88 lines
2.4 KiB
TypeScript
88 lines
2.4 KiB
TypeScript
import { RuleSettings } from '@ghostfolio/api/models/interfaces/rule-settings.interface';
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import { Rule } from '@ghostfolio/api/models/rule';
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import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service';
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import { PortfolioPosition, UserSettings } from '@ghostfolio/common/interfaces';
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export class CurrencyClusterRiskCurrentInvestment extends Rule<Settings> {
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private holdings: PortfolioPosition[];
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public constructor(
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protected exchangeRateDataService: ExchangeRateDataService,
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holdings: PortfolioPosition[]
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) {
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super(exchangeRateDataService, {
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key: CurrencyClusterRiskCurrentInvestment.name,
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name: 'Investment'
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});
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this.holdings = holdings;
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}
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public evaluate(ruleSettings: Settings) {
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const holdingsGroupedByCurrency = this.groupCurrentHoldingsByAttribute(
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this.holdings,
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'currency',
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ruleSettings.baseCurrency
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);
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let maxItem = holdingsGroupedByCurrency[0];
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let totalValue = 0;
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holdingsGroupedByCurrency.forEach((groupItem) => {
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// Calculate total value
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totalValue += groupItem.value;
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// Find maximum
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if (groupItem.value > maxItem.value) {
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maxItem = groupItem;
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}
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});
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const maxValueRatio = maxItem?.value / totalValue || 0;
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if (maxValueRatio > ruleSettings.thresholdMax) {
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return {
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evaluation: `Over ${
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ruleSettings.thresholdMax * 100
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}% of your current investment is in ${maxItem.groupKey} (${(
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maxValueRatio * 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 in ${
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maxItem?.groupKey ?? ruleSettings.baseCurrency
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} (${(maxValueRatio * 100).toPrecision(3)}%) and does not exceed ${
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ruleSettings.thresholdMax * 100
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}%`,
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value: true
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};
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}
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public getConfiguration() {
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return {
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threshold: {
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max: 1,
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min: 0,
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step: 0.01
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},
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thresholdMax: true
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};
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}
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public getSettings({ baseCurrency, xRayRules }: UserSettings): Settings {
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return {
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baseCurrency,
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isActive: xRayRules?.[this.getKey()].isActive ?? true,
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thresholdMax: xRayRules?.[this.getKey()]?.thresholdMax ?? 0.5
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};
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}
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}
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interface Settings extends RuleSettings {
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baseCurrency: string;
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thresholdMax: number;
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}
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