feat: add stock screener

src/modules/investments/instruments/stocks/domain/stock-screener-selection.rules.ts

@@ -0,0 +1,106 @@
+import type { TbankShare } from '../../../../../integrations/tbank/tbank.api';
+
+export type StockScreenerCatalog = {
+  asOf: Date;
+  instruments: TbankShare[];
+};
+
+export type StockScreenerConditions = {
+  countryOfRisk?: string;
+  currency?: string;
+  maxLot?: number;
+  query?: string;
+  realExchange?: string;
+  sector?: string;
+  shareType?: string;
+};
+
+type IdentifiedShare = TbankShare & { uid: string };
+const sortBefore = 0;
+
+export function selectStockScreenerInstruments(
+  catalog: StockScreenerCatalog,
+  conditions: StockScreenerConditions,
+): StockScreenerCatalog {
+  const representatives = new Map<string, IdentifiedShare>();
+
+  for (const instrument of catalog.instruments) {
+    if (!matches(instrument, conditions)) continue;
+
+    const { uid } = instrument;
+    const isin = instrument.isin?.trim().toUpperCase();
+    const issueKey = isin ? `isin:${isin}` : `uid:${uid}`;
+    const existing = representatives.get(issueKey);
+    if (!existing || uid.localeCompare(existing.uid) < sortBefore) {
+      representatives.set(issueKey, instrument);
+    }
+  }
+
+  return {
+    asOf: catalog.asOf,
+    instruments: [...representatives.values()].sort(
+      (left, right) =>
+        (left.ticker?.trim() ?? '').localeCompare(right.ticker?.trim() ?? '') ||
+        left.uid.localeCompare(right.uid),
+    ),
+  };
+}
+
+function matches(
+  instrument: TbankShare,
+  conditions: StockScreenerConditions,
+): instrument is IdentifiedShare {
+  if (
+    !instrument.uid?.trim() ||
+    instrument.buyAvailableFlag !== true ||
+    instrument.apiTradeAvailableFlag !== true
+  ) {
+    return false;
+  }
+
+  if (
+    conditions.query !== undefined &&
+    !`${instrument.name ?? ''}\n${instrument.ticker ?? ''}`
+      .toLowerCase()
+      .includes(conditions.query.toLowerCase())
+  ) {
+    return false;
+  }
+
+  if (conditions.sector !== undefined && instrument.sector !== conditions.sector) {
+    return false;
+  }
+  if (
+    conditions.shareType !== undefined &&
+    instrument.shareType !== conditions.shareType
+  ) {
+    return false;
+  }
+  if (
+    conditions.currency !== undefined &&
+    instrument.currency !== conditions.currency
+  ) {
+    return false;
+  }
+  if (
+    conditions.realExchange !== undefined &&
+    instrument.realExchange !== conditions.realExchange
+  ) {
+    return false;
+  }
+  if (
+    conditions.countryOfRisk !== undefined &&
+    instrument.countryOfRisk !== conditions.countryOfRisk
+  ) {
+    return false;
+  }
+
+  const minimumPositiveLot = 0;
+  return (
+    conditions.maxLot === undefined ||
+    (Number.isInteger(instrument.lot) &&
+      instrument.lot !== undefined &&
+      instrument.lot > minimumPositiveLot &&
+      instrument.lot <= conditions.maxLot)
+  );
+}