Finance Portfolio Analyzer

Tier: Team | Type: Tool | Category: Finance | Version: 1.0.0

Portfolio composition analysis with asset allocation breakdown, ESG scoring under EU SFDR, concentration monitoring, and rebalancing recommendations against target allocation profiles.

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1. Overview

Plugin Name: Finance Portfolio Analyzer Slug: finance-portfolio-analyzer Required Tier: team Plugin Type: tool (REST API endpoints) Category: Finance Author: Dryade License: DSUL

What It Does

Analyzes portfolio composition across multiple dimensions: asset class allocation, sector exposure, geographic distribution, and ESG scores. Provides SFDR-compliant classification and generates rebalancing recommendations against target profiles (conservative, balanced, growth, aggressive).

Key Capabilities

• Asset allocation breakdown by class, sector, or geography
• ESG scoring with E/S/G sub-scores and SFDR classification (Article 6/8/9)
• Concentration analysis using Herfindahl-Hirschman Index (HHI)
• Rebalancing recommendations with trade list and estimated costs
• Support for 4 target allocation profiles

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2. User Stories

Primary User Stories

US-1: Quarterly Portfolio Review

As a portfolio manager, I want to see my portfolio's allocation breakdown and ESG scores so that I can present compliance data to clients.

Acceptance Criteria:

• [ ] Allocation grouped by asset class, sector, or geography
• [ ] ESG scores at position and portfolio level
• [ ] SFDR classification determined automatically

US-2: Rebalancing Execution

As a portfolio manager, I want rebalancing recommendations against my target profile so that I can maintain the intended risk/return balance.

Acceptance Criteria:

• [ ] Trades required listed with amounts and direction
• [ ] Estimated transaction costs calculated
• [ ] Current vs target allocation comparison

Edge Cases

• Unknown target profile: Returns success=false with descriptive message
• Single-position portfolio: HHI correctly shows maximum concentration
• All cash portfolio: Returns valid allocation with 100% cash

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3. Architecture

Component Diagram

+------------------+     +------------------+     +------------------+
|   Plugin Router  | --> |  Analyzer Engine | --> |  Data Provider   |
|  /finance-       |     |  routes.py       |     |  (mock / real)   |
|  portfolio-      |     |  Alloc, ESG,     |     +------------------+
|  analyzer/*      |     |  Rebalance       |            |
+------------------+     +------------------+     +------v------+
                                                  |  Demo Data  |
                                                  |  data/*.json|
                                                  +-------------+

Dependencies

• Internal: core.plugins.PluginProtocol, core.plugin_config_store.PluginConfigStore
• External: None (standard library only in mock mode)
• Plugin: None

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4. API Spec

REST Endpoints

| Method | Path | Description | Auth | |--------|------|-------------|------| | POST | /api/plugins/finance-portfolio-analyzer/allocation | Allocation breakdown | Yes | | POST | /api/plugins/finance-portfolio-analyzer/esg | ESG analysis | Yes | | POST | /api/plugins/finance-portfolio-analyzer/rebalance | Rebalancing recommendations | Yes | | GET | /api/plugins/finance-portfolio-analyzer/profiles | List target profiles | No | | GET | /api/plugins/finance-portfolio-analyzer/status | Health check | No |

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5. Data Flow

Processing Pipeline

1. Request arrives with portfolio ID and analysis parameters
2. Mock mode loads portfolio holdings and reference data from data/
3. Analyzer engine computes allocation / ESG / rebalance
4. Results formatted with position-level breakdown
5. Response returned with success status and computed values

Demo Data Description

The data/ directory contains:

• portfolio_holdings.json: 10-position ESG-focused EUR portfolio (EUR 1.05M)
• esg_scores.json: E/S/G scores for all positions (0-100 scale)
• target_allocations.json: 4 profiles (conservative, balanced, growth, aggressive)
• sector_benchmarks.json: EURO STOXX 50 sector and geographic weights
• sfdr_methodology.json: SFDR classification rules and PAI indicators

Total: 5 demo files covering portfolio analysis, ESG, and rebalancing.

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6. Security Considerations

• PII: No - demo data uses fictional portfolio only
• Encryption: N/A in mock mode
• Data Retention: Stateless request/response

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7. Test Plan

Test Classes

| Class | Tests | Coverage Target | |-------|-------|----------------| | TestPluginAttributes | 6 | 100% manifest fields | | TestPluginRouter | 7 | All routes | | TestPluginConfig | 2 | Config validation | | TestDemoData | 8 | All data files |

Running Tests

cd dryade-plugins
python -m pytest team/finance_portfolio_analyzer/tests/ -x -v --tb=short

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8. Deployment Notes

Configuration

{
    "data_source": "mock"
}

• Min Dryade Version: 1.0.0
• Python: >=3.11

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9. User Guide

Getting Started

1. Ensure your Dryade instance has a team tier license or higher
2. Install the plugin via the marketplace or dryade-pm push
3. Call /allocation to analyze your portfolio composition
4. Use /esg for ESG scoring and SFDR classification
5. Use /rebalance to get trade recommendations

Common Workflows

Workflow 1: Quarterly ESG Report

1. POST to /esg to get portfolio ESG scores and SFDR classification
2. POST to /allocation with group_by: "sector" for sector breakdown
3. Use results for client ESG disclosure documents

Workflow 2: Rebalancing

1. POST to /allocation to see current allocation
2. POST to /rebalance with target profile
3. Execute recommended trades

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10. Screenshots

Screenshots will be added after UI integration.

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11. Changelog

1.0.0 (2026-03-05)

• Initial release
• Allocation breakdown engine (4 grouping dimensions)
• ESG scoring with SFDR classification
• Rebalancing against 4 target profiles
• HHI concentration analysis

Future Roadmap

• [ ] Real-time ESG data feed integration
• [ ] Custom target allocation builder
• [ ] SFDR PAI indicator calculation
• [ ] Multi-portfolio comparison
• [ ] Carbon footprint tracking