Feature/change color assignment by annualized performance in treemap chart (#3617)

* Change color assignment to annualized performance

* Update changelog

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

@@ -0,0 +1,50 @@
+import { Big } from 'big.js';
+
+import { getAnnualizedPerformancePercent } from './calculation-helper';
+
+describe('CalculationHelper', () => {
+  describe('annualized performance percentage', () => {
+    it('Get annualized performance', async () => {
+      expect(
+        getAnnualizedPerformancePercent({
+          daysInMarket: NaN, // differenceInDays of date-fns returns NaN for the same day
+          netPerformancePercentage: new Big(0)
+        }).toNumber()
+      ).toEqual(0);
+
+      expect(
+        getAnnualizedPerformancePercent({
+          daysInMarket: 0,
+          netPerformancePercentage: new Big(0)
+        }).toNumber()
+      ).toEqual(0);
+
+      /**
+       * Source: https://www.readyratios.com/reference/analysis/annualized_rate.html
+       */
+      expect(
+        getAnnualizedPerformancePercent({
+          daysInMarket: 65, // < 1 year
+          netPerformancePercentage: new Big(0.1025)
+        }).toNumber()
+      ).toBeCloseTo(0.729705);
+
+      expect(
+        getAnnualizedPerformancePercent({
+          daysInMarket: 365, // 1 year
+          netPerformancePercentage: new Big(0.05)
+        }).toNumber()
+      ).toBeCloseTo(0.05);
+
+      /**
+       * Source: https://www.investopedia.com/terms/a/annualized-total-return.asp#annualized-return-formula-and-calculation
+       */
+      expect(
+        getAnnualizedPerformancePercent({
+          daysInMarket: 575, // > 1 year
+          netPerformancePercentage: new Big(0.2374)
+        }).toNumber()
+      ).toBeCloseTo(0.145);
+    });
+  });
+});

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

@@ -0,0 +1,20 @@
+import { Big } from 'big.js';
+import { isNumber } from 'lodash';
+
+export function getAnnualizedPerformancePercent({
+  daysInMarket,
+  netPerformancePercentage
+}: {
+  daysInMarket: number;
+  netPerformancePercentage: Big;
+}): Big {
+  if (isNumber(daysInMarket) && daysInMarket > 0) {
+    const exponent = new Big(365).div(daysInMarket).toNumber();
+
+    return new Big(
+      Math.pow(netPerformancePercentage.plus(1).toNumber(), exponent)
+    ).minus(1);
+  }
+
+  return new Big(0);
+}