@barchart/portfolio-api-common 1.0.262 → 1.0.266

package/lib/data/PositionSummaryFrame.js

@@ -20,18 +20,34 @@ module.exports = (() => {
 	 * @param {Function} descriptionCalculator
 	 */
 	class PositionSummaryFrame extends Enum {
-		constructor(code, description, rangeCalculator, startDateCalculator, descriptionCalculator) {
+		constructor(code, description, unique, rangeCalculator, startDateCalculator, descriptionCalculator) {
 			super(code, description);
 
+			assert.argumentIsRequired(unique, 'unique', Boolean);
+
 			assert.argumentIsRequired(rangeCalculator, 'rangeCalculator', Function);
 			assert.argumentIsRequired(startDateCalculator, 'startDateCalculator', Function);
 			assert.argumentIsRequired(descriptionCalculator, 'descriptionCalculator', Function);
 
+			this._unique = unique;
+
 			this._rangeCalculator = rangeCalculator;
 			this._startDateCalculator = startDateCalculator;
 			this._descriptionCalculator = descriptionCalculator;
 		}
 
+		/**
+		 * If true, only one summary, of the given type, can exist for a
+		 * position. If false, multiple summaries, of the given type, can
+		 * exist for a position.
+		 *
+		 * @public
+		 * @return {Boolean}
+		 */
+		get unique() {
+			return this._unique;
+		}
+
 		/**
 		 * Returns a human-readable description of the frame, given
 		 * start and end dates.
@@ -129,10 +145,10 @@ module.exports = (() => {
 		}
 	}
 
-	const yearly = new PositionSummaryFrame('YEARLY', 'year', getYearlyRanges, getYearlyStartDate, getYearlyRangeDescription);
-	const quarterly = new PositionSummaryFrame('QUARTER', 'quarter', getQuarterlyRanges, getQuarterlyStartDate, getQuarterlyRangeDescription);
-	const monthly = new PositionSummaryFrame('MONTH', 'month', getMonthlyRanges, getMonthlyStartDate, getMonthlyRangeDescription);
-	const ytd = new PositionSummaryFrame('YTD', 'year-to-date', getYearToDateRanges, getYearToDateStartDate, getYearToDateRangeDescription);
+	const yearly = new PositionSummaryFrame('YEARLY', 'year', false, getYearlyRanges, getYearlyStartDate, getYearlyRangeDescription);
+	const quarterly = new PositionSummaryFrame('QUARTER', 'quarter', false, getQuarterlyRanges, getQuarterlyStartDate, getQuarterlyRangeDescription);
+	const monthly = new PositionSummaryFrame('MONTH', 'month', false, getMonthlyRanges, getMonthlyStartDate, getMonthlyRangeDescription);
+	const ytd = new PositionSummaryFrame('YTD', 'year-to-date', true, getYearToDateRanges, getYearToDateStartDate, getYearToDateRangeDescription);
 
 	/**
 	 * The start and and date for a {@link PositionSummaryFrame}

package/lib/data/TransactionValidator.js

@@ -1,4 +1,5 @@
-const assert = require('@barchart/common-js/lang/assert');
+const assert = require('@barchart/common-js/lang/assert'),
+	array = require('@barchart/common-js/lang/array')
 
 const InstrumentType = require('./InstrumentType'),
 	PositionDirection = require('./PositionDirection'),
@@ -17,6 +18,31 @@ module.exports = (() => {
 
 		}
 
+		/**
+		 * Given a set of transaction, ensures that sequence numbers and dates
+		 * are properly ordered.
+		 *
+		 * @public
+		 * @static
+		 * @param {Array.<Object>} transactions
+		 * @param {Boolean=} partial - If true, sequence validation starts with the array's first transaction.
+		 * @return {boolean}
+		 */
+		static validateOrder(transactions, partial) {
+			assert.argumentIsArray(transactions, 'transactions');
+			assert.argumentIsOptional(partial, 'partial', Boolean);
+
+			let startSequence;
+
+			if (partial && transactions.length !== 0) {
+				startSequence = array.first(transactions).sequence;
+			} else {
+				startSequence = 1;
+			}
+
+			return transactions.every((t, i) => t.sequence === (i + startSequence) && (i === 0 || !t.date.getIsBefore(transactions[i - 1].date)));
+		}
+
 		/**
 		 * Given an instrument type, returns all valid transaction types.
 		 *

package/lib/processing/PositionContainer.js

@@ -324,6 +324,8 @@ module.exports = (() => {
 					this._positionSymbolAddedEvent.fire(addedBarchartSymbol);
 				}
 			});
+
+			recalculatePercentages.call(this);
 		}
 
 		/**
@@ -337,6 +339,8 @@ module.exports = (() => {
 			assert.argumentIsRequired(position.position, 'position.position', String);
 
 			removePositionItem.call(this, this._items.find((item) => item.position.position === position.position));
+
+			recalculatePercentages.call(this);
 		}
 
 		/**
@@ -384,6 +388,8 @@ module.exports = (() => {
 			if (this._symbols.hasOwnProperty(symbol)) {
 				this._symbols[symbol].forEach(item => item.setQuote(quote));
 			}
+
+			recalculatePercentages.call(this);
 		}
 
 		/**
@@ -427,7 +433,9 @@ module.exports = (() => {
 				this._forexQuotes[index] = rate;
 			}
 
-			Object.keys(this._trees).forEach(key => this._trees[key].walk(group => group.setForexRate(rate), true, false));
+			Object.keys(this._trees).forEach(key => this._trees[key].walk(group => group.setForexRates(this._forexQuotes), true, false));
+
+			recalculatePercentages.call(this);
 		}
 
 		/**
@@ -739,12 +747,6 @@ module.exports = (() => {
 				}
 			}
 		}));
-
-		addGroupBinding.call(this, group, group.registerMarketPercentChangeHandler(() => {
-			if (!groupTree.getIsRoot()) {
-				groupTree.getParent().walk((childGroup) => childGroup.refreshMarketPercent());
-			}
-		}));
 	}
 
 	function createGroups(parentTree, items, treeDefinition, levelDefinitions, overrideRequiredGroups) {
@@ -752,6 +754,8 @@ module.exports = (() => {
 			return;
 		}
 
+		const rates = this._forexQuotes;
+
 		const levelDefinition = levelDefinitions[0];
 
 		const populatedObjects = array.groupBy(items, levelDefinition.keySelector);
@@ -759,7 +763,7 @@ module.exports = (() => {
 			const items = populatedObjects[key];
 			const first = items[0];
 
-			list.push(new PositionGroup(this, levelDefinition, items, levelDefinition.currencySelector(first), key, levelDefinition.descriptionSelector(first), levelDefinition.aggregateCash));
+			list.push(new PositionGroup(levelDefinition, items, rates, levelDefinition.currencySelector(first), key, levelDefinition.descriptionSelector(first), levelDefinition.aggregateCash));
 
 			return list;
 		}, [ ]);
@@ -772,7 +776,7 @@ module.exports = (() => {
 			});
 
 		const empty = missingGroups.map((group) => {
-			return new PositionGroup(this, levelDefinition, [ ], group.currency, group.key, group.description);
+			return new PositionGroup(levelDefinition, [ ], rates, group.currency, group.key, group.description);
 		});
 
 		const compositeGroups = populatedGroups.concat(empty);
@@ -812,6 +816,9 @@ module.exports = (() => {
 
 			this._nodes[group.id] = childTree;
 
+			group.setParentGroup(this.getParentGroup(group));
+			group.setPortfolioGroup(this.getParentGroupForPortfolio(group));
+
 			initializeGroupObservers.call(this, childTree, treeDefinition);
 
 			createGroups.call(this, childTree, group.items, treeDefinition, array.dropLeft(levelDefinitions));
@@ -952,5 +959,11 @@ module.exports = (() => {
 		groupNodeToSever.walk(group => delete this._nodes[group.id], false, true);
 	}
 
+	function recalculatePercentages() {
+		Object.keys(this._trees).forEach((key) => {
+			this._trees[key].walk(group => group.refreshMarketPercent(), false, false);
+		});
+	}
+
 	return PositionContainer;
 })();

package/lib/processing/PositionGroup.js

@@ -33,13 +33,17 @@ module.exports = (() => {
 	 * @param {Boolean=} aggregateCash
 	 */
 	class PositionGroup {
-		constructor(container, definition, items, currency, key, description, aggregateCash) {
+		constructor(definition, items, rates, currency, key, description, aggregateCash) {
 			this._id = counter++;
 
 			this._definition = definition;
-			this._container = container;
 
 			this._items = items;
+			this._rates = rates;
+
+			this._parentGroup = null;
+			this._portfolioGroup = null;
+
 			this._currency = currency || Currency.CAD;
 			this._bypassCurrencyTranslation = false;
 
@@ -53,7 +57,6 @@ module.exports = (() => {
 			this._suspended = false;
 			this._showClosedPositions = false;
 
-			this._marketPercentChangeEvent = new Event(this);
 			this._groupExcludedChangeEvent = new Event(this);
 			this._showClosedPositionsChangeEvent = new Event(this);
 
@@ -266,6 +269,40 @@ module.exports = (() => {
 			return this._excluded;
 		}
 
+		/**
+		 * Sets the immediate parent group (allowing for calculation of relative
+		 * percentages).
+		 *
+		 * @public
+		 * @param {PortfolioGroup} group
+		 */
+		setParentGroup(group) {
+			assert.argumentIsOptional(group, 'group', PositionGroup, 'PositionGroup');
+
+			if (this._parentGroup !== null) {
+				throw new Error('The parent group has already been set.');
+			}
+
+			this._parentGroup = group;
+		}
+
+		/**
+		 * Sets the nearest parent group for a portfolio (allowing for calculation
+		 * of relative percentages).
+		 *
+		 * @public
+		 * @param {PortfolioGroup} group
+		 */
+		setPortfolioGroup(group) {
+			assert.argumentIsOptional(group, 'group', PositionGroup, 'PositionGroup');
+
+			if (this._portfolioGroup !== null) {
+				throw new Error('The portfolio group has already been set.');
+			}
+
+			this._portfolioGroup = group;
+		}
+
 		/**
 		 * Adds a new {@link PositionItem} to the group.
 		 *
@@ -311,9 +348,11 @@ module.exports = (() => {
 		 * Causes aggregated data to be recalculated using a new exchange rate.
 		 *
 		 * @public
-		 * @param {Rate} rate
+		 * @param {Array.<Rate>} rate
 		 */
-		setForexRate(rate) {
+		setForexRates(rates) {
+			this._rates = rates;
+
 			if (!this._bypassCurrencyTranslation) {
 				this.refresh();
 			}
@@ -401,10 +440,8 @@ module.exports = (() => {
 				return;
 			}
 
-			const rates = this._container.getForexQuotes();
-
-			calculateStaticData(this, rates);
-			calculatePriceData(this, rates, null, true);
+			calculateStaticData(this, this._rates);
+			calculatePriceData(this, this._rates, null, true);
 		}
 
 		/**
@@ -414,7 +451,7 @@ module.exports = (() => {
 		 * @public
 		 */
 		refreshMarketPercent() {
-			calculateMarketPercent(this, this._container.getForexQuotes(), true);
+			calculateMarketPercent(this, this._rates, this._parentGroup, this._portfolioGroup);
 		}
 
 		/**
@@ -427,17 +464,6 @@ module.exports = (() => {
 			return this._items.length === 0;
 		}
 
-		/**
-		 * Adds an observer for change in the market percentage of the group.
-		 *
-		 * @public
-		 * @param {Function} handler
-		 * @return {Disposable}
-		 */
-		registerMarketPercentChangeHandler(handler) {
-			return this._marketPercentChangeEvent.register(handler);
-		}
-
 		/**
 		 * Adds an observer for changes to the exclusion of the group
 		 * from higher level aggregations.
@@ -492,10 +518,10 @@ module.exports = (() => {
 				this._dataFormat.currentPrice = null;
 			}
 
-			calculatePriceData(this, this._container.getForexQuotes(), sender, false);
+			calculatePriceData(this, this._rates, sender, false);
 		});
 
-		let fundamentalBinding = item.registerFundamentalDataChangeHandler((data, sender) => {
+		let fundamentalBinding = item.registerFundamentalDataChangeHandler((data) => {
 			if (this._single) {
 				this._dataFormat.fundamental = data;
 			} else {
@@ -546,13 +572,13 @@ module.exports = (() => {
 		let newsBinding = Disposable.getEmpty();
 
 		if (this._single) {
-			newsBinding = item.registerNewsExistsChangeHandler((exists, sender) => {
+			newsBinding = item.registerNewsExistsChangeHandler((exists) => {
 				this._dataActual.newsExists = exists;
 				this._dataFormat.newsExists = exists;
 			});
 		}
 
-		this._disposeStack.push(item.registerPortfolioChangeHandler((portfolio, sender) => {
+		this._disposeStack.push(item.registerPortfolioChangeHandler((portfolio) => {
 			const descriptionSelector = this._definition.descriptionSelector;
 
 			this._description = descriptionSelector(this._items[0]);
@@ -801,12 +827,11 @@ module.exports = (() => {
 
 		format.total = formatCurrency(actual.total, currency);
 		format.totalNegative = actual.total.getIsNegative();
-		
-		calculateMarketPercent(group, rates, false);
+
 		calculateUnrealizedPercent(group);
 	}
 
-	function calculateMarketPercent(group, rates, silent) {
+	function calculateMarketPercent(group, rates, parentGroup, portfolioGroup) {
 		if (group.suspended) {
 			return;
 		}
@@ -815,12 +840,10 @@ module.exports = (() => {
 		const format = group._dataFormat;
 		const excluded = group._excluded;
 
-		const portfolioParent = group._container.getParentGroupForPortfolio(group);
-
 		const calculatePercent = (parent) => {
 			let marketPercent;
 
-			if (parent !== null && !excluded) {
+			if (parent && !excluded) {
 				const parentData = parent._dataActual;
 
 				if (parentData.marketAbsolute !== null && !parentData.marketAbsolute.getIsZero()) {
@@ -843,14 +866,15 @@ module.exports = (() => {
 			return marketPercent;
 		};
 
-		actual.marketPercent = calculatePercent(group._container.getParentGroup(group));
+		actual.marketPercent = calculatePercent(parentGroup);
 		format.marketPercent = formatPercent(actual.marketPercent, 2);
 
-		actual.marketPercentPortfolio = calculatePercent(group._container.getParentGroupForPortfolio(group));
-		format.marketPercentPortfolio = formatPercent(actual.marketPercentPortfolio, 2);
-
-		if (!silent) {
-			group._marketPercentChangeEvent.fire(group);
+		if (parentGroup === portfolioGroup) {
+			actual.marketPercentPortfolio = actual.marketPercent;
+			format.marketPercentPortfolio = format.marketPercent;
+		} else {
+			actual.marketPercentPortfolio = calculatePercent(portfolioGroup);
+			format.marketPercentPortfolio = formatPercent(actual.marketPercentPortfolio, 2);
 		}
 	}
 

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@barchart/portfolio-api-common",
-  "version": "1.0.262",
+  "version": "1.0.266",
   "description": "Common classes used by the Portfolio system",
   "author": {
     "name": "Bryan Ingle",