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559 lines
16 KiB
559 lines
16 KiB
import { Test } from '@nestjs/testing';
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import { Currency, Role, Type } from '@prisma/client';
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import { baseCurrency } from 'libs/helper/src';
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import { getYesterday } from 'libs/helper/src';
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import { getUtc } from 'libs/helper/src';
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import { DataProviderService } from '../services/data-provider.service';
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import { AlphaVantageService } from '../services/data-provider/alpha-vantage/alpha-vantage.service';
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import { RakutenRapidApiService } from '../services/data-provider/rakuten-rapid-api/rakuten-rapid-api.service';
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import { YahooFinanceService } from '../services/data-provider/yahoo-finance/yahoo-finance.service';
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import { ExchangeRateDataService } from '../services/exchange-rate-data.service';
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import { PrismaService } from '../services/prisma.service';
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import { RulesService } from '../services/rules.service';
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import { Portfolio } from './portfolio';
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describe('Portfolio', () => {
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let alphaVantageService: AlphaVantageService;
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let dataProviderService: DataProviderService;
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let exchangeRateDataService: ExchangeRateDataService;
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let portfolio: Portfolio;
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let prismaService: PrismaService;
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let rakutenRapidApiService: RakutenRapidApiService;
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let rulesService: RulesService;
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let yahooFinanceService: YahooFinanceService;
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beforeAll(async () => {
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const app = await Test.createTestingModule({
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imports: [],
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providers: [
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AlphaVantageService,
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DataProviderService,
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ExchangeRateDataService,
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PrismaService,
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RakutenRapidApiService,
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RulesService,
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YahooFinanceService
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]
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}).compile();
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alphaVantageService = app.get<AlphaVantageService>(AlphaVantageService);
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dataProviderService = app.get<DataProviderService>(DataProviderService);
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exchangeRateDataService = app.get<ExchangeRateDataService>(
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ExchangeRateDataService
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);
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prismaService = app.get<PrismaService>(PrismaService);
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rakutenRapidApiService = app.get<RakutenRapidApiService>(
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RakutenRapidApiService
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);
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rulesService = app.get<RulesService>(RulesService);
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yahooFinanceService = app.get<YahooFinanceService>(YahooFinanceService);
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await exchangeRateDataService.initialize();
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portfolio = new Portfolio(
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dataProviderService,
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exchangeRateDataService,
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rulesService
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);
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portfolio.setUser({
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accessToken: null,
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alias: 'Test',
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createdAt: new Date(),
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id: '',
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provider: null,
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role: Role.USER,
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Settings: {
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currency: Currency.CHF,
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updatedAt: new Date(),
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userId: ''
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},
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thirdPartyId: null,
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updatedAt: new Date()
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});
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});
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describe('works with no orders', () => {
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it('should return []', () => {
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expect(portfolio.get(new Date())).toEqual([]);
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expect(portfolio.getFees()).toEqual(0);
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expect(portfolio.getPositions(new Date())).toEqual({});
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});
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it('should return empty details', async () => {
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const details = await portfolio.getDetails('1d');
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expect(details).toEqual({});
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});
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it('should return empty details', async () => {
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const details = await portfolio.getDetails('max');
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expect(details).toEqual({});
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});
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it('should return zero performance for 1d', async () => {
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const performance = await portfolio.getPerformance('1d');
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expect(performance).toEqual({
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currentGrossPerformance: 0,
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currentGrossPerformancePercent: 0,
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currentNetPerformance: 0,
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currentNetPerformancePercent: 0,
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currentValue: 0
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});
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});
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it('should return zero performance for max', async () => {
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const performance = await portfolio.getPerformance('max');
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expect(performance).toEqual({
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currentGrossPerformance: 0,
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currentGrossPerformancePercent: 0,
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currentNetPerformance: 0,
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currentNetPerformancePercent: 0,
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currentValue: 0
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});
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});
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});
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describe(`works with today's orders`, () => {
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it('should return ["BTC"]', async () => {
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await portfolio.setOrders([
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{
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createdAt: null,
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currency: Currency.USD,
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fee: 0,
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date: new Date(),
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id: '8d999347-dee2-46ee-88e1-26b344e71fcc',
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platformId: null,
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quantity: 1,
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symbol: 'BTCUSD',
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type: Type.BUY,
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unitPrice: 49631.24,
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updatedAt: null,
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userId: null
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}
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]);
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expect(portfolio.getCommittedFunds()).toEqual(
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exchangeRateDataService.toCurrency(
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1 * 49631.24,
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Currency.USD,
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baseCurrency
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)
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);
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const details = await portfolio.getDetails('1d');
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expect(details).toMatchObject({
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BTCUSD: {
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currency: Currency.USD,
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exchange: 'Other',
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grossPerformance: 0,
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grossPerformancePercent: 0,
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investment: exchangeRateDataService.toCurrency(
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1 * 49631.24,
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Currency.USD,
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baseCurrency
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),
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isMarketOpen: true,
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// marketPrice: 57973.008,
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name: 'Bitcoin USD',
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platforms: {
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Other: {
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/*current: exchangeRateDataService.toCurrency(
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1 * 49631.24,
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Currency.USD,
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baseCurrency
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),*/
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original: exchangeRateDataService.toCurrency(
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1 * 49631.24,
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Currency.USD,
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baseCurrency
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)
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}
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},
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quantity: 1,
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// shareCurrent: 0.9999999559148652,
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shareInvestment: 1,
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symbol: 'BTCUSD',
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type: 'Cryptocurrency'
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}
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});
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expect(portfolio.getFees()).toEqual(0);
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/*const performance1d = await portfolio.getPerformance('1d');
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expect(performance1d).toEqual({
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currentGrossPerformance: 0,
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currentGrossPerformancePercent: 0,
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currentNetPerformance: 0,
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currentNetPerformancePercent: 0,
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currentValue: exchangeRateDataService.toBaseCurrency(
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1 * 49631.24,
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Currency.USD,
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baseCurrency
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)
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});*/
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/*const performanceMax = await portfolio.getPerformance('max');
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expect(performanceMax).toEqual({
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currentGrossPerformance: 0,
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currentGrossPerformancePercent: 0,
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currentNetPerformance: 0,
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currentNetPerformancePercent: 0,
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currentValue: exchangeRateDataService.toBaseCurrency(
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1 * 49631.24,
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Currency.USD,
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baseCurrency
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)
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});*/
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expect(portfolio.getPositions(getYesterday())).toMatchObject({});
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expect(portfolio.getSymbols(getYesterday())).toEqual(['BTCUSD']);
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});
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});
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describe('works with orders', () => {
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it('should return ["ETHUSD"]', async () => {
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await portfolio.setOrders([
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{
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createdAt: null,
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currency: Currency.USD,
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fee: 0,
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date: new Date(getUtc('2018-01-05')),
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id: '4a5a5c6e-659d-45cc-9fd4-fd6c873b50fb',
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platformId: null,
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quantity: 0.2,
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symbol: 'ETHUSD',
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type: Type.BUY,
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unitPrice: 991.49,
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updatedAt: null,
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userId: null
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}
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]);
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expect(portfolio.getCommittedFunds()).toEqual(
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exchangeRateDataService.toCurrency(
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0.2 * 991.49,
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Currency.USD,
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baseCurrency
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)
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);
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const details = await portfolio.getDetails('1d');
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expect(details).toMatchObject({
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ETHUSD: {
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currency: Currency.USD,
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exchange: 'Other',
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// grossPerformance: 0,
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// grossPerformancePercent: 0,
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investment: exchangeRateDataService.toCurrency(
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0.2 * 991.49,
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Currency.USD,
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baseCurrency
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),
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// marketPrice: 57973.008,
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name: 'Ethereum USD',
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platforms: {
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Other: {
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/*current: exchangeRateDataService.toCurrency(
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0.2 * 991.49,
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Currency.USD,
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baseCurrency
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),*/
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original: exchangeRateDataService.toCurrency(
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0.2 * 991.49,
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Currency.USD,
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baseCurrency
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)
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}
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},
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quantity: 0.2,
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shareCurrent: 1,
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shareInvestment: 1,
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symbol: 'ETHUSD',
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type: 'Cryptocurrency'
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}
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});
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expect(portfolio.getFees()).toEqual(0);
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/*const performance = await portfolio.getPerformance('max');
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expect(performance).toEqual({
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currentGrossPerformance: 0,
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currentGrossPerformancePercent: 0,
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currentNetPerformance: 0,
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currentNetPerformancePercent: 0,
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currentValue: 0
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});*/
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expect(portfolio.getPositions(getYesterday())).toMatchObject({
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ETHUSD: {
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averagePrice: 991.49,
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currency: Currency.USD,
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firstBuyDate: '2018-01-05T00:00:00.000Z',
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investment: exchangeRateDataService.toCurrency(
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0.2 * 991.49,
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Currency.USD,
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baseCurrency
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),
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investmentInOriginalCurrency: 0.2 * 991.49,
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// marketPrice: 0,
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quantity: 0.2
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}
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});
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expect(portfolio.getSymbols(getYesterday())).toEqual(['ETHUSD']);
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});
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it('should return ["ETHUSD"]', async () => {
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await portfolio.setOrders([
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{
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createdAt: null,
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currency: Currency.USD,
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fee: 0,
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date: new Date(getUtc('2018-01-05')),
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id: '4a5a5c6e-659d-45cc-9fd4-fd6c873b50fb',
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platformId: null,
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quantity: 0.2,
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symbol: 'ETHUSD',
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type: Type.BUY,
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unitPrice: 991.49,
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updatedAt: null,
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userId: null
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},
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{
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createdAt: null,
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currency: Currency.USD,
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fee: 0,
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date: new Date(getUtc('2018-01-28')),
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id: '4a5a5c6e-659d-45cc-9fd4-fd6c873b50fc',
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platformId: null,
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quantity: 0.3,
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symbol: 'ETHUSD',
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type: Type.BUY,
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unitPrice: 1050,
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updatedAt: null,
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userId: null
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}
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]);
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expect(portfolio.getCommittedFunds()).toEqual(
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exchangeRateDataService.toCurrency(
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0.2 * 991.49,
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Currency.USD,
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baseCurrency
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) +
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exchangeRateDataService.toCurrency(
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0.3 * 1050,
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Currency.USD,
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baseCurrency
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)
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);
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expect(portfolio.getFees()).toEqual(0);
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expect(portfolio.getPositions(getYesterday())).toMatchObject({
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ETHUSD: {
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averagePrice: (0.2 * 991.49 + 0.3 * 1050) / (0.2 + 0.3),
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currency: Currency.USD,
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firstBuyDate: '2018-01-05T00:00:00.000Z',
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investment:
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exchangeRateDataService.toCurrency(
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0.2 * 991.49,
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Currency.USD,
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baseCurrency
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) +
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exchangeRateDataService.toCurrency(
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0.3 * 1050,
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Currency.USD,
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baseCurrency
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),
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investmentInOriginalCurrency: 0.2 * 991.49 + 0.3 * 1050,
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// marketPrice: 0,
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quantity: 0.5
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}
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});
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expect(portfolio.getSymbols(getYesterday())).toEqual(['ETHUSD']);
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});
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it('should return ["BTCUSD", "ETHUSD"]', async () => {
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await portfolio.setOrders([
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{
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createdAt: null,
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currency: Currency.EUR,
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date: new Date(getUtc('2017-08-16')),
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fee: 2.99,
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id: 'd96795b2-6ae6-420e-aa21-fabe5e45d475',
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platformId: null,
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quantity: 0.05614682,
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symbol: 'BTCUSD',
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type: Type.BUY,
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unitPrice: 3562.089535970158,
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updatedAt: null,
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userId: null
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},
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{
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createdAt: null,
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currency: Currency.USD,
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fee: 2.99,
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date: new Date(getUtc('2018-01-05')),
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id: '4a5a5c6e-659d-45cc-9fd4-fd6c873b50fb',
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platformId: null,
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quantity: 0.2,
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symbol: 'ETHUSD',
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type: Type.BUY,
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unitPrice: 991.49,
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updatedAt: null,
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userId: null
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}
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]);
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expect(portfolio.getCommittedFunds()).toEqual(
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exchangeRateDataService.toCurrency(
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0.05614682 * 3562.089535970158,
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Currency.EUR,
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baseCurrency
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) +
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exchangeRateDataService.toCurrency(
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0.2 * 991.49,
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Currency.USD,
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baseCurrency
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)
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);
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expect(portfolio.getFees()).toEqual(
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exchangeRateDataService.toCurrency(2.99, Currency.EUR, baseCurrency) +
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exchangeRateDataService.toCurrency(2.99, Currency.USD, baseCurrency)
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);
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expect(portfolio.getPositions(getYesterday())).toMatchObject({
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BTCUSD: {
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averagePrice: 3562.089535970158,
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currency: Currency.EUR,
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firstBuyDate: '2017-08-16T00:00:00.000Z',
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investment: exchangeRateDataService.toCurrency(
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0.05614682 * 3562.089535970158,
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Currency.EUR,
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baseCurrency
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),
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investmentInOriginalCurrency: 0.05614682 * 3562.089535970158,
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// marketPrice: 0,
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quantity: 0.05614682
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},
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ETHUSD: {
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averagePrice: 991.49,
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currency: Currency.USD,
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firstBuyDate: '2018-01-05T00:00:00.000Z',
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investment: exchangeRateDataService.toCurrency(
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0.2 * 991.49,
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Currency.USD,
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baseCurrency
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),
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investmentInOriginalCurrency: 0.2 * 991.49,
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// marketPrice: 0,
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quantity: 0.2
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}
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});
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expect(portfolio.getSymbols(getYesterday())).toEqual([
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'BTCUSD',
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'ETHUSD'
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]);
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});
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it('should work with buy and sell', async () => {
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await portfolio.setOrders([
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{
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createdAt: null,
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currency: Currency.USD,
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fee: 1.0,
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date: new Date(getUtc('2018-01-05')),
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id: '4a5a5c6e-659d-45cc-9fd4-fd6c873b50fb',
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platformId: null,
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quantity: 0.2,
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symbol: 'ETHUSD',
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type: Type.BUY,
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unitPrice: 991.49,
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updatedAt: null,
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userId: null
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},
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{
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createdAt: null,
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currency: Currency.USD,
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fee: 1.0,
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date: new Date(getUtc('2018-01-28')),
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id: '4a5a5c6e-659d-45cc-9fd4-fd6c873b50fc',
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platformId: null,
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quantity: 0.1,
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symbol: 'ETHUSD',
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type: Type.SELL,
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unitPrice: 1050,
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updatedAt: null,
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userId: null
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},
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{
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createdAt: null,
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currency: Currency.USD,
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fee: 1.0,
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date: new Date(getUtc('2018-01-31')),
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id: '4a5a5c6e-659d-45cc-9fd4-fd6c873b50fc',
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platformId: null,
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quantity: 0.2,
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symbol: 'ETHUSD',
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type: Type.BUY,
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unitPrice: 1050,
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updatedAt: null,
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userId: null
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}
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]);
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|
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// TODO: Fix
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/*expect(portfolio.getCommittedFunds()).toEqual(
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exchangeRateDataService.toCurrency(
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0.2 * 991.49,
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Currency.USD,
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baseCurrency
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) -
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exchangeRateDataService.toCurrency(
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0.1 * 1050,
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Currency.USD,
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baseCurrency
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) +
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exchangeRateDataService.toCurrency(
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0.2 * 1050,
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Currency.USD,
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baseCurrency
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)
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);*/
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expect(portfolio.getFees()).toEqual(
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exchangeRateDataService.toCurrency(3, Currency.USD, baseCurrency)
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);
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|
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expect(portfolio.getPositions(getYesterday())).toMatchObject({
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ETHUSD: {
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averagePrice:
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(0.2 * 991.49 - 0.1 * 1050 + 0.2 * 1050) / (0.2 - 0.1 + 0.2),
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currency: Currency.USD,
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firstBuyDate: '2018-01-05T00:00:00.000Z',
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// TODO: Fix
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|
/*investment: exchangeRateDataService.toCurrency(
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0.2 * 991.49 - 0.1 * 1050 + 0.2 * 1050,
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Currency.USD,
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baseCurrency
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),*/
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|
investmentInOriginalCurrency: 0.2 * 991.49 - 0.1 * 1050 + 0.2 * 1050,
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|
// marketPrice: 0,
|
|
quantity: 0.2 - 0.1 + 0.2
|
|
}
|
|
});
|
|
|
|
expect(portfolio.getSymbols(getYesterday())).toEqual(['ETHUSD']);
|
|
});
|
|
});
|
|
|
|
afterAll(async () => {
|
|
prismaService.$disconnect();
|
|
});
|
|
});
|