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Domain specific (finance) additions to oj! Algorithms
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/*
 * Copyright 1997-2022 Optimatika
 *
 * Permission is hereby granted, free of charge, to any person obtaining a copy
 * of this software and associated documentation files (the "Software"), to deal
 * in the Software without restriction, including without limitation the rights
 * to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
 * copies of the Software, and to permit persons to whom the Software is
 * furnished to do so, subject to the following conditions:
 *
 * The above copyright notice and this permission notice shall be included in
 * all copies or substantial portions of the Software.
 *
 * THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
 * IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
 * FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
 * AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
 * LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
 * OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
 * SOFTWARE.
 */
package org.ojalgo.finance.business;

import java.math.BigDecimal;
import java.util.ArrayList;
import java.util.List;
import java.util.Set;
import java.util.TreeSet;

import org.ojalgo.function.constant.BigMath;
import org.ojalgo.type.BusinessObject;

/**
 * A (financial) {@linkplain Portfolio} is anything that can contain any kind of (financial)
 * {@linkplain Instrument}.
 *
 * @author apete
 */
public interface Portfolio extends BusinessObject, ValueStructure.Container {

    static BigDecimal calculateOffset(final Portfolio aPortfolio, final boolean reduced) {

        final List> tmpHoldings = (List>) aPortfolio.getAggregationContents();

        final BigDecimal tmpOffsetOver = CategoryHolding.aggregateOffsetOver(tmpHoldings, reduced);
        final BigDecimal tmpOffsetUnder = CategoryHolding.aggregateOffsetUnder(tmpHoldings);

        if (reduced) {
            return BigMath.MIN.invoke(tmpOffsetUnder, tmpOffsetOver);
        } else {
            return BigMath.MAX.invoke(tmpOffsetUnder, tmpOffsetOver);
        }
    }

    static int countActiveWorkSets(final Portfolio aPortfolio) {

        final Set tmpUniqueWorkSets = new TreeSet<>();

        for (final Change tmpChange : aPortfolio.getActiveChanges()) {
            tmpUniqueWorkSets.add(tmpChange.getWorkSetPortfolio().getWorkSet());
        }

        return tmpUniqueWorkSets.size();
    }

    static List getInstruments(final Portfolio aPortfolio) {

        final List retVal = new ArrayList<>();

        for (final Holding tmpHolding : aPortfolio.getHoldings()) {
            retVal.add(tmpHolding.getContentItem());
        }

        return retVal;
    }

    static List getShares(final Portfolio aPortfolio) {

        final List retVal = new ArrayList<>();

        for (final Holding tmpHolding : aPortfolio.getHoldings()) {
            retVal.add(BigMath.DIVIDE.invoke(tmpHolding.getAmount(), aPortfolio.getAggregatedAmount()));
        }

        return retVal;
    }

    static boolean isActiveInMoreThanOneWorkSet(final Portfolio aPortfolio) {
        return Portfolio.countActiveWorkSets(aPortfolio) >= 2;
    }

    static String toDisplayString(final Portfolio aPortfolio) {
        String retVal = aPortfolio.getName();
        if (aPortfolio.getProfile() != null) {
            retVal = retVal + "(" + aPortfolio.getProfile().getProfileGroup().getName() + ")";
        }
        return retVal;
    }

    /**
     * @return All currently actice changes for this portfolio (maybe in several WorkSets)
     */
    List getActiveChanges();

    List> getHoldings();

    PortfolioOwner getOwner();

    PortfolioProfile getProfile();

    boolean hasWarning();

}