turash/bugulma/backend/internal/financial/sensitivity_analyzer.go

package financial

import "math"

// SensitivityAnalyzerImpl implements SensitivityAnalyzer interface
type SensitivityAnalyzerImpl struct {
	config  *Config
	npvCalc NPVCalculator
}

// NewSensitivityAnalyzer creates a new sensitivity analyzer
func NewSensitivityAnalyzer(config *Config, npvCalc NPVCalculator) SensitivityAnalyzer {
	return &SensitivityAnalyzerImpl{
		config:  config,
		npvCalc: npvCalc,
	}
}

// AnalyzeSensitivity performs comprehensive sensitivity analysis on key parameters
func (sa *SensitivityAnalyzerImpl) AnalyzeSensitivity(
	baseAnalysis *EconomicAnalysis,
	assumptions *EconomicAssumptions,
) []SensitivityScenario {

	var scenarios []SensitivityScenario

	// Sensitivity on discount rate
	for _, variation := range sa.config.SensitivityVariations {
		newDiscountRate := assumptions.DiscountRate * (1 + variation)
		newNPV := sa.npvCalc.CalculateNPV(
			baseAnalysis.CapexRequired,
			baseAnalysis.AnnualSavings-baseAnalysis.OpexPerYear,
			newDiscountRate,
			assumptions.ProjectLifeYears,
		)

		scenarios = append(scenarios, SensitivityScenario{
			VariableName: "discount_rate",
			BaseValue:    assumptions.DiscountRate,
			VariationPct: variation,
			ImpactOnNPV:  (newNPV - baseAnalysis.NPV) / math.Abs(baseAnalysis.NPV),
			RiskLevel:    sa.calculateRiskLevel(math.Abs((newNPV - baseAnalysis.NPV) / baseAnalysis.NPV)),
		})
	}

	// Sensitivity on CAPEX
	for _, variation := range sa.config.SensitivityVariations {
		newCapex := baseAnalysis.CapexRequired * (1 + variation)
		newNPV := sa.npvCalc.CalculateNPV(
			newCapex,
			baseAnalysis.AnnualSavings-baseAnalysis.OpexPerYear,
			assumptions.DiscountRate,
			assumptions.ProjectLifeYears,
		)

		scenarios = append(scenarios, SensitivityScenario{
			VariableName: "capex",
			BaseValue:    baseAnalysis.CapexRequired,
			VariationPct: variation,
			ImpactOnNPV:  (newNPV - baseAnalysis.NPV) / math.Abs(baseAnalysis.NPV),
			RiskLevel:    sa.calculateRiskLevel(math.Abs((newNPV - baseAnalysis.NPV) / baseAnalysis.NPV)),
		})
	}

	// Sensitivity on annual savings (revenue/pricing sensitivity)
	for _, variation := range sa.config.SensitivityVariations {
		newSavings := baseAnalysis.AnnualSavings * (1 + variation)
		newNPV := sa.npvCalc.CalculateNPV(
			baseAnalysis.CapexRequired,
			newSavings-baseAnalysis.OpexPerYear,
			assumptions.DiscountRate,
			assumptions.ProjectLifeYears,
		)

		scenarios = append(scenarios, SensitivityScenario{
			VariableName: "annual_savings",
			BaseValue:    baseAnalysis.AnnualSavings,
			VariationPct: variation,
			ImpactOnNPV:  (newNPV - baseAnalysis.NPV) / math.Abs(baseAnalysis.NPV),
			RiskLevel:    sa.calculateRiskLevel(math.Abs((newNPV - baseAnalysis.NPV) / baseAnalysis.NPV)),
		})
	}

	// Sensitivity on OPEX
	for _, variation := range sa.config.SensitivityVariations {
		newOpex := baseAnalysis.OpexPerYear * (1 + variation)
		newNPV := sa.npvCalc.CalculateNPV(
			baseAnalysis.CapexRequired,
			baseAnalysis.AnnualSavings-newOpex,
			assumptions.DiscountRate,
			assumptions.ProjectLifeYears,
		)

		scenarios = append(scenarios, SensitivityScenario{
			VariableName: "opex",
			BaseValue:    baseAnalysis.OpexPerYear,
			VariationPct: variation,
			ImpactOnNPV:  (newNPV - baseAnalysis.NPV) / math.Abs(baseAnalysis.NPV),
			RiskLevel:    sa.calculateRiskLevel(math.Abs((newNPV - baseAnalysis.NPV) / baseAnalysis.NPV)),
		})
	}

	// Sensitivity on project life
	for _, variation := range []float64{-0.2, 0.2} { // -20% and +20% variations
		newLife := int(float64(assumptions.ProjectLifeYears) * (1 + variation))
		if newLife < 1 {
			newLife = 1
		}
		newNPV := sa.npvCalc.CalculateNPV(
			baseAnalysis.CapexRequired,
			baseAnalysis.AnnualSavings-baseAnalysis.OpexPerYear,
			assumptions.DiscountRate,
			newLife,
		)

		scenarios = append(scenarios, SensitivityScenario{
			VariableName: "project_life",
			BaseValue:    float64(assumptions.ProjectLifeYears),
			VariationPct: variation,
			ImpactOnNPV:  (newNPV - baseAnalysis.NPV) / math.Abs(baseAnalysis.NPV),
			RiskLevel:    sa.calculateRiskLevel(math.Abs((newNPV - baseAnalysis.NPV) / baseAnalysis.NPV)),
		})
	}

	// Sensitivity on CO2 pricing (for carbon credit value)
	for _, variation := range []float64{-0.5, 0.5, 1.0} { // -50%, +50%, +100% variations
		co2Value := baseAnalysis.CO2AvoidedTonnes * 25 * (1 + variation) // Assume €25/tonne CO2 baseline
		co2NPV := sa.npvCalc.CalculateNPV(
			baseAnalysis.CapexRequired,
			baseAnalysis.AnnualSavings-baseAnalysis.OpexPerYear+co2Value,
			assumptions.DiscountRate,
			assumptions.ProjectLifeYears,
		)

		scenarios = append(scenarios, SensitivityScenario{
			VariableName: "co2_price",
			BaseValue:    25.0, // €25/tonne
			VariationPct: variation,
			ImpactOnNPV:  (co2NPV - baseAnalysis.NPV) / math.Abs(baseAnalysis.NPV),
			RiskLevel:    sa.calculateRiskLevel(math.Abs((co2NPV - baseAnalysis.NPV) / baseAnalysis.NPV)),
		})
	}

	return scenarios
}

// calculateRiskLevel determines risk level based on NPV impact
func (sa *SensitivityAnalyzerImpl) calculateRiskLevel(impact float64) string {
	switch {
	case impact < sa.config.RiskThresholds.Low:
		return "low"
	case impact < sa.config.RiskThresholds.Medium:
		return "medium"
	case impact < sa.config.RiskThresholds.High:
		return "high"
	default:
		return "critical"
	}
}