Feature/refactor getAnnualizedPerformancePercent to portfolio calculator (#3226)

* Move getAnnualizedPerformancePercent() to portfolio calculator

apps/api/src/app/portfolio/calculator/portfolio-calculator.ts

@@ -29,7 +29,7 @@ import {
   max,
   subDays
 } from 'date-fns';
-import { isNumber, last, uniq } from 'lodash';
+import { last, uniq } from 'lodash';
 
 export abstract class PortfolioCalculator {
   protected static readonly ENABLE_LOGGING = false;
@@ -80,23 +80,6 @@ export abstract class PortfolioCalculator {
     positions: TimelinePosition[]
   ): CurrentPositions;
 
-  public getAnnualizedPerformancePercent({
-    daysInMarket,
-    netPerformancePercent
-  }: {
-    daysInMarket: number;
-    netPerformancePercent: Big;
-  }): Big {
-    if (isNumber(daysInMarket) && daysInMarket > 0) {
-      const exponent = new Big(365).div(daysInMarket).toNumber();
-      return new Big(
-        Math.pow(netPerformancePercent.plus(1).toNumber(), exponent)
-      ).minus(1);
-    }
-
-    return new Big(0);
-  }
-
   public async getChartData({
     end = new Date(Date.now()),
     start,

apps/api/src/app/portfolio/calculator/twr/portfolio-calculator.spec.ts

@@ -1,12 +1,7 @@
-import {
-  PerformanceCalculationType,
-  PortfolioCalculatorFactory
-} from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator.factory';
+import { PortfolioCalculatorFactory } from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator.factory';
 import { CurrentRateService } from '@ghostfolio/api/app/portfolio/current-rate.service';
 import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service';
 
-import { Big } from 'big.js';
-
 describe('PortfolioCalculator', () => {
   let currentRateService: CurrentRateService;
   let exchangeRateDataService: ExchangeRateDataService;
@@ -28,64 +23,5 @@ describe('PortfolioCalculator', () => {
     );
   });
 
-  describe('annualized performance percentage', () => {
-    it('Get annualized performance', async () => {
-      const portfolioCalculator = factory.createCalculator({
-        activities: [],
-        calculationType: PerformanceCalculationType.TWR,
-        currency: 'CHF'
-      });
-
-      expect(
-        portfolioCalculator
-          .getAnnualizedPerformancePercent({
-            daysInMarket: NaN, // differenceInDays of date-fns returns NaN for the same day
-            netPerformancePercent: new Big(0)
-          })
-          .toNumber()
-      ).toEqual(0);
-
-      expect(
-        portfolioCalculator
-          .getAnnualizedPerformancePercent({
-            daysInMarket: 0,
-            netPerformancePercent: new Big(0)
-          })
-          .toNumber()
-      ).toEqual(0);
-
-      /**
-       * Source: https://www.readyratios.com/reference/analysis/annualized_rate.html
-       */
-      expect(
-        portfolioCalculator
-          .getAnnualizedPerformancePercent({
-            daysInMarket: 65, // < 1 year
-            netPerformancePercent: new Big(0.1025)
-          })
-          .toNumber()
-      ).toBeCloseTo(0.729705);
-
-      expect(
-        portfolioCalculator
-          .getAnnualizedPerformancePercent({
-            daysInMarket: 365, // 1 year
-            netPerformancePercent: new Big(0.05)
-          })
-          .toNumber()
-      ).toBeCloseTo(0.05);
-
-      /**
-       * Source: https://www.investopedia.com/terms/a/annualized-total-return.asp#annualized-return-formula-and-calculation
-       */
-      expect(
-        portfolioCalculator
-          .getAnnualizedPerformancePercent({
-            daysInMarket: 575, // > 1 year
-            netPerformancePercent: new Big(0.2374)
-          })
-          .toNumber()
-      ).toBeCloseTo(0.145);
-    });
-  });
+  test.skip('Skip empty test', () => 1);
 });

apps/api/src/app/portfolio/portfolio.service.spec.ts

@@ -0,0 +1,78 @@
+import { Big } from 'big.js';
+
+import { PortfolioService } from './portfolio.service';
+
+describe('PortfolioService', () => {
+  let portfolioService: PortfolioService;
+
+  beforeAll(async () => {
+    portfolioService = new PortfolioService(
+      null,
+      null,
+      null,
+      null,
+      null,
+      null,
+      null,
+      null,
+      null,
+      null,
+      null
+    );
+  });
+
+  describe('annualized performance percentage', () => {
+    it('Get annualized performance', async () => {
+      expect(
+        portfolioService
+          .getAnnualizedPerformancePercent({
+            daysInMarket: NaN, // differenceInDays of date-fns returns NaN for the same day
+            netPerformancePercent: new Big(0)
+          })
+          .toNumber()
+      ).toEqual(0);
+
+      expect(
+        portfolioService
+          .getAnnualizedPerformancePercent({
+            daysInMarket: 0,
+            netPerformancePercent: new Big(0)
+          })
+          .toNumber()
+      ).toEqual(0);
+
+      /**
+       * Source: https://www.readyratios.com/reference/analysis/annualized_rate.html
+       */
+      expect(
+        portfolioService
+          .getAnnualizedPerformancePercent({
+            daysInMarket: 65, // < 1 year
+            netPerformancePercent: new Big(0.1025)
+          })
+          .toNumber()
+      ).toBeCloseTo(0.729705);
+
+      expect(
+        portfolioService
+          .getAnnualizedPerformancePercent({
+            daysInMarket: 365, // 1 year
+            netPerformancePercent: new Big(0.05)
+          })
+          .toNumber()
+      ).toBeCloseTo(0.05);
+
+      /**
+       * Source: https://www.investopedia.com/terms/a/annualized-total-return.asp#annualized-return-formula-and-calculation
+       */
+      expect(
+        portfolioService
+          .getAnnualizedPerformancePercent({
+            daysInMarket: 575, // > 1 year
+            netPerformancePercent: new Big(0.2374)
+          })
+          .toNumber()
+      ).toBeCloseTo(0.145);
+    });
+  });
+});

apps/api/src/app/portfolio/portfolio.service.ts

@@ -78,7 +78,7 @@ import {
   parseISO,
   set
 } from 'date-fns';
-import { isEmpty, last, uniq, uniqBy } from 'lodash';
+import { isEmpty, isNumber, last, uniq, uniqBy } from 'lodash';
 
 import { PortfolioCalculator } from './calculator/portfolio-calculator';
 import {
@@ -217,6 +217,24 @@ export class PortfolioService {
     };
   }
 
+  public getAnnualizedPerformancePercent({
+    daysInMarket,
+    netPerformancePercent
+  }: {
+    daysInMarket: number;
+    netPerformancePercent: Big;
+  }): Big {
+    if (isNumber(daysInMarket) && daysInMarket > 0) {
+      const exponent = new Big(365).div(daysInMarket).toNumber();
+
+      return new Big(
+        Math.pow(netPerformancePercent.plus(1).toNumber(), exponent)
+      ).minus(1);
+    }
+
+    return new Big(0);
+  }
+
   public async getDividends({
     activities,
     groupBy
@@ -1769,34 +1787,20 @@ export class PortfolioService {
 
     const daysInMarket = differenceInDays(new Date(), firstOrderDate);
 
-    const annualizedPerformancePercent = this.calculatorFactory
-      .createCalculator({
-        activities: [],
-        calculationType: PerformanceCalculationType.TWR,
-        currency: userCurrency
-      })
-      .getAnnualizedPerformancePercent({
+    const annualizedPerformancePercent = this.getAnnualizedPerformancePercent({
+      daysInMarket,
+      netPerformancePercent: new Big(
+        performanceInformation.performance.currentNetPerformancePercent
+      )
+    })?.toNumber();
+
+    const annualizedPerformancePercentWithCurrencyEffect =
+      this.getAnnualizedPerformancePercent({
         daysInMarket,
         netPerformancePercent: new Big(
-          performanceInformation.performance.currentNetPerformancePercent
+          performanceInformation.performance.currentNetPerformancePercentWithCurrencyEffect
         )
-      })
-      ?.toNumber();
-
-    const annualizedPerformancePercentWithCurrencyEffect =
-      this.calculatorFactory
-        .createCalculator({
-          activities: [],
-          calculationType: PerformanceCalculationType.TWR,
-          currency: userCurrency
-        })
-        .getAnnualizedPerformancePercent({
-          daysInMarket,
-          netPerformancePercent: new Big(
-            performanceInformation.performance.currentNetPerformancePercentWithCurrencyEffect
-          )
-        })
-        ?.toNumber();
+      })?.toNumber();
 
     return {
       ...performanceInformation.performance,