@barchart/portfolio-api-common 1.15.0 → 1.17.0

package/README.md

@@ -1,6 +1,7 @@
 # @barchart/portfolio-api-common
 
 [![AWS CodeBuild](https://codebuild.us-east-1.amazonaws.com/badges?uuid=eyJlbmNyeXB0ZWREYXRhIjoiSXBJTDZKWVFmSGVOSG9XQUgwbzB3Um5BZ0JsN2h1U3NQNWNhZTRHMlJKTVpEVVlVMENPaEFmR0NYS29rSStZWmZ5M1d0YVh2eXErVGhiekFtdHBpVmhJPSIsIml2UGFyYW1ldGVyU3BlYyI6ImROM3ZLMURwaXFyekltdDYiLCJtYXRlcmlhbFNldFNlcmlhbCI6MX0%3D&branch=master)](https://github.com/barchart/portfolio-api-common)
+[![NPM](https://img.shields.io/npm/v/@barchart/portfolio-api-common)](https://www.npmjs.com/package/@barchart/portfolio-api-common)
 
 A *public* library of shared JavaScript code used by Barchart's paper-trading portfolio system.
 

package/lib/data/TransactionType.js

@@ -450,29 +450,29 @@ module.exports = (() => {
 		}
 
 		/**
-		 * A merger opening.
+		 * A closing transaction as a result of a merger (for the acquired company).
 		 *
 		 * @public
 		 * @static
 		 * @returns {TransactionType}
 		 */
-		static get MERGER_OPEN() {
-			return mergerOpen;
+		static get MERGER_CLOSE() {
+			return mergerClose;
 		}
 
 		/**
-		 * A merger closing.
+		 * A opening transaction as a result of a merger (for the acquiring company).
 		 *
 		 * @public
 		 * @static
 		 * @returns {TransactionType}
 		 */
-		static get MERGER_CLOSE() {
-			return mergerClose;
+		static get MERGER_OPEN() {
+			return mergerOpen;
 		}
 
 		/**
-		 * A spin-off.
+		 * A spin-off (transaction applies to the original company).
 		 *
 		 * @public
 		 * @static
@@ -483,7 +483,7 @@ module.exports = (() => {
 		}
 
 		/**
-		 * A spin-off opening.
+		 * A spin-off (transaction opens a position in a new company).
 		 *
 		 * @public
 		 * @static
@@ -510,11 +510,11 @@ module.exports = (() => {
 	const feeUnits = new TransactionType('FU', 'Fee Units', 'Fee', 0, false, false, false, false, true, false, false, false, false, false, false, false, false);
 	const delist = new TransactionType('DL', 'Delist', 'Delist', 1, false, false, false, false, false, false, true, false, true, false, false, false, false);
 
-	const mergerOpen = new TransactionType('MO', 'Merger Open', 'Merger Open', 1, false, false, false, true, false, false, true, true, false, true, false, true, true);
 	const mergerClose = new TransactionType('MC', 'Merger Close', 'Merger Close', 1, false, false, false, false, true, false, true, false, true, false, true, false, false);
+	const mergerOpen = new TransactionType('MO', 'Merger Open', 'Merger Open', 1, false, false, false, true, false, false, true, true, false, true, false, true, true);
 
 	const spinoff = new TransactionType('SPF', 'Spinoff', 'Spinoff', 1, false, false, false, false, false, false, true, false, false, false, true, false, false);
-	const spinoffOpen = new TransactionType('SPFO', 'Spinoff Open', 'Spinoff Open', 1, false, false, false, true, false, false, true, true, false, true, false, false, false);
+	const spinoffOpen = new TransactionType('SPFO', 'Spinoff Open', 'Spinoff Open', 1, false, false, false, true, false, false, true, true, false, true, false, true, true);
 
 	const distributionCash = new TransactionType('DC', 'Distribution (Cash)', 'Cash Distribution', 1, false, false, true, false, false, false, true, false, false, false, false, false, false);
 	const distributionReinvest = new TransactionType('DY', 'Distribution (Reinvested)', 'Distribution Reinvest', 1, false, false, false, true, false, false, true, false, false, false, false, false, false);

package/lib/formatters/TransactionFormatter.js

@@ -495,10 +495,10 @@ module.exports = (() => {
 	formatters.set(TransactionType.WITHDRAWAL, [ basicFormatter, cashFormatter ]);
 	formatters.set(TransactionType.DEBIT, [ basicFormatter, cashFormatter, debitFormatter ]);
 	formatters.set(TransactionType.CREDIT, [ basicFormatter, cashFormatter, creditFormatter ]);
-	formatters.set(TransactionType.MERGER_OPEN, [ basicFormatter ]);
+	formatters.set(TransactionType.MERGER_OPEN, [ basicFormatter, averageCostFormatter ]);
 	formatters.set(TransactionType.MERGER_CLOSE, [ basicFormatter, mergerFormatter ]);
-	formatters.set(TransactionType.SPINOFF, [ basicFormatter, spinoffFormatter ]);
-	formatters.set(TransactionType.SPINOFF_OPEN, [ basicFormatter ]);
+	formatters.set(TransactionType.SPINOFF, [ basicFormatter, spinoffFormatter, averageCostFormatter ]);
+	formatters.set(TransactionType.SPINOFF_OPEN, [ basicFormatter, averageCostFormatter ]);
 
 	function getInstrumentTypePriority(type) {
 		if (type === InstrumentType.CASH) {

package/lib/processing/PositionContainer.js

@@ -44,13 +44,14 @@ module.exports = (() => {
 	 * @public
 	 * @param {PositionTreeDefinition[]} definitions
 	 * @param {Object[]} portfolios - The portfolios.
-	 * @param {Object[]} positions - The positions (for all of portfolios).
-	 * @param {Object[]} summaries - The positions summaries (for all of positions).
+	 * @param {Object[]} positions - The positions (for all portfolios).
+	 * @param {Object[]} summaries - The positions summaries (for all positions).
 	 * @param {PositionSummaryFrame=} reportFrame - If specified, locks the current (and previous) periods to a specific frame, use for reporting.
 	 * @param {Day=} reportDate - The end date for the report frame.
+	 * @param {Array[]=} currencyPairs - The currency pairs.
 	 */
 	class PositionContainer {
-		constructor(definitions, portfolios, positions, summaries, reportFrame, reportDate) {
+		constructor(definitions, portfolios, positions, summaries, reportFrame, reportDate, currencyPairs) {
 			assert.argumentIsArray(definitions, 'definitions', PositionTreeDefinition, 'PositionTreeDefinition');
 			assert.argumentIsArray(portfolios, 'portfolios');
 			assert.argumentIsArray(positions, 'positions');
@@ -61,6 +62,15 @@ module.exports = (() => {
 				assert.argumentIsRequired(reportDate, 'reportDate', Day, 'Day');
 			}
 
+			if (currencyPairs) {
+				assert.argumentIsArray(currencyPairs, 'currencyPairs');
+
+				currencyPairs.forEach((currencyPair) => {
+					assert.argumentIsArray(currencyPair, 'currencyPair', Currency, 'Currency');
+					assert.argumentIsValid(currencyPair.length, 'currencyPair.length', l => l === 2, 'has two items');
+				});
+			}
+
 			this._definitions = definitions;
 
 			this._groupBindings = { };
@@ -144,15 +154,25 @@ module.exports = (() => {
 				return map;
 			}, { });
 
-			const forexCurrencyCodes = array.unique(Object.keys(this._currencies).concat(REQUIRED_CURRENCIES.map(c => c.code)));
+			if (is.array(currencyPairs)) {
+				currencyPairs.forEach((currencyPair) => {
+					currencyPair.sort((a, b) => comparators.compareStrings(a.code, b.code));
+				});
 
-			this._forexSymbols = forexCurrencyCodes.reduce((symbols, code) => {
-				if (code !== DEFAULT_CURRENCY.code) {
-					symbols.push(`^${code}${DEFAULT_CURRENCY.code}`);
-				}
+				this._forexSymbols = array.unique(currencyPairs.map((currencyPair) => {
+					return `^${currencyPair[0].code}${currencyPair[1].code}`;
+				}));
+			} else {
+				const forexCurrencyCodes = array.unique(Object.keys(this._currencies).concat(REQUIRED_CURRENCIES.map(c => c.code)));
 
-				return symbols;
-			}, [ ]);
+				this._forexSymbols = forexCurrencyCodes.reduce((symbols, code) => {
+					if (code !== DEFAULT_CURRENCY.code) {
+						symbols.push(`^${code}${DEFAULT_CURRENCY.code}`);
+					}
+
+					return symbols;
+				}, [ ]);
+			}
 
 			this._forexQuotes = this._forexSymbols.map((symbol) => {
 				return Rate.fromPair(Decimal.ONE, symbol);

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@barchart/portfolio-api-common",
-  "version": "1.15.0",
+  "version": "1.17.0",
   "description": "Common JavaScript code used by Barchart's Portfolio Service",
   "author": {
     "name": "Bryan Ingle",
@@ -15,7 +15,7 @@
     "url": "git+ssh://git@github.com/barchart/portfolio-api-common.git"
   },
   "dependencies": {
-    "@barchart/common-js": "^4.23.0",
+    "@barchart/common-js": "^4.27.0",
     "uuid": "^8.3.2"
   },
   "devDependencies": {