mirror of https://github.com/ghostfolio/ghostfolio
Thomas Kaul
8 months ago
committed by
GitHub
GitHub
45 changed files with 1002 additions and 302 deletions
@ -0,0 +1,136 @@ |
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import { AdminService } from '@ghostfolio/api/app/admin/admin.service'; |
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import { MarketDataService } from '@ghostfolio/api/services/market-data/market-data.service'; |
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import { SymbolProfileService } from '@ghostfolio/api/services/symbol-profile/symbol-profile.service'; |
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import { MarketDataDetailsResponse } from '@ghostfolio/common/interfaces'; |
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import { hasPermission, permissions } from '@ghostfolio/common/permissions'; |
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import { RequestWithUser } from '@ghostfolio/common/types'; |
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|
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import { |
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Body, |
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Controller, |
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Get, |
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HttpException, |
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Inject, |
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Param, |
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Post, |
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UseGuards |
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} from '@nestjs/common'; |
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import { REQUEST } from '@nestjs/core'; |
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import { AuthGuard } from '@nestjs/passport'; |
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import { DataSource, Prisma } from '@prisma/client'; |
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import { parseISO } from 'date-fns'; |
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import { getReasonPhrase, StatusCodes } from 'http-status-codes'; |
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|
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import { UpdateBulkMarketDataDto } from './update-bulk-market-data.dto'; |
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|
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@Controller('market-data') |
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export class MarketDataController { |
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public constructor( |
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private readonly adminService: AdminService, |
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private readonly marketDataService: MarketDataService, |
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@Inject(REQUEST) private readonly request: RequestWithUser, |
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private readonly symbolProfileService: SymbolProfileService |
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) {} |
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|
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@Get(':dataSource/:symbol') |
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@UseGuards(AuthGuard('jwt')) |
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public async getMarketDataBySymbol( |
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@Param('dataSource') dataSource: DataSource, |
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@Param('symbol') symbol: string |
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): Promise<MarketDataDetailsResponse> { |
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const [assetProfile] = await this.symbolProfileService.getSymbolProfiles([ |
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{ dataSource, symbol } |
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]); |
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|
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if (!assetProfile) { |
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throw new HttpException( |
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getReasonPhrase(StatusCodes.NOT_FOUND), |
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StatusCodes.NOT_FOUND |
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); |
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} |
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|
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const canReadAllAssetProfiles = hasPermission( |
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this.request.user.permissions, |
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permissions.readMarketData |
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); |
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|
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const canReadOwnAssetProfile = |
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assetProfile.userId === this.request.user.id && |
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hasPermission( |
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this.request.user.permissions, |
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permissions.readMarketDataOfOwnAssetProfile |
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); |
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|
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if (!canReadAllAssetProfiles && !canReadOwnAssetProfile) { |
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throw new HttpException( |
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assetProfile.userId |
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? getReasonPhrase(StatusCodes.NOT_FOUND) |
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: getReasonPhrase(StatusCodes.FORBIDDEN), |
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assetProfile.userId ? StatusCodes.NOT_FOUND : StatusCodes.FORBIDDEN |
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); |
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} |
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|
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return this.adminService.getMarketDataBySymbol({ dataSource, symbol }); |
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} |
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|
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@Post(':dataSource/:symbol') |
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@UseGuards(AuthGuard('jwt')) |
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public async updateMarketData( |
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@Body() data: UpdateBulkMarketDataDto, |
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@Param('dataSource') dataSource: DataSource, |
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@Param('symbol') symbol: string |
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) { |
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const [assetProfile] = await this.symbolProfileService.getSymbolProfiles([ |
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{ dataSource, symbol } |
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]); |
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|
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if (!assetProfile) { |
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throw new HttpException( |
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getReasonPhrase(StatusCodes.NOT_FOUND), |
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StatusCodes.NOT_FOUND |
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); |
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} |
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|
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const canUpsertAllAssetProfiles = |
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hasPermission( |
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this.request.user.permissions, |
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permissions.createMarketData |
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) && |
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hasPermission( |
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this.request.user.permissions, |
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permissions.updateMarketData |
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); |
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|
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const canUpsertOwnAssetProfile = |
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assetProfile.userId === this.request.user.id && |
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hasPermission( |
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this.request.user.permissions, |
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permissions.createMarketDataOfOwnAssetProfile |
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) && |
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hasPermission( |
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this.request.user.permissions, |
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permissions.updateMarketDataOfOwnAssetProfile |
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); |
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|
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if (!canUpsertAllAssetProfiles && !canUpsertOwnAssetProfile) { |
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throw new HttpException( |
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getReasonPhrase(StatusCodes.FORBIDDEN), |
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StatusCodes.FORBIDDEN |
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); |
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} |
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|
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const dataBulkUpdate: Prisma.MarketDataUpdateInput[] = data.marketData.map( |
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({ date, marketPrice }) => ({ |
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dataSource, |
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marketPrice, |
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symbol, |
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date: parseISO(date), |
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state: 'CLOSE' |
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}) |
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); |
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|
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return this.marketDataService.updateMany({ |
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data: dataBulkUpdate |
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}); |
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} |
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} |
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@ -0,0 +1,13 @@ |
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import { AdminModule } from '@ghostfolio/api/app/admin/admin.module'; |
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import { MarketDataModule as MarketDataServiceModule } from '@ghostfolio/api/services/market-data/market-data.module'; |
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import { SymbolProfileModule } from '@ghostfolio/api/services/symbol-profile/symbol-profile.module'; |
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|
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import { Module } from '@nestjs/common'; |
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|
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import { MarketDataController } from './market-data.controller'; |
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|
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@Module({ |
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controllers: [MarketDataController], |
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imports: [AdminModule, MarketDataServiceModule, SymbolProfileModule] |
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}) |
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export class MarketDataModule {} |
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@ -0,0 +1,24 @@ |
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import { Type } from 'class-transformer'; |
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import { |
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ArrayNotEmpty, |
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IsArray, |
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IsISO8601, |
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IsNumber, |
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IsOptional |
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} from 'class-validator'; |
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|
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export class UpdateBulkMarketDataDto { |
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@ArrayNotEmpty() |
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@IsArray() |
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@Type(() => UpdateMarketDataDto) |
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marketData: UpdateMarketDataDto[]; |
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} |
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|
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class UpdateMarketDataDto { |
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@IsISO8601() |
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@IsOptional() |
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date?: string; |
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|
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@IsNumber() |
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marketPrice: number; |
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} |
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@ -0,0 +1,95 @@ |
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import { RuleSettings } from '@ghostfolio/api/models/interfaces/rule-settings.interface'; |
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import { Rule } from '@ghostfolio/api/models/rule'; |
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import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service'; |
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import { PortfolioPosition, UserSettings } from '@ghostfolio/common/interfaces'; |
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|
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export class AssetClassClusterRiskEquity extends Rule<Settings> { |
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private holdings: PortfolioPosition[]; |
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|
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public constructor( |
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protected exchangeRateDataService: ExchangeRateDataService, |
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holdings: PortfolioPosition[] |
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) { |
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super(exchangeRateDataService, { |
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key: AssetClassClusterRiskEquity.name, |
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name: 'Equity' |
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}); |
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this.holdings = holdings; |
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} |
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public evaluate(ruleSettings: Settings) { |
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const holdingsGroupedByAssetClass = this.groupCurrentHoldingsByAttribute( |
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this.holdings, |
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'assetClass', |
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ruleSettings.baseCurrency |
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); |
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let totalValue = 0; |
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|
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const equityValueInBaseCurrency = |
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holdingsGroupedByAssetClass.find(({ groupKey }) => { |
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return groupKey === 'EQUITY'; |
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})?.value ?? 0; |
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for (const { value } of holdingsGroupedByAssetClass) { |
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totalValue += value; |
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} |
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const equityValueRatio = totalValue |
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? equityValueInBaseCurrency / totalValue |
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: 0; |
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if (equityValueRatio > ruleSettings.thresholdMax) { |
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return { |
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evaluation: `The equity contribution of your current investment (${(equityValueRatio * 100).toPrecision(3)}%) exceeds ${( |
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ruleSettings.thresholdMax * 100 |
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).toPrecision(3)}%`,
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value: false |
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}; |
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} else if (equityValueRatio < ruleSettings.thresholdMin) { |
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return { |
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evaluation: `The equity contribution of your current investment (${(equityValueRatio * 100).toPrecision(3)}%) is below ${( |
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ruleSettings.thresholdMin * 100 |
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).toPrecision(3)}%`,
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value: false |
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}; |
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} |
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|
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return { |
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evaluation: `The equity contribution of your current investment (${(equityValueRatio * 100).toPrecision(3)}%) is within the range of ${( |
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ruleSettings.thresholdMin * 100 |
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).toPrecision( |
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3 |
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)}% and ${(ruleSettings.thresholdMax * 100).toPrecision(3)}%`,
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value: true |
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}; |
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} |
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|
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public getConfiguration() { |
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return { |
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threshold: { |
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max: 1, |
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min: 0, |
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step: 0.01, |
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unit: '%' |
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}, |
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thresholdMax: true, |
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thresholdMin: true |
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}; |
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} |
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|
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public getSettings({ baseCurrency, xRayRules }: UserSettings): Settings { |
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return { |
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baseCurrency, |
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isActive: xRayRules?.[this.getKey()]?.isActive ?? true, |
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thresholdMax: xRayRules?.[this.getKey()]?.thresholdMax ?? 0.82, |
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thresholdMin: xRayRules?.[this.getKey()]?.thresholdMin ?? 0.78 |
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}; |
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} |
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} |
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|
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interface Settings extends RuleSettings { |
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baseCurrency: string; |
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thresholdMin: number; |
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thresholdMax: number; |
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} |
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@ -0,0 +1,95 @@ |
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import { RuleSettings } from '@ghostfolio/api/models/interfaces/rule-settings.interface'; |
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import { Rule } from '@ghostfolio/api/models/rule'; |
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import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service'; |
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import { PortfolioPosition, UserSettings } from '@ghostfolio/common/interfaces'; |
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|
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export class AssetClassClusterRiskFixedIncome extends Rule<Settings> { |
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private holdings: PortfolioPosition[]; |
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|
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public constructor( |
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protected exchangeRateDataService: ExchangeRateDataService, |
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holdings: PortfolioPosition[] |
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) { |
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super(exchangeRateDataService, { |
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key: AssetClassClusterRiskFixedIncome.name, |
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name: 'Fixed Income' |
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}); |
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this.holdings = holdings; |
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} |
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|
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public evaluate(ruleSettings: Settings) { |
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const holdingsGroupedByAssetClass = this.groupCurrentHoldingsByAttribute( |
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this.holdings, |
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'assetClass', |
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ruleSettings.baseCurrency |
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); |
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let totalValue = 0; |
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|
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const fixedIncomeValueInBaseCurrency = |
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holdingsGroupedByAssetClass.find(({ groupKey }) => { |
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return groupKey === 'FIXED_INCOME'; |
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})?.value ?? 0; |
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|
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for (const { value } of holdingsGroupedByAssetClass) { |
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totalValue += value; |
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} |
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const fixedIncomeValueRatio = totalValue |
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? fixedIncomeValueInBaseCurrency / totalValue |
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: 0; |
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|
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if (fixedIncomeValueRatio > ruleSettings.thresholdMax) { |
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return { |
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evaluation: `The fixed income contribution of your current investment (${(fixedIncomeValueRatio * 100).toPrecision(3)}%) exceeds ${( |
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ruleSettings.thresholdMax * 100 |
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).toPrecision(3)}%`,
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value: false |
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}; |
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} else if (fixedIncomeValueRatio < ruleSettings.thresholdMin) { |
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return { |
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evaluation: `The fixed income contribution of your current investment (${(fixedIncomeValueRatio * 100).toPrecision(3)}%) is below ${( |
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ruleSettings.thresholdMin * 100 |
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).toPrecision(3)}%`,
|
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value: false |
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}; |
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} |
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|
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return { |
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evaluation: `The fixed income contribution of your current investment (${(fixedIncomeValueRatio * 100).toPrecision(3)}%) is within the range of ${( |
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ruleSettings.thresholdMin * 100 |
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).toPrecision( |
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3 |
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)}% and ${(ruleSettings.thresholdMax * 100).toPrecision(3)}%`,
|
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value: true |
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}; |
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} |
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|
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public getConfiguration() { |
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return { |
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threshold: { |
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max: 1, |
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min: 0, |
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step: 0.01, |
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unit: '%' |
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}, |
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thresholdMax: true, |
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thresholdMin: true |
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}; |
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} |
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|
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public getSettings({ baseCurrency, xRayRules }: UserSettings): Settings { |
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return { |
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baseCurrency, |
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isActive: xRayRules?.[this.getKey()]?.isActive ?? true, |
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thresholdMax: xRayRules?.[this.getKey()]?.thresholdMax ?? 0.22, |
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thresholdMin: xRayRules?.[this.getKey()]?.thresholdMin ?? 0.18 |
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}; |
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} |
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} |
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|
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interface Settings extends RuleSettings { |
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baseCurrency: string; |
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thresholdMin: number; |
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thresholdMax: number; |
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} |
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@ -0,0 +1,8 @@ |
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import { MarketData } from '@prisma/client'; |
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|
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import { EnhancedSymbolProfile } from '../enhanced-symbol-profile.interface'; |
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|
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export interface MarketDataDetailsResponse { |
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assetProfile: Partial<EnhancedSymbolProfile>; |
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marketData: MarketData[]; |
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} |
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@ -0,0 +1,15 @@ |
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-- AlterTable |
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ALTER TABLE "SymbolProfile" ADD COLUMN "userId" TEXT; |
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|
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-- AddForeignKey |
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ALTER TABLE "SymbolProfile" ADD CONSTRAINT "SymbolProfile_userId_fkey" FOREIGN KEY ("userId") REFERENCES "User"("id") ON DELETE CASCADE ON UPDATE CASCADE; |
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|
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-- Set userIds in SymbolProfile for 'MANUAL' data source |
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UPDATE "SymbolProfile" |
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SET "userId" = ( |
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SELECT "userId" |
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FROM "Order" |
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WHERE "Order"."symbolProfileId" = "SymbolProfile"."id" |
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LIMIT 1 |
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) |
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WHERE "dataSource" = 'MANUAL'; |
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