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@ -3,6 +3,8 @@ import { IDataGatheringItem } from '@ghostfolio/api/services/interfaces/interfac
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import { DATE_FORMAT, parseDate, resetHours } from '@ghostfolio/common/helper';
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import {
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DataProviderInfo,
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HistoricalDataItem,
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InvestmentItem,
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ResponseError,
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SymbolMetrics,
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TimelinePosition
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@ -14,16 +16,11 @@ import Big from 'big.js';
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import {
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addDays,
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addMilliseconds,
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addMonths,
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addYears,
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differenceInDays,
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endOfDay,
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format,
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isBefore,
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isSameDay,
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isSameMonth,
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isSameYear,
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set,
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subDays
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} from 'date-fns';
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import { cloneDeep, first, isNumber, last, sortBy, uniq } from 'lodash';
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@ -32,10 +29,6 @@ import { CurrentRateService } from './current-rate.service';
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import { CurrentPositions } from './interfaces/current-positions.interface';
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import { PortfolioOrderItem } from './interfaces/portfolio-calculator.interface';
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import { PortfolioOrder } from './interfaces/portfolio-order.interface';
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import {
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Accuracy,
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TimelineSpecification
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} from './interfaces/timeline-specification.interface';
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import { TransactionPointSymbol } from './interfaces/transaction-point-symbol.interface';
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import { TransactionPoint } from './interfaces/transaction-point.interface';
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@ -179,7 +172,15 @@ export class PortfolioCalculator {
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this.transactionPoints = transactionPoints;
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}
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public async getChartData(start: Date, end = new Date(Date.now()), step = 1) {
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public async getChartData({
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end = new Date(Date.now()),
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start,
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step = 1
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}: {
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end?: Date;
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start: Date;
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step?: number;
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}): Promise<HistoricalDataItem[]> {
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const symbols: { [symbol: string]: boolean } = {};
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const transactionPointsBeforeEndDate =
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@ -203,13 +204,15 @@ export class PortfolioCalculator {
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dates.push(resetHours(end));
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}
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for (const item of transactionPointsBeforeEndDate[firstIndex - 1].items) {
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dataGatheringItems.push({
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dataSource: item.dataSource,
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symbol: item.symbol
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});
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currencies[item.symbol] = item.currency;
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symbols[item.symbol] = true;
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if (transactionPointsBeforeEndDate.length > 0) {
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for (const item of transactionPointsBeforeEndDate[firstIndex - 1].items) {
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dataGatheringItems.push({
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dataSource: item.dataSource,
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symbol: item.symbol
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});
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currencies[item.symbol] = item.currency;
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symbols[item.symbol] = true;
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}
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}
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const { dataProviderInfos, values: marketSymbols } =
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@ -248,6 +251,7 @@ export class PortfolioCalculator {
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const accumulatedValuesByDate: {
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[date: string]: {
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investmentValueWithCurrencyEffect: Big;
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totalCurrentValue: Big;
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totalCurrentValueWithCurrencyEffect: Big;
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totalInvestmentValue: Big;
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@ -263,7 +267,8 @@ export class PortfolioCalculator {
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[symbol: string]: {
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currentValues: { [date: string]: Big };
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currentValuesWithCurrencyEffect: { [date: string]: Big };
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investmentValues: { [date: string]: Big };
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investmentValuesAccumulated: { [date: string]: Big };
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investmentValuesAccumulatedWithCurrencyEffect: { [date: string]: Big };
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investmentValuesWithCurrencyEffect: { [date: string]: Big };
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netPerformanceValues: { [date: string]: Big };
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netPerformanceValuesWithCurrencyEffect: { [date: string]: Big };
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@ -276,7 +281,8 @@ export class PortfolioCalculator {
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const {
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currentValues,
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currentValuesWithCurrencyEffect,
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investmentValues,
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investmentValuesAccumulated,
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investmentValuesAccumulatedWithCurrencyEffect,
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investmentValuesWithCurrencyEffect,
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netPerformanceValues,
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netPerformanceValuesWithCurrencyEffect,
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@ -296,7 +302,8 @@ export class PortfolioCalculator {
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valuesBySymbol[symbol] = {
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currentValues,
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currentValuesWithCurrencyEffect,
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investmentValues,
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investmentValuesAccumulated,
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investmentValuesAccumulatedWithCurrencyEffect,
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investmentValuesWithCurrencyEffect,
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netPerformanceValues,
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netPerformanceValuesWithCurrencyEffect,
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@ -318,8 +325,13 @@ export class PortfolioCalculator {
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symbolValues.currentValuesWithCurrencyEffect?.[dateString] ??
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new Big(0);
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const investmentValue =
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symbolValues.investmentValues?.[dateString] ?? new Big(0);
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const investmentValueAccumulated =
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symbolValues.investmentValuesAccumulated?.[dateString] ?? new Big(0);
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const investmentValueAccumulatedWithCurrencyEffect =
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symbolValues.investmentValuesAccumulatedWithCurrencyEffect?.[
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dateString
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] ?? new Big(0);
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const investmentValueWithCurrencyEffect =
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symbolValues.investmentValuesWithCurrencyEffect?.[dateString] ??
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@ -341,6 +353,10 @@ export class PortfolioCalculator {
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] ?? new Big(0);
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accumulatedValuesByDate[dateString] = {
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investmentValueWithCurrencyEffect: (
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accumulatedValuesByDate[dateString]
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?.investmentValueWithCurrencyEffect ?? new Big(0)
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).add(investmentValueWithCurrencyEffect),
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totalCurrentValue: (
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accumulatedValuesByDate[dateString]?.totalCurrentValue ?? new Big(0)
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).add(currentValue),
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@ -351,11 +367,11 @@ export class PortfolioCalculator {
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totalInvestmentValue: (
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accumulatedValuesByDate[dateString]?.totalInvestmentValue ??
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new Big(0)
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).add(investmentValue),
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).add(investmentValueAccumulated),
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totalInvestmentValueWithCurrencyEffect: (
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accumulatedValuesByDate[dateString]
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?.totalInvestmentValueWithCurrencyEffect ?? new Big(0)
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).add(investmentValueWithCurrencyEffect),
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).add(investmentValueAccumulatedWithCurrencyEffect),
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totalNetPerformanceValue: (
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accumulatedValuesByDate[dateString]?.totalNetPerformanceValue ??
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new Big(0)
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@ -378,6 +394,7 @@ export class PortfolioCalculator {
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return Object.entries(accumulatedValuesByDate).map(([date, values]) => {
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const {
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investmentValueWithCurrencyEffect,
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totalCurrentValue,
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totalCurrentValueWithCurrencyEffect,
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totalInvestmentValue,
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@ -407,6 +424,8 @@ export class PortfolioCalculator {
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date,
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netPerformanceInPercentage,
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netPerformanceInPercentageWithCurrencyEffect,
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investmentValueWithCurrencyEffect:
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investmentValueWithCurrencyEffect.toNumber(),
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netPerformance: totalNetPerformanceValue.toNumber(),
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netPerformanceWithCurrencyEffect:
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totalNetPerformanceValueWithCurrencyEffect.toNumber(),
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@ -671,95 +690,27 @@ export class PortfolioCalculator {
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});
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}
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public getInvestmentsByGroup(
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groupBy: GroupBy
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): { date: string; investment: Big }[] {
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if (this.orders.length === 0) {
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return [];
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}
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const investments: { date: string; investment: Big }[] = [];
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let currentDate: Date;
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let investmentByGroup = new Big(0);
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for (const [index, order] of this.orders.entries()) {
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if (
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isSameYear(parseDate(order.date), currentDate) &&
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(groupBy === 'year' || isSameMonth(parseDate(order.date), currentDate))
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) {
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// Same group: Add up investments
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investmentByGroup = investmentByGroup.plus(
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order.quantity.mul(order.unitPrice).mul(this.getFactor(order.type))
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);
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} else {
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// New group: Store previous group and reset
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if (currentDate) {
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investments.push({
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date: format(
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set(currentDate, {
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date: 1,
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month: groupBy === 'year' ? 0 : currentDate.getMonth()
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}),
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DATE_FORMAT
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),
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investment: investmentByGroup
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});
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}
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currentDate = parseDate(order.date);
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investmentByGroup = order.quantity
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.mul(order.unitPrice)
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.mul(this.getFactor(order.type));
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}
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if (index === this.orders.length - 1) {
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// Store current group (latest order)
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investments.push({
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date: format(
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set(currentDate, {
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date: 1,
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month: groupBy === 'year' ? 0 : currentDate.getMonth()
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}),
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DATE_FORMAT
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),
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investment: investmentByGroup
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});
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}
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}
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// Fill in the missing dates with investment = 0
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const startDate = parseDate(first(this.orders).date);
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const endDate = parseDate(last(this.orders).date);
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const allDates: string[] = [];
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currentDate = startDate;
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while (currentDate <= endDate) {
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allDates.push(
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format(
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set(currentDate, {
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date: 1,
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month: groupBy === 'year' ? 0 : currentDate.getMonth()
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}),
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DATE_FORMAT
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)
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public getInvestmentsByGroup({
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data,
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groupBy
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}: {
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data: HistoricalDataItem[];
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groupBy: GroupBy;
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}): InvestmentItem[] {
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const groupedData: { [dateGroup: string]: Big } = {};
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for (const { date, investmentValueWithCurrencyEffect } of data) {
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const dateGroup =
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groupBy === 'month' ? date.substring(0, 7) : date.substring(0, 4);
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groupedData[dateGroup] = (groupedData[dateGroup] ?? new Big(0)).plus(
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investmentValueWithCurrencyEffect
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);
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currentDate.setMonth(currentDate.getMonth() + 1);
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}
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for (const date of allDates) {
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const existingInvestment = investments.find((investment) => {
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return investment.date === date;
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});
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if (!existingInvestment) {
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investments.push({ date, investment: new Big(0) });
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}
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}
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return sortBy(investments, ({ date }) => {
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return date;
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});
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return Object.keys(groupedData).map((dateGroup) => ({
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date: groupBy === 'month' ? `${dateGroup}-01` : `${dateGroup}-01-01`,
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investment: groupedData[dateGroup].toNumber()
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}));
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}
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private calculateOverallPerformance(positions: TimelinePosition[]) {
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@ -886,17 +837,6 @@ export class PortfolioCalculator {
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return factor;
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}
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private addToDate(date: Date, accuracy: Accuracy): Date {
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switch (accuracy) {
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case 'day':
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return addDays(date, 1);
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case 'month':
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return addMonths(date, 1);
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case 'year':
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return addYears(date, 1);
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}
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}
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private getSymbolMetrics({
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end,
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exchangeRates,
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@ -933,7 +873,10 @@ export class PortfolioCalculator {
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let initialValueWithCurrencyEffect: Big;
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let investmentAtStartDate: Big;
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let investmentAtStartDateWithCurrencyEffect: Big;
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const investmentValues: { [date: string]: Big } = {};
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const investmentValuesAccumulated: { [date: string]: Big } = {};
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const investmentValuesAccumulatedWithCurrencyEffect: {
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[date: string]: Big;
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} = {};
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const investmentValuesWithCurrencyEffect: { [date: string]: Big } = {};
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let lastAveragePrice = new Big(0);
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let lastAveragePriceWithCurrencyEffect = new Big(0);
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@ -975,7 +918,8 @@ export class PortfolioCalculator {
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hasErrors: false,
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initialValue: new Big(0),
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initialValueWithCurrencyEffect: new Big(0),
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investmentValues: {},
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investmentValuesAccumulated: {},
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investmentValuesAccumulatedWithCurrencyEffect: {},
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investmentValuesWithCurrencyEffect: {},
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netPerformance: new Big(0),
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netPerformancePercentage: new Big(0),
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@ -1014,7 +958,8 @@ export class PortfolioCalculator {
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hasErrors: true,
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initialValue: new Big(0),
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initialValueWithCurrencyEffect: new Big(0),
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investmentValues: {},
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investmentValuesAccumulated: {},
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investmentValuesAccumulatedWithCurrencyEffect: {},
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investmentValuesWithCurrencyEffect: {},
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netPerformance: new Big(0),
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netPerformancePercentage: new Big(0),
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@ -1407,11 +1352,15 @@ export class PortfolioCalculator {
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feesWithCurrencyEffect.minus(feesAtStartDateWithCurrencyEffect)
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);
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investmentValues[order.date] = totalInvestment;
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investmentValuesAccumulated[order.date] = totalInvestment;
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investmentValuesWithCurrencyEffect[order.date] =
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investmentValuesAccumulatedWithCurrencyEffect[order.date] =
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totalInvestmentWithCurrencyEffect;
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investmentValuesWithCurrencyEffect[order.date] = (
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investmentValuesWithCurrencyEffect[order.date] ?? new Big(0)
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).add(transactionInvestmentWithCurrencyEffect);
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timeWeightedInvestmentValues[order.date] =
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totalInvestmentDays > 0
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? sumOfTimeWeightedInvestments.div(totalInvestmentDays)
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@ -1569,7 +1518,8 @@ export class PortfolioCalculator {
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grossPerformancePercentageWithCurrencyEffect,
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initialValue,
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initialValueWithCurrencyEffect,
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investmentValues,
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investmentValuesAccumulated,
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investmentValuesAccumulatedWithCurrencyEffect,
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investmentValuesWithCurrencyEffect,
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netPerformancePercentage,
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netPerformancePercentageWithCurrencyEffect,
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@ -1591,15 +1541,4 @@ export class PortfolioCalculator {
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timeWeightedAverageInvestmentBetweenStartAndEndDateWithCurrencyEffect
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};
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}
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private isNextItemActive(
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timelineSpecification: TimelineSpecification[],
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currentDate: Date,
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i: number
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) {
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return (
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i + 1 < timelineSpecification.length &&
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!isBefore(currentDate, parseDate(timelineSpecification[i + 1].start))
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);
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}
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}
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Thomas Kaul
4 months ago
committed by
GitHub