84 lines
2.2 KiB
TypeScript
84 lines
2.2 KiB
TypeScript
import { PortfolioPosition } from 'apps/api/src/app/portfolio/interfaces/portfolio-position.interface';
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import { ExchangeRateDataService } from 'apps/api/src/services/exchange-rate-data.service';
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import { Rule } from '../../rule';
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export class PlatformClusterRiskCurrentInvestment extends Rule {
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public constructor(public exchangeRateDataService: ExchangeRateDataService) {
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super(exchangeRateDataService, {
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name: 'Current Investment'
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});
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}
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public evaluate(
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aPositions: { [symbol: string]: PortfolioPosition },
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aFees: number,
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aRuleSettingsMap?: {
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[key: string]: any;
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}
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) {
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const ruleSettings =
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aRuleSettingsMap[PlatformClusterRiskCurrentInvestment.name];
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const platforms: {
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[symbol: string]: Pick<PortfolioPosition, 'name'> & {
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investment: number;
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};
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} = {};
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Object.values(aPositions).forEach((position) => {
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for (const [platform, { current }] of Object.entries(
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position.platforms
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)) {
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if (platforms[platform]?.investment) {
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platforms[platform].investment += current;
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} else {
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platforms[platform] = {
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investment: current,
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name: platform
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};
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}
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}
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});
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let maxItem;
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let totalInvestment = 0;
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Object.values(platforms).forEach((platform) => {
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if (!maxItem) {
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maxItem = platform;
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}
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// Calculate total investment
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totalInvestment += platform.investment;
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// Find maximum
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if (platform.investment > maxItem?.investment) {
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maxItem = platform;
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}
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});
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const maxInvestmentRatio = maxItem.investment / totalInvestment;
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if (maxInvestmentRatio > ruleSettings.threshold) {
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return {
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evaluation: `Over ${
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ruleSettings.threshold * 100
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}% of your current investment is at ${maxItem.name} (${(
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maxInvestmentRatio * 100
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).toPrecision(3)}%)`,
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value: false
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};
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}
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return {
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evaluation: `The major part of your current investment is at ${
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maxItem.name
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} (${(maxInvestmentRatio * 100).toPrecision(3)}%) and does not exceed ${
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ruleSettings.threshold * 100
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}%`,
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value: true
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};
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}
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}
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