feat(PORT-001): Add persistent portfolio configuration with validation
- Create PortfolioConfig dataclass with validation - Add PortfolioRepository for file-based persistence - Update settings page with live LTV calculations - Add real-time calculated displays (LTV, margin buffer, margin call price)
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Bu5hm4nn
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"""Portfolio configuration models with validation and persistence."""
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from __future__ import annotations
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from dataclasses import dataclass
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import json
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import os
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from dataclasses import dataclass, field
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from pathlib import Path
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from typing import Any
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@dataclass(frozen=True)
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class LombardPortfolio:
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"""Lombard loan portfolio backed by physical gold.
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@dataclass
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class PortfolioConfig:
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"""User portfolio configuration with validation.
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Attributes:
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gold_ounces: Quantity of pledged gold in troy ounces.
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gold_price_per_ounce: Current gold spot price per ounce.
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loan_amount: Outstanding Lombard loan balance.
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initial_ltv: Origination or current reference loan-to-value ratio.
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margin_call_ltv: LTV threshold at which a margin call is triggered.
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gold_value: Current gold collateral value in USD
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loan_amount: Outstanding loan amount in USD
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margin_threshold: LTV threshold for margin call (default 0.75)
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monthly_budget: Approved monthly hedge budget
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ltv_warning: LTV warning level for alerts (default 0.70)
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"""
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gold_ounces: float
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gold_price_per_ounce: float
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loan_amount: float
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initial_ltv: float
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margin_call_ltv: float
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def __post_init__(self) -> None:
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if self.gold_ounces <= 0:
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raise ValueError("gold_ounces must be positive")
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if self.gold_price_per_ounce <= 0:
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raise ValueError("gold_price_per_ounce must be positive")
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gold_value: float = 215000.0
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loan_amount: float = 145000.0
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margin_threshold: float = 0.75
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monthly_budget: float = 8000.0
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ltv_warning: float = 0.70
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# Data source settings
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primary_source: str = "yfinance"
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fallback_source: str = "yfinance"
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refresh_interval: int = 5
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# Alert settings
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volatility_spike: float = 0.25
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spot_drawdown: float = 7.5
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email_alerts: bool = False
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def __post_init__(self):
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"""Validate configuration after initialization."""
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self.validate()
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def validate(self) -> None:
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"""Validate configuration values."""
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if self.gold_value <= 0:
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raise ValueError("Gold value must be positive")
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if self.loan_amount < 0:
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raise ValueError("loan_amount must be non-negative")
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if not 0 < self.initial_ltv < 1:
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raise ValueError("initial_ltv must be between 0 and 1")
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if not 0 < self.margin_call_ltv < 1:
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raise ValueError("margin_call_ltv must be between 0 and 1")
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if self.initial_ltv > self.margin_call_ltv:
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raise ValueError("initial_ltv cannot exceed margin_call_ltv")
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if self.loan_amount > self.gold_value:
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raise ValueError("loan_amount cannot exceed current gold value")
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@property
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def gold_value(self) -> float:
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"""Current market value of pledged gold."""
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return self.gold_ounces * self.gold_price_per_ounce
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raise ValueError("Loan amount cannot be negative")
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if self.loan_amount >= self.gold_value:
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raise ValueError("Loan amount must be less than gold value (LTV < 100%)")
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if not 0.1 <= self.margin_threshold <= 0.95:
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raise ValueError("Margin threshold must be between 10% and 95%")
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if not 0.1 <= self.ltv_warning <= 0.95:
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raise ValueError("LTV warning level must be between 10% and 95%")
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if self.refresh_interval < 1:
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raise ValueError("Refresh interval must be at least 1 second")
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@property
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def current_ltv(self) -> float:
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"""Current loan-to-value ratio."""
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"""Calculate current loan-to-value ratio."""
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if self.gold_value == 0:
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return 0.0
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return self.loan_amount / self.gold_value
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@property
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def margin_buffer(self) -> float:
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"""Calculate margin buffer (distance to margin call)."""
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return self.margin_threshold - self.current_ltv
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@property
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def net_equity(self) -> float:
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"""Equity remaining after subtracting the loan from gold value."""
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"""Calculate net equity (gold value - loan)."""
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return self.gold_value - self.loan_amount
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def gold_value_at_price(self, gold_price_per_ounce: float) -> float:
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"""Gold value under an alternative spot-price scenario."""
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if gold_price_per_ounce <= 0:
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raise ValueError("gold_price_per_ounce must be positive")
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return self.gold_ounces * gold_price_per_ounce
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def ltv_at_price(self, gold_price_per_ounce: float) -> float:
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"""Portfolio LTV under an alternative gold-price scenario."""
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return self.loan_amount / self.gold_value_at_price(gold_price_per_ounce)
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def net_equity_at_price(self, gold_price_per_ounce: float) -> float:
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"""Net equity under an alternative gold-price scenario."""
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return self.gold_value_at_price(gold_price_per_ounce) - self.loan_amount
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@property
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def margin_call_price(self) -> float:
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"""Gold price per ounce at which the portfolio breaches the margin LTV."""
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return self.loan_amount / (self.margin_call_ltv * self.gold_ounces)
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"""Calculate gold price at which margin call occurs."""
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if self.margin_threshold == 0:
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return float('inf')
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return self.loan_amount / self.margin_threshold
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def to_dict(self) -> dict[str, Any]:
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"""Convert configuration to dictionary."""
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return {
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"gold_value": self.gold_value,
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"loan_amount": self.loan_amount,
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"margin_threshold": self.margin_threshold,
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"monthly_budget": self.monthly_budget,
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"ltv_warning": self.ltv_warning,
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"primary_source": self.primary_source,
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"fallback_source": self.fallback_source,
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"refresh_interval": self.refresh_interval,
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"volatility_spike": self.volatility_spike,
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"spot_drawdown": self.spot_drawdown,
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"email_alerts": self.email_alerts,
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}
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@classmethod
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def from_dict(cls, data: dict[str, Any]) -> PortfolioConfig:
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"""Create configuration from dictionary."""
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return cls(**{k: v for k, v in data.items() if k in cls.__dataclass_fields__})
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class PortfolioRepository:
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"""Repository for persisting portfolio configuration.
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Uses file-based storage by default. Can be extended to use Redis.
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"""
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CONFIG_PATH = Path("data/portfolio_config.json")
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def __init__(self):
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# Ensure data directory exists
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self.CONFIG_PATH.parent.mkdir(parents=True, exist_ok=True)
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def save(self, config: PortfolioConfig) -> None:
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"""Save configuration to disk."""
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with open(self.CONFIG_PATH, "w") as f:
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json.dump(config.to_dict(), f, indent=2)
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def load(self) -> PortfolioConfig:
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"""Load configuration from disk.
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Returns default configuration if file doesn't exist.
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"""
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if not self.CONFIG_PATH.exists():
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default = PortfolioConfig()
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self.save(default)
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return default
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try:
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with open(self.CONFIG_PATH) as f:
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data = json.load(f)
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return PortfolioConfig.from_dict(data)
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except (json.JSONDecodeError, ValueError) as e:
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print(f"Warning: Failed to load portfolio config: {e}. Using defaults.")
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return PortfolioConfig()
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# Singleton repository instance
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_portfolio_repo: PortfolioRepository | None = None
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def get_portfolio_repository() -> PortfolioRepository:
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"""Get or create global portfolio repository instance."""
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global _portfolio_repo
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if _portfolio_repo is None:
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_portfolio_repo = PortfolioRepository()
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return _portfolio_repo
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