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Merged
Nanle-code merged 1 commit into from
Jun 30, 2026
+423 −82
Merged

Implement portfolio risk assessment scoring #522

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95 changes: 92 additions & 3 deletions src/components/dashboard/PortfolioAnalytics.tsx
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -689,9 +689,9 @@ export default function PortfolioAnalytics() {
<Panel title="Risk Assessment">
<div style={{ display: 'flex', flexDirection: 'column', gap: '16px' }}>
<div style={{ display: 'grid', gridTemplateColumns: isMobile ? '1fr' : '1fr 1fr 1fr', gap: '12px' }}>
<div style={{
padding: '16px',
background: 'var(--bg-card)',
<div style={{
padding: '16px',
background: 'var(--bg-card)',
borderRadius: 'var(--radius-md)',
border: '1px solid var(--border)'
}}>
Expand Down Expand Up @@ -736,6 +736,35 @@ export default function PortfolioAnalytics() {
{analytics.concentrationRisks.length}
</div>
</div>

<div style={{
padding: '16px',
background: 'var(--bg-card)',
borderRadius: 'var(--radius-md)',
border: '1px solid var(--border)'
}}>
<div style={{ fontSize: '11px', color: 'var(--text-muted)', marginBottom: '8px' }}>
COUNTERPARTY RISK
</div>
<div style={{ fontSize: '18px', fontWeight: 700, color: 'var(--text-primary)' }}>
{analytics.counterpartyRisk.score}/100
</div>
<div style={{ fontSize: '10px', color: 'var(--text-muted)', marginTop: '2px' }}>
{analytics.counterpartyRisk.issuerCount} issuer{analytics.counterpartyRisk.issuerCount === 1 ? '' : 's'}
</div>
</div>
</div>

<div style={{ display: 'grid', gridTemplateColumns: isMobile ? '1fr' : 'repeat(4, 1fr)', gap: '8px' }}>
{Object.entries(analytics.riskAssessment.components || {}).map(([label, score]: [string, any]) => (
<div key={label} style={{ padding: '10px 12px', background: 'var(--bg-card)', border: '1px solid var(--border)', borderRadius: 'var(--radius-sm)' }}>
<div style={{ fontSize: '10px', color: 'var(--text-muted)', textTransform: 'uppercase', marginBottom: '6px' }}>{label}</div>
<div style={{ height: '6px', background: 'var(--bg-elevated)', borderRadius: '999px', overflow: 'hidden' }}>
<div style={{ width: `${Math.min(score, 100)}%`, height: '100%', background: score >= 70 ? 'var(--red)' : score >= 35 ? 'var(--amber)' : 'var(--green)' }} />
</div>
<div style={{ fontSize: '11px', color: 'var(--text-secondary)', marginTop: '6px', fontFamily: 'var(--font-mono)' }}>{score}/100</div>
</div>
))}
</div>

{/* Risk Factors */}
Expand Down Expand Up @@ -802,6 +831,66 @@ export default function PortfolioAnalytics() {
</div>
</div>
)}

{analytics.counterpartyRisk.issuerExposures.length > 0 && (
<div>
<div style={{ fontSize: '12px', fontWeight: 600, marginBottom: '8px', color: 'var(--text-muted)' }}>
Counterparty Exposure
</div>
<div style={{ display: 'flex', flexDirection: 'column', gap: '8px' }}>
{analytics.counterpartyRisk.issuerExposures.slice(0, 5).map((issuer: any) => (
<div
key={issuer.issuer}
style={{
padding: '10px 12px',
background: 'var(--bg-card)',
border: '1px solid var(--border)',
borderRadius: 'var(--radius-sm)',
fontSize: '12px',
display: 'flex',
justifyContent: 'space-between',
alignItems: 'center',
gap: '12px',
}}
>
<div style={{ minWidth: 0 }}>
<div style={{ color: 'var(--text-primary)', fontWeight: 600 }}>{issuer.assets.join(', ')}</div>
<div style={{ color: 'var(--text-muted)', fontSize: '10px', fontFamily: 'var(--font-mono)' }}>
{issuer.issuer.slice(0, 10)}...{issuer.issuer.slice(-8)}
</div>
</div>
<span style={{ color: 'var(--cyan)', fontWeight: 700 }}>{issuer.percentage.toFixed(1)}%</span>
</div>
))}
</div>
</div>
)}

{analytics.riskAssessment.recommendations?.length > 0 && (
<div>
<div style={{ fontSize: '12px', fontWeight: 600, marginBottom: '8px', color: 'var(--text-muted)' }}>
Recommendations
</div>
<div style={{ display: 'flex', flexDirection: 'column', gap: '8px' }}>
{analytics.riskAssessment.recommendations.map((rec: string, index: number) => (
<div
key={index}
style={{
padding: '10px 12px',
background: 'var(--bg-card)',
border: '1px solid var(--cyan-dim)',
borderRadius: 'var(--radius-sm)',
fontSize: '12px',
color: 'var(--text-secondary)',
lineHeight: 1.5,
}}
>
{rec}
</div>
))}
</div>
</div>
)}
</div>
</Panel>

Expand Down
122 changes: 77 additions & 45 deletions src/components/dashboard/PortfolioValue.tsx
View file
Open in desktop
Original file line number Diff line number Diff line change
@@ -1,15 +1,9 @@
import React, { useEffect, useMemo, useState } from 'react'
import { useStore } from '../../lib/store'
import { fetchPrices, calculatePortfolioValue } from '../../lib/priceFeed'
import { fetchPrices, refreshPrices, calculatePortfolioValue } from '../../lib/priceFeed'
import { getServer } from '../../lib/stellar'
import {
calculateAssetAllocation,
calculateDiversificationScore,
identifyConcentrationRisks,
calculate24hPortfolioChange,
fetchHistoricalPerformance,
calculateVolatility,
assessPortfolioRisk,
generatePortfolioSummary,
} from '../../lib/portfolioAnalytics';
import {
Expand Down Expand Up @@ -178,26 +172,12 @@ export default function PortfolioValue() {
return { ...point, value: totalValue };
});

const allocation = calculateAssetAllocation(portfolio.items);
const diversificationScore = calculateDiversificationScore(allocation);
const concentrationRisks = identifyConcentrationRisks(allocation);
const change24h = calculate24hPortfolioChange(portfolio.items);
const volatility = calculateVolatility(historicalPerformance);
const riskAssessment = assessPortfolioRisk({
volatility,
diversificationScore,
concentrationRisks,
});
const summary = generatePortfolioSummary(portfolio.items, historicalPerformance);

return {
allocation,
diversificationScore,
concentrationRisks,
change24h,
...summary,
change24h: summary.performance24h?.changePercent ?? 0,
historicalPerformance,
volatility,
riskAssessment,
summary,
};
}, [portfolio, historicalData, prices]);
Expand Down Expand Up @@ -361,11 +341,11 @@ function OverviewView({ portfolio, analytics }) {
/>
<StatCard
label="Diversification"
value={`${diversificationScore.toFixed(1)}/10`}
value={`${diversificationScore.toFixed(0)}/100`}
sub={
diversificationScore >= 7
diversificationScore >= 70
? 'Well diversified'
: diversificationScore >= 4
: diversificationScore >= 40
? 'Moderate'
: 'Concentrated'
}
Expand All @@ -374,11 +354,11 @@ function OverviewView({ portfolio, analytics }) {
<StatCard
label="Risk Level"
value={riskAssessment.level}
sub={`Score: ${riskAssessment.score.toFixed(1)}/10`}
sub={`Score: ${riskAssessment.score}/100`}
accent={
riskAssessment.level === 'Low'
riskAssessment.level === 'low'
? 'var(--green)'
: riskAssessment.level === 'Medium'
: riskAssessment.level === 'medium'
? 'var(--yellow)'
: 'var(--red)'
}
Expand Down Expand Up @@ -483,8 +463,8 @@ function AllocationView({ analytics }) {
const { allocation, concentrationRisks } = analytics;

const pieData = allocation.map((a) => ({
name: a.asset,
value: a.percentage,
name: a.code,
value: a.allocation,
valueUsd: a.valueUsd,
}));

Expand Down Expand Up @@ -534,7 +514,7 @@ function AllocationView({ analytics }) {
<div style={{ display: 'flex', flexDirection: 'column', gap: '8px' }}>
{allocation.map((item, i) => (
<div
key={item.asset}
key={item.code}
style={{
display: 'flex',
alignItems: 'center',
Expand All @@ -555,14 +535,14 @@ function AllocationView({ analytics }) {
/>
<div style={{ flex: 1 }}>
<div style={{ fontSize: '12px', fontWeight: 600, color: 'var(--text-primary)' }}>
{item.asset}
{item.code}
</div>
<div style={{ fontSize: '10px', color: 'var(--text-muted)' }}>
${item.valueUsd.toFixed(2)}
</div>
</div>
<div style={{ fontSize: '13px', fontWeight: 600, color: 'var(--cyan)' }}>
{item.percentage.toFixed(1)}%
{item.allocation.toFixed(1)}%
</div>
</div>
))}
Expand Down Expand Up @@ -590,12 +570,12 @@ function AllocationView({ analytics }) {
<AlertTriangle size={16} style={{ color: 'var(--yellow)' }} />
<div style={{ flex: 1 }}>
<div style={{ fontSize: '12px', fontWeight: 600, color: 'var(--text-primary)' }}>
{risk.asset}
{risk.code}
</div>
<div style={{ fontSize: '11px', color: 'var(--text-muted)' }}>{risk.message}</div>
</div>
<div style={{ fontSize: '14px', fontWeight: 700, color: 'var(--yellow)' }}>
{risk.percentage.toFixed(1)}%
{risk.allocation.toFixed(1)}%
</div>
</div>
))}
Expand Down Expand Up @@ -715,7 +695,13 @@ function PerformanceView({ analytics, portfolio }) {
// ─── Risk View ────────────────────────────────────────────────────────────────

function RiskView({ analytics }) {
const { riskAssessment, diversificationScore, volatility } = analytics;
const {
riskAssessment,
diversificationScore,
volatility,
concentrationRiskScore,
counterpartyRisk,
} = analytics;

return (
<div style={{ display: 'flex', flexDirection: 'column', gap: '16px' }}>
Expand All @@ -730,22 +716,22 @@ function RiskView({ analytics }) {
<StatCard
label="Risk Level"
value={riskAssessment.level}
sub={`Score: ${riskAssessment.score.toFixed(1)}/10`}
sub={`Score: ${riskAssessment.score}/100`}
accent={
riskAssessment.level === 'Low'
riskAssessment.level === 'low'
? 'var(--green)'
: riskAssessment.level === 'Medium'
: riskAssessment.level === 'medium'
? 'var(--yellow)'
: 'var(--red)'
}
/>
<StatCard
label="Diversification"
value={`${diversificationScore.toFixed(1)}/10`}
value={`${diversificationScore.toFixed(0)}/100`}
sub={
diversificationScore >= 7
diversificationScore >= 70
? 'Well diversified'
: diversificationScore >= 4
: diversificationScore >= 40
? 'Moderate'
: 'Concentrated'
}
Expand All @@ -757,6 +743,18 @@ function RiskView({ analytics }) {
sub={volatility < 5 ? 'Low' : volatility < 15 ? 'Moderate' : 'High'}
accent="var(--orange)"
/>
<StatCard
label="Concentration"
value={`${concentrationRiskScore}/100`}
sub={concentrationRiskScore >= 70 ? 'High' : concentrationRiskScore >= 35 ? 'Moderate' : 'Low'}
accent={concentrationRiskScore >= 70 ? 'var(--red)' : concentrationRiskScore >= 35 ? 'var(--yellow)' : 'var(--green)'}
/>
<StatCard
label="Counterparty"
value={`${counterpartyRisk.score}/100`}
sub={`${counterpartyRisk.issuerCount} issuer${counterpartyRisk.issuerCount === 1 ? '' : 's'}`}
accent={counterpartyRisk.level === 'high' ? 'var(--red)' : counterpartyRisk.level === 'medium' ? 'var(--yellow)' : 'var(--green)'}
/>
</div>

{/* Risk Assessment Details */}
Expand All @@ -780,16 +778,50 @@ function RiskView({ analytics }) {
marginBottom: '4px',
}}
>
{factor.name}
{factor.name || factor.factor}
</div>
<div style={{ fontSize: '11px', color: 'var(--text-muted)' }}>
{factor.description}
{factor.description || factor.factor}
</div>
</div>
))}
</div>
</Panel>

{counterpartyRisk.issuerExposures.length > 0 && (
<Panel title="Counterparty Exposure">
<div style={{ display: 'flex', flexDirection: 'column', gap: '8px' }}>
{counterpartyRisk.issuerExposures.slice(0, 5).map((issuer) => (
<div
key={issuer.issuer}
style={{
padding: '10px 12px',
background: 'var(--bg-card)',
border: '1px solid var(--border)',
borderRadius: 'var(--radius-sm)',
display: 'grid',
gridTemplateColumns: '1fr auto',
gap: '12px',
alignItems: 'center',
}}
>
<div>
<div style={{ fontSize: '12px', color: 'var(--text-primary)', fontWeight: 600 }}>
{issuer.assets.join(', ')}
</div>
<div style={{ fontSize: '10px', color: 'var(--text-muted)', fontFamily: 'var(--font-mono)' }}>
{issuer.issuer.slice(0, 10)}...{issuer.issuer.slice(-8)}
</div>
</div>
<div style={{ fontSize: '13px', color: 'var(--cyan)', fontWeight: 700 }}>
{issuer.percentage.toFixed(1)}%
</div>
</div>
))}
</div>
</Panel>
)}

{/* Recommendations */}
{riskAssessment.recommendations && riskAssessment.recommendations.length > 0 && (
<Panel title="Recommendations">
Expand Down
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