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Feature/add investment value to chart (#2948)

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* Add investment value to chart

* Update changelog
pull/2950/head
Thomas Kaul 11 months ago committed by GitHub
parent faad65b6f3
commit c9237146e2
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14 changed files with 245 additions and 279 deletions
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1
CHANGELOG.md
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@ -15,6 +15,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
### Fixed ### Fixed
- Fixed an issue with the currency conversion in the investment timeline
- Fixed the export in the lazy-loaded activities table on the portfolio activities page (experimental) - Fixed the export in the lazy-loaded activities table on the portfolio activities page (experimental)
## 2.46.0 - 2024-01-28 ## 2.46.0 - 2024-01-28

6
apps/api/src/app/portfolio/interfaces/timeline-specification.interface.ts
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@ -1,6 +0,0 @@
export type Accuracy = 'day' | 'month' | 'year';
export interface TimelineSpecification {
accuracy: Accuracy;
start: string;
}

13
apps/api/src/app/portfolio/portfolio-calculator-baln-buy-and-sell.spec.ts
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@ -68,14 +68,20 @@ describe('PortfolioCalculator', () => {
.spyOn(Date, 'now') .spyOn(Date, 'now')
.mockImplementation(() => parseDate('2021-12-18').getTime()); .mockImplementation(() => parseDate('2021-12-18').getTime());
const chartData = await portfolioCalculator.getChartData({
start: parseDate('2021-11-22')
});
const currentPositions = await portfolioCalculator.getCurrentPositions( const currentPositions = await portfolioCalculator.getCurrentPositions(
parseDate('2021-11-22') parseDate('2021-11-22')
); );
const investments = portfolioCalculator.getInvestments(); const investments = portfolioCalculator.getInvestments();
const investmentsByMonth = const investmentsByMonth = portfolioCalculator.getInvestmentsByGroup({
portfolioCalculator.getInvestmentsByGroup('month'); data: chartData,
groupBy: 'month'
});
spy.mockRestore(); spy.mockRestore();
@ -135,7 +141,8 @@ describe('PortfolioCalculator', () => {
]); ]);
expect(investmentsByMonth).toEqual([ expect(investmentsByMonth).toEqual([
{ date: '2021-11-01', investment: new Big('12.6') } { date: '2021-11-01', investment: 0 },
{ date: '2021-12-01', investment: 0 }
]); ]);
}); });
}); });

13
apps/api/src/app/portfolio/portfolio-calculator-baln-buy.spec.ts
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@ -57,14 +57,20 @@ describe('PortfolioCalculator', () => {
.spyOn(Date, 'now') .spyOn(Date, 'now')
.mockImplementation(() => parseDate('2021-12-18').getTime()); .mockImplementation(() => parseDate('2021-12-18').getTime());
const chartData = await portfolioCalculator.getChartData({
start: parseDate('2021-11-30')
});
const currentPositions = await portfolioCalculator.getCurrentPositions( const currentPositions = await portfolioCalculator.getCurrentPositions(
parseDate('2021-11-30') parseDate('2021-11-30')
); );
const investments = portfolioCalculator.getInvestments(); const investments = portfolioCalculator.getInvestments();
const investmentsByMonth = const investmentsByMonth = portfolioCalculator.getInvestmentsByGroup({
portfolioCalculator.getInvestmentsByGroup('month'); data: chartData,
groupBy: 'month'
});
spy.mockRestore(); spy.mockRestore();
@ -123,7 +129,8 @@ describe('PortfolioCalculator', () => {
]); ]);
expect(investmentsByMonth).toEqual([ expect(investmentsByMonth).toEqual([
{ date: '2021-11-01', investment: new Big('273.2') } { date: '2021-11-01', investment: 273.2 },
{ date: '2021-12-01', investment: 0 }
]); ]);
}); });
}); });

83
apps/api/src/app/portfolio/portfolio-calculator-btcusd-buy-and-sell-partially.spec.ts
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@ -81,14 +81,20 @@ describe('PortfolioCalculator', () => {
.spyOn(Date, 'now') .spyOn(Date, 'now')
.mockImplementation(() => parseDate('2018-01-01').getTime()); .mockImplementation(() => parseDate('2018-01-01').getTime());
const chartData = await portfolioCalculator.getChartData({
start: parseDate('2015-01-01')
});
const currentPositions = await portfolioCalculator.getCurrentPositions( const currentPositions = await portfolioCalculator.getCurrentPositions(
parseDate('2015-01-01') parseDate('2015-01-01')
); );
const investments = portfolioCalculator.getInvestments(); const investments = portfolioCalculator.getInvestments();
const investmentsByMonth = const investmentsByMonth = portfolioCalculator.getInvestmentsByGroup({
portfolioCalculator.getInvestmentsByGroup('month'); data: chartData,
groupBy: 'month'
});
spy.mockRestore(); spy.mockRestore();
@ -155,42 +161,43 @@ describe('PortfolioCalculator', () => {
]); ]);
expect(investmentsByMonth).toEqual([ expect(investmentsByMonth).toEqual([
{ date: '2015-01-01', investment: new Big('640.86') }, { date: '2015-01-01', investment: 637.0853345999999 },
{ date: '2015-02-01', investment: new Big('0') }, { date: '2015-02-01', investment: 0 },
{ date: '2015-03-01', investment: new Big('0') }, { date: '2015-03-01', investment: 0 },
{ date: '2015-04-01', investment: new Big('0') }, { date: '2015-04-01', investment: 0 },
{ date: '2015-05-01', investment: new Big('0') }, { date: '2015-05-01', investment: 0 },
{ date: '2015-06-01', investment: new Big('0') }, { date: '2015-06-01', investment: 0 },
{ date: '2015-07-01', investment: new Big('0') }, { date: '2015-07-01', investment: 0 },
{ date: '2015-08-01', investment: new Big('0') }, { date: '2015-08-01', investment: 0 },
{ date: '2015-09-01', investment: new Big('0') }, { date: '2015-09-01', investment: 0 },
{ date: '2015-10-01', investment: new Big('0') }, { date: '2015-10-01', investment: 0 },
{ date: '2015-11-01', investment: new Big('0') }, { date: '2015-11-01', investment: 0 },
{ date: '2015-12-01', investment: new Big('0') }, { date: '2015-12-01', investment: 0 },
{ date: '2016-01-01', investment: new Big('0') }, { date: '2016-01-01', investment: 0 },
{ date: '2016-02-01', investment: new Big('0') }, { date: '2016-02-01', investment: 0 },
{ date: '2016-03-01', investment: new Big('0') }, { date: '2016-03-01', investment: 0 },
{ date: '2016-04-01', investment: new Big('0') }, { date: '2016-04-01', investment: 0 },
{ date: '2016-05-01', investment: new Big('0') }, { date: '2016-05-01', investment: 0 },
{ date: '2016-06-01', investment: new Big('0') }, { date: '2016-06-01', investment: 0 },
{ date: '2016-07-01', investment: new Big('0') }, { date: '2016-07-01', investment: 0 },
{ date: '2016-08-01', investment: new Big('0') }, { date: '2016-08-01', investment: 0 },
{ date: '2016-09-01', investment: new Big('0') }, { date: '2016-09-01', investment: 0 },
{ date: '2016-10-01', investment: new Big('0') }, { date: '2016-10-01', investment: 0 },
{ date: '2016-11-01', investment: new Big('0') }, { date: '2016-11-01', investment: 0 },
{ date: '2016-12-01', investment: new Big('0') }, { date: '2016-12-01', investment: 0 },
{ date: '2017-01-01', investment: new Big('0') }, { date: '2017-01-01', investment: 0 },
{ date: '2017-02-01', investment: new Big('0') }, { date: '2017-02-01', investment: 0 },
{ date: '2017-03-01', investment: new Big('0') }, { date: '2017-03-01', investment: 0 },
{ date: '2017-04-01', investment: new Big('0') }, { date: '2017-04-01', investment: 0 },
{ date: '2017-05-01', investment: new Big('0') }, { date: '2017-05-01', investment: 0 },
{ date: '2017-06-01', investment: new Big('0') }, { date: '2017-06-01', investment: 0 },
{ date: '2017-07-01', investment: new Big('0') }, { date: '2017-07-01', investment: 0 },
{ date: '2017-08-01', investment: new Big('0') }, { date: '2017-08-01', investment: 0 },
{ date: '2017-09-01', investment: new Big('0') }, { date: '2017-09-01', investment: 0 },
{ date: '2017-10-01', investment: new Big('0') }, { date: '2017-10-01', investment: 0 },
{ date: '2017-11-01', investment: new Big('0') }, { date: '2017-11-01', investment: 0 },
{ date: '2017-12-01', investment: new Big('-14156.4') } { date: '2017-12-01', investment: -318.54266729999995 },
{ date: '2018-01-01', investment: 0 }
]); ]);
}); });
}); });

36
apps/api/src/app/portfolio/portfolio-calculator-googl-buy.spec.ts
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@ -70,14 +70,20 @@ describe('PortfolioCalculator', () => {
.spyOn(Date, 'now') .spyOn(Date, 'now')
.mockImplementation(() => parseDate('2023-07-10').getTime()); .mockImplementation(() => parseDate('2023-07-10').getTime());
const chartData = await portfolioCalculator.getChartData({
start: parseDate('2023-01-03')
});
const currentPositions = await portfolioCalculator.getCurrentPositions( const currentPositions = await portfolioCalculator.getCurrentPositions(
parseDate('2023-01-03') parseDate('2023-01-03')
); );
const investments = portfolioCalculator.getInvestments(); const investments = portfolioCalculator.getInvestments();
const investmentsByMonth = const investmentsByMonth = portfolioCalculator.getInvestmentsByGroup({
portfolioCalculator.getInvestmentsByGroup('month'); data: chartData,
groupBy: 'month'
});
spy.mockRestore(); spy.mockRestore();
@ -137,7 +143,31 @@ describe('PortfolioCalculator', () => {
]); ]);
expect(investmentsByMonth).toEqual([ expect(investmentsByMonth).toEqual([
{ date: '2023-01-01', investment: new Big('89.12') } { date: '2023-01-01', investment: 82.329056 },
{
date: '2023-02-01',
investment: 0
},
{
date: '2023-03-01',
investment: 0
},
{
date: '2023-04-01',
investment: 0
},
{
date: '2023-05-01',
investment: 0
},
{
date: '2023-06-01',
investment: 0
},
{
date: '2023-07-01',
investment: 0
}
]); ]);
}); });
}); });

10
apps/api/src/app/portfolio/portfolio-calculator-no-orders.spec.ts
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@ -45,14 +45,20 @@ describe('PortfolioCalculator', () => {
.spyOn(Date, 'now') .spyOn(Date, 'now')
.mockImplementation(() => parseDate('2021-12-18').getTime()); .mockImplementation(() => parseDate('2021-12-18').getTime());
const chartData = await portfolioCalculator.getChartData({
start: new Date()
});
const currentPositions = await portfolioCalculator.getCurrentPositions( const currentPositions = await portfolioCalculator.getCurrentPositions(
new Date() new Date()
); );
const investments = portfolioCalculator.getInvestments(); const investments = portfolioCalculator.getInvestments();
const investmentsByMonth = const investmentsByMonth = portfolioCalculator.getInvestmentsByGroup({
portfolioCalculator.getInvestmentsByGroup('month'); data: chartData,
groupBy: 'month'
});
spy.mockRestore(); spy.mockRestore();

14
apps/api/src/app/portfolio/portfolio-calculator-novn-buy-and-sell-partially.spec.ts
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@ -68,14 +68,20 @@ describe('PortfolioCalculator', () => {
.spyOn(Date, 'now') .spyOn(Date, 'now')
.mockImplementation(() => parseDate('2022-04-11').getTime()); .mockImplementation(() => parseDate('2022-04-11').getTime());
const chartData = await portfolioCalculator.getChartData({
start: parseDate('2022-03-07')
});
const currentPositions = await portfolioCalculator.getCurrentPositions( const currentPositions = await portfolioCalculator.getCurrentPositions(
parseDate('2022-03-07') parseDate('2022-03-07')
); );
const investments = portfolioCalculator.getInvestments(); const investments = portfolioCalculator.getInvestments();
const investmentsByMonth = const investmentsByMonth = portfolioCalculator.getInvestmentsByGroup({
portfolioCalculator.getInvestmentsByGroup('month'); data: chartData,
groupBy: 'month'
});
spy.mockRestore(); spy.mockRestore();
@ -137,8 +143,8 @@ describe('PortfolioCalculator', () => {
]); ]);
expect(investmentsByMonth).toEqual([ expect(investmentsByMonth).toEqual([
{ date: '2022-03-01', investment: new Big('151.6') }, { date: '2022-03-01', investment: 151.6 },
{ date: '2022-04-01', investment: new Big('-85.73') } { date: '2022-04-01', investment: -75.8 }
]); ]);
}); });
}); });

18
apps/api/src/app/portfolio/portfolio-calculator-novn-buy-and-sell.spec.ts
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@ -68,9 +68,9 @@ describe('PortfolioCalculator', () => {
.spyOn(Date, 'now') .spyOn(Date, 'now')
.mockImplementation(() => parseDate('2022-04-11').getTime()); .mockImplementation(() => parseDate('2022-04-11').getTime());
const chartData = await portfolioCalculator.getChartData( const chartData = await portfolioCalculator.getChartData({
parseDate('2022-03-07') start: parseDate('2022-03-07')
); });
const currentPositions = await portfolioCalculator.getCurrentPositions( const currentPositions = await portfolioCalculator.getCurrentPositions(
parseDate('2022-03-07') parseDate('2022-03-07')
@ -78,13 +78,16 @@ describe('PortfolioCalculator', () => {
const investments = portfolioCalculator.getInvestments(); const investments = portfolioCalculator.getInvestments();
const investmentsByMonth = const investmentsByMonth = portfolioCalculator.getInvestmentsByGroup({
portfolioCalculator.getInvestmentsByGroup('month'); data: chartData,
groupBy: 'month'
});
spy.mockRestore(); spy.mockRestore();
expect(chartData[0]).toEqual({ expect(chartData[0]).toEqual({
date: '2022-03-07', date: '2022-03-07',
investmentValueWithCurrencyEffect: 151.6,
netPerformance: 0, netPerformance: 0,
netPerformanceInPercentage: 0, netPerformanceInPercentage: 0,
netPerformanceInPercentageWithCurrencyEffect: 0, netPerformanceInPercentageWithCurrencyEffect: 0,
@ -97,6 +100,7 @@ describe('PortfolioCalculator', () => {
expect(chartData[chartData.length - 1]).toEqual({ expect(chartData[chartData.length - 1]).toEqual({
date: '2022-04-11', date: '2022-04-11',
investmentValueWithCurrencyEffect: 0,
netPerformance: 19.86, netPerformance: 19.86,
netPerformanceInPercentage: 13.100263852242744, netPerformanceInPercentage: 13.100263852242744,
netPerformanceInPercentageWithCurrencyEffect: 13.100263852242744, netPerformanceInPercentageWithCurrencyEffect: 13.100263852242744,
@ -163,8 +167,8 @@ describe('PortfolioCalculator', () => {
]); ]);
expect(investmentsByMonth).toEqual([ expect(investmentsByMonth).toEqual([
{ date: '2022-03-01', investment: new Big('151.6') }, { date: '2022-03-01', investment: 151.6 },
{ date: '2022-04-01', investment: new Big('-171.46') } { date: '2022-04-01', investment: -151.6 }
]); ]);
}); });
}); });

215
apps/api/src/app/portfolio/portfolio-calculator.ts
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@ -3,6 +3,8 @@ import { IDataGatheringItem } from '@ghostfolio/api/services/interfaces/interfac
import { DATE_FORMAT, parseDate, resetHours } from '@ghostfolio/common/helper'; import { DATE_FORMAT, parseDate, resetHours } from '@ghostfolio/common/helper';
import { import {
DataProviderInfo, DataProviderInfo,
HistoricalDataItem,
InvestmentItem,
ResponseError, ResponseError,
SymbolMetrics, SymbolMetrics,
TimelinePosition TimelinePosition
@ -14,16 +16,11 @@ import Big from 'big.js';
import { import {
addDays, addDays,
addMilliseconds, addMilliseconds,
addMonths,
addYears,
differenceInDays, differenceInDays,
endOfDay, endOfDay,
format, format,
isBefore, isBefore,
isSameDay, isSameDay,
isSameMonth,
isSameYear,
set,
subDays subDays
} from 'date-fns'; } from 'date-fns';
import { cloneDeep, first, isNumber, last, sortBy, uniq } from 'lodash'; import { cloneDeep, first, isNumber, last, sortBy, uniq } from 'lodash';
@ -32,10 +29,6 @@ import { CurrentRateService } from './current-rate.service';
import { CurrentPositions } from './interfaces/current-positions.interface'; import { CurrentPositions } from './interfaces/current-positions.interface';
import { PortfolioOrderItem } from './interfaces/portfolio-calculator.interface'; import { PortfolioOrderItem } from './interfaces/portfolio-calculator.interface';
import { PortfolioOrder } from './interfaces/portfolio-order.interface'; import { PortfolioOrder } from './interfaces/portfolio-order.interface';
import {
Accuracy,
TimelineSpecification
} from './interfaces/timeline-specification.interface';
import { TransactionPointSymbol } from './interfaces/transaction-point-symbol.interface'; import { TransactionPointSymbol } from './interfaces/transaction-point-symbol.interface';
import { TransactionPoint } from './interfaces/transaction-point.interface'; import { TransactionPoint } from './interfaces/transaction-point.interface';
@ -179,7 +172,15 @@ export class PortfolioCalculator {
this.transactionPoints = transactionPoints; this.transactionPoints = transactionPoints;
} }
public async getChartData(start: Date, end = new Date(Date.now()), step = 1) { public async getChartData({
end = new Date(Date.now()),
start,
step = 1
}: {
end?: Date;
start: Date;
step?: number;
}): Promise<HistoricalDataItem[]> {
const symbols: { [symbol: string]: boolean } = {}; const symbols: { [symbol: string]: boolean } = {};
const transactionPointsBeforeEndDate = const transactionPointsBeforeEndDate =
@ -203,13 +204,15 @@ export class PortfolioCalculator {
dates.push(resetHours(end)); dates.push(resetHours(end));
} }
for (const item of transactionPointsBeforeEndDate[firstIndex - 1].items) { if (transactionPointsBeforeEndDate.length > 0) {
dataGatheringItems.push({ for (const item of transactionPointsBeforeEndDate[firstIndex - 1].items) {
dataSource: item.dataSource, dataGatheringItems.push({
symbol: item.symbol dataSource: item.dataSource,
}); symbol: item.symbol
currencies[item.symbol] = item.currency; });
symbols[item.symbol] = true; currencies[item.symbol] = item.currency;
symbols[item.symbol] = true;
}
} }
const { dataProviderInfos, values: marketSymbols } = const { dataProviderInfos, values: marketSymbols } =
@ -248,6 +251,7 @@ export class PortfolioCalculator {
const accumulatedValuesByDate: { const accumulatedValuesByDate: {
[date: string]: { [date: string]: {
investmentValueWithCurrencyEffect: Big;
totalCurrentValue: Big; totalCurrentValue: Big;
totalCurrentValueWithCurrencyEffect: Big; totalCurrentValueWithCurrencyEffect: Big;
totalInvestmentValue: Big; totalInvestmentValue: Big;
@ -263,7 +267,8 @@ export class PortfolioCalculator {
[symbol: string]: { [symbol: string]: {
currentValues: { [date: string]: Big }; currentValues: { [date: string]: Big };
currentValuesWithCurrencyEffect: { [date: string]: Big }; currentValuesWithCurrencyEffect: { [date: string]: Big };
investmentValues: { [date: string]: Big }; investmentValuesAccumulated: { [date: string]: Big };
investmentValuesAccumulatedWithCurrencyEffect: { [date: string]: Big };
investmentValuesWithCurrencyEffect: { [date: string]: Big }; investmentValuesWithCurrencyEffect: { [date: string]: Big };
netPerformanceValues: { [date: string]: Big }; netPerformanceValues: { [date: string]: Big };
netPerformanceValuesWithCurrencyEffect: { [date: string]: Big }; netPerformanceValuesWithCurrencyEffect: { [date: string]: Big };
@ -276,7 +281,8 @@ export class PortfolioCalculator {
const { const {
currentValues, currentValues,
currentValuesWithCurrencyEffect, currentValuesWithCurrencyEffect,
investmentValues, investmentValuesAccumulated,
investmentValuesAccumulatedWithCurrencyEffect,
investmentValuesWithCurrencyEffect, investmentValuesWithCurrencyEffect,
netPerformanceValues, netPerformanceValues,
netPerformanceValuesWithCurrencyEffect, netPerformanceValuesWithCurrencyEffect,
@ -296,7 +302,8 @@ export class PortfolioCalculator {
valuesBySymbol[symbol] = { valuesBySymbol[symbol] = {
currentValues, currentValues,
currentValuesWithCurrencyEffect, currentValuesWithCurrencyEffect,
investmentValues, investmentValuesAccumulated,
investmentValuesAccumulatedWithCurrencyEffect,
investmentValuesWithCurrencyEffect, investmentValuesWithCurrencyEffect,
netPerformanceValues, netPerformanceValues,
netPerformanceValuesWithCurrencyEffect, netPerformanceValuesWithCurrencyEffect,
@ -318,8 +325,13 @@ export class PortfolioCalculator {
symbolValues.currentValuesWithCurrencyEffect?.[dateString] ?? symbolValues.currentValuesWithCurrencyEffect?.[dateString] ??
new Big(0); new Big(0);
const investmentValue = const investmentValueAccumulated =
symbolValues.investmentValues?.[dateString] ?? new Big(0); symbolValues.investmentValuesAccumulated?.[dateString] ?? new Big(0);
const investmentValueAccumulatedWithCurrencyEffect =
symbolValues.investmentValuesAccumulatedWithCurrencyEffect?.[
dateString
] ?? new Big(0);
const investmentValueWithCurrencyEffect = const investmentValueWithCurrencyEffect =
symbolValues.investmentValuesWithCurrencyEffect?.[dateString] ?? symbolValues.investmentValuesWithCurrencyEffect?.[dateString] ??
@ -341,6 +353,10 @@ export class PortfolioCalculator {
] ?? new Big(0); ] ?? new Big(0);
accumulatedValuesByDate[dateString] = { accumulatedValuesByDate[dateString] = {
investmentValueWithCurrencyEffect: (
accumulatedValuesByDate[dateString]
?.investmentValueWithCurrencyEffect ?? new Big(0)
).add(investmentValueWithCurrencyEffect),
totalCurrentValue: ( totalCurrentValue: (
accumulatedValuesByDate[dateString]?.totalCurrentValue ?? new Big(0) accumulatedValuesByDate[dateString]?.totalCurrentValue ?? new Big(0)
).add(currentValue), ).add(currentValue),
@ -351,11 +367,11 @@ export class PortfolioCalculator {
totalInvestmentValue: ( totalInvestmentValue: (
accumulatedValuesByDate[dateString]?.totalInvestmentValue ?? accumulatedValuesByDate[dateString]?.totalInvestmentValue ??
new Big(0) new Big(0)
).add(investmentValue), ).add(investmentValueAccumulated),
totalInvestmentValueWithCurrencyEffect: ( totalInvestmentValueWithCurrencyEffect: (
accumulatedValuesByDate[dateString] accumulatedValuesByDate[dateString]
?.totalInvestmentValueWithCurrencyEffect ?? new Big(0) ?.totalInvestmentValueWithCurrencyEffect ?? new Big(0)
).add(investmentValueWithCurrencyEffect), ).add(investmentValueAccumulatedWithCurrencyEffect),
totalNetPerformanceValue: ( totalNetPerformanceValue: (
accumulatedValuesByDate[dateString]?.totalNetPerformanceValue ?? accumulatedValuesByDate[dateString]?.totalNetPerformanceValue ??
new Big(0) new Big(0)
@ -378,6 +394,7 @@ export class PortfolioCalculator {
return Object.entries(accumulatedValuesByDate).map(([date, values]) => { return Object.entries(accumulatedValuesByDate).map(([date, values]) => {
const { const {
investmentValueWithCurrencyEffect,
totalCurrentValue, totalCurrentValue,
totalCurrentValueWithCurrencyEffect, totalCurrentValueWithCurrencyEffect,
totalInvestmentValue, totalInvestmentValue,
@ -407,6 +424,8 @@ export class PortfolioCalculator {
date, date,
netPerformanceInPercentage, netPerformanceInPercentage,
netPerformanceInPercentageWithCurrencyEffect, netPerformanceInPercentageWithCurrencyEffect,
investmentValueWithCurrencyEffect:
investmentValueWithCurrencyEffect.toNumber(),
netPerformance: totalNetPerformanceValue.toNumber(), netPerformance: totalNetPerformanceValue.toNumber(),
netPerformanceWithCurrencyEffect: netPerformanceWithCurrencyEffect:
totalNetPerformanceValueWithCurrencyEffect.toNumber(), totalNetPerformanceValueWithCurrencyEffect.toNumber(),
@ -671,95 +690,27 @@ export class PortfolioCalculator {
}); });
} }
public getInvestmentsByGroup( public getInvestmentsByGroup({
groupBy: GroupBy data,
): { date: string; investment: Big }[] { groupBy
if (this.orders.length === 0) { }: {
return []; data: HistoricalDataItem[];
} groupBy: GroupBy;
}): InvestmentItem[] {
const investments: { date: string; investment: Big }[] = []; const groupedData: { [dateGroup: string]: Big } = {};
let currentDate: Date;
let investmentByGroup = new Big(0); for (const { date, investmentValueWithCurrencyEffect } of data) {
const dateGroup =
for (const [index, order] of this.orders.entries()) { groupBy === 'month' ? date.substring(0, 7) : date.substring(0, 4);
if ( groupedData[dateGroup] = (groupedData[dateGroup] ?? new Big(0)).plus(
isSameYear(parseDate(order.date), currentDate) && investmentValueWithCurrencyEffect
(groupBy === 'year' || isSameMonth(parseDate(order.date), currentDate))
) {
// Same group: Add up investments
investmentByGroup = investmentByGroup.plus(
order.quantity.mul(order.unitPrice).mul(this.getFactor(order.type))
);
} else {
// New group: Store previous group and reset
if (currentDate) {
investments.push({
date: format(
set(currentDate, {
date: 1,
month: groupBy === 'year' ? 0 : currentDate.getMonth()
}),
DATE_FORMAT
),
investment: investmentByGroup
});
}
currentDate = parseDate(order.date);
investmentByGroup = order.quantity
.mul(order.unitPrice)
.mul(this.getFactor(order.type));
}
if (index === this.orders.length - 1) {
// Store current group (latest order)
investments.push({
date: format(
set(currentDate, {
date: 1,
month: groupBy === 'year' ? 0 : currentDate.getMonth()
}),
DATE_FORMAT
),
investment: investmentByGroup
});
}
}
// Fill in the missing dates with investment = 0
const startDate = parseDate(first(this.orders).date);
const endDate = parseDate(last(this.orders).date);
const allDates: string[] = [];
currentDate = startDate;
while (currentDate <= endDate) {
allDates.push(
format(
set(currentDate, {
date: 1,
month: groupBy === 'year' ? 0 : currentDate.getMonth()
}),
DATE_FORMAT
)
); );
currentDate.setMonth(currentDate.getMonth() + 1);
} }
for (const date of allDates) { return Object.keys(groupedData).map((dateGroup) => ({
const existingInvestment = investments.find((investment) => { date: groupBy === 'month' ? `${dateGroup}-01` : `${dateGroup}-01-01`,
return investment.date === date; investment: groupedData[dateGroup].toNumber()
}); }));
if (!existingInvestment) {
investments.push({ date, investment: new Big(0) });
}
}
return sortBy(investments, ({ date }) => {
return date;
});
} }
private calculateOverallPerformance(positions: TimelinePosition[]) { private calculateOverallPerformance(positions: TimelinePosition[]) {
@ -886,17 +837,6 @@ export class PortfolioCalculator {
return factor; return factor;
} }
private addToDate(date: Date, accuracy: Accuracy): Date {
switch (accuracy) {
case 'day':
return addDays(date, 1);
case 'month':
return addMonths(date, 1);
case 'year':
return addYears(date, 1);
}
}
private getSymbolMetrics({ private getSymbolMetrics({
end, end,
exchangeRates, exchangeRates,
@ -933,7 +873,10 @@ export class PortfolioCalculator {
let initialValueWithCurrencyEffect: Big; let initialValueWithCurrencyEffect: Big;
let investmentAtStartDate: Big; let investmentAtStartDate: Big;
let investmentAtStartDateWithCurrencyEffect: Big; let investmentAtStartDateWithCurrencyEffect: Big;
const investmentValues: { [date: string]: Big } = {}; const investmentValuesAccumulated: { [date: string]: Big } = {};
const investmentValuesAccumulatedWithCurrencyEffect: {
[date: string]: Big;
} = {};
const investmentValuesWithCurrencyEffect: { [date: string]: Big } = {}; const investmentValuesWithCurrencyEffect: { [date: string]: Big } = {};
let lastAveragePrice = new Big(0); let lastAveragePrice = new Big(0);
let lastAveragePriceWithCurrencyEffect = new Big(0); let lastAveragePriceWithCurrencyEffect = new Big(0);
@ -975,7 +918,8 @@ export class PortfolioCalculator {
hasErrors: false, hasErrors: false,
initialValue: new Big(0), initialValue: new Big(0),
initialValueWithCurrencyEffect: new Big(0), initialValueWithCurrencyEffect: new Big(0),
investmentValues: {}, investmentValuesAccumulated: {},
investmentValuesAccumulatedWithCurrencyEffect: {},
investmentValuesWithCurrencyEffect: {}, investmentValuesWithCurrencyEffect: {},
netPerformance: new Big(0), netPerformance: new Big(0),
netPerformancePercentage: new Big(0), netPerformancePercentage: new Big(0),
@ -1014,7 +958,8 @@ export class PortfolioCalculator {
hasErrors: true, hasErrors: true,
initialValue: new Big(0), initialValue: new Big(0),
initialValueWithCurrencyEffect: new Big(0), initialValueWithCurrencyEffect: new Big(0),
investmentValues: {}, investmentValuesAccumulated: {},
investmentValuesAccumulatedWithCurrencyEffect: {},
investmentValuesWithCurrencyEffect: {}, investmentValuesWithCurrencyEffect: {},
netPerformance: new Big(0), netPerformance: new Big(0),
netPerformancePercentage: new Big(0), netPerformancePercentage: new Big(0),
@ -1407,11 +1352,15 @@ export class PortfolioCalculator {
feesWithCurrencyEffect.minus(feesAtStartDateWithCurrencyEffect) feesWithCurrencyEffect.minus(feesAtStartDateWithCurrencyEffect)
); );
investmentValues[order.date] = totalInvestment; investmentValuesAccumulated[order.date] = totalInvestment;
investmentValuesWithCurrencyEffect[order.date] = investmentValuesAccumulatedWithCurrencyEffect[order.date] =
totalInvestmentWithCurrencyEffect; totalInvestmentWithCurrencyEffect;
investmentValuesWithCurrencyEffect[order.date] = (
investmentValuesWithCurrencyEffect[order.date] ?? new Big(0)
).add(transactionInvestmentWithCurrencyEffect);
timeWeightedInvestmentValues[order.date] = timeWeightedInvestmentValues[order.date] =
totalInvestmentDays > 0 totalInvestmentDays > 0
? sumOfTimeWeightedInvestments.div(totalInvestmentDays) ? sumOfTimeWeightedInvestments.div(totalInvestmentDays)
@ -1569,7 +1518,8 @@ export class PortfolioCalculator {
grossPerformancePercentageWithCurrencyEffect, grossPerformancePercentageWithCurrencyEffect,
initialValue, initialValue,
initialValueWithCurrencyEffect, initialValueWithCurrencyEffect,
investmentValues, investmentValuesAccumulated,
investmentValuesAccumulatedWithCurrencyEffect,
investmentValuesWithCurrencyEffect, investmentValuesWithCurrencyEffect,
netPerformancePercentage, netPerformancePercentage,
netPerformancePercentageWithCurrencyEffect, netPerformancePercentageWithCurrencyEffect,
@ -1591,15 +1541,4 @@ export class PortfolioCalculator {
timeWeightedAverageInvestmentBetweenStartAndEndDateWithCurrencyEffect timeWeightedAverageInvestmentBetweenStartAndEndDateWithCurrencyEffect
}; };
} }
private isNextItemActive(
timelineSpecification: TimelineSpecification[],
currentDate: Date,
i: number
) {
return (
i + 1 < timelineSpecification.length &&
!isBefore(currentDate, parseDate(timelineSpecification[i + 1].start))
);
}
} }

107
apps/api/src/app/portfolio/portfolio.service.ts
Unescape View File

@ -79,7 +79,7 @@ import {
subDays, subDays,
subYears subYears
} from 'date-fns'; } from 'date-fns';
import { isEmpty, last, sortBy, uniq, uniqBy } from 'lodash'; import { isEmpty, last, uniq, uniqBy } from 'lodash';
import { import {
HistoricalDataContainer, HistoricalDataContainer,
@ -293,77 +293,32 @@ export class PortfolioService {
portfolioCalculator.setTransactionPoints(transactionPoints); portfolioCalculator.setTransactionPoints(transactionPoints);
const { items } = await this.getChart({
dateRange,
impersonationId,
portfolioOrders,
transactionPoints,
userId,
userCurrency: this.request.user.Settings.settings.baseCurrency,
withDataDecimation: false
});
let investments: InvestmentItem[]; let investments: InvestmentItem[];
if (groupBy) { if (groupBy) {
investments = portfolioCalculator investments = portfolioCalculator.getInvestmentsByGroup({
.getInvestmentsByGroup(groupBy) groupBy,
.map((item) => { data: items
return {
date: item.date,
investment: item.investment.toNumber()
};
});
// Add investment of current group
const dateOfCurrentGroup = format(
set(new Date(), {
date: 1,
month: groupBy === 'year' ? 0 : new Date().getMonth()
}),
DATE_FORMAT
);
const investmentOfCurrentGroup = investments.filter(({ date }) => {
return date === dateOfCurrentGroup;
}); });
if (investmentOfCurrentGroup.length <= 0) {
investments.push({
date: dateOfCurrentGroup,
investment: 0
});
}
} else { } else {
investments = portfolioCalculator investments = items.map(({ date, investmentValueWithCurrencyEffect }) => {
.getInvestments() return {
.map(({ date, investment }) => { date,
return { investment: investmentValueWithCurrencyEffect
date, };
investment: investment.toNumber()
};
});
// Add investment of today
const investmentOfToday = investments.filter(({ date }) => {
return date === format(new Date(), DATE_FORMAT);
}); });
if (investmentOfToday.length <= 0) {
const pastInvestments = investments.filter(({ date }) => {
return isBefore(parseDate(date), new Date());
});
const lastInvestment = pastInvestments[pastInvestments.length - 1];
investments.push({
date: format(new Date(), DATE_FORMAT),
investment: lastInvestment?.investment ?? 0
});
}
} }
investments = sortBy(investments, ({ date }) => {
return date;
});
const startDate = this.getStartDate(
dateRange,
parseDate(investments[0]?.date)
);
investments = investments.filter(({ date }) => {
return !isBefore(parseDate(date), startDate);
});
let streaks: PortfolioInvestments['streaks']; let streaks: PortfolioInvestments['streaks'];
if (savingsRate) { if (savingsRate) {
@ -1448,7 +1403,8 @@ export class PortfolioService {
portfolioOrders, portfolioOrders,
transactionPoints, transactionPoints,
userCurrency, userCurrency,
userId userId,
withDataDecimation = true
}: { }: {
dateRange?: DateRange; dateRange?: DateRange;
impersonationId: string; impersonationId: string;
@ -1456,6 +1412,7 @@ export class PortfolioService {
transactionPoints: TransactionPoint[]; transactionPoints: TransactionPoint[];
userCurrency: string; userCurrency: string;
userId: string; userId: string;
withDataDecimation?: boolean;
}): Promise<HistoricalDataContainer> { }): Promise<HistoricalDataContainer> {
if (transactionPoints.length === 0) { if (transactionPoints.length === 0) {
return { return {
@ -1481,16 +1438,18 @@ export class PortfolioService {
const portfolioStart = parseDate(transactionPoints[0].date); const portfolioStart = parseDate(transactionPoints[0].date);
const startDate = this.getStartDate(dateRange, portfolioStart); const startDate = this.getStartDate(dateRange, portfolioStart);
const daysInMarket = differenceInDays(new Date(), startDate); let step = 1;
const step = Math.round(
daysInMarket / Math.min(daysInMarket, MAX_CHART_ITEMS)
);
const items = await portfolioCalculator.getChartData( if (withDataDecimation) {
startDate, const daysInMarket = differenceInDays(new Date(), startDate);
endDate, step = Math.round(daysInMarket / Math.min(daysInMarket, MAX_CHART_ITEMS));
step }
);
const items = await portfolioCalculator.getChartData({
step,
end: endDate,
start: startDate
});
return { return {
items, items,

1
libs/common/src/lib/interfaces/historical-data-item.interface.ts
Unescape View File

@ -2,6 +2,7 @@ export interface HistoricalDataItem {
averagePrice?: number; averagePrice?: number;
date: string; date: string;
grossPerformancePercent?: number; grossPerformancePercent?: number;
investmentValueWithCurrencyEffect?: number;
marketPrice?: number; marketPrice?: number;
netPerformance?: number; netPerformance?: number;
netPerformanceInPercentage?: number; netPerformanceInPercentage?: number;

2
libs/common/src/lib/interfaces/index.ts
Unescape View File

@ -19,6 +19,7 @@ import type { FilterGroup } from './filter-group.interface';
import type { Filter } from './filter.interface'; import type { Filter } from './filter.interface';
import type { HistoricalDataItem } from './historical-data-item.interface'; import type { HistoricalDataItem } from './historical-data-item.interface';
import type { InfoItem } from './info-item.interface'; import type { InfoItem } from './info-item.interface';
import type { InvestmentItem } from './investment-item.interface';
import type { LineChartItem } from './line-chart-item.interface'; import type { LineChartItem } from './line-chart-item.interface';
import type { PortfolioChart } from './portfolio-chart.interface'; import type { PortfolioChart } from './portfolio-chart.interface';
import type { PortfolioDetails } from './portfolio-details.interface'; import type { PortfolioDetails } from './portfolio-details.interface';
@ -74,6 +75,7 @@ export {
HistoricalDataItem, HistoricalDataItem,
ImportResponse, ImportResponse,
InfoItem, InfoItem,
InvestmentItem,
LineChartItem, LineChartItem,
OAuthResponse, OAuthResponse,
PortfolioChart, PortfolioChart,

5
libs/common/src/lib/interfaces/symbol-metrics.interface.ts
Unescape View File

@ -14,7 +14,10 @@ export interface SymbolMetrics {
hasErrors: boolean; hasErrors: boolean;
initialValue: Big; initialValue: Big;
initialValueWithCurrencyEffect: Big; initialValueWithCurrencyEffect: Big;
investmentValues: { investmentValuesAccumulated: {
[date: string]: Big;
};
investmentValuesAccumulatedWithCurrencyEffect: {
[date: string]: Big; [date: string]: Big;
}; };
investmentValuesWithCurrencyEffect: { investmentValuesWithCurrencyEffect: {

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