Feature/rework portfolio calculator (#3393)

* Rework portfolio calculation

* Update changelog

---------

Co-authored-by: Thomas Kaul <4159106+dtslvr@users.noreply.github.com>

libs/common/src/lib/calculation-helper.ts

@@ -36,48 +36,36 @@ export function getIntervalFromDateRange(
   aDateRange: DateRange,
   portfolioStart = new Date(0)
 ) {
-  let endDate = endOfDay(new Date(Date.now()));
+  let endDate = endOfDay(new Date());
   let startDate = portfolioStart;
 
   switch (aDateRange) {
     case '1d':
-      startDate = max([
-        startDate,
-        subDays(resetHours(new Date(Date.now())), 1)
-      ]);
+      startDate = max([startDate, subDays(resetHours(new Date()), 1)]);
       break;
     case 'mtd':
       startDate = max([
         startDate,
-        subDays(startOfMonth(resetHours(new Date(Date.now()))), 1)
+        subDays(startOfMonth(resetHours(new Date())), 1)
       ]);
       break;
     case 'wtd':
       startDate = max([
         startDate,
-        subDays(
-          startOfWeek(resetHours(new Date(Date.now())), { weekStartsOn: 1 }),
-          1
-        )
+        subDays(startOfWeek(resetHours(new Date()), { weekStartsOn: 1 }), 1)
       ]);
       break;
     case 'ytd':
       startDate = max([
         startDate,
-        subDays(startOfYear(resetHours(new Date(Date.now()))), 1)
+        subDays(startOfYear(resetHours(new Date())), 1)
       ]);
       break;
     case '1y':
-      startDate = max([
-        startDate,
-        subYears(resetHours(new Date(Date.now())), 1)
-      ]);
+      startDate = max([startDate, subYears(resetHours(new Date()), 1)]);
       break;
     case '5y':
-      startDate = max([
-        startDate,
-        subYears(resetHours(new Date(Date.now())), 5)
-      ]);
+      startDate = max([startDate, subYears(resetHours(new Date()), 5)]);
       break;
     case 'max':
       break;

libs/common/src/lib/class-transformer.ts

@@ -1,5 +1,21 @@
 import { Big } from 'big.js';
 
+export function transformToMapOfBig({
+  value
+}: {
+  value: { [key: string]: string };
+}): {
+  [key: string]: Big;
+} {
+  const mapOfBig: { [key: string]: Big } = {};
+
+  for (const key in value) {
+    mapOfBig[key] = new Big(value[key]);
+  }
+
+  return mapOfBig;
+}
+
 export function transformToBig({ value }: { value: string }): Big {
   if (value === null) {
     return null;

libs/common/src/lib/interfaces/portfolio-performance.interface.ts

@@ -2,10 +2,6 @@ export interface PortfolioPerformance {
   annualizedPerformancePercent?: number;
   currentNetWorth?: number;
   currentValueInBaseCurrency: number;
-  grossPerformance: number;
-  grossPerformancePercentage: number;
-  grossPerformancePercentageWithCurrencyEffect: number;
-  grossPerformanceWithCurrencyEffect: number;
   netPerformance: number;
   netPerformancePercentage: number;
   netPerformancePercentageWithCurrencyEffect: number;

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

@@ -1,6 +1,7 @@
+import { Market, MarketAdvanced } from '@ghostfolio/common/types';
+
 import { AssetClass, AssetSubClass, DataSource, Tag } from '@prisma/client';
 
-import { Market, MarketAdvanced, MarketState } from '../types';
 import { Country } from './country.interface';
 import { Holding } from './holding.interface';
 import { Sector } from './sector.interface';
@@ -28,7 +29,6 @@ export interface PortfolioPosition {
   marketPrice: number;
   markets?: { [key in Market]: number };
   marketsAdvanced?: { [key in MarketAdvanced]: number };
-  marketState: MarketState;
   name: string;
   netPerformance: number;
   netPerformancePercent: number;

libs/common/src/lib/interfaces/portfolio-summary.interface.ts

@@ -17,6 +17,8 @@ export interface PortfolioSummary extends PortfolioPerformance {
   filteredValueInPercentage?: number;
   fireWealth: number;
   firstOrderDate: Date;
+  grossPerformance: number;
+  grossPerformanceWithCurrencyEffect: number;
   interest: number;
   items: number;
   liabilities: number;

libs/common/src/lib/interfaces/symbol-metrics.interface.ts

@@ -1,3 +1,5 @@
+import { DateRange } from '@ghostfolio/common/types';
+
 import { Big } from 'big.js';
 
 export interface SymbolMetrics {
@@ -26,12 +28,12 @@ export interface SymbolMetrics {
   };
   netPerformance: Big;
   netPerformancePercentage: Big;
-  netPerformancePercentageWithCurrencyEffect: Big;
+  netPerformancePercentageWithCurrencyEffectMap: { [key: DateRange]: Big };
   netPerformanceValues: {
     [date: string]: Big;
   };
   netPerformanceValuesWithCurrencyEffect: { [date: string]: Big };
-  netPerformanceWithCurrencyEffect: Big;
+  netPerformanceWithCurrencyEffectMap: { [key: DateRange]: Big };
   timeWeightedInvestment: Big;
   timeWeightedInvestmentValues: {
     [date: string]: Big;

libs/common/src/lib/models/portfolio-snapshot.ts

@@ -1,5 +1,8 @@
 import { transformToBig } from '@ghostfolio/common/class-transformer';
-import { AssetProfileIdentifier } from '@ghostfolio/common/interfaces';
+import {
+  AssetProfileIdentifier,
+  HistoricalDataItem
+} from '@ghostfolio/common/interfaces';
 import { TimelinePosition } from '@ghostfolio/common/models';
 
 import { Big } from 'big.js';
@@ -9,49 +12,12 @@ export class PortfolioSnapshot {
   @Transform(transformToBig, { toClassOnly: true })
   @Type(() => Big)
   currentValueInBaseCurrency: Big;
+
   errors?: AssetProfileIdentifier[];
 
-  @Transform(transformToBig, { toClassOnly: true })
-  @Type(() => Big)
-  grossPerformance: Big;
-
-  @Transform(transformToBig, { toClassOnly: true })
-  @Type(() => Big)
-  grossPerformanceWithCurrencyEffect: Big;
-
-  @Transform(transformToBig, { toClassOnly: true })
-  @Type(() => Big)
-  grossPerformancePercentage: Big;
-
-  @Transform(transformToBig, { toClassOnly: true })
-  @Type(() => Big)
-  grossPerformancePercentageWithCurrencyEffect: Big;
-
   hasErrors: boolean;
 
-  @Transform(transformToBig, { toClassOnly: true })
-  @Type(() => Big)
-  netAnnualizedPerformance?: Big;
-
-  @Transform(transformToBig, { toClassOnly: true })
-  @Type(() => Big)
-  netAnnualizedPerformanceWithCurrencyEffect?: Big;
-
-  @Transform(transformToBig, { toClassOnly: true })
-  @Type(() => Big)
-  netPerformance: Big;
-
-  @Transform(transformToBig, { toClassOnly: true })
-  @Type(() => Big)
-  netPerformanceWithCurrencyEffect: Big;
-
-  @Transform(transformToBig, { toClassOnly: true })
-  @Type(() => Big)
-  netPerformancePercentage: Big;
-
-  @Transform(transformToBig, { toClassOnly: true })
-  @Type(() => Big)
-  netPerformancePercentageWithCurrencyEffect: Big;
+  historicalData: HistoricalDataItem[];
 
   @Type(() => TimelinePosition)
   positions: TimelinePosition[];

libs/common/src/lib/models/timeline-position.ts

@@ -1,4 +1,8 @@
-import { transformToBig } from '@ghostfolio/common/class-transformer';
+import {
+  transformToBig,
+  transformToMapOfBig
+} from '@ghostfolio/common/class-transformer';
+import { DateRange } from '@ghostfolio/common/types';
 
 import { DataSource, Tag } from '@prisma/client';
 import { Big } from 'big.js';
@@ -65,13 +69,11 @@ export class TimelinePosition {
   @Type(() => Big)
   netPerformancePercentage: Big;
 
-  @Transform(transformToBig, { toClassOnly: true })
-  @Type(() => Big)
-  netPerformancePercentageWithCurrencyEffect: Big;
+  @Transform(transformToMapOfBig, { toClassOnly: true })
+  netPerformancePercentageWithCurrencyEffectMap: { [key: DateRange]: Big };
 
-  @Transform(transformToBig, { toClassOnly: true })
-  @Type(() => Big)
-  netPerformanceWithCurrencyEffect: Big;
+  @Transform(transformToMapOfBig, { toClassOnly: true })
+  netPerformanceWithCurrencyEffectMap: { [key: DateRange]: Big };
 
   @Transform(transformToBig, { toClassOnly: true })
   @Type(() => Big)