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ghostfolio
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add calculation of current investment

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pull/239/head
Valentin Zickner 3 years ago committed by Thomas
parent dd86adcea1
commit 836df69e68
2 changed files with 223 additions and 252 deletions
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453
apps/api/src/app/core/portfolio-calculator.spec.ts
Unescape View File

@ -11,6 +11,7 @@ import {
import { Currency } from '@prisma/client';
import { OrderType } from '@ghostfolio/api/models/order-type';
import Big from 'big.js';
import { differenceInCalendarDays, parse } from 'date-fns';
function toYearMonthDay(date: Date) {
const year = date.getFullYear();
@ -43,8 +44,20 @@ jest.mock('./current-rate.service.ts', () => {
userCurrency
}: GetValueParams) => {
const today = new Date();
if (dateEqual(today, date) && symbol === 'VTI') {
return Promise.resolve(new Big('213.32'));
if (symbol === 'VTI') {
if (dateEqual(today, date)) {
return Promise.resolve(new Big('213.32'));
} else {
const startDate = parse('2019-02-01', 'yyyy-MM-dd', new Date());
const daysInBetween = differenceInCalendarDays(date, startDate);
const result = new Big('144.38').plus(
new Big('0.08').mul(daysInBetween)
);
return Promise.resolve(result);
}
} else if (symbol === 'AMZN') {
return Promise.resolve(2021.99);
}
return Promise.resolve(new Big('0'));
@ -554,7 +567,7 @@ describe('PortfolioCalculator', () => {
const timeline: TimelinePeriod[] =
await portfolioCalculator.calculateTimeline(
timelineSpecification,
'2021-12-31'
'2021-06-30'
);
expect(timeline).toEqual([
@ -562,19 +575,19 @@ describe('PortfolioCalculator', () => {
date: '2019-01-01',
grossPerformance: 0,
investment: new Big('0'),
value: 0
value: new Big('0')
},
{
date: '2020-01-01',
grossPerformance: 0,
investment: new Big('2923.7'),
value: 0
value: new Big('3422') // 20 * (144.38 + days=335 * 0.08)
},
{
date: '2021-01-01',
grossPerformance: 0,
investment: new Big('652.55'),
value: 0
value: new Big('1001.9') // 5 * (144.38 + days=700 * 0.08)
}
]);
});
@ -594,7 +607,7 @@ describe('PortfolioCalculator', () => {
const timeline: TimelinePeriod[] =
await portfolioCalculator.calculateTimeline(
timelineSpecification,
'2021-12-31'
'2021-06-30'
);
expect(timeline).toEqual([
@ -602,217 +615,181 @@ describe('PortfolioCalculator', () => {
date: '2019-01-01',
grossPerformance: 0,
investment: new Big('0'),
value: 0
value: new Big('0')
},
{
date: '2019-02-01',
grossPerformance: 0,
investment: new Big('1443.8'),
value: 0
value: new Big('1443.8') // 10 * (144.38 + days=0 * 0.08)
},
{
date: '2019-03-01',
grossPerformance: 0,
investment: new Big('1443.8'),
value: 0
value: new Big('1466.2') // 10 * (144.38 + days=28 * 0.08)
},
{
date: '2019-04-01',
grossPerformance: 0,
investment: new Big('1443.8'),
value: 0
value: new Big('1491') // 10 * (144.38 + days=59 * 0.08)
},
{
date: '2019-05-01',
grossPerformance: 0,
investment: new Big('1443.8'),
value: 0
value: new Big('1515') // 10 * (144.38 + days=89 * 0.08)
},
{
date: '2019-06-01',
grossPerformance: 0,
investment: new Big('1443.8'),
value: 0
value: new Big('1539.8') // 10 * (144.38 + days=120 * 0.08)
},
{
date: '2019-07-01',
grossPerformance: 0,
investment: new Big('1443.8'),
value: 0
value: new Big('1563.8') // 10 * (144.38 + days=150 * 0.08)
},
{
date: '2019-08-01',
grossPerformance: 0,
investment: new Big('1443.8'),
value: 0
value: new Big('1588.6') // 10 * (144.38 + days=181 * 0.08)
},
{
date: '2019-09-01',
grossPerformance: 0,
investment: new Big('2923.7'),
value: 0
value: new Big('3226.8') // 20 * (144.38 + days=212 * 0.08)
},
{
date: '2019-10-01',
grossPerformance: 0,
investment: new Big('2923.7'),
value: 0
value: new Big('3274.8') // 20 * (144.38 + days=242 * 0.08)
},
{
date: '2019-11-01',
grossPerformance: 0,
investment: new Big('2923.7'),
value: 0
value: new Big('3324.4') // 20 * (144.38 + days=273 * 0.08)
},
{
date: '2019-12-01',
grossPerformance: 0,
investment: new Big('2923.7'),
value: 0
value: new Big('3372.4') // 20 * (144.38 + days=303 * 0.08)
},
{
date: '2020-01-01',
grossPerformance: 0,
investment: new Big('2923.7'),
value: 0
value: new Big('3422') // 20 * (144.38 + days=335 * 0.08)
},
{
date: '2020-02-01',
grossPerformance: 0,
investment: new Big('2923.7'),
value: 0
value: new Big('3471.6') // 20 * (144.38 + days=365 * 0.08)
},
{
date: '2020-03-01',
grossPerformance: 0,
investment: new Big('652.55'),
value: 0
value: new Big('879.5') // 5 * (144.38 + days=394 * 0.08)
},
{
date: '2020-04-01',
grossPerformance: 0,
investment: new Big('652.55'),
value: 0
value: new Big('891.9') // 5 * (144.38 + days=425 * 0.08)
},
{
date: '2020-05-01',
grossPerformance: 0,
investment: new Big('652.55'),
value: 0
value: new Big('903.9') // 5 * (144.38 + days=455 * 0.08)
},
{
date: '2020-06-01',
grossPerformance: 0,
investment: new Big('652.55'),
value: 0
value: new Big('916.3') // 5 * (144.38 + days=486 * 0.08)
},
{
date: '2020-07-01',
grossPerformance: 0,
investment: new Big('652.55'),
value: 0
value: new Big('928.3') // 5 * (144.38 + days=516 * 0.08)
},
{
date: '2020-08-01',
grossPerformance: 0,
investment: new Big('652.55'),
value: 0
value: new Big('940.7') // 5 * (144.38 + days=547 * 0.08)
},
{
date: '2020-09-01',
grossPerformance: 0,
investment: new Big('652.55'),
value: 0
value: new Big('953.1') // 5 * (144.38 + days=578 * 0.08)
},
{
date: '2020-10-01',
grossPerformance: 0,
investment: new Big('652.55'),
value: 0
value: new Big('965.1') // 5 * (144.38 + days=608 * 0.08)
},
{
date: '2020-11-01',
grossPerformance: 0,
investment: new Big('652.55'),
value: 0
value: new Big('977.5') // 5 * (144.38 + days=639 * 0.08)
},
{
date: '2020-12-01',
grossPerformance: 0,
investment: new Big('652.55'),
value: 0
value: new Big('989.5') // 5 * (144.38 + days=669 * 0.08)
},
{
date: '2021-01-01',
grossPerformance: 0,
investment: new Big('652.55'),
value: 0
value: new Big('1001.9') // 5 * (144.38 + days=700 * 0.08)
},
{
date: '2021-02-01',
grossPerformance: 0,
investment: new Big('2684.05'),
value: 0
value: new Big('3042.9') // 15 * (144.38 + days=731 * 0.08)
},
{
date: '2021-03-01',
grossPerformance: 0,
investment: new Big('2684.05'),
value: 0
value: new Big('3076.5') // 15 * (144.38 + days=759 * 0.08)
},
{
date: '2021-04-01',
grossPerformance: 0,
investment: new Big('2684.05'),
value: 0
value: new Big('3113.7') // 15 * (144.38 + days=790 * 0.08)
},
{
date: '2021-05-01',
grossPerformance: 0,
investment: new Big('2684.05'),
value: 0
value: new Big('3149.7') // 15 * (144.38 + days=820 * 0.08)
},
{
date: '2021-06-01',
grossPerformance: 0,
investment: new Big('2684.05'),
value: 0
},
{
date: '2021-07-01',
grossPerformance: 0,
investment: new Big('2684.05'),
value: 0
},
{
date: '2021-08-01',
grossPerformance: 0,
investment: new Big('4460.95'),
value: 0
},
{
date: '2021-09-01',
grossPerformance: 0,
investment: new Big('4460.95'),
value: 0
},
{
date: '2021-10-01',
grossPerformance: 0,
investment: new Big('4460.95'),
value: 0
},
{
date: '2021-11-01',
grossPerformance: 0,
investment: new Big('4460.95'),
value: 0
},
{
date: '2021-12-01',
grossPerformance: 0,
investment: new Big('4460.95'),
value: 0
value: new Big('3186.9') // 15 * (144.38 + days=851 * 0.08)
}
]);
});
@ -836,7 +813,7 @@ describe('PortfolioCalculator', () => {
const timeline: TimelinePeriod[] =
await portfolioCalculator.calculateTimeline(
timelineSpecification,
'2021-12-31'
'2021-06-30'
);
expect(timeline).toEqual([
@ -844,85 +821,49 @@ describe('PortfolioCalculator', () => {
date: '2019-01-01',
grossPerformance: 0,
investment: new Big('0'),
value: 0
value: new Big('0')
},
{
date: '2020-01-01',
grossPerformance: 0,
investment: new Big('2923.7'),
value: 0
value: new Big('3422') // 20 * (144.38 + days=335 * 0.08)
},
{
date: '2021-01-01',
grossPerformance: 0,
investment: new Big('652.55'),
value: 0
value: new Big('1001.9') // 5 * (144.38 + days=700 * 0.08)
},
{
date: '2021-02-01',
grossPerformance: 0,
investment: new Big('2684.05'),
value: 0
value: new Big('3042.9') // 15 * (144.38 + days=731 * 0.08)
},
{
date: '2021-03-01',
grossPerformance: 0,
investment: new Big('2684.05'),
value: 0
value: new Big('3076.5') // 15 * (144.38 + days=759 * 0.08)
},
{
date: '2021-04-01',
grossPerformance: 0,
investment: new Big('2684.05'),
value: 0
value: new Big('3113.7') // 15 * (144.38 + days=790 * 0.08)
},
{
date: '2021-05-01',
grossPerformance: 0,
investment: new Big('2684.05'),
value: 0
value: new Big('3149.7') // 15 * (144.38 + days=820 * 0.08)
},
{
date: '2021-06-01',
grossPerformance: 0,
investment: new Big('2684.05'),
value: 0
},
{
date: '2021-07-01',
grossPerformance: 0,
investment: new Big('2684.05'),
value: 0
},
{
date: '2021-08-01',
grossPerformance: 0,
investment: new Big('4460.95'),
value: 0
},
{
date: '2021-09-01',
grossPerformance: 0,
investment: new Big('4460.95'),
value: 0
},
{
date: '2021-10-01',
grossPerformance: 0,
investment: new Big('4460.95'),
value: 0
},
{
date: '2021-11-01',
grossPerformance: 0,
investment: new Big('4460.95'),
value: 0
},
{
date: '2021-12-01',
grossPerformance: 0,
investment: new Big('4460.95'),
value: 0
value: new Big('3186.9') // 15 * (144.38 + days=851 * 0.08)
}
]);
});
@ -943,14 +884,14 @@ describe('PortfolioCalculator', () => {
accuracy: 'month'
},
{
start: '2021-12-01',
start: '2021-06-01',
accuracy: 'day'
}
];
const timeline: TimelinePeriod[] =
await portfolioCalculator.calculateTimeline(
timelineSpecification,
'2021-12-31'
'2021-06-30'
);
expect(timeline).toEqual([
@ -958,265 +899,279 @@ describe('PortfolioCalculator', () => {
date: '2019-01-01',
grossPerformance: 0,
investment: new Big('0'),
value: 0
value: new Big('0')
},
{
date: '2020-01-01',
grossPerformance: 0,
investment: new Big('2923.7'),
value: 0
value: new Big('3422') // 20 * (144.38 + days=335 * 0.08)
},
{
date: '2021-01-01',
grossPerformance: 0,
investment: new Big('652.55'),
value: 0
value: new Big('1001.9') // 5 * (144.38 + days=700 * 0.08)
},
{
date: '2021-02-01',
grossPerformance: 0,
investment: new Big('2684.05'),
value: 0
value: new Big('3042.9') // 15 * (144.38 + days=731 * 0.08)
},
{
date: '2021-03-01',
grossPerformance: 0,
investment: new Big('2684.05'),
value: 0
value: new Big('3076.5') // 15 * (144.38 + days=759 * 0.08)
},
{
date: '2021-04-01',
grossPerformance: 0,
investment: new Big('2684.05'),
value: 0
value: new Big('3113.7') // 15 * (144.38 + days=790 * 0.08)
},
{
date: '2021-05-01',
grossPerformance: 0,
investment: new Big('2684.05'),
value: 0
value: new Big('3149.7') // 15 * (144.38 + days=820 * 0.08)
},
{
date: '2021-06-01',
grossPerformance: 0,
investment: new Big('2684.05'),
value: 0
value: new Big('3186.9') // 15 * (144.38 + days=851 * 0.08)
},
{
date: '2021-07-01',
date: '2021-06-02',
grossPerformance: 0,
investment: new Big('2684.05'),
value: 0
},
{
date: '2021-08-01',
grossPerformance: 0,
investment: new Big('4460.95'),
value: 0
},
{
date: '2021-09-01',
grossPerformance: 0,
investment: new Big('4460.95'),
value: 0
value: new Big('3188.1') // 15 * (144.38 + days=852 * 0.08) / +1.2
},
{
date: '2021-10-01',
date: '2021-06-03',
grossPerformance: 0,
investment: new Big('4460.95'),
value: 0
},
{
date: '2021-11-01',
grossPerformance: 0,
investment: new Big('4460.95'),
value: 0
investment: new Big('2684.05'),
value: new Big('3189.3') // +1.2
},
{
date: '2021-12-01',
date: '2021-06-04',
grossPerformance: 0,
investment: new Big('4460.95'),
value: 0
investment: new Big('2684.05'),
value: new Big('3190.5') // +1.2
},
{
date: '2021-12-02',
date: '2021-06-05',
grossPerformance: 0,
investment: new Big('4460.95'),
value: 0
investment: new Big('2684.05'),
value: new Big('3191.7') // +1.2
},
{
date: '2021-12-03',
date: '2021-06-06',
grossPerformance: 0,
investment: new Big('4460.95'),
value: 0
investment: new Big('2684.05'),
value: new Big('3192.9') // +1.2
},
{
date: '2021-12-04',
date: '2021-06-07',
grossPerformance: 0,
investment: new Big('4460.95'),
value: 0
investment: new Big('2684.05'),
value: new Big('3194.1') // +1.2
},
{
date: '2021-12-05',
date: '2021-06-08',
grossPerformance: 0,
investment: new Big('4460.95'),
value: 0
investment: new Big('2684.05'),
value: new Big('3195.3') // +1.2
},
{
date: '2021-12-06',
date: '2021-06-09',
grossPerformance: 0,
investment: new Big('4460.95'),
value: 0
investment: new Big('2684.05'),
value: new Big('3196.5') // +1.2
},
{
date: '2021-12-07',
date: '2021-06-10',
grossPerformance: 0,
investment: new Big('4460.95'),
value: 0
investment: new Big('2684.05'),
value: new Big('3197.7') // +1.2
},
{
date: '2021-12-08',
date: '2021-06-11',
grossPerformance: 0,
investment: new Big('4460.95'),
value: 0
investment: new Big('2684.05'),
value: new Big('3198.9') // +1.2
},
{
date: '2021-12-09',
date: '2021-06-12',
grossPerformance: 0,
investment: new Big('4460.95'),
value: 0
investment: new Big('2684.05'),
value: new Big('3200.1') // +1.2
},
{
date: '2021-12-10',
date: '2021-06-13',
grossPerformance: 0,
investment: new Big('4460.95'),
value: 0
investment: new Big('2684.05'),
value: new Big('3201.3') // +1.2
},
{
date: '2021-12-11',
date: '2021-06-14',
grossPerformance: 0,
investment: new Big('4460.95'),
value: 0
investment: new Big('2684.05'),
value: new Big('3202.5') // +1.2
},
{
date: '2021-12-12',
date: '2021-06-15',
grossPerformance: 0,
investment: new Big('4460.95'),
value: 0
investment: new Big('2684.05'),
value: new Big('3203.7') // +1.2
},
{
date: '2021-12-13',
date: '2021-06-16',
grossPerformance: 0,
investment: new Big('4460.95'),
value: 0
investment: new Big('2684.05'),
value: new Big('3204.9') // +1.2
},
{
date: '2021-12-14',
date: '2021-06-17',
grossPerformance: 0,
investment: new Big('4460.95'),
value: 0
investment: new Big('2684.05'),
value: new Big('3206.1') // +1.2
},
{
date: '2021-12-15',
date: '2021-06-18',
grossPerformance: 0,
investment: new Big('4460.95'),
value: 0
investment: new Big('2684.05'),
value: new Big('3207.3') // +1.2
},
{
date: '2021-12-16',
date: '2021-06-19',
grossPerformance: 0,
investment: new Big('4460.95'),
value: 0
investment: new Big('2684.05'),
value: new Big('3208.5') // +1.2
},
{
date: '2021-12-17',
date: '2021-06-20',
grossPerformance: 0,
investment: new Big('4460.95'),
value: 0
investment: new Big('2684.05'),
value: new Big('3209.7') // +1.2
},
{
date: '2021-12-18',
date: '2021-06-21',
grossPerformance: 0,
investment: new Big('4460.95'),
value: 0
investment: new Big('2684.05'),
value: new Big('3210.9') // +1.2
},
{
date: '2021-12-19',
date: '2021-06-22',
grossPerformance: 0,
investment: new Big('4460.95'),
value: 0
investment: new Big('2684.05'),
value: new Big('3212.1') // +1.2
},
{
date: '2021-12-20',
date: '2021-06-23',
grossPerformance: 0,
investment: new Big('4460.95'),
value: 0
investment: new Big('2684.05'),
value: new Big('3213.3') // +1.2
},
{
date: '2021-12-21',
date: '2021-06-24',
grossPerformance: 0,
investment: new Big('4460.95'),
value: 0
investment: new Big('2684.05'),
value: new Big('3214.5') // +1.2
},
{
date: '2021-12-22',
date: '2021-06-25',
grossPerformance: 0,
investment: new Big('4460.95'),
value: 0
investment: new Big('2684.05'),
value: new Big('3215.7') // +1.2
},
{
date: '2021-12-23',
date: '2021-06-26',
grossPerformance: 0,
investment: new Big('4460.95'),
value: 0
investment: new Big('2684.05'),
value: new Big('3216.9') // +1.2
},
{
date: '2021-12-24',
date: '2021-06-27',
grossPerformance: 0,
investment: new Big('4460.95'),
value: 0
investment: new Big('2684.05'),
value: new Big('3218.1') // +1.2
},
{
date: '2021-12-25',
date: '2021-06-28',
grossPerformance: 0,
investment: new Big('4460.95'),
value: 0
investment: new Big('2684.05'),
value: new Big('3219.3') // +1.2
},
{
date: '2021-12-26',
date: '2021-06-29',
grossPerformance: 0,
investment: new Big('4460.95'),
value: 0
investment: new Big('2684.05'),
value: new Big('3220.5') // +1.2
},
{
date: '2021-12-27',
date: '2021-06-30',
grossPerformance: 0,
investment: new Big('4460.95'),
value: 0
},
investment: new Big('2684.05'),
value: new Big('3221.7') // +1.2
}
]);
});
it('with mixed portfolio', async () => {
const portfolioCalculator = new PortfolioCalculator(
currentRateService,
Currency.USD
);
portfolioCalculator.setTransactionPoints([
{
date: '2021-12-28',
grossPerformance: 0,
investment: new Big('4460.95'),
value: 0
},
date: '2019-02-01',
items: [
{
quantity: new Big('5'),
symbol: 'AMZN',
investment: new Big('10109.95'),
currency: Currency.USD,
firstBuyDate: '2019-02-01',
transactionCount: 1
},
{
quantity: new Big('10'),
symbol: 'VTI',
investment: new Big('1443.8'),
currency: Currency.USD,
firstBuyDate: '2019-02-01',
transactionCount: 1
}
]
}
]);
const timelineSpecification: TimelineSpecification[] = [
{
date: '2021-12-29',
grossPerformance: 0,
investment: new Big('4460.95'),
value: 0
},
start: '2019-01-01',
accuracy: 'year'
}
];
const timeline: TimelinePeriod[] =
await portfolioCalculator.calculateTimeline(
timelineSpecification,
'2020-01-01'
);
expect(timeline).toEqual([
{
date: '2021-12-30',
date: '2019-01-01',
grossPerformance: 0,
investment: new Big('4460.95'),
value: 0
investment: new Big('0'),
value: new Big('0')
},
{
date: '2021-12-31',
date: '2020-01-01',
grossPerformance: 0,
investment: new Big('4460.95'),
value: 0
investment: new Big('11553.75'),
value: new Big('11820.95') // 10 * (144.38 + days=334 * 0.08) + 5 * 2021.99
}
]);
});

22
apps/api/src/app/core/portfolio-calculator.ts
Unescape View File

@ -130,10 +130,10 @@ export class PortfolioCalculator {
return result;
}
calculateTimeline(
async calculateTimeline(
timelineSpecification: TimelineSpecification[],
endDate: string
): TimelinePeriod[] {
): Promise<TimelinePeriod[]> {
if (timelineSpecification.length === 0) {
return [];
}
@ -164,16 +164,32 @@ export class PortfolioCalculator {
}
let investment: Big = new Big(0);
const promises = [];
if (j >= 0) {
for (const item of this.transactionPoints[j].items) {
investment = investment.add(item.investment);
promises.push(
this.currentRateService
.getValue({
date: currentDate,
symbol: item.symbol,
currency: item.currency,
userCurrency: this.currency
})
.then((v) => new Big(v).mul(item.quantity))
);
}
}
const value = (await Promise.all(promises)).reduce(
(a, b) => a.add(b),
new Big(0)
);
timelinePeriod.push({
date: format(currentDate, DATE_FORMAT),
grossPerformance: 0,
investment,
value: 0
value
});
}

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