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@ -917,12 +917,8 @@ export class PortfolioCalculator { |
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const investmentValues: { [date: string]: Big } = {}; |
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const maxInvestmentValues: { [date: string]: Big } = {}; |
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let lastAveragePrice = new Big(0); |
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// let lastTransactionInvestment = new Big(0);
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// let lastValueOfInvestmentBeforeTransaction = new Big(0);
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let maxTotalInvestment = new Big(0); |
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const netPerformanceValues: { [date: string]: Big } = {}; |
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// let timeWeightedGrossPerformancePercentage = new Big(1);
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// let timeWeightedNetPerformancePercentage = new Big(1);
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let totalInvestment = new Big(0); |
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let totalInvestmentWithGrossPerformanceFromSell = new Big(0); |
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let totalUnits = new Big(0); |
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@ -1128,55 +1124,8 @@ export class PortfolioCalculator { |
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.minus(totalInvestment) |
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.plus(grossPerformanceFromSells); |
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// if (
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// i > indexOfStartOrder &&
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// !lastValueOfInvestmentBeforeTransaction
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// .plus(lastTransactionInvestment)
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// .eq(0)
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// ) {
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// const grossHoldingPeriodReturn = valueOfInvestmentBeforeTransaction
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// .minus(
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// lastValueOfInvestmentBeforeTransaction.plus(
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// lastTransactionInvestment
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// )
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// )
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// .div(
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// lastValueOfInvestmentBeforeTransaction.plus(
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// lastTransactionInvestment
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// )
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// );
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// timeWeightedGrossPerformancePercentage =
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// timeWeightedGrossPerformancePercentage.mul(
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// new Big(1).plus(grossHoldingPeriodReturn)
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// );
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// const netHoldingPeriodReturn = valueOfInvestmentBeforeTransaction
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// .minus(fees.minus(feesAtStartDate))
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// .minus(
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// lastValueOfInvestmentBeforeTransaction.plus(
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// lastTransactionInvestment
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// )
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// )
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// .div(
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// lastValueOfInvestmentBeforeTransaction.plus(
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// lastTransactionInvestment
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// )
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// );
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// timeWeightedNetPerformancePercentage =
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// timeWeightedNetPerformancePercentage.mul(
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// new Big(1).plus(netHoldingPeriodReturn)
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// );
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// }
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grossPerformance = newGrossPerformance; |
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// lastTransactionInvestment = transactionInvestment;
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// lastValueOfInvestmentBeforeTransaction =
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// valueOfInvestmentBeforeTransaction;
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if (order.itemType === 'start') { |
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feesAtStartDate = fees; |
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grossPerformanceAtStartDate = grossPerformance; |
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@ -1204,12 +1153,6 @@ export class PortfolioCalculator { |
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} |
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} |
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// timeWeightedGrossPerformancePercentage =
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// timeWeightedGrossPerformancePercentage.minus(1);
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// timeWeightedNetPerformancePercentage =
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// timeWeightedNetPerformancePercentage.minus(1);
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const totalGrossPerformance = grossPerformance.minus( |
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grossPerformanceAtStartDate |
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); |
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