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Feature/harmonize big.js operators (#686)

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* Harmonize big.js operators

* Update changelog
This commit is contained in:
Thomas Kaul 2022-02-09 09:36:54 +01:00 committed by GitHub
parent 6eb4eae4a9
commit 86943a5f5b
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5 changed files with 26 additions and 22 deletions
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4
CHANGELOG.md
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@ -12,6 +12,10 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
- Improved the position of the currency column in the accounts table - Improved the position of the currency column in the accounts table
- Improved the position of the currency column in the activities table - Improved the position of the currency column in the activities table
### Fixed
- Fixed an issue with the performance calculation in connection with fees in the new calculation engine
## 1.112.1 - 06.02.2022 ## 1.112.1 - 06.02.2022
### Fixed ### Fixed

26
apps/api/src/app/portfolio/portfolio-calculator-new.ts
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@ -82,7 +82,7 @@ export class PortfolioCalculatorNew {
: unitPrice : unitPrice
.mul(order.quantity) .mul(order.quantity)
.mul(factor) .mul(factor)
.add(oldAccumulatedSymbol.investment), .plus(oldAccumulatedSymbol.investment),
quantity: newQuantity, quantity: newQuantity,
symbol: order.symbol, symbol: order.symbol,
transactionCount: oldAccumulatedSymbol.transactionCount + 1 transactionCount: oldAccumulatedSymbol.transactionCount + 1
@ -452,7 +452,7 @@ export class PortfolioCalculatorNew {
.eq(0) .eq(0)
) { ) {
const grossHoldingPeriodReturn = valueOfInvestmentBeforeTransaction const grossHoldingPeriodReturn = valueOfInvestmentBeforeTransaction
.sub( .minus(
lastValueOfInvestmentBeforeTransaction.plus( lastValueOfInvestmentBeforeTransaction.plus(
lastTransactionInvestment lastTransactionInvestment
) )
@ -469,8 +469,8 @@ export class PortfolioCalculatorNew {
); );
const netHoldingPeriodReturn = valueOfInvestmentBeforeTransaction const netHoldingPeriodReturn = valueOfInvestmentBeforeTransaction
.sub(fees.minus(feesAtStartDate)) .minus(fees.minus(feesAtStartDate))
.sub( .minus(
lastValueOfInvestmentBeforeTransaction.plus( lastValueOfInvestmentBeforeTransaction.plus(
lastTransactionInvestment lastTransactionInvestment
) )
@ -509,10 +509,10 @@ export class PortfolioCalculatorNew {
} }
timeWeightedGrossPerformancePercentage = timeWeightedGrossPerformancePercentage =
timeWeightedGrossPerformancePercentage.sub(1); timeWeightedGrossPerformancePercentage.minus(1);
timeWeightedNetPerformancePercentage = timeWeightedNetPerformancePercentage =
timeWeightedNetPerformancePercentage.sub(1); timeWeightedNetPerformancePercentage.minus(1);
const totalGrossPerformance = grossPerformance.minus( const totalGrossPerformance = grossPerformance.minus(
grossPerformanceAtStartDate grossPerformanceAtStartDate
@ -525,7 +525,7 @@ export class PortfolioCalculatorNew {
let valueOfInvestmentSum = new Big(0); let valueOfInvestmentSum = new Big(0);
for (const holdingPeriodPerformance of holdingPeriodPerformances) { for (const holdingPeriodPerformance of holdingPeriodPerformances) {
valueOfInvestmentSum = valueOfInvestmentSum.add( valueOfInvestmentSum = valueOfInvestmentSum.plus(
holdingPeriodPerformance.valueOfInvestment holdingPeriodPerformance.valueOfInvestment
); );
} }
@ -568,7 +568,7 @@ export class PortfolioCalculatorNew {
date: transactionPoint.date, date: transactionPoint.date,
investment: transactionPoint.items.reduce( investment: transactionPoint.items.reduce(
(investment, transactionPointSymbol) => (investment, transactionPointSymbol) =>
investment.add(transactionPointSymbol.investment), investment.plus(transactionPointSymbol.investment),
new Big(0) new Big(0)
) )
}; };
@ -685,13 +685,13 @@ export class PortfolioCalculatorNew {
for (const currentPosition of positions) { for (const currentPosition of positions) {
if (currentPosition.marketPrice) { if (currentPosition.marketPrice) {
currentValue = currentValue.add( currentValue = currentValue.plus(
new Big(currentPosition.marketPrice).mul(currentPosition.quantity) new Big(currentPosition.marketPrice).mul(currentPosition.quantity)
); );
} else { } else {
hasErrors = true; hasErrors = true;
} }
totalInvestment = totalInvestment.add(currentPosition.investment); totalInvestment = totalInvestment.plus(currentPosition.investment);
if (currentPosition.grossPerformance) { if (currentPosition.grossPerformance) {
grossPerformance = grossPerformance.plus( grossPerformance = grossPerformance.plus(
currentPosition.grossPerformance currentPosition.grossPerformance
@ -760,8 +760,8 @@ export class PortfolioCalculatorNew {
dataSource: item.dataSource, dataSource: item.dataSource,
symbol: item.symbol symbol: item.symbol
}); });
investment = investment.add(item.investment); investment = investment.plus(item.investment);
fees = fees.add(item.fee); fees = fees.plus(item.fee);
} }
let marketSymbols: GetValueObject[] = []; let marketSymbols: GetValueObject[] = [];
@ -817,7 +817,7 @@ export class PortfolioCalculatorNew {
invalid = true; invalid = true;
break; break;
} }
value = value.add( value = value.plus(
item.quantity.mul(marketSymbolMap[currentDateAsString][item.symbol]) item.quantity.mul(marketSymbolMap[currentDateAsString][item.symbol])
); );
} }

14
apps/api/src/app/portfolio/portfolio-calculator.ts
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@ -69,7 +69,7 @@ export class PortfolioCalculator {
: unitPrice : unitPrice
.mul(order.quantity) .mul(order.quantity)
.mul(factor) .mul(factor)
.add(oldAccumulatedSymbol.investment), .plus(oldAccumulatedSymbol.investment),
quantity: newQuantity, quantity: newQuantity,
symbol: order.symbol, symbol: order.symbol,
transactionCount: oldAccumulatedSymbol.transactionCount + 1 transactionCount: oldAccumulatedSymbol.transactionCount + 1
@ -354,7 +354,7 @@ export class PortfolioCalculator {
date: transactionPoint.date, date: transactionPoint.date,
investment: transactionPoint.items.reduce( investment: transactionPoint.items.reduce(
(investment, transactionPointSymbol) => (investment, transactionPointSymbol) =>
investment.add(transactionPointSymbol.investment), investment.plus(transactionPointSymbol.investment),
new Big(0) new Big(0)
) )
}; };
@ -475,13 +475,13 @@ export class PortfolioCalculator {
for (const currentPosition of positions) { for (const currentPosition of positions) {
if (currentPosition.marketPrice) { if (currentPosition.marketPrice) {
currentValue = currentValue.add( currentValue = currentValue.plus(
new Big(currentPosition.marketPrice).mul(currentPosition.quantity) new Big(currentPosition.marketPrice).mul(currentPosition.quantity)
); );
} else { } else {
hasErrors = true; hasErrors = true;
} }
totalInvestment = totalInvestment.add(currentPosition.investment); totalInvestment = totalInvestment.plus(currentPosition.investment);
if (currentPosition.grossPerformance) { if (currentPosition.grossPerformance) {
grossPerformance = grossPerformance.plus( grossPerformance = grossPerformance.plus(
currentPosition.grossPerformance currentPosition.grossPerformance
@ -562,8 +562,8 @@ export class PortfolioCalculator {
dataSource: item.dataSource, dataSource: item.dataSource,
symbol: item.symbol symbol: item.symbol
}); });
investment = investment.add(item.investment); investment = investment.plus(item.investment);
fees = fees.add(item.fee); fees = fees.plus(item.fee);
} }
let marketSymbols: GetValueObject[] = []; let marketSymbols: GetValueObject[] = [];
@ -619,7 +619,7 @@ export class PortfolioCalculator {
invalid = true; invalid = true;
break; break;
} }
value = value.add( value = value.plus(
item.quantity.mul(marketSymbolMap[currentDateAsString][item.symbol]) item.quantity.mul(marketSymbolMap[currentDateAsString][item.symbol])
); );
} }

2
apps/api/src/app/portfolio/portfolio.service-new.ts
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@ -895,7 +895,7 @@ export class PortfolioServiceNew {
const totalBuy = this.getTotalByType(orders, userCurrency, 'BUY'); const totalBuy = this.getTotalByType(orders, userCurrency, 'BUY');
const totalSell = this.getTotalByType(orders, userCurrency, 'SELL'); const totalSell = this.getTotalByType(orders, userCurrency, 'SELL');
const committedFunds = new Big(totalBuy).sub(totalSell); const committedFunds = new Big(totalBuy).minus(totalSell);
const netWorth = new Big(balance) const netWorth = new Big(balance)
.plus(performanceInformation.performance.currentValue) .plus(performanceInformation.performance.currentValue)

2
apps/api/src/app/portfolio/portfolio.service.ts
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@ -873,7 +873,7 @@ export class PortfolioService {
const totalBuy = this.getTotalByType(orders, userCurrency, 'BUY'); const totalBuy = this.getTotalByType(orders, userCurrency, 'BUY');
const totalSell = this.getTotalByType(orders, userCurrency, 'SELL'); const totalSell = this.getTotalByType(orders, userCurrency, 'SELL');
const committedFunds = new Big(totalBuy).sub(totalSell); const committedFunds = new Big(totalBuy).minus(totalSell);
const netWorth = new Big(balance) const netWorth = new Big(balance)
.plus(performanceInformation.performance.currentValue) .plus(performanceInformation.performance.currentValue)