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Bugfix/investment calculation for activities in custom currency (#4597)

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* Investment calculation for activities in custom currency

* Update changelog
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csehatt741 2025-04-27 14:26:14 +02:00 committed by GitHub
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1
CHANGELOG.md
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@ -18,6 +18,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
### Fixed
- Fixed an issue with the investment calculation for activities in a custom currency
- Improved the file selector of the activities import functionality to accept case-insensitive file extensions (`.CSV` and `.JSON`)
- Fixed the missing localization for "someone" on the public page

2
apps/api/src/app/portfolio/calculator/portfolio-calculator-test-utils.ts
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@ -7,10 +7,12 @@ export const activityDummyData = {
createdAt: new Date(),
currency: undefined,
fee: undefined,
feeInAssetProfileCurrency: undefined,
id: undefined,
isDraft: false,
symbolProfileId: undefined,
unitPrice: undefined,
unitPriceInAssetProfileCurrency: undefined,
updatedAt: new Date(),
userId: undefined,
value: undefined,

2
apps/api/src/app/portfolio/calculator/portfolio-calculator.ts
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@ -902,8 +902,8 @@ export abstract class PortfolioCalculator {
let lastTransactionPoint: TransactionPoint = null;
for (const {
fee,
date,
fee,
quantity,
SymbolProfile,
tags,

238
apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-btceur.spec.ts Normal file
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@ -0,0 +1,238 @@
import { CreateOrderDto } from '@ghostfolio/api/app/order/create-order.dto';
import { Activity } from '@ghostfolio/api/app/order/interfaces/activities.interface';
import {
activityDummyData,
loadActivityExportFile,
symbolProfileDummyData,
userDummyData
} from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator-test-utils';
import { PortfolioCalculatorFactory } from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator.factory';
import { CurrentRateService } from '@ghostfolio/api/app/portfolio/current-rate.service';
import { CurrentRateServiceMock } from '@ghostfolio/api/app/portfolio/current-rate.service.mock';
import { RedisCacheService } from '@ghostfolio/api/app/redis-cache/redis-cache.service';
import { RedisCacheServiceMock } from '@ghostfolio/api/app/redis-cache/redis-cache.service.mock';
import { ConfigurationService } from '@ghostfolio/api/services/configuration/configuration.service';
import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service';
import { PortfolioSnapshotService } from '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service';
import { PortfolioSnapshotServiceMock } from '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service.mock';
import { parseDate } from '@ghostfolio/common/helper';
import { PerformanceCalculationType } from '@ghostfolio/common/types/performance-calculation-type.type';
import { Big } from 'big.js';
import { join } from 'path';
jest.mock('@ghostfolio/api/app/portfolio/current-rate.service', () => {
return {
// eslint-disable-next-line @typescript-eslint/naming-convention
CurrentRateService: jest.fn().mockImplementation(() => {
return CurrentRateServiceMock;
})
};
});
jest.mock(
'@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service',
() => {
return {
// eslint-disable-next-line @typescript-eslint/naming-convention
PortfolioSnapshotService: jest.fn().mockImplementation(() => {
return PortfolioSnapshotServiceMock;
})
};
}
);
jest.mock('@ghostfolio/api/app/redis-cache/redis-cache.service', () => {
return {
// eslint-disable-next-line @typescript-eslint/naming-convention
RedisCacheService: jest.fn().mockImplementation(() => {
return RedisCacheServiceMock;
})
};
});
describe('PortfolioCalculator', () => {
let activityDtos: CreateOrderDto[];
let configurationService: ConfigurationService;
let currentRateService: CurrentRateService;
let exchangeRateDataService: ExchangeRateDataService;
let portfolioCalculatorFactory: PortfolioCalculatorFactory;
let portfolioSnapshotService: PortfolioSnapshotService;
let redisCacheService: RedisCacheService;
beforeAll(() => {
activityDtos = loadActivityExportFile(
join(__dirname, '../../../../../../../test/import/ok-btceur.json')
);
});
beforeEach(() => {
configurationService = new ConfigurationService();
currentRateService = new CurrentRateService(null, null, null, null);
exchangeRateDataService = new ExchangeRateDataService(
null,
null,
null,
null
);
portfolioSnapshotService = new PortfolioSnapshotService(null);
redisCacheService = new RedisCacheService(null, null);
portfolioCalculatorFactory = new PortfolioCalculatorFactory(
configurationService,
currentRateService,
exchangeRateDataService,
portfolioSnapshotService,
redisCacheService
);
});
describe('get current positions', () => {
it.only('with BTCUSD buy (in EUR)', async () => {
jest.useFakeTimers().setSystemTime(parseDate('2022-01-14').getTime());
const activities: Activity[] = activityDtos.map((activity) => ({
...activityDummyData,
...activity,
date: parseDate(activity.date),
feeInAssetProfileCurrency: 4.46,
SymbolProfile: {
...symbolProfileDummyData,
currency: 'USD',
dataSource: activity.dataSource,
name: 'Bitcoin',
symbol: activity.symbol
},
unitPriceInAssetProfileCurrency: 44558.42
}));
const portfolioCalculator = portfolioCalculatorFactory.createCalculator({
activities,
calculationType: PerformanceCalculationType.ROAI,
currency: 'USD',
userId: userDummyData.id
});
const portfolioSnapshot = await portfolioCalculator.computeSnapshot();
const investments = portfolioCalculator.getInvestments();
const investmentsByMonth = portfolioCalculator.getInvestmentsByGroup({
data: portfolioSnapshot.historicalData,
groupBy: 'month'
});
expect(portfolioSnapshot.historicalData[0]).toEqual({
date: '2021-12-11',
investmentValueWithCurrencyEffect: 0,
netPerformance: 0,
netPerformanceInPercentage: 0,
netPerformanceInPercentageWithCurrencyEffect: 0,
netPerformanceWithCurrencyEffect: 0,
netWorth: 0,
totalAccountBalance: 0,
totalInvestment: 0,
totalInvestmentValueWithCurrencyEffect: 0,
value: 0,
valueWithCurrencyEffect: 0
});
expect(portfolioSnapshot.historicalData[1]).toEqual({
date: '2021-12-12',
investmentValueWithCurrencyEffect: 44558.42,
netPerformance: -4.46,
netPerformanceInPercentage: 0,
netPerformanceInPercentageWithCurrencyEffect: 0,
netPerformanceWithCurrencyEffect: -4.46,
netWorth: 44558.42,
totalAccountBalance: 0,
totalInvestment: 44558.42,
totalInvestmentValueWithCurrencyEffect: 44558.42,
value: 44558.42,
valueWithCurrencyEffect: 44558.42
});
expect(
portfolioSnapshot.historicalData[
portfolioSnapshot.historicalData.length - 1
]
).toEqual({
date: '2022-01-14',
investmentValueWithCurrencyEffect: 0,
netPerformance: -1463.18,
netPerformanceInPercentage: -0.032837340282712,
netPerformanceInPercentageWithCurrencyEffect: -0.032837340282712,
netPerformanceWithCurrencyEffect: -1463.18,
netWorth: 43099.7,
totalAccountBalance: 0,
totalInvestment: 44558.42,
totalInvestmentValueWithCurrencyEffect: 44558.42,
value: 43099.7,
valueWithCurrencyEffect: 43099.7
});
expect(portfolioSnapshot).toMatchObject({
currentValueInBaseCurrency: new Big('43099.7'),
errors: [],
hasErrors: false,
positions: [
{
averagePrice: new Big('44558.42'),
currency: 'USD',
dataSource: 'YAHOO',
dividend: new Big('0'),
dividendInBaseCurrency: new Big('0'),
fee: new Big('4.46'),
feeInBaseCurrency: new Big('4.46'),
firstBuyDate: '2021-12-12',
grossPerformance: new Big('-1458.72'),
grossPerformancePercentage: new Big('-0.03273724696701543726'),
grossPerformancePercentageWithCurrencyEffect: new Big(
'-0.03273724696701543726'
),
grossPerformanceWithCurrencyEffect: new Big('-1458.72'),
investment: new Big('44558.42'),
investmentWithCurrencyEffect: new Big('44558.42'),
netPerformance: new Big('-1463.18'),
netPerformancePercentage: new Big('-0.03283734028271199921'),
netPerformancePercentageWithCurrencyEffectMap: {
max: new Big('-0.03283734028271199921')
},
netPerformanceWithCurrencyEffectMap: {
max: new Big('-1463.18')
},
marketPrice: 43099.7,
marketPriceInBaseCurrency: 43099.7,
quantity: new Big('1'),
symbol: 'BTCUSD',
tags: [],
timeWeightedInvestment: new Big('44558.42'),
timeWeightedInvestmentWithCurrencyEffect: new Big('44558.42'),
transactionCount: 1,
valueInBaseCurrency: new Big('43099.7')
}
],
totalFeesWithCurrencyEffect: new Big('4.46'),
totalInterestWithCurrencyEffect: new Big('0'),
totalInvestment: new Big('44558.42'),
totalInvestmentWithCurrencyEffect: new Big('44558.42'),
totalLiabilitiesWithCurrencyEffect: new Big('0'),
totalValuablesWithCurrencyEffect: new Big('0')
});
expect(investments).toEqual([
{ date: '2021-12-12', investment: new Big('44558.42') }
]);
expect(investmentsByMonth).toEqual([
{ date: '2021-12-01', investment: 44558.42 },
{ date: '2022-01-01', investment: 0 }
]);
});
});
});

238
apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-btcusd.spec.ts Normal file
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@ -0,0 +1,238 @@
import { CreateOrderDto } from '@ghostfolio/api/app/order/create-order.dto';
import { Activity } from '@ghostfolio/api/app/order/interfaces/activities.interface';
import {
activityDummyData,
loadActivityExportFile,
symbolProfileDummyData,
userDummyData
} from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator-test-utils';
import { PortfolioCalculatorFactory } from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator.factory';
import { CurrentRateService } from '@ghostfolio/api/app/portfolio/current-rate.service';
import { CurrentRateServiceMock } from '@ghostfolio/api/app/portfolio/current-rate.service.mock';
import { RedisCacheService } from '@ghostfolio/api/app/redis-cache/redis-cache.service';
import { RedisCacheServiceMock } from '@ghostfolio/api/app/redis-cache/redis-cache.service.mock';
import { ConfigurationService } from '@ghostfolio/api/services/configuration/configuration.service';
import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service';
import { PortfolioSnapshotService } from '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service';
import { PortfolioSnapshotServiceMock } from '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service.mock';
import { parseDate } from '@ghostfolio/common/helper';
import { PerformanceCalculationType } from '@ghostfolio/common/types/performance-calculation-type.type';
import { Big } from 'big.js';
import { join } from 'path';
jest.mock('@ghostfolio/api/app/portfolio/current-rate.service', () => {
return {
// eslint-disable-next-line @typescript-eslint/naming-convention
CurrentRateService: jest.fn().mockImplementation(() => {
return CurrentRateServiceMock;
})
};
});
jest.mock(
'@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service',
() => {
return {
// eslint-disable-next-line @typescript-eslint/naming-convention
PortfolioSnapshotService: jest.fn().mockImplementation(() => {
return PortfolioSnapshotServiceMock;
})
};
}
);
jest.mock('@ghostfolio/api/app/redis-cache/redis-cache.service', () => {
return {
// eslint-disable-next-line @typescript-eslint/naming-convention
RedisCacheService: jest.fn().mockImplementation(() => {
return RedisCacheServiceMock;
})
};
});
describe('PortfolioCalculator', () => {
let activityDtos: CreateOrderDto[];
let configurationService: ConfigurationService;
let currentRateService: CurrentRateService;
let exchangeRateDataService: ExchangeRateDataService;
let portfolioCalculatorFactory: PortfolioCalculatorFactory;
let portfolioSnapshotService: PortfolioSnapshotService;
let redisCacheService: RedisCacheService;
beforeAll(() => {
activityDtos = loadActivityExportFile(
join(__dirname, '../../../../../../../test/import/ok-btcusd.json')
);
});
beforeEach(() => {
configurationService = new ConfigurationService();
currentRateService = new CurrentRateService(null, null, null, null);
exchangeRateDataService = new ExchangeRateDataService(
null,
null,
null,
null
);
portfolioSnapshotService = new PortfolioSnapshotService(null);
redisCacheService = new RedisCacheService(null, null);
portfolioCalculatorFactory = new PortfolioCalculatorFactory(
configurationService,
currentRateService,
exchangeRateDataService,
portfolioSnapshotService,
redisCacheService
);
});
describe('get current positions', () => {
it.only('with BTCUSD buy (in USD)', async () => {
jest.useFakeTimers().setSystemTime(parseDate('2022-01-14').getTime());
const activities: Activity[] = activityDtos.map((activity) => ({
...activityDummyData,
...activity,
date: parseDate(activity.date),
feeInAssetProfileCurrency: 4.46,
SymbolProfile: {
...symbolProfileDummyData,
currency: 'USD',
dataSource: activity.dataSource,
name: 'Bitcoin',
symbol: activity.symbol
},
unitPriceInAssetProfileCurrency: 44558.42
}));
const portfolioCalculator = portfolioCalculatorFactory.createCalculator({
activities,
calculationType: PerformanceCalculationType.ROAI,
currency: 'USD',
userId: userDummyData.id
});
const portfolioSnapshot = await portfolioCalculator.computeSnapshot();
const investments = portfolioCalculator.getInvestments();
const investmentsByMonth = portfolioCalculator.getInvestmentsByGroup({
data: portfolioSnapshot.historicalData,
groupBy: 'month'
});
expect(portfolioSnapshot.historicalData[0]).toEqual({
date: '2021-12-11',
investmentValueWithCurrencyEffect: 0,
netPerformance: 0,
netPerformanceInPercentage: 0,
netPerformanceInPercentageWithCurrencyEffect: 0,
netPerformanceWithCurrencyEffect: 0,
netWorth: 0,
totalAccountBalance: 0,
totalInvestment: 0,
totalInvestmentValueWithCurrencyEffect: 0,
value: 0,
valueWithCurrencyEffect: 0
});
expect(portfolioSnapshot.historicalData[1]).toEqual({
date: '2021-12-12',
investmentValueWithCurrencyEffect: 44558.42,
netPerformance: -4.46,
netPerformanceInPercentage: 0,
netPerformanceInPercentageWithCurrencyEffect: 0,
netPerformanceWithCurrencyEffect: -4.46,
netWorth: 44558.42,
totalAccountBalance: 0,
totalInvestment: 44558.42,
totalInvestmentValueWithCurrencyEffect: 44558.42,
value: 44558.42,
valueWithCurrencyEffect: 44558.42
});
expect(
portfolioSnapshot.historicalData[
portfolioSnapshot.historicalData.length - 1
]
).toEqual({
date: '2022-01-14',
investmentValueWithCurrencyEffect: 0,
netPerformance: -1463.18,
netPerformanceInPercentage: -0.032837340282712,
netPerformanceInPercentageWithCurrencyEffect: -0.032837340282712,
netPerformanceWithCurrencyEffect: -1463.18,
netWorth: 43099.7,
totalAccountBalance: 0,
totalInvestment: 44558.42,
totalInvestmentValueWithCurrencyEffect: 44558.42,
value: 43099.7,
valueWithCurrencyEffect: 43099.7
});
expect(portfolioSnapshot).toMatchObject({
currentValueInBaseCurrency: new Big('43099.7'),
errors: [],
hasErrors: false,
positions: [
{
averagePrice: new Big('44558.42'),
currency: 'USD',
dataSource: 'YAHOO',
dividend: new Big('0'),
dividendInBaseCurrency: new Big('0'),
fee: new Big('4.46'),
feeInBaseCurrency: new Big('4.46'),
firstBuyDate: '2021-12-12',
grossPerformance: new Big('-1458.72'),
grossPerformancePercentage: new Big('-0.03273724696701543726'),
grossPerformancePercentageWithCurrencyEffect: new Big(
'-0.03273724696701543726'
),
grossPerformanceWithCurrencyEffect: new Big('-1458.72'),
investment: new Big('44558.42'),
investmentWithCurrencyEffect: new Big('44558.42'),
netPerformance: new Big('-1463.18'),
netPerformancePercentage: new Big('-0.03283734028271199921'),
netPerformancePercentageWithCurrencyEffectMap: {
max: new Big('-0.03283734028271199921')
},
netPerformanceWithCurrencyEffectMap: {
max: new Big('-1463.18')
},
marketPrice: 43099.7,
marketPriceInBaseCurrency: 43099.7,
quantity: new Big('1'),
symbol: 'BTCUSD',
tags: [],
timeWeightedInvestment: new Big('44558.42'),
timeWeightedInvestmentWithCurrencyEffect: new Big('44558.42'),
transactionCount: 1,
valueInBaseCurrency: new Big('43099.7')
}
],
totalFeesWithCurrencyEffect: new Big('4.46'),
totalInterestWithCurrencyEffect: new Big('0'),
totalInvestment: new Big('44558.42'),
totalInvestmentWithCurrencyEffect: new Big('44558.42'),
totalLiabilitiesWithCurrencyEffect: new Big('0'),
totalValuablesWithCurrencyEffect: new Big('0')
});
expect(investments).toEqual([
{ date: '2021-12-12', investment: new Big('44558.42') }
]);
expect(investmentsByMonth).toEqual([
{ date: '2021-12-01', investment: 44558.42 },
{ date: '2022-01-01', investment: 0 }
]);
});
});
});

13
apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-msft-buy-with-dividend.spec.ts
View File

@ -11,7 +11,6 @@ import { RedisCacheService } from '@ghostfolio/api/app/redis-cache/redis-cache.s
import { RedisCacheServiceMock } from '@ghostfolio/api/app/redis-cache/redis-cache.service.mock';
import { ConfigurationService } from '@ghostfolio/api/services/configuration/configuration.service';
import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service';
import { ExchangeRateDataServiceMock } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service.mock';
import { PortfolioSnapshotService } from '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service';
import { PortfolioSnapshotServiceMock } from '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service.mock';
import { parseDate } from '@ghostfolio/common/helper';
@ -49,18 +48,6 @@ jest.mock('@ghostfolio/api/app/redis-cache/redis-cache.service', () => {
};
});
jest.mock(
'@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service',
() => {
return {
// eslint-disable-next-line @typescript-eslint/naming-convention
ExchangeRateDataService: jest.fn().mockImplementation(() => {
return ExchangeRateDataServiceMock;
})
};
}
);
describe('PortfolioCalculator', () => {
let configurationService: ConfigurationService;
let currentRateService: CurrentRateService;

4
apps/api/src/app/portfolio/current-rate.service.mock.ts
View File

@ -47,6 +47,10 @@ function mockGetValue(symbol: string, date: Date) {
return { marketPrice: 14156.4 };
} else if (isSameDay(parseDate('2018-01-01'), date)) {
return { marketPrice: 13657.2 };
} else if (isSameDay(parseDate('2021-12-12'), date)) {
return { marketPrice: 50098.3 };
} else if (isSameDay(parseDate('2022-01-14'), date)) {
return { marketPrice: 43099.7 };
}
return { marketPrice: 0 };

14
apps/api/src/app/portfolio/portfolio.service.ts
View File

@ -748,8 +748,14 @@ export class PortfolioService {
);
const historicalDataArray: HistoricalDataItem[] = [];
let maxPrice = Math.max(activitiesOfPosition[0].unitPrice, marketPrice);
let minPrice = Math.min(activitiesOfPosition[0].unitPrice, marketPrice);
let maxPrice = Math.max(
activitiesOfPosition[0].unitPriceInAssetProfileCurrency,
marketPrice
);
let minPrice = Math.min(
activitiesOfPosition[0].unitPriceInAssetProfileCurrency,
marketPrice
);
if (historicalData[aSymbol]) {
let j = -1;
@ -793,9 +799,9 @@ export class PortfolioService {
} else {
// Add historical entry for buy date, if no historical data available
historicalDataArray.push({
averagePrice: activitiesOfPosition[0].unitPrice,
averagePrice: activitiesOfPosition[0].unitPriceInAssetProfileCurrency,
date: firstBuyDate,
marketPrice: activitiesOfPosition[0].unitPrice,
marketPrice: activitiesOfPosition[0].unitPriceInAssetProfileCurrency,
quantity: activitiesOfPosition[0].quantity
});
}