sudacode/ghostfolio
1
0
Fork 0
Code Issues Pull Requests Actions Packages Releases Activity

Feature/improve allocations by account (#308)

Browse Source 
* Improve allocations by account

* Eliminate accounts from PortfolioPosition

* Ignore cash assets in the allocation chart by sector, continent and country

* Add missing accounts to portfolio details

* Update changelog
This commit is contained in:
Thomas Kaul 2021-08-21 15:03:55 +02:00 committed by GitHub
parent a904208d06
commit aad8f77093
No known key found for this signature in database
GPG Key ID: 4AEE18F83AFDEB23
11 changed files with 211 additions and 176 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

6
CHANGELOG.md
View File

@ -15,6 +15,12 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
- Improved the wording for the _Restricted View_: _Presenter View_
- Improved the styling of the tables
- Ignored cash assets in the allocation chart by sector, continent and country
### Fixed
- Fixed an issue in the allocation chart by account (wrong calculation)
- Fixed an issue in the allocation chart by account (missing cash accounts)
## 1.40.0 - 19.08.2021

33
apps/api/src/app/portfolio/portfolio.controller.ts
View File

@ -5,8 +5,8 @@ import {
} from '@ghostfolio/api/helper/object.helper';
import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data.service';
import {
PortfolioDetails,
PortfolioPerformance,
PortfolioPosition,
PortfolioReport,
PortfolioSummary
} from '@ghostfolio/common/interfaces';
@ -124,13 +124,11 @@ export class PortfolioController {
@Headers('impersonation-id') impersonationId,
@Query('range') range,
@Res() res: Response
): Promise<{ [symbol: string]: PortfolioPosition }> {
const { details, hasErrors } = await this.portfolioService.getDetails(
impersonationId,
range
);
): Promise<PortfolioDetails> {
const { accounts, holdings, hasErrors } =
await this.portfolioService.getDetails(impersonationId, range);
if (hasErrors || hasNotDefinedValuesInObject(details)) {
if (hasErrors || hasNotDefinedValuesInObject(holdings)) {
res.status(StatusCodes.ACCEPTED);
}
@ -138,13 +136,13 @@ export class PortfolioController {
impersonationId ||
this.userService.isRestrictedView(this.request.user)
) {
const totalInvestment = Object.values(details)
const totalInvestment = Object.values(holdings)
.map((portfolioPosition) => {
return portfolioPosition.investment;
})
.reduce((a, b) => a + b, 0);
const totalValue = Object.values(details)
const totalValue = Object.values(holdings)
.map((portfolioPosition) => {
return this.exchangeRateDataService.toCurrency(
portfolioPosition.quantity * portfolioPosition.marketPrice,
@ -154,24 +152,21 @@ export class PortfolioController {
})
.reduce((a, b) => a + b, 0);
for (const [symbol, portfolioPosition] of Object.entries(details)) {
for (const [symbol, portfolioPosition] of Object.entries(holdings)) {
portfolioPosition.grossPerformance = null;
portfolioPosition.investment =
portfolioPosition.investment / totalInvestment;
for (const [account, { current, original }] of Object.entries(
portfolioPosition.accounts
)) {
portfolioPosition.accounts[account].current = current / totalValue;
portfolioPosition.accounts[account].original =
original / totalInvestment;
}
portfolioPosition.quantity = null;
}
for (const [name, { current, original }] of Object.entries(accounts)) {
accounts[name].current = current / totalValue;
accounts[name].original = original / totalInvestment;
}
}
return <any>res.json(details);
return <any>res.json({ accounts, holdings });
}
@Get('performance')

121
apps/api/src/app/portfolio/portfolio.service.ts
View File

@ -24,6 +24,7 @@ import { SymbolProfileService } from '@ghostfolio/api/services/symbol-profile.se
import { UNKNOWN_KEY, ghostfolioCashSymbol } from '@ghostfolio/common/config';
import { DATE_FORMAT, parseDate } from '@ghostfolio/common/helper';
import {
PortfolioDetails,
PortfolioPerformance,
PortfolioPosition,
PortfolioReport,
@ -154,10 +155,7 @@ export class PortfolioService {
public async getDetails(
aImpersonationId: string,
aDateRange: DateRange = 'max'
): Promise<{
details: { [symbol: string]: PortfolioPosition };
hasErrors: boolean;
}> {
): Promise<PortfolioDetails & { hasErrors: boolean }> {
const userId = await this.getUserId(aImpersonationId);
const userCurrency = this.request.user.Settings.currency;
@ -171,7 +169,7 @@ export class PortfolioService {
});
if (transactionPoints?.length <= 0) {
return { details: {}, hasErrors: false };
return { accounts: {}, holdings: {}, hasErrors: false };
}
portfolioCalculator.setTransactionPoints(transactionPoints);
@ -187,7 +185,7 @@ export class PortfolioService {
userCurrency
);
const details: { [symbol: string]: PortfolioPosition } = {};
const holdings: PortfolioDetails['holdings'] = {};
const totalInvestment = currentPositions.totalInvestment.plus(
cashDetails.balance
);
@ -211,14 +209,12 @@ export class PortfolioService {
for (const position of currentPositions.positions) {
portfolioItemsNow[position.symbol] = position;
}
const accounts = this.getAccounts(orders, portfolioItemsNow, userCurrency);
for (const item of currentPositions.positions) {
const value = item.quantity.mul(item.marketPrice);
const symbolProfile = symbolProfileMap[item.symbol];
const dataProviderResponse = dataProviderResponses[item.symbol];
details[item.symbol] = {
accounts,
holdings[item.symbol] = {
allocationCurrent: value.div(totalValue).toNumber(),
allocationInvestment: item.investment.div(totalInvestment).toNumber(),
assetClass: symbolProfile.assetClass,
@ -241,13 +237,20 @@ export class PortfolioService {
}
// TODO: Add a cash position for each currency
details[ghostfolioCashSymbol] = await this.getCashPosition({
holdings[ghostfolioCashSymbol] = await this.getCashPosition({
cashDetails,
investment: totalInvestment,
value: totalValue
});
return { details, hasErrors: currentPositions.hasErrors };
const accounts = await this.getAccounts(
orders,
portfolioItemsNow,
userCurrency,
userId
);
return { accounts, holdings, hasErrors: currentPositions.hasErrors };
}
public async getPosition(
@ -604,7 +607,12 @@ export class PortfolioService {
for (const position of currentPositions.positions) {
portfolioItemsNow[position.symbol] = position;
}
const accounts = this.getAccounts(orders, portfolioItemsNow, baseCurrency);
const accounts = await this.getAccounts(
orders,
portfolioItemsNow,
baseCurrency,
userId
);
return {
rules: {
accountClusterRisk: await this.rulesService.evaluate(
@ -704,18 +712,9 @@ export class PortfolioService {
investment: Big;
value: Big;
}) {
const accounts = {};
const cashValue = new Big(cashDetails.balance);
cashDetails.accounts.forEach((account) => {
accounts[account.name] = {
current: account.balance,
original: account.balance
};
});
return {
accounts,
allocationCurrent: cashValue.div(value).toNumber(),
allocationInvestment: cashValue.div(investment).toNumber(),
assetClass: AssetClass.CASH,
@ -797,41 +796,67 @@ export class PortfolioService {
};
}
private getAccounts(
private async getAccounts(
orders: OrderWithAccount[],
portfolioItemsNow: { [p: string]: TimelinePosition },
userCurrency
userCurrency: Currency,
userId: string
) {
const accounts: PortfolioPosition['accounts'] = {};
for (const order of orders) {
let currentValueOfSymbol = this.exchangeRateDataService.toCurrency(
order.quantity * portfolioItemsNow[order.symbol].marketPrice,
order.currency,
userCurrency
);
let originalValueOfSymbol = this.exchangeRateDataService.toCurrency(
order.quantity * order.unitPrice,
order.currency,
userCurrency
);
const accounts: PortfolioDetails['accounts'] = {};
if (order.type === 'SELL') {
currentValueOfSymbol *= -1;
originalValueOfSymbol *= -1;
const currentAccounts = await this.accountService.getAccounts(userId);
for (const account of currentAccounts) {
const ordersByAccount = orders.filter(({ accountId }) => {
return accountId === account.id;
});
if (ordersByAccount.length <= 0) {
// Add account without orders
const balance = this.exchangeRateDataService.toCurrency(
account.balance,
account.currency,
userCurrency
);
accounts[account.name] = {
current: balance,
original: balance
};
continue;
}
if (accounts[order.Account?.name || UNKNOWN_KEY]?.current) {
accounts[order.Account?.name || UNKNOWN_KEY].current +=
currentValueOfSymbol;
accounts[order.Account?.name || UNKNOWN_KEY].original +=
originalValueOfSymbol;
} else {
accounts[order.Account?.name || UNKNOWN_KEY] = {
current: currentValueOfSymbol,
original: originalValueOfSymbol
};
for (const order of ordersByAccount) {
let currentValueOfSymbol = this.exchangeRateDataService.toCurrency(
order.quantity * portfolioItemsNow[order.symbol].marketPrice,
order.currency,
userCurrency
);
let originalValueOfSymbol = this.exchangeRateDataService.toCurrency(
order.quantity * order.unitPrice,
order.currency,
userCurrency
);
if (order.type === 'SELL') {
currentValueOfSymbol *= -1;
originalValueOfSymbol *= -1;
}
if (accounts[order.Account?.name || UNKNOWN_KEY]?.current) {
accounts[order.Account?.name || UNKNOWN_KEY].current +=
currentValueOfSymbol;
accounts[order.Account?.name || UNKNOWN_KEY].original +=
originalValueOfSymbol;
} else {
accounts[order.Account?.name || UNKNOWN_KEY] = {
current: currentValueOfSymbol,
original: originalValueOfSymbol
};
}
}
}
return accounts;
}

9
apps/api/src/models/rules/account-cluster-risk/current-investment.ts
View File

@ -1,16 +1,17 @@
import { RuleSettings } from '@ghostfolio/api/models/interfaces/rule-settings.interface';
import { UserSettings } from '@ghostfolio/api/models/interfaces/user-settings.interface';
import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data.service';
import { PortfolioPosition } from '@ghostfolio/common/interfaces';
import {
PortfolioDetails,
PortfolioPosition
} from '@ghostfolio/common/interfaces';
import { Rule } from '../../rule';
export class AccountClusterRiskCurrentInvestment extends Rule<Settings> {
public constructor(
protected exchangeRateDataService: ExchangeRateDataService,
private accounts: {
[account: string]: { current: number; original: number };
}
private accounts: PortfolioDetails['accounts']
) {
super(exchangeRateDataService, {
name: 'Current Investment'

9
apps/api/src/models/rules/account-cluster-risk/initial-investment.ts
View File

@ -1,6 +1,9 @@
import { RuleSettings } from '@ghostfolio/api/models/interfaces/rule-settings.interface';
import { UserSettings } from '@ghostfolio/api/models/interfaces/user-settings.interface';
import { PortfolioPosition } from '@ghostfolio/common/interfaces';
import {
PortfolioDetails,
PortfolioPosition
} from '@ghostfolio/common/interfaces';
import { ExchangeRateDataService } from 'apps/api/src/services/exchange-rate-data.service';
import { Rule } from '../../rule';
@ -8,9 +11,7 @@ import { Rule } from '../../rule';
export class AccountClusterRiskInitialInvestment extends Rule<Settings> {
public constructor(
protected exchangeRateDataService: ExchangeRateDataService,
private accounts: {
[account: string]: { current: number; original: number };
}
private accounts: PortfolioDetails['accounts']
) {
super(exchangeRateDataService, {
name: 'Initial Investment'

5
apps/api/src/models/rules/account-cluster-risk/single-account.ts
View File

@ -1,5 +1,6 @@
import { RuleSettings } from '@ghostfolio/api/models/interfaces/rule-settings.interface';
import { UserSettings } from '@ghostfolio/api/models/interfaces/user-settings.interface';
import { PortfolioDetails } from '@ghostfolio/common/interfaces';
import { ExchangeRateDataService } from 'apps/api/src/services/exchange-rate-data.service';
import { Rule } from '../../rule';
@ -7,9 +8,7 @@ import { Rule } from '../../rule';
export class AccountClusterRiskSingleAccount extends Rule<RuleSettings> {
public constructor(
protected exchangeRateDataService: ExchangeRateDataService,
private accounts: {
[account: string]: { current: number; original: number };
}
private accounts: PortfolioDetails['accounts']
) {
super(exchangeRateDataService, {
name: 'Single Account'

176
apps/client/src/app/pages/portfolio/allocations/allocations-page.component.ts
View File

@ -3,8 +3,13 @@ import { ToggleOption } from '@ghostfolio/client/components/toggle/interfaces/to
import { DataService } from '@ghostfolio/client/services/data.service';
import { ImpersonationStorageService } from '@ghostfolio/client/services/impersonation-storage.service';
import { UserService } from '@ghostfolio/client/services/user/user.service';
import { UNKNOWN_KEY } from '@ghostfolio/common/config';
import { PortfolioPosition, User } from '@ghostfolio/common/interfaces';
import { ghostfolioCashSymbol, UNKNOWN_KEY } from '@ghostfolio/common/config';
import {
PortfolioDetails,
PortfolioPosition,
User
} from '@ghostfolio/common/interfaces';
import { AssetClass } from '@prisma/client';
import { DeviceDetectorService } from 'ngx-device-detector';
import { Subject } from 'rxjs';
import { takeUntil } from 'rxjs/operators';
@ -31,7 +36,7 @@ export class AllocationsPageComponent implements OnDestroy, OnInit {
{ label: 'Initial', value: 'original' },
{ label: 'Current', value: 'current' }
];
public portfolioPositions: { [symbol: string]: PortfolioPosition };
public portfolioDetails: PortfolioDetails;
public positions: { [symbol: string]: any };
public positionsArray: PortfolioPosition[];
public sectors: {
@ -66,11 +71,12 @@ export class AllocationsPageComponent implements OnDestroy, OnInit {
});
this.dataService
.fetchPortfolioPositions({})
.fetchPortfolioDetails({})
.pipe(takeUntil(this.unsubscribeSubject))
.subscribe((response = {}) => {
this.portfolioPositions = response;
this.initializeAnalysisData(this.portfolioPositions, this.period);
.subscribe((portfolioDetails) => {
this.portfolioDetails = portfolioDetails;
this.initializeAnalysisData(this.period);
this.changeDetectorRef.markForCheck();
});
@ -86,12 +92,7 @@ export class AllocationsPageComponent implements OnDestroy, OnInit {
});
}
public initializeAnalysisData(
aPortfolioPositions: {
[symbol: string]: PortfolioPosition;
},
aPeriod: string
) {
public initializeAnalysisData(aPeriod: string) {
this.accounts = {};
this.continents = {
[UNKNOWN_KEY]: {
@ -114,7 +115,18 @@ export class AllocationsPageComponent implements OnDestroy, OnInit {
}
};
for (const [symbol, position] of Object.entries(aPortfolioPositions)) {
for (const [name, { current, original }] of Object.entries(
this.portfolioDetails.accounts
)) {
this.accounts[name] = {
name,
value: aPeriod === 'original' ? original : current
};
}
for (const [symbol, position] of Object.entries(
this.portfolioDetails.holdings
)) {
this.positions[symbol] = {
assetClass: position.assetClass,
currency: position.currency,
@ -126,84 +138,74 @@ export class AllocationsPageComponent implements OnDestroy, OnInit {
};
this.positionsArray.push(position);
for (const [account, { current, original }] of Object.entries(
position.accounts
)) {
if (this.accounts[account]?.value) {
this.accounts[account].value +=
aPeriod === 'original' ? original : current;
if (position.assetClass !== AssetClass.CASH) {
// Prepare analysis data by continents, countries and sectors except for cash
if (position.countries.length > 0) {
for (const country of position.countries) {
const { code, continent, name, weight } = country;
if (this.continents[continent]?.value) {
this.continents[continent].value += weight * position.value;
} else {
this.continents[continent] = {
name: continent,
value:
weight *
(aPeriod === 'original'
? this.portfolioDetails.holdings[symbol].investment
: this.portfolioDetails.holdings[symbol].value)
};
}
if (this.countries[code]?.value) {
this.countries[code].value += weight * position.value;
} else {
this.countries[code] = {
name,
value:
weight *
(aPeriod === 'original'
? this.portfolioDetails.holdings[symbol].investment
: this.portfolioDetails.holdings[symbol].value)
};
}
}
} else {
this.accounts[account] = {
name: account,
value: aPeriod === 'original' ? original : current
};
this.continents[UNKNOWN_KEY].value +=
aPeriod === 'original'
? this.portfolioDetails.holdings[symbol].investment
: this.portfolioDetails.holdings[symbol].value;
this.countries[UNKNOWN_KEY].value +=
aPeriod === 'original'
? this.portfolioDetails.holdings[symbol].investment
: this.portfolioDetails.holdings[symbol].value;
}
}
if (position.countries.length > 0) {
for (const country of position.countries) {
const { code, continent, name, weight } = country;
if (position.sectors.length > 0) {
for (const sector of position.sectors) {
const { name, weight } = sector;
if (this.continents[continent]?.value) {
this.continents[continent].value += weight * position.value;
} else {
this.continents[continent] = {
name: continent,
value:
weight *
(aPeriod === 'original'
? this.portfolioPositions[symbol].investment
: this.portfolioPositions[symbol].value)
};
}
if (this.countries[code]?.value) {
this.countries[code].value += weight * position.value;
} else {
this.countries[code] = {
name,
value:
weight *
(aPeriod === 'original'
? this.portfolioPositions[symbol].investment
: this.portfolioPositions[symbol].value)
};
if (this.sectors[name]?.value) {
this.sectors[name].value += weight * position.value;
} else {
this.sectors[name] = {
name,
value:
weight *
(aPeriod === 'original'
? this.portfolioDetails.holdings[symbol].investment
: this.portfolioDetails.holdings[symbol].value)
};
}
}
} else {
this.sectors[UNKNOWN_KEY].value +=
aPeriod === 'original'
? this.portfolioDetails.holdings[symbol].investment
: this.portfolioDetails.holdings[symbol].value;
}
} else {
this.continents[UNKNOWN_KEY].value +=
aPeriod === 'original'
? this.portfolioPositions[symbol].investment
: this.portfolioPositions[symbol].value;
this.countries[UNKNOWN_KEY].value +=
aPeriod === 'original'
? this.portfolioPositions[symbol].investment
: this.portfolioPositions[symbol].value;
}
if (position.sectors.length > 0) {
for (const sector of position.sectors) {
const { name, weight } = sector;
if (this.sectors[name]?.value) {
this.sectors[name].value += weight * position.value;
} else {
this.sectors[name] = {
name,
value:
weight *
(aPeriod === 'original'
? this.portfolioPositions[symbol].investment
: this.portfolioPositions[symbol].value)
};
}
}
} else {
this.sectors[UNKNOWN_KEY].value +=
aPeriod === 'original'
? this.portfolioPositions[symbol].investment
: this.portfolioPositions[symbol].value;
}
}
}
@ -211,7 +213,7 @@ export class AllocationsPageComponent implements OnDestroy, OnInit {
public onChangePeriod(aValue: string) {
this.period = aValue;
this.initializeAnalysisData(this.portfolioPositions, this.period);
this.initializeAnalysisData(this.period);
}
public ngOnDestroy() {

15
apps/client/src/app/services/data.service.ts
View File

@ -20,8 +20,8 @@ import {
AdminData,
Export,
InfoItem,
PortfolioDetails,
PortfolioPerformance,
PortfolioPosition,
PortfolioReport,
PortfolioSummary,
User
@ -148,17 +148,16 @@ export class DataService {
return this.http.get<InvestmentItem[]>('/api/portfolio/investments');
}
public fetchPortfolioPerformance(aParams: { [param: string]: any }) {
return this.http.get<PortfolioPerformance>('/api/portfolio/performance', {
public fetchPortfolioDetails(aParams: { [param: string]: any }) {
return this.http.get<PortfolioDetails>('/api/portfolio/details', {
params: aParams
});
}
public fetchPortfolioPositions(aParams: { [param: string]: any }) {
return this.http.get<{ [symbol: string]: PortfolioPosition }>(
'/api/portfolio/details',
{ params: aParams }
);
public fetchPortfolioPerformance(aParams: { [param: string]: any }) {
return this.http.get<PortfolioPerformance>('/api/portfolio/performance', {
params: aParams
});
}
public fetchPortfolioReport() {

2
libs/common/src/lib/interfaces/index.ts
View File

@ -2,6 +2,7 @@ import { Access } from './access.interface';
import { AdminData } from './admin-data.interface';
import { Export } from './export.interface';
import { InfoItem } from './info-item.interface';
import { PortfolioDetails } from './portfolio-details.interface';
import { PortfolioItem } from './portfolio-item.interface';
import { PortfolioOverview } from './portfolio-overview.interface';
import { PortfolioPerformance } from './portfolio-performance.interface';
@ -20,6 +21,7 @@ export {
AdminData,
Export,
InfoItem,
PortfolioDetails,
PortfolioItem,
PortfolioOverview,
PortfolioPerformance,

8
libs/common/src/lib/interfaces/portfolio-details.interface.ts Normal file
View File

@ -0,0 +1,8 @@
import { PortfolioPosition } from '@ghostfolio/common/interfaces';
export interface PortfolioDetails {
accounts: {
[name: string]: { current: number; original: number };
};
holdings: { [symbol: string]: PortfolioPosition };
}

3
libs/common/src/lib/interfaces/portfolio-position.interface.ts
View File

@ -5,9 +5,6 @@ import { Country } from './country.interface';
import { Sector } from './sector.interface';
export interface PortfolioPosition {
accounts: {
[name: string]: { current: number; original: number };
};
allocationCurrent: number;
allocationInvestment: number;
assetClass?: AssetClass;