Feature/switch to performance calculations with currency effects (#3039)

* Switch to performance calculations with currency effects

* Improve value redaction in portfolio details endpoint

* Update changelog

CHANGELOG.md

@@ -9,6 +9,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 ### Changed
 
+- Switched the performance calculations to take the currency effects into account
 - Removed the `isDefault` flag from the `Account` database schema
 - Exposed the database index of _Redis_ as an environment variable (`REDIS_DB`)
 - Improved the language localization for German (`de`)

apps/api/src/app/portfolio/portfolio.controller.ts

@@ -118,27 +118,23 @@ export class PortfolioController {
       this.userService.isRestrictedView(this.request.user)
     ) {
       const totalInvestment = Object.values(holdings)
-        .map((portfolioPosition) => {
-          return portfolioPosition.investment;
+        .map(({ investment }) => {
+          return investment;
         })
         .reduce((a, b) => a + b, 0);
 
       const totalValue = Object.values(holdings)
-        .map((portfolioPosition) => {
-          return this.exchangeRateDataService.toCurrency(
-            portfolioPosition.quantity * portfolioPosition.marketPrice,
-            portfolioPosition.currency,
-            this.request.user.Settings.settings.baseCurrency
-          );
+        .filter(({ assetClass, assetSubClass }) => {
+          return assetClass !== 'CASH' && assetSubClass !== 'CASH';
+        })
+        .map(({ valueInBaseCurrency }) => {
+          return valueInBaseCurrency;
         })
         .reduce((a, b) => a + b, 0);
 
       for (const [symbol, portfolioPosition] of Object.entries(holdings)) {
-        portfolioPosition.grossPerformance = null;
         portfolioPosition.investment =
           portfolioPosition.investment / totalInvestment;
-        portfolioPosition.netPerformance = null;
-        portfolioPosition.quantity = null;
         portfolioPosition.valueInPercentage =
           portfolioPosition.valueInBaseCurrency / totalValue;
       }

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

@@ -529,12 +529,20 @@ export class PortfolioService {
         grossPerformance: item.grossPerformance?.toNumber() ?? 0,
         grossPerformancePercent:
           item.grossPerformancePercentage?.toNumber() ?? 0,
+        grossPerformancePercentWithCurrencyEffect:
+          item.grossPerformancePercentageWithCurrencyEffect?.toNumber() ?? 0,
+        grossPerformanceWithCurrencyEffect:
+          item.grossPerformanceWithCurrencyEffect?.toNumber() ?? 0,
         investment: item.investment.toNumber(),
         marketPrice: item.marketPrice,
         marketState: dataProviderResponse?.marketState ?? 'delayed',
         name: symbolProfile.name,
         netPerformance: item.netPerformance?.toNumber() ?? 0,
         netPerformancePercent: item.netPerformancePercentage?.toNumber() ?? 0,
+        netPerformancePercentWithCurrencyEffect:
+          item.netPerformancePercentageWithCurrencyEffect?.toNumber() ?? 0,
+        netPerformanceWithCurrencyEffect:
+          item.netPerformanceWithCurrencyEffect?.toNumber() ?? 0,
         quantity: item.quantity.toNumber(),
         sectors: symbolProfile.sectors,
         symbol: item.symbol,
@@ -1600,12 +1608,16 @@ export class PortfolioService {
       dateOfFirstActivity: undefined,
       grossPerformance: 0,
       grossPerformancePercent: 0,
+      grossPerformancePercentWithCurrencyEffect: 0,
+      grossPerformanceWithCurrencyEffect: 0,
       investment: balance,
       marketPrice: 0,
       marketState: 'open',
       name: currency,
       netPerformance: 0,
       netPerformancePercent: 0,
+      netPerformancePercentWithCurrencyEffect: 0,
+      netPerformanceWithCurrencyEffect: 0,
       quantity: 0,
       sectors: [],
       symbol: currency,
@@ -1814,9 +1826,25 @@ export class PortfolioService {
       })
       ?.toNumber();
 
+    const annualizedPerformancePercentWithCurrencyEffect =
+      new PortfolioCalculator({
+        currency: userCurrency,
+        currentRateService: this.currentRateService,
+        exchangeRateDataService: this.exchangeRateDataService,
+        orders: []
+      })
+        .getAnnualizedPerformancePercent({
+          daysInMarket,
+          netPerformancePercent: new Big(
+            performanceInformation.performance.currentNetPerformancePercentWithCurrencyEffect
+          )
+        })
+        ?.toNumber();
+
     return {
       ...performanceInformation.performance,
       annualizedPerformancePercent,
+      annualizedPerformancePercentWithCurrencyEffect,
       cash,
       dividend,
       excludedAccountsAndActivities,

apps/api/src/interceptors/redact-values-in-response.interceptor.ts

@@ -51,8 +51,10 @@ export class RedactValuesInResponseInterceptor<T>
               'feeInBaseCurrency',
               'filteredValueInBaseCurrency',
               'grossPerformance',
+              'grossPerformanceWithCurrencyEffect',
               'investment',
               'netPerformance',
+              'netPerformanceWithCurrencyEffect',
               'quantity',
               'symbolMapping',
               'totalBalanceInBaseCurrency',

apps/client/src/app/components/home-holdings/home-holdings.component.ts

@@ -154,8 +154,8 @@ export class HomeHoldingsComponent implements OnDestroy, OnInit {
     this.dataService
       .fetchPositions({ range: this.user?.settings?.dateRange })
       .pipe(takeUntil(this.unsubscribeSubject))
-      .subscribe((response) => {
-        this.positions = response.positions;
+      .subscribe(({ positions }) => {
+        this.positions = positions;
 
         this.changeDetectorRef.markForCheck();
       });

apps/client/src/app/components/home-overview/home-overview.component.ts

@@ -127,10 +127,10 @@ export class HomeOverviewComponent implements OnDestroy, OnInit {
         this.isLoadingPerformance = false;
 
         this.historicalDataItems = chart.map(
-          ({ date, netPerformanceInPercentage }) => {
+          ({ date, netPerformanceInPercentageWithCurrencyEffect }) => {
             return {
               date,
-              value: netPerformanceInPercentage
+              value: netPerformanceInPercentageWithCurrencyEffect
             };
           }
         );

apps/client/src/app/components/portfolio-performance/portfolio-performance.component.html

@@ -40,7 +40,11 @@
         [colorizeSign]="true"
         [isCurrency]="true"
         [locale]="locale"
-        [value]="isLoading ? undefined : performance?.currentNetPerformance"
+        [value]="
+          isLoading
+            ? undefined
+            : performance?.currentNetPerformanceWithCurrencyEffect
+        "
       />
     </div>
     <div class="col">
@@ -49,7 +53,9 @@
         [isPercent]="true"
         [locale]="locale"
         [value]="
-          isLoading ? undefined : performance?.currentNetPerformancePercent
+          isLoading
+            ? undefined
+            : performance?.currentNetPerformancePercentWithCurrencyEffect
         "
       />
     </div>

apps/client/src/app/components/portfolio-performance/portfolio-performance.component.ts

@@ -63,7 +63,8 @@ export class PortfolioPerformanceComponent implements OnChanges, OnInit {
       } else if (this.showDetails === false) {
         new CountUp(
           'value',
-          this.performance?.currentNetPerformancePercent * 100,
+          this.performance?.currentNetPerformancePercentWithCurrencyEffect *
+            100,
           {
             decimal: getNumberFormatDecimal(this.locale),
             decimalPlaces: 2,

apps/client/src/app/components/portfolio-summary/portfolio-summary.component.html

@@ -64,7 +64,11 @@
         [isCurrency]="true"
         [locale]="locale"
         [unit]="baseCurrency"
-        [value]="isLoading ? undefined : summary?.currentGrossPerformance"
+        [value]="
+          isLoading
+            ? undefined
+            : summary?.currentGrossPerformanceWithCurrencyEffect
+        "
       />
     </div>
   </div>
@@ -85,7 +89,9 @@
         [isPercent]="true"
         [locale]="locale"
         [value]="
-          isLoading ? undefined : summary?.currentGrossPerformancePercent
+          isLoading
+            ? undefined
+            : summary?.currentGrossPerformancePercentWithCurrencyEffect
         "
       />
     </div>
@@ -114,7 +120,11 @@
         [isCurrency]="true"
         [locale]="locale"
         [unit]="baseCurrency"
-        [value]="isLoading ? undefined : summary?.currentNetPerformance"
+        [value]="
+          isLoading
+            ? undefined
+            : summary?.currentNetPerformanceWithCurrencyEffect
+        "
       />
     </div>
   </div>
@@ -134,7 +144,11 @@
         [colorizeSign]="true"
         [isPercent]="true"
         [locale]="locale"
-        [value]="isLoading ? undefined : summary?.currentNetPerformancePercent"
+        [value]="
+          isLoading
+            ? undefined
+            : summary?.currentNetPerformancePercentWithCurrencyEffect
+        "
       />
     </div>
   </div>
@@ -283,7 +297,11 @@
         [colorizeSign]="true"
         [isPercent]="true"
         [locale]="locale"
-        [value]="isLoading ? undefined : summary?.annualizedPerformancePercent"
+        [value]="
+          isLoading
+            ? undefined
+            : summary?.annualizedPerformancePercentWithCurrencyEffect
+        "
       />
     </div>
   </div>

apps/client/src/app/components/position/position-detail-dialog/position-detail-dialog.component.ts

@@ -50,15 +50,13 @@ export class PositionDetailDialog implements OnDestroy, OnInit {
   public dividendInBaseCurrency: number;
   public feeInBaseCurrency: number;
   public firstBuyDate: string;
-  public grossPerformance: number;
-  public grossPerformancePercent: number;
   public historicalDataItems: LineChartItem[];
   public investment: number;
   public marketPrice: number;
   public maxPrice: number;
   public minPrice: number;
-  public netPerformance: number;
-  public netPerformancePercent: number;
+  public netPerformancePercentWithCurrencyEffect: number;
+  public netPerformanceWithCurrencyEffect: number;
   public quantity: number;
   public quantityPrecision = 2;
   public reportDataGlitchMail: string;
@@ -99,15 +97,13 @@ export class PositionDetailDialog implements OnDestroy, OnInit {
           dividendInBaseCurrency,
           feeInBaseCurrency,
           firstBuyDate,
-          grossPerformance,
-          grossPerformancePercent,
           historicalData,
           investment,
           marketPrice,
           maxPrice,
           minPrice,
-          netPerformance,
-          netPerformancePercent,
+          netPerformancePercentWithCurrencyEffect,
+          netPerformanceWithCurrencyEffect,
           orders,
           quantity,
           SymbolProfile,
@@ -125,8 +121,6 @@ export class PositionDetailDialog implements OnDestroy, OnInit {
           this.dividendInBaseCurrency = dividendInBaseCurrency;
           this.feeInBaseCurrency = feeInBaseCurrency;
           this.firstBuyDate = firstBuyDate;
-          this.grossPerformance = grossPerformance;
-          this.grossPerformancePercent = grossPerformancePercent;
           this.historicalDataItems = historicalData.map(
             (historicalDataItem) => {
               this.benchmarkDataItems.push({
@@ -144,8 +138,10 @@ export class PositionDetailDialog implements OnDestroy, OnInit {
           this.marketPrice = marketPrice;
           this.maxPrice = maxPrice;
           this.minPrice = minPrice;
-          this.netPerformance = netPerformance;
-          this.netPerformancePercent = netPerformancePercent;
+          this.netPerformancePercentWithCurrencyEffect =
+            netPerformancePercentWithCurrencyEffect;
+          this.netPerformanceWithCurrencyEffect =
+            netPerformanceWithCurrencyEffect;
           this.quantity = quantity;
           this.reportDataGlitchMail = `mailto:hi@ghostfol.io?Subject=Ghostfolio Data Glitch Report&body=Hello%0D%0DI would like to report a data glitch for%0D%0DSymbol: ${SymbolProfile?.symbol}%0DData Source: ${SymbolProfile?.dataSource}%0D%0DAdditional notes:%0D%0DCan you please take a look?%0D%0DKind regards`;
           this.sectors = {};

apps/client/src/app/components/position/position-detail-dialog/position-detail-dialog.html

@@ -44,7 +44,7 @@
           [isCurrency]="true"
           [locale]="data.locale"
           [unit]="data.baseCurrency"
-          [value]="netPerformance"
+          [value]="netPerformanceWithCurrencyEffect"
           >Change</gf-value
         >
       </div>
@@ -55,7 +55,7 @@
           [colorizeSign]="true"
           [isPercent]="true"
           [locale]="data.locale"
-          [value]="netPerformancePercent"
+          [value]="netPerformancePercentWithCurrencyEffect"
           >Performance</gf-value
         >
       </div>

apps/client/src/app/components/position/position.component.html

@@ -17,7 +17,7 @@
           [isLoading]="isLoading"
           [marketState]="position?.marketState"
           [range]="range"
-          [value]="position?.netPerformancePercentage"
+          [value]="position?.netPerformancePercentageWithCurrencyEffect"
         />
       </div>
       <div *ngIf="isLoading" class="flex-grow-1">
@@ -49,13 +49,13 @@
             [isCurrency]="true"
             [locale]="locale"
             [unit]="baseCurrency"
-            [value]="position?.netPerformance"
+            [value]="position?.netPerformanceWithCurrencyEffect"
           />
           <gf-value
             [colorizeSign]="true"
             [isPercent]="true"
             [locale]="locale"
-            [value]="position?.netPerformancePercentage"
+            [value]="position?.netPerformancePercentageWithCurrencyEffect"
           />
         </div>
       </div>

apps/client/src/app/pages/portfolio/analysis/analysis-page.component.ts

@@ -270,23 +270,28 @@ export class AnalysisPageComponent implements OnDestroy, OnInit {
           index,
           {
             date,
-            netPerformanceInPercentage,
-            totalInvestment,
-            value,
-            valueInPercentage
+            netPerformanceInPercentageWithCurrencyEffect,
+            totalInvestmentValueWithCurrencyEffect,
+            valueInPercentage,
+            valueWithCurrencyEffect
           }
         ] of chart.entries()) {
           if (index > 0 || this.user?.settings?.dateRange === 'max') {
             // Ignore first item where value is 0
-            this.investments.push({ date, investment: totalInvestment });
+            this.investments.push({
+              date,
+              investment: totalInvestmentValueWithCurrencyEffect
+            });
             this.performanceDataItems.push({
               date,
-              value: isNumber(value) ? value : valueInPercentage
+              value: isNumber(valueWithCurrencyEffect)
+                ? valueWithCurrencyEffect
+                : valueInPercentage
             });
           }
           this.performanceDataItemsInPercentage.push({
             date,
-            value: netPerformanceInPercentage
+            value: netPerformanceInPercentageWithCurrencyEffect
           });
         }
 
@@ -305,10 +310,10 @@ export class AnalysisPageComponent implements OnDestroy, OnInit {
       .pipe(takeUntil(this.unsubscribeSubject))
       .subscribe(({ positions }) => {
         const positionsSorted = sortBy(
-          positions.filter(({ netPerformancePercentage }) => {
-            return isNumber(netPerformancePercentage);
+          positions.filter(({ netPerformancePercentageWithCurrencyEffect }) => {
+            return isNumber(netPerformancePercentageWithCurrencyEffect);
           }),
-          'netPerformancePercentage'
+          'netPerformancePercentageWithCurrencyEffect'
         ).reverse();
 
         this.top3 = positionsSorted.slice(0, 3);

libs/common/src/lib/interfaces/portfolio-position.interface.ts

@@ -17,6 +17,8 @@ export interface PortfolioPosition {
   exchange?: string;
   grossPerformance: number;
   grossPerformancePercent: number;
+  grossPerformancePercentWithCurrencyEffect: number;
+  grossPerformanceWithCurrencyEffect: number;
   investment: number;
   marketChange?: number;
   marketChangePercent?: number;
@@ -27,6 +29,8 @@ export interface PortfolioPosition {
   name: string;
   netPerformance: number;
   netPerformancePercent: number;
+  netPerformancePercentWithCurrencyEffect: number;
+  netPerformanceWithCurrencyEffect: number;
   quantity: number;
   sectors: Sector[];
   symbol: string;

libs/common/src/lib/interfaces/portfolio-summary.interface.ts

@@ -2,6 +2,7 @@ import { PortfolioPerformance } from './portfolio-performance.interface';
 
 export interface PortfolioSummary extends PortfolioPerformance {
   annualizedPerformancePercent: number;
+  annualizedPerformancePercentWithCurrencyEffect: number;
   cash: number;
   committedFunds: number;
   dividend: number;

libs/common/src/lib/interfaces/position.interface.ts

@@ -18,6 +18,8 @@ export interface Position {
   name?: string;
   netPerformance?: number;
   netPerformancePercentage?: number;
+  netPerformancePercentageWithCurrencyEffect?: number;
+  netPerformanceWithCurrencyEffect?: number;
   quantity: number;
   symbol: string;
   transactionCount: number;

libs/ui/src/lib/holdings-table/holdings-table.component.html

@@ -114,7 +114,7 @@
         *matHeaderCellDef
         class="justify-content-end px-1"
         mat-header-cell
-        mat-sort-header="netPerformancePercent"
+        mat-sort-header="netPerformancePercentWithCurrencyEffect"
       >
         <span class="d-none d-sm-block" i18n>Performance</span>
         <span class="d-block d-sm-none" title="Performance">±</span>
@@ -125,7 +125,11 @@
             [colorizeSign]="true"
             [isPercent]="true"
             [locale]="locale"
-            [value]="isLoading ? undefined : element.netPerformancePercent"
+            [value]="
+              isLoading
+                ? undefined
+                : element.netPerformancePercentWithCurrencyEffect
+            "
           />
         </div>
       </td>