From d23addb673700bb9d6da406d6dbfdf4aa400d807 Mon Sep 17 00:00:00 2001
From: Valentin Zickner <github@zickner.ch>
Date: Sat, 31 Jul 2021 20:45:12 +0200
Subject: [PATCH] change getDetails to portfolio-calculator.ts
Co-authored-by: Thomas <dotsilver@gmail.com>
---
.../src/app/core/portfolio-calculator.spec.ts | 7 +
apps/api/src/app/core/portfolio-calculator.ts | 7 +-
.../src/app/portfolio/portfolio.controller.ts | 9 +-
.../api/src/app/portfolio/portfolio.module.ts | 4 +-
.../src/app/portfolio/portfolio.service.ts | 191 +++++++++++++++---
.../interfaces/symbol-profile.interface.ts | 15 ++
.../src/services/symbol-profile.service.ts | 64 ++++++
7 files changed, 263 insertions(+), 34 deletions(-)
create mode 100644 apps/api/src/services/interfaces/symbol-profile.interface.ts
create mode 100644 apps/api/src/services/symbol-profile.service.ts
diff --git a/apps/api/src/app/core/portfolio-calculator.spec.ts b/apps/api/src/app/core/portfolio-calculator.spec.ts
index e2fd3f2a..3ca9e08e 100644
--- a/apps/api/src/app/core/portfolio-calculator.spec.ts
+++ b/apps/api/src/app/core/portfolio-calculator.spec.ts
@@ -637,6 +637,7 @@ describe('PortfolioCalculator', () => {
currentValue: new Big('657.62'),
grossPerformance: new Big('-61.84'),
grossPerformancePercentage: new Big('-0.08595335390431712673'),
+ totalInvestment: new Big('719.46'),
positions: [
{
averagePrice: new Big('719.46'),
@@ -675,6 +676,7 @@ describe('PortfolioCalculator', () => {
currentValue: new Big('657.62'),
grossPerformance: new Big('-61.84'),
grossPerformancePercentage: new Big('-0.08595335390431712673'),
+ totalInvestment: new Big('719.46'),
positions: [
{
averagePrice: new Big('719.46'),
@@ -713,6 +715,7 @@ describe('PortfolioCalculator', () => {
currentValue: new Big('657.62'),
grossPerformance: new Big('-9.04'),
grossPerformancePercentage: new Big('-0.01356013560135601356'),
+ totalInvestment: new Big('719.46'),
positions: [
{
averagePrice: new Big('719.46'),
@@ -751,6 +754,7 @@ describe('PortfolioCalculator', () => {
currentValue: new Big('4871.5'),
grossPerformance: new Big('240.4'),
grossPerformancePercentage: new Big('0.08839407904876477102'),
+ totalInvestment: new Big('4460.95'),
positions: [
{
averagePrice: new Big('178.438'),
@@ -831,6 +835,7 @@ describe('PortfolioCalculator', () => {
currentValue: new Big('3897.2'),
grossPerformance: new Big('303.2'),
grossPerformancePercentage: new Big('0.27537838148272398344'),
+ totalInvestment: new Big('2923.7'),
positions: [
{
averagePrice: new Big('146.185'),
@@ -904,6 +909,7 @@ describe('PortfolioCalculator', () => {
currentValue: new Big('1192327.999656600298238721'),
grossPerformance: new Big('92327.999656600898394721'),
grossPerformancePercentage: new Big('0.09788498099999947809'),
+ totalInvestment: new Big('1100000'),
positions: [
{
averagePrice: new Big('1.01287018290924923237'), // 1'100'000 / 1'086'022.689344542
@@ -992,6 +998,7 @@ describe('PortfolioCalculator', () => {
currentValue: new Big('517'),
grossPerformance: new Big('17'), // 517 - 500
grossPerformancePercentage: new Big('0.034'), // ((200 * 0.025) + (300 * 0.04)) / (200 + 300) = 3.4%
+ totalInvestment: new Big('500'),
hasErrors: false,
positions: [
{
diff --git a/apps/api/src/app/core/portfolio-calculator.ts b/apps/api/src/app/core/portfolio-calculator.ts
index 375819be..438f8639 100644
--- a/apps/api/src/app/core/portfolio-calculator.ts
+++ b/apps/api/src/app/core/portfolio-calculator.ts
@@ -117,6 +117,7 @@ export class PortfolioCalculator {
grossPerformance: Big;
grossPerformancePercentage: Big;
currentValue: Big;
+ totalInvestment: Big;
}> {
if (!this.transactionPoints?.length) {
return {
@@ -124,7 +125,8 @@ export class PortfolioCalculator {
positions: [],
grossPerformance: new Big(0),
grossPerformancePercentage: new Big(0),
- currentValue: new Big(0)
+ currentValue: new Big(0),
+ totalInvestment: new Big(0)
};
}
@@ -377,6 +379,7 @@ export class PortfolioCalculator {
) {
let hasErrors = false;
let currentValue = new Big(0);
+ let totalInvestment = new Big(0);
let grossPerformance = new Big(0);
let grossPerformancePercentage = new Big(0);
let completeInitialValue = new Big(0);
@@ -384,6 +387,7 @@ export class PortfolioCalculator {
currentValue = currentValue.add(
new Big(currentPosition.marketPrice).mul(currentPosition.quantity)
);
+ totalInvestment = totalInvestment.add(currentPosition.investment);
if (currentPosition.grossPerformance) {
grossPerformance = grossPerformance.plus(
currentPosition.grossPerformance
@@ -411,6 +415,7 @@ export class PortfolioCalculator {
}
return {
currentValue,
+ totalInvestment,
grossPerformance,
grossPerformancePercentage:
grossPerformancePercentage.div(completeInitialValue),
diff --git a/apps/api/src/app/portfolio/portfolio.controller.ts b/apps/api/src/app/portfolio/portfolio.controller.ts
index 729b5213..bbef3b44 100644
--- a/apps/api/src/app/portfolio/portfolio.controller.ts
+++ b/apps/api/src/app/portfolio/portfolio.controller.ts
@@ -149,12 +149,11 @@ export class PortfolioController {
this.request.user.id
);
- const portfolio = await this.portfolioService.createPortfolio(
- impersonationUserId || this.request.user.id
- );
-
try {
- details = await portfolio.getDetails(range);
+ details = await this.portfolioService.getDetails(
+ impersonationUserId,
+ range
+ );
} catch (error) {
console.error(error);
diff --git a/apps/api/src/app/portfolio/portfolio.module.ts b/apps/api/src/app/portfolio/portfolio.module.ts
index 50bcbd2d..b3bb2509 100644
--- a/apps/api/src/app/portfolio/portfolio.module.ts
+++ b/apps/api/src/app/portfolio/portfolio.module.ts
@@ -20,6 +20,7 @@ import { Module } from '@nestjs/common';
import { PortfolioController } from './portfolio.controller';
import { PortfolioService } from './portfolio.service';
+import { SymbolProfileService } from '@ghostfolio/api/services/symbol-profile.service';
@Module({
imports: [RedisCacheModule],
@@ -35,12 +36,13 @@ import { PortfolioService } from './portfolio.service';
ExchangeRateDataService,
GhostfolioScraperApiService,
ImpersonationService,
+ MarketDataService,
OrderService,
PortfolioService,
PrismaService,
RakutenRapidApiService,
RulesService,
- MarketDataService,
+ SymbolProfileService,
UserService,
YahooFinanceService
]
diff --git a/apps/api/src/app/portfolio/portfolio.service.ts b/apps/api/src/app/portfolio/portfolio.service.ts
index 280d313a..d8a5c887 100644
--- a/apps/api/src/app/portfolio/portfolio.service.ts
+++ b/apps/api/src/app/portfolio/portfolio.service.ts
@@ -11,17 +11,22 @@ import { Portfolio } from '@ghostfolio/api/models/portfolio';
import { DataProviderService } from '@ghostfolio/api/services/data-provider.service';
import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data.service';
import { ImpersonationService } from '@ghostfolio/api/services/impersonation.service';
-import { IOrder } from '@ghostfolio/api/services/interfaces/interfaces';
-import { Type } from '@ghostfolio/api/services/interfaces/interfaces';
+import { IOrder, Type } from '@ghostfolio/api/services/interfaces/interfaces';
import { RulesService } from '@ghostfolio/api/services/rules.service';
import { DATE_FORMAT, parseDate } from '@ghostfolio/common/helper';
import {
PortfolioItem,
PortfolioOverview,
PortfolioPerformance,
- Position
+ PortfolioPosition,
+ Position,
+ TimelinePosition
} from '@ghostfolio/common/interfaces';
-import { DateRange, RequestWithUser } from '@ghostfolio/common/types';
+import {
+ DateRange,
+ OrderWithAccount,
+ RequestWithUser
+} from '@ghostfolio/common/types';
import { Inject, Injectable } from '@nestjs/common';
import { REQUEST } from '@nestjs/core';
import { DataSource } from '@prisma/client';
@@ -52,6 +57,10 @@ import {
HistoricalDataItem,
PortfolioPositionDetail
} from './interfaces/portfolio-position-detail.interface';
+import { SymbolProfileService } from '@ghostfolio/api/services/symbol-profile.service';
+import { UNKNOWN_KEY } from '@ghostfolio/common/config';
+import { EnhancedSymbolProfile } from '@ghostfolio/api/services/interfaces/symbol-profile.interface';
+import { TransactionPoint } from '@ghostfolio/api/app/core/interfaces/transaction-point.interface';
@Injectable()
export class PortfolioService {
@@ -65,7 +74,8 @@ export class PortfolioService {
private readonly redisCacheService: RedisCacheService,
@Inject(REQUEST) private readonly request: RequestWithUser,
private readonly rulesService: RulesService,
- private readonly userService: UserService
+ private readonly userService: UserService,
+ private readonly symbolProfileService: SymbolProfileService
) {}
public async createPortfolio(aUserId: string): Promise<Portfolio> {
@@ -158,7 +168,7 @@ export class PortfolioService {
this.request.user.Settings.currency
);
- const transactionPoints = await this.getTransactionPoints(userId);
+ const { transactionPoints } = await this.getTransactionPoints(userId);
portfolioCalculator.setTransactionPoints(transactionPoints);
if (transactionPoints.length === 0) {
return [];
@@ -221,19 +231,98 @@ export class PortfolioService {
};
}
+ public async getDetails(
+ aImpersonationId: string,
+ aDateRange: DateRange = 'max'
+ ): Promise<{ [symbol: string]: PortfolioPosition }> {
+ const userId = await this.getUserId(aImpersonationId);
+
+ const userCurrency = this.request.user.Settings.currency;
+ const portfolioCalculator = new PortfolioCalculator(
+ this.currentRateService,
+ userCurrency
+ );
+
+ const { transactionPoints, orders } = await this.getTransactionPoints(
+ userId
+ );
+
+ if (transactionPoints?.length <= 0) {
+ return {};
+ }
+
+ portfolioCalculator.setTransactionPoints(transactionPoints);
+
+ const portfolioStart = parseDate(transactionPoints[0].date);
+ const startDate = this.getStartDate(aDateRange, portfolioStart);
+ const currentPositions = await portfolioCalculator.getCurrentPositions(
+ startDate
+ );
+
+ if (currentPositions.hasErrors) {
+ throw new Error('Missing information');
+ }
+
+ const result: { [symbol: string]: PortfolioPosition } = {};
+ const totalValue = currentPositions.currentValue;
+
+ const symbols = currentPositions.positions.map(
+ (position) => position.symbol
+ );
+
+ const [dataProviderResponses, symbolProfiles] = await Promise.all([
+ this.dataProviderService.get(symbols),
+ this.symbolProfileService.getSymbolProfiles(symbols)
+ ]);
+
+ const symbolProfileMap: { [symbol: string]: EnhancedSymbolProfile } = {};
+ for (const symbolProfile of symbolProfiles) {
+ symbolProfileMap[symbolProfile.symbol] = symbolProfile;
+ }
+
+ const portfolioItemsNow: { [symbol: string]: TimelinePosition } = {};
+ 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];
+ result[item.symbol] = {
+ accounts,
+ allocationCurrent: value.div(totalValue).toNumber(),
+ allocationInvestment: item.investment
+ .div(currentPositions.totalInvestment)
+ .toNumber(),
+ countries: symbolProfile.countries,
+ currency: item.currency,
+ exchange: dataProviderResponse.exchange,
+ grossPerformance: item.grossPerformance.toNumber(),
+ grossPerformancePercent: item.grossPerformancePercentage.toNumber(),
+ investment: item.investment.toNumber(),
+ marketPrice: item.marketPrice,
+ marketState: dataProviderResponse.marketState,
+ name: item.name,
+ quantity: item.quantity.toNumber(),
+ sectors: symbolProfile.sectors,
+ symbol: item.symbol,
+ transactionCount: item.transactionCount,
+ type: dataProviderResponse.type,
+ value: value.toNumber()
+ };
+ }
+
+ return result;
+ }
+
public async getPosition(
aImpersonationId: string,
aSymbol: string
): Promise<PortfolioPositionDetail> {
- const impersonationUserId =
- await this.impersonationService.validateImpersonationId(
- aImpersonationId,
- this.request.user.id
- );
-
- const portfolio = await this.createPortfolio(
- impersonationUserId || this.request.user.id
- );
+ const userId = await this.getUserId(aImpersonationId);
+ const portfolio = await this.createPortfolio(userId);
const position = portfolio.getPositions(new Date())[aSymbol];
@@ -396,20 +485,14 @@ export class PortfolioService {
aImpersonationId: string,
aDateRange: DateRange = 'max'
): Promise<{ hasErrors: boolean; positions: Position[] }> {
- const impersonationUserId =
- await this.impersonationService.validateImpersonationId(
- aImpersonationId,
- this.request.user.id
- );
-
- const userId = impersonationUserId || this.request.user.id;
+ const userId = await this.getUserId(aImpersonationId);
const portfolioCalculator = new PortfolioCalculator(
this.currentRateService,
this.request.user.Settings.currency
);
- const transactionPoints = await this.getTransactionPoints(userId);
+ const { transactionPoints } = await this.getTransactionPoints(userId);
if (transactionPoints?.length <= 0) {
return {
@@ -461,7 +544,7 @@ export class PortfolioService {
this.request.user.Settings.currency
);
- const transactionPoints = await this.getTransactionPoints(userId);
+ const { transactionPoints } = await this.getTransactionPoints(userId);
if (transactionPoints?.length <= 0) {
return {
@@ -521,11 +604,14 @@ export class PortfolioService {
return portfolioStart;
}
- private async getTransactionPoints(userId: string) {
+ private async getTransactionPoints(userId: string): Promise<{
+ transactionPoints: TransactionPoint[];
+ orders: OrderWithAccount[];
+ }> {
const orders = await this.getOrders(userId);
if (orders.length <= 0) {
- return [];
+ return { transactionPoints: [], orders: [] };
}
const portfolioOrders: PortfolioOrder[] = orders.map((order) => ({
@@ -543,7 +629,10 @@ export class PortfolioService {
this.request.user.Settings.currency
);
portfolioCalculator.computeTransactionPoints(portfolioOrders);
- return portfolioCalculator.getTransactionPoints();
+ return {
+ transactionPoints: portfolioCalculator.getTransactionPoints(),
+ orders
+ };
}
private convertDateRangeToDate(aDateRange: DateRange, aMinDate: Date) {
@@ -593,6 +682,44 @@ export class PortfolioService {
}
}
+ private getAccounts(
+ orders: OrderWithAccount[],
+ portfolioItemsNow: { [p: string]: TimelinePosition },
+ userCurrency
+ ) {
+ 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
+ );
+
+ 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;
+ }
+
private getOrders(aUserId: string) {
return this.orderService.orders({
include: {
@@ -605,4 +732,14 @@ export class PortfolioService {
where: { userId: aUserId }
});
}
+
+ private async getUserId(aImpersonationId: string) {
+ const impersonationUserId =
+ await this.impersonationService.validateImpersonationId(
+ aImpersonationId,
+ this.request.user.id
+ );
+
+ return impersonationUserId || this.request.user.id;
+ }
}
diff --git a/apps/api/src/services/interfaces/symbol-profile.interface.ts b/apps/api/src/services/interfaces/symbol-profile.interface.ts
new file mode 100644
index 00000000..f6f83c3c
--- /dev/null
+++ b/apps/api/src/services/interfaces/symbol-profile.interface.ts
@@ -0,0 +1,15 @@
+import { Sector } from '@ghostfolio/common/interfaces/sector.interface';
+import { Country } from '@ghostfolio/common/interfaces/country.interface';
+import { Currency, DataSource } from '@prisma/client';
+
+export interface EnhancedSymbolProfile {
+ createdAt: Date;
+ currency: Currency | null;
+ dataSource: DataSource;
+ id: string;
+ name: string | null;
+ updatedAt: Date;
+ symbol: string;
+ countries: Country[];
+ sectors: Sector[];
+}
diff --git a/apps/api/src/services/symbol-profile.service.ts b/apps/api/src/services/symbol-profile.service.ts
new file mode 100644
index 00000000..4af066d7
--- /dev/null
+++ b/apps/api/src/services/symbol-profile.service.ts
@@ -0,0 +1,64 @@
+import { PrismaService } from '@ghostfolio/api/services/prisma.service';
+import { Injectable } from '@nestjs/common';
+import { Prisma, SymbolProfile } from '@prisma/client';
+import { continents, countries } from 'countries-list';
+import { UNKNOWN_KEY } from '@ghostfolio/common/config';
+import { Country } from '@ghostfolio/common/interfaces/country.interface';
+import { EnhancedSymbolProfile } from '@ghostfolio/api/services/interfaces/symbol-profile.interface';
+import { Sector } from '@ghostfolio/common/interfaces/sector.interface';
+
+@Injectable()
+export class SymbolProfileService {
+ constructor(private prisma: PrismaService) {}
+
+ public async getSymbolProfiles(
+ symbols: string[]
+ ): Promise<EnhancedSymbolProfile[]> {
+ return this.prisma.symbolProfile
+ .findMany({
+ where: {
+ symbol: {
+ in: symbols
+ }
+ }
+ })
+ .then((symbolProfiles) => this.getSymbols(symbolProfiles));
+ }
+
+ private getSymbols(symbolProfiles: SymbolProfile[]): EnhancedSymbolProfile[] {
+ return symbolProfiles.map((symbolProfile) => ({
+ ...symbolProfile,
+ countries: this.getCountries(symbolProfile),
+ sectors: this.getSectors(symbolProfile)
+ }));
+ }
+
+ private getCountries(symbolProfile: SymbolProfile): Country[] {
+ return ((symbolProfile?.countries as Prisma.JsonArray) ?? []).map(
+ (country) => {
+ const { code, weight } = country as Prisma.JsonObject;
+
+ return {
+ code: code as string,
+ continent:
+ continents[countries[code as string]?.continent] ?? UNKNOWN_KEY,
+ name: countries[code as string]?.name ?? UNKNOWN_KEY,
+ weight: weight as number
+ };
+ }
+ );
+ }
+
+ private getSectors(symbolProfile: SymbolProfile): Sector[] {
+ return ((symbolProfile?.sectors as Prisma.JsonArray) ?? []).map(
+ (sector) => {
+ const { name, weight } = sector as Prisma.JsonObject;
+
+ return {
+ name: (name as string) ?? UNKNOWN_KEY,
+ weight: weight as number
+ };
+ }
+ );
+ }
+}