@barchart/portfolio-api-common 1.0.201 → 1.0.205

package/lib/api/failures/PortfolioFailureType.js

@@ -12,6 +12,17 @@ module.exports = (() => {
 		constructor() {
 		}
 
+		/**
+		 * The portfolio referenced does not exist.
+		 *
+		 * @public
+		 * @static
+		 * @returns {FailureType}
+		 */
+		static get POSITION_CREATE_FAILED_NO_PORTFOLIO() {
+			return positionCreateFailedNoPortfolio;
+		}
+
 		/**
 		 * The transaction would occur before an existing transaction.
 		 *
@@ -60,6 +71,8 @@ module.exports = (() => {
 		}
 	}
 
+	const positionCreateFailedNoPortfolio = new FailureType('POSITION_CREATE_FAILED_OUT_OF_SEQUENCE', 'Unable to create transaction. The referenced portfolio does not exist. Has it been deleted?');
+
 	const transactionCreateFailedOutOfSequence = new FailureType('TRANSACTION_CREATE_FAILED_OUT_OF_SEQUENCE', 'Unable to create transaction, because the transaction date is out-of-sequence. In other words, it would occur before an existing transaction. Please confirm your intent to re-write transaction history (which could take some time and alter the historical results for this position).');
 	const transactionCreateFailedDirectionSwitch = new FailureType('TRANSACTION_CREATE_FAILED_DIRECTION_SWITCH', 'Unable to create transaction, because the position direction would be switched (from long to short or vice versa). Please close the position (to a zero balance) first, then enter a second transaction.');
 	const transactionCreateRewriteUnsupported = new FailureType('TRANSACTION_CREATE_REWRITE_UNSUPPORTED', 'Unable to re-write transaction history. This operation is not currently supported (but will be implemented soon).');

package/lib/data/InstrumentType.js

@@ -1,3 +1,5 @@
+const uuid = require('uuid');
+
 const assert = require('@barchart/common-js/lang/assert'),
 	Enum = require('@barchart/common-js/lang/Enum');
 
@@ -16,16 +18,19 @@ module.exports = (() => {
 	 * @param {Boolean} usesSymbols
 	 */
 	class InstrumentType extends Enum {
-		constructor(code, description, alternateDescription, canReinvest, usesSymbols) {
+		constructor(code, description, alternateDescription, canReinvest, usesSymbols, generator) {
 			super(code, description);
 
 			assert.argumentIsRequired(alternateDescription, 'alternateDescription', String);
 			assert.argumentIsRequired(canReinvest, 'canReinvest', Boolean);
 			assert.argumentIsRequired(usesSymbols, 'usesSymbols', Boolean);
+			assert.argumentIsRequired(generator, 'generator', Function);
 
 			this._alternateDescription = alternateDescription;
 			this._canReinvest = canReinvest;
 			this._usesSymbols = usesSymbols;
+
+			this._generator = generator;
 		}
 
 		/**
@@ -58,6 +63,23 @@ module.exports = (() => {
 			return this._usesSymbols;
 		}
 
+		/**
+		 * Generates an identifier for the instrument.
+		 *
+		 * @public
+		 * @param instrument
+		 * @returns {String}
+		 */
+		generateIdentifier(instrument) {
+			assert.argumentIsRequired(instrument, 'instrument');
+
+			if (instrument.type !== this) {
+				throw new Error('Unable to generate instrument identifier for incompatible type.');
+			}
+
+			return this._generator(instrument);
+		}
+
 		/**
 		 * Cash.
 		 *
@@ -102,15 +124,34 @@ module.exports = (() => {
 			return other;
 		}
 
+		/**
+		 * Generates an identifier for the instrument.
+		 *
+		 * @static
+		 * @public
+		 * @param instrument
+		 * @returns {String}
+		 */
+		static generateIdentifier(instrument) {
+			return map[instrument.type.code].generateIdentifier(instrument);
+		}
+
 		toString() {
 			return '[InstrumentType]';
 		}
 	}
 
-	const cash = new InstrumentType('CASH', 'cash', 'Cash', false, false);
-	const equity = new InstrumentType('EQUITY', 'equity', 'Equities', true, true);
-	const fund = new InstrumentType('FUND', 'mutual fund', 'Funds', true, true);
-	const other = new InstrumentType('OTHER', 'other', 'Other', false, false);
+	const cash = new InstrumentType('CASH', 'cash', 'Cash', false, false, (instrument) => `BARCHART-${instrument.type.code}-${instrument.currency.code}`);
+	const equity = new InstrumentType('EQUITY', 'equity', 'Equities', true, true, (instrument) => `BARCHART-${instrument.type.code}-${instrument.symbol.barchart}`);
+	const fund = new InstrumentType('FUND', 'mutual fund', 'Funds', true, true, (instrument) => `BARCHART-${instrument.type.code}-${instrument.symbol.barchart}`);
+	const other = new InstrumentType('OTHER', 'other', 'Other', false, false, (instrument) => `BARCHART-${instrument.type.code}-${uuid.v4()}`);
+
+	const map = { };
+
+	map[cash.code] = cash;
+	map[equity.code] = equity;
+	map[fund.code] = fund;
+	map[other.code] = other;
 
 	return InstrumentType;
 })();

package/lib/processing/PositionGroup.js

@@ -467,6 +467,9 @@ module.exports = (() => {
 			const descriptionSelector = this._definition.descriptionSelector;
 
 			this._description = descriptionSelector(this._items[0]);
+
+			this._dataActual.description = this._description;
+			this._dataFormat.description = this._description;
 		}));
 
 		this._disposeStack.push(quoteBinding);

package/lib/serialization/TransactionSchema.js

@@ -448,7 +448,6 @@ module.exports = (() => {
 		.withField('type', DataType.forEnum(TransactionType, 'TransactionType'))
 		.withField('date', DataType.DAY)
 		.withField('value', DataType.DECIMAL)
-		.withField('fee', DataType.DECIMAL, true)
 		.withField('force', DataType.BOOLEAN, true)
 		.schema
 	);

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@barchart/portfolio-api-common",
-  "version": "1.0.201",
+  "version": "1.0.205",
   "description": "Common classes used by the Portfolio system",
   "author": {
     "name": "Bryan Ingle",
@@ -9,7 +9,8 @@
   },
   "scripts": {},
   "dependencies": {
-    "@barchart/common-js": "~3.2.0"
+    "@barchart/common-js": "~3.2.0",
+    "uuid": "3.1.0"
   },
   "devDependencies": {
     "babel-core": "^6.26.0",

package/test/SpecRunner.js

@@ -1,4 +1,6 @@
 (function(){function r(e,n,t){function o(i,f){if(!n[i]){if(!e[i]){var c="function"==typeof require&&require;if(!f&&c)return c(i,!0);if(u)return u(i,!0);var a=new Error("Cannot find module '"+i+"'");throw a.code="MODULE_NOT_FOUND",a}var p=n[i]={exports:{}};e[i][0].call(p.exports,function(r){var n=e[i][1][r];return o(n||r)},p,p.exports,r,e,n,t)}return n[i].exports}for(var u="function"==typeof require&&require,i=0;i<t.length;i++)o(t[i]);return o}return r})()({1:[function(require,module,exports){
+const uuid = require('uuid');
+
 const assert = require('@barchart/common-js/lang/assert'),
 	Enum = require('@barchart/common-js/lang/Enum');
 
@@ -17,16 +19,19 @@ module.exports = (() => {
 	 * @param {Boolean} usesSymbols
 	 */
 	class InstrumentType extends Enum {
-		constructor(code, description, alternateDescription, canReinvest, usesSymbols) {
+		constructor(code, description, alternateDescription, canReinvest, usesSymbols, generator) {
 			super(code, description);
 
 			assert.argumentIsRequired(alternateDescription, 'alternateDescription', String);
 			assert.argumentIsRequired(canReinvest, 'canReinvest', Boolean);
 			assert.argumentIsRequired(usesSymbols, 'usesSymbols', Boolean);
+			assert.argumentIsRequired(generator, 'generator', Function);
 
 			this._alternateDescription = alternateDescription;
 			this._canReinvest = canReinvest;
 			this._usesSymbols = usesSymbols;
+
+			this._generator = generator;
 		}
 
 		/**
@@ -59,6 +64,23 @@ module.exports = (() => {
 			return this._usesSymbols;
 		}
 
+		/**
+		 * Generates an identifier for the instrument.
+		 *
+		 * @public
+		 * @param instrument
+		 * @returns {String}
+		 */
+		generateIdentifier(instrument) {
+			assert.argumentIsRequired(instrument, 'instrument');
+
+			if (instrument.type !== this) {
+				throw new Error('Unable to generate instrument identifier for incompatible type.');
+			}
+
+			return this._generator(instrument);
+		}
+
 		/**
 		 * Cash.
 		 *
@@ -103,20 +125,39 @@ module.exports = (() => {
 			return other;
 		}
 
+		/**
+		 * Generates an identifier for the instrument.
+		 *
+		 * @static
+		 * @public
+		 * @param instrument
+		 * @returns {String}
+		 */
+		static generateIdentifier(instrument) {
+			return map[instrument.type.code].generateIdentifier(instrument);
+		}
+
 		toString() {
 			return '[InstrumentType]';
 		}
 	}
 
-	const cash = new InstrumentType('CASH', 'cash', 'Cash', false, false);
-	const equity = new InstrumentType('EQUITY', 'equity', 'Equities', true, true);
-	const fund = new InstrumentType('FUND', 'mutual fund', 'Funds', true, true);
-	const other = new InstrumentType('OTHER', 'other', 'Other', false, false);
+	const cash = new InstrumentType('CASH', 'cash', 'Cash', false, false, (instrument) => `BARCHART-${instrument.type.code}-${instrument.currency.code}`);
+	const equity = new InstrumentType('EQUITY', 'equity', 'Equities', true, true, (instrument) => `BARCHART-${instrument.type.code}-${instrument.symbol.barchart}`);
+	const fund = new InstrumentType('FUND', 'mutual fund', 'Funds', true, true, (instrument) => `BARCHART-${instrument.type.code}-${instrument.symbol.barchart}`);
+	const other = new InstrumentType('OTHER', 'other', 'Other', false, false, (instrument) => `BARCHART-${instrument.type.code}-${uuid.v4()}`);
+
+	const map = { };
+
+	map[cash.code] = cash;
+	map[equity.code] = equity;
+	map[fund.code] = fund;
+	map[other.code] = other;
 
 	return InstrumentType;
 })();
 
-},{"@barchart/common-js/lang/Enum":19,"@barchart/common-js/lang/assert":22}],2:[function(require,module,exports){
+},{"@barchart/common-js/lang/Enum":19,"@barchart/common-js/lang/assert":22,"uuid":28}],2:[function(require,module,exports){
 const array = require('@barchart/common-js/lang/array'),
 	assert = require('@barchart/common-js/lang/assert'),
 	Day = require('@barchart/common-js/lang/Day'),
@@ -2061,6 +2102,9 @@ module.exports = (() => {
 			const descriptionSelector = this._definition.descriptionSelector;
 
 			this._description = descriptionSelector(this._items[0]);
+
+			this._dataActual.description = this._description;
+			this._dataFormat.description = this._description;
 		}));
 
 		this._disposeStack.push(quoteBinding);
@@ -3347,14 +3391,31 @@ module.exports = function () {
 		}
 
 		/**
-   * Returns the parent node. If this is the root node, a null value is returned.
+   * Gets the root node.
    *
    * @public
-   * @returns {Tree|null}
+   * @returns {Tree}
    */
 
 
 		_createClass(Tree, [{
+			key: 'getRoot',
+			value: function getRoot() {
+				if (this.getIsRoot()) {
+					return this;
+				} else {
+					return this._parent.getRoot();
+				}
+			}
+
+			/**
+    * Returns the parent node. If this is the root node, a null value is returned.
+    *
+    * @public
+    * @returns {Tree|null}
+    */
+
+		}, {
 			key: 'getParent',
 			value: function getParent() {
 				return this._parent;
@@ -7841,6 +7902,211 @@ module.exports = function () {
 })(this);
 
 },{}],28:[function(require,module,exports){
+var v1 = require('./v1');
+var v4 = require('./v4');
+
+var uuid = v4;
+uuid.v1 = v1;
+uuid.v4 = v4;
+
+module.exports = uuid;
+
+},{"./v1":31,"./v4":32}],29:[function(require,module,exports){
+/**
+ * Convert array of 16 byte values to UUID string format of the form:
+ * XXXXXXXX-XXXX-XXXX-XXXX-XXXXXXXXXXXX
+ */
+var byteToHex = [];
+for (var i = 0; i < 256; ++i) {
+  byteToHex[i] = (i + 0x100).toString(16).substr(1);
+}
+
+function bytesToUuid(buf, offset) {
+  var i = offset || 0;
+  var bth = byteToHex;
+  return bth[buf[i++]] + bth[buf[i++]] +
+          bth[buf[i++]] + bth[buf[i++]] + '-' +
+          bth[buf[i++]] + bth[buf[i++]] + '-' +
+          bth[buf[i++]] + bth[buf[i++]] + '-' +
+          bth[buf[i++]] + bth[buf[i++]] + '-' +
+          bth[buf[i++]] + bth[buf[i++]] +
+          bth[buf[i++]] + bth[buf[i++]] +
+          bth[buf[i++]] + bth[buf[i++]];
+}
+
+module.exports = bytesToUuid;
+
+},{}],30:[function(require,module,exports){
+(function (global){
+// Unique ID creation requires a high quality random # generator.  In the
+// browser this is a little complicated due to unknown quality of Math.random()
+// and inconsistent support for the `crypto` API.  We do the best we can via
+// feature-detection
+var rng;
+
+var crypto = global.crypto || global.msCrypto; // for IE 11
+if (crypto && crypto.getRandomValues) {
+  // WHATWG crypto RNG - http://wiki.whatwg.org/wiki/Crypto
+  var rnds8 = new Uint8Array(16); // eslint-disable-line no-undef
+  rng = function whatwgRNG() {
+    crypto.getRandomValues(rnds8);
+    return rnds8;
+  };
+}
+
+if (!rng) {
+  // Math.random()-based (RNG)
+  //
+  // If all else fails, use Math.random().  It's fast, but is of unspecified
+  // quality.
+  var rnds = new Array(16);
+  rng = function() {
+    for (var i = 0, r; i < 16; i++) {
+      if ((i & 0x03) === 0) r = Math.random() * 0x100000000;
+      rnds[i] = r >>> ((i & 0x03) << 3) & 0xff;
+    }
+
+    return rnds;
+  };
+}
+
+module.exports = rng;
+
+}).call(this,typeof global !== "undefined" ? global : typeof self !== "undefined" ? self : typeof window !== "undefined" ? window : {})
+},{}],31:[function(require,module,exports){
+var rng = require('./lib/rng');
+var bytesToUuid = require('./lib/bytesToUuid');
+
+// **`v1()` - Generate time-based UUID**
+//
+// Inspired by https://github.com/LiosK/UUID.js
+// and http://docs.python.org/library/uuid.html
+
+// random #'s we need to init node and clockseq
+var _seedBytes = rng();
+
+// Per 4.5, create and 48-bit node id, (47 random bits + multicast bit = 1)
+var _nodeId = [
+  _seedBytes[0] | 0x01,
+  _seedBytes[1], _seedBytes[2], _seedBytes[3], _seedBytes[4], _seedBytes[5]
+];
+
+// Per 4.2.2, randomize (14 bit) clockseq
+var _clockseq = (_seedBytes[6] << 8 | _seedBytes[7]) & 0x3fff;
+
+// Previous uuid creation time
+var _lastMSecs = 0, _lastNSecs = 0;
+
+// See https://github.com/broofa/node-uuid for API details
+function v1(options, buf, offset) {
+  var i = buf && offset || 0;
+  var b = buf || [];
+
+  options = options || {};
+
+  var clockseq = options.clockseq !== undefined ? options.clockseq : _clockseq;
+
+  // UUID timestamps are 100 nano-second units since the Gregorian epoch,
+  // (1582-10-15 00:00).  JSNumbers aren't precise enough for this, so
+  // time is handled internally as 'msecs' (integer milliseconds) and 'nsecs'
+  // (100-nanoseconds offset from msecs) since unix epoch, 1970-01-01 00:00.
+  var msecs = options.msecs !== undefined ? options.msecs : new Date().getTime();
+
+  // Per 4.2.1.2, use count of uuid's generated during the current clock
+  // cycle to simulate higher resolution clock
+  var nsecs = options.nsecs !== undefined ? options.nsecs : _lastNSecs + 1;
+
+  // Time since last uuid creation (in msecs)
+  var dt = (msecs - _lastMSecs) + (nsecs - _lastNSecs)/10000;
+
+  // Per 4.2.1.2, Bump clockseq on clock regression
+  if (dt < 0 && options.clockseq === undefined) {
+    clockseq = clockseq + 1 & 0x3fff;
+  }
+
+  // Reset nsecs if clock regresses (new clockseq) or we've moved onto a new
+  // time interval
+  if ((dt < 0 || msecs > _lastMSecs) && options.nsecs === undefined) {
+    nsecs = 0;
+  }
+
+  // Per 4.2.1.2 Throw error if too many uuids are requested
+  if (nsecs >= 10000) {
+    throw new Error('uuid.v1(): Can\'t create more than 10M uuids/sec');
+  }
+
+  _lastMSecs = msecs;
+  _lastNSecs = nsecs;
+  _clockseq = clockseq;
+
+  // Per 4.1.4 - Convert from unix epoch to Gregorian epoch
+  msecs += 12219292800000;
+
+  // `time_low`
+  var tl = ((msecs & 0xfffffff) * 10000 + nsecs) % 0x100000000;
+  b[i++] = tl >>> 24 & 0xff;
+  b[i++] = tl >>> 16 & 0xff;
+  b[i++] = tl >>> 8 & 0xff;
+  b[i++] = tl & 0xff;
+
+  // `time_mid`
+  var tmh = (msecs / 0x100000000 * 10000) & 0xfffffff;
+  b[i++] = tmh >>> 8 & 0xff;
+  b[i++] = tmh & 0xff;
+
+  // `time_high_and_version`
+  b[i++] = tmh >>> 24 & 0xf | 0x10; // include version
+  b[i++] = tmh >>> 16 & 0xff;
+
+  // `clock_seq_hi_and_reserved` (Per 4.2.2 - include variant)
+  b[i++] = clockseq >>> 8 | 0x80;
+
+  // `clock_seq_low`
+  b[i++] = clockseq & 0xff;
+
+  // `node`
+  var node = options.node || _nodeId;
+  for (var n = 0; n < 6; ++n) {
+    b[i + n] = node[n];
+  }
+
+  return buf ? buf : bytesToUuid(b);
+}
+
+module.exports = v1;
+
+},{"./lib/bytesToUuid":29,"./lib/rng":30}],32:[function(require,module,exports){
+var rng = require('./lib/rng');
+var bytesToUuid = require('./lib/bytesToUuid');
+
+function v4(options, buf, offset) {
+  var i = buf && offset || 0;
+
+  if (typeof(options) == 'string') {
+    buf = options == 'binary' ? new Array(16) : null;
+    options = null;
+  }
+  options = options || {};
+
+  var rnds = options.random || (options.rng || rng)();
+
+  // Per 4.4, set bits for version and `clock_seq_hi_and_reserved`
+  rnds[6] = (rnds[6] & 0x0f) | 0x40;
+  rnds[8] = (rnds[8] & 0x3f) | 0x80;
+
+  // Copy bytes to buffer, if provided
+  if (buf) {
+    for (var ii = 0; ii < 16; ++ii) {
+      buf[i + ii] = rnds[ii];
+    }
+  }
+
+  return buf || bytesToUuid(rnds);
+}
+
+module.exports = v4;
+
+},{"./lib/bytesToUuid":29,"./lib/rng":30}],33:[function(require,module,exports){
 const Day = require('@barchart/common-js/lang/Day'),
 	Decimal = require('@barchart/common-js/lang/Decimal');
 
@@ -8197,7 +8463,7 @@ describe('After the PositionSummaryFrame enumeration is initialized', () => {
 	});
 });
 
-},{"./../../../lib/data/PositionSummaryFrame":2,"./../../../lib/data/TransactionType":3,"@barchart/common-js/lang/Day":16,"@barchart/common-js/lang/Decimal":17}],29:[function(require,module,exports){
+},{"./../../../lib/data/PositionSummaryFrame":2,"./../../../lib/data/TransactionType":3,"@barchart/common-js/lang/Day":16,"@barchart/common-js/lang/Decimal":17}],34:[function(require,module,exports){
 const Currency = require('@barchart/common-js/lang/Currency'),
 	Decimal = require('@barchart/common-js/lang/Decimal');
 
@@ -8307,4 +8573,4 @@ describe('When a position container data is gathered', () => {
 	});
 });
 
-},{"./../../../lib/data/InstrumentType":1,"./../../../lib/processing/PositionContainer":4,"./../../../lib/processing/definitions/PositionLevelDefinition":7,"./../../../lib/processing/definitions/PositionLevelType":8,"./../../../lib/processing/definitions/PositionTreeDefinition":9,"@barchart/common-js/lang/Currency":15,"@barchart/common-js/lang/Decimal":17}]},{},[28,29]);
+},{"./../../../lib/data/InstrumentType":1,"./../../../lib/processing/PositionContainer":4,"./../../../lib/processing/definitions/PositionLevelDefinition":7,"./../../../lib/processing/definitions/PositionLevelType":8,"./../../../lib/processing/definitions/PositionTreeDefinition":9,"@barchart/common-js/lang/Currency":15,"@barchart/common-js/lang/Decimal":17}]},{},[33,34]);