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