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645 lines
18 KiB
645 lines
18 KiB
import { UNKNOWN_KEY, baseCurrency } from '@ghostfolio/common/config';
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import { getUtc, getYesterday } from '@ghostfolio/common/helper';
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import {
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AccountType,
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Currency,
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DataSource,
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Role,
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Type,
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ViewMode
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} from '@prisma/client';
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import { format } from 'date-fns';
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import { DataProviderService } from '../services/data-provider.service';
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import { ExchangeRateDataService } from '../services/exchange-rate-data.service';
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import { MarketState } from '../services/interfaces/interfaces';
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import { RulesService } from '../services/rules.service';
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import { Portfolio } from './portfolio';
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jest.mock('../services/data-provider.service', () => {
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return {
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DataProviderService: jest.fn().mockImplementation(() => {
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const today = format(new Date(), 'yyyy-MM-dd');
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const yesterday = format(getYesterday(), 'yyyy-MM-dd');
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return {
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get: () => {
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return Promise.resolve({
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BTCUSD: {
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currency: Currency.USD,
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dataSource: DataSource.YAHOO,
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exchange: UNKNOWN_KEY,
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marketPrice: 57973.008,
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marketState: MarketState.open,
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name: 'Bitcoin USD',
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type: 'Cryptocurrency'
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},
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ETHUSD: {
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currency: Currency.USD,
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dataSource: DataSource.YAHOO,
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exchange: UNKNOWN_KEY,
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marketPrice: 3915.337,
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marketState: MarketState.open,
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name: 'Ethereum USD',
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type: 'Cryptocurrency'
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}
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});
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},
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getHistorical: () => {
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return Promise.resolve({
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BTCUSD: {
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[yesterday]: 56710.122,
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[today]: 57973.008
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},
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ETHUSD: {
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[yesterday]: 3641.984,
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[today]: 3915.337
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}
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});
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}
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};
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})
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};
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});
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jest.mock('../services/exchange-rate-data.service', () => {
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return {
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ExchangeRateDataService: jest.fn().mockImplementation(() => {
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return {
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initialize: () => Promise.resolve(),
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toCurrency: (value: number) => value
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};
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})
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};
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});
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jest.mock('../services/data-provider.service');
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jest.mock('../services/exchange-rate-data.service');
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jest.mock('../services/rules.service');
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const DEFAULT_ACCOUNT_ID = '693a834b-eb89-42c9-ae47-35196c25d269';
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const USER_ID = 'ca6ce867-5d31-495a-bce9-5942bbca9237';
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describe('Portfolio', () => {
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let dataProviderService: DataProviderService;
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let exchangeRateDataService: ExchangeRateDataService;
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let portfolio: Portfolio;
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let rulesService: RulesService;
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beforeAll(async () => {
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dataProviderService = new DataProviderService(
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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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exchangeRateDataService = new ExchangeRateDataService(null);
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rulesService = new RulesService();
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await exchangeRateDataService.initialize();
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portfolio = new Portfolio(
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dataProviderService,
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exchangeRateDataService,
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rulesService
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);
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portfolio.setUser({
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accessToken: null,
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Account: [
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{
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accountType: AccountType.SECURITIES,
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createdAt: new Date(),
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id: DEFAULT_ACCOUNT_ID,
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isDefault: true,
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name: 'Default Account',
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platformId: null,
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updatedAt: new Date(),
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userId: USER_ID
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}
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],
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alias: 'Test',
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createdAt: new Date(),
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id: USER_ID,
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provider: null,
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role: Role.USER,
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Settings: {
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currency: Currency.CHF,
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updatedAt: new Date(),
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userId: USER_ID,
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viewMode: ViewMode.DEFAULT
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},
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thirdPartyId: null,
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updatedAt: new Date()
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});
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});
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describe('works with no orders', () => {
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it('should return []', () => {
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expect(portfolio.get(new Date())).toEqual([]);
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expect(portfolio.getFees()).toEqual(0);
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expect(portfolio.getPositions(new Date())).toEqual({});
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});
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it('should return empty details', async () => {
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const details = await portfolio.getDetails('1d');
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expect(details).toEqual({});
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});
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it('should return empty details', async () => {
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const details = await portfolio.getDetails('max');
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expect(details).toEqual({});
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});
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it('should return zero performance for 1d', async () => {
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const performance = await portfolio.getPerformance('1d');
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expect(performance).toEqual({
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currentGrossPerformance: 0,
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currentGrossPerformancePercent: 0,
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currentNetPerformance: 0,
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currentNetPerformancePercent: 0,
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currentValue: 0
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});
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});
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it('should return zero performance for max', async () => {
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const performance = await portfolio.getPerformance('max');
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expect(performance).toEqual({
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currentGrossPerformance: 0,
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currentGrossPerformancePercent: 0,
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currentNetPerformance: 0,
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currentNetPerformancePercent: 0,
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currentValue: 0
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});
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});
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});
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describe(`works with today's orders`, () => {
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it('should return ["BTC"]', async () => {
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await portfolio.setOrders([
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{
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accountId: DEFAULT_ACCOUNT_ID,
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accountUserId: USER_ID,
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createdAt: null,
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currency: Currency.USD,
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dataSource: DataSource.YAHOO,
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fee: 0,
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date: new Date(),
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id: '8d999347-dee2-46ee-88e1-26b344e71fcc',
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quantity: 1,
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symbol: 'BTCUSD',
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symbolProfileId: null,
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type: Type.BUY,
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unitPrice: 49631.24,
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updatedAt: null,
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userId: USER_ID
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}
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]);
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expect(portfolio.getCommittedFunds()).toEqual(
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exchangeRateDataService.toCurrency(
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1 * 49631.24,
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Currency.USD,
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baseCurrency
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)
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);
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const details = await portfolio.getDetails('1d');
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expect(details).toMatchObject({
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BTCUSD: {
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accounts: {
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[UNKNOWN_KEY]: {
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/*current: exchangeRateDataService.toCurrency(
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1 * 49631.24,
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Currency.USD,
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baseCurrency
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),*/
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original: exchangeRateDataService.toCurrency(
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1 * 49631.24,
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Currency.USD,
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baseCurrency
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)
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}
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},
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allocationCurrent: 1,
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allocationInvestment: 1,
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countries: [],
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currency: Currency.USD,
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exchange: UNKNOWN_KEY,
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grossPerformance: 0,
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grossPerformancePercent: 0,
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investment: exchangeRateDataService.toCurrency(
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1 * 49631.24,
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Currency.USD,
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baseCurrency
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),
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marketPrice: 57973.008,
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marketState: MarketState.open,
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name: 'Bitcoin USD',
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quantity: 1,
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symbol: 'BTCUSD',
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transactionCount: 1,
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type: 'Cryptocurrency'
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}
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});
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expect(portfolio.getFees()).toEqual(0);
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/*const performance1d = await portfolio.getPerformance('1d');
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expect(performance1d).toEqual({
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currentGrossPerformance: 0,
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currentGrossPerformancePercent: 0,
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currentNetPerformance: 0,
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currentNetPerformancePercent: 0,
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currentValue: exchangeRateDataService.toBaseCurrency(
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1 * 49631.24,
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Currency.USD,
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baseCurrency
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)
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});*/
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/*const performanceMax = await portfolio.getPerformance('max');
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expect(performanceMax).toEqual({
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currentGrossPerformance: 0,
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currentGrossPerformancePercent: 0,
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currentNetPerformance: 0,
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currentNetPerformancePercent: 0,
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currentValue: exchangeRateDataService.toBaseCurrency(
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1 * 49631.24,
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Currency.USD,
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baseCurrency
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)
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});*/
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expect(portfolio.getPositions(getYesterday())).toMatchObject({});
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expect(portfolio.getSymbols(getYesterday())).toEqual(['BTCUSD']);
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});
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});
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describe('works with orders', () => {
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it('should return ["ETHUSD"]', async () => {
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await portfolio.setOrders([
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{
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accountId: DEFAULT_ACCOUNT_ID,
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accountUserId: USER_ID,
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createdAt: null,
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currency: Currency.USD,
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dataSource: DataSource.YAHOO,
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fee: 0,
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date: new Date(getUtc('2018-01-05')),
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id: '4a5a5c6e-659d-45cc-9fd4-fd6c873b50fb',
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quantity: 0.2,
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symbol: 'ETHUSD',
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symbolProfileId: null,
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type: Type.BUY,
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unitPrice: 991.49,
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updatedAt: null,
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userId: USER_ID
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}
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]);
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expect(portfolio.getCommittedFunds()).toEqual(
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exchangeRateDataService.toCurrency(
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0.2 * 991.49,
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Currency.USD,
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baseCurrency
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)
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);
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const details = await portfolio.getDetails('1d');
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expect(details).toMatchObject({
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ETHUSD: {
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accounts: {
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[UNKNOWN_KEY]: {
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/*current: exchangeRateDataService.toCurrency(
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0.2 * 991.49,
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Currency.USD,
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baseCurrency
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),*/
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original: exchangeRateDataService.toCurrency(
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0.2 * 991.49,
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Currency.USD,
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baseCurrency
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)
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}
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},
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// allocationCurrent: 1,
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allocationInvestment: 1,
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countries: [],
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currency: Currency.USD,
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exchange: UNKNOWN_KEY,
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// grossPerformance: 0,
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// grossPerformancePercent: 0,
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investment: exchangeRateDataService.toCurrency(
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0.2 * 991.49,
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Currency.USD,
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baseCurrency
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),
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marketPrice: 3915.337,
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name: 'Ethereum USD',
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quantity: 0.2,
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transactionCount: 1,
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symbol: 'ETHUSD',
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type: 'Cryptocurrency'
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}
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});
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expect(portfolio.getFees()).toEqual(0);
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/*const performance = await portfolio.getPerformance('max');
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expect(performance).toEqual({
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currentGrossPerformance: 0,
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currentGrossPerformancePercent: 0,
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currentNetPerformance: 0,
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currentNetPerformancePercent: 0,
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currentValue: 0
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});*/
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expect(portfolio.getPositions(getYesterday())).toMatchObject({
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ETHUSD: {
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averagePrice: 991.49,
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currency: Currency.USD,
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firstBuyDate: '2018-01-05T00:00:00.000Z',
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investment: exchangeRateDataService.toCurrency(
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0.2 * 991.49,
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Currency.USD,
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baseCurrency
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),
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investmentInOriginalCurrency: 0.2 * 991.49,
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// marketPrice: 3915.337,
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quantity: 0.2
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}
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});
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expect(portfolio.getSymbols(getYesterday())).toEqual(['ETHUSD']);
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});
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it('should return ["ETHUSD"]', async () => {
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await portfolio.setOrders([
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{
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accountId: DEFAULT_ACCOUNT_ID,
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accountUserId: USER_ID,
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createdAt: null,
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currency: Currency.USD,
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dataSource: DataSource.YAHOO,
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fee: 0,
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date: new Date(getUtc('2018-01-05')),
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id: '4a5a5c6e-659d-45cc-9fd4-fd6c873b50fb',
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quantity: 0.2,
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symbol: 'ETHUSD',
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symbolProfileId: null,
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type: Type.BUY,
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unitPrice: 991.49,
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updatedAt: null,
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userId: USER_ID
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},
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{
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accountId: DEFAULT_ACCOUNT_ID,
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accountUserId: USER_ID,
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createdAt: null,
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currency: Currency.USD,
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dataSource: DataSource.YAHOO,
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fee: 0,
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date: new Date(getUtc('2018-01-28')),
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id: '4a5a5c6e-659d-45cc-9fd4-fd6c873b50fc',
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quantity: 0.3,
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symbol: 'ETHUSD',
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symbolProfileId: null,
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type: Type.BUY,
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unitPrice: 1050,
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updatedAt: null,
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userId: USER_ID
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}
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]);
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expect(portfolio.getCommittedFunds()).toEqual(
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exchangeRateDataService.toCurrency(
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0.2 * 991.49,
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Currency.USD,
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baseCurrency
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) +
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exchangeRateDataService.toCurrency(
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0.3 * 1050,
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Currency.USD,
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baseCurrency
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)
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);
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expect(portfolio.getFees()).toEqual(0);
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expect(portfolio.getPositions(getYesterday())).toMatchObject({
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ETHUSD: {
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averagePrice: (0.2 * 991.49 + 0.3 * 1050) / (0.2 + 0.3),
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currency: Currency.USD,
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firstBuyDate: '2018-01-05T00:00:00.000Z',
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investment:
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exchangeRateDataService.toCurrency(
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0.2 * 991.49,
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Currency.USD,
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baseCurrency
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) +
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exchangeRateDataService.toCurrency(
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0.3 * 1050,
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Currency.USD,
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baseCurrency
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),
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investmentInOriginalCurrency: 0.2 * 991.49 + 0.3 * 1050,
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// marketPrice: 3641.984,
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quantity: 0.5
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}
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});
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expect(portfolio.getSymbols(getYesterday())).toEqual(['ETHUSD']);
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});
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it('should return ["BTCUSD", "ETHUSD"]', async () => {
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await portfolio.setOrders([
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{
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accountId: DEFAULT_ACCOUNT_ID,
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accountUserId: USER_ID,
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createdAt: null,
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currency: Currency.EUR,
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dataSource: DataSource.YAHOO,
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date: new Date(getUtc('2017-08-16')),
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fee: 2.99,
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id: 'd96795b2-6ae6-420e-aa21-fabe5e45d475',
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quantity: 0.05614682,
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symbol: 'BTCUSD',
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symbolProfileId: null,
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type: Type.BUY,
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unitPrice: 3562.089535970158,
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updatedAt: null,
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userId: USER_ID
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},
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{
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accountId: DEFAULT_ACCOUNT_ID,
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accountUserId: USER_ID,
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createdAt: null,
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currency: Currency.USD,
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dataSource: DataSource.YAHOO,
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fee: 2.99,
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date: new Date(getUtc('2018-01-05')),
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id: '4a5a5c6e-659d-45cc-9fd4-fd6c873b50fb',
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quantity: 0.2,
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symbol: 'ETHUSD',
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symbolProfileId: null,
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type: Type.BUY,
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unitPrice: 991.49,
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updatedAt: null,
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userId: USER_ID
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}
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]);
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expect(portfolio.getCommittedFunds()).toEqual(
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exchangeRateDataService.toCurrency(
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0.05614682 * 3562.089535970158,
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Currency.EUR,
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baseCurrency
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) +
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exchangeRateDataService.toCurrency(
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0.2 * 991.49,
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Currency.USD,
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baseCurrency
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)
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);
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expect(portfolio.getFees()).toEqual(
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exchangeRateDataService.toCurrency(2.99, Currency.EUR, baseCurrency) +
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exchangeRateDataService.toCurrency(2.99, Currency.USD, baseCurrency)
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);
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expect(portfolio.getPositions(getYesterday())).toMatchObject({
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BTCUSD: {
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averagePrice: 3562.089535970158,
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currency: Currency.EUR,
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firstBuyDate: '2017-08-16T00:00:00.000Z',
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investment: exchangeRateDataService.toCurrency(
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0.05614682 * 3562.089535970158,
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Currency.EUR,
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baseCurrency
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),
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investmentInOriginalCurrency: 0.05614682 * 3562.089535970158,
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// marketPrice: 0,
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quantity: 0.05614682
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},
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ETHUSD: {
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averagePrice: 991.49,
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currency: Currency.USD,
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firstBuyDate: '2018-01-05T00:00:00.000Z',
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investment: exchangeRateDataService.toCurrency(
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0.2 * 991.49,
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Currency.USD,
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baseCurrency
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),
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investmentInOriginalCurrency: 0.2 * 991.49,
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// marketPrice: 0,
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quantity: 0.2
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}
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});
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expect(portfolio.getSymbols(getYesterday())).toEqual([
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'BTCUSD',
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'ETHUSD'
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]);
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});
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it('should work with buy and sell', async () => {
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await portfolio.setOrders([
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{
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accountId: DEFAULT_ACCOUNT_ID,
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accountUserId: USER_ID,
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createdAt: null,
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currency: Currency.USD,
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dataSource: DataSource.YAHOO,
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fee: 1.0,
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date: new Date(getUtc('2018-01-05')),
|
|
id: '4a5a5c6e-659d-45cc-9fd4-fd6c873b50fb',
|
|
quantity: 0.2,
|
|
symbol: 'ETHUSD',
|
|
symbolProfileId: null,
|
|
type: Type.BUY,
|
|
unitPrice: 991.49,
|
|
updatedAt: null,
|
|
userId: USER_ID
|
|
},
|
|
{
|
|
accountId: DEFAULT_ACCOUNT_ID,
|
|
accountUserId: USER_ID,
|
|
createdAt: null,
|
|
currency: Currency.USD,
|
|
dataSource: DataSource.YAHOO,
|
|
fee: 1.0,
|
|
date: new Date(getUtc('2018-01-28')),
|
|
id: '4a5a5c6e-659d-45cc-9fd4-fd6c873b50fc',
|
|
quantity: 0.1,
|
|
symbol: 'ETHUSD',
|
|
symbolProfileId: null,
|
|
type: Type.SELL,
|
|
unitPrice: 1050,
|
|
updatedAt: null,
|
|
userId: USER_ID
|
|
},
|
|
{
|
|
accountId: DEFAULT_ACCOUNT_ID,
|
|
accountUserId: USER_ID,
|
|
createdAt: null,
|
|
currency: Currency.USD,
|
|
dataSource: DataSource.YAHOO,
|
|
fee: 1.0,
|
|
date: new Date(getUtc('2018-01-31')),
|
|
id: '4a5a5c6e-659d-45cc-9fd4-fd6c873b50fc',
|
|
quantity: 0.2,
|
|
symbol: 'ETHUSD',
|
|
symbolProfileId: null,
|
|
type: Type.BUY,
|
|
unitPrice: 1050,
|
|
updatedAt: null,
|
|
userId: USER_ID
|
|
}
|
|
]);
|
|
|
|
expect(portfolio.getCommittedFunds()).toEqual(
|
|
exchangeRateDataService.toCurrency(
|
|
0.2 * 991.49,
|
|
Currency.USD,
|
|
baseCurrency
|
|
) -
|
|
exchangeRateDataService.toCurrency(
|
|
0.1 * 1050,
|
|
Currency.USD,
|
|
baseCurrency
|
|
) +
|
|
exchangeRateDataService.toCurrency(
|
|
0.2 * 1050,
|
|
Currency.USD,
|
|
baseCurrency
|
|
)
|
|
);
|
|
|
|
expect(portfolio.getFees()).toEqual(
|
|
exchangeRateDataService.toCurrency(3, Currency.USD, baseCurrency)
|
|
);
|
|
|
|
expect(portfolio.getPositions(getYesterday())).toMatchObject({
|
|
ETHUSD: {
|
|
averagePrice:
|
|
(0.2 * 991.49 - 0.1 * 1050 + 0.2 * 1050) / (0.2 - 0.1 + 0.2),
|
|
currency: Currency.USD,
|
|
firstBuyDate: '2018-01-05T00:00:00.000Z',
|
|
investment: exchangeRateDataService.toCurrency(
|
|
0.2 * 991.49 - 0.1 * 1050 + 0.2 * 1050,
|
|
Currency.USD,
|
|
baseCurrency
|
|
),
|
|
investmentInOriginalCurrency: 0.2 * 991.49 - 0.1 * 1050 + 0.2 * 1050,
|
|
// marketPrice: 0,
|
|
quantity: 0.2 - 0.1 + 0.2
|
|
}
|
|
});
|
|
|
|
expect(portfolio.getSymbols(getYesterday())).toEqual(['ETHUSD']);
|
|
});
|
|
});
|
|
});
|
|
|