Add test case (#1399)
* Add test case * Fix calculation for portfolio evolution chart * Update changelog Co-Authored-By: gizmodus <11334553+gizmodus@users.noreply.github.com>
This commit is contained in:
Thomas Kaul
GitHub
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4
.vscode/launch.json
vendored
4
.vscode/launch.json
vendored
@ -5,11 +5,11 @@
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"name": "Debug Jest File",
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"type": "node",
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"request": "launch",
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"program": "${workspaceFolder}/node_modules/@angular/cli/bin/ng",
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"program": "${workspaceFolder}/node_modules/@nrwl/cli/bin/nx",
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"args": [
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"test",
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"--codeCoverage=false",
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"--testFile=${workspaceFolder}/apps/api/src/models/portfolio.spec.ts"
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"--testFile=${workspaceFolder}/apps/api/src/app/portfolio/portfolio-calculator-novn-buy-and-sell.spec.ts"
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],
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"cwd": "${workspaceFolder}",
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"console": "internalConsole"
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@ -11,6 +11,10 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
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- Restructured the actions in the admin control panel
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### Fixed
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- Fixed the calculation in the portfolio evolution chart
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## 1.207.0 - 31.10.2022
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### Added
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@ -0,0 +1,130 @@
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import { CurrentRateService } from '@ghostfolio/api/app/portfolio/current-rate.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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beforeEach(() => {
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currentRateService = new CurrentRateService(null, null, null);
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});
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describe('get current positions', () => {
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it.only('with NOVN.SW buy and sell', async () => {
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const portfolioCalculator = new PortfolioCalculator({
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currentRateService,
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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: '2022-03-07',
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dataSource: 'YAHOO',
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fee: new Big(0),
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name: 'Novartis AG',
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quantity: new Big(2),
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symbol: 'NOVN.SW',
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type: 'BUY',
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unitPrice: new Big(75.8)
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},
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{
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currency: 'CHF',
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date: '2022-04-08',
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dataSource: 'YAHOO',
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fee: new Big(0),
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name: 'Novartis AG',
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quantity: new Big(2),
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symbol: 'NOVN.SW',
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type: 'SELL',
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unitPrice: new Big(85.73)
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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('2022-04-11').getTime());
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const chartData = await portfolioCalculator.getChartData(
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parseDate('2022-03-07')
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);
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const currentPositions = await portfolioCalculator.getCurrentPositions(
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parseDate('2022-03-07')
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);
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const investments = portfolioCalculator.getInvestments();
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const investmentsByMonth = portfolioCalculator.getInvestmentsByMonth();
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spy.mockRestore();
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expect(chartData[0]).toEqual({
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date: '2022-03-07',
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netPerformanceInPercentage: 0,
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netPerformance: 0,
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totalInvestment: 151.6,
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value: 151.6
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});
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expect(chartData[chartData.length - 1]).toEqual({
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date: '2022-04-11',
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netPerformanceInPercentage: 13.100263852242744,
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netPerformance: 19.86,
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totalInvestment: 0,
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value: 19.86
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});
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expect(currentPositions).toEqual({
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currentValue: new Big('0'),
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errors: [],
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grossPerformance: new Big('19.86'),
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grossPerformancePercentage: new Big('0.13100263852242744063'),
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hasErrors: false,
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netPerformance: new Big('19.86'),
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netPerformancePercentage: new Big('0.13100263852242744063'),
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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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firstBuyDate: '2022-03-07',
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grossPerformance: new Big('19.86'),
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grossPerformancePercentage: new Big('0.13100263852242744063'),
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investment: new Big('0'),
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netPerformance: new Big('19.86'),
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netPerformancePercentage: new Big('0.13100263852242744063'),
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marketPrice: 87.8,
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quantity: new Big('0'),
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symbol: 'NOVN.SW',
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transactionCount: 2
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}
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],
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totalInvestment: new Big('0')
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});
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expect(investments).toEqual([
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{ date: '2022-03-07', investment: new Big('151.6') },
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{ date: '2022-04-08', investment: new Big('0') }
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]);
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expect(investmentsByMonth).toEqual([
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{ date: '2022-03-01', investment: new Big('151.6') },
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{ date: '2022-04-01', investment: new Big('-171.46') }
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]);
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});
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});
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});
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@ -234,21 +234,28 @@ export class PortfolioCalculator {
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[symbol: string]: { [date: string]: Big };
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} = {};
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const maxInvestmentValuesBySymbol: {
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[symbol: string]: { [date: string]: Big };
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} = {};
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const totalNetPerformanceValues: { [date: string]: Big } = {};
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const totalInvestmentValues: { [date: string]: Big } = {};
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const maxTotalInvestmentValues: { [date: string]: Big } = {};
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for (const symbol of Object.keys(symbols)) {
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const { netPerformanceValues, investmentValues } = this.getSymbolMetrics({
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end,
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marketSymbolMap,
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start,
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step,
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symbol,
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isChartMode: true
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});
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const { investmentValues, maxInvestmentValues, netPerformanceValues } =
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this.getSymbolMetrics({
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end,
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marketSymbolMap,
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start,
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step,
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symbol,
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isChartMode: true
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});
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netPerformanceValuesBySymbol[symbol] = netPerformanceValues;
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investmentValuesBySymbol[symbol] = investmentValues;
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maxInvestmentValuesBySymbol[symbol] = maxInvestmentValues;
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}
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for (const currentDate of dates) {
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@ -267,19 +274,28 @@ export class PortfolioCalculator {
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totalInvestmentValues[dateString] =
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totalInvestmentValues[dateString] ?? new Big(0);
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maxTotalInvestmentValues[dateString] =
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maxTotalInvestmentValues[dateString] ?? new Big(0);
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if (investmentValuesBySymbol[symbol]?.[dateString]) {
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totalInvestmentValues[dateString] = totalInvestmentValues[
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dateString
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].add(investmentValuesBySymbol[symbol][dateString]);
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}
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if (maxInvestmentValuesBySymbol[symbol]?.[dateString]) {
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maxTotalInvestmentValues[dateString] = maxTotalInvestmentValues[
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dateString
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].add(maxInvestmentValuesBySymbol[symbol][dateString]);
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}
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}
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}
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return Object.keys(totalNetPerformanceValues).map((date) => {
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const netPerformanceInPercentage = totalInvestmentValues[date].eq(0)
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const netPerformanceInPercentage = maxTotalInvestmentValues[date].eq(0)
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? 0
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: totalNetPerformanceValues[date]
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.div(totalInvestmentValues[date])
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.div(maxTotalInvestmentValues[date])
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.mul(100)
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.toNumber();
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@ -899,6 +915,7 @@ export class PortfolioCalculator {
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let initialValue: Big;
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let investmentAtStartDate: Big;
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const investmentValues: { [date: string]: Big } = {};
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const maxInvestmentValues: { [date: string]: Big } = {};
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let lastAveragePrice = new Big(0);
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// let lastTransactionInvestment = new Big(0);
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// let lastValueOfInvestmentBeforeTransaction = new Big(0);
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@ -1170,7 +1187,8 @@ export class PortfolioCalculator {
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.minus(grossPerformanceAtStartDate)
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.minus(fees.minus(feesAtStartDate));
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investmentValues[order.date] = maxTotalInvestment;
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investmentValues[order.date] = totalInvestment;
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maxInvestmentValues[order.date] = maxTotalInvestment;
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}
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if (PortfolioCalculator.ENABLE_LOGGING) {
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@ -1255,6 +1273,7 @@ export class PortfolioCalculator {
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Average price: ${averagePriceAtStartDate.toFixed(
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2
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)} -> ${averagePriceAtEndDate.toFixed(2)}
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Total investment: ${totalInvestment.toFixed(2)}
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Max. total investment: ${maxTotalInvestment.toFixed(2)}
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Gross performance: ${totalGrossPerformance.toFixed(
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2
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@ -1270,6 +1289,7 @@ export class PortfolioCalculator {
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initialValue,
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grossPerformancePercentage,
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investmentValues,
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maxInvestmentValues,
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netPerformancePercentage,
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netPerformanceValues,
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hasErrors: totalUnits.gt(0) && (!initialValue || !unitPriceAtEndDate),
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@ -45,7 +45,7 @@
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"start:server": "nx run api:serve --watch",
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"start:storybook": "nx run ui:storybook",
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"test": "nx test",
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"test:single": "nx test --test-file portfolio-calculator-novn-buy-and-sell-partially.spec.ts",
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"test:single": "nx test --test-file portfolio-calculator-novn-buy-and-sell.spec.ts",
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"ts-node": "ts-node",
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"update": "nx migrate latest",
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"watch:server": "nx run api:build --watch",
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28
test/import/ok-novn-buy-and-sell.json
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28
test/import/ok-novn-buy-and-sell.json
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{
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"meta": {
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"date": "2022-07-21T21:28:05.857Z",
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"version": "dev"
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},
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"activities": [
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{
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"fee": 0,
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"quantity": 2,
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"type": "SELL",
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"unitPrice": 85.73,
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"currency": "CHF",
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"dataSource": "YAHOO",
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"date": "2022-04-07T22:00:00.000Z",
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"symbol": "NOVN.SW"
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},
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{
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"fee": 0,
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"quantity": 2,
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"type": "BUY",
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"unitPrice": 75.8,
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"currency": "CHF",
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"dataSource": "YAHOO",
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"date": "2022-03-06T23:00:00.000Z",
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"symbol": "NOVN.SW"
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}
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]
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}
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