Portfolio Buddy 2 - Architecture Reference

Component Hierarchy

App.tsx (351 lines)
├── Header
│   └── App title and branding
├── UploadSection
│   ├── File upload to Supabase
│   ├── CSV parsing and validation
│   └── Error handling
├── ErrorList
│   └── Display parsing/validation errors
├── UploadedFilesList
│   └── List of successfully uploaded files
├── AnalyticsControls
│   ├── Toggle Metrics view
│   ├── Toggle Portfolio view
│   └── Toggle Correlation view
├── PortfolioSection (591 lines - NEEDS REFACTOR!)
│   ├── usePortfolio hook (date filtering)
│   ├── useContractMultipliers hook
│   ├── Chart.js equity curves
│   ├── Portfolio statistics
│   ├── ContractInput components
│   ├── MasterContractControl
│   └── MetricsTable integration
├── CorrelationSection
│   ├── CorrelationHeatmap (Chart.js)
│   ├── Spearman correlation
│   └── Pearson correlation
├── MetricsTable (242 lines)
│   ├── useMetrics hook
│   ├── useSorting hook (advanced multi-column)
│   ├── SortableHeader components
│   └── Selection state management
└── SessionComplete
    └── Completion UI/messaging

Key Hooks

useMetrics

Location: src/hooks/useMetrics.ts Purpose: Calculate trading metrics from uploaded portfolio data Features:

• Calculates Sharpe Ratio, Sortino Ratio, Max Drawdown, CAGR, Win Rate, etc.
• Memoized calculations for performance
• Handles empty/invalid data gracefully

Usage:

const { metrics, isCalculating } = useMetrics(portfolioData, riskFreeRate)

Returns:

• metrics: Array of calculated metrics per strategy
• isCalculating: Boolean loading state

Note: Contains 4 TypeScript any violations in sort comparisons (tech debt)

usePortfolio

Location: src/hooks/usePortfolio.ts Purpose: Manage portfolio data with date range filtering Features:

• Parses CSV trade data
• Filters by date range (start/end date)
• Builds equity curves
• Aggregates daily returns

Usage:

const {
  portfolioData,
  filteredData,
  dateRange,
  setDateRange
} = usePortfolio(uploadedFiles)

Recent Addition: Date range filtering (commit 258ba3a)

Note: Contains 11 TypeScript any violations in trade/metrics types (tech debt)

useContractMultipliers

Location: src/hooks/useContractMultipliers.ts Purpose: Manage contract multipliers for futures trading Features:

• Per-strategy contract size tracking
• Apply multipliers to metrics
• Master control to set all contracts at once

Usage:

const {
  multipliers,
  setMultiplier,
  setAllMultipliers,
  getAdjustedMetrics
} = useContractMultipliers(strategies)

useSorting

Location: src/hooks/useSorting.ts Purpose: Advanced multi-column sorting for MetricsTable Features:

• Sort by multiple columns with priority
• Toggle ascending/descending
• Custom comparison logic per data type

Usage:

const {
  sortedData,
  sortColumn,
  sortDirection,
  handleSort
} = useSorting(data, defaultColumn)

Utility Functions

dataUtils.ts

Location: src/utils/dataUtils.ts Contains Core Functions:

CSV & Data Processing:

• parseCSV(file) - Parse CSV file with PapaParse
• processCurrencyColumns(data) - Clean currency values ($, commas)
• parseFilenameComponents(filename) - Extract symbol/direction/strategy from filename
• getDisplayName(symbol, direction, strategy) - Format display names
• normalizeDate(date) - Normalize dates to midnight UTC
• getDateKey(date) - Convert date to YYYY-MM-DD string key

Metric Calculations:

• calculateMetrics(data, filename) - Calculate trade-level metrics for a strategy
  • Net Profit, Gross Profit/Loss
  • Profit Factor, Win Rate
  • Average Win/Loss, Expected Value
  • Max Drawdown (from equity curve)
  • CAGR equivalent (annualGrowthRate)
  • Total trades, winning/losing counts
  • Note: Does NOT calculate Sharpe or Sortino (those are in PortfolioSection.tsx)
• getAdjustedMetrics(metrics, multiplier) - Apply contract multiplier to metrics

Risk-Adjusted Metrics (PortfolioSection.tsx):

• Sharpe Ratio (line 533): Calculated inline as (annualGrowthRate / 100) / (maxDrawdown / startingCapital)
• Sortino Ratio (lines 133-158): Calculated inline with downside deviation, uses risk-free rate state

Correlation Analysis:

• buildCorrelationMatrix(strategies) - Build Spearman correlation matrix
• calculatePearsonCorrelation(returns1, returns2) - Pearson correlation coefficient
• calculateRanks(values) - Rank calculation for Spearman correlation

Trading Calculations:

• getMarginRate(symbol) - Get margin requirements by symbol
• calculateEquityCurve(trades) - Build cumulative equity curve
• calculateDailyReturns(equity) - Calculate daily returns from equity curve

Formatting:

• formatNumber(value, decimals) - Format numbers with decimals
• formatCurrency(value) - Format as currency ($X,XXX.XX)
• formatPercent(value) - Format as percentage (X.XX%)

Note: Contains 1 TypeScript any violation in Metrics interface (tech debt)

Data Flow

Upload & Processing Flow

1. User uploads CSV via UploadSection
   ↓
2. parseCSV() extracts trade data
   ↓
3. processCurrencyColumns() cleans data
   ↓
4. File uploaded to Supabase storage
   ↓
5. usePortfolio hook fetches and aggregates data
   ↓
6. Date range filter applied (if set)
   ↓
7. useMetrics calculates all metrics
   ↓
8. MetricsTable displays results

Contract Multiplier Flow

1. User inputs contract size in ContractInput
   ↓
2. useContractMultipliers stores value
   ↓
3. getAdjustedMetrics() applies multiplier
   ↓
4. Adjusted metrics shown in MetricsTable
   ↓
5. Portfolio charts update with adjusted values

Sorting Flow

1. User clicks SortableHeader
   ↓
2. useSorting updates sort column/direction
   ↓
3. Custom comparison logic applied
   ↓
4. MetricsTable re-renders with sorted data

Correlation Flow

1. User selects assets in MetricsTable
   ↓
2. Selection state passed to CorrelationSection
   ↓
3. buildCorrelationMatrix() calculates correlations
   ↓
4. CorrelationHeatmap renders Chart.js heatmap
   ↓
5. Spearman & Pearson correlations both shown

State Management

Plain React Hooks (No Zustand/TanStack Query)

• Local component state → useState
• Derived state → useMemo
• Stable callbacks → useCallback
• Refs for values → useRef

Example Pattern:

const [data, setData] = useState<Trade[]>([])
const metrics = useMemo(() => calculateMetrics(data), [data])
const handleUpload = useCallback((file: File) => {
  // upload logic
}, [])

No Global State Library

• Props passed down component tree
• Custom hooks encapsulate shared logic
• No Redux, Zustand, or Jotai

Adding New Features

New Metric Calculation

1. Add calculation logic to dataUtils.calculateMetrics()
2. Update return type in calculateMetrics()
3. Add column to MetricsTable.tsx
4. Update sort logic in useSorting.ts if needed
5. Test with sample data

Example: Sortino Ratio was added in commits 258ba3a & 9f25040

New Chart Component

1. Create component in src/components/
2. Use Chart.js (NOT Recharts - it's unused)
3. Import chart type and plugins needed:

   import { Line } from 'react-chartjs-2'
   import { Chart, registerables } from 'chart.js'
   import zoomPlugin from 'chartjs-plugin-zoom'
   

4. Hook into useMetrics or usePortfolio for data
5. Add to appropriate section in App.tsx

New Hook

1. Create in src/hooks/use[Feature].ts
2. Follow naming convention: use prefix, camelCase
3. Return object with clear property names
4. Use TypeScript for all types (avoid any)
5. Add JSDoc comments for complex logic

Chart.js Architecture

Current Setup

• Library: Chart.js 4.x (NOT Recharts)
• React Wrapper: react-chartjs-2
• Plugins Used:
  • chartjs-plugin-zoom (pan & zoom)
  • chartjs-plugin-annotation (trend lines, markers)
  • chartjs-adapter-date-fns (time scales)

Where Charts Are Used

1. PortfolioSection: Equity curve line charts
2. CorrelationHeatmap: Correlation matrix heatmap
3. CustomTooltip: Shared tooltip component for charts

Recharts Note

⚠️ Recharts is installed but NEVER imported - should be removed (11.5KB waste)

Component Size Guidelines

Target: 200 Lines Max

Current Violations:

• ❌ PortfolioSection.tsx: 591 lines (295% of limit) - HIGH PRIORITY REFACTOR
• ❌ App.tsx: 351 lines (175% of limit)
• ❌ MetricsTable.tsx: 242 lines (121% of limit) - improved from 350

Refactoring Strategy

For PortfolioSection (591 lines):

1. Extract equity chart into EquityChartSection.tsx
2. Extract statistics into PortfolioStats.tsx
3. Extract contract controls into ContractControls.tsx
4. Keep only orchestration logic in main component

TypeScript Patterns

Interfaces for Data Structures

interface Trade {
  date: Date
  symbol: string
  pnl: number
  // ...
}

interface Metric {
  name: string
  sharpe: number
  sortino: number
  // ...
}

Avoid any Types

Current violations (15 total) - see portfolio-context skill for details

Preferred approach:

// Bad
const data: any = parseData()

// Good
interface ParsedData {
  trades: Trade[]
  errors: string[]
}
const data: ParsedData = parseData()

Performance Patterns

Memoization with useMemo

// Expensive correlation calculation
const correlationMatrix = useMemo(
  () => buildCorrelationMatrix(selectedStrategies),
  [selectedStrategies]
)

Stable Callbacks with useCallback

const handleSort = useCallback((column: string) => {
  setSortColumn(column)
  setSortDirection(prev => prev === 'asc' ? 'desc' : 'asc')
}, [])

Avoid Premature Optimization

• Build features first
• Profile if performance issues arise
• Optimize based on data, not assumptions