@barchart/portfolio-api-common 1.0.220 → 1.0.225

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Files changed (4) hide show
  1. package/lib/api/failures/PortfolioFailureType.js +17 -15
  2. package/lib/data/PositionDirection.js +1 -1
  3. package/lib/data/TransactionValidator.js +25 -20
  4. package/package.json +1 -1
package/lib/api/failures/PortfolioFailureType.js CHANGED
@@ -35,15 +35,21 @@ module.exports = (() => {
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  }
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36
 
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  /**
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- * The transaction type is not valid, given the current position size
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- * (e.g. sell is invalid for a short position, sell short must be used).
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- *
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  * @public
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  * @static
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  * @returns {FailureType}
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  */
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- static get TRANSACTION_CREATE_FAILED_TYPE_INVALID_FOR_POSITION() {
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- return transactionCreateFailedTypeInvalidForPosition;
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+ static get TRANSACTION_CREATE_FAILED_TYPE_INVALID_FOR_INSTRUMENT() {
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+ return transactionCreateFailedTypeInvalidForInstrument;
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+ }
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+
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+ /**
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+ * @public
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+ * @static
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+ * @returns {FailureType}
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+ */
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+ static get TRANSACTION_CREATE_FAILED_TYPE_INVALID_FOR_DIRECTION() {
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+ return transactionCreateFailedTypeInvalidForDirection;
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  }
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  /**
@@ -54,12 +60,8 @@ module.exports = (() => {
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  * @static
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  * @returns {FailureType}
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  */
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- static get TRANSACTION_CREATE_FAILED_DIRECTION_SWITCH() {
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- return transactionCreateFailedDirectionSwitch;
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- }
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-
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- static get TRANSACTION_CREATE_REWRITE_UNSUPPORTED() {
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- return transactionCreateRewriteUnsupported;
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+ static get TRANSACTION_CREATE_FAILED_INVALID_DIRECTION_SWITCH() {
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+ return transactionCreateFailedInvalidDirectionSwitch;
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  }
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  /**
@@ -85,10 +87,10 @@ module.exports = (() => {
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  const positionCreateFailedNoPortfolio = new FailureType('POSITION_CREATE_FAILED_NO_PORTFOLIO', 'Unable to create transaction. The referenced portfolio does not exist. Has it been deleted?');
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- 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).');
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- 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}).');
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- 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.');
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- 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).');
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+ const transactionCreateFailedOutOfSequence = new FailureType('TRANSACTION_CREATE_FAILED_OUT_OF_SEQUENCE', 'Unable to process 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).');
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+ const transactionCreateFailedTypeInvalidForInstrument = new FailureType('TRANSACTION_CREATE_FAILED_TYPE_INVALID_FOR_INSTRUMENT', 'Unable to process transaction, {L|transactionType.description} transactions cannot be used with {L|instrumentType.description} positions.');
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+ const transactionCreateFailedTypeInvalidForDirection = new FailureType('TRANSACTION_CREATE_FAILED_TYPE_INVALID_FOR_DIRECTION', 'Unable to process transaction, a {L|positionDirection.description} position would be created (i.e. you would have {L|positionDirection.sign} shares/units). {u|instrumentType.description} positions cannot have {L|positionDirection.description} positions.');
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+ const transactionCreateFailedInvalidDirectionSwitch = new FailureType('TRANSACTION_CREATE_FAILED_INVALID_DIRECTION_SWITCH', 'Unable to process transaction, the transaction would switch the position from {L|previousDirection.description} to {L|proposedDirection.description} (i.e. {L|previousDirection.sign} to {L|proposedDirection.sign} shares/units). This is not allowed. Please close the current position (i.e. zero it out) and then enter a second transaction.');
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  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).');
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  const transactionDeleteUnsupported = new FailureType('TRANSACTION_DELETE_UNSUPPORTED', 'Unable to delete transaction. This operation is not currently supported (but will be implemented soon).');
package/lib/data/PositionDirection.js CHANGED
@@ -19,7 +19,7 @@ module.exports = (() => {
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  constructor(code, description, sign) {
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  super(code, description);
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21
 
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- assert.argumentIsString(sign, 'sign', String);
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+ assert.argumentIsRequired(sign, 'sign', String);
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  this._sign = sign;
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  }
package/lib/data/TransactionValidator.js CHANGED
@@ -24,16 +24,21 @@ module.exports = (() => {
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  * @public
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  * @param {InstrumentType} instrumentType
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  * @param {Boolean=} userInitiated
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+ * @pararm {PositionDirection=} currentDirection
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  * @return {Array.<TransactionType>}
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  */
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- static getTransactionTypesFor(instrumentType, userInitiated) {
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+ static getTransactionTypesFor(instrumentType, userInitiated, currentDirection) {
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  assert.argumentIsRequired(instrumentType, 'instrumentType', InstrumentType, 'InstrumentType');
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  assert.argumentIsOptional(userInitiated, 'userInitiated', Boolean);
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  let valid = validTransactionTypes[instrumentType.code] || [ ];
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  if (userInitiated) {
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- valid = valid.filter(d => d.user === userInitiated);
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+ valid = valid.filter(data => data.user === userInitiated);
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+ }
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+
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+ if (currentDirection) {
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+ valid = valid.filter(data => data.directions.some(d => d === currentDirection));
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  }
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  return valid.map(d => d.type);
@@ -54,7 +59,7 @@ module.exports = (() => {
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  const transactionTypes = TransactionValidator.getTransactionTypesFor(instrumentType, userInitiated);
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- return transactionType.some(t => t === transactionType);
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+ return transactionTypes.some(t => t === transactionType);
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  }
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  /**
@@ -67,11 +72,11 @@ module.exports = (() => {
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  * @param {PositionDirection} direction
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  * @return {Boolean}
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  */
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- static validateDirection(transactionType, direction) {
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- assert.argumentIsRequired(transactionType, 'transactionType', TransactionType, 'TransactionType');
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+ static validateDirection(instrumentType, direction) {
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+ assert.argumentIsRequired(instrumentType, 'instrumentType', InstrumentType, 'InstrumentType');
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  assert.argumentIsRequired(direction, 'direction', PositionDirection, 'PositionDirection');
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- return validDirections[transactionType.code].some(d => d === direction);
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+ return validDirections[instrumentType.code].some(d => d === direction);
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  }
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  /**
@@ -96,37 +101,37 @@ module.exports = (() => {
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  const validTransactionTypes = { };
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- function associateTypes(instrumentType, transactionType, userInitiated) {
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+ function associateTypes(instrumentType, transactionType, userInitiated, directions) {
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  const instrumentTypeCode = instrumentType.code;
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  if (!validTransactionTypes.hasOwnProperty(instrumentTypeCode)) {
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  validTransactionTypes[instrumentTypeCode] = [ ];
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  }
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- validTransactionTypes[instrumentTypeCode].push({ type: transactionType, user: userInitiated });
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+ validTransactionTypes[instrumentTypeCode].push({ type: transactionType, user: userInitiated, directions: directions || [ PositionDirection.LONG, PositionDirection.SHORT, PositionDirection.EVEN ] });
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  }
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- associateTypes(InstrumentType.EQUITY, TransactionType.BUY, true);
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- associateTypes(InstrumentType.EQUITY, TransactionType.SELL, true);
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- associateTypes(InstrumentType.EQUITY, TransactionType.SELL_SHORT, true);
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- associateTypes(InstrumentType.EQUITY, TransactionType.BUY_SHORT, true);
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- associateTypes(InstrumentType.EQUITY, TransactionType.FEE, true);
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+ associateTypes(InstrumentType.EQUITY, TransactionType.BUY, true, [ PositionDirection.LONG, PositionDirection.EVEN ]);
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+ associateTypes(InstrumentType.EQUITY, TransactionType.SELL, true, [ PositionDirection.LONG ]);
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+ associateTypes(InstrumentType.EQUITY, TransactionType.SELL_SHORT, true, [ PositionDirection.SHORT, PositionDirection.EVEN ]);
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+ associateTypes(InstrumentType.EQUITY, TransactionType.BUY_SHORT, true, [ PositionDirection.SHORT ]);
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+ associateTypes(InstrumentType.EQUITY, TransactionType.FEE, true, [ PositionDirection.LONG, PositionDirection.SHORT ]);
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  associateTypes(InstrumentType.EQUITY, TransactionType.DIVIDEND, false);
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  associateTypes(InstrumentType.EQUITY, TransactionType.DIVIDEND_REINVEST, false);
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  associateTypes(InstrumentType.EQUITY, TransactionType.DIVIDEND_STOCK, false);
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  associateTypes(InstrumentType.EQUITY, TransactionType.SPLIT, false);
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- associateTypes(InstrumentType.FUND, TransactionType.BUY, true);
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- associateTypes(InstrumentType.FUND, TransactionType.SELL, true);
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- associateTypes(InstrumentType.FUND, TransactionType.FEE, true);
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+ associateTypes(InstrumentType.FUND, TransactionType.BUY, true, [ PositionDirection.LONG, PositionDirection.EVEN ]);
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+ associateTypes(InstrumentType.FUND, TransactionType.SELL, true, [ PositionDirection.LONG ]);
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+ associateTypes(InstrumentType.FUND, TransactionType.FEE, true, [ PositionDirection.LONG ]);
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  associateTypes(InstrumentType.FUND, TransactionType.FEE_UNITS, false);
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  associateTypes(InstrumentType.FUND, TransactionType.DISTRIBUTION_CASH, false);
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  associateTypes(InstrumentType.FUND, TransactionType.DISTRIBUTION_FUND, false);
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130
 
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- associateTypes(InstrumentType.OTHER, TransactionType.BUY, true);
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- associateTypes(InstrumentType.OTHER, TransactionType.SELL, true);
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- associateTypes(InstrumentType.OTHER, TransactionType.INCOME, true);
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- associateTypes(InstrumentType.OTHER, TransactionType.FEE, true);
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+ associateTypes(InstrumentType.OTHER, TransactionType.BUY, true, [ PositionDirection.LONG, PositionDirection.EVEN ]);
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+ associateTypes(InstrumentType.OTHER, TransactionType.SELL, true, [ PositionDirection.LONG ]);
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+ associateTypes(InstrumentType.OTHER, TransactionType.INCOME, true, [ PositionDirection.LONG ]);
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+ associateTypes(InstrumentType.OTHER, TransactionType.FEE, true, [ PositionDirection.LONG ]);
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  associateTypes(InstrumentType.OTHER, TransactionType.VALUATION, true);
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136
 
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  associateTypes(InstrumentType.CASH, TransactionType.DEPOSIT, true);
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
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2
  "name": "@barchart/portfolio-api-common",
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- "version": "1.0.220",
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+ "version": "1.0.225",
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  "description": "Common classes used by the Portfolio system",
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  "author": {
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  "name": "Bryan Ingle",