Feature/Add exchange rate effects to portfolio calculation (#2834)
* Add exchange rate effects to portfolio calculation * Update changelog --------- Co-authored-by: Thomas Kaul <4159106+dtslvr@users.noreply.github.com>pull/2863/head
gizmodus
5 months ago
committed by
GitHub
parent
a72e98f73c
commit
be801b481e
@ -1,5 +1,9 @@
|
||||
import Big from 'big.js';
|
||||
|
||||
import { PortfolioOrder } from './portfolio-order.interface';
|
||||
|
||||
export interface PortfolioOrderItem extends PortfolioOrder {
|
||||
itemType?: '' | 'start' | 'end';
|
||||
unitPriceInBaseCurrency?: Big;
|
||||
unitPriceInBaseCurrencyWithCurrencyEffect?: Big;
|
||||
}
|
||||
|
||||
@ -0,0 +1,144 @@
|
||||
import { CurrentRateService } from '@ghostfolio/api/app/portfolio/current-rate.service';
|
||||
import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service';
|
||||
import { ExchangeRateDataServiceMock } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service.mock';
|
||||
import { parseDate } from '@ghostfolio/common/helper';
|
||||
import Big from 'big.js';
|
||||
|
||||
import { CurrentRateServiceMock } from './current-rate.service.mock';
|
||||
import { PortfolioCalculator } from './portfolio-calculator';
|
||||
|
||||
jest.mock('@ghostfolio/api/app/portfolio/current-rate.service', () => {
|
||||
return {
|
||||
// eslint-disable-next-line @typescript-eslint/naming-convention
|
||||
CurrentRateService: jest.fn().mockImplementation(() => {
|
||||
return CurrentRateServiceMock;
|
||||
})
|
||||
};
|
||||
});
|
||||
|
||||
jest.mock(
|
||||
'@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service',
|
||||
() => {
|
||||
return {
|
||||
// eslint-disable-next-line @typescript-eslint/naming-convention
|
||||
ExchangeRateDataService: jest.fn().mockImplementation(() => {
|
||||
return ExchangeRateDataServiceMock;
|
||||
})
|
||||
};
|
||||
}
|
||||
);
|
||||
|
||||
describe('PortfolioCalculator', () => {
|
||||
let currentRateService: CurrentRateService;
|
||||
let exchangeRateDataService: ExchangeRateDataService;
|
||||
|
||||
beforeEach(() => {
|
||||
currentRateService = new CurrentRateService(null, null);
|
||||
|
||||
exchangeRateDataService = new ExchangeRateDataService(
|
||||
null,
|
||||
null,
|
||||
null,
|
||||
null
|
||||
);
|
||||
});
|
||||
|
||||
describe('get current positions', () => {
|
||||
it.only('with GOOGL buy', async () => {
|
||||
const portfolioCalculator = new PortfolioCalculator({
|
||||
currentRateService,
|
||||
exchangeRateDataService,
|
||||
currency: 'CHF',
|
||||
orders: [
|
||||
{
|
||||
currency: 'USD',
|
||||
date: '2023-01-03',
|
||||
dataSource: 'YAHOO',
|
||||
fee: new Big(1),
|
||||
name: 'Alphabet Inc.',
|
||||
quantity: new Big(1),
|
||||
symbol: 'GOOGL',
|
||||
type: 'BUY',
|
||||
unitPrice: new Big(89.12)
|
||||
}
|
||||
]
|
||||
});
|
||||
|
||||
portfolioCalculator.computeTransactionPoints();
|
||||
|
||||
const spy = jest
|
||||
.spyOn(Date, 'now')
|
||||
.mockImplementation(() => parseDate('2023-07-10').getTime());
|
||||
|
||||
const currentPositions = await portfolioCalculator.getCurrentPositions(
|
||||
parseDate('2023-01-03')
|
||||
);
|
||||
|
||||
const investments = portfolioCalculator.getInvestments();
|
||||
|
||||
const investmentsByMonth =
|
||||
portfolioCalculator.getInvestmentsByGroup('month');
|
||||
|
||||
spy.mockRestore();
|
||||
|
||||
expect(currentPositions).toEqual({
|
||||
currentValue: new Big('103.10483'),
|
||||
errors: [],
|
||||
grossPerformance: new Big('27.33'),
|
||||
grossPerformancePercentage: new Big('0.3066651705565529623'),
|
||||
grossPerformancePercentageWithCurrencyEffect: new Big(
|
||||
'0.25235044599563974109'
|
||||
),
|
||||
grossPerformanceWithCurrencyEffect: new Big('20.775774'),
|
||||
hasErrors: false,
|
||||
netPerformance: new Big('26.33'),
|
||||
netPerformancePercentage: new Big('0.29544434470377019749'),
|
||||
netPerformancePercentageWithCurrencyEffect: new Big(
|
||||
'0.24112962014285697628'
|
||||
),
|
||||
netPerformanceWithCurrencyEffect: new Big('19.851974'),
|
||||
positions: [
|
||||
{
|
||||
averagePrice: new Big('89.12'),
|
||||
currency: 'USD',
|
||||
dataSource: 'YAHOO',
|
||||
fee: new Big('1'),
|
||||
firstBuyDate: '2023-01-03',
|
||||
grossPerformance: new Big('27.33'),
|
||||
grossPerformancePercentage: new Big('0.3066651705565529623'),
|
||||
grossPerformancePercentageWithCurrencyEffect: new Big(
|
||||
'0.25235044599563974109'
|
||||
),
|
||||
grossPerformanceWithCurrencyEffect: new Big('20.775774'),
|
||||
investment: new Big('89.12'),
|
||||
investmentWithCurrencyEffect: new Big('82.329056'),
|
||||
netPerformance: new Big('26.33'),
|
||||
netPerformancePercentage: new Big('0.29544434470377019749'),
|
||||
netPerformancePercentageWithCurrencyEffect: new Big(
|
||||
'0.24112962014285697628'
|
||||
),
|
||||
netPerformanceWithCurrencyEffect: new Big('19.851974'),
|
||||
marketPrice: 116.45,
|
||||
marketPriceInBaseCurrency: 103.10483,
|
||||
quantity: new Big('1'),
|
||||
symbol: 'GOOGL',
|
||||
tags: undefined,
|
||||
timeWeightedInvestment: new Big('89.12'),
|
||||
timeWeightedInvestmentWithCurrencyEffect: new Big('82.329056'),
|
||||
transactionCount: 1
|
||||
}
|
||||
],
|
||||
totalInvestment: new Big('89.12'),
|
||||
totalInvestmentWithCurrencyEffect: new Big('82.329056')
|
||||
});
|
||||
|
||||
expect(investments).toEqual([
|
||||
{ date: '2023-01-03', investment: new Big('89.12') }
|
||||
]);
|
||||
|
||||
expect(investmentsByMonth).toEqual([
|
||||
{ date: '2023-01-01', investment: new Big('89.12') }
|
||||
]);
|
||||
});
|
||||
});
|
||||
});
|
||||
File diff suppressed because it is too large
Load Diff
@ -0,0 +1,29 @@
|
||||
export const ExchangeRateDataServiceMock = {
|
||||
getExchangeRatesByCurrency: ({
|
||||
currencies,
|
||||
endDate,
|
||||
startDate,
|
||||
targetCurrency
|
||||
}): Promise<any> => {
|
||||
if (targetCurrency === 'CHF') {
|
||||
return Promise.resolve({
|
||||
CHF: {
|
||||
'2015-01-01': 1,
|
||||
'2017-12-31': 1,
|
||||
'2018-01-01': 1,
|
||||
'2023-01-03': 1,
|
||||
'2023-07-10': 1
|
||||
},
|
||||
USD: {
|
||||
'2015-01-01': 0.9941099999999999,
|
||||
'2017-12-31': 0.9787,
|
||||
'2018-01-01': 0.97373,
|
||||
'2023-01-03': 0.9238,
|
||||
'2023-07-10': 0.8854
|
||||
}
|
||||
});
|
||||
}
|
||||
|
||||
return Promise.resolve({});
|
||||
}
|
||||
};
|
||||
Loading…
Reference in new issue