Files
backend/src/modules/investments/instruments/stocks/domain/stock-screener-selection.rules.ts
T
ksv741 3b55b611b5 refactor!: support RUB only (WealthLedger/main#55)
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.
2026-11-11 08:22:16 +03:00

101 lines
2.5 KiB
TypeScript

import type { TbankShare } from '#src/integrations/tbank/tbank.api';
export type StockScreenerCatalog = {
asOf: Date;
instruments: TbankShare[];
};
export type StockScreenerConditions = {
countryOfRisk?: 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 (instrument.currency?.toUpperCase() !== 'RUB') 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)
);
}