ksv741
3b55b611b5
Filter non-RUB data at ingest, collapse per-currency collections into single RUB Money, drop currency from TbankPortfolioValuePoint, remove NON_RUB_ACTIVITY and screener currency filter. BREAKING CHANGE: per-currency API fields replaced with single RUB Money; stock screener currency param removed.
72 lines
2.6 KiB
TypeScript
72 lines
2.6 KiB
TypeScript
import type { Money } from '#src/common/money.types';
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import {
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add,
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DECIMAL_RADIX,
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decimalFromString,
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formatDecimal,
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} from '#src/common/decimal';
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const ZERO_AMOUNT = 0n;
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const INITIAL_UNVALUED_COUNT = 0;
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const POSITION_INCREMENT = 1;
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const ROUNDING_DIVISOR = 2n;
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const SHARE_PERCENT_DECIMAL_PLACES = 6;
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const PERCENT_SCALED_FACTOR = 100_000_000n;
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const categoryTypes = ['STOCK', 'BOND', 'OTHER', 'CASH'] as const;
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// Build from positions and cash, never from totals (which already include cash).
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export function portfolioStructure(
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positions: { currentValue: Money | null; type: string }[],
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cashAmounts: Money[],
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) {
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const values = categoryTypes.map(() => decimalFromString('0'));
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let hasNegativeValues = false;
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const unvalued = new Map<string, number>();
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const include = (type: string, money: Money) => {
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const index = categoryTypes.findIndex((category) => category === type);
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const value = decimalFromString(money.value);
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// eslint-disable-next-line security/detect-object-injection -- The numeric index belongs to the fixed portfolio category array.
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values[index] = add(values[index], value);
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hasNegativeValues ||= value.value < ZERO_AMOUNT;
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};
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for (const position of positions) {
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const type = ['BOND', 'STOCK'].includes(position.type)
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? position.type
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: 'OTHER';
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if (position.currentValue) include(type, position.currentValue);
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else unvalued.set(type, (unvalued.get(type) ?? INITIAL_UNVALUED_COUNT) + POSITION_INCREMENT);
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}
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for (const amount of cashAmounts) include('CASH', amount);
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const total = values.reduce(add, decimalFromString('0'));
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const canCalculateShares =
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!unvalued.size && !hasNegativeValues && total.value > ZERO_AMOUNT;
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const categories = values.map((value, index) => ({
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// eslint-disable-next-line security/detect-object-injection -- The numeric index belongs to the fixed portfolio category array.
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type: categoryTypes[index],
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value: formatDecimal(value),
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// Rounded to six decimal places using integer arithmetic. Only the
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// resulting dimensionless percentage is passed to chart geometry.
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sharePercent: canCalculateShares
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? formatDecimal({
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value:
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(value.value *
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DECIMAL_RADIX ** BigInt(total.scale - value.scale) *
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PERCENT_SCALED_FACTOR +
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total.value / ROUNDING_DIVISOR) /
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total.value,
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scale: SHARE_PERCENT_DECIMAL_PLACES,
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})
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: null,
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}));
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return {
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totalValue: formatDecimal(total),
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hasNegativeValues,
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categories,
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unvaluedCategories: [...unvalued].map(([type, count]) => ({ type, count })),
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};
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}
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