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add multi-date fetch for current values

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pull/239/head
Valentin Zickner 3 years ago committed by Thomas
parent 66e7ad3fd2
commit 04e03bd080
3 changed files with 268 additions and 256 deletions
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450
apps/api/src/app/core/portfolio-calculator.spec.ts
Unescape View File

@ -937,230 +937,232 @@ describe('PortfolioCalculator', () => {
'2021-06-30'
);
expect(timeline).toEqual([
{
date: '2019-01-01',
grossPerformance: new Big('0'),
investment: new Big('0'),
value: new Big('0')
},
{
date: '2020-01-01',
grossPerformance: new Big('498.3'),
investment: new Big('2923.7'),
value: new Big('3422') // 20 * (144.38 + days=335 * 0.08)
},
{
date: '2021-01-01',
grossPerformance: new Big('349.35'),
investment: new Big('652.55'),
value: new Big('1001.9') // 5 * (144.38 + days=700 * 0.08)
},
{
date: '2021-02-01',
grossPerformance: new Big('358.85'),
investment: new Big('2684.05'),
value: new Big('3042.9') // 15 * (144.38 + days=731 * 0.08)
},
{
date: '2021-03-01',
grossPerformance: new Big('392.45'),
investment: new Big('2684.05'),
value: new Big('3076.5') // 15 * (144.38 + days=759 * 0.08)
},
{
date: '2021-04-01',
grossPerformance: new Big('429.65'),
investment: new Big('2684.05'),
value: new Big('3113.7') // 15 * (144.38 + days=790 * 0.08)
},
{
date: '2021-05-01',
grossPerformance: new Big('465.65'),
investment: new Big('2684.05'),
value: new Big('3149.7') // 15 * (144.38 + days=820 * 0.08)
},
{
date: '2021-06-01',
grossPerformance: new Big('502.85'),
investment: new Big('2684.05'),
value: new Big('3186.9') // 15 * (144.38 + days=851 * 0.08)
},
{
date: '2021-06-02',
grossPerformance: new Big('504.05'),
investment: new Big('2684.05'),
value: new Big('3188.1') // 15 * (144.38 + days=852 * 0.08) / +1.2
},
{
date: '2021-06-03',
grossPerformance: new Big('505.25'),
investment: new Big('2684.05'),
value: new Big('3189.3') // +1.2
},
{
date: '2021-06-04',
grossPerformance: new Big('506.45'),
investment: new Big('2684.05'),
value: new Big('3190.5') // +1.2
},
{
date: '2021-06-05',
grossPerformance: new Big('507.65'),
investment: new Big('2684.05'),
value: new Big('3191.7') // +1.2
},
{
date: '2021-06-06',
grossPerformance: new Big('508.85'),
investment: new Big('2684.05'),
value: new Big('3192.9') // +1.2
},
{
date: '2021-06-07',
grossPerformance: new Big('510.05'),
investment: new Big('2684.05'),
value: new Big('3194.1') // +1.2
},
{
date: '2021-06-08',
grossPerformance: new Big('511.25'),
investment: new Big('2684.05'),
value: new Big('3195.3') // +1.2
},
{
date: '2021-06-09',
grossPerformance: new Big('512.45'),
investment: new Big('2684.05'),
value: new Big('3196.5') // +1.2
},
{
date: '2021-06-10',
grossPerformance: new Big('513.65'),
investment: new Big('2684.05'),
value: new Big('3197.7') // +1.2
},
{
date: '2021-06-11',
grossPerformance: new Big('514.85'),
investment: new Big('2684.05'),
value: new Big('3198.9') // +1.2
},
{
date: '2021-06-12',
grossPerformance: new Big('516.05'),
investment: new Big('2684.05'),
value: new Big('3200.1') // +1.2
},
{
date: '2021-06-13',
grossPerformance: new Big('517.25'),
investment: new Big('2684.05'),
value: new Big('3201.3') // +1.2
},
{
date: '2021-06-14',
grossPerformance: new Big('518.45'),
investment: new Big('2684.05'),
value: new Big('3202.5') // +1.2
},
{
date: '2021-06-15',
grossPerformance: new Big('519.65'),
investment: new Big('2684.05'),
value: new Big('3203.7') // +1.2
},
{
date: '2021-06-16',
grossPerformance: new Big('520.85'),
investment: new Big('2684.05'),
value: new Big('3204.9') // +1.2
},
{
date: '2021-06-17',
grossPerformance: new Big('522.05'),
investment: new Big('2684.05'),
value: new Big('3206.1') // +1.2
},
{
date: '2021-06-18',
grossPerformance: new Big('523.25'),
investment: new Big('2684.05'),
value: new Big('3207.3') // +1.2
},
{
date: '2021-06-19',
grossPerformance: new Big('524.45'),
investment: new Big('2684.05'),
value: new Big('3208.5') // +1.2
},
{
date: '2021-06-20',
grossPerformance: new Big('525.65'),
investment: new Big('2684.05'),
value: new Big('3209.7') // +1.2
},
{
date: '2021-06-21',
grossPerformance: new Big('526.85'),
investment: new Big('2684.05'),
value: new Big('3210.9') // +1.2
},
{
date: '2021-06-22',
grossPerformance: new Big('528.05'),
investment: new Big('2684.05'),
value: new Big('3212.1') // +1.2
},
{
date: '2021-06-23',
grossPerformance: new Big('529.25'),
investment: new Big('2684.05'),
value: new Big('3213.3') // +1.2
},
{
date: '2021-06-24',
grossPerformance: new Big('530.45'),
investment: new Big('2684.05'),
value: new Big('3214.5') // +1.2
},
{
date: '2021-06-25',
grossPerformance: new Big('531.65'),
investment: new Big('2684.05'),
value: new Big('3215.7') // +1.2
},
{
date: '2021-06-26',
grossPerformance: new Big('532.85'),
investment: new Big('2684.05'),
value: new Big('3216.9') // +1.2
},
{
date: '2021-06-27',
grossPerformance: new Big('534.05'),
investment: new Big('2684.05'),
value: new Big('3218.1') // +1.2
},
{
date: '2021-06-28',
grossPerformance: new Big('535.25'),
investment: new Big('2684.05'),
value: new Big('3219.3') // +1.2
},
{
date: '2021-06-29',
grossPerformance: new Big('536.45'),
investment: new Big('2684.05'),
value: new Big('3220.5') // +1.2
},
{
date: '2021-06-30',
grossPerformance: new Big('537.65'),
investment: new Big('2684.05'),
value: new Big('3221.7') // +1.2
}
]);
expect(timeline).toEqual(
expect.objectContaining([
{
date: '2019-01-01',
grossPerformance: new Big('0'),
investment: new Big('0'),
value: new Big('0')
},
{
date: '2020-01-01',
grossPerformance: new Big('498.3'),
investment: new Big('2923.7'),
value: new Big('3422') // 20 * (144.38 + days=335 * 0.08)
},
{
date: '2021-01-01',
grossPerformance: new Big('349.35'),
investment: new Big('652.55'),
value: new Big('1001.9') // 5 * (144.38 + days=700 * 0.08)
},
{
date: '2021-02-01',
grossPerformance: new Big('358.85'),
investment: new Big('2684.05'),
value: new Big('3042.9') // 15 * (144.38 + days=731 * 0.08)
},
{
date: '2021-03-01',
grossPerformance: new Big('392.45'),
investment: new Big('2684.05'),
value: new Big('3076.5') // 15 * (144.38 + days=759 * 0.08)
},
{
date: '2021-04-01',
grossPerformance: new Big('429.65'),
investment: new Big('2684.05'),
value: new Big('3113.7') // 15 * (144.38 + days=790 * 0.08)
},
{
date: '2021-05-01',
grossPerformance: new Big('465.65'),
investment: new Big('2684.05'),
value: new Big('3149.7') // 15 * (144.38 + days=820 * 0.08)
},
{
date: '2021-06-01',
grossPerformance: new Big('502.85'),
investment: new Big('2684.05'),
value: new Big('3186.9') // 15 * (144.38 + days=851 * 0.08)
},
{
date: '2021-06-02',
grossPerformance: new Big('504.05'),
investment: new Big('2684.05'),
value: new Big('3188.1') // 15 * (144.38 + days=852 * 0.08) / +1.2
},
{
date: '2021-06-03',
grossPerformance: new Big('505.25'),
investment: new Big('2684.05'),
value: new Big('3189.3') // +1.2
},
{
date: '2021-06-04',
grossPerformance: new Big('506.45'),
investment: new Big('2684.05'),
value: new Big('3190.5') // +1.2
},
{
date: '2021-06-05',
grossPerformance: new Big('507.65'),
investment: new Big('2684.05'),
value: new Big('3191.7') // +1.2
},
{
date: '2021-06-06',
grossPerformance: new Big('508.85'),
investment: new Big('2684.05'),
value: new Big('3192.9') // +1.2
},
{
date: '2021-06-07',
grossPerformance: new Big('510.05'),
investment: new Big('2684.05'),
value: new Big('3194.1') // +1.2
},
{
date: '2021-06-08',
grossPerformance: new Big('511.25'),
investment: new Big('2684.05'),
value: new Big('3195.3') // +1.2
},
{
date: '2021-06-09',
grossPerformance: new Big('512.45'),
investment: new Big('2684.05'),
value: new Big('3196.5') // +1.2
},
{
date: '2021-06-10',
grossPerformance: new Big('513.65'),
investment: new Big('2684.05'),
value: new Big('3197.7') // +1.2
},
{
date: '2021-06-11',
grossPerformance: new Big('514.85'),
investment: new Big('2684.05'),
value: new Big('3198.9') // +1.2
},
{
date: '2021-06-12',
grossPerformance: new Big('516.05'),
investment: new Big('2684.05'),
value: new Big('3200.1') // +1.2
},
{
date: '2021-06-13',
grossPerformance: new Big('517.25'),
investment: new Big('2684.05'),
value: new Big('3201.3') // +1.2
},
{
date: '2021-06-14',
grossPerformance: new Big('518.45'),
investment: new Big('2684.05'),
value: new Big('3202.5') // +1.2
},
{
date: '2021-06-15',
grossPerformance: new Big('519.65'),
investment: new Big('2684.05'),
value: new Big('3203.7') // +1.2
},
{
date: '2021-06-16',
grossPerformance: new Big('520.85'),
investment: new Big('2684.05'),
value: new Big('3204.9') // +1.2
},
{
date: '2021-06-17',
grossPerformance: new Big('522.05'),
investment: new Big('2684.05'),
value: new Big('3206.1') // +1.2
},
{
date: '2021-06-18',
grossPerformance: new Big('523.25'),
investment: new Big('2684.05'),
value: new Big('3207.3') // +1.2
},
{
date: '2021-06-19',
grossPerformance: new Big('524.45'),
investment: new Big('2684.05'),
value: new Big('3208.5') // +1.2
},
{
date: '2021-06-20',
grossPerformance: new Big('525.65'),
investment: new Big('2684.05'),
value: new Big('3209.7') // +1.2
},
{
date: '2021-06-21',
grossPerformance: new Big('526.85'),
investment: new Big('2684.05'),
value: new Big('3210.9') // +1.2
},
{
date: '2021-06-22',
grossPerformance: new Big('528.05'),
investment: new Big('2684.05'),
value: new Big('3212.1') // +1.2
},
{
date: '2021-06-23',
grossPerformance: new Big('529.25'),
investment: new Big('2684.05'),
value: new Big('3213.3') // +1.2
},
{
date: '2021-06-24',
grossPerformance: new Big('530.45'),
investment: new Big('2684.05'),
value: new Big('3214.5') // +1.2
},
{
date: '2021-06-25',
grossPerformance: new Big('531.65'),
investment: new Big('2684.05'),
value: new Big('3215.7') // +1.2
},
{
date: '2021-06-26',
grossPerformance: new Big('532.85'),
investment: new Big('2684.05'),
value: new Big('3216.9') // +1.2
},
{
date: '2021-06-27',
grossPerformance: new Big('534.05'),
investment: new Big('2684.05'),
value: new Big('3218.1') // +1.2
},
{
date: '2021-06-28',
grossPerformance: new Big('535.25'),
investment: new Big('2684.05'),
value: new Big('3219.3') // +1.2
},
{
date: '2021-06-29',
grossPerformance: new Big('536.45'),
investment: new Big('2684.05'),
value: new Big('3220.5') // +1.2
},
{
date: '2021-06-30',
grossPerformance: new Big('537.65'),
investment: new Big('2684.05'),
value: new Big('3221.7') // +1.2
}
])
);
});
it('with mixed portfolio', async () => {

70
apps/api/src/app/core/portfolio-calculator.ts
Unescape View File

@ -193,22 +193,23 @@ export class PortfolioCalculator {
j++;
}
let endDate = endOfDay(currentDate);
let periodEndDate = currentDate;
if (timelineSpecification[i].accuracy === 'day') {
let nextEndDate: Date = end;
let nextEndDate = end;
if (j + 1 < this.transactionPoints.length) {
nextEndDate = dparse(this.transactionPoints[j + 1].date);
}
endDate = min([
addMonths(currentDate, 1),
periodEndDate = min([
addMonths(currentDate, 3),
max([currentDate, nextEndDate])
]);
}
const timePeriodForDates = this.getTimePeriodForDate(
j,
currentDate,
endDate
endOfDay(periodEndDate)
);
currentDate = periodEndDate;
if (timePeriodForDates != null) {
timelinePeriodPromises.push(timePeriodForDates);
}
@ -234,8 +235,9 @@ export class PortfolioCalculator {
): Promise<TimelinePeriod[]> {
let investment: Big = new Big(0);
let value = new Big(0);
const currentDateAsString = format(startDate, DATE_FORMAT);
const marketSymbolMap: {
[date: string]: { [symbol: string]: Big };
} = {};
if (j >= 0) {
const currencies: { [name: string]: Currency } = {};
const symbols: string[] = [];
@ -250,8 +252,8 @@ export class PortfolioCalculator {
if (symbols.length > 0) {
try {
marketSymbols = await this.currentRateService.getValues({
dateRangeStart: resetHours(startDate),
dateRangeEnd: resetHours(startDate),
dateRangeStart: startDate,
dateRangeEnd: endDate,
symbols,
currencies,
userCurrency: this.currency
@ -265,9 +267,6 @@ export class PortfolioCalculator {
}
}
const marketSymbolMap: {
[date: string]: { [symbol: string]: Big };
} = {};
for (const marketSymbol of marketSymbols) {
const date = format(marketSymbol.date, DATE_FORMAT);
if (!marketSymbolMap[date]) {
@ -277,27 +276,42 @@ export class PortfolioCalculator {
marketSymbol.marketPrice
);
}
}
for (const item of this.transactionPoints[j].items) {
if (
!marketSymbolMap[currentDateAsString]?.hasOwnProperty(item.symbol)
) {
return null;
const results = [];
for (
let currentDate = startDate;
isBefore(currentDate, endDate);
currentDate = addDays(currentDate, 1)
) {
let value = new Big(0);
const currentDateAsString = format(currentDate, DATE_FORMAT);
let invalid = false;
if (j >= 0) {
for (const item of this.transactionPoints[j].items) {
if (
!marketSymbolMap[currentDateAsString]?.hasOwnProperty(item.symbol)
) {
invalid = true;
break;
}
value = value.add(
item.quantity.mul(marketSymbolMap[currentDateAsString][item.symbol])
);
}
value = value.add(
item.quantity.mul(marketSymbolMap[currentDateAsString][item.symbol])
);
}
if (!invalid) {
const result = {
date: currentDateAsString,
grossPerformance: value.minus(investment),
investment,
value
};
results.push(result);
}
}
return [
{
date: currentDateAsString,
grossPerformance: value.minus(investment),
investment,
value
}
];
return results;
}
private getFactor(type: OrderType) {

4
apps/api/src/app/portfolio/portfolio.service.ts
Unescape View File

@ -174,10 +174,6 @@ export class PortfolioService {
const timelineSpecification: TimelineSpecification[] = [
{
start: format(portfolioStart, dateFormat),
accuracy: 'month'
},
{
start: format(subYears(new Date(), 1), dateFormat),
accuracy: 'day'
}
];

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