Merge 2c5f4fdca2 into 0512b8ee51

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

@@ -151,8 +151,13 @@ export abstract class PortfolioCalculator {
             tags,
             type,
             date: format(date, DATE_FORMAT),
-            fee: new Big(feeInAssetProfileCurrency),
-            feeInBaseCurrency: new Big(feeInBaseCurrency),
+            // Fees are converted via the exchange rate data service, which
+            // yields undefined when no rate is available for the activity’s
+            // date. Fees are only ever accumulated, so falling back to 0 keeps
+            // the portfolio computable instead of failing the whole request
+            // with “[big.js] Invalid number”.
+            fee: new Big(feeInAssetProfileCurrency ?? 0),
+            feeInBaseCurrency: new Big(feeInBaseCurrency ?? 0),
             quantity: new Big(quantity),
             unitPrice: new Big(unitPriceInAssetProfileCurrency)
           };

apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-baln-buy-without-exchange-rate.spec.ts

@@ -0,0 +1,141 @@
+import {
+  activityDummyData,
+  assetProfileDummyData,
+  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 { Activity } from '@ghostfolio/common/interfaces';
+import { PerformanceCalculationType } from '@ghostfolio/common/types/performance-calculation-type.type';
+
+import { Big } from 'big.js';
+
+jest.mock('@ghostfolio/api/app/portfolio/current-rate.service', () => {
+  return {
+    CurrentRateService: jest.fn().mockImplementation(() => {
+      return CurrentRateServiceMock;
+    })
+  };
+});
+
+jest.mock(
+  '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service',
+  () => {
+    return {
+      PortfolioSnapshotService: jest.fn().mockImplementation(() => {
+        return PortfolioSnapshotServiceMock;
+      })
+    };
+  }
+);
+
+jest.mock('@ghostfolio/api/app/redis-cache/redis-cache.service', () => {
+  return {
+    RedisCacheService: jest.fn().mockImplementation(() => {
+      return RedisCacheServiceMock;
+    })
+  };
+});
+
+describe('PortfolioCalculator', () => {
+  let configurationService: ConfigurationService;
+  let currentRateService: CurrentRateService;
+  let exchangeRateDataService: ExchangeRateDataService;
+  let portfolioCalculatorFactory: PortfolioCalculatorFactory;
+  let portfolioSnapshotService: PortfolioSnapshotService;
+  let redisCacheService: RedisCacheService;
+
+  beforeEach(() => {
+    configurationService = new ConfigurationService();
+
+    currentRateService = new CurrentRateService(null, null, null, null);
+
+    exchangeRateDataService = new ExchangeRateDataService(
+      null,
+      null,
+      null,
+      null
+    );
+
+    portfolioSnapshotService = new PortfolioSnapshotService(null, null);
+
+    redisCacheService = new RedisCacheService(null, null);
+
+    portfolioCalculatorFactory = new PortfolioCalculatorFactory(
+      configurationService,
+      currentRateService,
+      exchangeRateDataService,
+      portfolioSnapshotService,
+      redisCacheService
+    );
+  });
+
+  describe('get current positions', () => {
+    it.only('with BALN.SW buy and a missing exchange rate', async () => {
+      jest.useFakeTimers().setSystemTime(parseDate('2021-12-18').getTime());
+
+      // ExchangeRateDataService.toCurrencyAtDate() resolves to undefined when
+      // no exchange rate is available for the activity’s date, which leaves the
+      // converted fee fields undefined by the time they reach the calculator.
+      const activities: Activity[] = [
+        {
+          ...activityDummyData,
+          assetProfile: {
+            ...assetProfileDummyData,
+            currency: 'CHF',
+            dataSource: 'YAHOO',
+            name: 'Bâloise Holding AG',
+            symbol: 'BALN.SW'
+          },
+          date: new Date('2021-11-30'),
+          feeInAssetProfileCurrency: undefined,
+          feeInBaseCurrency: undefined,
+          quantity: 2,
+          type: 'BUY',
+          unitPriceInAssetProfileCurrency: 136.6
+        }
+      ];
+
+      const portfolioCalculator = portfolioCalculatorFactory.createCalculator({
+        activities,
+        calculationType: PerformanceCalculationType.ROAI,
+        currency: 'CHF',
+        userId: userDummyData.id
+      });
+
+      const portfolioSnapshot = await portfolioCalculator.computeSnapshot();
+
+      // The snapshot is still computed; the unconvertible fees count as 0
+      // rather than aborting the request with “[big.js] Invalid number”.
+      expect(portfolioSnapshot).toMatchObject({
+        currentValueInBaseCurrency: new Big('297.8'),
+        errors: [],
+        hasErrors: false,
+        totalFeesWithCurrencyEffect: new Big('0'),
+        positions: [
+          {
+            activitiesCount: 1,
+            averagePrice: new Big('136.6'),
+            currency: 'CHF',
+            dataSource: 'YAHOO',
+            dateOfFirstActivity: '2021-11-30',
+            fee: new Big('0'),
+            feeInBaseCurrency: new Big('0'),
+            investment: new Big('273.2'),
+            quantity: new Big('2'),
+            symbol: 'BALN.SW',
+            valueInBaseCurrency: new Big('297.8')
+          }
+        ]
+      });
+    });
+  });
+});