';
+import {
+  activityDummyData,
+  loadActivityExportFile,
+  symbolProfileDummyData,
+  userDummyData
+} from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator-test-utils';
+import { PortfolioCalculatorFactory } 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 { RedisCacheService } from '@ghostfolio/api/app/redis-cache/redis-cache.service';
+import { RedisCacheServiceMock } from '@ghostfolio/api/app/redis-cache/redis-cache.service.mock';
+import { ConfigurationService } from '@ghostfolio/api/services/configuration/configuration.service';
+import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service';
+import { PortfolioSnapshotService } from '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service';
+import { PortfolioSnapshotServiceMock } from '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service.mock';
+import { parseDate } from '@ghostfolio/common/helper';
+import { PerformanceCalculationType } from '@ghostfolio/common/types/performance-calculation-type.type';
+
+import { Big } from 'big.js';
+import { join } from 'path';
+
+jest.mock('@ghostfolio/api/app/portfolio/current-rate.service', () => {
+  return {
+    // eslint-disable-next-line @typescript-eslint/naming-convention
+    CurrentRateService: jest.fn().mockImplementation(() => {
+      return CurrentRateServiceMock;
+    })
+  };
+});
+
+jest.mock(
+  '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service',
+  () => {
+    return {
+      // eslint-disable-next-line @typescript-eslint/naming-convention
+      PortfolioSnapshotService: jest.fn().mockImplementation(() => {
+        return PortfolioSnapshotServiceMock;
+      })
+    };
+  }
+);
+
+jest.mock('@ghostfolio/api/app/redis-cache/redis-cache.service', () => {
+  return {
+    // eslint-disable-next-line @typescript-eslint/naming-convention
+    RedisCacheService: jest.fn().mockImplementation(() => {
+      return RedisCacheServiceMock;
+    })
+  };
+});
+
+describe('PortfolioCalculator', () => {
+  let activityDtos: CreateOrderDto[];
+
+  let configurationService: ConfigurationService;
+  let currentRateService: CurrentRateService;
+  let exchangeRateDataService: ExchangeRateDataService;
+  let portfolioCalculatorFactory: PortfolioCalculatorFactory;
+  let portfolioSnapshotService: PortfolioSnapshotService;
+  let redisCacheService: RedisCacheService;
+
+  beforeAll(() => {
+    activityDtos = loadActivityExportFile(
+      join(__dirname, '../../../../../../../test/import/ok-btcusd.json')
+    );
+  });
+
+  beforeEach(() => {
+    configurationService = new ConfigurationService();
+
+    currentRateService = new CurrentRateService(null, null, null, null);
+
+    exchangeRateDataService = new ExchangeRateDataService(
+      null,
+      null,
+      null,
+      null
+    );
+
+    portfolioSnapshotService = new PortfolioSnapshotService(null);
+
+    redisCacheService = new RedisCacheService(null, null);
+
+    portfolioCalculatorFactory = new PortfolioCalculatorFactory(
+      configurationService,
+      currentRateService,
+      exchangeRateDataService,
+      portfolioSnapshotService,
+      redisCacheService
+    );
+  });
+
+  describe('get current positions', () => {
+    it.only('with BTCUSD buy (in USD)', async () => {
+      jest.useFakeTimers().setSystemTime(parseDate('2022-01-14').getTime());
+
+      const activities: Activity[] = activityDtos.map((activity) => ({
+        ...activityDummyData,
+        ...activity,
+        date: parseDate(activity.date),
+        feeInAssetProfileCurrency: 4.46,
+        SymbolProfile: {
+          ...symbolProfileDummyData,
+          currency: 'USD',
+          dataSource: activity.dataSource,
+          name: 'Bitcoin',
+          symbol: activity.symbol
+        },
+        unitPriceInAssetProfileCurrency: 44558.42
+      }));
+
+      const portfolioCalculator = portfolioCalculatorFactory.createCalculator({
+        activities,
+        calculationType: PerformanceCalculationType.ROAI,
+        currency: 'USD',
+        userId: userDummyData.id
+      });
+
+      const portfolioSnapshot = await portfolioCalculator.computeSnapshot();
+
+      const investments = portfolioCalculator.getInvestments();
+
+      const investmentsByMonth = portfolioCalculator.getInvestmentsByGroup({
+        data: portfolioSnapshot.historicalData,
+        groupBy: 'month'
+      });
+
+      expect(portfolioSnapshot.historicalData[0]).toEqual({
+        date: '2021-12-11',
+        investmentValueWithCurrencyEffect: 0,
+        netPerformance: 0,
+        netPerformanceInPercentage: 0,
+        netPerformanceInPercentageWithCurrencyEffect: 0,
+        netPerformanceWithCurrencyEffect: 0,
+        netWorth: 0,
+        totalAccountBalance: 0,
+        totalInvestment: 0,
+        totalInvestmentValueWithCurrencyEffect: 0,
+        value: 0,
+        valueWithCurrencyEffect: 0
+      });
+
+      expect(portfolioSnapshot.historicalData[1]).toEqual({
+        date: '2021-12-12',
+        investmentValueWithCurrencyEffect: 44558.42,
+        netPerformance: -4.46,
+        netPerformanceInPercentage: 0,
+        netPerformanceInPercentageWithCurrencyEffect: 0,
+        netPerformanceWithCurrencyEffect: -4.46,
+        netWorth: 44558.42,
+        totalAccountBalance: 0,
+        totalInvestment: 44558.42,
+        totalInvestmentValueWithCurrencyEffect: 44558.42,
+        value: 44558.42,
+        valueWithCurrencyEffect: 44558.42
+      });
+
+      expect(
+        portfolioSnapshot.historicalData[
+          portfolioSnapshot.historicalData.length - 1
+        ]
+      ).toEqual({
+        date: '2022-01-14',
+        investmentValueWithCurrencyEffect: 0,
+        netPerformance: -1463.18,
+        netPerformanceInPercentage: -0.032837340282712,
+        netPerformanceInPercentageWithCurrencyEffect: -0.032837340282712,
+        netPerformanceWithCurrencyEffect: -1463.18,
+        netWorth: 43099.7,
+        totalAccountBalance: 0,
+        totalInvestment: 44558.42,
+        totalInvestmentValueWithCurrencyEffect: 44558.42,
+        value: 43099.7,
+        valueWithCurrencyEffect: 43099.7
+      });
+
+      expect(portfolioSnapshot).toMatchObject({
+        currentValueInBaseCurrency: new Big('43099.7'),
+        errors: [],
+        hasErrors: false,
+        positions: [
+          {
+            averagePrice: new Big('44558.42'),
+            currency: 'USD',
+            dataSource: 'YAHOO',
+            dividend: new Big('0'),
+            dividendInBaseCurrency: new Big('0'),
+            fee: new Big('4.46'),
+            feeInBaseCurrency: new Big('4.46'),
+            firstBuyDate: '2021-12-12',
+            grossPerformance: new Big('-1458.72'),
+            grossPerformancePercentage: new Big('-0.03273724696701543726'),
+            grossPerformancePercentageWithCurrencyEffect: new Big(
+              '-0.03273724696701543726'
+            ),
+            grossPerformanceWithCurrencyEffect: new Big('-1458.72'),
+            investment: new Big('44558.42'),
+            investmentWithCurrencyEffect: new Big('44558.42'),
+            netPerformance: new Big('-1463.18'),
+            netPerformancePercentage: new Big('-0.03283734028271199921'),
+            netPerformancePercentageWithCurrencyEffectMap: {
+              max: new Big('-0.03283734028271199921')
+            },
+            netPerformanceWithCurrencyEffectMap: {
+              max: new Big('-1463.18')
+            },
+            marketPrice: 43099.7,
+            marketPriceInBaseCurrency: 43099.7,
+            quantity: new Big('1'),
+            symbol: 'BTCUSD',
+            tags: [],
+            timeWeightedInvestment: new Big('44558.42'),
+            timeWeightedInvestmentWithCurrencyEffect: new Big('44558.42'),
+            transactionCount: 1,
+            valueInBaseCurrency: new Big('43099.7')
+          }
+        ],
+        totalFeesWithCurrencyEffect: new Big('4.46'),
+        totalInterestWithCurrencyEffect: new Big('0'),
+        totalInvestment: new Big('44558.42'),
+        totalInvestmentWithCurrencyEffect: new Big('44558.42'),
+        totalLiabilitiesWithCurrencyEffect: new Big('0'),
+        totalValuablesWithCurrencyEffect: new Big('0')
+      });
+
+      expect(investments).toEqual([
+        { date: '2021-12-12', investment: new Big('44558.42') }
+      ]);
+
+      expect(investmentsByMonth).toEqual([
+        { date: '2021-12-01', investment: 44558.42 },
+        { date: '2022-01-01', investment: 0 }
+      ]);
+    });
+  });
+});

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

@@ -11,7 +11,6 @@ import { RedisCacheService } from '@ghostfolio/api/app/redis-cache/redis-cache.s
 import { RedisCacheServiceMock } from '@ghostfolio/api/app/redis-cache/redis-cache.service.mock';
 import { ConfigurationService } from '@ghostfolio/api/services/configuration/configuration.service';
 import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service';
-import { ExchangeRateDataServiceMock } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service.mock';
 import { PortfolioSnapshotService } from '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service';
 import { PortfolioSnapshotServiceMock } from '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service.mock';
 import { parseDate } from '@ghostfolio/common/helper';
@@ -49,18 +48,6 @@ jest.mock('@ghostfolio/api/app/redis-cache/redis-cache.service', () => {
   };
 });
 
-jest.mock(
-  '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service',
-  () => {
-    return {
-      // eslint-disable-next-line @typescript-eslint/naming-convention
-      ExchangeRateDataService: jest.fn().mockImplementation(() => {
-        return ExchangeRateDataServiceMock;
-      })
-    };
-  }
-);
-
 describe('PortfolioCalculator', () => {
   let configurationService: ConfigurationService;
   let currentRateService: CurrentRateService;

apps/api/src/app/portfolio/current-rate.service.mock.ts

@@ -47,6 +47,10 @@ function mockGetValue(symbol: string, date: Date) {
         return { marketPrice: 14156.4 };
       } else if (isSameDay(parseDate('2018-01-01'), date)) {
         return { marketPrice: 13657.2 };
+      } else if (isSameDay(parseDate('2021-12-12'), date)) {
+        return { marketPrice: 50098.3 };
+      } else if (isSameDay(parseDate('2022-01-14'), date)) {
+        return { marketPrice: 43099.7 };
       }
 
       return { marketPrice: 0 };

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

@@ -748,8 +748,14 @@ export class PortfolioService {
       );
 
       const historicalDataArray: HistoricalDataItem[] = [];
-      let maxPrice = Math.max(activitiesOfPosition[0].unitPrice, marketPrice);
-      let minPrice = Math.min(activitiesOfPosition[0].unitPrice, marketPrice);
+      let maxPrice = Math.max(
+        activitiesOfPosition[0].unitPriceInAssetProfileCurrency,
+        marketPrice
+      );
+      let minPrice = Math.min(
+        activitiesOfPosition[0].unitPriceInAssetProfileCurrency,
+        marketPrice
+      );
 
       if (historicalData[aSymbol]) {
         let j = -1;
@@ -793,9 +799,9 @@ export class PortfolioService {
       } else {
         // Add historical entry for buy date, if no historical data available
         historicalDataArray.push({
-          averagePrice: activitiesOfPosition[0].unitPrice,
+          averagePrice: activitiesOfPosition[0].unitPriceInAssetProfileCurrency,
           date: firstBuyDate,
-          marketPrice: activitiesOfPosition[0].unitPrice,
+          marketPrice: activitiesOfPosition[0].unitPriceInAssetProfileCurrency,
           quantity: activitiesOfPosition[0].quantity
         });
       }