Apps Script (Google Sheets) - Balance Portfolio

apps_script-balance_portfolio.gs

/* ---------- General Helpers ---------- */

function _sort_idxs(items) {
  return items.map((item, idx) => [item, idx]).sort().map(i => i[1]);
}

function _sort_apply(idxs, items) {
  return idxs.map(idx => items[idx]);
}

function _sort_restore(idxs, items) {
  var restored = new Array(idxs.length);
  items.map((item, i) => { restored[idxs[i]] = item; });
  return restored;
}


/* ---------- Specific Helpers ---------- */

function _heights(widths, areas) {
  return widths.map((width, i) => areas[i]/width);
}

function _max_height(widths, heights, amount, count) {
  var curr_amount = 0;
  var curr_width = 0;

  for (var i = 0; i < (count - 1); i++) {
    let next_width = curr_width + widths[i];
    let next_amount = curr_amount + next_width * (heights[i + 1] - heights[i]);
    if (next_amount >= amount)
      break;

    curr_width = next_width;
    curr_amount = next_amount;
  }
  return heights[i] + (amount - curr_amount) / (curr_width + widths[i]);
}


/* ---------- Main ---------- */

function balance_portfolio(weights, balances, amount, title, count) {
  var widths = weights.flat();
  var heights = _heights(widths, balances.flat());
  count = count && typeof(count) === "number" ? Math.min(count, heights.length) : heights.length;

  // Apply: sort by heights
  var idxs = _sort_idxs(heights);
  widths = _sort_apply(idxs, widths);
  heights = _sort_apply(idxs, heights);

  // Calculate max_height
  var max_height = heights[heights.length - 1];
  if (typeof(amount) === "number")
    max_height = _max_height(widths, heights, amount, count);

  // Calculate results
  var results = heights.map((h, i) => i < count ? Math.max(max_height - h, 0) * widths[i]: 0);

  // Restore: sort by heights
  results = _sort_restore(idxs, results);

  if (title)
    results.unshift(title);

  return results;
}