@barchart/portfolio-api-common 1.0.17 → 1.0.21

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Files changed (7) hide show
  1. package/lib/data/PositionSummaryFrame.js +83 -9
  2. package/lib/serialization/PortfolioSchema.js +23 -3
  3. package/lib/serialization/PositionSchema.js +10 -0
  4. package/lib/serialization/TransactionSchema.js +280 -0
  5. package/package.json +2 -1
  6. package/test/SpecRunner.js +3515 -1
  7. package/test/specs/data/PositionSummaryFrameSpec.js +228 -0
package/lib/data/PositionSummaryFrame.js CHANGED
@@ -1,5 +1,8 @@
1
- const assert = require('@barchart/common-js/lang/assert'),
2
- Enum = require('@barchart/common-js/lang/Enum');
1
+ const array = require('@barchart/common-js/lang/array'),
2
+ assert = require('@barchart/common-js/lang/assert'),
3
+ Day = require('@barchart/common-js/lang/Day'),
4
+ Enum = require('@barchart/common-js/lang/Enum'),
5
+ is = require('@barchart/common-js/lang/is');
3
6
 
4
7
  module.exports = (() => {
5
8
  'use strict';
@@ -9,13 +12,23 @@ module.exports = (() => {
9
12
  *
10
13
  * @public
11
14
  * @extends {Enum}
12
- * @param {String} description
13
15
  * @param {String} code
14
- * @param {Boolean} canReinvest
16
+ * @param {String} description
17
+ * @param {Function} rangeCalculator
15
18
  */
16
19
  class PositionSummaryFrame extends Enum {
17
- constructor(code, description) {
20
+ constructor(code, description, rangeCalculator) {
18
21
  super(code, description);
22
+
23
+ assert.argumentIsRequired(rangeCalculator, 'rangeCalculator', Function);
24
+
25
+ this._rangeCalculator = rangeCalculator;
26
+ }
27
+
28
+ getRanges(transactions) {
29
+ assert.argumentIsArray(transactions, 'transactions');
30
+
31
+ return this._rangeCalculator(transactions);
19
32
  }
20
33
 
21
34
  /**
@@ -63,10 +76,71 @@ module.exports = (() => {
63
76
  }
64
77
  }
65
78
 
66
- const yearly = new PositionSummaryFrame('YEARL', 'year');
67
- const quarterly = new PositionSummaryFrame('QUARTER', 'quarter');
68
- const monthly = new PositionSummaryFrame('MONTH', 'month');
69
- const ytd = new PositionSummaryFrame('YTD', 'year-to-date');
79
+ const yearly = new PositionSummaryFrame('YEARLY', 'year', getYearlyRanges);
80
+ const quarterly = new PositionSummaryFrame('QUARTER', 'quarter', getQuarterlyRanges);
81
+ const monthly = new PositionSummaryFrame('MONTH', 'month', getMonthlyRanges);
82
+ const ytd = new PositionSummaryFrame('YTD', 'year-to-date', getYearToDateRanges);
83
+
84
+ function getRange(start, end) {
85
+ return {
86
+ start: start,
87
+ end: end
88
+ };
89
+ }
90
+
91
+ function getYearlyRanges(transactions) {
92
+ const ranges = [ ];
93
+
94
+ if (transactions.length !== 0) {
95
+ const first = array.first(transactions);
96
+ const last = array.last(transactions);
97
+
98
+ const firstDate = first.date;
99
+ const lastDate = last.date;
100
+
101
+ let lastYear;
102
+
103
+ if (last.snapshot.open.getIsZero()) {
104
+ lastYear = last.date.year + 1;
105
+ } else {
106
+ lastYear = Day.getToday().year;
107
+ }
108
+
109
+ for (let end = new Day(firstDate.year, 12, 31); end.year < lastYear; end = end.addYears(1)) {
110
+ ranges.push(getRange(end.subtractYears(1), end));
111
+ }
112
+ }
113
+
114
+ return ranges;
115
+ }
116
+
117
+ function getQuarterlyRanges(transactions) {
118
+ return [ ];
119
+ }
120
+
121
+ function getMonthlyRanges(transactions) {
122
+ return [ ];
123
+ }
124
+
125
+ function getYearToDateRanges(transactions) {
126
+ const ranges = [ ];
127
+
128
+ if (transactions.length !== 0) {
129
+ const first = array.first(transactions);
130
+ const last = array.last(transactions);
131
+
132
+ const currentYear = Day.getToday().year;
133
+
134
+ if (!last.snapshot.open.getIsZero() || last.date.year === currentYear) {
135
+ let end = new Day(Day.getToday().year, 12, 31);
136
+ let start = end.subtractYears(1);
137
+
138
+ ranges.push(getRange(start, end));
139
+ }
140
+ }
141
+
142
+ return ranges;
143
+ }
70
144
 
71
145
  return PositionSummaryFrame;
72
146
  })();
package/lib/serialization/PortfolioSchema.js CHANGED
@@ -3,6 +3,7 @@ const assert = require('@barchart/common-js/lang/assert'),
3
3
  DataType = require('@barchart/common-js/serialization/json/DataType'),
4
4
  Enum = require('@barchart/common-js/lang/Enum'),
5
5
  is = require('@barchart/common-js/lang/is'),
6
+ Schema = require('@barchart/common-js/serialization/json/Schema'),
6
7
  SchemaBuilder = require('@barchart/common-js/serialization/json/builders/SchemaBuilder'),
7
8
  Timezones = require('@barchart/common-js/lang/Timezones');
8
9
 
@@ -24,18 +25,37 @@ module.exports = (() => {
24
25
  this._schema = schema;
25
26
  }
26
27
 
28
+ /**
29
+ * @public
30
+ * @returns {Schema}
31
+ */
27
32
  get schema() {
28
33
  return this._schema;
29
34
  }
30
35
 
36
+ /**
37
+ * @static
38
+ * @public
39
+ * @returns {PortfolioSchema}
40
+ */
31
41
  static get CREATE() {
32
42
  return create;
33
43
  }
34
44
 
45
+ /**
46
+ * @static
47
+ * @public
48
+ * @returns {PortfolioSchema}
49
+ */
35
50
  static get COMPLETE() {
36
51
  return complete;
37
52
  }
38
53
 
54
+ /**
55
+ * @static
56
+ * @public
57
+ * @returns {PortfolioSchema}
58
+ */
39
59
  static get UPDATE() {
40
60
  return update;
41
61
  }
@@ -61,7 +81,7 @@ module.exports = (() => {
61
81
  .withField('legacy.warnings', DataType.NUMBER, true)
62
82
  .withField('legacy.drops', DataType.NUMBER, true)
63
83
  .withField('system.version', DataType.NUMBER, true)
64
- .withField('data', DataType.OBJECT, true)
84
+ .withField('miscellany', DataType.AD_HOC, true)
65
85
  .schema
66
86
  );
67
87
 
@@ -73,7 +93,7 @@ module.exports = (() => {
73
93
  .withField('defaults.currency', DataType.forEnum(Currency, 'Currency'))
74
94
  .withField('defaults.reinvest', DataType.BOOLEAN, true)
75
95
  .withField('defaults.valuation', DataType.forEnum(ValuationType, 'ValuationType'))
76
- .withField('data', DataType.OBJECT, true)
96
+ .withField('miscellany', DataType.AD_HOC, true)
77
97
  .schema
78
98
  );
79
99
 
@@ -84,7 +104,7 @@ module.exports = (() => {
84
104
  .withField('defaults.currency', DataType.forEnum(Currency, 'Currency'))
85
105
  .withField('defaults.reinvest', DataType.BOOLEAN, true)
86
106
  .withField('defaults.valuation', DataType.forEnum(ValuationType, 'ValuationType'))
87
- .withField('data', DataType.OBJECT, true)
107
+ .withField('miscellany', DataType.AD_HOC, true)
88
108
  .schema
89
109
  );
90
110
 
package/lib/serialization/PositionSchema.js CHANGED
@@ -3,6 +3,7 @@ const assert = require('@barchart/common-js/lang/assert'),
3
3
  DataType = require('@barchart/common-js/serialization/json/DataType'),
4
4
  Enum = require('@barchart/common-js/lang/Enum'),
5
5
  is = require('@barchart/common-js/lang/is'),
6
+ Schema = require('@barchart/common-js/serialization/json/Schema'),
6
7
  SchemaBuilder = require('@barchart/common-js/serialization/json/builders/SchemaBuilder');
7
8
 
8
9
  const ValuationType = require('./../data/ValuationType');
@@ -23,10 +24,19 @@ module.exports = (() => {
23
24
  this._schema = schema;
24
25
  }
25
26
 
27
+ /**
28
+ * @public
29
+ * @returns {Schema}
30
+ */
26
31
  get schema() {
27
32
  return this._schema;
28
33
  }
29
34
 
35
+ /**
36
+ * @static
37
+ * @public
38
+ * @returns {PositionSchema}
39
+ */
30
40
  static get COMPLETE() {
31
41
  return complete;
32
42
  }
package/lib/serialization/TransactionSchema.js CHANGED
@@ -2,6 +2,7 @@ const assert = require('@barchart/common-js/lang/assert'),
2
2
  Currency = require('@barchart/common-js/lang/Currency'),
3
3
  DataType = require('@barchart/common-js/serialization/json/DataType'),
4
4
  Enum = require('@barchart/common-js/lang/Enum'),
5
+ Schema = require('@barchart/common-js/serialization/json/Schema'),
5
6
  SchemaBuilder = require('@barchart/common-js/serialization/json/builders/SchemaBuilder');
6
7
 
7
8
  const TransactionType = require('./../data/TransactionType');
@@ -22,6 +23,10 @@ module.exports = (() => {
22
23
  this._schema = schema;
23
24
  }
24
25
 
26
+ /**
27
+ * @public
28
+ * @returns {Schema}
29
+ */
25
30
  get schema() {
26
31
  return this._schema;
27
32
  }
@@ -30,6 +35,78 @@ module.exports = (() => {
30
35
  return complete;
31
36
  }
32
37
 
38
+ static get BUY() {
39
+ return buy;
40
+ }
41
+
42
+ static get SELL() {
43
+ return sell;
44
+ }
45
+
46
+ static get BUY_SHORT() {
47
+ return buyShort;
48
+ }
49
+
50
+ static get SELL_SHORT() {
51
+ return sellShort;
52
+ }
53
+
54
+ static get DIVIDEND() {
55
+ return dividend;
56
+ }
57
+
58
+ static get DIVIDEND_REINVEST() {
59
+ return dividendReinvest;
60
+ }
61
+
62
+ static get DIVIDEND_STOCK() {
63
+ return dividendStock;
64
+ }
65
+
66
+ static get DISTRIBUTION_CASH() {
67
+ return distributionCash;
68
+ }
69
+
70
+ static get DISTRIBUTION_FUND() {
71
+ return distributionFund;
72
+ }
73
+
74
+ static get SPLIT() {
75
+ return split;
76
+ }
77
+
78
+ static get FEE() {
79
+ return fee;
80
+ }
81
+
82
+ static get FEE_UNITS() {
83
+ return feeUnits;
84
+ }
85
+
86
+ static get DEPOSIT() {
87
+ return deposit;
88
+ }
89
+
90
+ static get WITHDRAWAL() {
91
+ return withdrawal;
92
+ }
93
+
94
+ static get DEBIT() {
95
+ return debit;
96
+ }
97
+
98
+ static get CREDIT() {
99
+ return credit;
100
+ }
101
+
102
+ static get VALUATION() {
103
+ return valuation;
104
+ }
105
+
106
+ static get INCOME() {
107
+ return income;
108
+ }
109
+
33
110
  toString() {
34
111
  return '[TransactionSchema]';
35
112
  }
@@ -75,5 +152,208 @@ module.exports = (() => {
75
152
  .schema
76
153
  );
77
154
 
155
+ const buy = new TransactionSchema(SchemaBuilder.withName('B')
156
+ .withField('type', DataType.forEnum(TransactionType, 'TransactionType'))
157
+ .withField('position', DataType.STRING, true)
158
+ .withField('instrument.name', DataType.STRING, true)
159
+ .withField('instrument.type', DataType.STRING, true)
160
+ .withField('instrument.currency', DataType.forEnum(Currency, 'Currency'), true)
161
+ .withField('instrument.symbol.barchart', DataType.STRING, true)
162
+ .withField('instrument.symbol.display', DataType.STRING, true)
163
+ .withField('currency', DataType.forEnum(Currency, 'Currency'))
164
+ .withField('date', DataType.DAY)
165
+ .withField('price', DataType.DECIMAL)
166
+ .withField('quantity', DataType.DECIMAL)
167
+ .withField('fee', DataType.DECIMAL, true)
168
+ .schema
169
+ );
170
+
171
+ const sell = new TransactionSchema(SchemaBuilder.withName('S')
172
+ .withField('type', DataType.forEnum(TransactionType, 'TransactionType'))
173
+ .withField('position', DataType.STRING, true)
174
+ .withField('currency', DataType.forEnum(Currency, 'Currency'))
175
+ .withField('date', DataType.DAY)
176
+ .withField('price', DataType.DECIMAL)
177
+ .withField('quantity', DataType.DECIMAL)
178
+ .withField('fee', DataType.DECIMAL, true)
179
+ .schema
180
+ );
181
+
182
+ const buyShort = new TransactionSchema(SchemaBuilder.withName('BS')
183
+ .withField('type', DataType.forEnum(TransactionType, 'TransactionType'))
184
+ .withField('position', DataType.STRING, true)
185
+ .withField('currency', DataType.forEnum(Currency, 'Currency'))
186
+ .withField('date', DataType.DAY)
187
+ .withField('price', DataType.DECIMAL)
188
+ .withField('quantity', DataType.DECIMAL)
189
+ .withField('fee', DataType.DECIMAL, true)
190
+ .schema
191
+ );
192
+
193
+ const sellShort = new TransactionSchema(SchemaBuilder.withName('SS')
194
+ .withField('type', DataType.forEnum(TransactionType, 'TransactionType'))
195
+ .withField('position', DataType.STRING, true)
196
+ .withField('currency', DataType.forEnum(Currency, 'Currency'))
197
+ .withField('date', DataType.DAY)
198
+ .withField('price', DataType.DECIMAL)
199
+ .withField('quantity', DataType.DECIMAL)
200
+ .withField('fee', DataType.DECIMAL, true)
201
+ .schema
202
+ );
203
+
204
+ const dividend = new TransactionSchema(SchemaBuilder.withName('DV')
205
+ .withField('type', DataType.forEnum(TransactionType, 'TransactionType'))
206
+ .withField('position', DataType.STRING, true)
207
+ .withField('currency', DataType.forEnum(Currency, 'Currency'))
208
+ .withField('date', DataType.DAY)
209
+ .withField('rate', DataType.DECIMAL)
210
+ .withField('open', DataType.DECIMAL, true)
211
+ .withField('effective', DataType.DAY, true)
212
+ .withField('fee', DataType.DECIMAL, true)
213
+ .schema
214
+ );
215
+
216
+ const dividendReinvest = new TransactionSchema(SchemaBuilder.withName('DX')
217
+ .withField('type', DataType.forEnum(TransactionType, 'TransactionType'))
218
+ .withField('position', DataType.STRING, true)
219
+ .withField('currency', DataType.forEnum(Currency, 'Currency'))
220
+ .withField('date', DataType.DAY)
221
+ .withField('rate', DataType.DECIMAL)
222
+ .withField('open', DataType.DECIMAL, true)
223
+ .withField('effective', DataType.DAY, true)
224
+ .withField('price', DataType.DECIMAL)
225
+ .withField('fee', DataType.DECIMAL, true)
226
+ .schema
227
+ );
228
+
229
+ const dividendStock = new TransactionSchema(SchemaBuilder.withName('DS')
230
+ .withField('type', DataType.forEnum(TransactionType, 'TransactionType'))
231
+ .withField('position', DataType.STRING, true)
232
+ .withField('currency', DataType.forEnum(Currency, 'Currency'))
233
+ .withField('date', DataType.DAY)
234
+ .withField('rate', DataType.DECIMAL)
235
+ .withField('open', DataType.DECIMAL, true)
236
+ .withField('effective', DataType.DAY, true)
237
+ .withField('price', DataType.DECIMAL)
238
+ .withField('fee', DataType.DECIMAL, true)
239
+ .schema
240
+ );
241
+
242
+ const distributionCash = new TransactionSchema(SchemaBuilder.withName('DC')
243
+ .withField('type', DataType.forEnum(TransactionType, 'TransactionType'))
244
+ .withField('position', DataType.STRING, true)
245
+ .withField('currency', DataType.forEnum(Currency, 'Currency'))
246
+ .withField('date', DataType.DAY)
247
+ .withField('rate', DataType.DECIMAL)
248
+ .withField('open', DataType.DECIMAL, true)
249
+ .withField('effective', DataType.DAY, true)
250
+ .withField('fee', DataType.DECIMAL, true)
251
+ .schema
252
+ );
253
+
254
+ const distributionFund = new TransactionSchema(SchemaBuilder.withName('DF')
255
+ .withField('type', DataType.forEnum(TransactionType, 'TransactionType'))
256
+ .withField('position', DataType.STRING, true)
257
+ .withField('currency', DataType.forEnum(Currency, 'Currency'))
258
+ .withField('date', DataType.DAY)
259
+ .withField('rate', DataType.DECIMAL)
260
+ .withField('open', DataType.DECIMAL, true)
261
+ .withField('effective', DataType.DAY, true)
262
+ .withField('fee', DataType.DECIMAL, true)
263
+ .schema
264
+ );
265
+
266
+ const split = new TransactionSchema(SchemaBuilder.withName('SP')
267
+ .withField('type', DataType.forEnum(TransactionType, 'TransactionType'))
268
+ .withField('position', DataType.STRING, true)
269
+ .withField('currency', DataType.forEnum(Currency, 'Currency'))
270
+ .withField('date', DataType.DAY)
271
+ .withField('numerator', DataType.DECIMAL)
272
+ .withField('denominator', DataType.DECIMAL)
273
+ .withField('effective', DataType.DAY, true)
274
+ .withField('fee', DataType.DECIMAL, true)
275
+ .schema
276
+ );
277
+
278
+ const fee = new TransactionSchema(SchemaBuilder.withName('F')
279
+ .withField('type', DataType.forEnum(TransactionType, 'TransactionType'))
280
+ .withField('position', DataType.STRING, true)
281
+ .withField('currency', DataType.forEnum(Currency, 'Currency'))
282
+ .withField('date', DataType.DAY)
283
+ .withField('fee', DataType.DECIMAL)
284
+ .schema
285
+ );
286
+
287
+ const feeUnits = new TransactionSchema(SchemaBuilder.withName('FU')
288
+ .withField('type', DataType.forEnum(TransactionType, 'TransactionType'))
289
+ .withField('position', DataType.STRING, true)
290
+ .withField('currency', DataType.forEnum(Currency, 'Currency'))
291
+ .withField('date', DataType.DAY)
292
+ .withField('fee', DataType.DECIMAL)
293
+ .withField('price', DataType.DECIMAL)
294
+ .schema
295
+ );
296
+
297
+ const deposit = new TransactionSchema(SchemaBuilder.withName('D')
298
+ .withField('type', DataType.forEnum(TransactionType, 'TransactionType'))
299
+ .withField('position', DataType.STRING, true)
300
+ .withField('currency', DataType.forEnum(Currency, 'Currency'))
301
+ .withField('date', DataType.DAY)
302
+ .withField('amount', DataType.DECIMAL)
303
+ .withField('fee', DataType.DECIMAL, true)
304
+ .schema
305
+ );
306
+
307
+ const withdrawal = new TransactionSchema(SchemaBuilder.withName('W')
308
+ .withField('type', DataType.forEnum(TransactionType, 'TransactionType'))
309
+ .withField('position', DataType.STRING, true)
310
+ .withField('currency', DataType.forEnum(Currency, 'Currency'))
311
+ .withField('date', DataType.DAY)
312
+ .withField('amount', DataType.DECIMAL)
313
+ .withField('fee', DataType.DECIMAL, true)
314
+ .schema
315
+ );
316
+
317
+ const debit = new TransactionSchema(SchemaBuilder.withName('DR')
318
+ .withField('type', DataType.forEnum(TransactionType, 'TransactionType'))
319
+ .withField('position', DataType.STRING, true)
320
+ .withField('currency', DataType.forEnum(Currency, 'Currency'))
321
+ .withField('date', DataType.DAY)
322
+ .withField('amount', DataType.DECIMAL)
323
+ .withField('fee', DataType.DECIMAL, true)
324
+ .schema
325
+ );
326
+
327
+ const credit = new TransactionSchema(SchemaBuilder.withName('CR')
328
+ .withField('type', DataType.forEnum(TransactionType, 'TransactionType'))
329
+ .withField('position', DataType.STRING, true)
330
+ .withField('currency', DataType.forEnum(Currency, 'Currency'))
331
+ .withField('date', DataType.DAY)
332
+ .withField('amount', DataType.DECIMAL)
333
+ .withField('fee', DataType.DECIMAL, true)
334
+ .schema
335
+ );
336
+
337
+ const valuation = new TransactionSchema(SchemaBuilder.withName('V')
338
+ .withField('type', DataType.forEnum(TransactionType, 'TransactionType'))
339
+ .withField('position', DataType.STRING, true)
340
+ .withField('currency', DataType.forEnum(Currency, 'Currency'))
341
+ .withField('date', DataType.DAY)
342
+ .withField('value', DataType.DECIMAL)
343
+ .withField('fee', DataType.DECIMAL, true)
344
+ .schema
345
+ );
346
+
347
+ const income = new TransactionSchema(SchemaBuilder.withName('I')
348
+ .withField('type', DataType.forEnum(TransactionType, 'TransactionType'))
349
+ .withField('position', DataType.STRING, true)
350
+ .withField('currency', DataType.forEnum(Currency, 'Currency'))
351
+ .withField('date', DataType.DAY)
352
+ .withField('income', DataType.DECIMAL)
353
+ .withField('fee', DataType.DECIMAL, true)
354
+ .schema
355
+ );
356
+
357
+
78
358
  return TransactionSchema;
79
359
  })();
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@barchart/portfolio-api-common",
3
- "version": "1.0.17",
3
+ "version": "1.0.21",
4
4
  "description": "Common classes used by the Portfolio system",
5
5
  "author": {
6
6
  "name": "Bryan Ingle",
@@ -14,6 +14,7 @@
14
14
  "devDependencies": {
15
15
  "babel-core": "^6.26.0",
16
16
  "babel-preset-es2015": "^6.24.1",
17
+ "babelify": "^8.0.0",
17
18
  "browserify": "^14.5.0",
18
19
  "git-get-status": "^1.0.5",
19
20
  "glob": "^6.0.1",