@barchart/portfolio-api-common 1.0.150 → 1.0.154

package/lib/processing/PositionContainer.js

@@ -181,7 +181,7 @@ module.exports = (() => {
 						const items = populatedObjects[key];
 						const first = items[0];
 
-						list.push(new PositionGroup(this, parent, items, levelDefinition.currencySelector(first), key, levelDefinition.descriptionSelector(first), levelDefinition.single && items.length === 1));
+						list.push(new PositionGroup(this, parent, items, levelDefinition.currencySelector(first), key, levelDefinition.descriptionSelector(first), levelDefinition.single && items.length === 1, levelDefinition.aggregateCash));
 
 						return list;
 					}, [ ]);
@@ -523,6 +523,5 @@ module.exports = (() => {
 		}
 	}
 
-
 	return PositionContainer;
 })();

package/lib/processing/PositionGroup.js

@@ -8,6 +8,8 @@ const array = require('@barchart/common-js/lang/array'),
 	is = require('@barchart/common-js/lang/is'),
 	Rate = require('@barchart/common-js/lang/Rate');
 
+const InstrumentType = require('./../data/InstrumentType');
+
 module.exports = (() => {
 	'use strict';
 
@@ -25,9 +27,10 @@ module.exports = (() => {
 	 * @param {String} key
 	 * @param {String} description
 	 * @param {Boolean=} single
+	 * @param {Boolean=} aggregateCash
 	 */
 	class PositionGroup {
-		constructor(container, parent, items, currency, key, description, single) {
+		constructor(container, parent, items, currency, key, description, single, aggregateCash) {
 			this._id = counter++;
 			this._container = container;
 			this._parent = parent || null;
@@ -40,6 +43,7 @@ module.exports = (() => {
 			this._description = description;
 
 			this._single = is.boolean(single) && single;
+			this._aggregateCash = is.boolean(aggregateCash) && aggregateCash;
 
 			this._excluded = false;
 			this._suspended = false;
@@ -102,6 +106,8 @@ module.exports = (() => {
 			this._dataFormat.quoteChangePercent = null;
 			this._dataFormat.quoteTime = null;
 			this._dataFormat.quoteVolume = null;
+			this._dataFormat.quoteChangeDirection = unchanged;
+			this._dataFormat.quoteChangeNegative = false;
 
 			this._dataActual.currentPrice = null;
 			this._dataActual.previousPrice = null;
@@ -115,6 +121,7 @@ module.exports = (() => {
 			this._dataActual.total = null;
 			this._dataActual.summaryTotalCurrent = null;
 			this._dataActual.summaryTotalPrevious = null;
+			this._dataActual.cashTotal = null;
 
 			this._dataFormat.currentPrice = null;
 			this._dataFormat.previousPrice = null;
@@ -135,6 +142,7 @@ module.exports = (() => {
 			this._dataActual.summaryTotalCurrentNegative = false;
 			this._dataFormat.summaryTotalPrevious = null;
 			this._dataFormat.summaryTotalPreviousNegative = false;
+			this._dataFormat.cashTotal = null;
 
 			this._items.forEach((item) => {
 				this._disposeStack.push(item.registerQuoteChangeHandler((quote, sender) => {
@@ -161,6 +169,9 @@ module.exports = (() => {
 						this._dataFormat.quoteChangePercent = formatPercent(new Decimal(this._dataActual.quoteChangePercent || 0), 2);
 						this._dataFormat.quoteTime = this._dataActual.quoteTime;
 						this._dataFormat.quoteVolume = formatNumber(this._dataActual.quoteVolume, 0);
+
+						setTimeout(() => this._dataFormat.quoteChangeDirection = { up: this._dataActual.quoteChange.getIsPositive(), down: this._dataActual.quoteChange.getIsNegative() }, 0);
+						this._dataFormat.quoteChangeNegative = this._dataActual.quoteChange.getIsNegative();
 					} else {
 						this._dataActual.currentPrice = null;
 						this._dataFormat.currentPrice = null;
@@ -185,7 +196,7 @@ module.exports = (() => {
 		}
 
 		/**
-		 * A unique (and otherwise meaningless) idenfitifer for the group.
+		 * A unique (and otherwise meaningless) identifier for the group.
 		 *
 		 * @public
 		 * @returns {Number}
@@ -312,6 +323,13 @@ module.exports = (() => {
 			}
 		}
 
+		/**
+		 * Set a flag to indicate if parent groups should exclude this group's
+		 * items from their calculations.
+		 *
+		 * @public
+		 * @param {Boolean} value
+		 */
 		setExcluded(value) {
 			assert.argumentIsRequired(value, 'value', Boolean);
 
@@ -450,6 +468,10 @@ module.exports = (() => {
 			updates.summaryTotalCurrent = updates.summaryTotalCurrent.add(translate(item, item.data.summaryTotalCurrent));
 			updates.summaryTotalPrevious = updates.summaryTotalPrevious.add(translate(item, item.data.summaryTotalPrevious));
 
+			if (item.position.type === InstrumentType.CASH) {
+				updates.cashTotal = updates.cashTotal.add(translate(item, item.data.market));
+			}
+
 			return updates;
 		}, {
 			basis: Decimal.ZERO,
@@ -457,7 +479,8 @@ module.exports = (() => {
 			unrealized: Decimal.ZERO,
 			income: Decimal.ZERO,
 			summaryTotalCurrent: Decimal.ZERO,
-			summaryTotalPrevious: Decimal.ZERO
+			summaryTotalPrevious: Decimal.ZERO,
+			cashTotal: Decimal.ZERO
 		});
 
 		actual.basis = updates.basis;
@@ -466,6 +489,7 @@ module.exports = (() => {
 		actual.income = updates.income;
 		actual.summaryTotalCurrent = updates.summaryTotalCurrent;
 		actual.summaryTotalPrevious = updates.summaryTotalPrevious;
+		actual.cashTotal = updates.cashTotal;
 
 		format.basis = formatCurrency(actual.basis, currency);
 		format.realized = formatCurrency(actual.basis, currency);
@@ -474,6 +498,7 @@ module.exports = (() => {
 		format.summaryTotalCurrent = formatCurrency(updates.summaryTotalCurrent, currency);
 		format.summaryTotalPrevious = formatCurrency(updates.summaryTotalPrevious, currency);
 		format.summaryTotalPreviousNegative = updates.summaryTotalPrevious.getIsNegative();
+		format.cashTotal = formatCurrency(updates.cashTotal, currency);
 
 		calculateUnrealizedPercent(group);
 
@@ -545,18 +570,6 @@ module.exports = (() => {
 				summaryTotalCurrent: actual.summaryTotalCurrent.add(translate(item, item.data.summaryTotalCurrentChange))
 			};
 		}
-		
-		if (parent !== null) {
-			const parentData = parent._dataActual;
-
-			if (parentData.market !== null && !parentData.market.getIsZero()) {
-				updates.marketPercent = updates.market.divide(parentData.market);
-			} else {
-				updates.marketPercent = null;
-			}
-		} else {
-			updates.marketPercent = null;
-		}
 
 		actual.market = updates.market;
 		actual.unrealized = updates.unrealized;
@@ -593,13 +606,14 @@ module.exports = (() => {
 		}
 
 		const parent = group._parent;
+		const excluded = group._excluded;
 
 		const actual = group._dataActual;
 		const format = group._dataFormat;
 		
 		let marketPercent;
 		
-		if (parent !== null) {
+		if (parent !== null && !excluded) {
 			const parentData = parent._dataActual;
 
 			if (parentData.market !== null && !parentData.market.getIsZero()) {

package/lib/processing/PositionItem.js

@@ -35,9 +35,7 @@ module.exports = (() => {
 			this._data.basis = null;
 
 			this._currentQuote = null;
-
 			this._currentPrice = null;
-			this._previousPrice = null;
 
 			this._data.currentPrice = null;
 			this._data.currentPricePrevious = null;

package/lib/processing/definitions/PositionLevelDefinition.js

@@ -15,10 +15,12 @@ module.exports = (() => {
 	 * @param {PositionLevelDefinition~descriptionSelector} descriptionSelector
 	 * @param {PositionLevelDefinition~currencySelector} currencySelector
 	 * @param {Array.<PositionLevelDefinition~RequiredGroup>=} requiredGroups
+	 * @param {Array.<PositionLevelDefinition~RequiredGroup>=} requiredGroups
 	 * @param {Boolean=} single
+	 * @param {Boolean=} aggregateCash
 	 */
 	class PositionLevelDefinition {
-		constructor(name, keySelector, descriptionSelector, currencySelector, requiredGroups, single) {
+		constructor(name, keySelector, descriptionSelector, currencySelector, requiredGroups, single, aggregateCash) {
 			assert.argumentIsRequired(name, 'name', String);
 			assert.argumentIsRequired(keySelector, 'keySelector', Function);
 			assert.argumentIsRequired(descriptionSelector, 'descriptionSelector', Function);
@@ -29,6 +31,7 @@ module.exports = (() => {
 			}
 
 			assert.argumentIsOptional(single, 'single', Boolean);
+			assert.argumentIsOptional(aggregateCash, 'aggregateCash', Boolean);
 
 			this._name = name;
 
@@ -38,6 +41,7 @@ module.exports = (() => {
 
 			this._requiredGroups = requiredGroups || [ ];
 			this._single = is.boolean(single) && single;
+			this._aggregateCash = is.boolean(aggregateCash) && aggregateCash;
 		}
 
 		/**
@@ -104,6 +108,16 @@ module.exports = (() => {
 			return this._single;
 		}
 
+		/**
+		 * Indicates if the grouping level should aggregate cash positions.
+		 *
+		 * @public
+		 * @returns {Boolean}
+		 */
+		get aggregateCash() {
+			return this._aggregateCash;
+		}
+
 		toString() {
 			return '[PositionLevelDefinition]';
 		}

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@barchart/portfolio-api-common",
-  "version": "1.0.150",
+  "version": "1.0.154",
   "description": "Common classes used by the Portfolio system",
   "author": {
     "name": "Bryan Ingle",

package/test/SpecRunner.js

@@ -897,7 +897,7 @@ module.exports = (() => {
 						const items = populatedObjects[key];
 						const first = items[0];
 
-						list.push(new PositionGroup(this, parent, items, levelDefinition.currencySelector(first), key, levelDefinition.descriptionSelector(first), levelDefinition.single && items.length === 1));
+						list.push(new PositionGroup(this, parent, items, levelDefinition.currencySelector(first), key, levelDefinition.descriptionSelector(first), levelDefinition.single && items.length === 1, levelDefinition.aggregateCash));
 
 						return list;
 					}, [ ]);
@@ -1239,7 +1239,6 @@ module.exports = (() => {
 		}
 	}
 
-
 	return PositionContainer;
 })();
 
@@ -1254,6 +1253,8 @@ const array = require('@barchart/common-js/lang/array'),
 	is = require('@barchart/common-js/lang/is'),
 	Rate = require('@barchart/common-js/lang/Rate');
 
+const InstrumentType = require('./../data/InstrumentType');
+
 module.exports = (() => {
 	'use strict';
 
@@ -1271,9 +1272,10 @@ module.exports = (() => {
 	 * @param {String} key
 	 * @param {String} description
 	 * @param {Boolean=} single
+	 * @param {Boolean=} aggregateCash
 	 */
 	class PositionGroup {
-		constructor(container, parent, items, currency, key, description, single) {
+		constructor(container, parent, items, currency, key, description, single, aggregateCash) {
 			this._id = counter++;
 			this._container = container;
 			this._parent = parent || null;
@@ -1286,6 +1288,7 @@ module.exports = (() => {
 			this._description = description;
 
 			this._single = is.boolean(single) && single;
+			this._aggregateCash = is.boolean(aggregateCash) && aggregateCash;
 
 			this._excluded = false;
 			this._suspended = false;
@@ -1348,6 +1351,8 @@ module.exports = (() => {
 			this._dataFormat.quoteChangePercent = null;
 			this._dataFormat.quoteTime = null;
 			this._dataFormat.quoteVolume = null;
+			this._dataFormat.quoteChangeDirection = unchanged;
+			this._dataFormat.quoteChangeNegative = false;
 
 			this._dataActual.currentPrice = null;
 			this._dataActual.previousPrice = null;
@@ -1361,6 +1366,7 @@ module.exports = (() => {
 			this._dataActual.total = null;
 			this._dataActual.summaryTotalCurrent = null;
 			this._dataActual.summaryTotalPrevious = null;
+			this._dataActual.cashTotal = null;
 
 			this._dataFormat.currentPrice = null;
 			this._dataFormat.previousPrice = null;
@@ -1381,6 +1387,7 @@ module.exports = (() => {
 			this._dataActual.summaryTotalCurrentNegative = false;
 			this._dataFormat.summaryTotalPrevious = null;
 			this._dataFormat.summaryTotalPreviousNegative = false;
+			this._dataFormat.cashTotal = null;
 
 			this._items.forEach((item) => {
 				this._disposeStack.push(item.registerQuoteChangeHandler((quote, sender) => {
@@ -1407,6 +1414,9 @@ module.exports = (() => {
 						this._dataFormat.quoteChangePercent = formatPercent(new Decimal(this._dataActual.quoteChangePercent || 0), 2);
 						this._dataFormat.quoteTime = this._dataActual.quoteTime;
 						this._dataFormat.quoteVolume = formatNumber(this._dataActual.quoteVolume, 0);
+
+						setTimeout(() => this._dataFormat.quoteChangeDirection = { up: this._dataActual.quoteChange.getIsPositive(), down: this._dataActual.quoteChange.getIsNegative() }, 0);
+						this._dataFormat.quoteChangeNegative = this._dataActual.quoteChange.getIsNegative();
 					} else {
 						this._dataActual.currentPrice = null;
 						this._dataFormat.currentPrice = null;
@@ -1431,7 +1441,7 @@ module.exports = (() => {
 		}
 
 		/**
-		 * A unique (and otherwise meaningless) idenfitifer for the group.
+		 * A unique (and otherwise meaningless) identifier for the group.
 		 *
 		 * @public
 		 * @returns {Number}
@@ -1558,6 +1568,13 @@ module.exports = (() => {
 			}
 		}
 
+		/**
+		 * Set a flag to indicate if parent groups should exclude this group's
+		 * items from their calculations.
+		 *
+		 * @public
+		 * @param {Boolean} value
+		 */
 		setExcluded(value) {
 			assert.argumentIsRequired(value, 'value', Boolean);
 
@@ -1696,6 +1713,10 @@ module.exports = (() => {
 			updates.summaryTotalCurrent = updates.summaryTotalCurrent.add(translate(item, item.data.summaryTotalCurrent));
 			updates.summaryTotalPrevious = updates.summaryTotalPrevious.add(translate(item, item.data.summaryTotalPrevious));
 
+			if (item.position.type === InstrumentType.CASH) {
+				updates.cashTotal = updates.cashTotal.add(translate(item, item.data.market));
+			}
+
 			return updates;
 		}, {
 			basis: Decimal.ZERO,
@@ -1703,7 +1724,8 @@ module.exports = (() => {
 			unrealized: Decimal.ZERO,
 			income: Decimal.ZERO,
 			summaryTotalCurrent: Decimal.ZERO,
-			summaryTotalPrevious: Decimal.ZERO
+			summaryTotalPrevious: Decimal.ZERO,
+			cashTotal: Decimal.ZERO
 		});
 
 		actual.basis = updates.basis;
@@ -1712,6 +1734,7 @@ module.exports = (() => {
 		actual.income = updates.income;
 		actual.summaryTotalCurrent = updates.summaryTotalCurrent;
 		actual.summaryTotalPrevious = updates.summaryTotalPrevious;
+		actual.cashTotal = updates.cashTotal;
 
 		format.basis = formatCurrency(actual.basis, currency);
 		format.realized = formatCurrency(actual.basis, currency);
@@ -1720,6 +1743,7 @@ module.exports = (() => {
 		format.summaryTotalCurrent = formatCurrency(updates.summaryTotalCurrent, currency);
 		format.summaryTotalPrevious = formatCurrency(updates.summaryTotalPrevious, currency);
 		format.summaryTotalPreviousNegative = updates.summaryTotalPrevious.getIsNegative();
+		format.cashTotal = formatCurrency(updates.cashTotal, currency);
 
 		calculateUnrealizedPercent(group);
 
@@ -1791,18 +1815,6 @@ module.exports = (() => {
 				summaryTotalCurrent: actual.summaryTotalCurrent.add(translate(item, item.data.summaryTotalCurrentChange))
 			};
 		}
-		
-		if (parent !== null) {
-			const parentData = parent._dataActual;
-
-			if (parentData.market !== null && !parentData.market.getIsZero()) {
-				updates.marketPercent = updates.market.divide(parentData.market);
-			} else {
-				updates.marketPercent = null;
-			}
-		} else {
-			updates.marketPercent = null;
-		}
 
 		actual.market = updates.market;
 		actual.unrealized = updates.unrealized;
@@ -1839,13 +1851,14 @@ module.exports = (() => {
 		}
 
 		const parent = group._parent;
+		const excluded = group._excluded;
 
 		const actual = group._dataActual;
 		const format = group._dataFormat;
 		
 		let marketPercent;
 		
-		if (parent !== null) {
+		if (parent !== null && !excluded) {
 			const parentData = parent._dataActual;
 
 			if (parentData.market !== null && !parentData.market.getIsZero()) {
@@ -1892,7 +1905,7 @@ module.exports = (() => {
 	return PositionGroup;
 })();
 
-},{"@barchart/common-js/collections/specialized/DisposableStack":13,"@barchart/common-js/lang/Currency":14,"@barchart/common-js/lang/Decimal":16,"@barchart/common-js/lang/Rate":19,"@barchart/common-js/lang/array":20,"@barchart/common-js/lang/assert":21,"@barchart/common-js/lang/formatter":22,"@barchart/common-js/lang/is":23,"@barchart/common-js/messaging/Event":25}],6:[function(require,module,exports){
+},{"./../data/InstrumentType":1,"@barchart/common-js/collections/specialized/DisposableStack":13,"@barchart/common-js/lang/Currency":14,"@barchart/common-js/lang/Decimal":16,"@barchart/common-js/lang/Rate":19,"@barchart/common-js/lang/array":20,"@barchart/common-js/lang/assert":21,"@barchart/common-js/lang/formatter":22,"@barchart/common-js/lang/is":23,"@barchart/common-js/messaging/Event":25}],6:[function(require,module,exports){
 const array = require('@barchart/common-js/lang/array'),
 	assert = require('@barchart/common-js/lang/assert'),
 	Currency = require('@barchart/common-js/lang/Currency'),
@@ -1930,9 +1943,7 @@ module.exports = (() => {
 			this._data.basis = null;
 
 			this._currentQuote = null;
-
 			this._currentPrice = null;
-			this._previousPrice = null;
 
 			this._data.currentPrice = null;
 			this._data.currentPricePrevious = null;
@@ -2279,10 +2290,12 @@ module.exports = (() => {
 	 * @param {PositionLevelDefinition~descriptionSelector} descriptionSelector
 	 * @param {PositionLevelDefinition~currencySelector} currencySelector
 	 * @param {Array.<PositionLevelDefinition~RequiredGroup>=} requiredGroups
+	 * @param {Array.<PositionLevelDefinition~RequiredGroup>=} requiredGroups
 	 * @param {Boolean=} single
+	 * @param {Boolean=} aggregateCash
 	 */
 	class PositionLevelDefinition {
-		constructor(name, keySelector, descriptionSelector, currencySelector, requiredGroups, single) {
+		constructor(name, keySelector, descriptionSelector, currencySelector, requiredGroups, single, aggregateCash) {
 			assert.argumentIsRequired(name, 'name', String);
 			assert.argumentIsRequired(keySelector, 'keySelector', Function);
 			assert.argumentIsRequired(descriptionSelector, 'descriptionSelector', Function);
@@ -2293,6 +2306,7 @@ module.exports = (() => {
 			}
 
 			assert.argumentIsOptional(single, 'single', Boolean);
+			assert.argumentIsOptional(aggregateCash, 'aggregateCash', Boolean);
 
 			this._name = name;
 
@@ -2302,6 +2316,7 @@ module.exports = (() => {
 
 			this._requiredGroups = requiredGroups || [ ];
 			this._single = is.boolean(single) && single;
+			this._aggregateCash = is.boolean(aggregateCash) && aggregateCash;
 		}
 
 		/**
@@ -2368,6 +2383,16 @@ module.exports = (() => {
 			return this._single;
 		}
 
+		/**
+		 * Indicates if the grouping level should aggregate cash positions.
+		 *
+		 * @public
+		 * @returns {Boolean}
+		 */
+		get aggregateCash() {
+			return this._aggregateCash;
+		}
+
 		toString() {
 			return '[PositionLevelDefinition]';
 		}