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Feature/rename TWR to ROAI (#4453)

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* Rename TWR to ROAI
This commit is contained in:
Thomas Kaul 2025-03-16 20:59:21 +01:00 committed by GitHub
parent 5783497a66
commit 6cd79fab31
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GPG Key ID: B5690EEEBB952194
18 changed files with 25 additions and 25 deletions
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8
apps/api/src/app/portfolio/calculator/portfolio-calculator.factory.ts
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@ -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,

2
apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-baln-buy-and-sell-in-two-activities.spec.ts → apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-baln-buy-and-sell-in-two-activities.spec.ts
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@ -137,7 +137,7 @@ describe('PortfolioCalculator', () => {
const portfolioCalculator = portfolioCalculatorFactory.createCalculator({
activities,
calculationType: PerformanceCalculationType.TWR,
calculationType: PerformanceCalculationType.ROAI,
currency: 'CHF',
userId: userDummyData.id
});

2
apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-baln-buy-and-sell.spec.ts → apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-baln-buy-and-sell.spec.ts
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@ -122,7 +122,7 @@ describe('PortfolioCalculator', () => {
const portfolioCalculator = portfolioCalculatorFactory.createCalculator({
activities,
calculationType: PerformanceCalculationType.TWR,
calculationType: PerformanceCalculationType.ROAI,
currency: 'CHF',
userId: userDummyData.id
});

2
apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-baln-buy.spec.ts → apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-baln-buy.spec.ts
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@ -107,7 +107,7 @@ describe('PortfolioCalculator', () => {
const portfolioCalculator = portfolioCalculatorFactory.createCalculator({
activities,
calculationType: PerformanceCalculationType.TWR,
calculationType: PerformanceCalculationType.ROAI,
currency: 'CHF',
userId: userDummyData.id
});

2
apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-btcusd-buy-and-sell-partially.spec.ts → apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-btcusd-buy-and-sell-partially.spec.ts
View File

@ -136,7 +136,7 @@ describe('PortfolioCalculator', () => {
const portfolioCalculator = portfolioCalculatorFactory.createCalculator({
activities,
calculationType: PerformanceCalculationType.TWR,
calculationType: PerformanceCalculationType.ROAI,
currency: 'CHF',
userId: userDummyData.id
});

2
apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-fee.spec.ts → apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-fee.spec.ts
View File

@ -107,7 +107,7 @@ describe('PortfolioCalculator', () => {
const portfolioCalculator = portfolioCalculatorFactory.createCalculator({
activities,
calculationType: PerformanceCalculationType.TWR,
calculationType: PerformanceCalculationType.ROAI,
currency: 'USD',
userId: userDummyData.id
});

2
apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-googl-buy.spec.ts → apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-googl-buy.spec.ts
View File

@ -120,7 +120,7 @@ describe('PortfolioCalculator', () => {
const portfolioCalculator = portfolioCalculatorFactory.createCalculator({
activities,
calculationType: PerformanceCalculationType.TWR,
calculationType: PerformanceCalculationType.ROAI,
currency: 'CHF',
userId: userDummyData.id
});

2
apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-item.spec.ts → apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-item.spec.ts
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@ -107,7 +107,7 @@ describe('PortfolioCalculator', () => {
const portfolioCalculator = portfolioCalculatorFactory.createCalculator({
activities,
calculationType: PerformanceCalculationType.TWR,
calculationType: PerformanceCalculationType.ROAI,
currency: 'USD',
userId: userDummyData.id
});

2
apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-liability.spec.ts → apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-liability.spec.ts
View File

@ -107,7 +107,7 @@ describe('PortfolioCalculator', () => {
const portfolioCalculator = portfolioCalculatorFactory.createCalculator({
activities,
calculationType: PerformanceCalculationType.TWR,
calculationType: PerformanceCalculationType.ROAI,
currency: 'USD',
userId: userDummyData.id
});

2
apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-msft-buy-with-dividend.spec.ts → apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-msft-buy-with-dividend.spec.ts
View File

@ -135,7 +135,7 @@ describe('PortfolioCalculator', () => {
const portfolioCalculator = portfolioCalculatorFactory.createCalculator({
activities,
calculationType: PerformanceCalculationType.TWR,
calculationType: PerformanceCalculationType.ROAI,
currency: 'USD',
userId: userDummyData.id
});

2
apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-no-orders.spec.ts → apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-no-orders.spec.ts
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@ -84,7 +84,7 @@ describe('PortfolioCalculator', () => {
const portfolioCalculator = portfolioCalculatorFactory.createCalculator({
activities: [],
calculationType: PerformanceCalculationType.TWR,
calculationType: PerformanceCalculationType.ROAI,
currency: 'CHF',
userId: userDummyData.id
});

2
apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-novn-buy-and-sell-partially.spec.ts → apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-novn-buy-and-sell-partially.spec.ts
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@ -116,7 +116,7 @@ describe('PortfolioCalculator', () => {
const portfolioCalculator = portfolioCalculatorFactory.createCalculator({
activities,
calculationType: PerformanceCalculationType.TWR,
calculationType: PerformanceCalculationType.ROAI,
currency: 'CHF',
userId: userDummyData.id
});

2
apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-novn-buy-and-sell.spec.ts → apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-novn-buy-and-sell.spec.ts
View File

@ -116,7 +116,7 @@ describe('PortfolioCalculator', () => {
const portfolioCalculator = portfolioCalculatorFactory.createCalculator({
activities,
calculationType: PerformanceCalculationType.TWR,
calculationType: PerformanceCalculationType.ROAI,
currency: 'CHF',
userId: userDummyData.id
});

0
apps/api/src/app/portfolio/calculator/twr/portfolio-calculator.spec.ts → apps/api/src/app/portfolio/calculator/roai/portfolio-calculator.spec.ts
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2
apps/api/src/app/portfolio/calculator/twr/portfolio-calculator.ts → apps/api/src/app/portfolio/calculator/roai/portfolio-calculator.ts
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@ -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(

10
apps/api/src/app/portfolio/portfolio.service.ts
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@ -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
});

2
apps/api/src/services/queues/portfolio-snapshot/portfolio-snapshot.processor.ts
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@ -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

4
apps/client/src/app/components/portfolio-summary/portfolio-summary.component.html
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@ -117,8 +117,8 @@
<ng-container i18n>Net Performance</ng-container>
<abbr
class="initialism ml-2 text-muted"
title="Time-Weighted Rate of Return"
>(TWR)</abbr
title="Return on Average Investment"
>(ROAI)</abbr
>
</div>
<div class="flex-column flex-wrap justify-content-end">