@barchart/portfolio-api-common 1.0.25 → 1.0.29

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Files changed (3) hide show
  1. package/lib/formatters/PositionSummaryFormatter.js +71 -0
  2. package/lib/serialization/TransactionSchema.js +115 -53
  3. package/package.json +1 -1
package/lib/formatters/PositionSummaryFormatter.js ADDED
@@ -0,0 +1,71 @@
1
+ const array = require('@barchart/common-js/lang/array')
2
+ assert = require('@barchart/common-js/lang/assert'),
3
+ Decimal = require('@barchart/common-js/lang/Decimal'),
4
+ formatter = require('@barchart/common-js/lang/formatter');
5
+
6
+ module.exports = (() => {
7
+
8
+ /**
9
+ * Formats Position Summary records into groups based on instrument type
10
+ *
11
+ */
12
+ class PositionSummaryFormatter{
13
+
14
+ /**
15
+ * The formatter
16
+ *
17
+ * @param {Array} summaries
18
+ * @returns {Object}
19
+ */
20
+ static format(summaries) {
21
+ assert.argumentIsRequired(summaries, 'summaries', Object);
22
+
23
+ const summaryGroups = array.groupBy(summaries, summary => summary.instrument.type.code);
24
+
25
+ const total = {
26
+ start: Decimal.ZERO,
27
+ change: Decimal.ZERO,
28
+ end: Decimal.ZERO
29
+ };
30
+
31
+ const formattedSummaryGroups = Object.keys(summaryGroups).map((group) => {
32
+ const positions = summaryGroups[group];
33
+
34
+ let start = Decimal.ZERO;
35
+ let end = Decimal.ZERO;
36
+
37
+ positions.map((position) => {
38
+ start = start.add(position.start.value);
39
+ end = end.add(position.end.value);
40
+ });
41
+
42
+ const change = end.subtract(start);
43
+
44
+ total.start = total.start.add(start);
45
+ total.change = total.change.add(change);
46
+ total.end = total.end.add(end);
47
+
48
+ return summaryGroups[group] = {
49
+ name: group,
50
+ start: formatNumber(start.toFloat()),
51
+ end: formatNumber(end.toFloat()),
52
+ change: formatNumber(change.toFloat())
53
+ };
54
+ });
55
+
56
+ Object.keys(total).map(key => total[key] = formatNumber(total[key].toFloat()));
57
+
58
+ return {
59
+ groups: formattedSummaryGroups,
60
+ total
61
+ };
62
+ }
63
+ }
64
+
65
+ const formatNumber = (float) => {
66
+ return formatter.numberToString(float, 2, ',');
67
+ };
68
+
69
+ return PositionSummaryFormatter;
70
+
71
+ })();
package/lib/serialization/TransactionSchema.js CHANGED
@@ -1,4 +1,5 @@
1
1
  const assert = require('@barchart/common-js/lang/assert'),
2
+ is = require('@barchart/common-js/lang/is'),
2
3
  Currency = require('@barchart/common-js/lang/Currency'),
3
4
  DataType = require('@barchart/common-js/serialization/json/DataType'),
4
5
  Enum = require('@barchart/common-js/lang/Enum'),
@@ -33,6 +34,35 @@ module.exports = (() => {
33
34
  return this._schema;
34
35
  }
35
36
 
37
+ /**
38
+ * Returns the appropriate schema for creating a transaction of the
39
+ * supplied type.
40
+ *
41
+ * @public
42
+ * @static
43
+ * @param {String|TransactionType} transactionType
44
+ * @returns {TransactionSchema|null}
45
+ */
46
+ static forCreate(transactionType) {
47
+ let code;
48
+
49
+ if (transactionType instanceof TransactionType) {
50
+ code = transactionType.code;
51
+ } else {
52
+ code = transactionType;
53
+ }
54
+
55
+ let schema;
56
+
57
+ if (is.string(code)) {
58
+ schema = Enum.fromCode(TransactionSchema, code);
59
+ } else {
60
+ schema = null;
61
+ }
62
+
63
+ return schema;
64
+ }
65
+
36
66
  /**
37
67
  * The complete transaction schema.
38
68
  *
@@ -210,9 +240,10 @@ module.exports = (() => {
210
240
  .schema
211
241
  );
212
242
 
213
- const buy = new TransactionSchema(SchemaBuilder.withName('B')
243
+ const buy = new TransactionSchema(SchemaBuilder.withName(TransactionType.BUY.code)
244
+ .withField('portfolio', DataType.STRING)
245
+ .withField('position', DataType.STRING)
214
246
  .withField('type', DataType.forEnum(TransactionType, 'TransactionType'))
215
- .withField('position', DataType.STRING, true)
216
247
  .withField('instrument.name', DataType.STRING, true)
217
248
  .withField('instrument.type', DataType.STRING, true)
218
249
  .withField('instrument.currency', DataType.forEnum(Currency, 'Currency'), true)
@@ -226,10 +257,10 @@ module.exports = (() => {
226
257
  .schema
227
258
  );
228
259
 
229
- const sell = new TransactionSchema(SchemaBuilder.withName('S')
260
+ const sell = new TransactionSchema(SchemaBuilder.withName(TransactionType.SELL.code)
261
+ .withField('portfolio', DataType.STRING)
262
+ .withField('position', DataType.STRING)
230
263
  .withField('type', DataType.forEnum(TransactionType, 'TransactionType'))
231
- .withField('position', DataType.STRING, true)
232
- .withField('currency', DataType.forEnum(Currency, 'Currency'))
233
264
  .withField('date', DataType.DAY)
234
265
  .withField('price', DataType.DECIMAL)
235
266
  .withField('quantity', DataType.DECIMAL)
@@ -237,10 +268,15 @@ module.exports = (() => {
237
268
  .schema
238
269
  );
239
270
 
240
- const buyShort = new TransactionSchema(SchemaBuilder.withName('BS')
271
+ const buyShort = new TransactionSchema(SchemaBuilder.withName(TransactionType.BUY_SHORT.code)
272
+ .withField('portfolio', DataType.STRING)
273
+ .withField('position', DataType.STRING)
241
274
  .withField('type', DataType.forEnum(TransactionType, 'TransactionType'))
242
- .withField('position', DataType.STRING, true)
243
- .withField('currency', DataType.forEnum(Currency, 'Currency'))
275
+ .withField('instrument.name', DataType.STRING, true)
276
+ .withField('instrument.type', DataType.STRING, true)
277
+ .withField('instrument.currency', DataType.forEnum(Currency, 'Currency'), true)
278
+ .withField('instrument.symbol.barchart', DataType.STRING, true)
279
+ .withField('instrument.symbol.display', DataType.STRING, true)
244
280
  .withField('date', DataType.DAY)
245
281
  .withField('price', DataType.DECIMAL)
246
282
  .withField('quantity', DataType.DECIMAL)
@@ -248,10 +284,10 @@ module.exports = (() => {
248
284
  .schema
249
285
  );
250
286
 
251
- const sellShort = new TransactionSchema(SchemaBuilder.withName('SS')
287
+ const sellShort = new TransactionSchema(SchemaBuilder.withName(TransactionType.SELL_SHORT.code)
288
+ .withField('portfolio', DataType.STRING)
289
+ .withField('position', DataType.STRING)
252
290
  .withField('type', DataType.forEnum(TransactionType, 'TransactionType'))
253
- .withField('position', DataType.STRING, true)
254
- .withField('currency', DataType.forEnum(Currency, 'Currency'))
255
291
  .withField('date', DataType.DAY)
256
292
  .withField('price', DataType.DECIMAL)
257
293
  .withField('quantity', DataType.DECIMAL)
@@ -259,10 +295,10 @@ module.exports = (() => {
259
295
  .schema
260
296
  );
261
297
 
262
- const dividend = new TransactionSchema(SchemaBuilder.withName('DV')
298
+ const dividend = new TransactionSchema(SchemaBuilder.withName(TransactionType.DIVIDEND.code)
299
+ .withField('portfolio', DataType.STRING)
300
+ .withField('position', DataType.STRING)
263
301
  .withField('type', DataType.forEnum(TransactionType, 'TransactionType'))
264
- .withField('position', DataType.STRING, true)
265
- .withField('currency', DataType.forEnum(Currency, 'Currency'))
266
302
  .withField('date', DataType.DAY)
267
303
  .withField('rate', DataType.DECIMAL)
268
304
  .withField('open', DataType.DECIMAL, true)
@@ -271,10 +307,10 @@ module.exports = (() => {
271
307
  .schema
272
308
  );
273
309
 
274
- const dividendReinvest = new TransactionSchema(SchemaBuilder.withName('DX')
310
+ const dividendReinvest = new TransactionSchema(SchemaBuilder.withName(TransactionType.DIVIDEND_REINVEST.code)
311
+ .withField('portfolio', DataType.STRING)
312
+ .withField('position', DataType.STRING)
275
313
  .withField('type', DataType.forEnum(TransactionType, 'TransactionType'))
276
- .withField('position', DataType.STRING, true)
277
- .withField('currency', DataType.forEnum(Currency, 'Currency'))
278
314
  .withField('date', DataType.DAY)
279
315
  .withField('rate', DataType.DECIMAL)
280
316
  .withField('open', DataType.DECIMAL, true)
@@ -284,10 +320,10 @@ module.exports = (() => {
284
320
  .schema
285
321
  );
286
322
 
287
- const dividendStock = new TransactionSchema(SchemaBuilder.withName('DS')
323
+ const dividendStock = new TransactionSchema(SchemaBuilder.withName(TransactionType.DIVIDEND_STOCK.code)
324
+ .withField('portfolio', DataType.STRING)
325
+ .withField('position', DataType.STRING)
288
326
  .withField('type', DataType.forEnum(TransactionType, 'TransactionType'))
289
- .withField('position', DataType.STRING, true)
290
- .withField('currency', DataType.forEnum(Currency, 'Currency'))
291
327
  .withField('date', DataType.DAY)
292
328
  .withField('rate', DataType.DECIMAL)
293
329
  .withField('open', DataType.DECIMAL, true)
@@ -297,10 +333,10 @@ module.exports = (() => {
297
333
  .schema
298
334
  );
299
335
 
300
- const distributionCash = new TransactionSchema(SchemaBuilder.withName('DC')
336
+ const distributionCash = new TransactionSchema(SchemaBuilder.withName(TransactionType.DISTRIBUTION_CASH.code)
337
+ .withField('portfolio', DataType.STRING)
338
+ .withField('position', DataType.STRING)
301
339
  .withField('type', DataType.forEnum(TransactionType, 'TransactionType'))
302
- .withField('position', DataType.STRING, true)
303
- .withField('currency', DataType.forEnum(Currency, 'Currency'))
304
340
  .withField('date', DataType.DAY)
305
341
  .withField('rate', DataType.DECIMAL)
306
342
  .withField('open', DataType.DECIMAL, true)
@@ -309,10 +345,10 @@ module.exports = (() => {
309
345
  .schema
310
346
  );
311
347
 
312
- const distributionFund = new TransactionSchema(SchemaBuilder.withName('DF')
348
+ const distributionFund = new TransactionSchema(SchemaBuilder.withName(TransactionType.DISTRIBUTION_FUND.code)
349
+ .withField('portfolio', DataType.STRING)
350
+ .withField('position', DataType.STRING)
313
351
  .withField('type', DataType.forEnum(TransactionType, 'TransactionType'))
314
- .withField('position', DataType.STRING, true)
315
- .withField('currency', DataType.forEnum(Currency, 'Currency'))
316
352
  .withField('date', DataType.DAY)
317
353
  .withField('rate', DataType.DECIMAL)
318
354
  .withField('open', DataType.DECIMAL, true)
@@ -321,10 +357,10 @@ module.exports = (() => {
321
357
  .schema
322
358
  );
323
359
 
324
- const split = new TransactionSchema(SchemaBuilder.withName('SP')
360
+ const split = new TransactionSchema(SchemaBuilder.withName(TransactionType.SPLIT.code)
361
+ .withField('portfolio', DataType.STRING)
362
+ .withField('position', DataType.STRING)
325
363
  .withField('type', DataType.forEnum(TransactionType, 'TransactionType'))
326
- .withField('position', DataType.STRING, true)
327
- .withField('currency', DataType.forEnum(Currency, 'Currency'))
328
364
  .withField('date', DataType.DAY)
329
365
  .withField('numerator', DataType.DECIMAL)
330
366
  .withField('denominator', DataType.DECIMAL)
@@ -333,84 +369,110 @@ module.exports = (() => {
333
369
  .schema
334
370
  );
335
371
 
336
- const fee = new TransactionSchema(SchemaBuilder.withName('F')
372
+ const fee = new TransactionSchema(SchemaBuilder.withName(TransactionType.FEE.code)
373
+ .withField('portfolio', DataType.STRING)
374
+ .withField('position', DataType.STRING)
337
375
  .withField('type', DataType.forEnum(TransactionType, 'TransactionType'))
338
- .withField('position', DataType.STRING, true)
339
- .withField('currency', DataType.forEnum(Currency, 'Currency'))
340
376
  .withField('date', DataType.DAY)
341
377
  .withField('fee', DataType.DECIMAL)
342
378
  .schema
343
379
  );
344
380
 
345
- const feeUnits = new TransactionSchema(SchemaBuilder.withName('FU')
381
+ const feeUnits = new TransactionSchema(SchemaBuilder.withName(TransactionType.FEE_UNITS.code)
382
+ .withField('portfolio', DataType.STRING)
383
+ .withField('position', DataType.STRING)
346
384
  .withField('type', DataType.forEnum(TransactionType, 'TransactionType'))
347
- .withField('position', DataType.STRING, true)
348
- .withField('currency', DataType.forEnum(Currency, 'Currency'))
349
385
  .withField('date', DataType.DAY)
350
386
  .withField('fee', DataType.DECIMAL)
351
387
  .withField('price', DataType.DECIMAL)
352
388
  .schema
353
389
  );
354
390
 
355
- const deposit = new TransactionSchema(SchemaBuilder.withName('D')
391
+ const deposit = new TransactionSchema(SchemaBuilder.withName(TransactionType.DEPOSIT.code)
392
+ .withField('portfolio', DataType.STRING)
393
+ .withField('position', DataType.STRING)
356
394
  .withField('type', DataType.forEnum(TransactionType, 'TransactionType'))
357
- .withField('position', DataType.STRING, true)
358
- .withField('currency', DataType.forEnum(Currency, 'Currency'))
395
+ .withField('instrument.name', DataType.STRING, true)
396
+ .withField('instrument.type', DataType.STRING, true)
397
+ .withField('instrument.currency', DataType.forEnum(Currency, 'Currency'), true)
398
+ .withField('instrument.symbol.barchart', DataType.STRING, true)
399
+ .withField('instrument.symbol.display', DataType.STRING, true)
359
400
  .withField('date', DataType.DAY)
360
401
  .withField('amount', DataType.DECIMAL)
361
402
  .withField('fee', DataType.DECIMAL, true)
362
403
  .schema
363
404
  );
364
405
 
365
- const withdrawal = new TransactionSchema(SchemaBuilder.withName('W')
406
+ const withdrawal = new TransactionSchema(SchemaBuilder.withName(TransactionType.WITHDRAWAL.code)
407
+ .withField('portfolio', DataType.STRING)
408
+ .withField('position', DataType.STRING)
366
409
  .withField('type', DataType.forEnum(TransactionType, 'TransactionType'))
367
- .withField('position', DataType.STRING, true)
368
- .withField('currency', DataType.forEnum(Currency, 'Currency'))
369
410
  .withField('date', DataType.DAY)
370
411
  .withField('amount', DataType.DECIMAL)
371
412
  .withField('fee', DataType.DECIMAL, true)
372
413
  .schema
373
414
  );
374
415
 
375
- const debit = new TransactionSchema(SchemaBuilder.withName('DR')
416
+ const debit = new TransactionSchema(SchemaBuilder.withName(TransactionType.DEBIT.code)
417
+ .withField('portfolio', DataType.STRING)
418
+ .withField('position', DataType.STRING)
376
419
  .withField('type', DataType.forEnum(TransactionType, 'TransactionType'))
377
- .withField('position', DataType.STRING, true)
378
- .withField('currency', DataType.forEnum(Currency, 'Currency'))
379
420
  .withField('date', DataType.DAY)
380
421
  .withField('amount', DataType.DECIMAL)
381
422
  .withField('fee', DataType.DECIMAL, true)
382
423
  .schema
383
424
  );
384
425
 
385
- const credit = new TransactionSchema(SchemaBuilder.withName('CR')
426
+ const credit = new TransactionSchema(SchemaBuilder.withName(TransactionType.CREDIT.code)
427
+ .withField('portfolio', DataType.STRING)
428
+ .withField('position', DataType.STRING)
386
429
  .withField('type', DataType.forEnum(TransactionType, 'TransactionType'))
387
- .withField('position', DataType.STRING, true)
388
- .withField('currency', DataType.forEnum(Currency, 'Currency'))
389
430
  .withField('date', DataType.DAY)
390
431
  .withField('amount', DataType.DECIMAL)
391
432
  .withField('fee', DataType.DECIMAL, true)
392
433
  .schema
393
434
  );
394
435
 
395
- const valuation = new TransactionSchema(SchemaBuilder.withName('V')
436
+ const valuation = new TransactionSchema(SchemaBuilder.withName(TransactionType.VALUATION.code)
437
+ .withField('portfolio', DataType.STRING)
438
+ .withField('position', DataType.STRING)
396
439
  .withField('type', DataType.forEnum(TransactionType, 'TransactionType'))
397
- .withField('position', DataType.STRING, true)
398
- .withField('currency', DataType.forEnum(Currency, 'Currency'))
399
440
  .withField('date', DataType.DAY)
400
441
  .withField('value', DataType.DECIMAL)
401
442
  .withField('fee', DataType.DECIMAL, true)
402
443
  .schema
403
444
  );
404
445
 
405
- const income = new TransactionSchema(SchemaBuilder.withName('I')
446
+ const income = new TransactionSchema(SchemaBuilder.withName(TransactionType.INCOME.code)
447
+ .withField('portfolio', DataType.STRING)
448
+ .withField('position', DataType.STRING)
406
449
  .withField('type', DataType.forEnum(TransactionType, 'TransactionType'))
407
- .withField('position', DataType.STRING, true)
408
- .withField('currency', DataType.forEnum(Currency, 'Currency'))
409
450
  .withField('date', DataType.DAY)
410
451
  .withField('income', DataType.DECIMAL)
411
452
  .withField('fee', DataType.DECIMAL, true)
412
453
  .schema
413
454
  );
414
455
 
456
+ const map = { };
457
+
458
+ function addSchemaToMap(type, schema) {
459
+ map[type.code] = schema;
460
+ }
461
+
462
+ addSchemaToMap(TransactionType.BUY, buy);
463
+ addSchemaToMap(TransactionType.SELL, sell);
464
+ addSchemaToMap(TransactionType.BUY_SHORT, buyShort);
465
+ addSchemaToMap(TransactionType.SELL_SHORT, sellShort);
466
+ addSchemaToMap(TransactionType.DIVIDEND, dividend);
467
+ addSchemaToMap(TransactionType.DIVIDEND_STOCK, dividendStock);
468
+ addSchemaToMap(TransactionType.DIVIDEND_REINVEST, dividendReinvest);
469
+ addSchemaToMap(TransactionType.SPLIT, split);
470
+ addSchemaToMap(TransactionType.FEE, fee);
471
+ addSchemaToMap(TransactionType.FEE_UNITS, feeUnits);
472
+ addSchemaToMap(TransactionType.DEPOSIT, deposit);
473
+ addSchemaToMap(TransactionType.WITHDRAWAL, withdrawal);
474
+ addSchemaToMap(TransactionType.VALUATION, valuation);
475
+ addSchemaToMap(TransactionType.INCOME, income);
476
+
415
477
  return TransactionSchema;
416
478
  })();
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@barchart/portfolio-api-common",
3
- "version": "1.0.25",
3
+ "version": "1.0.29",
4
4
  "description": "Common classes used by the Portfolio system",
5
5
  "author": {
6
6
  "name": "Bryan Ingle",