From f2cb671c7f577da99cdccc07be2b720895d6aa3e Mon Sep 17 00:00:00 2001 From: Thomas Kaul <4159106+dtslvr@users.noreply.github.com> Date: Sat, 4 May 2024 15:53:02 +0200 Subject: [PATCH] Feature/optimize get porfolio details endpoint (#3366) * Eliminate getPerformance() from getSummary() function * Disable cache for getDetails() * Add hint to portfolio summary * Update changelog --- CHANGELOG.md | 1 + .../src/app/portfolio/portfolio.controller.ts | 30 ++--- .../app/portfolio/portfolio.service.spec.ts | 10 +- .../src/app/portfolio/portfolio.service.ts | 105 +++++++++++------- .../portfolio-performance.component.html | 6 +- .../portfolio-performance.component.ts | 9 +- .../portfolio-summary.component.html | 28 +++-- .../portfolio-summary.component.ts | 4 + .../portfolio-summary.module.ts | 3 +- .../portfolio/analysis/analysis-page.html | 20 ++-- .../portfolio-performance.interface.ts | 20 ++-- libs/ui/src/lib/i18n.ts | 1 + 12 files changed, 137 insertions(+), 100 deletions(-) diff --git a/CHANGELOG.md b/CHANGELOG.md index 699722298..a9e8fd811 100644 --- a/CHANGELOG.md +++ b/CHANGELOG.md @@ -11,6 +11,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0 - Moved the holdings table to the holdings tab of the home page - Improved the performance labels (with and without currency effects) in the position detail dialog +- Optimized the calculations of the of the portfolio details endpoint ### Fixed diff --git a/apps/api/src/app/portfolio/portfolio.controller.ts b/apps/api/src/app/portfolio/portfolio.controller.ts index 7aa8e9159..4a07cd65b 100644 --- a/apps/api/src/app/portfolio/portfolio.controller.ts +++ b/apps/api/src/app/portfolio/portfolio.controller.ts @@ -165,21 +165,21 @@ export class PortfolioController { portfolioSummary = nullifyValuesInObject(summary, [ 'cash', 'committedFunds', - 'currentGrossPerformance', - 'currentGrossPerformanceWithCurrencyEffect', - 'currentNetPerformance', - 'currentNetPerformanceWithCurrencyEffect', 'currentNetWorth', - 'currentValue', + 'currentValueInBaseCurrency', 'dividendInBaseCurrency', 'emergencyFund', 'excludedAccountsAndActivities', 'fees', 'filteredValueInBaseCurrency', 'fireWealth', + 'grossPerformance', + 'grossPerformanceWithCurrencyEffect', 'interest', 'items', 'liabilities', + 'netPerformance', + 'netPerformanceWithCurrencyEffect', 'totalBuy', 'totalInvestment', 'totalSell', @@ -449,10 +449,14 @@ export class PortfolioController { .div(performanceInformation.performance.totalInvestment) .toNumber(), valueInPercentage: - performanceInformation.performance.currentValue === 0 + performanceInformation.performance.currentValueInBaseCurrency === + 0 ? 0 : new Big(value) - .div(performanceInformation.performance.currentValue) + .div( + performanceInformation.performance + .currentValueInBaseCurrency + ) .toNumber() }; } @@ -461,12 +465,12 @@ export class PortfolioController { performanceInformation.performance = nullifyValuesInObject( performanceInformation.performance, [ - 'currentGrossPerformance', - 'currentGrossPerformanceWithCurrencyEffect', - 'currentNetPerformance', - 'currentNetPerformanceWithCurrencyEffect', 'currentNetWorth', - 'currentValue', + 'currentValueInBaseCurrency', + 'grossPerformance', + 'grossPerformanceWithCurrencyEffect', + 'netPerformance', + 'netPerformanceWithCurrencyEffect', 'totalInvestment' ] ); @@ -483,7 +487,7 @@ export class PortfolioController { ); performanceInformation.performance = nullifyValuesInObject( performanceInformation.performance, - ['currentNetPerformance', 'currentNetPerformancePercent'] + ['netPerformance'] ); } diff --git a/apps/api/src/app/portfolio/portfolio.service.spec.ts b/apps/api/src/app/portfolio/portfolio.service.spec.ts index 7654b7df3..92970f547 100644 --- a/apps/api/src/app/portfolio/portfolio.service.spec.ts +++ b/apps/api/src/app/portfolio/portfolio.service.spec.ts @@ -27,7 +27,7 @@ describe('PortfolioService', () => { portfolioService .getAnnualizedPerformancePercent({ daysInMarket: NaN, // differenceInDays of date-fns returns NaN for the same day - netPerformancePercent: new Big(0) + netPerformancePercentage: new Big(0) }) .toNumber() ).toEqual(0); @@ -36,7 +36,7 @@ describe('PortfolioService', () => { portfolioService .getAnnualizedPerformancePercent({ daysInMarket: 0, - netPerformancePercent: new Big(0) + netPerformancePercentage: new Big(0) }) .toNumber() ).toEqual(0); @@ -48,7 +48,7 @@ describe('PortfolioService', () => { portfolioService .getAnnualizedPerformancePercent({ daysInMarket: 65, // < 1 year - netPerformancePercent: new Big(0.1025) + netPerformancePercentage: new Big(0.1025) }) .toNumber() ).toBeCloseTo(0.729705); @@ -57,7 +57,7 @@ describe('PortfolioService', () => { portfolioService .getAnnualizedPerformancePercent({ daysInMarket: 365, // 1 year - netPerformancePercent: new Big(0.05) + netPerformancePercentage: new Big(0.05) }) .toNumber() ).toBeCloseTo(0.05); @@ -69,7 +69,7 @@ describe('PortfolioService', () => { portfolioService .getAnnualizedPerformancePercent({ daysInMarket: 575, // > 1 year - netPerformancePercent: new Big(0.2374) + netPerformancePercentage: new Big(0.2374) }) .toNumber() ).toBeCloseTo(0.145); diff --git a/apps/api/src/app/portfolio/portfolio.service.ts b/apps/api/src/app/portfolio/portfolio.service.ts index 4be9d4e00..a98887ca9 100644 --- a/apps/api/src/app/portfolio/portfolio.service.ts +++ b/apps/api/src/app/portfolio/portfolio.service.ts @@ -208,16 +208,16 @@ export class PortfolioService { public getAnnualizedPerformancePercent({ daysInMarket, - netPerformancePercent + netPerformancePercentage }: { daysInMarket: number; - netPerformancePercent: Big; + netPerformancePercentage: Big; }): Big { if (isNumber(daysInMarket) && daysInMarket > 0) { const exponent = new Big(365).div(daysInMarket).toNumber(); return new Big( - Math.pow(netPerformancePercent.plus(1).toNumber(), exponent) + Math.pow(netPerformancePercentage.plus(1).toNumber(), exponent) ).minus(1); } @@ -360,7 +360,7 @@ export class PortfolioService { userId, calculationType: PerformanceCalculationType.TWR, currency: userCurrency, - hasFilters: filters?.length > 0, + hasFilters: true, // disable cache isExperimentalFeatures: this.request.user?.Settings.settings.isExperimentalFeatures }); @@ -704,7 +704,7 @@ export class PortfolioService { const dividendYieldPercent = this.getAnnualizedPerformancePercent({ daysInMarket: differenceInDays(new Date(), parseDate(firstBuyDate)), - netPerformancePercent: timeWeightedInvestment.eq(0) + netPerformancePercentage: timeWeightedInvestment.eq(0) ? new Big(0) : dividendInBaseCurrency.div(timeWeightedInvestment) }); @@ -712,7 +712,9 @@ export class PortfolioService { const dividendYieldPercentWithCurrencyEffect = this.getAnnualizedPerformancePercent({ daysInMarket: differenceInDays(new Date(), parseDate(firstBuyDate)), - netPerformancePercent: timeWeightedInvestmentWithCurrencyEffect.eq(0) + netPerformancePercentage: timeWeightedInvestmentWithCurrencyEffect.eq( + 0 + ) ? new Big(0) : dividendInBaseCurrency.div( timeWeightedInvestmentWithCurrencyEffect @@ -1108,16 +1110,16 @@ export class PortfolioService { firstOrderDate: undefined, hasErrors: false, performance: { - currentGrossPerformance: 0, - currentGrossPerformancePercent: 0, - currentGrossPerformancePercentWithCurrencyEffect: 0, - currentGrossPerformanceWithCurrencyEffect: 0, - currentNetPerformance: 0, - currentNetPerformancePercent: 0, - currentNetPerformancePercentWithCurrencyEffect: 0, - currentNetPerformanceWithCurrencyEffect: 0, currentNetWorth: 0, - currentValue: 0, + currentValueInBaseCurrency: 0, + grossPerformance: 0, + grossPerformancePercentage: 0, + grossPerformancePercentageWithCurrencyEffect: 0, + grossPerformanceWithCurrencyEffect: 0, + netPerformance: 0, + netPerformancePercentage: 0, + netPerformancePercentageWithCurrencyEffect: 0, + netPerformanceWithCurrencyEffect: 0, totalInvestment: 0 } }; @@ -1152,9 +1154,9 @@ export class PortfolioService { let currentNetPerformance = netPerformance; - let currentNetPerformancePercent = netPerformancePercentage; + let currentNetPerformancePercentage = netPerformancePercentage; - let currentNetPerformancePercentWithCurrencyEffect = + let currentNetPerformancePercentageWithCurrencyEffect = netPerformancePercentageWithCurrencyEffect; let currentNetPerformanceWithCurrencyEffect = @@ -1173,11 +1175,11 @@ export class PortfolioService { if (itemOfToday) { currentNetPerformance = new Big(itemOfToday.netPerformance); - currentNetPerformancePercent = new Big( + currentNetPerformancePercentage = new Big( itemOfToday.netPerformanceInPercentage ).div(100); - currentNetPerformancePercentWithCurrencyEffect = new Big( + currentNetPerformancePercentageWithCurrencyEffect = new Big( itemOfToday.netPerformanceInPercentageWithCurrencyEffect ).div(100); @@ -1195,19 +1197,19 @@ export class PortfolioService { firstOrderDate: parseDate(items[0]?.date), performance: { currentNetWorth, - currentGrossPerformance: grossPerformance.toNumber(), - currentGrossPerformancePercent: grossPerformancePercentage.toNumber(), - currentGrossPerformancePercentWithCurrencyEffect: + currentValueInBaseCurrency: currentValueInBaseCurrency.toNumber(), + grossPerformance: grossPerformance.toNumber(), + grossPerformancePercentage: grossPerformancePercentage.toNumber(), + grossPerformancePercentageWithCurrencyEffect: grossPerformancePercentageWithCurrencyEffect.toNumber(), - currentGrossPerformanceWithCurrencyEffect: + grossPerformanceWithCurrencyEffect: grossPerformanceWithCurrencyEffect.toNumber(), - currentNetPerformance: currentNetPerformance.toNumber(), - currentNetPerformancePercent: currentNetPerformancePercent.toNumber(), - currentNetPerformancePercentWithCurrencyEffect: - currentNetPerformancePercentWithCurrencyEffect.toNumber(), - currentNetPerformanceWithCurrencyEffect: + netPerformance: currentNetPerformance.toNumber(), + netPerformancePercentage: currentNetPerformancePercentage.toNumber(), + netPerformancePercentageWithCurrencyEffect: + currentNetPerformancePercentageWithCurrencyEffect.toNumber(), + netPerformanceWithCurrencyEffect: currentNetPerformanceWithCurrencyEffect.toNumber(), - currentValue: currentValueInBaseCurrency.toNumber(), totalInvestment: totalInvestment.toNumber() } }; @@ -1604,11 +1606,6 @@ export class PortfolioService { userId = await this.getUserId(impersonationId, userId); const user = await this.userService.user({ id: userId }); - const { performance } = await this.getPerformance({ - impersonationId, - userId - }); - const { activities } = await this.orderService.getOrders({ userCurrency, userId, @@ -1626,6 +1623,19 @@ export class PortfolioService { } } + const { + currentValueInBaseCurrency, + grossPerformance, + grossPerformancePercentage, + grossPerformancePercentageWithCurrencyEffect, + grossPerformanceWithCurrencyEffect, + netPerformance, + netPerformancePercentage, + netPerformancePercentageWithCurrencyEffect, + netPerformanceWithCurrencyEffect, + totalInvestment + } = await portfolioCalculator.getSnapshot(); + const dividendInBaseCurrency = await portfolioCalculator.getDividendInBaseCurrency(); @@ -1694,7 +1704,7 @@ export class PortfolioService { .toNumber(); const netWorth = new Big(balanceInBaseCurrency) - .plus(performance.currentValue) + .plus(currentValueInBaseCurrency) .plus(valuables) .plus(excludedAccountsAndActivities) .minus(liabilities) @@ -1704,19 +1714,18 @@ export class PortfolioService { const annualizedPerformancePercent = this.getAnnualizedPerformancePercent({ daysInMarket, - netPerformancePercent: new Big(performance.currentNetPerformancePercent) + netPerformancePercentage: new Big(netPerformancePercentage) })?.toNumber(); const annualizedPerformancePercentWithCurrencyEffect = this.getAnnualizedPerformancePercent({ daysInMarket, - netPerformancePercent: new Big( - performance.currentNetPerformancePercentWithCurrencyEffect + netPerformancePercentage: new Big( + netPerformancePercentageWithCurrencyEffect ) })?.toNumber(); return { - ...performance, annualizedPerformancePercent, annualizedPerformancePercentWithCurrencyEffect, cash, @@ -1725,6 +1734,7 @@ export class PortfolioService { totalBuy, totalSell, committedFunds: committedFunds.toNumber(), + currentValueInBaseCurrency: currentValueInBaseCurrency.toNumber(), dividendInBaseCurrency: dividendInBaseCurrency.toNumber(), emergencyFund: { assets: emergencyFundPositionsValueInBaseCurrency, @@ -1738,15 +1748,28 @@ export class PortfolioService { filteredValueInPercentage: netWorth ? filteredValueInBaseCurrency.div(netWorth).toNumber() : undefined, - fireWealth: new Big(performance.currentValue) + fireWealth: new Big(currentValueInBaseCurrency) .minus(emergencyFundPositionsValueInBaseCurrency) .toNumber(), + grossPerformance: grossPerformance.toNumber(), + grossPerformancePercentage: grossPerformancePercentage.toNumber(), + grossPerformancePercentageWithCurrencyEffect: + grossPerformancePercentageWithCurrencyEffect.toNumber(), + grossPerformanceWithCurrencyEffect: + grossPerformanceWithCurrencyEffect.toNumber(), interest: interest.toNumber(), items: valuables.toNumber(), liabilities: liabilities.toNumber(), + netPerformance: netPerformance.toNumber(), + netPerformancePercentage: netPerformancePercentage.toNumber(), + netPerformancePercentageWithCurrencyEffect: + netPerformancePercentageWithCurrencyEffect.toNumber(), + netPerformanceWithCurrencyEffect: + netPerformanceWithCurrencyEffect.toNumber(), ordersCount: activities.filter(({ type }) => { - return type === 'BUY' || type === 'SELL'; + return ['BUY', 'SELL'].includes(type); }).length, + totalInvestment: totalInvestment.toNumber(), totalValueInBaseCurrency: netWorth }; } diff --git a/apps/client/src/app/components/portfolio-performance/portfolio-performance.component.html b/apps/client/src/app/components/portfolio-performance/portfolio-performance.component.html index 68d191b5c..3ef55f800 100644 --- a/apps/client/src/app/components/portfolio-performance/portfolio-performance.component.html +++ b/apps/client/src/app/components/portfolio-performance/portfolio-performance.component.html @@ -41,9 +41,7 @@ [isCurrency]="true" [locale]="locale" [value]=" - isLoading - ? undefined - : performance?.currentNetPerformanceWithCurrencyEffect + isLoading ? undefined : performance?.netPerformanceWithCurrencyEffect " /> @@ -55,7 +53,7 @@ [value]=" isLoading ? undefined - : performance?.currentNetPerformancePercentWithCurrencyEffect + : performance?.netPerformancePercentageWithCurrencyEffect " /> diff --git a/apps/client/src/app/components/portfolio-performance/portfolio-performance.component.ts b/apps/client/src/app/components/portfolio-performance/portfolio-performance.component.ts index b76ecb004..4d205b761 100644 --- a/apps/client/src/app/components/portfolio-performance/portfolio-performance.component.ts +++ b/apps/client/src/app/components/portfolio-performance/portfolio-performance.component.ts @@ -49,12 +49,12 @@ export class PortfolioPerformanceComponent implements OnChanges, OnInit { this.value.nativeElement.innerHTML = ''; } } else { - if (isNumber(this.performance?.currentValue)) { - new CountUp('value', this.performance?.currentValue, { + if (isNumber(this.performance?.currentValueInBaseCurrency)) { + new CountUp('value', this.performance?.currentValueInBaseCurrency, { decimal: getNumberFormatDecimal(this.locale), decimalPlaces: this.deviceType === 'mobile' && - this.performance?.currentValue >= 100000 + this.performance?.currentValueInBaseCurrency >= 100000 ? 0 : 2, duration: 1, @@ -63,8 +63,7 @@ export class PortfolioPerformanceComponent implements OnChanges, OnInit { } else if (this.showDetails === false) { new CountUp( 'value', - this.performance?.currentNetPerformancePercentWithCurrencyEffect * - 100, + this.performance?.netPerformancePercentageWithCurrencyEffect * 100, { decimal: getNumberFormatDecimal(this.locale), decimalPlaces: 2, diff --git a/apps/client/src/app/components/portfolio-summary/portfolio-summary.component.html b/apps/client/src/app/components/portfolio-summary/portfolio-summary.component.html index 347767011..6b80e87b6 100644 --- a/apps/client/src/app/components/portfolio-summary/portfolio-summary.component.html +++ b/apps/client/src/app/components/portfolio-summary/portfolio-summary.component.html @@ -9,9 +9,19 @@ class="flex-nowrap px-3 py-1 row" [hidden]="summary?.ordersCount === null" > -