aiden-shared-calculations-unified 1.0.34 → 1.0.36

package/calculations/behavioural/historical/smart_money_flow.js

@@ -1,166 +1,166 @@
-/**
- * @fileoverview Tracks the investment flow of "smart money".
- */
-
-const { Firestore } = require('@google-cloud/firestore');
-const firestore = new Firestore();
-// CORRECTED PATH: ../utils/ instead of ../../utils/
-const { getInstrumentSectorMap } = require('../../../utils/sector_mapping_provider');
-
-class SmartMoneyFlow {
-    // ... (rest of the code is unchanged) ...
-    constructor() {
-        this.smartMoneyUsers = new Set();
-        this.sectorFlow = {};
-        this.sectorMap = null; // Cache for the sector map
-    }
-
-    async process(todayPortfolio, yesterdayPortfolio, userId) {
-        // Load smart money users only if the set is empty
-        if (this.smartMoneyUsers.size === 0) {
-            await this.identifySmartMoney();
-             // Log after identification attempt
-             console.log(`Identified ${this.smartMoneyUsers.size} smart money users.`);
-        }
-
-        // Load sector map if not already loaded
-        if (!this.sectorMap) {
-             try {
-                 this.sectorMap = await getInstrumentSectorMap();
-                 if (!this.sectorMap || Object.keys(this.sectorMap).length === 0) {
-                     console.warn('Sector map loaded but is empty.');
-                 } else {
-                    // console.log('Sector map loaded successfully.'); // Optional: remove if too verbose
-                 }
-            } catch (error) {
-                console.error('Failed to load sector map:', error);
-                return; // Stop processing if sector map fails to load
-            }
-        }
-
-        // Check if the current user is considered "smart money"
-        if (this.smartMoneyUsers.has(userId) && todayPortfolio && yesterdayPortfolio) {
-             // Ensure sectorMap is available before proceeding
-            if (!this.sectorMap) {
-                console.warn(`Skipping user ${userId}: Sector map not available.`);
-                return;
-            }
-            const todaySectorInvestment = this.calculateSectorInvestment(todayPortfolio);
-            const yesterdaySectorInvestment = this.calculateSectorInvestment(yesterdayPortfolio);
-
-            // Calculate change in investment per sector
-            const allSectors = new Set([...Object.keys(todaySectorInvestment), ...Object.keys(yesterdaySectorInvestment)]);
-            for (const sector of allSectors) {
-                const todayAmount = todaySectorInvestment[sector] || 0;
-                const yesterdayAmount = yesterdaySectorInvestment[sector] || 0;
-                const change = todayAmount - yesterdayAmount;
-
-                // Only record if there is a change
-                if (change !== 0) {
-                     if (!this.sectorFlow[sector]) {
-                        this.sectorFlow[sector] = 0;
-                    }
-                    this.sectorFlow[sector] += change;
-                }
-            }
-        } else {
-             // Optional: Log why processing is skipped for a user
-             // if (!this.smartMoneyUsers.has(userId)) console.log(`User ${userId} is not smart money.`);
-             // if (!todayPortfolio) console.log(`User ${userId}: Missing today's portfolio.`);
-             // if (!yesterdayPortfolio) console.log(`User ${userId}: Missing yesterday's portfolio.`);
-        }
-    }
-
-     async identifySmartMoney() {
-        console.log("Attempting to identify smart money users...");
-        try {
-            // Fetching sharded profitability data
-            const shardPromises = [];
-            const NUM_SHARDS = 50; // Ensure this matches the value used in user_profitability_tracker
-            for (let i = 0; i < NUM_SHARDS; i++) {
-                // Corrected document path for shards
-                const docRef = firestore.collection('historical_insights').doc(`user_profitability_shard_${i}`);
-                shardPromises.push(docRef.get());
-            }
-            const shardSnapshots = await Promise.all(shardPromises);
-
-            let profitableUsersFound = 0;
-            shardSnapshots.forEach((snap, index) => {
-                if (snap.exists) {
-                    const shardData = snap.data().profits || {}; // Assuming data structure { profits: { userId: [...] } }
-                    for (const userId in shardData) {
-                        const history = shardData[userId];
-                        // Check if history is an array and has enough entries
-                        if (Array.isArray(history) && history.length >= 5) {
-                             // "Smart money" definition: profitable for at least 5 of the last 7 days
-                             // Filter based on the 'pnl' property of each history entry
-                             const profitableDays = history.slice(-7).filter(d => d && typeof d.pnl === 'number' && d.pnl > 0).length;
-                             if (profitableDays >= 5) {
-                                this.smartMoneyUsers.add(userId);
-                                profitableUsersFound++;
-                            }
-                        }
-                    }
-                } else {
-                     console.warn(`Profitability shard user_profitability_shard_${index} does not exist.`);
-                }
-            });
-             console.log(`Found ${profitableUsersFound} potentially smart money users across all shards.`);
-
-        } catch (error) {
-            console.error('Error identifying smart money users:', error);
-            // Decide how to handle error: maybe retry, or proceed without smart money data
-            this.smartMoneyUsers.clear(); // Ensure set is empty on error
-        }
-         // Final check after attempt
-         if (this.smartMoneyUsers.size === 0) {
-            console.warn("No smart money users identified. Smart money flow calculation might be empty.");
-        }
-    }
-
-
-    calculateSectorInvestment(portfolio) {
-        const sectorInvestment = {};
-         // Ensure sectorMap is loaded
-         if (!this.sectorMap) {
-             console.warn("Cannot calculate sector investment: Sector map not loaded.");
-             return sectorInvestment; // Return empty object
-         }
-
-        // Use AggregatedPositions as it contains 'Invested' amount
-        if (portfolio && portfolio.AggregatedPositions && Array.isArray(portfolio.AggregatedPositions)) {
-            for (const pos of portfolio.AggregatedPositions) {
-                 if (pos && typeof pos.InstrumentID !== 'undefined' && typeof pos.Invested === 'number') {
-                    const sector = this.sectorMap[pos.InstrumentID] || 'N/A';
-                    if (!sectorInvestment[sector]) {
-                        sectorInvestment[sector] = 0;
-                    }
-                    sectorInvestment[sector] += pos.Invested;
-                } else {
-                     // Log potentially malformed position data
-                     // console.warn('Skipping position due to missing InstrumentID or Invested amount:', pos);
-                }
-            }
-        } else {
-             // Log if AggregatedPositions are missing or not an array
-             // console.warn('AggregatedPositions missing or invalid in portfolio for sector investment calculation.');
-        }
-        return sectorInvestment;
-    }
-
-
-    getResult() {
-        // Return only sectors with non-zero flow if desired, or the full object
-         const filteredFlow = {};
-         for (const sector in this.sectorFlow) {
-             if (this.sectorFlow[sector] !== 0) {
-                 filteredFlow[sector] = this.sectorFlow[sector];
-             }
-         }
-         // console.log("Final Smart Money Flow:", filteredFlow); // Optional: Log final result
-        return { smart_money_flow: filteredFlow };
-        // Or return the full object: return { smart_money_flow: this.sectorFlow };
-    }
-}
-
+/**
+ * @fileoverview Tracks the investment flow of "smart money".
+ */
+
+const { Firestore } = require('@google-cloud/firestore');
+const firestore = new Firestore();
+// CORRECTED PATH: ../utils/ instead of ../../utils/
+const { getInstrumentSectorMap } = require('../../../utils/sector_mapping_provider');
+
+class SmartMoneyFlow {
+    // ... (rest of the code is unchanged) ...
+    constructor() {
+        this.smartMoneyUsers = new Set();
+        this.sectorFlow = {};
+        this.sectorMap = null; // Cache for the sector map
+    }
+
+    async process(todayPortfolio, yesterdayPortfolio, userId) {
+        // Load smart money users only if the set is empty
+        if (this.smartMoneyUsers.size === 0) {
+            await this.identifySmartMoney();
+             // Log after identification attempt
+             console.log(`Identified ${this.smartMoneyUsers.size} smart money users.`);
+        }
+
+        // Load sector map if not already loaded
+        if (!this.sectorMap) {
+             try {
+                 this.sectorMap = await getInstrumentSectorMap();
+                 if (!this.sectorMap || Object.keys(this.sectorMap).length === 0) {
+                     console.warn('Sector map loaded but is empty.');
+                 } else {
+                    // console.log('Sector map loaded successfully.'); // Optional: remove if too verbose
+                 }
+            } catch (error) {
+                console.error('Failed to load sector map:', error);
+                return; // Stop processing if sector map fails to load
+            }
+        }
+
+        // Check if the current user is considered "smart money"
+        if (this.smartMoneyUsers.has(userId) && todayPortfolio && yesterdayPortfolio) {
+             // Ensure sectorMap is available before proceeding
+            if (!this.sectorMap) {
+                console.warn(`Skipping user ${userId}: Sector map not available.`);
+                return;
+            }
+            const todaySectorInvestment = this.calculateSectorInvestment(todayPortfolio);
+            const yesterdaySectorInvestment = this.calculateSectorInvestment(yesterdayPortfolio);
+
+            // Calculate change in investment per sector
+            const allSectors = new Set([...Object.keys(todaySectorInvestment), ...Object.keys(yesterdaySectorInvestment)]);
+            for (const sector of allSectors) {
+                const todayAmount = todaySectorInvestment[sector] || 0;
+                const yesterdayAmount = yesterdaySectorInvestment[sector] || 0;
+                const change = todayAmount - yesterdayAmount;
+
+                // Only record if there is a change
+                if (change !== 0) {
+                     if (!this.sectorFlow[sector]) {
+                        this.sectorFlow[sector] = 0;
+                    }
+                    this.sectorFlow[sector] += change;
+                }
+            }
+        } else {
+             // Optional: Log why processing is skipped for a user
+             // if (!this.smartMoneyUsers.has(userId)) console.log(`User ${userId} is not smart money.`);
+             // if (!todayPortfolio) console.log(`User ${userId}: Missing today's portfolio.`);
+             // if (!yesterdayPortfolio) console.log(`User ${userId}: Missing yesterday's portfolio.`);
+        }
+    }
+
+     async identifySmartMoney() {
+        console.log("Attempting to identify smart money users...");
+        try {
+            // Fetching sharded profitability data
+            const shardPromises = [];
+            const NUM_SHARDS = 50; // Ensure this matches the value used in user_profitability_tracker
+            for (let i = 0; i < NUM_SHARDS; i++) {
+                // Corrected document path for shards
+                const docRef = firestore.collection('historical_insights').doc(`user_profitability_shard_${i}`);
+                shardPromises.push(docRef.get());
+            }
+            const shardSnapshots = await Promise.all(shardPromises);
+
+            let profitableUsersFound = 0;
+            shardSnapshots.forEach((snap, index) => {
+                if (snap.exists) {
+                    const shardData = snap.data().profits || {}; // Assuming data structure { profits: { userId: [...] } }
+                    for (const userId in shardData) {
+                        const history = shardData[userId];
+                        // Check if history is an array and has enough entries
+                        if (Array.isArray(history) && history.length >= 5) {
+                             // "Smart money" definition: profitable for at least 5 of the last 7 days
+                             // Filter based on the 'pnl' property of each history entry
+                             const profitableDays = history.slice(-7).filter(d => d && typeof d.pnl === 'number' && d.pnl > 0).length;
+                             if (profitableDays >= 5) {
+                                this.smartMoneyUsers.add(userId);
+                                profitableUsersFound++;
+                            }
+                        }
+                    }
+                } else {
+                     console.warn(`Profitability shard user_profitability_shard_${index} does not exist.`);
+                }
+            });
+             console.log(`Found ${profitableUsersFound} potentially smart money users across all shards.`);
+
+        } catch (error) {
+            console.error('Error identifying smart money users:', error);
+            // Decide how to handle error: maybe retry, or proceed without smart money data
+            this.smartMoneyUsers.clear(); // Ensure set is empty on error
+        }
+         // Final check after attempt
+         if (this.smartMoneyUsers.size === 0) {
+            console.warn("No smart money users identified. Smart money flow calculation might be empty.");
+        }
+    }
+
+
+    calculateSectorInvestment(portfolio) {
+        const sectorInvestment = {};
+         // Ensure sectorMap is loaded
+         if (!this.sectorMap) {
+             console.warn("Cannot calculate sector investment: Sector map not loaded.");
+             return sectorInvestment; // Return empty object
+         }
+
+        // Use AggregatedPositions as it contains 'Invested' amount
+        if (portfolio && portfolio.AggregatedPositions && Array.isArray(portfolio.AggregatedPositions)) {
+            for (const pos of portfolio.AggregatedPositions) {
+                 if (pos && typeof pos.InstrumentID !== 'undefined' && typeof pos.Invested === 'number') {
+                    const sector = this.sectorMap[pos.InstrumentID] || 'N/A';
+                    if (!sectorInvestment[sector]) {
+                        sectorInvestment[sector] = 0;
+                    }
+                    sectorInvestment[sector] += pos.Invested;
+                } else {
+                     // Log potentially malformed position data
+                     // console.warn('Skipping position due to missing InstrumentID or Invested amount:', pos);
+                }
+            }
+        } else {
+             // Log if AggregatedPositions are missing or not an array
+             // console.warn('AggregatedPositions missing or invalid in portfolio for sector investment calculation.');
+        }
+        return sectorInvestment;
+    }
+
+
+    getResult() {
+        // Return only sectors with non-zero flow if desired, or the full object
+         const filteredFlow = {};
+         for (const sector in this.sectorFlow) {
+             if (this.sectorFlow[sector] !== 0) {
+                 filteredFlow[sector] = this.sectorFlow[sector];
+             }
+         }
+         // console.log("Final Smart Money Flow:", filteredFlow); // Optional: Log final result
+        return { smart_money_flow: filteredFlow };
+        // Or return the full object: return { smart_money_flow: this.sectorFlow };
+    }
+}
+
 module.exports = SmartMoneyFlow;