Merge pull request #195 from Arabasta/fixes#8

Fixes#8
Arabasta · Aug 15, 2024 · c5b900b · c5b900b
2 parents cd1c820 + 3721910
commit c5b900b
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Showing 6 changed files with 20 additions and 13 deletions.
diff --git a/back/spring/src/main/java/com/robotrader/spring/model/log/PortfolioHistoryLog.java b/back/spring/src/main/java/com/robotrader/spring/model/log/PortfolioHistoryLog.java
@@ -36,4 +36,6 @@ public class PortfolioHistoryLog {
     @NotNull
     @Column(nullable = false)
     private LocalDateTime timestamp;
+
+    private String logType;
 }
diff --git a/back/spring/src/main/java/com/robotrader/spring/service/ChartService.java b/back/spring/src/main/java/com/robotrader/spring/service/ChartService.java
@@ -75,12 +75,10 @@ public ChartDataDTO transformBackTestDTOtoChartDataDTO(BackTestResultDTO backTes
                 .collect(Collectors.toList());
 
         List<LocalDateTime> sortedLabels = new ArrayList<>();
-//        List<BigDecimal> sortedCapitalAbsoluteData = new ArrayList<>();
         List<BigDecimal> sortedPercentChangeList = new ArrayList<>();
 
         for (int index : indices) {
             sortedLabels.add(labels.get(index));
-//            sortedCapitalAbsoluteData.add(capitalAbsoluteData.get(index));
             sortedPercentChangeList.add(percentChangeList.get(index));
         }
 
@@ -93,7 +91,7 @@ public ChartDataDTO transformBackTestDTOtoChartDataDTO(BackTestResultDTO backTes
         }
 
         ChartDatasetDTO capitalDataset = new ChartDatasetDTO("Capital", capitalAbsoluteData, "y-axis-1");
-        ChartDatasetDTO percentChangeDataset = new ChartDatasetDTO("Percent Change", capitalPercentChangeData, "y-axis-2");
+        ChartDatasetDTO percentChangeDataset = new ChartDatasetDTO("Performance", capitalPercentChangeData, "y-axis-2");
 
         return new ChartDataDTO(sortedLabels, Arrays.asList(capitalDataset, percentChangeDataset));
     }
@@ -114,19 +112,25 @@ public ChartDataDTO transformPortfolioHistoryLogtoChartDataDTO(List<PortfolioHis
 
         labels.add(logs.get(0).getTimestamp());
         capitalPercentChangeData.add(BigDecimal.ZERO);
-        capitalAbsoluteData.add(logs.get(0).getCurrentValue());
+        BigDecimal initialCapital = logs.get(0).getCurrentValue();
+        capitalAbsoluteData.add(initialCapital);
+
 
         for (int i = 1; i < logs.size(); i++) {
             PortfolioHistoryLog log = logs.get(i);
 
+            if (!log.getLogType().equals("Trade")) {
+                initialCapital = log.getCurrentValue();
+                continue;
+            }
+
             labels.add(log.getTimestamp());
             capitalAbsoluteData.add(log.getCurrentValue());
 
             // Calculate percent change
-            BigDecimal previousValue = logs.get(i - 1).getCurrentValue();
             BigDecimal percentChange = log.getCurrentValue()
-                    .subtract(previousValue)
-                    .divide(previousValue, 10, RoundingMode.HALF_UP)
+                    .subtract(initialCapital)
+                    .divide(initialCapital, 4, RoundingMode.HALF_UP)
                     .multiply(BigDecimal.valueOf(100))
                     .setScale(2, RoundingMode.HALF_UP);
             capitalPercentChangeData.add(percentChange);

diff --git a/back/spring/src/main/java/com/robotrader/spring/service/PortfolioService.java b/back/spring/src/main/java/com/robotrader/spring/service/PortfolioService.java
@@ -132,6 +132,7 @@ public PortfolioTransactionResponseDTO allocateFundsToPortfolio(String username,
         } else {
             User user = userService.getUserByUsername(username);
             portfolioTransactionLogService.log(user, portfolio.getPortfolioType(), "Allocate", amount, portfolio.getCurrentValue());
+            portfolioHistoryLogService.log(portfolio, "Allocate");
             walletTransactionLogService.log(user, amount, wallet.getTotalBalance(), "Allocate to Portfolio " + portfolio.getPortfolioType());
         }
         return new PortfolioTransactionResponseDTO(portfolio.getPortfolioType(), amount,
@@ -154,6 +155,7 @@ public PortfolioTransactionResponseDTO withdrawFundsFromPortfolio(String usernam
         } else {
             User user = userService.getUserByUsername(username);
             portfolioTransactionLogService.log(user, portfolio.getPortfolioType(), "Withdraw", amount, portfolio.getCurrentValue());
+            portfolioHistoryLogService.log(portfolio, "Withdraw");
             walletTransactionLogService.log(user, amount, wallet.getTotalBalance(), "Withdraw from Portfolio " + portfolio.getPortfolioType());
 
         }
@@ -250,7 +252,7 @@ public void updateTrade(BigDecimal newUnitPrice, PortfolioTypeEnum portfolioType
                     if (portfolio.getAllocatedUnitQty().compareTo(BigDecimal.valueOf(0.0001)) > 0) {
                         portfolio.setCurrentValue(newUnitPrice.multiply(portfolio.getAllocatedUnitQty()));
                         save(portfolio);
-                        portfolioHistoryLogService.log(portfolio);
+                        portfolioHistoryLogService.log(portfolio, "Trade");
                     }
                 });
     }

diff --git a/...g/src/main/java/com/robotrader/spring/service/interfaces/IPortfolioHistoryLogService.java b/...g/src/main/java/com/robotrader/spring/service/interfaces/IPortfolioHistoryLogService.java
@@ -8,11 +8,9 @@
 import java.util.List;
 
 public interface IPortfolioHistoryLogService {
-    @Transactional
     void save(PortfolioHistoryLog portfolioHistoryLog);
 
-    @Transactional
-    void log(Portfolio portfolio);
+    void log(Portfolio portfolio, String logType);
 
     List<PortfolioHistoryLog> getPortfolioHistoryLog(String username, PortfolioTypeEnum portfolioType);
 }
diff --git a/back/spring/src/main/java/com/robotrader/spring/service/log/PortfolioHistoryLogService.java b/back/spring/src/main/java/com/robotrader/spring/service/log/PortfolioHistoryLogService.java
@@ -32,12 +32,13 @@ public void save(PortfolioHistoryLog portfolioHistoryLog) {
 
     @Override
     @Transactional
-    public void log(Portfolio portfolio) {
+    public void log(Portfolio portfolio, String logType) {
         PortfolioHistoryLog logEntry = new PortfolioHistoryLog();
 
         logEntry.setPortfolio(portfolio);
         logEntry.setTimestamp(LocalDateTime.now());
         logEntry.setCurrentValue(portfolio.getCurrentValue());
+        logEntry.setLogType(logType);
 
         save(logEntry);
     }

diff --git a/front/react/public/index.html b/front/react/public/index.html
@@ -24,7 +24,7 @@
       work correctly both with client-side routing and a non-root public URL.
       Learn how to configure a non-root public URL by running `npm run build`.
     -->
-    <title>React App</title>
+    <title>FourQuant.ai</title>
   </head>
   <body>
     <noscript>You need to enable JavaScript to run this app.</noscript>