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Feature/Add static portfolio analysis rule for emerging Markets (#3949)

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* Add static portfolio analysis rule: Allocation Cluster Risk (Emerging Markets)

* Update changelog
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vitalymatyushik 2024-10-22 20:19:56 +02:00 committed by GitHub
parent 2b3fcf4105
commit d325f8bfaf
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7 changed files with 137 additions and 5 deletions
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1
CHANGELOG.md
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@ -9,6 +9,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
### Added
- Added a new static portfolio analysis rule: Allocation Cluster Risk (Emerging Markets)
- Added support for mutual funds in the _EOD Historical Data_ service
### Changed

22
apps/api/src/app/portfolio/portfolio.service.ts
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@ -7,6 +7,7 @@ import { UserService } from '@ghostfolio/api/app/user/user.service';
import { getFactor } from '@ghostfolio/api/helper/portfolio.helper';
import { AccountClusterRiskCurrentInvestment } from '@ghostfolio/api/models/rules/account-cluster-risk/current-investment';
import { AccountClusterRiskSingleAccount } from '@ghostfolio/api/models/rules/account-cluster-risk/single-account';
import { AllocationClusterRiskEmergingMarkets } from '@ghostfolio/api/models/rules/allocation-cluster-risk/emerging-markets';
import { CurrencyClusterRiskBaseCurrencyCurrentInvestment } from '@ghostfolio/api/models/rules/currency-cluster-risk/base-currency-current-investment';
import { CurrencyClusterRiskCurrentInvestment } from '@ghostfolio/api/models/rules/currency-cluster-risk/current-investment';
import { EmergencyFundSetup } from '@ghostfolio/api/models/rules/emergency-fund/emergency-fund-setup';
@ -1160,7 +1161,7 @@ export class PortfolioService {
const userId = await this.getUserId(impersonationId, this.request.user.id);
const userSettings = <UserSettings>this.request.user.Settings.settings;
const { accounts, holdings, summary } = await this.getDetails({
const { accounts, holdings, markets, summary } = await this.getDetails({
impersonationId,
userId,
withMarkets: true,
@ -1185,6 +1186,19 @@ export class PortfolioService {
userSettings
)
: undefined,
allocationClusterRisk:
summary.ordersCount > 0
? await this.rulesService.evaluate(
[
new AllocationClusterRiskEmergingMarkets(
this.exchangeRateDataService,
summary.currentValueInBaseCurrency,
markets.emergingMarkets.valueInBaseCurrency
)
],
userSettings
)
: undefined,
currencyClusterRisk:
summary.ordersCount > 0
? await this.rulesService.evaluate(
@ -1242,9 +1256,7 @@ export class PortfolioService {
await this.orderService.assignTags({ dataSource, symbol, tags, userId });
}
private getAggregatedMarkets(holdings: {
[symbol: string]: PortfolioPosition;
}): {
private getAggregatedMarkets(holdings: Record<string, PortfolioPosition>): {
markets: PortfolioDetails['markets'];
marketsAdvanced: PortfolioDetails['marketsAdvanced'];
} {
@ -1903,7 +1915,7 @@ export class PortfolioService {
}: {
activities: Activity[];
filters?: Filter[];
portfolioItemsNow: { [p: string]: TimelinePosition };
portfolioItemsNow: Record<string, TimelinePosition>;
userCurrency: string;
userId: string;
withExcludedAccounts?: boolean;

7
apps/api/src/app/user/user.service.ts
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@ -4,6 +4,7 @@ import { environment } from '@ghostfolio/api/environments/environment';
import { PortfolioChangedEvent } from '@ghostfolio/api/events/portfolio-changed.event';
import { AccountClusterRiskCurrentInvestment } from '@ghostfolio/api/models/rules/account-cluster-risk/current-investment';
import { AccountClusterRiskSingleAccount } from '@ghostfolio/api/models/rules/account-cluster-risk/single-account';
import { AllocationClusterRiskEmergingMarkets } from '@ghostfolio/api/models/rules/allocation-cluster-risk/emerging-markets';
import { CurrencyClusterRiskBaseCurrencyCurrentInvestment } from '@ghostfolio/api/models/rules/currency-cluster-risk/base-currency-current-investment';
import { CurrencyClusterRiskCurrentInvestment } from '@ghostfolio/api/models/rules/currency-cluster-risk/current-investment';
import { EmergencyFundSetup } from '@ghostfolio/api/models/rules/emergency-fund/emergency-fund-setup';
@ -215,6 +216,12 @@ export class UserService {
undefined,
{}
).getSettings(user.Settings.settings),
AllocationClusterRiskEmergingMarkets:
new AllocationClusterRiskEmergingMarkets(
undefined,
undefined,
undefined
).getSettings(user.Settings.settings),
CurrencyClusterRiskBaseCurrencyCurrentInvestment:
new CurrencyClusterRiskBaseCurrencyCurrentInvestment(
undefined,

84
apps/api/src/models/rules/allocation-cluster-risk/emerging-markets.ts Normal file
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@ -0,0 +1,84 @@
import { RuleSettings } from '@ghostfolio/api/models/interfaces/rule-settings.interface';
import { Rule } from '@ghostfolio/api/models/rule';
import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service';
import { UserSettings } from '@ghostfolio/common/interfaces';
export class AllocationClusterRiskEmergingMarkets extends Rule<Settings> {
private currentValueInBaseCurrency: number;
private emergingMarketsValueInBaseCurrency: number;
public constructor(
protected exchangeRateDataService: ExchangeRateDataService,
currentValueInBaseCurrency: number,
emergingMarketsValueInBaseCurrency: number
) {
super(exchangeRateDataService, {
key: AllocationClusterRiskEmergingMarkets.name,
name: 'Emerging Markets'
});
this.currentValueInBaseCurrency = currentValueInBaseCurrency;
this.emergingMarketsValueInBaseCurrency =
emergingMarketsValueInBaseCurrency;
}
public evaluate(ruleSettings: Settings) {
const emergingMarketsValueRatio = this.currentValueInBaseCurrency
? this.emergingMarketsValueInBaseCurrency /
this.currentValueInBaseCurrency
: 0;
if (emergingMarketsValueRatio > ruleSettings.thresholdMax) {
return {
evaluation: `The emerging markets contribution of your current investment (${(emergingMarketsValueRatio * 100).toPrecision(3)}%) exceeds ${(
ruleSettings.thresholdMax * 100
).toPrecision(3)}%`,
value: false
};
} else if (emergingMarketsValueRatio < ruleSettings.thresholdMin) {
return {
evaluation: `The emerging markets contribution of your current investment (${(emergingMarketsValueRatio * 100).toPrecision(3)}%) is below ${(
ruleSettings.thresholdMin * 100
).toPrecision(3)}%`,
value: false
};
}
return {
evaluation: `The emerging markets contribution of your current investment (${(emergingMarketsValueRatio * 100).toPrecision(3)}%) is within the range of ${(
ruleSettings.thresholdMin * 100
).toPrecision(
3
)}% and ${(ruleSettings.thresholdMax * 100).toPrecision(3)}%`,
value: true
};
}
public getConfiguration() {
return {
threshold: {
max: 1,
min: 0,
step: 0.01,
unit: '%'
},
thresholdMax: true,
thresholdMin: true
};
}
public getSettings({ baseCurrency, xRayRules }: UserSettings): Settings {
return {
baseCurrency,
isActive: xRayRules?.[this.getKey()]?.isActive ?? true,
thresholdMax: xRayRules?.[this.getKey()]?.thresholdMax ?? 0.32,
thresholdMin: xRayRules?.[this.getKey()]?.thresholdMin ?? 0.28
};
}
}
interface Settings extends RuleSettings {
baseCurrency: string;
thresholdMin: number;
thresholdMax: number;
}

8
apps/client/src/app/pages/portfolio/fire/fire-page.component.ts
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@ -22,6 +22,7 @@ import { takeUntil } from 'rxjs/operators';
})
export class FirePageComponent implements OnDestroy, OnInit {
public accountClusterRiskRules: PortfolioReportRule[];
public allocationClusterRiskRules: PortfolioReportRule[];
public currencyClusterRiskRules: PortfolioReportRule[];
public deviceType: string;
public emergencyFundRules: PortfolioReportRule[];
@ -203,6 +204,13 @@ export class FirePageComponent implements OnDestroy, OnInit {
}
) ?? null;
this.allocationClusterRiskRules =
portfolioReport.rules['allocationClusterRisk']?.filter(
({ isActive }) => {
return isActive;
}
) ?? null;
this.currencyClusterRiskRules =
portfolioReport.rules['currencyClusterRisk']?.filter(
({ isActive }) => {

19
apps/client/src/app/pages/portfolio/fire/fire-page.html
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@ -174,6 +174,25 @@
(rulesUpdated)="onRulesUpdated($event)"
/>
</div>
<div class="mb-4">
<h4 class="align-items-center d-flex m-0">
<span i18n>Allocation Cluster Risks</span>
@if (user?.subscription?.type === 'Basic') {
<gf-premium-indicator class="ml-1" />
}
</h4>
<gf-rules
[hasPermissionToUpdateUserSettings]="
!hasImpersonationId &&
hasPermissionToUpdateUserSettings &&
user?.settings?.isExperimentalFeatures
"
[isLoading]="isLoadingPortfolioReport"
[rules]="allocationClusterRiskRules"
[settings]="user?.settings?.xRayRules"
(rulesUpdated)="onRulesUpdated($event)"
/>
</div>
<div class="mb-4">
<h4 class="align-items-center d-flex m-0">
<span i18n>Fees</span>

1
libs/common/src/lib/types/x-ray-rules-settings.type.ts
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@ -1,6 +1,7 @@
export type XRayRulesSettings = {
AccountClusterRiskCurrentInvestment?: RuleSettings;
AccountClusterRiskSingleAccount?: RuleSettings;
AllocationClusterRiskEmergingMarkets?: RuleSettings;
CurrencyClusterRiskBaseCurrencyCurrentInvestment?: RuleSettings;
CurrencyClusterRiskCurrentInvestment?: RuleSettings;
EmergencyFundSetup?: RuleSettings;