Feature/Add static portfolio analysis rule for developed Markets (#3975)

* Add static portfolio analysis rule: Allocation Cluster Risk (Developed Markets)

* Update changelog

CHANGELOG.md

@@ -9,6 +9,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 ### Added
 
+- Added a new static portfolio analysis rule: Allocation Cluster Risk (Developed Markets)
 - Added a new static portfolio analysis rule: Allocation Cluster Risk (Emerging Markets)
 - Added support for mutual funds in the _EOD Historical Data_ service
 

apps/api/src/app/portfolio/portfolio.service.ts

@@ -7,6 +7,7 @@ import { UserService } from '@ghostfolio/api/app/user/user.service';
 import { getFactor } from '@ghostfolio/api/helper/portfolio.helper';
 import { AccountClusterRiskCurrentInvestment } from '@ghostfolio/api/models/rules/account-cluster-risk/current-investment';
 import { AccountClusterRiskSingleAccount } from '@ghostfolio/api/models/rules/account-cluster-risk/single-account';
+import { AllocationClusterRiskDevelopedMarkets } from '@ghostfolio/api/models/rules/allocation-cluster-risk/developed-markets';
 import { AllocationClusterRiskEmergingMarkets } from '@ghostfolio/api/models/rules/allocation-cluster-risk/emerging-markets';
 import { CurrencyClusterRiskBaseCurrencyCurrentInvestment } from '@ghostfolio/api/models/rules/currency-cluster-risk/base-currency-current-investment';
 import { CurrencyClusterRiskCurrentInvestment } from '@ghostfolio/api/models/rules/currency-cluster-risk/current-investment';
@@ -1190,6 +1191,11 @@ export class PortfolioService {
           summary.ordersCount > 0
             ? await this.rulesService.evaluate(
                 [
+                  new AllocationClusterRiskDevelopedMarkets(
+                    this.exchangeRateDataService,
+                    summary.currentValueInBaseCurrency,
+                    markets.developedMarkets.valueInBaseCurrency
+                  ),
                   new AllocationClusterRiskEmergingMarkets(
                     this.exchangeRateDataService,
                     summary.currentValueInBaseCurrency,

apps/api/src/app/user/user.service.ts

@@ -4,6 +4,7 @@ import { environment } from '@ghostfolio/api/environments/environment';
 import { PortfolioChangedEvent } from '@ghostfolio/api/events/portfolio-changed.event';
 import { AccountClusterRiskCurrentInvestment } from '@ghostfolio/api/models/rules/account-cluster-risk/current-investment';
 import { AccountClusterRiskSingleAccount } from '@ghostfolio/api/models/rules/account-cluster-risk/single-account';
+import { AllocationClusterRiskDevelopedMarkets } from '@ghostfolio/api/models/rules/allocation-cluster-risk/developed-markets';
 import { AllocationClusterRiskEmergingMarkets } from '@ghostfolio/api/models/rules/allocation-cluster-risk/emerging-markets';
 import { CurrencyClusterRiskBaseCurrencyCurrentInvestment } from '@ghostfolio/api/models/rules/currency-cluster-risk/base-currency-current-investment';
 import { CurrencyClusterRiskCurrentInvestment } from '@ghostfolio/api/models/rules/currency-cluster-risk/current-investment';
@@ -216,6 +217,12 @@ export class UserService {
         undefined,
         {}
       ).getSettings(user.Settings.settings),
+      AllocationClusterRiskDevelopedMarkets:
+        new AllocationClusterRiskDevelopedMarkets(
+          undefined,
+          undefined,
+          undefined
+        ).getSettings(user.Settings.settings),
       AllocationClusterRiskEmergingMarkets:
         new AllocationClusterRiskEmergingMarkets(
           undefined,

apps/api/src/models/rules/allocation-cluster-risk/developed-markets.ts

@@ -0,0 +1,84 @@
+import { RuleSettings } from '@ghostfolio/api/models/interfaces/rule-settings.interface';
+import { Rule } from '@ghostfolio/api/models/rule';
+import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service';
+import { UserSettings } from '@ghostfolio/common/interfaces';
+
+export class AllocationClusterRiskDevelopedMarkets extends Rule<Settings> {
+  private currentValueInBaseCurrency: number;
+  private developedMarketsValueInBaseCurrency: number;
+
+  public constructor(
+    protected exchangeRateDataService: ExchangeRateDataService,
+    currentValueInBaseCurrency: number,
+    developedMarketsValueInBaseCurrency: number
+  ) {
+    super(exchangeRateDataService, {
+      key: AllocationClusterRiskDevelopedMarkets.name,
+      name: 'Developed Markets'
+    });
+
+    this.currentValueInBaseCurrency = currentValueInBaseCurrency;
+    this.developedMarketsValueInBaseCurrency =
+      developedMarketsValueInBaseCurrency;
+  }
+
+  public evaluate(ruleSettings: Settings) {
+    const developedMarketsValueRatio = this.currentValueInBaseCurrency
+      ? this.developedMarketsValueInBaseCurrency /
+        this.currentValueInBaseCurrency
+      : 0;
+
+    if (developedMarketsValueRatio > ruleSettings.thresholdMax) {
+      return {
+        evaluation: `The developed markets contribution of your current investment (${(developedMarketsValueRatio * 100).toPrecision(3)}%) exceeds ${(
+          ruleSettings.thresholdMax * 100
+        ).toPrecision(3)}%`,
+        value: false
+      };
+    } else if (developedMarketsValueRatio < ruleSettings.thresholdMin) {
+      return {
+        evaluation: `The developed markets contribution of your current investment (${(developedMarketsValueRatio * 100).toPrecision(3)}%) is below ${(
+          ruleSettings.thresholdMin * 100
+        ).toPrecision(3)}%`,
+        value: false
+      };
+    }
+
+    return {
+      evaluation: `The developed markets contribution of your current investment (${(developedMarketsValueRatio * 100).toPrecision(3)}%) is within the range of ${(
+        ruleSettings.thresholdMin * 100
+      ).toPrecision(
+        3
+      )}% and ${(ruleSettings.thresholdMax * 100).toPrecision(3)}%`,
+      value: true
+    };
+  }
+
+  public getConfiguration() {
+    return {
+      threshold: {
+        max: 1,
+        min: 0,
+        step: 0.01,
+        unit: '%'
+      },
+      thresholdMax: true,
+      thresholdMin: true
+    };
+  }
+
+  public getSettings({ baseCurrency, xRayRules }: UserSettings): Settings {
+    return {
+      baseCurrency,
+      isActive: xRayRules?.[this.getKey()]?.isActive ?? true,
+      thresholdMax: xRayRules?.[this.getKey()]?.thresholdMax ?? 0.72,
+      thresholdMin: xRayRules?.[this.getKey()]?.thresholdMin ?? 0.68
+    };
+  }
+}
+
+interface Settings extends RuleSettings {
+  baseCurrency: string;
+  thresholdMin: number;
+  thresholdMax: number;
+}

libs/common/src/lib/types/x-ray-rules-settings.type.ts

@@ -1,6 +1,7 @@
 export type XRayRulesSettings = {
   AccountClusterRiskCurrentInvestment?: RuleSettings;
   AccountClusterRiskSingleAccount?: RuleSettings;
+  AllocationClusterRiskDevelopedMarkets?: RuleSettings;
   AllocationClusterRiskEmergingMarkets?: RuleSettings;
   CurrencyClusterRiskBaseCurrencyCurrentInvestment?: RuleSettings;
   CurrencyClusterRiskCurrentInvestment?: RuleSettings;