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203 lines
6.8 KiB
203 lines
6.8 KiB
import { Activity } from '@ghostfolio/api/app/order/interfaces/activities.interface';
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import {
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activityDummyData,
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symbolProfileDummyData,
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userDummyData
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} from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator-test-utils';
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import {
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PerformanceCalculationType,
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PortfolioCalculatorFactory
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} from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator.factory';
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import { CurrentRateService } from '@ghostfolio/api/app/portfolio/current-rate.service';
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import { CurrentRateServiceMock } from '@ghostfolio/api/app/portfolio/current-rate.service.mock';
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import { RedisCacheService } from '@ghostfolio/api/app/redis-cache/redis-cache.service';
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import { RedisCacheServiceMock } from '@ghostfolio/api/app/redis-cache/redis-cache.service.mock';
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import { ConfigurationService } from '@ghostfolio/api/services/configuration/configuration.service';
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import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service';
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import { parseDate } from '@ghostfolio/common/helper';
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import { Big } from 'big.js';
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jest.mock('@ghostfolio/api/app/portfolio/current-rate.service', () => {
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return {
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// eslint-disable-next-line @typescript-eslint/naming-convention
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CurrentRateService: jest.fn().mockImplementation(() => {
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return CurrentRateServiceMock;
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})
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};
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});
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jest.mock('@ghostfolio/api/app/redis-cache/redis-cache.service', () => {
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return {
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// eslint-disable-next-line @typescript-eslint/naming-convention
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RedisCacheService: jest.fn().mockImplementation(() => {
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return RedisCacheServiceMock;
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})
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};
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});
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describe('PortfolioCalculator', () => {
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let configurationService: ConfigurationService;
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let currentRateService: CurrentRateService;
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let exchangeRateDataService: ExchangeRateDataService;
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let factory: PortfolioCalculatorFactory;
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let redisCacheService: RedisCacheService;
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beforeEach(() => {
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configurationService = new ConfigurationService();
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currentRateService = new CurrentRateService(null, null, null, null);
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exchangeRateDataService = new ExchangeRateDataService(
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null,
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null,
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null,
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null
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);
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redisCacheService = new RedisCacheService(null, null);
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factory = new PortfolioCalculatorFactory(
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configurationService,
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currentRateService,
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exchangeRateDataService,
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redisCacheService
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);
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});
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describe('get current positions', () => {
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it.only('with NOVN.SW buy and sell partially', async () => {
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const spy = jest
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.spyOn(Date, 'now')
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.mockImplementation(() => parseDate('2022-04-11').getTime());
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const activities: Activity[] = [
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{
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...activityDummyData,
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date: new Date('2022-03-07'),
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fee: 1.3,
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quantity: 2,
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SymbolProfile: {
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...symbolProfileDummyData,
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currency: 'CHF',
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dataSource: 'YAHOO',
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name: 'Novartis AG',
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symbol: 'NOVN.SW'
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},
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type: 'BUY',
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unitPrice: 75.8
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},
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{
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...activityDummyData,
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date: new Date('2022-04-08'),
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fee: 2.95,
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quantity: 1,
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SymbolProfile: {
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...symbolProfileDummyData,
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currency: 'CHF',
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dataSource: 'YAHOO',
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name: 'Novartis AG',
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symbol: 'NOVN.SW'
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},
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type: 'SELL',
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unitPrice: 85.73
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}
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];
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const portfolioCalculator = factory.createCalculator({
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activities,
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calculationType: PerformanceCalculationType.TWR,
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currency: 'CHF',
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userId: userDummyData.id
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});
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const chartData = await portfolioCalculator.getChartData({
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start: parseDate('2022-03-07')
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});
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const portfolioSnapshot = await portfolioCalculator.computeSnapshot(
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parseDate('2022-03-07')
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);
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const investments = portfolioCalculator.getInvestments();
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const investmentsByMonth = portfolioCalculator.getInvestmentsByGroup({
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data: chartData,
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groupBy: 'month'
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});
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spy.mockRestore();
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expect(portfolioSnapshot).toEqual({
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currentValueInBaseCurrency: new Big('87.8'),
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errors: [],
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grossPerformance: new Big('21.93'),
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grossPerformancePercentage: new Big('0.15113417083448194384'),
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grossPerformancePercentageWithCurrencyEffect: new Big(
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'0.15113417083448194384'
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),
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grossPerformanceWithCurrencyEffect: new Big('21.93'),
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hasErrors: false,
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netPerformance: new Big('17.68'),
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netPerformancePercentage: new Big('0.12184460284330327256'),
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netPerformancePercentageWithCurrencyEffect: new Big(
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'0.12184460284330327256'
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),
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netPerformanceWithCurrencyEffect: new Big('17.68'),
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positions: [
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{
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averagePrice: new Big('75.80'),
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currency: 'CHF',
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dataSource: 'YAHOO',
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dividend: new Big('0'),
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dividendInBaseCurrency: new Big('0'),
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fee: new Big('4.25'),
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firstBuyDate: '2022-03-07',
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grossPerformance: new Big('21.93'),
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grossPerformancePercentage: new Big('0.15113417083448194384'),
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grossPerformancePercentageWithCurrencyEffect: new Big(
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'0.15113417083448194384'
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),
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grossPerformanceWithCurrencyEffect: new Big('21.93'),
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investment: new Big('75.80'),
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investmentWithCurrencyEffect: new Big('75.80'),
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netPerformance: new Big('17.68'),
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netPerformancePercentage: new Big('0.12184460284330327256'),
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netPerformancePercentageWithCurrencyEffect: new Big(
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'0.12184460284330327256'
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),
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netPerformanceWithCurrencyEffect: new Big('17.68'),
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marketPrice: 87.8,
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marketPriceInBaseCurrency: 87.8,
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quantity: new Big('1'),
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symbol: 'NOVN.SW',
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tags: [],
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timeWeightedInvestment: new Big('145.10285714285714285714'),
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timeWeightedInvestmentWithCurrencyEffect: new Big(
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'145.10285714285714285714'
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),
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transactionCount: 2,
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valueInBaseCurrency: new Big('87.8')
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}
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],
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totalFeesWithCurrencyEffect: new Big('4.25'),
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totalInterestWithCurrencyEffect: new Big('0'),
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totalInvestment: new Big('75.80'),
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totalInvestmentWithCurrencyEffect: new Big('75.80'),
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totalLiabilitiesWithCurrencyEffect: new Big('0'),
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totalValuablesWithCurrencyEffect: new Big('0')
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});
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expect(investments).toEqual([
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{ date: '2022-03-07', investment: new Big('151.6') },
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{ date: '2022-04-08', investment: new Big('75.8') }
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]);
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expect(investmentsByMonth).toEqual([
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{ date: '2022-03-01', investment: 151.6 },
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{ date: '2022-04-01', investment: -75.8 }
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]);
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});
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});
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});
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