Fix average price calculation by only considering BUY transactions (#3125)
* Fix average price calculation by only considering buy transactions * Update changelog
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@ -5,6 +5,12 @@ All notable changes to this project will be documented in this file.
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The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
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and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
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## Unreleased
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### Fixed
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- Fixed an issue in the performance calculation caused by multiple `SELL` activities on the same day
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## 2.62.0 - 2024-03-09
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### Changed
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@ -0,0 +1,166 @@
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import { CurrentRateService } from '@ghostfolio/api/app/portfolio/current-rate.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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import { CurrentRateServiceMock } from './current-rate.service.mock';
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import { PortfolioCalculator } from './portfolio-calculator';
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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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describe('PortfolioCalculator', () => {
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let currentRateService: CurrentRateService;
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let exchangeRateDataService: ExchangeRateDataService;
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beforeEach(() => {
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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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});
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describe('get current positions', () => {
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it.only('with BALN.SW buy and sell in two activities', async () => {
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const portfolioCalculator = new PortfolioCalculator({
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currentRateService,
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exchangeRateDataService,
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currency: 'CHF',
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orders: [
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{
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currency: 'CHF',
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date: '2021-11-22',
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dataSource: 'YAHOO',
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fee: new Big(1.55),
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name: 'Bâloise Holding AG',
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quantity: new Big(2),
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symbol: 'BALN.SW',
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type: 'BUY',
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unitPrice: new Big(142.9)
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},
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{
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currency: 'CHF',
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date: '2021-11-30',
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dataSource: 'YAHOO',
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fee: new Big(1.65),
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name: 'Bâloise Holding AG',
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quantity: new Big(1),
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symbol: 'BALN.SW',
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type: 'SELL',
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unitPrice: new Big(136.6)
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},
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{
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currency: 'CHF',
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date: '2021-11-30',
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dataSource: 'YAHOO',
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fee: new Big(0),
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name: 'Bâloise Holding AG',
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quantity: new Big(1),
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symbol: 'BALN.SW',
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type: 'SELL',
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unitPrice: new Big(136.6)
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}
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]
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});
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portfolioCalculator.computeTransactionPoints();
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const spy = jest
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.spyOn(Date, 'now')
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.mockImplementation(() => parseDate('2021-12-18').getTime());
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const chartData = await portfolioCalculator.getChartData({
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start: parseDate('2021-11-22')
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});
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const currentPositions = await portfolioCalculator.getCurrentPositions(
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parseDate('2021-11-22')
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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(currentPositions).toEqual({
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currentValueInBaseCurrency: new Big('0'),
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errors: [],
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grossPerformance: new Big('-12.6'),
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grossPerformancePercentage: new Big('-0.04408677396780965649'),
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grossPerformancePercentageWithCurrencyEffect: new Big(
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'-0.04408677396780965649'
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),
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grossPerformanceWithCurrencyEffect: new Big('-12.6'),
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hasErrors: false,
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netPerformance: new Big('-15.8'),
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netPerformancePercentage: new Big('-0.05528341497550734703'),
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netPerformancePercentageWithCurrencyEffect: new Big(
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'-0.05528341497550734703'
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),
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netPerformanceWithCurrencyEffect: new Big('-15.8'),
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positions: [
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{
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averagePrice: new Big('0'),
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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('3.2'),
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firstBuyDate: '2021-11-22',
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grossPerformance: new Big('-12.6'),
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grossPerformancePercentage: new Big('-0.04408677396780965649'),
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grossPerformancePercentageWithCurrencyEffect: new Big(
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'-0.04408677396780965649'
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),
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grossPerformanceWithCurrencyEffect: new Big('-12.6'),
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investment: new Big('0'),
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investmentWithCurrencyEffect: new Big('0'),
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netPerformance: new Big('-15.8'),
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netPerformancePercentage: new Big('-0.05528341497550734703'),
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netPerformancePercentageWithCurrencyEffect: new Big(
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'-0.05528341497550734703'
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),
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netPerformanceWithCurrencyEffect: new Big('-15.8'),
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marketPrice: 148.9,
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marketPriceInBaseCurrency: 148.9,
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quantity: new Big('0'),
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symbol: 'BALN.SW',
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timeWeightedInvestment: new Big('285.80000000000000396627'),
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timeWeightedInvestmentWithCurrencyEffect: new Big(
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'285.80000000000000396627'
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),
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transactionCount: 3,
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valueInBaseCurrency: new Big('0')
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}
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],
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totalInvestment: new Big('0'),
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totalInvestmentWithCurrencyEffect: new Big('0')
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});
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expect(investments).toEqual([
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{ date: '2021-11-22', investment: new Big('285.8') },
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{ date: '2021-11-30', investment: new Big('0') }
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]);
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expect(investmentsByMonth).toEqual([
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{ date: '2021-11-01', investment: 0 },
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{ date: '2021-12-01', investment: 0 }
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]);
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});
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});
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});
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@ -893,13 +893,10 @@ export class PortfolioCalculator {
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} = {};
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let totalInvestment = new Big(0);
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let totalInvestmentFromBuyTransactions = new Big(0);
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let totalInvestmentFromBuyTransactionsWithCurrencyEffect = new Big(0);
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let totalInvestmentWithCurrencyEffect = new Big(0);
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let totalInvestmentWithGrossPerformanceFromSell = new Big(0);
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let totalInvestmentWithGrossPerformanceFromSellWithCurrencyEffect = new Big(
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0
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);
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let totalQuantityFromBuyTransactions = new Big(0);
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let totalUnits = new Big(0);
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let valueAtStartDate: Big;
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let valueAtStartDateWithCurrencyEffect: Big;
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@ -1138,9 +1135,21 @@ export class PortfolioCalculator {
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transactionInvestment = order.quantity
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.mul(order.unitPriceInBaseCurrency)
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.mul(getFactor(order.type));
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transactionInvestmentWithCurrencyEffect = order.quantity
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.mul(order.unitPriceInBaseCurrencyWithCurrencyEffect)
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.mul(getFactor(order.type));
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totalQuantityFromBuyTransactions =
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totalQuantityFromBuyTransactions.plus(order.quantity);
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totalInvestmentFromBuyTransactions =
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totalInvestmentFromBuyTransactions.plus(transactionInvestment);
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totalInvestmentFromBuyTransactionsWithCurrencyEffect =
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totalInvestmentFromBuyTransactionsWithCurrencyEffect.plus(
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transactionInvestmentWithCurrencyEffect
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);
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} else if (order.type === 'SELL') {
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if (totalUnits.gt(0)) {
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transactionInvestment = totalInvestment
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@ -1245,35 +1254,21 @@ export class PortfolioCalculator {
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grossPerformanceFromSellWithCurrencyEffect
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);
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totalInvestmentWithGrossPerformanceFromSell =
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totalInvestmentWithGrossPerformanceFromSell
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.plus(transactionInvestment)
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.plus(grossPerformanceFromSell);
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totalInvestmentWithGrossPerformanceFromSellWithCurrencyEffect =
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totalInvestmentWithGrossPerformanceFromSellWithCurrencyEffect
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.plus(transactionInvestmentWithCurrencyEffect)
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.plus(grossPerformanceFromSellWithCurrencyEffect);
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lastAveragePrice = totalUnits.eq(0)
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lastAveragePrice = totalQuantityFromBuyTransactions.eq(0)
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? new Big(0)
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: totalInvestmentWithGrossPerformanceFromSell.div(totalUnits);
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: totalInvestmentFromBuyTransactions.div(
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totalQuantityFromBuyTransactions
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);
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lastAveragePriceWithCurrencyEffect = totalUnits.eq(0)
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lastAveragePriceWithCurrencyEffect = totalQuantityFromBuyTransactions.eq(
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0
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)
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? new Big(0)
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: totalInvestmentWithGrossPerformanceFromSellWithCurrencyEffect.div(
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totalUnits
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: totalInvestmentFromBuyTransactionsWithCurrencyEffect.div(
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totalQuantityFromBuyTransactions
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);
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if (PortfolioCalculator.ENABLE_LOGGING) {
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console.log(
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'totalInvestmentWithGrossPerformanceFromSell',
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totalInvestmentWithGrossPerformanceFromSell.toNumber()
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);
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console.log(
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'totalInvestmentWithGrossPerformanceFromSellWithCurrencyEffect',
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totalInvestmentWithGrossPerformanceFromSellWithCurrencyEffect.toNumber()
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);
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console.log(
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'grossPerformanceFromSells',
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grossPerformanceFromSells.toNumber()
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@ -1319,11 +1314,10 @@ export class PortfolioCalculator {
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orderDate,
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previousOrderDate
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);
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// Set to at least 1 day, otherwise the transactions on the same day
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// would not be considered in the time weighted calculation
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if (daysSinceLastOrder <= 0) {
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daysSinceLastOrder = 1;
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// The time between two activities on the same day is unknown
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// -> Set it to the smallest floating point number greater than 0
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daysSinceLastOrder = Number.EPSILON;
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}
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// Sum up the total investment days since the start date to calculate
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