@barchart/portfolio-api-common 1.0.213 → 1.0.217

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Files changed (8) hide show
  1. package/lib/api/failures/PortfolioFailureType.js +14 -1
  2. package/lib/data/InstrumentType.js +33 -5
  3. package/lib/data/PositionDirection.js +142 -0
  4. package/lib/serialization/PositionSchema.js +3 -0
  5. package/lib/serialization/PositionSummarySchema.js +6 -1
  6. package/lib/serialization/TransactionSchema.js +3 -0
  7. package/package.json +1 -1
  8. package/test/SpecRunner.js +33 -5
package/lib/api/failures/PortfolioFailureType.js CHANGED
@@ -34,6 +34,18 @@ module.exports = (() => {
34
34
  return transactionCreateFailedOutOfSequence;
35
35
  }
36
36
 
37
+ /**
38
+ * The transaction type is not valid, given the current position size
39
+ * (e.g. sell is invalid for a short position, sell short must be used).
40
+ *
41
+ * @public
42
+ * @static
43
+ * @returns {FailureType}
44
+ */
45
+ static get TRANSACTION_CREATE_FAILED_TYPE_INVALID_FOR_POSITION() {
46
+ return transactionCreateFailedTypeInvalidForPosition;
47
+ }
48
+
37
49
  /**
38
50
  * The transaction would cause the position to change (from long to
39
51
  * short, or vice versa).
@@ -74,7 +86,8 @@ module.exports = (() => {
74
86
  const positionCreateFailedNoPortfolio = new FailureType('POSITION_CREATE_FAILED_NO_PORTFOLIO', 'Unable to create transaction. The referenced portfolio does not exist. Has it been deleted?');
75
87
 
76
88
  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).');
77
- 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.');
89
+ const transactionCreateFailedTypeInvalidForPosition = new FailureType('TRANSACTION_CREATE_FAILED_INVALID_FOR_POSITION', 'A {L|type.description} are not allowed. At the time of the transaction, your position is {L|direction} (i.e. {L|sign}).');
90
+ 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), then enter a second transaction.');
78
91
  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).');
79
92
 
80
93
  const transactionDeleteFailedOutOfSequence = new FailureType('TRANSACTION_DELETE_FAILED_OUT_OF_SEQUENCE', 'Deleting any transaction, except for the most recent, will cause transaction history to be re-written. Please confirm your intent to re-write transaction history (which could take some time and alter the historical results for this position).');
package/lib/data/InstrumentType.js CHANGED
@@ -15,19 +15,26 @@ module.exports = (() => {
15
15
  * @param {String} alternateDescription
16
16
  * @param {String} code
17
17
  * @param {Boolean} canReinvest
18
+ * @param {Boolean} canShort
19
+ * @param {Boolean} canSwitchDirection
18
20
  * @param {Boolean} usesSymbols
21
+ * @param {Function} usesSymbols
19
22
  */
20
23
  class InstrumentType extends Enum {
21
- constructor(code, description, alternateDescription, canReinvest, usesSymbols, generator) {
24
+ constructor(code, description, alternateDescription, canReinvest, canShort, canSwitchDirection, usesSymbols, generator) {
22
25
  super(code, description);
23
26
 
24
27
  assert.argumentIsRequired(alternateDescription, 'alternateDescription', String);
25
28
  assert.argumentIsRequired(canReinvest, 'canReinvest', Boolean);
29
+ assert.argumentIsRequired(canShort, 'canShort', Boolean);
30
+ assert.argumentIsRequired(canSwitchDirection, 'canSwitchDirection', Boolean);
26
31
  assert.argumentIsRequired(usesSymbols, 'usesSymbols', Boolean);
27
32
  assert.argumentIsRequired(generator, 'generator', Function);
28
33
 
29
34
  this._alternateDescription = alternateDescription;
30
35
  this._canReinvest = canReinvest;
36
+ this._canShort = canShort;
37
+ this._canSwitchDirection = canSwitchDirection;
31
38
  this._usesSymbols = usesSymbols;
32
39
 
33
40
  this._generator = generator;
@@ -53,6 +60,27 @@ module.exports = (() => {
53
60
  return this._canReinvest;
54
61
  }
55
62
 
63
+ /**
64
+ * Indicates if short-selling is possible for this instrument type.
65
+ *
66
+ * @public
67
+ * @returns {Boolean}
68
+ */
69
+ get canShort() {
70
+ return this._canShort;
71
+ }
72
+
73
+ /**
74
+ * Indicates if one transaction is allowed to switch a position size from
75
+ * positive to negative (or vice versa).
76
+ *
77
+ * @public
78
+ * @returns {Boolean}
79
+ */
80
+ get canSwitchDirection() {
81
+ return this._canSwitchDirection;
82
+ }
83
+
56
84
  /**
57
85
  * Indicates if an instrument of this type can be represented by a symbol.
58
86
  *
@@ -141,10 +169,10 @@ module.exports = (() => {
141
169
  }
142
170
  }
143
171
 
144
- const cash = new InstrumentType('CASH', 'cash', 'Cash', false, false, (instrument) => `BARCHART-${instrument.type.code}-${instrument.currency.code}`);
145
- const equity = new InstrumentType('EQUITY', 'equity', 'Equities', true, true, (instrument) => `BARCHART-${instrument.type.code}-${instrument.symbol.barchart}`);
146
- const fund = new InstrumentType('FUND', 'mutual fund', 'Funds', true, true, (instrument) => `BARCHART-${instrument.type.code}-${instrument.symbol.barchart}`);
147
- const other = new InstrumentType('OTHER', 'other', 'Other', false, false, (instrument) => `BARCHART-${instrument.type.code}-${uuid.v4()}`);
172
+ const cash = new InstrumentType('CASH', 'cash', 'Cash', false, false, true, false, (instrument) => `BARCHART-${instrument.type.code}-${instrument.currency.code}`);
173
+ const equity = new InstrumentType('EQUITY', 'equity', 'Equities', true, true, false, true, (instrument) => `BARCHART-${instrument.type.code}-${instrument.symbol.barchart}`);
174
+ const fund = new InstrumentType('FUND', 'mutual fund', 'Funds', true, false, false, true, (instrument) => `BARCHART-${instrument.type.code}-${instrument.symbol.barchart}`);
175
+ const other = new InstrumentType('OTHER', 'other', 'Other', false, false, false, false, (instrument) => `BARCHART-${instrument.type.code}-${uuid.v4()}`);
148
176
 
149
177
  const map = { };
150
178
 
package/lib/data/PositionDirection.js ADDED
@@ -0,0 +1,142 @@
1
+ const assert = require('@barchart/common-js/lang/assert'),
2
+ Decimal = require('@barchart/common-js/lang/Decimal'),
3
+ Enum = require('@barchart/common-js/lang/Enum');
4
+
5
+ module.exports = (() => {
6
+ 'use strict';
7
+
8
+ /**
9
+ * Describes a position size -- positive values are long, negative values
10
+ * are short and zero values are even.
11
+ *
12
+ * @public
13
+ * @extends {Enum}
14
+ * @param {String} code
15
+ * @param {String} description
16
+ * @param {sign} sign
17
+ */
18
+ class PositionDirection extends Enum {
19
+ constructor(code, description, sign) {
20
+ super(code, description);
21
+
22
+ assert.argumentIsString(sign, 'sign', String);
23
+
24
+ this._sign = sign;
25
+ }
26
+
27
+ /**
28
+ * A description of the positiveness or negativeness of the size of the
29
+ * position.
30
+ *
31
+ * @public
32
+ * @returns {String}
33
+ */
34
+ get sign() {
35
+ return this._sign;
36
+ }
37
+
38
+ /**
39
+ * Indicates if the position size is positive (i.e. is {@link PositionDirection.LONG}).
40
+ *
41
+ * @public
42
+ * @returns {boolean}
43
+ */
44
+ get positive() {
45
+ return this === long;
46
+ }
47
+
48
+ /**
49
+ * Indicates if the position size is negative (i.e. is {@link PositionDirection.SHORT}).
50
+ *
51
+ * @public
52
+ * @returns {boolean}
53
+ */
54
+ get negative() {
55
+ return this === short;
56
+ }
57
+
58
+ /**
59
+ * Indicates if the position size is zero (i.e. is {@link PositionDirection.EVEN}).
60
+ *
61
+ * @public
62
+ * @returns {boolean}
63
+ */
64
+ get closed() {
65
+ return this === even;
66
+ }
67
+
68
+ /**
69
+ * A positive quantity position.
70
+ *
71
+ * @public
72
+ * @static
73
+ * @returns {PositionDirection}
74
+ */
75
+ static get LONG() {
76
+ return long;
77
+ }
78
+
79
+ /**
80
+ * A positive quantity position.
81
+ *
82
+ * @public
83
+ * @static
84
+ * @returns {PositionDirection}
85
+ */
86
+ static get SHORT() {
87
+ return short;
88
+ }
89
+
90
+ /**
91
+ * A zero quantity position.
92
+ *
93
+ * @public
94
+ * @static
95
+ * @returns {PositionDirection}
96
+ */
97
+ static get EVEN() {
98
+ return even;
99
+ }
100
+
101
+ /**
102
+ * Given an open quantity, returns a {@link PositionDirection} that
103
+ * describes the quantity.
104
+ *
105
+ * @public
106
+ * @static
107
+ * @param {Decimal} open
108
+ * @returns {PositionDirection}
109
+ */
110
+ static for(open) {
111
+ assert.argumentIsRequired(open, 'open', Decimal, 'Decimal');
112
+
113
+ if (open.getIsPositive()) {
114
+ return long;
115
+ } else if (open.getIsNegative()) {
116
+ return short;
117
+ } else {
118
+ return even;
119
+ }
120
+ }
121
+
122
+ /**
123
+ * Returns true of the direction switched (from long to short, or
124
+ * short to long).
125
+ *
126
+ * @public
127
+ * @static
128
+ * @param {PositionDirection} a
129
+ * @param {PositionDirection} b
130
+ * @returns {Boolean}
131
+ */
132
+ static switched(a, b) {
133
+ return !a.closed && !b.closed && a.positive !== b.positive;
134
+ }
135
+ }
136
+
137
+ const long = new PositionDirection('LONG', 'Long', 'positive');
138
+ const short = new PositionDirection('SHORT', 'Short', 'negative');
139
+ const even = new PositionDirection('EVEN', 'Even', 'zero');
140
+
141
+ return PositionDirection;
142
+ })();
package/lib/serialization/PositionSchema.js CHANGED
@@ -7,6 +7,7 @@ const assert = require('@barchart/common-js/lang/assert'),
7
7
  SchemaBuilder = require('@barchart/common-js/serialization/json/builders/SchemaBuilder');
8
8
 
9
9
  const InstrumentType = require('./../data/InstrumentType'),
10
+ PositionDirection = require('./../data/PositionDirection'),
10
11
  ValuationType = require('./../data/ValuationType');
11
12
 
12
13
  module.exports = (() => {
@@ -79,6 +80,7 @@ module.exports = (() => {
79
80
  .withField('reinvest', DataType.BOOLEAN)
80
81
  .withField('snapshot.date', DataType.DAY)
81
82
  .withField('snapshot.open', DataType.DECIMAL)
83
+ .withField('snapshot.direction', DataType.forEnum(PositionDirection, 'PositionDirection'))
82
84
  .withField('snapshot.buys', DataType.DECIMAL)
83
85
  .withField('snapshot.sells', DataType.DECIMAL)
84
86
  .withField('snapshot.gain', DataType.DECIMAL)
@@ -110,6 +112,7 @@ module.exports = (() => {
110
112
  .withField('reinvest', DataType.BOOLEAN)
111
113
  .withField('snapshot.date', DataType.DAY)
112
114
  .withField('snapshot.open', DataType.DECIMAL)
115
+ .withField('snapshot.direction', DataType.forEnum(PositionDirection, 'PositionDirection'))
113
116
  .withField('snapshot.buys', DataType.DECIMAL)
114
117
  .withField('snapshot.sells', DataType.DECIMAL)
115
118
  .withField('snapshot.gain', DataType.DECIMAL)
package/lib/serialization/PositionSummarySchema.js CHANGED
@@ -6,7 +6,8 @@ const assert = require('@barchart/common-js/lang/assert'),
6
6
  Schema = require('@barchart/common-js/serialization/json/Schema'),
7
7
  SchemaBuilder = require('@barchart/common-js/serialization/json/builders/SchemaBuilder');
8
8
 
9
- const PositionSummaryFrame = require('./../data/PositionSummaryFrame');
9
+ const PositionDirection = require('./../data/PositionDirection'),
10
+ PositionSummaryFrame = require('./../data/PositionSummaryFrame');
10
11
 
11
12
  module.exports = (() => {
12
13
  'use strict';
@@ -76,11 +77,13 @@ module.exports = (() => {
76
77
  .withField('start.date', DataType.DAY)
77
78
  .withField('start.sequence', DataType.NUMBER)
78
79
  .withField('start.open', DataType.DECIMAL)
80
+ .withField('start.direction', DataType.forEnum(PositionDirection, 'PositionDirection'))
79
81
  .withField('start.basis', DataType.DECIMAL)
80
82
  .withField('start.value', DataType.DECIMAL)
81
83
  .withField('end.date', DataType.DAY)
82
84
  .withField('end.sequence', DataType.NUMBER)
83
85
  .withField('end.open', DataType.DECIMAL)
86
+ .withField('end.direction', DataType.forEnum(PositionDirection, 'PositionDirection'))
84
87
  .withField('end.basis', DataType.DECIMAL)
85
88
  .withField('end.value', DataType.DECIMAL)
86
89
  .withField('period.buys', DataType.DECIMAL)
@@ -108,11 +111,13 @@ module.exports = (() => {
108
111
  .withField('start.date', DataType.DAY)
109
112
  .withField('start.sequence', DataType.NUMBER)
110
113
  .withField('start.open', DataType.DECIMAL)
114
+ .withField('start.direction', DataType.forEnum(PositionDirection, 'PositionDirection'))
111
115
  .withField('start.basis', DataType.DECIMAL)
112
116
  .withField('start.value', DataType.DECIMAL)
113
117
  .withField('end.date', DataType.DAY)
114
118
  .withField('end.sequence', DataType.NUMBER)
115
119
  .withField('end.open', DataType.DECIMAL)
120
+ .withField('end.direction', DataType.forEnum(PositionDirection, 'PositionDirection'))
116
121
  .withField('end.basis', DataType.DECIMAL)
117
122
  .withField('end.value', DataType.DECIMAL)
118
123
  .withField('period.buys', DataType.DECIMAL)
package/lib/serialization/TransactionSchema.js CHANGED
@@ -7,6 +7,7 @@ const assert = require('@barchart/common-js/lang/assert'),
7
7
  SchemaBuilder = require('@barchart/common-js/serialization/json/builders/SchemaBuilder');
8
8
 
9
9
  const InstrumentType = require('./../data/InstrumentType'),
10
+ PositionDirection = require('./../data/PositionDirection'),
10
11
  TransactionType = require('./../data/TransactionType');
11
12
 
12
13
  module.exports = (() => {
@@ -176,6 +177,7 @@ module.exports = (() => {
176
177
  .withField('reference.position', DataType.STRING, true)
177
178
  .withField('reference.sequence', DataType.NUMBER, true)
178
179
  .withField('snapshot.open', DataType.DECIMAL)
180
+ .withField('snapshot.direction', DataType.forEnum(PositionDirection, 'PositionDirection'))
179
181
  .withField('snapshot.buys', DataType.DECIMAL)
180
182
  .withField('snapshot.sells', DataType.DECIMAL)
181
183
  .withField('snapshot.gain', DataType.DECIMAL)
@@ -219,6 +221,7 @@ module.exports = (() => {
219
221
  .withField('reference.position', DataType.STRING, true)
220
222
  .withField('reference.sequence', DataType.NUMBER, true)
221
223
  .withField('snapshot.open', DataType.DECIMAL)
224
+ .withField('snapshot.direction', DataType.forEnum(PositionDirection, 'PositionDirection'))
222
225
  .withField('snapshot.buys', DataType.DECIMAL)
223
226
  .withField('snapshot.sells', DataType.DECIMAL)
224
227
  .withField('snapshot.gain', DataType.DECIMAL)
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@barchart/portfolio-api-common",
3
- "version": "1.0.213",
3
+ "version": "1.0.217",
4
4
  "description": "Common classes used by the Portfolio system",
5
5
  "author": {
6
6
  "name": "Bryan Ingle",
package/test/SpecRunner.js CHANGED
@@ -16,19 +16,26 @@ module.exports = (() => {
16
16
  * @param {String} alternateDescription
17
17
  * @param {String} code
18
18
  * @param {Boolean} canReinvest
19
+ * @param {Boolean} canShort
20
+ * @param {Boolean} canSwitchDirection
19
21
  * @param {Boolean} usesSymbols
22
+ * @param {Function} usesSymbols
20
23
  */
21
24
  class InstrumentType extends Enum {
22
- constructor(code, description, alternateDescription, canReinvest, usesSymbols, generator) {
25
+ constructor(code, description, alternateDescription, canReinvest, canShort, canSwitchDirection, usesSymbols, generator) {
23
26
  super(code, description);
24
27
 
25
28
  assert.argumentIsRequired(alternateDescription, 'alternateDescription', String);
26
29
  assert.argumentIsRequired(canReinvest, 'canReinvest', Boolean);
30
+ assert.argumentIsRequired(canShort, 'canShort', Boolean);
31
+ assert.argumentIsRequired(canSwitchDirection, 'canSwitchDirection', Boolean);
27
32
  assert.argumentIsRequired(usesSymbols, 'usesSymbols', Boolean);
28
33
  assert.argumentIsRequired(generator, 'generator', Function);
29
34
 
30
35
  this._alternateDescription = alternateDescription;
31
36
  this._canReinvest = canReinvest;
37
+ this._canShort = canShort;
38
+ this._canSwitchDirection = canSwitchDirection;
32
39
  this._usesSymbols = usesSymbols;
33
40
 
34
41
  this._generator = generator;
@@ -54,6 +61,27 @@ module.exports = (() => {
54
61
  return this._canReinvest;
55
62
  }
56
63
 
64
+ /**
65
+ * Indicates if short-selling is possible for this instrument type.
66
+ *
67
+ * @public
68
+ * @returns {Boolean}
69
+ */
70
+ get canShort() {
71
+ return this._canShort;
72
+ }
73
+
74
+ /**
75
+ * Indicates if one transaction is allowed to switch a position size from
76
+ * positive to negative (or vice versa).
77
+ *
78
+ * @public
79
+ * @returns {Boolean}
80
+ */
81
+ get canSwitchDirection() {
82
+ return this._canSwitchDirection;
83
+ }
84
+
57
85
  /**
58
86
  * Indicates if an instrument of this type can be represented by a symbol.
59
87
  *
@@ -142,10 +170,10 @@ module.exports = (() => {
142
170
  }
143
171
  }
144
172
 
145
- const cash = new InstrumentType('CASH', 'cash', 'Cash', false, false, (instrument) => `BARCHART-${instrument.type.code}-${instrument.currency.code}`);
146
- const equity = new InstrumentType('EQUITY', 'equity', 'Equities', true, true, (instrument) => `BARCHART-${instrument.type.code}-${instrument.symbol.barchart}`);
147
- const fund = new InstrumentType('FUND', 'mutual fund', 'Funds', true, true, (instrument) => `BARCHART-${instrument.type.code}-${instrument.symbol.barchart}`);
148
- const other = new InstrumentType('OTHER', 'other', 'Other', false, false, (instrument) => `BARCHART-${instrument.type.code}-${uuid.v4()}`);
173
+ const cash = new InstrumentType('CASH', 'cash', 'Cash', false, false, true, false, (instrument) => `BARCHART-${instrument.type.code}-${instrument.currency.code}`);
174
+ const equity = new InstrumentType('EQUITY', 'equity', 'Equities', true, true, false, true, (instrument) => `BARCHART-${instrument.type.code}-${instrument.symbol.barchart}`);
175
+ const fund = new InstrumentType('FUND', 'mutual fund', 'Funds', true, false, false, true, (instrument) => `BARCHART-${instrument.type.code}-${instrument.symbol.barchart}`);
176
+ const other = new InstrumentType('OTHER', 'other', 'Other', false, false, false, false, (instrument) => `BARCHART-${instrument.type.code}-${uuid.v4()}`);
149
177
 
150
178
  const map = { };
151
179