74 lines
2.1 KiB
TypeScript
74 lines
2.1 KiB
TypeScript
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import Big from 'big.js';
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import { CurrentRateService } from './current-rate.service';
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import { PortfolioCalculatorNew } from './portfolio-calculator-new';
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describe('PortfolioCalculatorNew', () => {
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let currentRateService: CurrentRateService;
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beforeEach(() => {
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currentRateService = new CurrentRateService(null, null, null);
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});
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describe('annualized performance percentage', () => {
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const portfolioCalculatorNew = new PortfolioCalculatorNew({
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currentRateService,
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currency: 'USD',
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orders: []
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});
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it('Get annualized performance', async () => {
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expect(
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portfolioCalculatorNew
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.getAnnualizedPerformancePercent({
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daysInMarket: NaN, // differenceInDays of date-fns returns NaN for the same day
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netPerformancePercent: new Big(0)
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})
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.toNumber()
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).toEqual(0);
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expect(
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portfolioCalculatorNew
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.getAnnualizedPerformancePercent({
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daysInMarket: 0,
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netPerformancePercent: new Big(0)
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})
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.toNumber()
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).toEqual(0);
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/**
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* Source: https://www.readyratios.com/reference/analysis/annualized_rate.html
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*/
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expect(
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portfolioCalculatorNew
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.getAnnualizedPerformancePercent({
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daysInMarket: 65, // < 1 year
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netPerformancePercent: new Big(0.1025)
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})
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.toNumber()
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).toBeCloseTo(0.729705);
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expect(
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portfolioCalculatorNew
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.getAnnualizedPerformancePercent({
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daysInMarket: 365, // 1 year
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netPerformancePercent: new Big(0.05)
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})
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.toNumber()
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).toBeCloseTo(0.05);
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/**
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* Source: https://www.investopedia.com/terms/a/annualized-total-return.asp#annualized-return-formula-and-calculation
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*/
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expect(
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portfolioCalculatorNew
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.getAnnualizedPerformancePercent({
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daysInMarket: 575, // > 1 year
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netPerformancePercent: new Big(0.2374)
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})
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.toNumber()
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).toBeCloseTo(0.145);
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});
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});
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});
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