@barchart/portfolio-api-common 1.2.111 → 1.2.115

package/lib/data/PositionSummaryFrame.js

@@ -241,7 +241,32 @@ module.exports = (() => {
 	}
 
 	function getMonthlyRanges(transactions) {
-		return [ ];
+    const ranges = [ ];
+    
+    if (!transactions.length) {
+    	return ranges;
+		}
+
+		const first = array.first(transactions);
+		const last = array.last(transactions);
+
+		const firstDate = first.date;
+		let lastDate;
+
+		lastDate = last.snapshot.open.getIsZero()
+			? new Day(last.date.year, last.date.month, last.date.day).addMonths(1)
+			: Day.getToday();
+		lastDate = lastDate.getEndOfMonth();
+
+		for (
+			let end = firstDate.getEndOfMonth();
+			end.format() <= lastDate.format();
+			end = end.addMonths(1).getEndOfMonth()
+		) {
+			ranges.push(getRange(end.subtractMonths(1).getEndOfMonth(), end));
+		}
+    
+    return ranges;
 	}
 
 	function getYearToDateRanges(transactions) {
@@ -278,7 +303,11 @@ module.exports = (() => {
 	}
 
 	function getMonthlyStartDate(periods, date) {
-		return null;
+    const today = date || Day.getToday();
+    
+		return today
+			.subtractMonths(periods)
+			.subtractDays(today.day);
 	}
 
 	function getYearToDateStartDate(periods, date) {

package/lib/data/TransactionType.js

@@ -352,6 +352,17 @@ module.exports = (() => {
 		static get DEBIT() {
 			return debit;
 		}
+    
+		/**
+		 * A system-generated transaction, indicating the security has stopped active trading.
+		 *
+		 * @public
+		 * @static
+		 * @returns {TransactionType}
+		 */
+		static get DELIST() {
+			return delist;
+		}
 
 		/**
 		 * A system-generated deposit, arising from another transaction.
@@ -401,6 +412,7 @@ module.exports = (() => {
 	const split = new TransactionType('SP', 'Split', 'Split', 1, false, false, false, true, false, false, true, false, false);
 	const fee = new TransactionType('F', 'Fee', 'Fee', 0, false, false, false, false, false, true, false, false, false);
 	const feeUnits = new TransactionType('FU', 'Fee Units', 'Fee', 0, false, false, false, false, true, false, false, false, false);
+	const delist = new TransactionType('DL', 'Delist', 'Delist', 0, false, false, false, false, false, false, false, false, false);
 
 	const distributionCash = new TransactionType('DC', 'Distribution (Cash)', 'Cash Distribution', 1, false, false, true, false, false, false, true, false, false);
 	const distributionReinvest = new TransactionType('DY', 'Distribution (Reinvested)', 'Distribution Reinvest', 1, false, false, false, true, false, false, true, false, false);

package/lib/data/TransactionValidator.js

@@ -244,6 +244,7 @@ module.exports = (() => {
 	associateTypes(InstrumentType.EQUITY, TransactionType.DIVIDEND_REINVEST, false);
 	associateTypes(InstrumentType.EQUITY, TransactionType.DIVIDEND_STOCK, false);
 	associateTypes(InstrumentType.EQUITY, TransactionType.SPLIT, false);
+	associateTypes(InstrumentType.EQUITY, TransactionType.DELIST, false);
 
 	associateTypes(InstrumentType.FUND, TransactionType.BUY, true, [ PositionDirection.LONG, PositionDirection.EVEN ]);
 	associateTypes(InstrumentType.FUND, TransactionType.SELL, true, [ PositionDirection.LONG ]);
@@ -252,6 +253,7 @@ module.exports = (() => {
 	associateTypes(InstrumentType.FUND, TransactionType.DISTRIBUTION_CASH, false);
 	associateTypes(InstrumentType.FUND, TransactionType.DISTRIBUTION_REINVEST, false);
 	associateTypes(InstrumentType.FUND, TransactionType.DISTRIBUTION_FUND, false);
+	associateTypes(InstrumentType.FUND, TransactionType.DELIST, false);
 
 	associateTypes(InstrumentType.OTHER, TransactionType.BUY, true, [ PositionDirection.LONG, PositionDirection.EVEN ]);
 	associateTypes(InstrumentType.OTHER, TransactionType.SELL, true, [ PositionDirection.LONG ]);

package/lib/formatters/TransactionFormatter.js

@@ -216,7 +216,7 @@ module.exports = (() => {
 	formatters.set(TransactionType.INCOME, (t) => {
 		return {
 			total: t.income.amount
-		};	
+		};
 	});
 
 	formatters.set(TransactionType.FEE, (t) => {
@@ -254,6 +254,10 @@ module.exports = (() => {
 			price: rate
 		};
 	});
+	
+	formatters.set(TransactionType.DELIST, () => {
+		return { };
+	});
 
 	const cashFormatter = (t) => {
 		return {
@@ -298,4 +302,4 @@ module.exports = (() => {
 		.toComparator();
 
 	return TransactionFormatter;
-})();
+})();

package/lib/processing/PositionGroup.js

@@ -169,7 +169,17 @@ module.exports = (() => {
 			this._dataActual.periodPrice = null;
 			this._dataActual.periodPricePrevious = null;
 			this._dataActual.periodRealized = null;
+			this._dataActual.periodRealizedPrevious = null;
+			this._dataActual.periodRealizedPrevious2 = null;
+			this._dataActual.periodRealizedBasis = null;
+			this._dataActual.periodRealizedBasisPrevious = null;
+			this._dataActual.periodRealizedBasisPrevious2 = null;
 			this._dataActual.periodUnrealized = null;
+			this._dataActual.periodUnrealizedPrevious = null;
+			this._dataActual.periodUnrealizedPrevious2 = null;
+			this._dataActual.periodUnrealizedBasis = null;
+			this._dataActual.periodUnrealizedBasisPrevious = null;
+			this._dataActual.periodUnrealizedBasisPrevious2 = null;
 			this._dataActual.periodIncome = null;
 
 			this._dataFormat.periodPrice = null;
@@ -178,6 +188,14 @@ module.exports = (() => {
 			this._dataFormat.periodUnrealized = null;
 			this._dataFormat.periodIncome = null;
 
+			this._dataActual.periodPercent = null;
+			this._dataActual.periodPreviousPercent = null;
+			this._dataActual.periodPrevious2Percent = null;
+
+			this._dataFormat.periodPercent = null;
+			this._dataFormat.periodPreviousPercent = null;
+			this._dataFormat.periodPrevious2Percent = null;
+
 			this._items.forEach((item) => {
 				bindItem.call(this, item);
 			});
@@ -731,7 +749,9 @@ module.exports = (() => {
 
 		calculateUnrealizedPercent(group);
 
-		if (group.single && group._items.length === 1) {
+		const groupItems = group._items;
+
+		if (group.single && groupItems.length === 1) {
 			const item = group._items[0];
 
 			actual.quantity = item.data.quantity;
@@ -750,12 +770,34 @@ module.exports = (() => {
 			format.periodPrice = formatCurrency(actual.periodPrice, currency);
 			format.periodPricePrevious = formatCurrency(actual.periodPricePrevious, currency);
 
+			actual.periodRealized = item.data.periodRealized;
+			actual.periodRealizedPrevious = item.data.periodRealizedPrevious;
+			actual.periodRealizedPrevious2 = item.data.periodRealizedPrevious2;
+
+			actual.periodRealizedBasis = item.data.periodRealizedBasis;
+			actual.periodRealizedBasisPrevious = item.data.periodRealizedBasisPrevious;
+			actual.periodRealizedBasisPrevious2 = item.data.periodRealizedBasisPrevious2;
+
+			actual.periodUnrealized = item.data.periodUnrealized;
+			actual.periodUnrealizedPrevious = item.data.periodUnrealizedPrevious;
+			actual.periodUnrealizedPrevious2 = item.data.periodUnrealizedPrevious2;
+
+			actual.periodUnrealizedBasis = item.data.periodUnrealizedBasis;
+			actual.periodUnrealizedBasisPrevious = item.data.periodUnrealizedBasisPrevious;
+			actual.periodUnrealizedBasisPrevious2 = item.data.periodUnrealizedBasisPrevious2;
+
+			actual.periodPercent = calculatePeriodPercent(actual.periodRealized, actual.periodRealizedBasis, actual.periodUnrealized, actual.periodUnrealizedBasis);
+			actual.periodPercentPrevious = calculatePeriodPercent(actual.periodRealizedPrevious, actual.periodRealizedBasisPrevious, actual.periodUnrealizedPrevious, actual.periodUnrealizedBasisPrevious);
+			actual.periodPercentPrevious2 = calculatePeriodPercent(actual.periodRealizedPrevious2, actual.periodRealizedBasisPrevious2, actual.periodUnrealizedPrevious2, actual.periodUnrealizedBasisPrevious2);
+
+			format.periodPercent = formatPercent(actual.periodPercent, 2);
+			format.periodPercentPrevious = formatPercent(actual.periodPercentPrevious, 2);
+			format.periodPercentPrevious2 = formatPercent(actual.periodPercentPrevious2, 2);
+
 			format.invalid = definition.type === PositionLevelType.POSITION && item.invalid;
 			format.locked = definition.type === PositionLevelType.POSITION && item.data.locked;
 		}
 
-		const groupItems = group._items;
-
 		let portfolioType = null;
 
 		if (groupItems.length > 0) {
@@ -875,6 +917,13 @@ module.exports = (() => {
 		format.marketChangePercent = formatPercent(actual.marketChangePercent, 2);
 
 		calculateUnrealizedPercent(group);
+
+		if (group.single && item) {
+			actual.periodUnrealized = item.data.periodUnrealized;
+
+			actual.periodPercent = calculatePeriodPercent(actual.periodRealized, actual.periodRealizedBasis, actual.periodUnrealized, actual.periodUnrealizedBasis);
+			format.periodPercent = formatPercent(actual.periodPercent, 2);
+		}
 	}
 
 	function calculateMarketPercent(group, rates, parentGroup, portfolioGroup) {
@@ -933,6 +982,13 @@ module.exports = (() => {
 		}
 	}
 
+	function calculatePeriodPercent(realized, realizedBasis, unrealized, unrealizedBasis) {
+		const numerator = realized.add(unrealized);
+		const denominator = realizedBasis.add(unrealizedBasis);
+
+		return denominator.getIsZero() ? Decimal.ZERO : numerator.divide(denominator);
+	}
+
 	const unchanged = { up: false, down: false };
 
 	return PositionGroup;

package/lib/processing/PositionItem.js

@@ -79,7 +79,21 @@ module.exports = (() => {
 			this._data.basisPrice = null;
 
 			this._data.periodRealized = null;
+			this._data.periodRealizedPrevious = null;
+			this._data.periodRealizedPrevious2 = null;
+
+			this._data.periodRealizedBasis = null;
+			this._data.periodRealizedBasisPrevious = null;
+			this._data.periodRealizedBasisPrevious2 = null;
+
 			this._data.periodUnrealized = null;
+			this._data.periodUnrealizedPrevious = null;
+			this._data.periodUnrealizedPrevious2 = null;
+
+			this._data.periodUnrealizedBasis = null;
+			this._data.periodUnrealizedBasisPrevious = null;
+			this._data.periodUnrealizedBasisPrevious2 = null;
+
 			this._data.periodIncome = null;
 
 			this._data.periodPrice = null;
@@ -89,15 +103,15 @@ module.exports = (() => {
 			this._data.fundamental = { };
 			this._data.locked = getIsLocked(position);
 
-			calculateStaticData(this);
-			calculatePriceData(this, null);
-
 			this._quoteChangedEvent = new Event(this);
 			this._newsExistsChangedEvent = new Event(this);
 			this._fundamentalDataChangedEvent = new Event(this);
 			this._lockChangedEvent = new Event(this);
 			this._portfolioChangedEvent = new Event(this);
 			this._positionItemDisposeEvent = new Event(this);
+
+			calculateStaticData(this);
+			calculatePriceData(this, null);
 		}
 
 		/**
@@ -411,9 +425,23 @@ module.exports = (() => {
 		data.marketPrevious2 = previousSummary2 === null ? Decimal.ZERO : previousSummary2.end.value;
 		data.quantityPrevious = previousSummary1 === null ? Decimal.ZERO : previousSummary1.end.open;
 
-		data.periodRealized = calculateRealizedPeriod(item.currentSummary, previousSummary1);
-		data.periodUnrealized = calculateUnrealizedPeriod(item.currentSummary, previousSummary1);
-		data.periodIncome = calculateIncomePeriod(item.currentSummary, previousSummary1);
+		data.periodRealized = calculatePeriodRealized(item.currentSummary, previousSummary1);
+		data.periodRealizedPrevious = calculatePeriodRealized(previousSummary1, previousSummary2);
+		data.periodRealizedPrevious2 = calculatePeriodRealized(previousSummary2, previousSummary3);
+		
+		data.periodRealizedBasis = calculatePeriodRealizedBasis(item.currentSummary, previousSummary1);
+		data.periodRealizedBasisPrevious = calculatePeriodRealizedBasis(previousSummary1, previousSummary2);
+		data.periodRealizedBasisPrevious2 = calculatePeriodRealizedBasis(previousSummary2, previousSummary3);
+		
+		data.periodUnrealized = calculatePeriodUnrealized(item.currentSummary, previousSummary1);
+		data.periodUnrealizedPrevious = calculatePeriodUnrealized(previousSummary1, previousSummary2);
+		data.periodUnrealizedPrevious2 = calculatePeriodUnrealized(previousSummary2, previousSummary3);
+
+		data.periodUnrealizedBasis = calculatePeriodUnrealizedBasis(item.currentSummary, previousSummary1);
+		data.periodUnrealizedBasisPrevious = calculatePeriodUnrealizedBasis(previousSummary1, previousSummary2);
+		data.periodUnrealizedBasisPrevious2 = calculatePeriodUnrealizedBasis(previousSummary2, previousSummary3);
+		
+		data.periodIncome = calculatePeriodIncome(item.currentSummary, previousSummary1);
 
 		if (snapshot.open.getIsZero()) {
 			data.basisPrice = Decimal.ZERO;
@@ -540,11 +568,16 @@ module.exports = (() => {
 
 				data.unrealized = unrealized;
 				data.unrealizedChange = unrealizedChange;
+
+				data.periodUnrealized = calculatePeriodUnrealized(item.currentSummary, previousSummary, data.unrealized);
+				data.periodUnrealizedChange = unrealizedChange;
 			} else {
 				data.summaryTotalCurrentChange = Decimal.ZERO;
 
 				data.unrealized = Decimal.ZERO;
 				data.unrealizedChange = Decimal.ZERO;
+
+				data.periodUnrealizedChange = Decimal.ZERO;
 			}
 		} else {
 			data.summaryTotalCurrentChange = Decimal.ZERO;
@@ -568,7 +601,7 @@ module.exports = (() => {
 		return returnRef;
 	}
 
-	function calculateRealizedPeriod(currentSummary, previousSummary) {
+	function calculatePeriodRealized(currentSummary, previousSummary) {
 		let returnRef;
 
 		if (currentSummary) {
@@ -582,13 +615,42 @@ module.exports = (() => {
 		return returnRef;
 	}
 
-	function calculateUnrealizedPeriod(currentSummary, previousSummary) {
+	function calculatePeriodRealizedBasis(currentSummary, previousSummary) {
+		let returnRef;
+
+		if (currentSummary) {
+			const period = currentSummary.period;
+
+			returnRef = period.sells.subtract(calculatePeriodRealized(currentSummary, previousSummary));
+		} else {
+			returnRef = Decimal.ZERO;
+		}
+
+		return returnRef;
+	}
+	
+	function calculatePeriodUnrealized(currentSummary, previousSummary, override) {
+		let returnRef;
+
+		if (currentSummary) {
+			const period = currentSummary.period;
+			const unrealized = override || period.unrealized;
+
+			returnRef = unrealized.subtract(previousSummary !== null ? previousSummary.period.unrealized : Decimal.ZERO);
+		} else {
+			returnRef = Decimal.ZERO;
+		}
+
+		return returnRef;
+	}
+	
+	function calculatePeriodUnrealizedBasis(currentSummary, previousSummary) {
 		let returnRef;
 
 		if (currentSummary) {
 			const period = currentSummary.period;
 
-			returnRef = period.unrealized.subtract(previousSummary !== null ? previousSummary.period.unrealized : Decimal.ZERO);
+			returnRef = currentSummary.end.basis.absolute();
 		} else {
 			returnRef = Decimal.ZERO;
 		}
@@ -596,7 +658,7 @@ module.exports = (() => {
 		return returnRef;
 	}
 
-	function calculateIncomePeriod(currentSummary, previousSummary) {
+	function calculatePeriodIncome(currentSummary, previousSummary) {
 		let returnRef;
 
 		if (currentSummary) {

package/lib/serialization/TransactionSchema.js

@@ -113,6 +113,10 @@ module.exports = (() => {
 		static get VALUATION() {
 			return valuation;
 		}
+		
+		static get DELIST() {
+			return delist;
+		}
 
 		static get INCOME() {
 			return income;
@@ -322,8 +326,18 @@ module.exports = (() => {
 		.withField('force', DataType.BOOLEAN, true)
 		.schema
 	);
-
-	const income = new TransactionSchema(SchemaBuilder.withName(TransactionType.INCOME.code)
+	
+	const delist = new TransactionSchema(SchemaBuilder.withName(TransactionType.DELIST.code)
+		.withField('portfolio', DataType.STRING)
+		.withField('position', DataType.STRING)
+		.withField('sequence', DataType.NUMBER, true)
+		.withField('type', DataType.forEnum(TransactionType, 'TransactionType'))
+		.withField('date', DataType.DAY)
+		.withField('force', DataType.BOOLEAN, true)
+		.schema
+	);
+  
+  const income = new TransactionSchema(SchemaBuilder.withName(TransactionType.INCOME.code)
 		.withField('portfolio', DataType.STRING)
 		.withField('position', DataType.STRING)
 		.withField('sequence', DataType.NUMBER, true)
@@ -349,6 +363,7 @@ module.exports = (() => {
 	addSchemaToMap(TransactionType.DEPOSIT, deposit);
 	addSchemaToMap(TransactionType.WITHDRAWAL, withdrawal);
 	addSchemaToMap(TransactionType.VALUATION, valuation);
+	addSchemaToMap(TransactionType.DELIST, delist);
 	addSchemaToMap(TransactionType.INCOME, income);
 
 	return TransactionSchema;

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@barchart/portfolio-api-common",
-  "version": "1.2.111",
+  "version": "1.2.115",
   "description": "Common classes used by the Portfolio system",
   "author": {
     "name": "Bryan Ingle",

package/test/SpecRunner.js

@@ -632,7 +632,32 @@ module.exports = (() => {
 	}
 
 	function getMonthlyRanges(transactions) {
-		return [ ];
+    const ranges = [ ];
+    
+    if (!transactions.length) {
+    	return ranges;
+		}
+
+		const first = array.first(transactions);
+		const last = array.last(transactions);
+
+		const firstDate = first.date;
+		let lastDate;
+
+		lastDate = last.snapshot.open.getIsZero()
+			? new Day(last.date.year, last.date.month, last.date.day).addMonths(1)
+			: Day.getToday();
+		lastDate = lastDate.getEndOfMonth();
+
+		for (
+			let end = firstDate.getEndOfMonth();
+			end.format() <= lastDate.format();
+			end = end.addMonths(1).getEndOfMonth()
+		) {
+			ranges.push(getRange(end.subtractMonths(1).getEndOfMonth(), end));
+		}
+    
+    return ranges;
 	}
 
 	function getYearToDateRanges(transactions) {
@@ -669,7 +694,11 @@ module.exports = (() => {
 	}
 
 	function getMonthlyStartDate(periods, date) {
-		return null;
+    const today = date || Day.getToday();
+    
+		return today
+			.subtractMonths(periods)
+			.subtractDays(today.day);
 	}
 
 	function getYearToDateStartDate(periods, date) {
@@ -1060,6 +1089,17 @@ module.exports = (() => {
 		static get DEBIT() {
 			return debit;
 		}
+    
+		/**
+		 * A system-generated transaction, indicating the security has stopped active trading.
+		 *
+		 * @public
+		 * @static
+		 * @returns {TransactionType}
+		 */
+		static get DELIST() {
+			return delist;
+		}
 
 		/**
 		 * A system-generated deposit, arising from another transaction.
@@ -1109,6 +1149,7 @@ module.exports = (() => {
 	const split = new TransactionType('SP', 'Split', 'Split', 1, false, false, false, true, false, false, true, false, false);
 	const fee = new TransactionType('F', 'Fee', 'Fee', 0, false, false, false, false, false, true, false, false, false);
 	const feeUnits = new TransactionType('FU', 'Fee Units', 'Fee', 0, false, false, false, false, true, false, false, false, false);
+	const delist = new TransactionType('DL', 'Delist', 'Delist', 0, false, false, false, false, false, false, false, false, false);
 
 	const distributionCash = new TransactionType('DC', 'Distribution (Cash)', 'Cash Distribution', 1, false, false, true, false, false, false, true, false, false);
 	const distributionReinvest = new TransactionType('DY', 'Distribution (Reinvested)', 'Distribution Reinvest', 1, false, false, false, true, false, false, true, false, false);
@@ -1372,6 +1413,7 @@ module.exports = (() => {
 	associateTypes(InstrumentType.EQUITY, TransactionType.DIVIDEND_REINVEST, false);
 	associateTypes(InstrumentType.EQUITY, TransactionType.DIVIDEND_STOCK, false);
 	associateTypes(InstrumentType.EQUITY, TransactionType.SPLIT, false);
+	associateTypes(InstrumentType.EQUITY, TransactionType.DELIST, false);
 
 	associateTypes(InstrumentType.FUND, TransactionType.BUY, true, [ PositionDirection.LONG, PositionDirection.EVEN ]);
 	associateTypes(InstrumentType.FUND, TransactionType.SELL, true, [ PositionDirection.LONG ]);
@@ -1380,6 +1422,7 @@ module.exports = (() => {
 	associateTypes(InstrumentType.FUND, TransactionType.DISTRIBUTION_CASH, false);
 	associateTypes(InstrumentType.FUND, TransactionType.DISTRIBUTION_REINVEST, false);
 	associateTypes(InstrumentType.FUND, TransactionType.DISTRIBUTION_FUND, false);
+	associateTypes(InstrumentType.FUND, TransactionType.DELIST, false);
 
 	associateTypes(InstrumentType.OTHER, TransactionType.BUY, true, [ PositionDirection.LONG, PositionDirection.EVEN ]);
 	associateTypes(InstrumentType.OTHER, TransactionType.SELL, true, [ PositionDirection.LONG ]);
@@ -2629,7 +2672,17 @@ module.exports = (() => {
 			this._dataActual.periodPrice = null;
 			this._dataActual.periodPricePrevious = null;
 			this._dataActual.periodRealized = null;
+			this._dataActual.periodRealizedPrevious = null;
+			this._dataActual.periodRealizedPrevious2 = null;
+			this._dataActual.periodRealizedBasis = null;
+			this._dataActual.periodRealizedBasisPrevious = null;
+			this._dataActual.periodRealizedBasisPrevious2 = null;
 			this._dataActual.periodUnrealized = null;
+			this._dataActual.periodUnrealizedPrevious = null;
+			this._dataActual.periodUnrealizedPrevious2 = null;
+			this._dataActual.periodUnrealizedBasis = null;
+			this._dataActual.periodUnrealizedBasisPrevious = null;
+			this._dataActual.periodUnrealizedBasisPrevious2 = null;
 			this._dataActual.periodIncome = null;
 
 			this._dataFormat.periodPrice = null;
@@ -2638,6 +2691,14 @@ module.exports = (() => {
 			this._dataFormat.periodUnrealized = null;
 			this._dataFormat.periodIncome = null;
 
+			this._dataActual.periodPercent = null;
+			this._dataActual.periodPreviousPercent = null;
+			this._dataActual.periodPrevious2Percent = null;
+
+			this._dataFormat.periodPercent = null;
+			this._dataFormat.periodPreviousPercent = null;
+			this._dataFormat.periodPrevious2Percent = null;
+
 			this._items.forEach((item) => {
 				bindItem.call(this, item);
 			});
@@ -3191,7 +3252,9 @@ module.exports = (() => {
 
 		calculateUnrealizedPercent(group);
 
-		if (group.single && group._items.length === 1) {
+		const groupItems = group._items;
+
+		if (group.single && groupItems.length === 1) {
 			const item = group._items[0];
 
 			actual.quantity = item.data.quantity;
@@ -3210,12 +3273,34 @@ module.exports = (() => {
 			format.periodPrice = formatCurrency(actual.periodPrice, currency);
 			format.periodPricePrevious = formatCurrency(actual.periodPricePrevious, currency);
 
+			actual.periodRealized = item.data.periodRealized;
+			actual.periodRealizedPrevious = item.data.periodRealizedPrevious;
+			actual.periodRealizedPrevious2 = item.data.periodRealizedPrevious2;
+
+			actual.periodRealizedBasis = item.data.periodRealizedBasis;
+			actual.periodRealizedBasisPrevious = item.data.periodRealizedBasisPrevious;
+			actual.periodRealizedBasisPrevious2 = item.data.periodRealizedBasisPrevious2;
+
+			actual.periodUnrealized = item.data.periodUnrealized;
+			actual.periodUnrealizedPrevious = item.data.periodUnrealizedPrevious;
+			actual.periodUnrealizedPrevious2 = item.data.periodUnrealizedPrevious2;
+
+			actual.periodUnrealizedBasis = item.data.periodUnrealizedBasis;
+			actual.periodUnrealizedBasisPrevious = item.data.periodUnrealizedBasisPrevious;
+			actual.periodUnrealizedBasisPrevious2 = item.data.periodUnrealizedBasisPrevious2;
+
+			actual.periodPercent = calculatePeriodPercent(actual.periodRealized, actual.periodRealizedBasis, actual.periodUnrealized, actual.periodUnrealizedBasis);
+			actual.periodPercentPrevious = calculatePeriodPercent(actual.periodRealizedPrevious, actual.periodRealizedBasisPrevious, actual.periodUnrealizedPrevious, actual.periodUnrealizedBasisPrevious);
+			actual.periodPercentPrevious2 = calculatePeriodPercent(actual.periodRealizedPrevious2, actual.periodRealizedBasisPrevious2, actual.periodUnrealizedPrevious2, actual.periodUnrealizedBasisPrevious2);
+
+			format.periodPercent = formatPercent(actual.periodPercent, 2);
+			format.periodPercentPrevious = formatPercent(actual.periodPercentPrevious, 2);
+			format.periodPercentPrevious2 = formatPercent(actual.periodPercentPrevious2, 2);
+
 			format.invalid = definition.type === PositionLevelType.POSITION && item.invalid;
 			format.locked = definition.type === PositionLevelType.POSITION && item.data.locked;
 		}
 
-		const groupItems = group._items;
-
 		let portfolioType = null;
 
 		if (groupItems.length > 0) {
@@ -3335,6 +3420,13 @@ module.exports = (() => {
 		format.marketChangePercent = formatPercent(actual.marketChangePercent, 2);
 
 		calculateUnrealizedPercent(group);
+
+		if (group.single && item) {
+			actual.periodUnrealized = item.data.periodUnrealized;
+
+			actual.periodPercent = calculatePeriodPercent(actual.periodRealized, actual.periodRealizedBasis, actual.periodUnrealized, actual.periodUnrealizedBasis);
+			format.periodPercent = formatPercent(actual.periodPercent, 2);
+		}
 	}
 
 	function calculateMarketPercent(group, rates, parentGroup, portfolioGroup) {
@@ -3393,6 +3485,13 @@ module.exports = (() => {
 		}
 	}
 
+	function calculatePeriodPercent(realized, realizedBasis, unrealized, unrealizedBasis) {
+		const numerator = realized.add(unrealized);
+		const denominator = realizedBasis.add(unrealizedBasis);
+
+		return denominator.getIsZero() ? Decimal.ZERO : numerator.divide(denominator);
+	}
+
 	const unchanged = { up: false, down: false };
 
 	return PositionGroup;
@@ -3480,7 +3579,21 @@ module.exports = (() => {
 			this._data.basisPrice = null;
 
 			this._data.periodRealized = null;
+			this._data.periodRealizedPrevious = null;
+			this._data.periodRealizedPrevious2 = null;
+
+			this._data.periodRealizedBasis = null;
+			this._data.periodRealizedBasisPrevious = null;
+			this._data.periodRealizedBasisPrevious2 = null;
+
 			this._data.periodUnrealized = null;
+			this._data.periodUnrealizedPrevious = null;
+			this._data.periodUnrealizedPrevious2 = null;
+
+			this._data.periodUnrealizedBasis = null;
+			this._data.periodUnrealizedBasisPrevious = null;
+			this._data.periodUnrealizedBasisPrevious2 = null;
+
 			this._data.periodIncome = null;
 
 			this._data.periodPrice = null;
@@ -3490,15 +3603,15 @@ module.exports = (() => {
 			this._data.fundamental = { };
 			this._data.locked = getIsLocked(position);
 
-			calculateStaticData(this);
-			calculatePriceData(this, null);
-
 			this._quoteChangedEvent = new Event(this);
 			this._newsExistsChangedEvent = new Event(this);
 			this._fundamentalDataChangedEvent = new Event(this);
 			this._lockChangedEvent = new Event(this);
 			this._portfolioChangedEvent = new Event(this);
 			this._positionItemDisposeEvent = new Event(this);
+
+			calculateStaticData(this);
+			calculatePriceData(this, null);
 		}
 
 		/**
@@ -3812,9 +3925,23 @@ module.exports = (() => {
 		data.marketPrevious2 = previousSummary2 === null ? Decimal.ZERO : previousSummary2.end.value;
 		data.quantityPrevious = previousSummary1 === null ? Decimal.ZERO : previousSummary1.end.open;
 
-		data.periodRealized = calculateRealizedPeriod(item.currentSummary, previousSummary1);
-		data.periodUnrealized = calculateUnrealizedPeriod(item.currentSummary, previousSummary1);
-		data.periodIncome = calculateIncomePeriod(item.currentSummary, previousSummary1);
+		data.periodRealized = calculatePeriodRealized(item.currentSummary, previousSummary1);
+		data.periodRealizedPrevious = calculatePeriodRealized(previousSummary1, previousSummary2);
+		data.periodRealizedPrevious2 = calculatePeriodRealized(previousSummary2, previousSummary3);
+		
+		data.periodRealizedBasis = calculatePeriodRealizedBasis(item.currentSummary, previousSummary1);
+		data.periodRealizedBasisPrevious = calculatePeriodRealizedBasis(previousSummary1, previousSummary2);
+		data.periodRealizedBasisPrevious2 = calculatePeriodRealizedBasis(previousSummary2, previousSummary3);
+		
+		data.periodUnrealized = calculatePeriodUnrealized(item.currentSummary, previousSummary1);
+		data.periodUnrealizedPrevious = calculatePeriodUnrealized(previousSummary1, previousSummary2);
+		data.periodUnrealizedPrevious2 = calculatePeriodUnrealized(previousSummary2, previousSummary3);
+
+		data.periodUnrealizedBasis = calculatePeriodUnrealizedBasis(item.currentSummary, previousSummary1);
+		data.periodUnrealizedBasisPrevious = calculatePeriodUnrealizedBasis(previousSummary1, previousSummary2);
+		data.periodUnrealizedBasisPrevious2 = calculatePeriodUnrealizedBasis(previousSummary2, previousSummary3);
+		
+		data.periodIncome = calculatePeriodIncome(item.currentSummary, previousSummary1);
 
 		if (snapshot.open.getIsZero()) {
 			data.basisPrice = Decimal.ZERO;
@@ -3941,11 +4068,16 @@ module.exports = (() => {
 
 				data.unrealized = unrealized;
 				data.unrealizedChange = unrealizedChange;
+
+				data.periodUnrealized = calculatePeriodUnrealized(item.currentSummary, previousSummary, data.unrealized);
+				data.periodUnrealizedChange = unrealizedChange;
 			} else {
 				data.summaryTotalCurrentChange = Decimal.ZERO;
 
 				data.unrealized = Decimal.ZERO;
 				data.unrealizedChange = Decimal.ZERO;
+
+				data.periodUnrealizedChange = Decimal.ZERO;
 			}
 		} else {
 			data.summaryTotalCurrentChange = Decimal.ZERO;
@@ -3969,7 +4101,7 @@ module.exports = (() => {
 		return returnRef;
 	}
 
-	function calculateRealizedPeriod(currentSummary, previousSummary) {
+	function calculatePeriodRealized(currentSummary, previousSummary) {
 		let returnRef;
 
 		if (currentSummary) {
@@ -3983,21 +4115,50 @@ module.exports = (() => {
 		return returnRef;
 	}
 
-	function calculateUnrealizedPeriod(currentSummary, previousSummary) {
+	function calculatePeriodRealizedBasis(currentSummary, previousSummary) {
 		let returnRef;
 
 		if (currentSummary) {
 			const period = currentSummary.period;
 
-			returnRef = period.unrealized.subtract(previousSummary !== null ? previousSummary.period.unrealized : Decimal.ZERO);
+			returnRef = period.sells.subtract(calculatePeriodRealized(currentSummary, previousSummary));
 		} else {
 			returnRef = Decimal.ZERO;
 		}
 
 		return returnRef;
 	}
+	
+	function calculatePeriodUnrealized(currentSummary, previousSummary, override) {
+		let returnRef;
 
-	function calculateIncomePeriod(currentSummary, previousSummary) {
+		if (currentSummary) {
+			const period = currentSummary.period;
+			const unrealized = override || period.unrealized;
+
+			returnRef = unrealized.subtract(previousSummary !== null ? previousSummary.period.unrealized : Decimal.ZERO);
+		} else {
+			returnRef = Decimal.ZERO;
+		}
+
+		return returnRef;
+	}
+	
+	function calculatePeriodUnrealizedBasis(currentSummary, previousSummary) {
+		let returnRef;
+
+		if (currentSummary) {
+			const period = currentSummary.period;
+
+			returnRef = currentSummary.end.basis.absolute();
+		} else {
+			returnRef = Decimal.ZERO;
+		}
+
+		return returnRef;
+	}
+
+	function calculatePeriodIncome(currentSummary, previousSummary) {
 		let returnRef;
 
 		if (currentSummary) {
@@ -4554,6 +4715,10 @@ module.exports = (() => {
 		static get VALUATION() {
 			return valuation;
 		}
+		
+		static get DELIST() {
+			return delist;
+		}
 
 		static get INCOME() {
 			return income;
@@ -4763,8 +4928,18 @@ module.exports = (() => {
 		.withField('force', DataType.BOOLEAN, true)
 		.schema
 	);
-
-	const income = new TransactionSchema(SchemaBuilder.withName(TransactionType.INCOME.code)
+	
+	const delist = new TransactionSchema(SchemaBuilder.withName(TransactionType.DELIST.code)
+		.withField('portfolio', DataType.STRING)
+		.withField('position', DataType.STRING)
+		.withField('sequence', DataType.NUMBER, true)
+		.withField('type', DataType.forEnum(TransactionType, 'TransactionType'))
+		.withField('date', DataType.DAY)
+		.withField('force', DataType.BOOLEAN, true)
+		.schema
+	);
+  
+  const income = new TransactionSchema(SchemaBuilder.withName(TransactionType.INCOME.code)
 		.withField('portfolio', DataType.STRING)
 		.withField('position', DataType.STRING)
 		.withField('sequence', DataType.NUMBER, true)
@@ -4790,6 +4965,7 @@ module.exports = (() => {
 	addSchemaToMap(TransactionType.DEPOSIT, deposit);
 	addSchemaToMap(TransactionType.WITHDRAWAL, withdrawal);
 	addSchemaToMap(TransactionType.VALUATION, valuation);
+	addSchemaToMap(TransactionType.DELIST, delist);
 	addSchemaToMap(TransactionType.INCOME, income);
 
 	return TransactionSchema;
@@ -6193,6 +6369,19 @@ module.exports = function () {
 				return this.addYears(years, true);
 			}
 
+			/**
+    * Returns a new Day instance for the end of the month of the current instance.
+    *
+    * @public
+    * @returns {Day}
+    */
+
+		}, {
+			key: 'getEndOfMonth',
+			value: function getEndOfMonth() {
+				return new Day(this.year, this.month, Day.getDaysInMonth(this.year, this.month));
+			}
+
 			/**
     * Indicates if another {@link Day} occurs before the current instance.
     *
@@ -9985,7 +10174,7 @@ module.exports = function () {
    * the schema.
    *
    * @public
-   * @param {data} data
+   * @param {Object} data
    * @returns {Object}
    */
 
@@ -10067,7 +10256,13 @@ module.exports = function () {
 				};
 
 				return function (key, value) {
-					return advance(key).reviver(value);
+					var item = advance(key);
+
+					if (key === '') {
+						return value;
+					} else {
+						return item.reviver(value);
+					}
 				};
 			}
 
@@ -17709,6 +17904,50 @@ describe('After the PositionSummaryFrame enumeration is initialized', () => {
 		});
 	});
 
+	describe('and month position summary ranges are processed for a transaction set that does not close', () => {
+		let ranges;
+
+		beforeEach(() => {
+			const transactions = [
+				{
+					date: new Day(2018, 10, 20),
+					snapshot: {
+						open: new Decimal(1)
+					},
+					type: TransactionType.BUY
+				},
+				{
+					date: new Day(2018, 11, 21),
+					snapshot: {
+						open: new Decimal(1)
+					},
+					type: TransactionType.BUY
+				}
+			];
+
+			ranges = PositionSummaryFrame.MONTHLY.getRanges(transactions);
+		});
+
+		it('should have three ranges (assuming the current year is 2018 and the current month is December)', () => {
+			expect(ranges.length).toEqual(3);
+		});
+
+		it('the first range should be from 2018-09-30 to 2018-10-31', () => {
+			expect(ranges[0].start.format()).toEqual('2018-09-30');
+			expect(ranges[0].end.format()).toEqual('2018-10-31');
+		});
+
+		it('the second range should be from 2018-10-31 to 2018-11-30', () => {
+		  expect(ranges[1].start.format()).toEqual('2018-10-31');
+		  expect(ranges[1].end.format()).toEqual('2018-11-30');
+		});
+
+		it('the third range should be from 2018-10-31 to 2018-11-30', () => {
+			expect(ranges[2].start.format()).toEqual('2018-11-30');
+			expect(ranges[2].end.format()).toEqual('2018-12-31');
+		});
+	});
+
 	describe('and getting the start date for yearly frames', () => {
 		describe('for one year ago', function() {
 			let start;
@@ -17751,6 +17990,55 @@ describe('After the PositionSummaryFrame enumeration is initialized', () => {
 		});
 	});
 
+
+
+
+	////
+
+	describe('and getting the start date for monthly frames', () => {
+		describe('for one month ago', function () {
+			let start;
+
+			beforeEach(() => {
+				start = PositionSummaryFrame.MONTHLY.getStartDate(1);
+			});
+
+			it('should be on the last day of month', () => {
+				const today = Day.getToday();
+				
+				expect(start.day).toEqual(Day.getDaysInMonth(today.year, today.month - 2));
+			});
+
+			it('should be month ago', () => {
+				expect(start.month).toEqual(Day.getToday().month - 2);
+			});
+		});
+    
+    describe('for three months ago', function () {
+      let start;
+      
+      beforeEach(() => {
+        start = PositionSummaryFrame.MONTHLY.getStartDate(3);
+      });
+      
+      it('should be on the last day of month', () => {
+        const today = Day.getToday();
+        
+        expect(start.day).toEqual(Day.getDaysInMonth(today.year, today.month - 4));
+      });
+      
+      it('should be 3 month ago', () => {
+        expect(start.month).toEqual(Day.getToday().month - 4);
+      });
+    });
+	});
+
+	////
+
+
+
+
+
 	describe('and recent ranges are calculated', () => {
 		let todayYear;
 		let todayMonth;

package/test/specs/data/PositionSummaryFrameSpec.js

@@ -311,6 +311,50 @@ describe('After the PositionSummaryFrame enumeration is initialized', () => {
 		});
 	});
 
+	describe('and month position summary ranges are processed for a transaction set that does not close', () => {
+		let ranges;
+
+		beforeEach(() => {
+			const transactions = [
+				{
+					date: new Day(2018, 10, 20),
+					snapshot: {
+						open: new Decimal(1)
+					},
+					type: TransactionType.BUY
+				},
+				{
+					date: new Day(2018, 11, 21),
+					snapshot: {
+						open: new Decimal(1)
+					},
+					type: TransactionType.BUY
+				}
+			];
+
+			ranges = PositionSummaryFrame.MONTHLY.getRanges(transactions);
+		});
+
+		it('should have three ranges (assuming the current year is 2018 and the current month is December)', () => {
+			expect(ranges.length).toEqual(3);
+		});
+
+		it('the first range should be from 2018-09-30 to 2018-10-31', () => {
+			expect(ranges[0].start.format()).toEqual('2018-09-30');
+			expect(ranges[0].end.format()).toEqual('2018-10-31');
+		});
+
+		it('the second range should be from 2018-10-31 to 2018-11-30', () => {
+		  expect(ranges[1].start.format()).toEqual('2018-10-31');
+		  expect(ranges[1].end.format()).toEqual('2018-11-30');
+		});
+
+		it('the third range should be from 2018-10-31 to 2018-11-30', () => {
+			expect(ranges[2].start.format()).toEqual('2018-11-30');
+			expect(ranges[2].end.format()).toEqual('2018-12-31');
+		});
+	});
+
 	describe('and getting the start date for yearly frames', () => {
 		describe('for one year ago', function() {
 			let start;
@@ -353,6 +397,55 @@ describe('After the PositionSummaryFrame enumeration is initialized', () => {
 		});
 	});
 
+
+
+
+	////
+
+	describe('and getting the start date for monthly frames', () => {
+		describe('for one month ago', function () {
+			let start;
+
+			beforeEach(() => {
+				start = PositionSummaryFrame.MONTHLY.getStartDate(1);
+			});
+
+			it('should be on the last day of month', () => {
+				const today = Day.getToday();
+				
+				expect(start.day).toEqual(Day.getDaysInMonth(today.year, today.month - 2));
+			});
+
+			it('should be month ago', () => {
+				expect(start.month).toEqual(Day.getToday().month - 2);
+			});
+		});
+    
+    describe('for three months ago', function () {
+      let start;
+      
+      beforeEach(() => {
+        start = PositionSummaryFrame.MONTHLY.getStartDate(3);
+      });
+      
+      it('should be on the last day of month', () => {
+        const today = Day.getToday();
+        
+        expect(start.day).toEqual(Day.getDaysInMonth(today.year, today.month - 4));
+      });
+      
+      it('should be 3 month ago', () => {
+        expect(start.month).toEqual(Day.getToday().month - 4);
+      });
+    });
+	});
+
+	////
+
+
+
+
+
 	describe('and recent ranges are calculated', () => {
 		let todayYear;
 		let todayMonth;