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

79 lines
1.9 KiB

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
netPerformancePercentage: new Big(0)
})
.toNumber()
).toEqual(0);
expect(
portfolioService
.getAnnualizedPerformancePercent({
daysInMarket: 0,
netPerformancePercentage: new Big(0)
})
.toNumber()
).toEqual(0);
/**
* Source: https://www.readyratios.com/reference/analysis/annualized_rate.html
*/
expect(
portfolioService
.getAnnualizedPerformancePercent({
daysInMarket: 65, // < 1 year
netPerformancePercentage: new Big(0.1025)
})
.toNumber()
).toBeCloseTo(0.729705);
expect(
portfolioService
.getAnnualizedPerformancePercent({
daysInMarket: 365, // 1 year
netPerformancePercentage: 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
netPerformancePercentage: new Big(0.2374)
})
.toNumber()
).toBeCloseTo(0.145);
});
});
});