diff --git a/CHANGELOG.md b/CHANGELOG.md index f4f806b93..9e65772d1 100644 --- a/CHANGELOG.md +++ b/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: _Regional Market Cluster Risk_ (Asia-Pacific Markets) - Added a new static portfolio analysis rule: _Regional Market Cluster Risk_ (Japan) - Extended the tags selector component by a `readonly` attribute - Extended the tags selector component to support creating custom tags diff --git a/apps/api/src/app/portfolio/portfolio.service.ts b/apps/api/src/app/portfolio/portfolio.service.ts index 5fdb10036..811c59f9d 100644 --- a/apps/api/src/app/portfolio/portfolio.service.ts +++ b/apps/api/src/app/portfolio/portfolio.service.ts @@ -15,6 +15,7 @@ import { EconomicMarketClusterRiskDevelopedMarkets } from '@ghostfolio/api/model import { EconomicMarketClusterRiskEmergingMarkets } from '@ghostfolio/api/models/rules/economic-market-cluster-risk/emerging-markets'; import { EmergencyFundSetup } from '@ghostfolio/api/models/rules/emergency-fund/emergency-fund-setup'; import { FeeRatioInitialInvestment } from '@ghostfolio/api/models/rules/fees/fee-ratio-initial-investment'; +import { RegionalMarketClusterRiskAsiaPacific } from '@ghostfolio/api/models/rules/regional-market-cluster-risk/asia-pacific'; import { RegionalMarketClusterRiskEmergingMarkets } from '@ghostfolio/api/models/rules/regional-market-cluster-risk/emerging-markets'; import { RegionalMarketClusterRiskEurope } from '@ghostfolio/api/models/rules/regional-market-cluster-risk/europe'; import { RegionalMarketClusterRiskJapan } from '@ghostfolio/api/models/rules/regional-market-cluster-risk/japan'; @@ -1281,6 +1282,11 @@ export class PortfolioService { summary.ordersCount > 0 ? await this.rulesService.evaluate( [ + new RegionalMarketClusterRiskAsiaPacific( + this.exchangeRateDataService, + marketsAdvancedTotalInBaseCurrency, + marketsAdvanced.asiaPacific.valueInBaseCurrency + ), new RegionalMarketClusterRiskEmergingMarkets( this.exchangeRateDataService, marketsAdvancedTotalInBaseCurrency, diff --git a/apps/api/src/app/user/user.service.ts b/apps/api/src/app/user/user.service.ts index 13b067cfa..7665e43d9 100644 --- a/apps/api/src/app/user/user.service.ts +++ b/apps/api/src/app/user/user.service.ts @@ -13,6 +13,7 @@ import { EconomicMarketClusterRiskDevelopedMarkets } from '@ghostfolio/api/model import { EconomicMarketClusterRiskEmergingMarkets } from '@ghostfolio/api/models/rules/economic-market-cluster-risk/emerging-markets'; import { EmergencyFundSetup } from '@ghostfolio/api/models/rules/emergency-fund/emergency-fund-setup'; import { FeeRatioInitialInvestment } from '@ghostfolio/api/models/rules/fees/fee-ratio-initial-investment'; +import { RegionalMarketClusterRiskAsiaPacific } from '@ghostfolio/api/models/rules/regional-market-cluster-risk/asia-pacific'; import { RegionalMarketClusterRiskEmergingMarkets } from '@ghostfolio/api/models/rules/regional-market-cluster-risk/emerging-markets'; import { RegionalMarketClusterRiskEurope } from '@ghostfolio/api/models/rules/regional-market-cluster-risk/europe'; import { RegionalMarketClusterRiskJapan } from '@ghostfolio/api/models/rules/regional-market-cluster-risk/japan'; @@ -273,6 +274,12 @@ export class UserService { undefined, undefined ).getSettings(user.Settings.settings), + RegionalMarketClusterRiskAsiaPacific: + new RegionalMarketClusterRiskAsiaPacific( + undefined, + undefined, + undefined + ).getSettings(user.Settings.settings), RegionalMarketClusterRiskEmergingMarkets: new RegionalMarketClusterRiskEmergingMarkets( undefined, diff --git a/apps/api/src/models/rules/regional-market-cluster-risk/asia-pacific.ts b/apps/api/src/models/rules/regional-market-cluster-risk/asia-pacific.ts new file mode 100644 index 000000000..d49849d54 --- /dev/null +++ b/apps/api/src/models/rules/regional-market-cluster-risk/asia-pacific.ts @@ -0,0 +1,77 @@ +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'; + +import { Settings } from './interfaces/rule-settings.interface'; + +export class RegionalMarketClusterRiskAsiaPacific extends Rule { + private asiaPacificValueInBaseCurrency: number; + private currentValueInBaseCurrency: number; + + public constructor( + protected exchangeRateDataService: ExchangeRateDataService, + currentValueInBaseCurrency: number, + asiaPacificValueInBaseCurrency: number + ) { + super(exchangeRateDataService, { + key: RegionalMarketClusterRiskAsiaPacific.name, + name: 'Asia-Pacific' + }); + + this.asiaPacificValueInBaseCurrency = asiaPacificValueInBaseCurrency; + this.currentValueInBaseCurrency = currentValueInBaseCurrency; + } + + public evaluate(ruleSettings: Settings) { + const asiaPacificMarketValueRatio = this.currentValueInBaseCurrency + ? this.asiaPacificValueInBaseCurrency / this.currentValueInBaseCurrency + : 0; + + if (asiaPacificMarketValueRatio > ruleSettings.thresholdMax) { + return { + evaluation: `The Asia-Pacific market contribution of your current investment (${(asiaPacificMarketValueRatio * 100).toPrecision(3)}%) exceeds ${( + ruleSettings.thresholdMax * 100 + ).toPrecision(3)}%`, + value: false + }; + } else if (asiaPacificMarketValueRatio < ruleSettings.thresholdMin) { + return { + evaluation: `The Asia-Pacific market contribution of your current investment (${(asiaPacificMarketValueRatio * 100).toPrecision(3)}%) is below ${( + ruleSettings.thresholdMin * 100 + ).toPrecision(3)}%`, + value: false + }; + } + + return { + evaluation: `The Asia-Pacific market contribution of your current investment (${(asiaPacificMarketValueRatio * 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 ?? 0.03, + thresholdMin: xRayRules?.[this.getKey()]?.thresholdMin ?? 0.02 + }; + } +} diff --git a/libs/common/src/lib/interfaces/x-ray-rules-settings.interface.ts b/libs/common/src/lib/interfaces/x-ray-rules-settings.interface.ts index e81256edd..9ae32d802 100644 --- a/libs/common/src/lib/interfaces/x-ray-rules-settings.interface.ts +++ b/libs/common/src/lib/interfaces/x-ray-rules-settings.interface.ts @@ -9,6 +9,7 @@ export interface XRayRulesSettings { EconomicMarketClusterRiskEmergingMarkets?: RuleSettings; EmergencyFundSetup?: RuleSettings; FeeRatioInitialInvestment?: RuleSettings; + RegionalMarketClusterRiskAsiaPacific?: RuleSettings; RegionalMarketClusterRiskEmergingMarkets?: RuleSettings; RegionalMarketClusterRiskEurope?: RuleSettings; RegionalMarketClusterRiskJapan?: RuleSettings;