From 6cd79fab310fe348c2faeb8ba8c81793b1d6988d Mon Sep 17 00:00:00 2001 From: Thomas Kaul <4159106+dtslvr@users.noreply.github.com> Date: Sun, 16 Mar 2025 20:59:21 +0100 Subject: [PATCH] Feature/rename TWR to ROAI (#4453) * Rename TWR to ROAI --- .../calculator/portfolio-calculator.factory.ts | 8 ++++---- ...culator-baln-buy-and-sell-in-two-activities.spec.ts | 2 +- .../portfolio-calculator-baln-buy-and-sell.spec.ts | 2 +- .../portfolio-calculator-baln-buy.spec.ts | 2 +- ...io-calculator-btcusd-buy-and-sell-partially.spec.ts | 2 +- .../{twr => roai}/portfolio-calculator-fee.spec.ts | 2 +- .../portfolio-calculator-googl-buy.spec.ts | 2 +- .../{twr => roai}/portfolio-calculator-item.spec.ts | 2 +- .../portfolio-calculator-liability.spec.ts | 2 +- ...portfolio-calculator-msft-buy-with-dividend.spec.ts | 2 +- .../portfolio-calculator-no-orders.spec.ts | 2 +- ...olio-calculator-novn-buy-and-sell-partially.spec.ts | 2 +- .../portfolio-calculator-novn-buy-and-sell.spec.ts | 2 +- .../{twr => roai}/portfolio-calculator.spec.ts | 0 .../calculator/{twr => roai}/portfolio-calculator.ts | 2 +- apps/api/src/app/portfolio/portfolio.service.ts | 10 +++++----- .../portfolio-snapshot/portfolio-snapshot.processor.ts | 2 +- .../portfolio-summary/portfolio-summary.component.html | 4 ++-- 18 files changed, 25 insertions(+), 25 deletions(-) rename apps/api/src/app/portfolio/calculator/{twr => roai}/portfolio-calculator-baln-buy-and-sell-in-two-activities.spec.ts (96%) rename apps/api/src/app/portfolio/calculator/{twr => roai}/portfolio-calculator-baln-buy-and-sell.spec.ts (99%) rename apps/api/src/app/portfolio/calculator/{twr => roai}/portfolio-calculator-baln-buy.spec.ts (99%) rename apps/api/src/app/portfolio/calculator/{twr => roai}/portfolio-calculator-btcusd-buy-and-sell-partially.spec.ts (99%) rename apps/api/src/app/portfolio/calculator/{twr => roai}/portfolio-calculator-fee.spec.ts (99%) rename apps/api/src/app/portfolio/calculator/{twr => roai}/portfolio-calculator-googl-buy.spec.ts (99%) rename apps/api/src/app/portfolio/calculator/{twr => roai}/portfolio-calculator-item.spec.ts (99%) rename apps/api/src/app/portfolio/calculator/{twr => roai}/portfolio-calculator-liability.spec.ts (98%) rename apps/api/src/app/portfolio/calculator/{twr => roai}/portfolio-calculator-msft-buy-with-dividend.spec.ts (99%) rename apps/api/src/app/portfolio/calculator/{twr => roai}/portfolio-calculator-no-orders.spec.ts (98%) rename apps/api/src/app/portfolio/calculator/{twr => roai}/portfolio-calculator-novn-buy-and-sell-partially.spec.ts (99%) rename apps/api/src/app/portfolio/calculator/{twr => roai}/portfolio-calculator-novn-buy-and-sell.spec.ts (96%) rename apps/api/src/app/portfolio/calculator/{twr => roai}/portfolio-calculator.spec.ts (100%) rename apps/api/src/app/portfolio/calculator/{twr => roai}/portfolio-calculator.ts (99%) diff --git a/apps/api/src/app/portfolio/calculator/portfolio-calculator.factory.ts b/apps/api/src/app/portfolio/calculator/portfolio-calculator.factory.ts index 18738373..70f27fe7 100644 --- a/apps/api/src/app/portfolio/calculator/portfolio-calculator.factory.ts +++ b/apps/api/src/app/portfolio/calculator/portfolio-calculator.factory.ts @@ -10,11 +10,11 @@ import { Injectable } from '@nestjs/common'; import { MWRPortfolioCalculator } from './mwr/portfolio-calculator'; import { PortfolioCalculator } from './portfolio-calculator'; -import { TWRPortfolioCalculator } from './twr/portfolio-calculator'; +import { RoaiPortfolioCalculator } from './roai/portfolio-calculator'; export enum PerformanceCalculationType { MWR = 'MWR', // Money-Weighted Rate of Return - TWR = 'TWR' // Time-Weighted Rate of Return + ROAI = 'ROAI' // Return on Average Investment } @Injectable() @@ -56,8 +56,8 @@ export class PortfolioCalculatorFactory { portfolioSnapshotService: this.portfolioSnapshotService, redisCacheService: this.redisCacheService }); - case PerformanceCalculationType.TWR: - return new TWRPortfolioCalculator({ + case PerformanceCalculationType.ROAI: + return new RoaiPortfolioCalculator({ accountBalanceItems, activities, currency, diff --git a/apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-baln-buy-and-sell-in-two-activities.spec.ts b/apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-baln-buy-and-sell-in-two-activities.spec.ts similarity index 96% rename from apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-baln-buy-and-sell-in-two-activities.spec.ts rename to apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-baln-buy-and-sell-in-two-activities.spec.ts index deb3cd72..e157e2d2 100644 --- a/apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-baln-buy-and-sell-in-two-activities.spec.ts +++ b/apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-baln-buy-and-sell-in-two-activities.spec.ts @@ -137,7 +137,7 @@ describe('PortfolioCalculator', () => { const portfolioCalculator = portfolioCalculatorFactory.createCalculator({ activities, - calculationType: PerformanceCalculationType.TWR, + calculationType: PerformanceCalculationType.ROAI, currency: 'CHF', userId: userDummyData.id }); diff --git a/apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-baln-buy-and-sell.spec.ts b/apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-baln-buy-and-sell.spec.ts similarity index 99% rename from apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-baln-buy-and-sell.spec.ts rename to apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-baln-buy-and-sell.spec.ts index 7b4d53b2..a1650ea8 100644 --- a/apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-baln-buy-and-sell.spec.ts +++ b/apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-baln-buy-and-sell.spec.ts @@ -122,7 +122,7 @@ describe('PortfolioCalculator', () => { const portfolioCalculator = portfolioCalculatorFactory.createCalculator({ activities, - calculationType: PerformanceCalculationType.TWR, + calculationType: PerformanceCalculationType.ROAI, currency: 'CHF', userId: userDummyData.id }); diff --git a/apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-baln-buy.spec.ts b/apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-baln-buy.spec.ts similarity index 99% rename from apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-baln-buy.spec.ts rename to apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-baln-buy.spec.ts index 002cbd5e..63a4d77b 100644 --- a/apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-baln-buy.spec.ts +++ b/apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-baln-buy.spec.ts @@ -107,7 +107,7 @@ describe('PortfolioCalculator', () => { const portfolioCalculator = portfolioCalculatorFactory.createCalculator({ activities, - calculationType: PerformanceCalculationType.TWR, + calculationType: PerformanceCalculationType.ROAI, currency: 'CHF', userId: userDummyData.id }); diff --git a/apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-btcusd-buy-and-sell-partially.spec.ts b/apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-btcusd-buy-and-sell-partially.spec.ts similarity index 99% rename from apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-btcusd-buy-and-sell-partially.spec.ts rename to apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-btcusd-buy-and-sell-partially.spec.ts index 640de398..2853e3d8 100644 --- a/apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-btcusd-buy-and-sell-partially.spec.ts +++ b/apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-btcusd-buy-and-sell-partially.spec.ts @@ -136,7 +136,7 @@ describe('PortfolioCalculator', () => { const portfolioCalculator = portfolioCalculatorFactory.createCalculator({ activities, - calculationType: PerformanceCalculationType.TWR, + calculationType: PerformanceCalculationType.ROAI, currency: 'CHF', userId: userDummyData.id }); diff --git a/apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-fee.spec.ts b/apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-fee.spec.ts similarity index 99% rename from apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-fee.spec.ts rename to apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-fee.spec.ts index 6f030a73..b96e4f54 100644 --- a/apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-fee.spec.ts +++ b/apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-fee.spec.ts @@ -107,7 +107,7 @@ describe('PortfolioCalculator', () => { const portfolioCalculator = portfolioCalculatorFactory.createCalculator({ activities, - calculationType: PerformanceCalculationType.TWR, + calculationType: PerformanceCalculationType.ROAI, currency: 'USD', userId: userDummyData.id }); diff --git a/apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-googl-buy.spec.ts b/apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-googl-buy.spec.ts similarity index 99% rename from apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-googl-buy.spec.ts rename to apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-googl-buy.spec.ts index 4e25c17f..b3793a5b 100644 --- a/apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-googl-buy.spec.ts +++ b/apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-googl-buy.spec.ts @@ -120,7 +120,7 @@ describe('PortfolioCalculator', () => { const portfolioCalculator = portfolioCalculatorFactory.createCalculator({ activities, - calculationType: PerformanceCalculationType.TWR, + calculationType: PerformanceCalculationType.ROAI, currency: 'CHF', userId: userDummyData.id }); diff --git a/apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-item.spec.ts b/apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-item.spec.ts similarity index 99% rename from apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-item.spec.ts rename to apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-item.spec.ts index 7fc5c526..d226fe6f 100644 --- a/apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-item.spec.ts +++ b/apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-item.spec.ts @@ -107,7 +107,7 @@ describe('PortfolioCalculator', () => { const portfolioCalculator = portfolioCalculatorFactory.createCalculator({ activities, - calculationType: PerformanceCalculationType.TWR, + calculationType: PerformanceCalculationType.ROAI, currency: 'USD', userId: userDummyData.id }); diff --git a/apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-liability.spec.ts b/apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-liability.spec.ts similarity index 98% rename from apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-liability.spec.ts rename to apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-liability.spec.ts index 5fa90e94..569212b9 100644 --- a/apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-liability.spec.ts +++ b/apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-liability.spec.ts @@ -107,7 +107,7 @@ describe('PortfolioCalculator', () => { const portfolioCalculator = portfolioCalculatorFactory.createCalculator({ activities, - calculationType: PerformanceCalculationType.TWR, + calculationType: PerformanceCalculationType.ROAI, currency: 'USD', userId: userDummyData.id }); diff --git a/apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-msft-buy-with-dividend.spec.ts b/apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-msft-buy-with-dividend.spec.ts similarity index 99% rename from apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-msft-buy-with-dividend.spec.ts rename to apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-msft-buy-with-dividend.spec.ts index 54398542..4c54ba7a 100644 --- a/apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-msft-buy-with-dividend.spec.ts +++ b/apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-msft-buy-with-dividend.spec.ts @@ -135,7 +135,7 @@ describe('PortfolioCalculator', () => { const portfolioCalculator = portfolioCalculatorFactory.createCalculator({ activities, - calculationType: PerformanceCalculationType.TWR, + calculationType: PerformanceCalculationType.ROAI, currency: 'USD', userId: userDummyData.id }); diff --git a/apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-no-orders.spec.ts b/apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-no-orders.spec.ts similarity index 98% rename from apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-no-orders.spec.ts rename to apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-no-orders.spec.ts index 84898490..77e3f615 100644 --- a/apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-no-orders.spec.ts +++ b/apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-no-orders.spec.ts @@ -84,7 +84,7 @@ describe('PortfolioCalculator', () => { const portfolioCalculator = portfolioCalculatorFactory.createCalculator({ activities: [], - calculationType: PerformanceCalculationType.TWR, + calculationType: PerformanceCalculationType.ROAI, currency: 'CHF', userId: userDummyData.id }); diff --git a/apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-novn-buy-and-sell-partially.spec.ts b/apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-novn-buy-and-sell-partially.spec.ts similarity index 99% rename from apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-novn-buy-and-sell-partially.spec.ts rename to apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-novn-buy-and-sell-partially.spec.ts index 37f22e2f..84bcc5bc 100644 --- a/apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-novn-buy-and-sell-partially.spec.ts +++ b/apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-novn-buy-and-sell-partially.spec.ts @@ -116,7 +116,7 @@ describe('PortfolioCalculator', () => { const portfolioCalculator = portfolioCalculatorFactory.createCalculator({ activities, - calculationType: PerformanceCalculationType.TWR, + calculationType: PerformanceCalculationType.ROAI, currency: 'CHF', userId: userDummyData.id }); diff --git a/apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-novn-buy-and-sell.spec.ts b/apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-novn-buy-and-sell.spec.ts similarity index 96% rename from apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-novn-buy-and-sell.spec.ts rename to apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-novn-buy-and-sell.spec.ts index caf196f5..937fd8b4 100644 --- a/apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-novn-buy-and-sell.spec.ts +++ b/apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-novn-buy-and-sell.spec.ts @@ -116,7 +116,7 @@ describe('PortfolioCalculator', () => { const portfolioCalculator = portfolioCalculatorFactory.createCalculator({ activities, - calculationType: PerformanceCalculationType.TWR, + calculationType: PerformanceCalculationType.ROAI, currency: 'CHF', userId: userDummyData.id }); diff --git a/apps/api/src/app/portfolio/calculator/twr/portfolio-calculator.spec.ts b/apps/api/src/app/portfolio/calculator/roai/portfolio-calculator.spec.ts similarity index 100% rename from apps/api/src/app/portfolio/calculator/twr/portfolio-calculator.spec.ts rename to apps/api/src/app/portfolio/calculator/roai/portfolio-calculator.spec.ts diff --git a/apps/api/src/app/portfolio/calculator/twr/portfolio-calculator.ts b/apps/api/src/app/portfolio/calculator/roai/portfolio-calculator.ts similarity index 99% rename from apps/api/src/app/portfolio/calculator/twr/portfolio-calculator.ts rename to apps/api/src/app/portfolio/calculator/roai/portfolio-calculator.ts index 059b8544..5b918fa0 100644 --- a/apps/api/src/app/portfolio/calculator/twr/portfolio-calculator.ts +++ b/apps/api/src/app/portfolio/calculator/roai/portfolio-calculator.ts @@ -15,7 +15,7 @@ import { Big } from 'big.js'; import { addMilliseconds, differenceInDays, format, isBefore } from 'date-fns'; import { cloneDeep, sortBy } from 'lodash'; -export class TWRPortfolioCalculator extends PortfolioCalculator { +export class RoaiPortfolioCalculator extends PortfolioCalculator { private chartDates: string[]; protected calculateOverallPerformance( diff --git a/apps/api/src/app/portfolio/portfolio.service.ts b/apps/api/src/app/portfolio/portfolio.service.ts index ce03c802..e90ebd4a 100644 --- a/apps/api/src/app/portfolio/portfolio.service.ts +++ b/apps/api/src/app/portfolio/portfolio.service.ts @@ -295,7 +295,7 @@ export class PortfolioService { activities, filters, userId, - calculationType: PerformanceCalculationType.TWR, + calculationType: PerformanceCalculationType.ROAI, currency: this.request.user.Settings.settings.baseCurrency }); @@ -372,7 +372,7 @@ export class PortfolioService { activities, filters, userId, - calculationType: PerformanceCalculationType.TWR, + calculationType: PerformanceCalculationType.ROAI, currency: userCurrency }); @@ -680,7 +680,7 @@ export class PortfolioService { const portfolioCalculator = this.calculatorFactory.createCalculator({ activities, userId, - calculationType: PerformanceCalculationType.TWR, + calculationType: PerformanceCalculationType.ROAI, currency: userCurrency }); @@ -950,7 +950,7 @@ export class PortfolioService { activities, filters, userId, - calculationType: PerformanceCalculationType.TWR, + calculationType: PerformanceCalculationType.ROAI, currency: this.request.user.Settings.settings.baseCurrency }); @@ -1116,7 +1116,7 @@ export class PortfolioService { activities, filters, userId, - calculationType: PerformanceCalculationType.TWR, + calculationType: PerformanceCalculationType.ROAI, currency: userCurrency }); diff --git a/apps/api/src/services/queues/portfolio-snapshot/portfolio-snapshot.processor.ts b/apps/api/src/services/queues/portfolio-snapshot/portfolio-snapshot.processor.ts index 93b34cbd..60c3cf69 100644 --- a/apps/api/src/services/queues/portfolio-snapshot/portfolio-snapshot.processor.ts +++ b/apps/api/src/services/queues/portfolio-snapshot/portfolio-snapshot.processor.ts @@ -68,7 +68,7 @@ export class PortfolioSnapshotProcessor { const portfolioCalculator = this.calculatorFactory.createCalculator({ accountBalanceItems, activities, - calculationType: PerformanceCalculationType.TWR, + calculationType: PerformanceCalculationType.ROAI, currency: job.data.userCurrency, filters: job.data.filters, userId: job.data.userId diff --git a/apps/client/src/app/components/portfolio-summary/portfolio-summary.component.html b/apps/client/src/app/components/portfolio-summary/portfolio-summary.component.html index 2a888022..1a52bd64 100644 --- a/apps/client/src/app/components/portfolio-summary/portfolio-summary.component.html +++ b/apps/client/src/app/components/portfolio-summary/portfolio-summary.component.html @@ -117,8 +117,8 @@ Net Performance (TWR)(ROAI)