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108e29444a
| Author | SHA1 | Date |
|---|---|---|
Thomas Kaul
|
108e29444a | 3 days ago |
David Requeno
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9d2e4b732c | 3 days ago |
49 changed files with 1799 additions and 197 deletions
@ -0,0 +1,337 @@ |
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import { AccountService } from '@ghostfolio/api/app/account/account.service'; |
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import { |
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activityDummyData, |
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assetProfileDummyData |
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} from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator-test-utils'; |
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import { AssetProfileSplitService } from '@ghostfolio/api/services/asset-profile-split/asset-profile-split.service'; |
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import { |
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INVESTMENT_ACTIVITY_TYPES, |
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NON_INVESTMENT_ACTIVITY_TYPES |
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} from '@ghostfolio/common/config'; |
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import { parseDate } from '@ghostfolio/common/helper'; |
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import { Activity, Filter } from '@ghostfolio/common/interfaces'; |
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import { AssetProfileSplit, DataSource } from '@prisma/client'; |
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import { Big } from 'big.js'; |
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import { ActivitiesService } from './activities.service'; |
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describe('ActivitiesService', () => { |
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let activitiesService: ActivitiesService; |
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let getSplitsByUserId: jest.Mock; |
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let accountService: { getCashDetails: jest.Mock }; |
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beforeEach(() => { |
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getSplitsByUserId = jest.fn().mockResolvedValue([]); |
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accountService = { getCashDetails: jest.fn() }; |
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activitiesService = new ActivitiesService( |
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null, |
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accountService as unknown as AccountService, |
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{ getSplitsByUserId } as unknown as AssetProfileSplitService, |
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null, |
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null, |
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null, |
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null, |
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null, |
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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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describe('getActivitiesForPortfolioCalculator', () => { |
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it('leaves an activity unchanged when no splits exist', async () => { |
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const activity = createActivity({ symbol: 'AAPL' }); |
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const result = await getAdjustedActivity(activity, []); |
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expect(result).toEqual(activity); |
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expect(result).toBe(activity); |
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}); |
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it.each([ |
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{ denominator: 1, expectedPrice: 50, expectedQuantity: 20, numerator: 2 }, |
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{ |
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denominator: 10, |
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expectedPrice: 1000, |
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expectedQuantity: 1, |
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numerator: 1 |
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} |
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])( |
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'applies a $numerator:$denominator split to quantity and price', |
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async ({ denominator, expectedPrice, expectedQuantity, numerator }) => { |
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const result = await getAdjustedActivity( |
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createActivity({ symbol: 'AAPL' }), |
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[createSplit('2021-01-01', numerator, denominator)] |
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); |
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expect(result.quantity).toBe(expectedQuantity); |
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expect(result.unitPrice).toBe(expectedPrice); |
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expect(result.unitPriceInAssetProfileCurrency).toBe(expectedPrice); |
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} |
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); |
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it('adjusts only activities before the split calendar date', async () => { |
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const split = createSplit('2021-01-01', 2, 1); |
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const activityBeforeSplit = createActivity({ |
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date: '2020-12-31T23:00:00.000Z', |
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symbol: 'AAPL' |
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}); |
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const activityOnSplitDate = createActivity({ |
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date: '2021-01-01T23:00:00.000Z', |
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symbol: 'AAPL' |
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}); |
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const activityAfterSplit = createActivity({ |
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date: '2021-01-02T00:00:00.000Z', |
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symbol: 'AAPL' |
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}); |
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expect( |
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(await getAdjustedActivity(activityBeforeSplit, [split])).quantity |
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).toBe(20); |
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expect( |
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(await getAdjustedActivity(activityOnSplitDate, [split])).quantity |
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).toBe(10); |
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expect( |
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(await getAdjustedActivity(activityAfterSplit, [split])).quantity |
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).toBe(10); |
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}); |
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it('applies multiple splits cumulatively with exact ratio arithmetic', async () => { |
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const result = await getAdjustedActivity( |
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createActivity({ symbol: 'AAPL' }), |
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[createSplit('2021-01-01', 2, 1), createSplit('2022-01-01', 1, 3)] |
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); |
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expect(new Big(result.quantity).toFixed(15)).toBe( |
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new Big(20).div(3).toFixed(15) |
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); |
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expect(result.unitPrice).toBe(150); |
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}); |
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it('preserves fees and total activity value', async () => { |
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const activity = createActivity({ symbol: 'AAPL' }); |
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activity.feeInAssetProfileCurrency = 12; |
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activity.feeInBaseCurrency = 15; |
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const result = await getAdjustedActivity(activity, [ |
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createSplit('2021-01-01', 2, 1) |
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]); |
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expect(result).toMatchObject({ |
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feeInAssetProfileCurrency: 12, |
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feeInBaseCurrency: 15, |
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value: 1000, |
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valueInBaseCurrency: 1000 |
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}); |
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expect(result.quantity * result.unitPrice).toBe(1000); |
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}); |
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it('does not apply splits from another symbol or data source', async () => { |
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const activity = createActivity({ symbol: 'AAPL' }); |
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const split = createSplit('2021-01-01', 2, 1); |
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jest.spyOn(activitiesService, 'getActivities').mockResolvedValue({ |
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activities: [activity], |
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count: 1 |
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}); |
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getSplitsByUserId.mockResolvedValue([ |
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{ ...split, symbolProfileId: 'YAHOO-MSFT-profile' }, |
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{ ...split, symbolProfileId: 'MANUAL-AAPL-profile' } |
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]); |
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const result = |
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await activitiesService.getActivitiesForPortfolioCalculator({ |
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userCurrency: 'USD', |
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userId: 'user-id' |
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}); |
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expect(result.activities[0].quantity).toBe(10); |
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expect(result.activities[0].unitPrice).toBe(100); |
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}); |
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it.each(INVESTMENT_ACTIVITY_TYPES)( |
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'adjusts %s activities', |
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async (type) => { |
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const activity = createActivity({ symbol: 'AAPL' }); |
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activity.type = type as Activity['type']; |
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const result = await getAdjustedActivity(activity, [ |
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createSplit('2021-01-01', 2, 1) |
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]); |
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expect(result.quantity).toBe(20); |
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expect(result.unitPrice).toBe(50); |
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expect(result.quantity * result.unitPrice).toBe(1000); |
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} |
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); |
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it.each(NON_INVESTMENT_ACTIVITY_TYPES)( |
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'leaves %s activities unchanged', |
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async (type) => { |
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const activity = createActivity({ symbol: 'AAPL' }); |
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activity.type = type as Activity['type']; |
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const result = await getAdjustedActivity(activity, [ |
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createSplit('2021-01-01', 2, 1) |
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]); |
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expect(result).toBe(activity); |
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expect(result.quantity).toBe(10); |
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expect(result.unitPrice).toBe(100); |
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} |
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); |
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it('loads and applies splits to standard activities while preserving filters', async () => { |
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const activity = createActivity({ symbol: 'AAPL' }); |
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const filters = [{ id: 'AAPL', type: 'SYMBOL' }] as Filter[]; |
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const split = createSplit(); |
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jest.spyOn(activitiesService, 'getActivities').mockResolvedValue({ |
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activities: [activity], |
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count: 1 |
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}); |
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getSplitsByUserId.mockResolvedValue([split]); |
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const result = |
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await activitiesService.getActivitiesForPortfolioCalculator({ |
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filters, |
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userCurrency: 'USD', |
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userId: 'user-id' |
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}); |
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expect(activitiesService.getActivities).toHaveBeenCalledWith({ |
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filters, |
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userCurrency: 'USD', |
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userId: 'user-id', |
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withExcludedAccountsAndActivities: false |
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}); |
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expect(getSplitsByUserId).toHaveBeenCalledWith({ userId: 'user-id' }); |
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expect(result.activities[0]).toMatchObject({ |
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quantity: 20, |
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unitPrice: 50, |
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unitPriceInAssetProfileCurrency: 50 |
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}); |
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}); |
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it('does not adjust synthetic cash activities', async () => { |
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const activity = createActivity({ symbol: 'AAPL' }); |
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const cashActivity = createActivity({ |
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assetSubClass: 'CASH', |
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currency: 'USD', |
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dataSource: DataSource.YAHOO, |
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quantity: 100, |
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symbol: 'USD', |
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unitPrice: 1 |
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}); |
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const split = createSplit(); |
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jest.spyOn(activitiesService, 'getActivities').mockResolvedValue({ |
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activities: [activity], |
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count: 1 |
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}); |
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jest.spyOn(activitiesService, 'getCashActivities').mockResolvedValue({ |
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activities: [cashActivity], |
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count: 1 |
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}); |
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accountService.getCashDetails.mockResolvedValue({ accounts: [] }); |
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getSplitsByUserId.mockResolvedValue([split]); |
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const result = |
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await activitiesService.getActivitiesForPortfolioCalculator({ |
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userCurrency: 'USD', |
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userId: 'user-id', |
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withCash: true |
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}); |
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expect(getSplitsByUserId).toHaveBeenCalledWith({ userId: 'user-id' }); |
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expect(result.activities).toEqual([ |
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expect.objectContaining({ |
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assetProfile: expect.objectContaining({ symbol: 'AAPL' }), |
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quantity: 20 |
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}), |
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cashActivity |
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]); |
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}); |
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async function getAdjustedActivity( |
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activity: Activity, |
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splits: AssetProfileSplit[] |
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) { |
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jest.spyOn(activitiesService, 'getActivities').mockResolvedValue({ |
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activities: [activity], |
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count: 1 |
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}); |
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getSplitsByUserId.mockResolvedValue( |
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splits.map((split) => { |
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return { ...split, symbolProfileId: activity.assetProfile.id }; |
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}) |
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); |
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const result = |
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await activitiesService.getActivitiesForPortfolioCalculator({ |
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userCurrency: 'USD', |
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userId: 'user-id' |
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}); |
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return result.activities[0]; |
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} |
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}); |
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}); |
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function createActivity({ |
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assetSubClass, |
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currency, |
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dataSource = DataSource.YAHOO, |
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date = '2020-01-01', |
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quantity = 10, |
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symbol, |
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unitPrice = 100 |
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}: { |
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assetSubClass?: string; |
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currency?: string; |
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dataSource?: DataSource; |
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date?: string; |
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quantity?: number; |
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symbol: string; |
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unitPrice?: number; |
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}): Activity { |
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return { |
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...activityDummyData, |
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assetProfile: { |
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...assetProfileDummyData, |
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assetSubClass, |
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currency, |
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dataSource, |
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id: `${dataSource}-${symbol}-profile`, |
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symbol |
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}, |
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date: parseDate(date), |
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quantity, |
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type: 'BUY', |
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unitPrice, |
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unitPriceInAssetProfileCurrency: unitPrice, |
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value: quantity * unitPrice, |
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valueInBaseCurrency: quantity * unitPrice |
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} as Activity; |
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} |
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function createSplit( |
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dateString = '2021-01-01', |
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numerator = 2, |
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denominator = 1 |
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): AssetProfileSplit { |
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const date = parseDate(dateString); |
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return { |
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createdAt: date, |
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date, |
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denominator, |
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id: `${dateString}-${numerator}-${denominator}`, |
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numerator, |
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symbolProfileId: 'YAHOO-AAPL-profile', |
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updatedAt: date |
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}; |
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} |
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@ -0,0 +1,179 @@ |
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import { ActivitiesService } from '@ghostfolio/api/app/activities/activities.service'; |
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import { PortfolioChangedEvent } from '@ghostfolio/api/events/portfolio-changed.event'; |
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import { AssetProfileSplitService } from '@ghostfolio/api/services/asset-profile-split/asset-profile-split.service'; |
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import { DataGatheringService } from '@ghostfolio/api/services/queues/data-gathering/data-gathering.service'; |
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import { NotFoundException } from '@nestjs/common'; |
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import { EventEmitter2 } from '@nestjs/event-emitter'; |
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import { AssetProfileSplit, DataSource } from '@prisma/client'; |
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import { AssetProfilesService } from './asset-profiles.service'; |
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describe('AssetProfilesService', () => { |
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let assetProfilesService: AssetProfilesService; |
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let deleteById: jest.Mock; |
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let emit: jest.Mock; |
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let finished: jest.Mock; |
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let gatherSymbol: jest.Mock; |
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let getUserIdsBySymbolProfileId: jest.Mock; |
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let upsert: jest.Mock; |
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beforeEach(() => { |
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deleteById = jest.fn(); |
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emit = jest.fn(); |
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finished = jest.fn().mockResolvedValue(undefined); |
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gatherSymbol = jest.fn().mockResolvedValue([{ finished }]); |
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getUserIdsBySymbolProfileId = jest.fn().mockResolvedValue([]); |
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upsert = jest.fn(); |
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assetProfilesService = new AssetProfilesService( |
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{ getUserIdsBySymbolProfileId } as unknown as ActivitiesService, |
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{ |
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deleteById, |
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upsert |
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} as unknown as AssetProfileSplitService, |
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null, |
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{ gatherSymbol } as unknown as DataGatheringService, |
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null, |
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{ emit } as unknown as EventEmitter2, |
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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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describe('createSplit', () => { |
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it('upserts the split and refreshes the asset profile data', async () => { |
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const split = {} as AssetProfileSplit; |
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const data = { |
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dataSource: DataSource.YAHOO, |
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date: new Date('2024-06-15T18:30:00.000Z'), |
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denominator: 1, |
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numerator: 2, |
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symbol: 'AAPL', |
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symbolProfileId: 'profile-id' |
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}; |
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upsert.mockResolvedValue(split); |
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const result = await assetProfilesService.createSplit(data); |
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expect(upsert).toHaveBeenCalledWith({ |
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date: data.date, |
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denominator: data.denominator, |
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numerator: data.numerator, |
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symbolProfileId: data.symbolProfileId |
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}); |
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expect(gatherSymbol).toHaveBeenCalledWith({ |
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dataSource: data.dataSource, |
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symbol: data.symbol |
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}); |
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expect(result).toBe(split); |
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}); |
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|
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it('invalidates portfolio snapshots for users holding the asset', async () => { |
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upsert.mockResolvedValue({} as AssetProfileSplit); |
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getUserIdsBySymbolProfileId.mockResolvedValue(['user-1', 'user-2']); |
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|
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await assetProfilesService.createSplit({ |
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dataSource: DataSource.YAHOO, |
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date: new Date('2024-06-15T18:30:00.000Z'), |
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denominator: 1, |
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numerator: 2, |
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symbol: 'AAPL', |
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symbolProfileId: 'profile-id' |
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}); |
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await flushPendingPromises(); |
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|
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expect(getUserIdsBySymbolProfileId).toHaveBeenCalledWith('profile-id'); |
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expect(emit.mock.calls.map(([, event]) => event.getUserId())).toEqual([ |
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'user-1', |
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'user-2' |
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]); |
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expect(emit.mock.calls[0][0]).toBe(PortfolioChangedEvent.getName()); |
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}); |
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|
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it('emits the events only once the market data has been gathered', async () => { |
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let completeJob: () => void; |
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|
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finished.mockReturnValue( |
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|
new Promise<void>((resolve) => { |
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|
completeJob = resolve; |
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|
}) |
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); |
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upsert.mockResolvedValue({} as AssetProfileSplit); |
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getUserIdsBySymbolProfileId.mockResolvedValue(['user-1']); |
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|
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await assetProfilesService.createSplit({ |
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dataSource: DataSource.YAHOO, |
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date: new Date('2024-06-15T18:30:00.000Z'), |
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denominator: 1, |
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numerator: 2, |
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symbol: 'AAPL', |
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symbolProfileId: 'profile-id' |
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}); |
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await flushPendingPromises(); |
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|
|
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expect(emit).not.toHaveBeenCalled(); |
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|
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completeJob(); |
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await flushPendingPromises(); |
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|
|
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expect(emit.mock.calls.map(([, event]) => event.getUserId())).toEqual([ |
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|
'user-1' |
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|
]); |
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|
}); |
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|
}); |
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|
||||
|
describe('deleteSplit', () => { |
||||
|
it('throws NotFoundException when the scoped split does not exist', async () => { |
||||
|
deleteById.mockResolvedValue(false); |
||||
|
|
||||
|
await expect( |
||||
|
assetProfilesService.deleteSplit({ |
||||
|
dataSource: DataSource.YAHOO, |
||||
|
id: 'split-id', |
||||
|
symbol: 'AAPL', |
||||
|
symbolProfileId: 'profile-id' |
||||
|
}) |
||||
|
).rejects.toBeInstanceOf(NotFoundException); |
||||
|
await flushPendingPromises(); |
||||
|
|
||||
|
expect(gatherSymbol).not.toHaveBeenCalled(); |
||||
|
expect(emit).not.toHaveBeenCalled(); |
||||
|
}); |
||||
|
|
||||
|
it('deletes an existing split using its profile scope', async () => { |
||||
|
deleteById.mockResolvedValue(true); |
||||
|
getUserIdsBySymbolProfileId.mockResolvedValue(['user-1']); |
||||
|
|
||||
|
await expect( |
||||
|
assetProfilesService.deleteSplit({ |
||||
|
dataSource: DataSource.YAHOO, |
||||
|
id: 'split-id', |
||||
|
symbol: 'AAPL', |
||||
|
symbolProfileId: 'profile-id' |
||||
|
}) |
||||
|
).resolves.toBeUndefined(); |
||||
|
await flushPendingPromises(); |
||||
|
|
||||
|
expect(deleteById).toHaveBeenCalledWith({ |
||||
|
id: 'split-id', |
||||
|
symbolProfileId: 'profile-id' |
||||
|
}); |
||||
|
expect(emit.mock.calls.map(([, event]) => event.getUserId())).toEqual([ |
||||
|
'user-1' |
||||
|
]); |
||||
|
expect(gatherSymbol).toHaveBeenCalledWith({ |
||||
|
dataSource: DataSource.YAHOO, |
||||
|
symbol: 'AAPL' |
||||
|
}); |
||||
|
}); |
||||
|
}); |
||||
|
}); |
||||
|
|
||||
|
function flushPendingPromises() { |
||||
|
return new Promise((resolve) => { |
||||
|
setImmediate(resolve); |
||||
|
}); |
||||
|
} |
||||
@ -0,0 +1,276 @@ |
|||||
|
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 { adjustActivityBySplits } from '@ghostfolio/api/services/asset-profile-split/asset-profile-split.helper'; |
||||
|
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 { AssetProfileSplit, DataSource } from '@prisma/client'; |
||||
|
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('RoaiPortfolioCalculator stock splits', () => { |
||||
|
let configurationService: ConfigurationService; |
||||
|
let currentRateService: CurrentRateService; |
||||
|
let exchangeRateDataService: ExchangeRateDataService; |
||||
|
let portfolioCalculatorFactory: PortfolioCalculatorFactory; |
||||
|
let portfolioSnapshotService: PortfolioSnapshotService; |
||||
|
let redisCacheService: RedisCacheService; |
||||
|
|
||||
|
beforeEach(() => { |
||||
|
PortfolioSnapshotServiceMock.reset(); |
||||
|
RedisCacheServiceMock.reset(); |
||||
|
|
||||
|
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 |
||||
|
); |
||||
|
}); |
||||
|
|
||||
|
it('doubles the position and halves the average price for a 2:1 split', () => { |
||||
|
const activity = adjustActivityBySplits( |
||||
|
createActivity({ unitPrice: 100 }), |
||||
|
[createSplit({ denominator: 1, numerator: 2 })] |
||||
|
); |
||||
|
|
||||
|
const position = getLastPosition(portfolioCalculatorFactory, [activity]); |
||||
|
|
||||
|
expect(position).toMatchObject({ |
||||
|
averagePrice: new Big(50), |
||||
|
investment: new Big(1000), |
||||
|
quantity: new Big(20) |
||||
|
}); |
||||
|
}); |
||||
|
|
||||
|
it('applies the inverse quantity and price changes for a reverse split', () => { |
||||
|
const activity = adjustActivityBySplits( |
||||
|
createActivity({ unitPrice: 100 }), |
||||
|
[createSplit({ denominator: 10, numerator: 1 })] |
||||
|
); |
||||
|
|
||||
|
const position = getLastPosition(portfolioCalculatorFactory, [activity]); |
||||
|
|
||||
|
expect(position).toMatchObject({ |
||||
|
averagePrice: new Big(1000), |
||||
|
investment: new Big(1000), |
||||
|
quantity: new Big(1) |
||||
|
}); |
||||
|
}); |
||||
|
|
||||
|
it('uses adjusted quantities when selling after a split', () => { |
||||
|
const buy = adjustActivityBySplits( |
||||
|
createActivity({ date: '2020-01-01', unitPrice: 100 }), |
||||
|
[createSplit({ denominator: 1, numerator: 2 })] |
||||
|
); |
||||
|
const sell = createActivity({ |
||||
|
date: '2021-01-01', |
||||
|
quantity: 5, |
||||
|
type: 'SELL', |
||||
|
unitPrice: 60 |
||||
|
}); |
||||
|
|
||||
|
const position = getLastPosition(portfolioCalculatorFactory, [buy, sell]); |
||||
|
|
||||
|
expect(position).toMatchObject({ |
||||
|
averagePrice: new Big(50), |
||||
|
investment: new Big(750), |
||||
|
quantity: new Big(15) |
||||
|
}); |
||||
|
}); |
||||
|
|
||||
|
it('applies multiple splits while preserving fractional precision', () => { |
||||
|
const activity = adjustActivityBySplits( |
||||
|
createActivity({ unitPrice: 100 }), |
||||
|
[ |
||||
|
createSplit({ denominator: 1, numerator: 2 }), |
||||
|
createSplit({ denominator: 3, numerator: 1, date: '2022-01-01' }) |
||||
|
] |
||||
|
); |
||||
|
|
||||
|
const position = getLastPosition(portfolioCalculatorFactory, [activity]); |
||||
|
|
||||
|
expect(position.averagePrice).toEqual(new Big(150)); |
||||
|
expect(position.quantity.toFixed(15)).toBe(new Big(20).div(3).toFixed(15)); |
||||
|
expect(position.investment.toNumber()).toBeCloseTo(1000, 12); |
||||
|
}); |
||||
|
|
||||
|
it('resets quantity and investment when the adjusted position is closed', () => { |
||||
|
const buy = adjustActivityBySplits( |
||||
|
createActivity({ date: '2020-01-01', unitPrice: 100 }), |
||||
|
[createSplit({ denominator: 1, numerator: 2 })] |
||||
|
); |
||||
|
const sell = createActivity({ |
||||
|
date: '2021-01-01', |
||||
|
quantity: 20, |
||||
|
type: 'SELL', |
||||
|
unitPrice: 60 |
||||
|
}); |
||||
|
|
||||
|
const position = getLastPosition(portfolioCalculatorFactory, [buy, sell]); |
||||
|
|
||||
|
expect(position.quantity).toEqual(new Big(0)); |
||||
|
expect(position.investment).toEqual(new Big(0)); |
||||
|
}); |
||||
|
|
||||
|
it('preserves existing behavior when no splits exist', () => { |
||||
|
const position = getLastPosition(portfolioCalculatorFactory, [ |
||||
|
createActivity({ unitPrice: 100 }) |
||||
|
]); |
||||
|
|
||||
|
expect(position).toMatchObject({ |
||||
|
averagePrice: new Big(100), |
||||
|
investment: new Big(1000), |
||||
|
quantity: new Big(10) |
||||
|
}); |
||||
|
}); |
||||
|
|
||||
|
it('uses provider market data without adjusting it a second time', async () => { |
||||
|
jest.useFakeTimers().setSystemTime(parseDate('2023-07-10').getTime()); |
||||
|
|
||||
|
const activity = adjustActivityBySplits( |
||||
|
createActivity({ date: '2023-07-09', unitPrice: 674.44 }), |
||||
|
[ |
||||
|
createSplit({ |
||||
|
date: '2023-07-10', |
||||
|
denominator: 1, |
||||
|
numerator: 2 |
||||
|
}) |
||||
|
] |
||||
|
); |
||||
|
const calculator = portfolioCalculatorFactory.createCalculator({ |
||||
|
activities: [activity], |
||||
|
calculationType: PerformanceCalculationType.ROAI, |
||||
|
currency: 'USD', |
||||
|
userId: userDummyData.id |
||||
|
}); |
||||
|
|
||||
|
const snapshot = await calculator.computeSnapshot(); |
||||
|
const [position] = snapshot.positions; |
||||
|
|
||||
|
expect(position).toMatchObject({ |
||||
|
investment: new Big(6744.4), |
||||
|
marketPrice: 331.83, |
||||
|
quantity: new Big(20), |
||||
|
valueInBaseCurrency: new Big(6636.6) |
||||
|
}); |
||||
|
}); |
||||
|
}); |
||||
|
|
||||
|
function getLastPosition( |
||||
|
portfolioCalculatorFactory: PortfolioCalculatorFactory, |
||||
|
activities: Activity[] |
||||
|
) { |
||||
|
const calculator = portfolioCalculatorFactory.createCalculator({ |
||||
|
activities, |
||||
|
calculationType: PerformanceCalculationType.ROAI, |
||||
|
currency: 'USD', |
||||
|
userId: userDummyData.id |
||||
|
}); |
||||
|
|
||||
|
return calculator.getTransactionPoints().at(-1).items[0]; |
||||
|
} |
||||
|
|
||||
|
function createActivity({ |
||||
|
date = '2020-01-01', |
||||
|
quantity = 10, |
||||
|
type = 'BUY', |
||||
|
unitPrice = 100 |
||||
|
}: { |
||||
|
date?: string; |
||||
|
quantity?: number; |
||||
|
type?: Activity['type']; |
||||
|
unitPrice?: number; |
||||
|
}): Activity { |
||||
|
return { |
||||
|
...activityDummyData, |
||||
|
assetProfile: { |
||||
|
...assetProfileDummyData, |
||||
|
currency: 'USD', |
||||
|
dataSource: DataSource.YAHOO, |
||||
|
name: 'Microsoft Inc.', |
||||
|
symbol: 'MSFT' |
||||
|
}, |
||||
|
date: parseDate(date), |
||||
|
feeInAssetProfileCurrency: 0, |
||||
|
feeInBaseCurrency: 0, |
||||
|
quantity, |
||||
|
type, |
||||
|
unitPrice, |
||||
|
unitPriceInAssetProfileCurrency: unitPrice, |
||||
|
value: quantity * unitPrice, |
||||
|
valueInBaseCurrency: quantity * unitPrice |
||||
|
} as Activity; |
||||
|
} |
||||
|
|
||||
|
function createSplit({ |
||||
|
date = '2021-01-01', |
||||
|
denominator, |
||||
|
numerator |
||||
|
}: { |
||||
|
date?: string; |
||||
|
denominator: number; |
||||
|
numerator: number; |
||||
|
}): AssetProfileSplit { |
||||
|
const splitDate = parseDate(date); |
||||
|
|
||||
|
return { |
||||
|
denominator, |
||||
|
numerator, |
||||
|
createdAt: splitDate, |
||||
|
date: splitDate, |
||||
|
id: `${date}-${numerator}-${denominator}`, |
||||
|
symbolProfileId: 'msft-profile', |
||||
|
updatedAt: splitDate |
||||
|
}; |
||||
|
} |
||||
@ -0,0 +1,41 @@ |
|||||
|
import { HasPermissionGuard } from '@ghostfolio/api/guards/has-permission.guard'; |
||||
|
import { ImpersonationGuard } from '@ghostfolio/api/guards/impersonation.guard'; |
||||
|
import { ScopeGuard } from '@ghostfolio/api/guards/scope.guard'; |
||||
|
import { scopes } from '@ghostfolio/common/scopes'; |
||||
|
|
||||
|
import { GUARDS_METADATA } from '@nestjs/common/constants'; |
||||
|
import { AuthGuard } from '@nestjs/passport'; |
||||
|
|
||||
|
import { REQUIRES_SCOPE_KEY, RequiresScope } from './requires-scope.decorator'; |
||||
|
|
||||
|
class TestController { |
||||
|
@RequiresScope(scopes.portfolioRead) |
||||
|
public getPortfolio() { |
||||
|
return null; |
||||
|
} |
||||
|
} |
||||
|
|
||||
|
describe('Requires scope', () => { |
||||
|
it('Sets the required scopes', () => { |
||||
|
expect( |
||||
|
Reflect.getMetadata( |
||||
|
REQUIRES_SCOPE_KEY, |
||||
|
TestController.prototype.getPortfolio |
||||
|
) |
||||
|
).toEqual([scopes.portfolioRead]); |
||||
|
}); |
||||
|
|
||||
|
it('Applies the guards in the required order', () => { |
||||
|
expect( |
||||
|
Reflect.getMetadata( |
||||
|
GUARDS_METADATA, |
||||
|
TestController.prototype.getPortfolio |
||||
|
) |
||||
|
).toEqual([ |
||||
|
AuthGuard('jwt'), |
||||
|
HasPermissionGuard, |
||||
|
ImpersonationGuard, |
||||
|
ScopeGuard |
||||
|
]); |
||||
|
}); |
||||
|
}); |
||||
@ -0,0 +1,26 @@ |
|||||
|
import { HasPermissionGuard } from '@ghostfolio/api/guards/has-permission.guard'; |
||||
|
import { ImpersonationGuard } from '@ghostfolio/api/guards/impersonation.guard'; |
||||
|
import { ScopeGuard } from '@ghostfolio/api/guards/scope.guard'; |
||||
|
import { Scope } from '@ghostfolio/common/scopes'; |
||||
|
|
||||
|
import { applyDecorators, SetMetadata, UseGuards } from '@nestjs/common'; |
||||
|
import { AuthGuard } from '@nestjs/passport'; |
||||
|
|
||||
|
export const REQUIRES_SCOPE_KEY = 'requires_scope'; |
||||
|
|
||||
|
/** |
||||
|
* Marks a route which requires the given scopes and applies the guards which |
||||
|
* resolve the impersonation context and evaluate it, hence the ScopeGuard |
||||
|
* cannot be applied without the ImpersonationGuard preceding it |
||||
|
*/ |
||||
|
export function RequiresScope(...requiredScopes: Scope[]) { |
||||
|
return applyDecorators( |
||||
|
SetMetadata(REQUIRES_SCOPE_KEY, requiredScopes), |
||||
|
UseGuards( |
||||
|
AuthGuard('jwt'), |
||||
|
HasPermissionGuard, |
||||
|
ImpersonationGuard, |
||||
|
ScopeGuard |
||||
|
) |
||||
|
); |
||||
|
} |
||||
@ -0,0 +1,50 @@ |
|||||
|
import { REQUIRES_SCOPE_KEY } from '@ghostfolio/api/decorators/requires-scope.decorator'; |
||||
|
import { hasScope, Scope } from '@ghostfolio/common/scopes'; |
||||
|
import type { RequestWithUser } from '@ghostfolio/common/types'; |
||||
|
|
||||
|
import { |
||||
|
CanActivate, |
||||
|
ExecutionContext, |
||||
|
HttpException, |
||||
|
Injectable |
||||
|
} from '@nestjs/common'; |
||||
|
import { Reflector } from '@nestjs/core'; |
||||
|
import { StatusCodes, getReasonPhrase } from 'http-status-codes'; |
||||
|
|
||||
|
/** |
||||
|
* Denies a request whose impersonation context does not cover the scopes |
||||
|
* required by the route. It has to be applied after the ImpersonationGuard, |
||||
|
* which resolves the context, hence the RequiresScope decorator applies both. |
||||
|
*/ |
||||
|
@Injectable() |
||||
|
export class ScopeGuard implements CanActivate { |
||||
|
public constructor(private readonly reflector: Reflector) {} |
||||
|
|
||||
|
public canActivate(context: ExecutionContext): boolean { |
||||
|
const requiredScopes = this.reflector.getAllAndOverride<Scope[]>( |
||||
|
REQUIRES_SCOPE_KEY, |
||||
|
[context.getHandler(), context.getClass()] |
||||
|
); |
||||
|
|
||||
|
if (!requiredScopes?.length) { |
||||
|
return true; |
||||
|
} |
||||
|
|
||||
|
const { impersonation } = context |
||||
|
.switchToHttp() |
||||
|
.getRequest<RequestWithUser>(); |
||||
|
|
||||
|
const hasRequiredScopes = requiredScopes.every((scope) => { |
||||
|
return hasScope(impersonation?.scopes, scope); |
||||
|
}); |
||||
|
|
||||
|
if (!hasRequiredScopes) { |
||||
|
throw new HttpException( |
||||
|
getReasonPhrase(StatusCodes.FORBIDDEN), |
||||
|
StatusCodes.FORBIDDEN |
||||
|
); |
||||
|
} |
||||
|
|
||||
|
return true; |
||||
|
} |
||||
|
} |
||||
@ -0,0 +1,114 @@ |
|||||
|
import { |
||||
|
activityDummyData, |
||||
|
assetProfileDummyData |
||||
|
} from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator-test-utils'; |
||||
|
import * as commonHelper from '@ghostfolio/common/helper'; |
||||
|
import { parseDate } from '@ghostfolio/common/helper'; |
||||
|
import { Activity } from '@ghostfolio/common/interfaces'; |
||||
|
|
||||
|
import { AssetProfileSplit, DataSource } from '@prisma/client'; |
||||
|
import { Big } from 'big.js'; |
||||
|
|
||||
|
import { adjustActivityBySplits } from './asset-profile-split.helper'; |
||||
|
|
||||
|
describe('adjustActivityBySplits', () => { |
||||
|
it('adjusts quantity and prices using the cumulative split factor', () => { |
||||
|
const activity = createActivity('2020-01-01'); |
||||
|
const splits = [ |
||||
|
createSplit('2021-01-01', 2, 1), |
||||
|
createSplit('2022-01-01', 1, 3) |
||||
|
]; |
||||
|
|
||||
|
const adjustedActivity = adjustActivityBySplits(activity, splits); |
||||
|
|
||||
|
expect(adjustedActivity).not.toBe(activity); |
||||
|
expect(adjustedActivity).toMatchObject({ |
||||
|
quantity: 20 / 3, |
||||
|
unitPrice: 150, |
||||
|
unitPriceInAssetProfileCurrency: 150, |
||||
|
value: 1000, |
||||
|
valueInBaseCurrency: 1000 |
||||
|
}); |
||||
|
expect(new Big(adjustedActivity.quantity).toFixed(15)).toBe( |
||||
|
new Big(20).div(3).toFixed(15) |
||||
|
); |
||||
|
expect(activity).toMatchObject({ |
||||
|
quantity: 10, |
||||
|
unitPrice: 100, |
||||
|
unitPriceInAssetProfileCurrency: 100 |
||||
|
}); |
||||
|
}); |
||||
|
|
||||
|
it('only adjusts activities before the split calendar date', () => { |
||||
|
const split = createSplit('2024-06-15T00:00:00Z', 2, 1); |
||||
|
const activityOnSplitDate = createActivity('2024-06-15T18:00:00Z'); |
||||
|
const activityAfterSplit = createActivity('2024-06-16T00:00:00Z'); |
||||
|
|
||||
|
const adjustedActivityOnSplitDate = adjustActivityBySplits( |
||||
|
activityOnSplitDate, |
||||
|
[split] |
||||
|
); |
||||
|
const adjustedActivityAfterSplit = adjustActivityBySplits( |
||||
|
activityAfterSplit, |
||||
|
[split] |
||||
|
); |
||||
|
|
||||
|
expect(adjustedActivityOnSplitDate).toEqual(activityOnSplitDate); |
||||
|
expect(adjustedActivityOnSplitDate).toBe(activityOnSplitDate); |
||||
|
expect(adjustedActivityAfterSplit).toEqual(activityAfterSplit); |
||||
|
expect(adjustedActivityAfterSplit).toBe(activityAfterSplit); |
||||
|
}); |
||||
|
|
||||
|
it('compares stored UTC split dates without normalizing them locally', () => { |
||||
|
const resetHoursSpy = jest |
||||
|
.spyOn(commonHelper, 'resetHours') |
||||
|
.mockReturnValue(new Date('2024-06-14T00:00:00Z')); |
||||
|
|
||||
|
try { |
||||
|
const activity = createActivity('2024-06-14T12:00:00Z'); |
||||
|
const split = createSplit('2024-06-15T00:00:00Z', 2, 1); |
||||
|
|
||||
|
const adjustedActivity = adjustActivityBySplits(activity, [split]); |
||||
|
|
||||
|
expect(adjustedActivity.quantity).toBe(20); |
||||
|
} finally { |
||||
|
resetHoursSpy.mockRestore(); |
||||
|
} |
||||
|
}); |
||||
|
}); |
||||
|
|
||||
|
function createActivity(date: string): Activity { |
||||
|
return { |
||||
|
...activityDummyData, |
||||
|
assetProfile: { |
||||
|
...assetProfileDummyData, |
||||
|
dataSource: DataSource.YAHOO, |
||||
|
symbol: 'AAPL' |
||||
|
}, |
||||
|
date: parseDate(date), |
||||
|
quantity: 10, |
||||
|
type: 'BUY', |
||||
|
unitPrice: 100, |
||||
|
unitPriceInAssetProfileCurrency: 100, |
||||
|
value: 1000, |
||||
|
valueInBaseCurrency: 1000 |
||||
|
} as Activity; |
||||
|
} |
||||
|
|
||||
|
function createSplit( |
||||
|
date: string, |
||||
|
numerator: number, |
||||
|
denominator: number |
||||
|
): AssetProfileSplit { |
||||
|
const splitDate = new Date(date); |
||||
|
|
||||
|
return { |
||||
|
denominator, |
||||
|
numerator, |
||||
|
createdAt: splitDate, |
||||
|
date: splitDate, |
||||
|
id: `${date}-${numerator}-${denominator}`, |
||||
|
symbolProfileId: 'aapl-profile', |
||||
|
updatedAt: splitDate |
||||
|
}; |
||||
|
} |
||||
@ -0,0 +1,58 @@ |
|||||
|
import { INVESTMENT_ACTIVITY_TYPES } from '@ghostfolio/common/config'; |
||||
|
import { resetHours } from '@ghostfolio/common/helper'; |
||||
|
import { Activity } from '@ghostfolio/common/interfaces'; |
||||
|
|
||||
|
import { AssetProfileSplit } from '@prisma/client'; |
||||
|
import { Big } from 'big.js'; |
||||
|
import { isBefore } from 'date-fns'; |
||||
|
|
||||
|
export function adjustActivityBySplits( |
||||
|
activity: Activity, |
||||
|
splits: AssetProfileSplit[] |
||||
|
): Activity { |
||||
|
if (!INVESTMENT_ACTIVITY_TYPES.includes(activity.type)) { |
||||
|
return activity; |
||||
|
} |
||||
|
|
||||
|
const activityDate = resetHours(activity.date); |
||||
|
|
||||
|
// Accumulate both parts of the ratio and divide only once, so that the
|
||||
|
// cumulative split factor of consecutive splits stays exact
|
||||
|
let denominator = new Big(1); |
||||
|
let numerator = new Big(1); |
||||
|
|
||||
|
for (const split of splits) { |
||||
|
// Skip malformed splits to not break the portfolio calculation of every
|
||||
|
// user holding this asset profile
|
||||
|
if (split.denominator <= 0 || split.numerator <= 0) { |
||||
|
continue; |
||||
|
} |
||||
|
|
||||
|
if (isBefore(activityDate, split.date)) { |
||||
|
denominator = denominator.mul(split.denominator); |
||||
|
numerator = numerator.mul(split.numerator); |
||||
|
} |
||||
|
} |
||||
|
|
||||
|
if (numerator.eq(denominator)) { |
||||
|
return activity; |
||||
|
} |
||||
|
|
||||
|
return { |
||||
|
...activity, |
||||
|
quantity: new Big(activity.quantity) |
||||
|
.mul(numerator) |
||||
|
.div(denominator) |
||||
|
.toNumber(), |
||||
|
unitPrice: new Big(activity.unitPrice) |
||||
|
.mul(denominator) |
||||
|
.div(numerator) |
||||
|
.toNumber(), |
||||
|
unitPriceInAssetProfileCurrency: new Big( |
||||
|
activity.unitPriceInAssetProfileCurrency |
||||
|
) |
||||
|
.mul(denominator) |
||||
|
.div(numerator) |
||||
|
.toNumber() |
||||
|
}; |
||||
|
} |
||||
@ -0,0 +1,161 @@ |
|||||
|
import { PrismaService } from '@ghostfolio/api/services/prisma/prisma.service'; |
||||
|
|
||||
|
import { AssetProfileSplit, DataSource } from '@prisma/client'; |
||||
|
|
||||
|
import { AssetProfileSplitService } from './asset-profile-split.service'; |
||||
|
|
||||
|
describe('AssetProfileSplitService', () => { |
||||
|
let assetProfileSplitService: AssetProfileSplitService; |
||||
|
let deleteMany: jest.Mock; |
||||
|
let findMany: jest.Mock; |
||||
|
let upsert: jest.Mock; |
||||
|
|
||||
|
beforeEach(() => { |
||||
|
deleteMany = jest.fn(); |
||||
|
findMany = jest.fn(); |
||||
|
upsert = jest.fn(); |
||||
|
|
||||
|
assetProfileSplitService = new AssetProfileSplitService({ |
||||
|
assetProfileSplit: { deleteMany, findMany, upsert } |
||||
|
} as unknown as PrismaService); |
||||
|
}); |
||||
|
|
||||
|
describe('deleteById', () => { |
||||
|
it('scopes deletion by split and asset profile identifiers', async () => { |
||||
|
deleteMany.mockResolvedValue({ count: 1 }); |
||||
|
|
||||
|
const result = await assetProfileSplitService.deleteById({ |
||||
|
id: 'split-id', |
||||
|
symbolProfileId: 'profile-id' |
||||
|
}); |
||||
|
|
||||
|
expect(result).toBe(true); |
||||
|
expect(deleteMany).toHaveBeenCalledWith({ |
||||
|
where: { |
||||
|
id: 'split-id', |
||||
|
symbolProfileId: 'profile-id' |
||||
|
} |
||||
|
}); |
||||
|
}); |
||||
|
|
||||
|
it('returns false when the split belongs to another asset profile', async () => { |
||||
|
deleteMany.mockResolvedValue({ count: 0 }); |
||||
|
|
||||
|
const result = await assetProfileSplitService.deleteById({ |
||||
|
id: 'split-id', |
||||
|
symbolProfileId: 'other-profile-id' |
||||
|
}); |
||||
|
|
||||
|
expect(result).toBe(false); |
||||
|
expect(deleteMany).toHaveBeenCalledWith({ |
||||
|
where: { |
||||
|
id: 'split-id', |
||||
|
symbolProfileId: 'other-profile-id' |
||||
|
} |
||||
|
}); |
||||
|
}); |
||||
|
}); |
||||
|
|
||||
|
describe('getSplitsByUserId', () => { |
||||
|
it('fetches the splits of the asset profiles held by the user with one ordered query', async () => { |
||||
|
const splits = [ |
||||
|
createStoredSplit('2020-08-31'), |
||||
|
createStoredSplit('2021-09-16') |
||||
|
]; |
||||
|
|
||||
|
findMany.mockResolvedValue(splits); |
||||
|
|
||||
|
const result = await assetProfileSplitService.getSplitsByUserId({ |
||||
|
userId: 'user-id' |
||||
|
}); |
||||
|
|
||||
|
expect(result).toBe(splits); |
||||
|
expect(findMany).toHaveBeenCalledTimes(1); |
||||
|
expect(findMany).toHaveBeenCalledWith({ |
||||
|
orderBy: [{ date: 'asc' }], |
||||
|
where: { |
||||
|
symbolProfile: { |
||||
|
activities: { |
||||
|
some: { |
||||
|
userId: 'user-id' |
||||
|
} |
||||
|
} |
||||
|
} |
||||
|
} |
||||
|
}); |
||||
|
}); |
||||
|
}); |
||||
|
|
||||
|
describe('upsert', () => { |
||||
|
it('normalizes the split date before persisting it', async () => { |
||||
|
const date = new Date('2024-06-15T18:30:00.000Z'); |
||||
|
const normalizedDate = new Date('2024-06-15T00:00:00.000Z'); |
||||
|
|
||||
|
await assetProfileSplitService.upsert({ |
||||
|
date, |
||||
|
denominator: 1, |
||||
|
numerator: 2, |
||||
|
symbolProfileId: 'profile-id' |
||||
|
}); |
||||
|
|
||||
|
expect(upsert).toHaveBeenCalledWith({ |
||||
|
create: { |
||||
|
date: normalizedDate, |
||||
|
denominator: 1, |
||||
|
numerator: 2, |
||||
|
symbolProfileId: 'profile-id' |
||||
|
}, |
||||
|
update: { |
||||
|
denominator: 1, |
||||
|
numerator: 2 |
||||
|
}, |
||||
|
where: { |
||||
|
symbolProfileId_date: { |
||||
|
date: normalizedDate, |
||||
|
symbolProfileId: 'profile-id' |
||||
|
} |
||||
|
} |
||||
|
}); |
||||
|
}); |
||||
|
}); |
||||
|
|
||||
|
describe('getSplits', () => { |
||||
|
it('filters by asset profile and orders splits by date ascending', async () => { |
||||
|
const splits = [ |
||||
|
createStoredSplit('2020-01-01'), |
||||
|
createStoredSplit('2021-01-01') |
||||
|
]; |
||||
|
findMany.mockResolvedValue(splits); |
||||
|
|
||||
|
const result = await assetProfileSplitService.getSplits({ |
||||
|
dataSource: DataSource.YAHOO, |
||||
|
symbol: 'AAPL' |
||||
|
}); |
||||
|
|
||||
|
expect(result).toBe(splits); |
||||
|
expect(findMany).toHaveBeenCalledWith({ |
||||
|
orderBy: [{ date: 'asc' }], |
||||
|
where: { |
||||
|
symbolProfile: { |
||||
|
dataSource: DataSource.YAHOO, |
||||
|
symbol: 'AAPL' |
||||
|
} |
||||
|
} |
||||
|
}); |
||||
|
}); |
||||
|
}); |
||||
|
}); |
||||
|
|
||||
|
function createStoredSplit(date: string): AssetProfileSplit { |
||||
|
const splitDate = new Date(date); |
||||
|
|
||||
|
return { |
||||
|
createdAt: splitDate, |
||||
|
date: splitDate, |
||||
|
denominator: 1, |
||||
|
id: `${date}-split`, |
||||
|
numerator: 2, |
||||
|
symbolProfileId: 'aapl-profile', |
||||
|
updatedAt: splitDate |
||||
|
}; |
||||
|
} |
||||
@ -1,5 +1,6 @@ |
|||||
import { Access } from '@ghostfolio/common/interfaces'; |
import { Access } from '@ghostfolio/common/interfaces'; |
||||
|
|
||||
export interface CreateOrUpdateAccessDialogParams { |
export interface CreateOrUpdateAccessDialogParams { |
||||
access?: Access; |
// TODO: Include the scopes once the dialog allows to configure them
|
||||
|
access?: Omit<Access, 'scopes'>; |
||||
} |
} |
||||
|
|||||
@ -0,0 +1,130 @@ |
|||||
|
import { |
||||
|
getScopesOfAccess, |
||||
|
getScopesOfOwnAccess, |
||||
|
getScopesOfUnrestrictedImpersonation, |
||||
|
hasScope, |
||||
|
scopes |
||||
|
} from '@ghostfolio/common/scopes'; |
||||
|
|
||||
|
describe('Scopes', () => { |
||||
|
describe('Get scopes of access', () => { |
||||
|
it('Scopes take precedence over the permissions', () => { |
||||
|
expect( |
||||
|
getScopesOfAccess({ |
||||
|
granteeUserId: 'ffb08949-2f8a-4b6e-88fd-0f1e6b6b5f5d', |
||||
|
permissions: ['READ'], |
||||
|
scopes: [scopes.portfolioRead] |
||||
|
}) |
||||
|
).toEqual([scopes.portfolioRead]); |
||||
|
}); |
||||
|
|
||||
|
it('Derive from the permission to read', () => { |
||||
|
// An access created before the scopes have been introduced has no scopes
|
||||
|
expect( |
||||
|
getScopesOfAccess({ |
||||
|
granteeUserId: 'ffb08949-2f8a-4b6e-88fd-0f1e6b6b5f5d', |
||||
|
permissions: ['READ'], |
||||
|
scopes: [] |
||||
|
}) |
||||
|
).toContain(scopes.portfolioReadValues); |
||||
|
}); |
||||
|
|
||||
|
it('Derive from the permission to read restricted', () => { |
||||
|
expect( |
||||
|
getScopesOfAccess({ |
||||
|
granteeUserId: 'ffb08949-2f8a-4b6e-88fd-0f1e6b6b5f5d', |
||||
|
permissions: ['READ_RESTRICTED'], |
||||
|
scopes: [] |
||||
|
}) |
||||
|
).not.toContain(scopes.portfolioReadValues); |
||||
|
}); |
||||
|
|
||||
|
it('Without permissions and scopes', () => { |
||||
|
expect( |
||||
|
getScopesOfAccess({ |
||||
|
granteeUserId: 'ffb08949-2f8a-4b6e-88fd-0f1e6b6b5f5d' |
||||
|
}) |
||||
|
).not.toContain(scopes.portfolioReadValues); |
||||
|
}); |
||||
|
}); |
||||
|
|
||||
|
describe('Get scopes of public access', () => { |
||||
|
it('Allows reading the portfolio', () => { |
||||
|
expect(getScopesOfAccess({ permissions: ['READ_RESTRICTED'] })).toContain( |
||||
|
scopes.portfolioRead |
||||
|
); |
||||
|
}); |
||||
|
|
||||
|
it('Excludes the accounts and the watchlist', () => { |
||||
|
const scopesOfAccess = getScopesOfAccess({ |
||||
|
permissions: ['READ_RESTRICTED'] |
||||
|
}); |
||||
|
|
||||
|
expect(scopesOfAccess).not.toContain(scopes.accountRead); |
||||
|
expect(scopesOfAccess).not.toContain(scopes.watchlistRead); |
||||
|
}); |
||||
|
|
||||
|
it('Cannot be widened by the scopes', () => { |
||||
|
expect( |
||||
|
getScopesOfAccess({ |
||||
|
scopes: [ |
||||
|
scopes.portfolioRead, |
||||
|
scopes.portfolioReadValues, |
||||
|
scopes.watchlistRead |
||||
|
] |
||||
|
}) |
||||
|
).toEqual([scopes.portfolioRead]); |
||||
|
}); |
||||
|
|
||||
|
it('Cannot be widened by the permission to read', () => { |
||||
|
expect(getScopesOfAccess({ permissions: ['READ'] })).not.toContain( |
||||
|
scopes.portfolioReadValues |
||||
|
); |
||||
|
}); |
||||
|
}); |
||||
|
|
||||
|
describe('Get scopes of own access', () => { |
||||
|
// A new scope has to be added here deliberately to confirm that it is
|
||||
|
// granted to the owner of the data
|
||||
|
it('Covers every scope', () => { |
||||
|
expect(getScopesOfOwnAccess()).toEqual([ |
||||
|
scopes.accountRead, |
||||
|
scopes.activityRead, |
||||
|
scopes.portfolioRead, |
||||
|
scopes.portfolioReadValues, |
||||
|
scopes.watchlistRead |
||||
|
]); |
||||
|
}); |
||||
|
}); |
||||
|
|
||||
|
describe('Get scopes of unrestricted impersonation', () => { |
||||
|
// A new scope has to be added here deliberately to confirm that it is
|
||||
|
// granted to an administrator impersonating an arbitrary user
|
||||
|
it('Covers every scope but the monetary values', () => { |
||||
|
expect(getScopesOfUnrestrictedImpersonation()).toEqual([ |
||||
|
scopes.accountRead, |
||||
|
scopes.activityRead, |
||||
|
scopes.portfolioRead, |
||||
|
scopes.watchlistRead |
||||
|
]); |
||||
|
}); |
||||
|
}); |
||||
|
|
||||
|
describe('Has scope', () => { |
||||
|
it('Present scope', () => { |
||||
|
expect(hasScope([scopes.portfolioRead], scopes.portfolioRead)).toEqual( |
||||
|
true |
||||
|
); |
||||
|
}); |
||||
|
|
||||
|
it('Absent scope', () => { |
||||
|
expect( |
||||
|
hasScope([scopes.portfolioRead], scopes.portfolioReadValues) |
||||
|
).toEqual(false); |
||||
|
}); |
||||
|
|
||||
|
it('Without scopes', () => { |
||||
|
expect(hasScope(undefined, scopes.portfolioRead)).toEqual(false); |
||||
|
}); |
||||
|
}); |
||||
|
}); |
||||
@ -0,0 +1,78 @@ |
|||||
|
import { AccessPermission } from '@prisma/client'; |
||||
|
|
||||
|
/** |
||||
|
* Scopes describe what a grantee may do on behalf of the granting user. They |
||||
|
* are a separate axis from the permissions, which describe the capabilities of |
||||
|
* a role. Both are evaluated, hence a delegation can only narrow the access of |
||||
|
* the authenticated user and never widen it. |
||||
|
*/ |
||||
|
export const scopes = { |
||||
|
accountRead: 'account:read', |
||||
|
activityRead: 'activity:read', |
||||
|
portfolioRead: 'portfolio:read', |
||||
|
portfolioReadValues: 'portfolio:read:values', |
||||
|
watchlistRead: 'watchlist:read' |
||||
|
} as const; |
||||
|
|
||||
|
export type Scope = (typeof scopes)[keyof typeof scopes]; |
||||
|
|
||||
|
const SCOPES_OF_PUBLIC_ACCESS: Scope[] = [ |
||||
|
scopes.activityRead, |
||||
|
scopes.portfolioRead |
||||
|
]; |
||||
|
|
||||
|
const SCOPES_OF_READ_ACCESS = Object.values(scopes); |
||||
|
|
||||
|
const SCOPES_OF_READ_RESTRICTED_ACCESS = SCOPES_OF_READ_ACCESS.filter( |
||||
|
(scope) => { |
||||
|
return scope !== scopes.portfolioReadValues; |
||||
|
} |
||||
|
); |
||||
|
|
||||
|
export function getScopesOfAccess({ |
||||
|
granteeUserId, |
||||
|
permissions, |
||||
|
scopes: scopesOfAccess |
||||
|
}: { |
||||
|
granteeUserId?: string | null; |
||||
|
permissions?: AccessPermission[]; |
||||
|
scopes?: string[]; |
||||
|
}): string[] { |
||||
|
if (!scopesOfAccess?.length) { |
||||
|
// TODO: Remove the derivation from the permissions once they have been
|
||||
|
// dropped from the access
|
||||
|
scopesOfAccess = permissions?.includes('READ') |
||||
|
? SCOPES_OF_READ_ACCESS |
||||
|
: SCOPES_OF_READ_RESTRICTED_ACCESS; |
||||
|
} |
||||
|
|
||||
|
if (granteeUserId) { |
||||
|
return [...scopesOfAccess]; |
||||
|
} |
||||
|
|
||||
|
// An access which has not been granted to a user is public, hence it is
|
||||
|
// narrowed to the scopes exposed by the public endpoints
|
||||
|
return SCOPES_OF_PUBLIC_ACCESS.filter((scope) => { |
||||
|
return scopesOfAccess.includes(scope); |
||||
|
}); |
||||
|
} |
||||
|
|
||||
|
/** |
||||
|
* Scopes of a user acting on their own data, which is unrestricted. The |
||||
|
* permissions of the role are evaluated separately. |
||||
|
*/ |
||||
|
export function getScopesOfOwnAccess(): string[] { |
||||
|
return Object.values(scopes); |
||||
|
} |
||||
|
|
||||
|
/** |
||||
|
* Scopes of an administrator impersonating an arbitrary user, which excludes |
||||
|
* the monetary values |
||||
|
*/ |
||||
|
export function getScopesOfUnrestrictedImpersonation(): string[] { |
||||
|
return [...SCOPES_OF_READ_RESTRICTED_ACCESS]; |
||||
|
} |
||||
|
|
||||
|
export function hasScope(aScopes: string[] = [], aScope: Scope) { |
||||
|
return aScopes.includes(aScope); |
||||
|
} |
||||
@ -0,0 +1,2 @@ |
|||||
|
-- CreateIndex |
||||
|
CREATE INDEX "Order_symbolProfileId_idx" ON "Order"("symbolProfileId"); |
||||
@ -0,0 +1,24 @@ |
|||||
|
-- AlterTable |
||||
|
ALTER TABLE "Access" ADD COLUMN "scopes" TEXT[] DEFAULT ARRAY[]::TEXT[]; |
||||
|
|
||||
|
-- Derive the scopes from the permissions of the existing accesses |
||||
|
UPDATE "Access" |
||||
|
SET "scopes" = CASE |
||||
|
WHEN "granteeUserId" IS NULL THEN ARRAY[ |
||||
|
'activity:read', |
||||
|
'portfolio:read' |
||||
|
] |
||||
|
WHEN 'READ' = ANY("permissions") THEN ARRAY[ |
||||
|
'account:read', |
||||
|
'activity:read', |
||||
|
'portfolio:read', |
||||
|
'portfolio:read:values', |
||||
|
'watchlist:read' |
||||
|
] |
||||
|
ELSE ARRAY[ |
||||
|
'account:read', |
||||
|
'activity:read', |
||||
|
'portfolio:read', |
||||
|
'watchlist:read' |
||||
|
] |
||||
|
END; |
||||
Loading…
Reference in new issue