const data = { periods: [ { decisions: [ { bank: { name: "Team1" }, bSPositionDecisions: [ { totalInputRate: 1.0, positionValue: 12, balanceSheetPosition: { name: "asset_bc_lombard_a_onsight", category: "LOMBARD_LOANS", type: "ASSET" } }, { totalInputRate: 2.0, positionValue: 10, balanceSheetPosition: { name: "asset_bc_lombard_a_lt1m", category: "LOMBARD_LOANS", type: "ASSET" } } ] }, { bank: { name: "Team2" }, bSPositionDecisions: [ { totalInputRate: 5.0, positionValue: 12, balanceSheetPosition: { name: "asset_bc_lombard_a_onsight", category: "LOMBARD_LOANS", type: "ASSET" } }, { totalInputRate: 6.0, positionValue: 10, balanceSheetPosition: { name: "asset_bc_lombard_a_lt1m", category: "LOMBARD_LOANS", type: "ASSET" } } ] } ], settings: { regularCreditCBrate: 0.5, bSPositionSettings: [ { bsPosition: { name: "asset_bc_lombard_a_onsight", category: "LOMBARD_LOANS", type: "ASSET" }, mktTplus1GrowthPercentage: 0.5, atrFeatures: [ { inputValues: [ { bank: { name: "Team1" }, inputValue: 0.67 }, { bank: { name: "Team2" }, inputValue: 0.23 } ], atrMSettings: { name: "Attracting_clients_asset_side", curve: { name: "Attracting_clients_asset_side", ccid: 7 }, wgt: 0.3 } }, { inputValues: [ { bank: { name: "Team1" }, inputValue: 0.5 }, { bank: { name: "Team2" }, inputValue: 0.5 } ], atrMSettings: { name: "GDP_growth_on_loans", curve: { name: "BIP_growth_on_loans", ccid: 8 }, wgt: 0.5 } }, ], chrFeatures: [ { inputValues: [ { bank: { name: "Team1" }, inputValue: 0.58 }, { bank: { name: "Team2" }, inputValue: 0.68 } ], chrMSettings: { name: "Sensitive_churning_clients_asset_side", curve: { name: "Sensitive_churning_clients_asset_side", ccid: 1 }, min: 0.5, max: 0.6, wgt: 0.5 } }, { inputValues: [ { bank: { name: "Team1" }, inputValue: 0.6 }, { bank: { name: "Team2" }, inputValue: 0.6 } ], chrMSettings: { name: "Service_quality_index", curve: { name: "Service_quality_asset_side", ccid: 3 }, min: 0.5, max: 0.6, wgt: 0.5 } } ], multiple: 0.5, hqlaMultiple: 0.5 }, { bsPosition: { name: "asset_bc_lombard_a_lt1m", category: "LOMBARD_LOANS", type: "ASSET" }, mktTplus1GrowthPercentage: 0.5, atrFeatures: [ { inputValues: [ { bank: { name: "Team1" }, inputValue: 0.5 }, { bank: { name: "Team2" }, inputValue: 0.5 } ], atrMSettings: { name: "Attracting_clients_asset_side", curve: { name: "Attracting_clients_asset_side", ccid: 7 }, wgt: 0.5 } }, { inputValues: [ { bank: { name: "Team1" }, inputValue: 0.5 }, { bank: { name: "Team2" }, inputValue: 0.5 } ], atrMSettings: { name: "GDP_growth_on_loans", curve: { name: "BIP_growth_on_loans", ccid: 8 }, wgt: 0.5 } }, ], chrFeatures: [ { inputValues: [ { bank: { name: "Team1" }, inputValue: 0.6 }, { bank: { name: "Team2" }, inputValue: 0.6 } ], chrMSettings: { curve: { name: "Sensitive_churning_clients_asset_side", ccid: 1 }, min: 0.5, max: 0.6, wgt: 0.5 } }, { inputValues: [ { bank: { name: "Team1" }, inputValue: 0.6 }, { bank: { name: "Team2" }, inputValue: 0.6 } ], chrMSettings: { name: "Service_quality_index", curve: { name: "Service_quality_asset_side", ccid: 3 }, min: 0.5, max: 0.6, wgt: 0.5 } } ], multiple: 0.5, hqlaMultiple: 0.5 }, { bsPosition: { name: "liability_bc_demanddeposits", category: "DEMAND_DEPOSITS", type: "LIABILITY" }, mktTplus1GrowthPercentage: 0.5, atrFeatures: [ { inputValues: [ { bank: { name: "Team1" }, inputValue: 0.5 }, { name: "Team2" }, { inputValue: 0.5 } ], atrMSettings: { name: "Attracting_clients_asset_side", curve: { name: "Attracting_clients_asset_side", ccid: 7 }, wgt: 0.5 } }, { inputValues: [ { bank: { name: "Team1" }, inputValue: 0.5 }, { bank: { name: "Team2" }, inputValue: 0.5 } ], atrMSettings: { name: "GDP_growth_on_loans", curve: { name: "BIP_growth_on_loans", ccid: 8 }, wgt: 0.5 } } ], chrFeatures: [ { inputValues: [ { bank: { name: "Team1" }, inputValue: 0.658 }, { bank: { name: "Team2" }, inputValue: 0.987 } ], chrMSettings: { name: "Sensitive_churning_clients_asset_side", curve: { name: "Sensitive_churning_clients_asset_side", ccid: 1 }, min: 0.5, max: 0.6, wgt: 0.5 } }, { inputValues: [ { bank: { name: "Team1" }, inputValue: 0.6 }, { bank: { name: "Team2" }, inputValue: 0.6 } ], chrMSettings: { name: "Service_quality_index", curve: { name: "Service_quality_asset_side", ccid: 3 }, min: 0.5, max: 0.6, wgt: 0.5 } } ], multiple: 0.5, hqlaMultiple: 0.5 }, { bsPosition: { name: "liability_bc_timedeposits", category: "TIME_DEPOSITS", type: "LIABILITY" }, mktTplus1GrowthPercentage: 0.5, atrFeatures: [ { inputValues: [ { bank: { name: "Team1" }, inputValue: 0.5 }, { bank: { name: "Team2" }, inputValue: 0.5 } ], atrMSettings: { name: "Attracting_clients_asset_side", curve: { name: "Attracting_clients_asset_side", ccid: 7 }, wgt: 0.5 } }, { inputValues: [ { bank: { name: "Team1" }, inputValue: 0.5 }, { bank: { name: "Team2" }, inputValue: 0.5 } ], atrMSettings: { name: "GDP_growth_on_loans", curve: { name: "BIP_growth_on_loans", ccid: 8 }, wgt: 0.5 } } ], chrFeatures: [ { inputValues: [ { bank: { name: "Team1" }, inputValue: 0.6 }, { bank: { name: "Team2" }, inputValue: 0.6 } ], chrMSettings: { name: "Sensitive_churning_clients_asset_side", curve: { name: "Sensitive_churning_clients_asset_side", ccid: 1 }, min: 0.5, max: 0.6, wgt: 0.5 } }, { inputValues: [ { bank: { name: "Team1" }, inputValue: 0.6 }, { bank: { name: "Team2" }, inputValue: 0.6 } ], chrMSettings: { name: "Service_quality_index", curve: { name: "Service_quality_asset_side", ccid: 3 }, min: 0.5, max: 0.6, wgt: 0.5 } } ], } ] } } ] };
const result = { banks: data.periods[0].decisions.map(decision => {
// Determine the set of position categories.
const categories = [...new Set(decision.bSPositionDecisions.map(r => r.balanceSheetPosition.category))];
// Use reduce to create the position structure.
return categories.reduce((pos, category) => {
pos[category] = decision.bSPositionDecisions.filter(d => d.balanceSheetPosition.category === category).map(d => {
const settings = data.periods[0].settings.bSPositionSettings.find(p => p.bsPosition.name === d.balanceSheetPosition.name);
const atrFeatures = settings.atrFeatures.map(feature => {
const inputValue = feature.inputValues.find(val => val.bank.name === decision.bank.name);
return { name: feature.atrMSettings.name, value: [inputValue.inputValue, feature.atrMSettings.curve.ccid, feature.atrMSettings.wgt ]};
});
const chrFeatures = settings.chrFeatures.map(feature => {
return { name: feature.chrMSettings.curve.name, value: [feature.chrMSettings.curve.ccid, feature.chrMSettings.min, feature.chrMSettings.wgt, feature.chrMSettings.max ]};
});
const ret = { Previous_year_Value: d.positionValue, totalInputRate: d.totalInputRate, name: d.balanceSheetPosition.name, category: d.balanceSheetPosition.category } ;
const features = [...atrFeatures, ...chrFeatures];
features.forEach(feature => {
ret[feature.name] = feature.value;
});
return ret;
});
return pos;
}, { name: decision.bank.name } );
})};
console.log("Result:", result);
