implement getCurrentPositions of PortfolioCalculator

apps/api/src/app/core/portfolio-calculator.spec.ts

@@ -1,16 +1,39 @@
 import { PortfolioCalculator, PortfolioOrder } from '@ghostfolio/api/app/core/portfolio-calculator';
-import { CurrentRateService } from '@ghostfolio/api/app/core/current-rate.service';
+import { CurrentRateService, GetValueParams } from '@ghostfolio/api/app/core/current-rate.service';
 import { Currency } from '@prisma/client';
 import { OrderType } from '@ghostfolio/api/models/order-type';
 import Big from 'big.js';
 
+function toYearMonthDay(date: Date) {
+  const year = date.getFullYear();
+  const month = date.getMonth() + 1;
+  const day = date.getDate();
+
+  return [year, month, day];
+}
+
+function dateEqual(date1: Date, date2: Date) {
+  const date1Converted = toYearMonthDay(date1);
+  const date2Converted = toYearMonthDay(date2);
+
+  return date1Converted[0] === date2Converted[0]&&
+    date1Converted[1] === date2Converted[1] &&
+    date1Converted[2] === date2Converted[2]
+}
+
 jest.mock('./current-rate.service.ts', () => {
   return {
     // eslint-disable-next-line @typescript-eslint/naming-convention
     CurrentRateService: jest.fn().mockImplementation(() => {
       return {
-        getValue: (date: Date, symbol: string, currency: Currency) => {
+        getValue: ({date, symbol, currency, userCurrency}: GetValueParams) => {
-          return 4;
+          const today = new Date();
+          if (dateEqual(today, date) && symbol === 'VTI') {
+            return Promise.resolve(new Big('213.32'));
+          }
+
+
+          return Promise.resolve(new Big('0'));
         }
       };
     })
@@ -26,56 +49,11 @@ describe('PortfolioCalculator', () => {
 
   describe('calculate transaction points', () => {
     it('with orders of only one symbol', () => {
-      const portfolioCalculator = new PortfolioCalculator(currentRateService, Currency.USD, ordersVTI);
+      const portfolioCalculator = new PortfolioCalculator(currentRateService, Currency.USD);
-      const portfolioItemsAtTransactionPoints = portfolioCalculator.getPortfolioItemsAtTransactionPoints();
+      portfolioCalculator.computeTransactionPoints(ordersVTI);
+      const portfolioItemsAtTransactionPoints = portfolioCalculator.getTransactionPoints();
 
-      expect(portfolioItemsAtTransactionPoints).toEqual([
+      expect(portfolioItemsAtTransactionPoints).toEqual(ordersVTITransactionPoints);
-        {
-          date: '2019-02-01',
-          items: [{
-            quantity: new Big('10'),
-            symbol: 'VTI',
-            investment: new Big('1443.8'),
-            currency: Currency.USD
-          }]
-        },
-        {
-          date: '2019-08-03',
-          items: [{
-            quantity: new Big('20'),
-            symbol: 'VTI',
-            investment: new Big('2923.7'),
-            currency: Currency.USD
-          }]
-        },
-        {
-          date: '2020-02-02',
-          items: [{
-            quantity: new Big('5'),
-            symbol: 'VTI',
-            investment: new Big('652.55'),
-            currency: Currency.USD
-          }]
-        },
-        {
-          date: '2021-02-01',
-          items: [{
-            quantity: new Big('15'),
-            symbol: 'VTI',
-            investment: new Big('2684.05'),
-            currency: Currency.USD
-          }]
-        },
-        {
-          date: '2021-08-01',
-          items: [{
-            quantity: new Big('25'),
-            symbol: 'VTI',
-            investment: new Big('4460.95'),
-            currency: Currency.USD
-          }]
-        }
-      ]);
     });
 
     it('with two orders at the same day of the same type', () => {
@@ -90,8 +68,9 @@ describe('PortfolioCalculator', () => {
           currency: Currency.USD
         }
       ];
-      const portfolioCalculator = new PortfolioCalculator(currentRateService, Currency.USD, orders);
+      const portfolioCalculator = new PortfolioCalculator(currentRateService, Currency.USD);
-      const portfolioItemsAtTransactionPoints = portfolioCalculator.getPortfolioItemsAtTransactionPoints();
+      portfolioCalculator.computeTransactionPoints(orders);
+      const portfolioItemsAtTransactionPoints = portfolioCalculator.getTransactionPoints();
 
       expect(portfolioItemsAtTransactionPoints).toEqual([
         {
@@ -100,7 +79,9 @@ describe('PortfolioCalculator', () => {
             quantity: new Big('10'),
             symbol: 'VTI',
             investment: new Big('1443.8'),
-            currency: Currency.USD
+            currency: Currency.USD,
+            firstBuyDate: '2019-02-01',
+            transactionCount: 1
           }]
         },
         {
@@ -109,7 +90,9 @@ describe('PortfolioCalculator', () => {
             quantity: new Big('20'),
             symbol: 'VTI',
             investment: new Big('2923.7'),
-            currency: Currency.USD
+            currency: Currency.USD,
+            firstBuyDate: '2019-02-01',
+            transactionCount: 2
           }]
         },
         {
@@ -118,7 +101,9 @@ describe('PortfolioCalculator', () => {
             quantity: new Big('5'),
             symbol: 'VTI',
             investment: new Big('652.55'),
-            currency: Currency.USD
+            currency: Currency.USD,
+            firstBuyDate: '2019-02-01',
+            transactionCount: 3
           }]
         },
         {
@@ -127,7 +112,9 @@ describe('PortfolioCalculator', () => {
             quantity: new Big('35'),
             symbol: 'VTI',
             investment: new Big('6627.05'),
-            currency: Currency.USD
+            currency: Currency.USD,
+            firstBuyDate: '2019-02-01',
+            transactionCount: 5
           }]
         },
         {
@@ -136,7 +123,9 @@ describe('PortfolioCalculator', () => {
             quantity: new Big('45'),
             symbol: 'VTI',
             investment: new Big('8403.95'),
-            currency: Currency.USD
+            currency: Currency.USD,
+            firstBuyDate: '2019-02-01',
+            transactionCount: 6
           }]
         }
       ]);
@@ -154,8 +143,9 @@ describe('PortfolioCalculator', () => {
           currency: Currency.USD
         }
       ];
-      const portfolioCalculator = new PortfolioCalculator(currentRateService, Currency.USD, orders);
+      const portfolioCalculator = new PortfolioCalculator(currentRateService, Currency.USD);
-      const portfolioItemsAtTransactionPoints = portfolioCalculator.getPortfolioItemsAtTransactionPoints();
+      portfolioCalculator.computeTransactionPoints(orders);
+      const portfolioItemsAtTransactionPoints = portfolioCalculator.getTransactionPoints();
 
       expect(portfolioItemsAtTransactionPoints).toEqual([
         {
@@ -164,7 +154,9 @@ describe('PortfolioCalculator', () => {
             quantity: new Big('10'),
             symbol: 'VTI',
             investment: new Big('1443.8'),
-            currency: Currency.USD
+            currency: Currency.USD,
+            firstBuyDate: '2019-02-01',
+            transactionCount: 1
           }]
         },
         {
@@ -173,7 +165,9 @@ describe('PortfolioCalculator', () => {
             quantity: new Big('20'),
             symbol: 'VTI',
             investment: new Big('2923.7'),
-            currency: Currency.USD
+            currency: Currency.USD,
+            firstBuyDate: '2019-02-01',
+            transactionCount: 2
           }]
         },
         {
@@ -182,12 +176,16 @@ describe('PortfolioCalculator', () => {
             quantity: new Big('5'),
             symbol: 'AMZN',
             investment: new Big('10109.95'),
-            currency: Currency.USD
+            currency: Currency.USD,
+            firstBuyDate: '2019-09-01',
+            transactionCount: 1
           }, {
             quantity: new Big('20'),
             symbol: 'VTI',
             investment: new Big('2923.7'),
-            currency: Currency.USD
+            currency: Currency.USD,
+            firstBuyDate: '2019-02-01',
+            transactionCount: 2
           }]
         },
         {
@@ -196,12 +194,16 @@ describe('PortfolioCalculator', () => {
             quantity: new Big('5'),
             symbol: 'AMZN',
             investment: new Big('10109.95'),
-            currency: Currency.USD
+            currency: Currency.USD,
+            firstBuyDate: '2019-09-01',
+            transactionCount: 1
           }, {
             quantity: new Big('5'),
             symbol: 'VTI',
             investment: new Big('652.55'),
-            currency: Currency.USD
+            currency: Currency.USD,
+            firstBuyDate: '2019-02-01',
+            transactionCount: 3
           }]
         },
         {
@@ -210,12 +212,16 @@ describe('PortfolioCalculator', () => {
             quantity: new Big('5'),
             symbol: 'AMZN',
             investment: new Big('10109.95'),
-            currency: Currency.USD
+            currency: Currency.USD,
+            firstBuyDate: '2019-09-01',
+            transactionCount: 1
           }, {
             quantity: new Big('15'),
             symbol: 'VTI',
             investment: new Big('2684.05'),
-            currency: Currency.USD
+            currency: Currency.USD,
+            firstBuyDate: '2019-02-01',
+            transactionCount: 4
           }]
         },
         {
@@ -224,12 +230,16 @@ describe('PortfolioCalculator', () => {
             quantity: new Big('5'),
             symbol: 'AMZN',
             investment: new Big('10109.95'),
-            currency: Currency.USD
+            currency: Currency.USD,
+            firstBuyDate: '2019-09-01',
+            transactionCount: 1
           }, {
             quantity: new Big('25'),
             symbol: 'VTI',
             investment: new Big('4460.95'),
-            currency: Currency.USD
+            currency: Currency.USD,
+            firstBuyDate: '2019-02-01',
+            transactionCount: 5
           }]
         }
       ]);
@@ -255,8 +265,9 @@ describe('PortfolioCalculator', () => {
           currency: Currency.USD
         }
       ];
-      const portfolioCalculator = new PortfolioCalculator(currentRateService, Currency.USD, orders);
+      const portfolioCalculator = new PortfolioCalculator(currentRateService, Currency.USD);
-      const portfolioItemsAtTransactionPoints = portfolioCalculator.getPortfolioItemsAtTransactionPoints();
+      portfolioCalculator.computeTransactionPoints(orders);
+      const portfolioItemsAtTransactionPoints = portfolioCalculator.getTransactionPoints();
 
       expect(portfolioItemsAtTransactionPoints).toEqual([
         {
@@ -265,7 +276,9 @@ describe('PortfolioCalculator', () => {
             quantity: new Big('10'),
             symbol: 'VTI',
             investment: new Big('1443.8'),
-            currency: Currency.USD
+            currency: Currency.USD,
+            firstBuyDate: '2019-02-01',
+            transactionCount: 1
           }]
         },
         {
@@ -274,7 +287,9 @@ describe('PortfolioCalculator', () => {
             quantity: new Big('20'),
             symbol: 'VTI',
             investment: new Big('2923.7'),
-            currency: Currency.USD
+            currency: Currency.USD,
+            firstBuyDate: '2019-02-01',
+            transactionCount: 2
           }]
         },
         {
@@ -283,12 +298,16 @@ describe('PortfolioCalculator', () => {
             quantity: new Big('5'),
             symbol: 'AMZN',
             investment: new Big('10109.95'),
-            currency: Currency.USD
+            currency: Currency.USD,
+            firstBuyDate: '2019-09-01',
+            transactionCount: 1
           }, {
             quantity: new Big('20'),
             symbol: 'VTI',
             investment: new Big('2923.7'),
-            currency: Currency.USD
+            currency: Currency.USD,
+            firstBuyDate: '2019-02-01',
+            transactionCount: 2
           }]
         },
         {
@@ -297,12 +316,16 @@ describe('PortfolioCalculator', () => {
             quantity: new Big('5'),
             symbol: 'AMZN',
             investment: new Big('10109.95'),
-            currency: Currency.USD
+            currency: Currency.USD,
+            firstBuyDate: '2019-09-01',
+            transactionCount: 1
           }, {
             quantity: new Big('5'),
             symbol: 'VTI',
             investment: new Big('652.55'),
-            currency: Currency.USD
+            currency: Currency.USD,
+            firstBuyDate: '2019-02-01',
+            transactionCount: 3
           }]
         },
         {
@@ -311,7 +334,9 @@ describe('PortfolioCalculator', () => {
             quantity: new Big('5'),
             symbol: 'VTI',
             investment: new Big('652.55'),
-            currency: Currency.USD
+            currency: Currency.USD,
+            firstBuyDate: '2019-02-01',
+            transactionCount: 3
           }]
         },
         {
@@ -320,7 +345,9 @@ describe('PortfolioCalculator', () => {
             quantity: new Big('15'),
             symbol: 'VTI',
             investment: new Big('2684.05'),
-            currency: Currency.USD
+            currency: Currency.USD,
+            firstBuyDate: '2019-02-01',
+            transactionCount: 4
           }]
         },
         {
@@ -329,15 +356,18 @@ describe('PortfolioCalculator', () => {
             quantity: new Big('25'),
             symbol: 'VTI',
             investment: new Big('4460.95'),
-            currency: Currency.USD
+            currency: Currency.USD,
+            firstBuyDate: '2019-02-01',
+            transactionCount: 5
           }]
         }
       ]);
     });
 
     it('with mixed symbols', () => {
-      const portfolioCalculator = new PortfolioCalculator(currentRateService, Currency.USD, ordersMixedSymbols);
+      const portfolioCalculator = new PortfolioCalculator(currentRateService, Currency.USD);
-      const portfolioItemsAtTransactionPoints = portfolioCalculator.getPortfolioItemsAtTransactionPoints();
+      portfolioCalculator.computeTransactionPoints(ordersMixedSymbols);
+      const portfolioItemsAtTransactionPoints = portfolioCalculator.getTransactionPoints();
 
       expect(portfolioItemsAtTransactionPoints).toEqual([
         {
@@ -346,7 +376,9 @@ describe('PortfolioCalculator', () => {
             quantity: new Big('50'),
             symbol: 'TSLA',
             investment: new Big('2148.5'),
-            currency: Currency.USD
+            currency: Currency.USD,
+            firstBuyDate: '2017-01-03',
+            transactionCount: 1
           }]
         },
         {
@@ -355,12 +387,16 @@ describe('PortfolioCalculator', () => {
             quantity: new Big('0.5614682'),
             symbol: 'BTCUSD',
             investment: new Big('1999.9999999999998659756'),
-            currency: Currency.USD
+            currency: Currency.USD,
+            firstBuyDate: '2017-07-01',
+            transactionCount: 1
           }, {
             quantity: new Big('50'),
             symbol: 'TSLA',
             investment: new Big('2148.5'),
-            currency: Currency.USD
+            currency: Currency.USD,
+            firstBuyDate: '2017-01-03',
+            transactionCount: 1
           }]
         },
         {
@@ -369,25 +405,55 @@ describe('PortfolioCalculator', () => {
             quantity: new Big('5'),
             symbol: 'AMZN',
             investment: new Big('10109.95'),
-            currency: Currency.USD
+            currency: Currency.USD,
+            firstBuyDate: '2018-09-01',
+            transactionCount: 1
           }, {
             quantity: new Big('0.5614682'),
             symbol: 'BTCUSD',
             investment: new Big('1999.9999999999998659756'),
-            currency: Currency.USD
+            currency: Currency.USD,
+            firstBuyDate: '2017-07-01',
+            transactionCount: 1
           }, {
             quantity: new Big('50'),
             symbol: 'TSLA',
             investment: new Big('2148.5'),
-            currency: Currency.USD
+            currency: Currency.USD,
+            firstBuyDate: '2017-01-03',
+            transactionCount: 1
           }]
         }
       ]);
     });
   });
 
-});
+  describe('get current positions', () => {
 
+    it('with just VTI', async () => {
+      const portfolioCalculator = new PortfolioCalculator(currentRateService, Currency.USD);
+      portfolioCalculator.setTransactionPoints(ordersVTITransactionPoints);
+      const currentPositions = await portfolioCalculator.getCurrentPositions();
+
+      expect(currentPositions).toEqual({
+        // eslint-disable-next-line @typescript-eslint/naming-convention
+        VTI: {
+          averagePrice: new Big('178.438'),
+          firstBuyDate: '2019-02-01',
+          quantity: new Big('25'),
+          symbol: 'VTI',
+          investment: new Big('4460.95'),
+          marketPrice: new Big('213.32'),
+          transactionCount: 5
+        }
+      });
+
+
+    })
+
+  })
+
+});
 const ordersMixedSymbols: PortfolioOrder[] = [
   {
     date: '2017-01-03',
@@ -457,3 +523,61 @@ const ordersVTI: PortfolioOrder[] = [
     currency: Currency.USD
   }
 ];
+
+const ordersVTITransactionPoints = [
+  {
+    date: '2019-02-01',
+    items: [{
+      quantity: new Big('10'),
+      symbol: 'VTI',
+      investment: new Big('1443.8'),
+      currency: Currency.USD,
+      firstBuyDate: '2019-02-01',
+      transactionCount: 1
+    }]
+  },
+  {
+    date: '2019-08-03',
+    items: [{
+      quantity: new Big('20'),
+      symbol: 'VTI',
+      investment: new Big('2923.7'),
+      currency: Currency.USD,
+      firstBuyDate: '2019-02-01',
+      transactionCount: 2
+    }]
+  },
+  {
+    date: '2020-02-02',
+    items: [{
+      quantity: new Big('5'),
+      symbol: 'VTI',
+      investment: new Big('652.55'),
+      currency: Currency.USD,
+      firstBuyDate: '2019-02-01',
+      transactionCount: 3
+    }]
+  },
+  {
+    date: '2021-02-01',
+    items: [{
+      quantity: new Big('15'),
+      symbol: 'VTI',
+      investment: new Big('2684.05'),
+      currency: Currency.USD,
+      firstBuyDate: '2019-02-01',
+      transactionCount: 4
+    }]
+  },
+  {
+    date: '2021-08-01',
+    items: [{
+      quantity: new Big('25'),
+      symbol: 'VTI',
+      investment: new Big('4460.95'),
+      currency: Currency.USD,
+      firstBuyDate: '2019-02-01',
+      transactionCount: 5
+    }]
+  }
+];

apps/api/src/app/core/portfolio-calculator.ts

@@ -9,10 +9,8 @@ export class PortfolioCalculator {
 
   constructor(
     private currentRateService: CurrentRateService,
-    private currency: Currency,
+    private currency: Currency
-    orders: PortfolioOrder[]
   ) {
-    this.computeTransactionPoints(orders);
   }
 
   addOrder(order: PortfolioOrder): void {
@@ -23,19 +21,7 @@ export class PortfolioCalculator {
 
   }
 
-  getPortfolioItemsAtTransactionPoints(): TransactionPoint[] {
+  computeTransactionPoints(orders: PortfolioOrder[]) {
-    return this.transactionPoints;
-  }
-
-  getCurrentPositions(): { [symbol: string]: TimelinePosition } {
-    return {};
-  }
-
-  calculateTimeline(timelineSpecification: TimelineSpecification[], endDate: Date): TimelinePeriod[] {
-    return null;
-  }
-
-  private computeTransactionPoints(orders: PortfolioOrder[]) {
     orders.sort((a, b) => a.date.localeCompare(b.date));
 
     this.transactionPoints = [];
@@ -56,14 +42,18 @@ export class PortfolioCalculator {
           quantity: order.quantity.mul(factor).plus(oldAccumulatedSymbol.quantity),
           symbol: order.symbol,
           investment: unitPrice.mul(order.quantity).mul(factor).add(oldAccumulatedSymbol.investment),
-          currency: order.currency
+          currency: order.currency,
+          firstBuyDate: oldAccumulatedSymbol.firstBuyDate,
+          transactionCount: oldAccumulatedSymbol.transactionCount + 1
         };
       } else {
         currentTransactionPointItem = {
           quantity: order.quantity.mul(factor),
           symbol: order.symbol,
           investment: unitPrice.mul(order.quantity).mul(factor),
-          currency: order.currency
+          currency: order.currency,
+          firstBuyDate: order.date,
+          transactionCount: 1
         };
       }
 
@@ -90,6 +80,47 @@ export class PortfolioCalculator {
     }
   }
 
+  setTransactionPoints(transactionPoints: TransactionPoint[]) {
+    this.transactionPoints = transactionPoints;
+  }
+
+  getTransactionPoints(): TransactionPoint[] {
+    return this.transactionPoints;
+  }
+
+  async getCurrentPositions(): Promise<{ [symbol: string]: TimelinePosition }> {
+    if (!this.transactionPoints?.length) {
+      return {};
+    }
+
+    const lastTransactionPoint = this.transactionPoints[this.transactionPoints.length - 1];
+
+    const result: { [symbol: string]: TimelinePosition } = {};
+    for (const item of lastTransactionPoint.items) {
+      const marketPrice = await this.currentRateService.getValue({
+        date: new Date(),
+        symbol: item.symbol,
+        currency: item.currency,
+        userCurrency: this.currency
+      });
+      result[item.symbol] = {
+        averagePrice: item.investment.div(item.quantity),
+        firstBuyDate: item.firstBuyDate,
+        quantity: item.quantity,
+        symbol: item.symbol,
+        investment: item.investment,
+        marketPrice: marketPrice,
+        transactionCount: item.transactionCount
+      };
+    }
+
+    return result;
+  }
+
+  calculateTimeline(timelineSpecification: TimelineSpecification[], endDate: Date): TimelinePeriod[] {
+    return null;
+  }
+
   private getFactor(type: OrderType) {
     let factor: number;
     switch (type) {
@@ -118,6 +149,8 @@ interface TransactionPointSymbol {
   symbol: string;
   investment: Big;
   currency: Currency;
+  firstBuyDate: string;
+  transactionCount: number;
 }
 
 interface TimelinePosition {