rebalance

rebalance.go

package main

import (
	"fmt"
	"math"
)

// TickerAllocation represents a ticker symbol and its allocation percentage.
type TickerAllocation struct {
	Ticker     string
	Allocation float64
}

// Instruction represents a buy or sell instruction.
type Instruction struct {
	Ticker string
	Action string // "BUY" or "SELL"
	Amount float64
}

// Rebalance generates buy or sell instructions to align current with target allocations.
func Rebalance(current, target []TickerAllocation) []Instruction {
	// Create maps for quick lookup by ticker symbol.
	currentMap := make(map[string]float64)
	for _, c := range current {
		currentMap[c.Ticker] = c.Allocation
	}

	instructions := []Instruction{}

	// Iterate over the target allocation and compare with current holdings.
	for _, t := range target {
		currAlloc := currentMap[t.Ticker]
		diff := t.Allocation - currAlloc

		if math.Abs(diff) > 0.01 { // Ignore small differences.
			action := "BUY"
			if diff < 0 {
				action = "SELL"
				diff = -diff
			}

			instructions = append(instructions, Instruction{
				Ticker: t.Ticker,
				Action: action,
				Amount: diff,
			})
		}

		// Remove processed ticker from the currentMap to track leftovers.
		delete(currentMap, t.Ticker)
	}

	// Any remaining tickers in currentMap need to be sold completely.
	for ticker, alloc := range currentMap {
		if alloc > 0 {
			instructions = append(instructions, Instruction{
				Ticker: ticker,
				Action: "SELL",
				Amount: alloc,
			})
		}
	}

	return instructions
}

func main() {
	// Example input: Current holdings with their allocations.
	current := []TickerAllocation{
		{"AAPL", 30},
		{"GOOG", 20},
		{"AMZN", 50},
	}

	// Example target allocations.
	target := []TickerAllocation{
		{"AAPL", 25},
		{"TSLA", 35},
		{"GOOG", 40},
	}

	// Call the rebalance function.
	instructions := Rebalance(current, target)

	// Output the instructions.
	fmt.Println("Rebalance Instructions:")
	for _, instr := range instructions {
		fmt.Printf("%s %s %.2f%%\n", instr.Action, instr.Ticker, instr.Amount)
	}
}