Portfolio Risk Desk

import {AdaptableOptions} from '@adaptabletools/adaptable';
import {PortfolioPosition} from './rowData';

export const adaptableOptions: AdaptableOptions<PortfolioPosition> = {
  primaryKey: 'id',
  adaptableId: 'Showcase: Portfolio Risk Desk',
  exportOptions: {
    appendFileTimestamp: true,
    exportDateFormat: 'yyyy-MM-dd',
    exportDataFormat: 'formattedValue',
  },
  initialState: {
    Dashboard: {
      Tabs: [
        {
          Name: 'Desk',
          Toolbars: ['Layout', 'Export', 'GridFilter'],
        },
      ],
      ModuleButtons: [
        'Layout',
        'Export',
        'CalculatedColumn',
        'StyledColumn',
        'SettingsPanel',
      ],
    },
    StatusBar: {
      StatusBars: [
        {
          Key: 'Center Panel',
          StatusBarPanels: ['Layout', 'Export'],
        },
      ],
    },
    Theme: {CurrentTheme: 'dark'},
    NamedQuery: {
      NamedQueries: [
        {
          Name: 'Stressed Positions',
          BooleanExpression:
            '[limit_util_pct] > 100 OR [pnl] < 0 OR [weightPct] > 8',
        },
      ],
    },
    Layout: {
      CurrentLayout: 'PM Overview',
      Layouts: [
        {
          Name: 'PM Overview',
          AutoSizeColumns: true,
          TableColumns: [
            'symbol',
            'securityName',
            'sector',
            'region',
            'quantity',
            'lastPrice',
            'marketValue',
            'pnl',
            'pnlPct',
            'weightPct',
            'rating',
          ],
        },
        {
          Name: 'Risk View',
          AutoSizeColumns: true,
          TableColumns: [
            'symbol',
            'securityName',
            'sector',
            'marketValue',
            'limitUsd',
            'limit_util_pct',
            'pnl',
            'pnlPct',
            'weightPct',
            'rating',
          ],
          ColumnSizing: {limit_util_pct: {Width: 160}},
          GridFilter: {
            Expression: 'QUERY("Stressed Positions")',
          },
        },
        {
          Name: 'Sector Exposure',
          PivotColumns: ['region'],
          PivotGroupedColumns: ['sector'],
          PivotAggregationColumns: [
            {ColumnId: 'marketValue', AggFunc: 'sum'},
            {ColumnId: 'pnl', AggFunc: 'sum'},
          ],
          SuppressAggFuncInHeader: true,
        },
      ],
    },
    StyledColumn: {
      StyledColumns: [
        {
          Name: 'Sector badge',
          ColumnId: 'sector',
          BadgeStyle: {
            Badges: [
              {
                Predicate: {PredicateId: 'Is', Inputs: ['Technology']},
                PillStyle: {
                  BackColor: 'var(--ab-color-palette-7)',
                  ForeColor: 'var(--ab-color-palette-8)',
                },
              },
              {
                Predicate: {PredicateId: 'Is', Inputs: ['Financials']},
                PillStyle: {
                  BackColor: 'var(--ab-color-palette-11)',
                  ForeColor: 'var(--ab-color-palette-12)',
                },
              },
              {
                Predicate: {PredicateId: 'Is', Inputs: ['Healthcare']},
                PillStyle: {
                  BackColor: 'var(--ab-color-palette-5)',
                  ForeColor: 'var(--ab-color-palette-6)',
                },
              },
              {
                Predicate: {PredicateId: 'Is', Inputs: ['Energy']},
                PillStyle: {
                  BackColor: 'var(--ab-color-palette-1)',
                  ForeColor: 'var(--ab-color-palette-2)',
                },
              },
              {
                Predicate: {PredicateId: 'Is', Inputs: ['Consumer']},
                PillStyle: {
                  BackColor: 'var(--ab-color-palette-3)',
                  ForeColor: 'var(--ab-color-palette-4)',
                },
              },
              {
                Predicate: {PredicateId: 'Is', Inputs: ['Industrials']},
                PillStyle: {
                  BackColor: 'var(--ab-color-palette-9)',
                  ForeColor: 'var(--ab-color-palette-10)',
                },
              },
            ],
          },
        },
        {
          ColumnId: 'lastPrice',
          Name: 'Last vs 52-week range',
          RangeBarStyle: {
            Min: 'weekLow',
            Max: 'weekHigh',
            Reference: {
              Value: 'previousClose',
              Marker: {
                Shape: 'Line',
                Color: '#aaa',
                Size: 2,
              },
            },
            Marker: {
              Shape: 'Diamond',
              Color: '#22d3ee',
              Size: 8,
            },
            Track: {Height: 4},
            CellTextProperties: {
              CellTextLayout: {
                PercentValue: {Horizontal: 'Left', Vertical: 'Below'},
              },
            },
            ToolTipText: ['CellValue', 'PercentageValue'],
            OutOfRange: {Mode: 'Overflow'},
          },
        },
        {
          ColumnId: 'limit_util_pct',
          Name: 'Limit utilisation bullet',
          BulletChartStyle: {
            RangeValueType: 'Number',
            CellRanges: [
              {Min: 0, Max: 80, Color: 'rgba(40, 167, 69, 0.35)'},
              {Min: 80, Max: 100, Color: 'rgba(255, 193, 7, 0.35)'},
              {Min: 100, Max: 160, Color: 'rgba(220, 53, 69, 0.35)'},
            ],
            TargetProperties: {
              Target: 100,
              Marker: {
                Shape: 'Line',
                Color: '#e2e2e2',
                Size: 2,
              },
            },
            Bar: {Color: '#5b9bd5', Height: 8},
            CellTextProperties: {
              CellTextLayout: {
                CellValue: {Horizontal: 'Left', Vertical: 'Below'},
              },
            },
          },
        },
      ],
    },
    CalculatedColumn: {
      CalculatedColumns: [
        {
          FriendlyName: 'Limit Util %',
          ColumnId: 'limit_util_pct',
          Query: {
            ScalarExpression: '([marketValue] / [limitUsd]) * 100',
          },
          CalculatedColumnSettings: {
            DataType: 'number',
            Filterable: true,
          },
        },
      ],
    },
    FormatColumn: {
      FormatColumns: [
        {
          Name: 'format-limit-breach',
          Scope: {ColumnIds: ['limit_util_pct', 'marketValue', 'limitUsd']},
          Rule: {
            BooleanExpression: '[limit_util_pct] > 100',
          },
          Style: {
            BackColor: 'var(--ab-color-palette-1)',
            ForeColor: 'var(--ab-color-palette-2)',
            FontWeight: 'Bold',
          },
        },
        {
          Name: 'format-negative-pnl',
          Scope: {ColumnIds: ['pnl', 'pnlPct']},
          Rule: {
            BooleanExpression: '[pnl] < 0',
          },
          Style: {
            ForeColor: '#ff6b6b',
          },
        },
        {
          Name: 'format-positive-pnl',
          Scope: {ColumnIds: ['pnl', 'pnlPct']},
          Rule: {
            BooleanExpression: '[pnl] > 0',
          },
          Style: {
            ForeColor: '#4ade80',
          },
        },
        {
          Name: 'format-concentration',
          Scope: {ColumnIds: ['weightPct']},
          Rule: {
            BooleanExpression: '[weightPct] > 8',
          },
          Style: {
            BackColor: 'var(--ab-color-palette-3)',
            ForeColor: 'var(--ab-color-palette-4)',
          },
        },
        {
          Name: 'format-notional-size',
          Scope: {ColumnIds: ['marketValue', 'limitUsd']},
          DisplayFormat: 'Million',
        },
        {
          Name: 'format-last-price',
          Scope: {ColumnIds: ['lastPrice']},
          DisplayFormat: 'Dollar',
        },
        {
          Name: 'format-pnl',
          Scope: {ColumnIds: ['pnl']},
          DisplayFormat: 'Accounting',
        },
        {
          Name: 'format-quantity',
          Scope: {ColumnIds: ['quantity']},
          DisplayFormat: 'Integer',
        },
        {
          Name: 'format-pnl-pct',
          Scope: {ColumnIds: ['pnlPct', 'limit_util_pct', 'weightPct']},
          DisplayFormat: {
            Formatter: 'NumberFormatter',
            Options: {
              Suffix: '%',
              FractionDigits: 2,
            },
          },
        },
      ],
    },
    Export: {
      CurrentReport: 'Risk Pack',
      CurrentFormat: 'Excel',
      Reports: [
        {
          Name: 'Risk Pack',
          ReportColumnScope: 'ScopeColumns',
          ReportRowScope: 'ExpressionRows',
          Scope: {
            ColumnIds: [
              'symbol',
              'securityName',
              'sector',
              'region',
              'marketValue',
              'limitUsd',
              'limit_util_pct',
              'pnl',
              'pnlPct',
              'weightPct',
              'rating',
            ],
          },
          Query: {
            BooleanExpression: 'QUERY("Stressed Positions")',
          },
        },
        {
          Name: 'Full Portfolio',
          ReportColumnScope: 'AllColumns',
          ReportRowScope: 'AllRows',
        },
      ],
      ReportSchedules: [
        {
          Name: 'Weekday risk pack (EOD)',
          ReportName: 'Risk Pack',
          ReportFormat: 'Excel',
          ExportDestination: 'Download',
          Schedule: {
            IsOneOff: false,
            CronExpression: '0 17 * * 1-5',
          },
        },
      ],
    },
  },
};