ghostfolio/apps/api/src/models/rules/currency-cluster-risk/base-currency-current-investment.ts

import { PortfolioPosition } from 'apps/api/src/app/portfolio/interfaces/portfolio-position.interface';
import { ExchangeRateDataService } from 'apps/api/src/services/exchange-rate-data.service';

import { Rule } from '../../rule';

export class CurrencyClusterRiskBaseCurrencyCurrentInvestment extends Rule {
  public constructor(public exchangeRateDataService: ExchangeRateDataService) {
    super(exchangeRateDataService, {
      name: 'Current Investment: Base Currency'
    });
  }

  public evaluate(
    aPositions: { [symbol: string]: PortfolioPosition },
    aFees: number,
    aRuleSettingsMap?: {
      [key: string]: any;
    }
  ) {
    const ruleSettings =
      aRuleSettingsMap[CurrencyClusterRiskBaseCurrencyCurrentInvestment.name];

    const positionsGroupedByCurrency = this.groupPositionsByAttribute(
      aPositions,
      'currency',
      ruleSettings.baseCurrency
    );

    let maxItem = positionsGroupedByCurrency[0];
    let totalValue = 0;

    positionsGroupedByCurrency.forEach((groupItem) => {
      // Calculate total value
      totalValue += groupItem.value;

      // Find maximum
      if (groupItem.investment > maxItem.investment) {
        maxItem = groupItem;
      }
    });

    const baseCurrencyItem = positionsGroupedByCurrency.find((item) => {
      return item.groupKey === ruleSettings.baseCurrency;
    });

    const baseCurrencyValueRatio = baseCurrencyItem?.value / totalValue || 0;

    if (maxItem.groupKey !== ruleSettings.baseCurrency) {
      return {
        evaluation: `The major part of your current investment is not in your base currency (${(
          baseCurrencyValueRatio * 100
        ).toPrecision(3)}% in ${ruleSettings.baseCurrency})`,
        value: false
      };
    }

    return {
      evaluation: `The major part of your current investment is in your base currency (${(
        baseCurrencyValueRatio * 100
      ).toPrecision(3)}% in ${ruleSettings.baseCurrency})`,
      value: true
    };
  }
}