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Feature/refactor portfolio calculator (#1803)

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* Refactor chart calculation in portfolio calculator

* Update changelog
This commit is contained in:
Thomas Kaul 2023-03-25 12:20:42 +01:00 committed by GitHub
parent fb576376dc
commit 0c85380dbf
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2 changed files with 61 additions and 64 deletions
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1
CHANGELOG.md
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@ -9,6 +9,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
### Changed
- Refactored the calculation of the chart
- Upgraded `ng-extract-i18n-merge` from version `2.5.0` to `2.6.0`
## 1.247.0 - 2023-03-23

124
apps/api/src/app/portfolio/portfolio-calculator.ts
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@ -182,10 +182,10 @@ export class PortfolioCalculator {
return isBefore(parseDate(transactionPoint.date), end);
}) ?? [];
const firstIndex = transactionPointsBeforeEndDate.length;
const currencies: { [symbol: string]: string } = {};
const dates: Date[] = [];
const dataGatheringItems: IDataGatheringItem[] = [];
const currencies: { [symbol: string]: string } = {};
const firstIndex = transactionPointsBeforeEndDate.length;
let day = start;
@ -235,27 +235,24 @@ export class PortfolioCalculator {
}
}
const currentValuesBySymbol: {
[symbol: string]: { [date: string]: Big };
const valuesByDate: {
[date: string]: {
maxTotalInvestmentValue: Big;
totalCurrentValue: Big;
totalInvestmentValue: Big;
totalNetPerformanceValue: Big;
};
} = {};
const investmentValuesBySymbol: {
[symbol: string]: { [date: string]: Big };
const valuesBySymbol: {
[symbol: string]: {
currentValues: { [date: string]: Big };
investmentValues: { [date: string]: Big };
maxInvestmentValues: { [date: string]: Big };
netPerformanceValues: { [date: string]: Big };
};
} = {};
const maxInvestmentValuesBySymbol: {
[symbol: string]: { [date: string]: Big };
} = {};
const netPerformanceValuesBySymbol: {
[symbol: string]: { [date: string]: Big };
} = {};
const totalCurrentValues: { [date: string]: Big } = {};
const totalNetPerformanceValues: { [date: string]: Big } = {};
const totalInvestmentValues: { [date: string]: Big } = {};
const maxTotalInvestmentValues: { [date: string]: Big } = {};
for (const symbol of Object.keys(symbols)) {
const {
currentValues,
@ -271,68 +268,67 @@ export class PortfolioCalculator {
isChartMode: true
});
currentValuesBySymbol[symbol] = currentValues;
netPerformanceValuesBySymbol[symbol] = netPerformanceValues;
investmentValuesBySymbol[symbol] = investmentValues;
maxInvestmentValuesBySymbol[symbol] = maxInvestmentValues;
valuesBySymbol[symbol] = {
currentValues,
investmentValues,
maxInvestmentValues,
netPerformanceValues
};
}
for (const currentDate of dates) {
const dateString = format(currentDate, DATE_FORMAT);
for (const symbol of Object.keys(netPerformanceValuesBySymbol)) {
totalCurrentValues[dateString] =
totalCurrentValues[dateString] ?? new Big(0);
for (const symbol of Object.keys(valuesBySymbol)) {
const symbolValues = valuesBySymbol[symbol];
if (currentValuesBySymbol[symbol]?.[dateString]) {
totalCurrentValues[dateString] = totalCurrentValues[dateString].add(
currentValuesBySymbol[symbol][dateString]
);
}
const currentValue =
symbolValues.currentValues?.[dateString] ?? new Big(0);
const investmentValue =
symbolValues.investmentValues?.[dateString] ?? new Big(0);
const maxInvestmentValue =
symbolValues.maxInvestmentValues?.[dateString] ?? new Big(0);
const netPerformanceValue =
symbolValues.netPerformanceValues?.[dateString] ?? new Big(0);
totalNetPerformanceValues[dateString] =
totalNetPerformanceValues[dateString] ?? new Big(0);
if (netPerformanceValuesBySymbol[symbol]?.[dateString]) {
totalNetPerformanceValues[dateString] = totalNetPerformanceValues[
dateString
].add(netPerformanceValuesBySymbol[symbol][dateString]);
}
totalInvestmentValues[dateString] =
totalInvestmentValues[dateString] ?? new Big(0);
if (investmentValuesBySymbol[symbol]?.[dateString]) {
totalInvestmentValues[dateString] = totalInvestmentValues[
dateString
].add(investmentValuesBySymbol[symbol][dateString]);
}
maxTotalInvestmentValues[dateString] =
maxTotalInvestmentValues[dateString] ?? new Big(0);
if (maxInvestmentValuesBySymbol[symbol]?.[dateString]) {
maxTotalInvestmentValues[dateString] = maxTotalInvestmentValues[
dateString
].add(maxInvestmentValuesBySymbol[symbol][dateString]);
}
valuesByDate[dateString] = {
totalCurrentValue: (
valuesByDate[dateString]?.totalCurrentValue ?? new Big(0)
).add(currentValue),
totalInvestmentValue: (
valuesByDate[dateString]?.totalInvestmentValue ?? new Big(0)
).add(investmentValue),
maxTotalInvestmentValue: (
valuesByDate[dateString]?.maxTotalInvestmentValue ?? new Big(0)
).add(maxInvestmentValue),
totalNetPerformanceValue: (
valuesByDate[dateString]?.totalNetPerformanceValue ?? new Big(0)
).add(netPerformanceValue)
};
}
}
return Object.keys(totalNetPerformanceValues).map((date) => {
const netPerformanceInPercentage = maxTotalInvestmentValues[date].eq(0)
return Object.entries(valuesByDate).map(([date, values]) => {
const {
maxTotalInvestmentValue,
totalCurrentValue,
totalInvestmentValue,
totalNetPerformanceValue
} = values;
const netPerformanceInPercentage = maxTotalInvestmentValue.eq(0)
? 0
: totalNetPerformanceValues[date]
.div(maxTotalInvestmentValues[date])
: totalNetPerformanceValue
.div(maxTotalInvestmentValue)
.mul(100)
.toNumber();
return {
date,
netPerformanceInPercentage,
netPerformance: totalNetPerformanceValues[date].toNumber(),
totalInvestment: totalInvestmentValues[date].toNumber(),
value: totalCurrentValues[date].toNumber()
netPerformance: totalNetPerformanceValue.toNumber(),
totalInvestment: totalInvestmentValue.toNumber(),
value: totalCurrentValue.toNumber()
};
});
}