Set up Asset Class Cluster Risk rule (fixed income)

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

@@ -8,6 +8,7 @@ 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 { AssetClassClusterRiskEquity } from '@ghostfolio/api/models/rules/asset-class-cluster-risk/equity';
+import { AssetClassClusterRiskFixedIncome } from '@ghostfolio/api/models/rules/asset-class-cluster-risk/fixed-income';
 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';
 import { EconomicMarketClusterRiskDevelopedMarkets } from '@ghostfolio/api/models/rules/economic-market-cluster-risk/developed-markets';
@@ -1206,6 +1207,10 @@ export class PortfolioService {
                 new AssetClassClusterRiskEquity(
                   this.exchangeRateDataService,
                   Object.values(holdings)
+                ),
+                new AssetClassClusterRiskFixedIncome(
+                  this.exchangeRateDataService,
+                  Object.values(holdings)
                 )
               ],
               userSettings

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

@@ -6,6 +6,7 @@ import { getRandomString } from '@ghostfolio/api/helper/string.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 { AssetClassClusterRiskEquity } from '@ghostfolio/api/models/rules/asset-class-cluster-risk/equity';
+import { AssetClassClusterRiskFixedIncome } from '@ghostfolio/api/models/rules/asset-class-cluster-risk/fixed-income';
 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';
 import { EconomicMarketClusterRiskDevelopedMarkets } from '@ghostfolio/api/models/rules/economic-market-cluster-risk/developed-markets';
@@ -231,6 +232,10 @@ export class UserService {
         undefined,
         undefined
       ).getSettings(user.Settings.settings),
+      AssetClassClusterRiskFixedIncome: new AssetClassClusterRiskFixedIncome(
+        undefined,
+        undefined
+      ).getSettings(user.Settings.settings),
       CurrencyClusterRiskBaseCurrencyCurrentInvestment:
         new CurrencyClusterRiskBaseCurrencyCurrentInvestment(
           undefined,

apps/api/src/models/rules/asset-class-cluster-risk/fixed-income.ts

@@ -0,0 +1,95 @@
+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 { PortfolioPosition, UserSettings } from '@ghostfolio/common/interfaces';
+
+export class AssetClassClusterRiskFixedIncome extends Rule<Settings> {
+  private holdings: PortfolioPosition[];
+
+  public constructor(
+    protected exchangeRateDataService: ExchangeRateDataService,
+    holdings: PortfolioPosition[]
+  ) {
+    super(exchangeRateDataService, {
+      key: AssetClassClusterRiskFixedIncome.name,
+      name: 'Fixed Income'
+    });
+
+    this.holdings = holdings;
+  }
+
+  public evaluate(ruleSettings: Settings) {
+    const holdingsGroupedByAssetClass = this.groupCurrentHoldingsByAttribute(
+      this.holdings,
+      'assetClass',
+      ruleSettings.baseCurrency
+    );
+    let totalValue = 0;
+
+    const fixedIncomeValueInBaseCurrency =
+      holdingsGroupedByAssetClass.find(({ groupKey }) => {
+        return groupKey === 'FIXED_INCOME';
+      })?.value ?? 0;
+
+    for (const { value } of holdingsGroupedByAssetClass) {
+      totalValue += value;
+    }
+
+    const fixedIncomeValueRatio = totalValue
+      ? fixedIncomeValueInBaseCurrency / totalValue
+      : 0;
+
+    if (fixedIncomeValueRatio > ruleSettings.thresholdMax) {
+      return {
+        evaluation: `The fixed income contribution of your current investment (${(fixedIncomeValueRatio * 100).toPrecision(3)}%) exceeds ${(
+          ruleSettings.thresholdMax * 100
+        ).toPrecision(3)}%`,
+        value: false
+      };
+    } else if (fixedIncomeValueRatio < ruleSettings.thresholdMin) {
+      return {
+        evaluation: `The fixed income contribution of your current investment (${(fixedIncomeValueRatio * 100).toPrecision(3)}%) is below ${(
+          ruleSettings.thresholdMin * 100
+        ).toPrecision(3)}%`,
+        value: false
+      };
+    }
+
+    return {
+      evaluation: `The fixed income contribution of your current investment (${(fixedIncomeValueRatio * 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 ?? 0.22,
+      thresholdMin: xRayRules?.[this.getKey()]?.thresholdMin ?? 0.18
+    };
+  }
+}
+
+interface Settings extends RuleSettings {
+  baseCurrency: string;
+  thresholdMin: number;
+  thresholdMax: number;
+}

libs/common/src/lib/interfaces/x-ray-rules-settings.interface.ts

@@ -2,6 +2,7 @@ export interface XRayRulesSettings {
   AccountClusterRiskCurrentInvestment?: RuleSettings;
   AccountClusterRiskSingleAccount?: RuleSettings;
   AssetClassClusterRiskEquity?: RuleSettings;
+  AssetClassClusterRiskFixedIncome?: RuleSettings;
   CurrencyClusterRiskBaseCurrencyCurrentInvestment?: RuleSettings;
   CurrencyClusterRiskCurrentInvestment?: RuleSettings;
   EconomicMarketClusterRiskDevelopedMarkets?: RuleSettings;