@barchart/portfolio-api-common 1.2.114 → 1.2.118

package/lib/api/failures/PortfolioFailureType.js

@@ -88,6 +88,18 @@ module.exports = (() => {
 		static get TRANSACTION_CREATE_FAILED_OUT_OF_SEQUENCE() {
 			return transactionCreateFailedOutOfSequence;
 		}
+		
+		/**
+		 * The transaction date is invalid.
+		 * For example create opening transaction after delist date.
+		 *
+		 * @public
+		 * @static
+		 * @returns {FailureType}
+		 */
+		static get TRANSACTION_CREATE_FAILED_INVALID_DATE() {
+			return transactionCreateFailedInvalidDate;
+		}
 
 		/**
 		 * @public
@@ -164,6 +176,18 @@ module.exports = (() => {
 		static get TRANSACTION_CREATE_FAILED_POSITION_LOCKED() {
 			return transactionCreateFailedPositionLocked;
 		}
+		
+		/**
+		 * The transaction (of this type) cannot be deleted by a user, instead,
+		 * it is created and managed by the system (e.g. dividends).
+		 *
+		 * @public
+		 * @static
+		 * @returns {FailureType}
+		 */
+		static get TRANSACTION_DELETE_FAILED_TYPE_RESERVED() {
+			return transactionDeleteFailedTypeReserved;
+		}
 
 		/**
 		 * Deleting any transaction except for the most recent requires
@@ -209,6 +233,18 @@ module.exports = (() => {
 		static get TRANSACTION_DELETE_FAILED_POSITION_LOCKED() {
 			return transactionDeleteFailedPositionLocked;
 		}
+		
+		/**
+		 * The transaction date is invalid.
+		 * For example edit opening transaction after delist date.
+		 *
+		 * @public
+		 * @static
+		 * @returns {FailureType}
+		 */
+		static get TRANSACTION_EDIT_FAILED_INVALID_DATE() {
+			return transactionEditFailedInvalidDate;
+		}
 
 		/**
 		 * Unable to edit, the transaction doesn't exist.
@@ -247,10 +283,12 @@ module.exports = (() => {
 
 	const transactionCreateFailedNoPosition = new FailureType('TRANSACTION_CREATE_FAILED_NO_POSITION', 'Unable to create transaction. The referenced position does not exist. Has it been deleted?');
 	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).');
+	const transactionCreateFailedInvalidDate = new FailureType('TRANSACTION_CREATE_FAILED_INVALID_DATE', 'Unable to process transaction with given date.');
 	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.');
 	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.');
 	const transactionCreateFailedInvalidDirectionSwitch = new FailureType('TRANSACTION_CREATE_FAILED_INVALID_DIRECTION_SWITCH', 'Unable to process transaction, the transaction would switch the position from {L|currentDirection.description} to {L|proposedDirection.description} (i.e. {L|currentDirection.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.');
 	const transactionCreateFailedInvalidInitialType = new FailureType('TRANSACTION_CREATE_FAILED_INVALID_INITIAL_TYPE', 'Unable to process operation because the first transaction would to be a {U|transactionType.description}, which is not allowed -- since {U|transactionType.description} transactions cannot open a position.');
+
 	const transactionCreateFailedTypeReserved = new FailureType('TRANSACTION_CREATE_FAILED_TYPE_RESERVED', 'Unable to create {U|type.description} transaction, this type of transaction is managed by the system.');
 	const transactionCreateFailedReinvestPriceUnavailable = new FailureType('TRANSACTION_CREATE_FAILED_REINVEST_PRICE_UNAVAILABLE', 'Unable to create transaction, a dividend was paid on {L|day}; however no historical price is available for this day. To successfully create this transaction, please turn off dividend reinvestment for this position.');
 	const transactionCreateFailedPositionLocked = new FailureType('TRANSACTION_CREATE_FAILED_POSITION_LOCKED', 'Unable to create transaction, your {L|description} history is being recalculated. Please re-enter this transaction in a minute or two.');
@@ -259,9 +297,11 @@ module.exports = (() => {
 	const transactionDeleteFailedNoTransaction = new FailureType('TRANSACTION_DELETE_FAILED_NO_TRANSACTION', 'Unable to delete transaction. The referenced transaction does not exist.');
 	const transactionDeleteFailedDirectionSwitchOnRewrite = new FailureType('TRANSACTION_DELETE_FAILED_DIRECTION_SWITCH_ON_REWRITE', 'Deleting this transaction would cause your history to be re-written and the position to switch from long to short (i.e. positive to negative) or vice versa.');
 	const transactionDeleteFailedPositionLocked = new FailureType('TRANSACTION_DELETE_FAILED_POSITION_LOCKED', 'Unable to delete transaction, your {L|description} history is being recalculated. Please wait a minute or two and retry.');
+	const transactionDeleteFailedTypeReserved = new FailureType('TRANSACTION_DELETE_FAILED_TYPE_RESERVED', 'Unable to delete {U|type.description} transaction, this type of transaction is managed by the system.');
 
+	const transactionEditFailedInvalidDate = new FailureType('TRANSACTION_EDIT_FAILED_INVALID_DATE', 'Unable to edit transaction with given date.');
 	const transactionEditFailedNoTransaction = new FailureType('TRANSACTION_EDIT_FAILED_NO_TRANSACTION', 'Unable to edit transaction. The referenced transaction does not exist.');
 	const transactionEditFailedTypeReserved = new FailureType('TRANSACTION_EDIT_FAILED_TYPE_RESERVED', 'Unable to edit {U|type.description} transaction, this type of transaction is managed by the system.');
 
 	return PortfolioFailureType;
-})();
+})();

package/lib/data/TransactionType.js

@@ -22,7 +22,6 @@ module.exports = (() => {
 	 * @param {Boolean} corporateAction
 	 * @param {Boolean} initial
 	 * @param {Boolean} significant
-	 * @param {Boolean} eod
  	 */
 	class TransactionType extends Enum {
 		constructor(code, description, display, sequence, purchase, sale, income, opening, closing, fee, corporateAction, initial, significant) {
@@ -352,6 +351,17 @@ 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 +411,7 @@ 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', 1, false, false, false, false, false, false, true, 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

@@ -1,6 +1,7 @@
 const assert = require('@barchart/common-js/lang/assert'),
 	array = require('@barchart/common-js/lang/array'),
-	is = require('@barchart/common-js/lang/is');
+	is = require('@barchart/common-js/lang/is'),
+	Day = require('@barchart/common-js/lang/Day');
 
 const InstrumentType = require('./InstrumentType'),
 	PositionDirection = require('./PositionDirection'),
@@ -217,6 +218,23 @@ module.exports = (() => {
 		static validateDirectionSwitch(instrumentType, currentDirection, proposedDirection) {
 			return currentDirection === null || instrumentType.canSwitchDirection || (currentDirection.closed || proposedDirection.closed || currentDirection.positive === proposedDirection.positive);
 		}
+		
+		/**
+		 * Assuming the transaction list is ordered by sequence, validates that
+		 * no opening transactions exist after delisting date.
+		 *
+		 * @static
+		 * @public
+		 * @param {Array.<Object>} transactions
+		 * @returns {Boolean}
+		 */
+		static validateDelisting(transactions) {
+			assert.argumentIsArray(transactions, 'transactions');
+
+			const delistIndex = transactions.findIndex(t =>  t.type === TransactionType.DELIST);
+
+			return delistIndex < 0 || !transactions.some((t, i) => delistIndex < i && t.type.opening);
+		}
 
 		toString() {
 			return '[TransactionValidator]';
@@ -244,6 +262,7 @@ 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 +271,7 @@ 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

@@ -786,9 +786,9 @@ module.exports = (() => {
 			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);
+			actual.periodPercent = calculatePeriodPercent(actual.summaryTotalCurrent, actual.periodRealizedBasis, actual.periodUnrealizedBasis);
+			actual.periodPercentPrevious = calculatePeriodPercent(actual.summaryTotalPrevious, actual.periodRealizedBasisPrevious, actual.periodUnrealizedBasisPrevious);
+			actual.periodPercentPrevious2 = calculatePeriodPercent(actual.summaryTotalPrevious2, actual.periodRealizedBasisPrevious2, actual.periodUnrealizedBasisPrevious2);
 
 			format.periodPercent = formatPercent(actual.periodPercent, 2);
 			format.periodPercentPrevious = formatPercent(actual.periodPercentPrevious, 2);
@@ -921,7 +921,7 @@ module.exports = (() => {
 		if (group.single && item) {
 			actual.periodUnrealized = item.data.periodUnrealized;
 
-			actual.periodPercent = calculatePeriodPercent(actual.periodRealized, actual.periodRealizedBasis, actual.periodUnrealized, actual.periodUnrealizedBasis);
+			actual.periodPercent = calculatePeriodPercent(actual.summaryTotalCurrent, actual.periodRealizedBasis, actual.periodUnrealizedBasis);
 			format.periodPercent = formatPercent(actual.periodPercent, 2);
 		}
 	}
@@ -982,8 +982,8 @@ module.exports = (() => {
 		}
 	}
 
-	function calculatePeriodPercent(realized, realizedBasis, unrealized, unrealizedBasis) {
-		const numerator = realized.add(unrealized);
+	function calculatePeriodPercent(periodSummaryTotal, realizedBasis, unrealizedBasis) {
+		const numerator = periodSummaryTotal;
 		const denominator = realizedBasis.add(unrealizedBasis);
 
 		return denominator.getIsZero() ? Decimal.ZERO : numerator.divide(denominator);

package/lib/processing/PositionItem.js

@@ -648,8 +648,6 @@ module.exports = (() => {
 		let returnRef;
 
 		if (currentSummary) {
-			const period = currentSummary.period;
-
 			returnRef = currentSummary.end.basis.absolute();
 		} else {
 			returnRef = Decimal.ZERO;

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": "1.2.114",
+  "version": "1.2.118",
   "description": "Common classes used by the Portfolio system",
   "author": {
     "name": "Bryan Ingle",

package/test/SpecRunner.js

@@ -759,7 +759,6 @@ module.exports = (() => {
 	 * @param {Boolean} corporateAction
 	 * @param {Boolean} initial
 	 * @param {Boolean} significant
-	 * @param {Boolean} eod
  	 */
 	class TransactionType extends Enum {
 		constructor(code, description, display, sequence, purchase, sale, income, opening, closing, fee, corporateAction, initial, significant) {
@@ -1089,6 +1088,17 @@ 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.
@@ -1138,6 +1148,7 @@ 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', 1, false, false, false, false, false, false, true, 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);
@@ -1157,7 +1168,8 @@ module.exports = (() => {
 },{"@barchart/common-js/lang/Enum":24,"@barchart/common-js/lang/assert":29}],5:[function(require,module,exports){
 const assert = require('@barchart/common-js/lang/assert'),
 	array = require('@barchart/common-js/lang/array'),
-	is = require('@barchart/common-js/lang/is');
+	is = require('@barchart/common-js/lang/is'),
+	Day = require('@barchart/common-js/lang/Day');
 
 const InstrumentType = require('./InstrumentType'),
 	PositionDirection = require('./PositionDirection'),
@@ -1374,6 +1386,23 @@ module.exports = (() => {
 		static validateDirectionSwitch(instrumentType, currentDirection, proposedDirection) {
 			return currentDirection === null || instrumentType.canSwitchDirection || (currentDirection.closed || proposedDirection.closed || currentDirection.positive === proposedDirection.positive);
 		}
+		
+		/**
+		 * Assuming the transaction list is ordered by sequence, validates that
+		 * no opening transactions exist after delisting date.
+		 *
+		 * @static
+		 * @public
+		 * @param {Array.<Object>} transactions
+		 * @returns {Boolean}
+		 */
+		static validateDelisting(transactions) {
+			assert.argumentIsArray(transactions, 'transactions');
+
+			const delistIndex = transactions.findIndex(t =>  t.type === TransactionType.DELIST);
+
+			return delistIndex < 0 || !transactions.some((t, i) => delistIndex < i && t.type.opening);
+		}
 
 		toString() {
 			return '[TransactionValidator]';
@@ -1401,6 +1430,7 @@ 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 ]);
@@ -1409,6 +1439,7 @@ 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 ]);
@@ -1450,7 +1481,7 @@ module.exports = (() => {
 	return TransactionValidator;
 })();
 
-},{"./InstrumentType":1,"./PositionDirection":2,"./TransactionType":4,"@barchart/common-js/lang/array":28,"@barchart/common-js/lang/assert":29,"@barchart/common-js/lang/is":33}],6:[function(require,module,exports){
+},{"./InstrumentType":1,"./PositionDirection":2,"./TransactionType":4,"@barchart/common-js/lang/Day":21,"@barchart/common-js/lang/array":28,"@barchart/common-js/lang/assert":29,"@barchart/common-js/lang/is":33}],6:[function(require,module,exports){
 const array = require('@barchart/common-js/lang/array'),
 	assert = require('@barchart/common-js/lang/assert'),
 	ComparatorBuilder = require('@barchart/common-js/collections/sorting/ComparatorBuilder'),
@@ -3275,9 +3306,9 @@ module.exports = (() => {
 			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);
+			actual.periodPercent = calculatePeriodPercent(actual.summaryTotalCurrent, actual.periodRealizedBasis, actual.periodUnrealizedBasis);
+			actual.periodPercentPrevious = calculatePeriodPercent(actual.summaryTotalPrevious, actual.periodRealizedBasisPrevious, actual.periodUnrealizedBasisPrevious);
+			actual.periodPercentPrevious2 = calculatePeriodPercent(actual.summaryTotalPrevious2, actual.periodRealizedBasisPrevious2, actual.periodUnrealizedBasisPrevious2);
 
 			format.periodPercent = formatPercent(actual.periodPercent, 2);
 			format.periodPercentPrevious = formatPercent(actual.periodPercentPrevious, 2);
@@ -3410,7 +3441,7 @@ module.exports = (() => {
 		if (group.single && item) {
 			actual.periodUnrealized = item.data.periodUnrealized;
 
-			actual.periodPercent = calculatePeriodPercent(actual.periodRealized, actual.periodRealizedBasis, actual.periodUnrealized, actual.periodUnrealizedBasis);
+			actual.periodPercent = calculatePeriodPercent(actual.summaryTotalCurrent, actual.periodRealizedBasis, actual.periodUnrealizedBasis);
 			format.periodPercent = formatPercent(actual.periodPercent, 2);
 		}
 	}
@@ -3471,8 +3502,8 @@ module.exports = (() => {
 		}
 	}
 
-	function calculatePeriodPercent(realized, realizedBasis, unrealized, unrealizedBasis) {
-		const numerator = realized.add(unrealized);
+	function calculatePeriodPercent(periodSummaryTotal, realizedBasis, unrealizedBasis) {
+		const numerator = periodSummaryTotal;
 		const denominator = realizedBasis.add(unrealizedBasis);
 
 		return denominator.getIsZero() ? Decimal.ZERO : numerator.divide(denominator);
@@ -4134,8 +4165,6 @@ module.exports = (() => {
 		let returnRef;
 
 		if (currentSummary) {
-			const period = currentSummary.period;
-
 			returnRef = currentSummary.end.basis.absolute();
 		} else {
 			returnRef = Decimal.ZERO;
@@ -4701,6 +4730,10 @@ module.exports = (() => {
 		static get VALUATION() {
 			return valuation;
 		}
+		
+		static get DELIST() {
+			return delist;
+		}
 
 		static get INCOME() {
 			return income;
@@ -4910,8 +4943,18 @@ 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)
@@ -4937,6 +4980,7 @@ module.exports = (() => {
 	addSchemaToMap(TransactionType.DEPOSIT, deposit);
 	addSchemaToMap(TransactionType.WITHDRAWAL, withdrawal);
 	addSchemaToMap(TransactionType.VALUATION, valuation);
+	addSchemaToMap(TransactionType.DELIST, delist);
 	addSchemaToMap(TransactionType.INCOME, income);
 
 	return TransactionSchema;
@@ -17875,10 +17919,6 @@ 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;
 
@@ -17903,8 +17943,8 @@ describe('After the PositionSummaryFrame enumeration is initialized', () => {
 			ranges = PositionSummaryFrame.MONTHLY.getRanges(transactions);
 		});
 
-		it('should have 2 ranges (assuming the current year is 2018 and the current month is November)', () => {
-			expect(ranges.length).toEqual(2);
+		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', () => {
@@ -17913,14 +17953,15 @@ describe('After the PositionSummaryFrame enumeration is initialized', () => {
 		});
 
 		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');
+		  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() {
@@ -18126,7 +18167,7 @@ describe('When validating transaction order', () => {
 	'use strict';
 
 	const build = (sequence, day, type) => {
-		return { sequence: sequence, date: Day.parse(day), type: (type || TransactionType.BUY ) };
+		return { sequence: sequence, date: Day.parse(day), type: (type || TransactionType.BUY) };
 	};
 
 	it('An array of zero transactions should be valid', () => {
@@ -18198,6 +18239,28 @@ describe('When validating transaction references', () => {
 	});
 });
 
+describe('When validating transactions which could include instrument delisting', () => {
+	const build = (type) => {
+		return { type: type };
+	};
+
+	it('An array without a DELSIT transaction should be valid', () => {
+		expect(TransactionValidator.validateDelisting([ build(TransactionType.BUY), build(TransactionType.SELL) ])).toEqual(true);
+	});
+
+	it('An array with a final DELSIT transaction should be valid', () => {
+		expect(TransactionValidator.validateDelisting([ build(TransactionType.BUY), build(TransactionType.SELL), build(TransactionType.DELIST) ])).toEqual(true);
+	});
+
+	it('An array with a closing transaction after a DELIST transaction should be valid', () => {
+		expect(TransactionValidator.validateDelisting([ build(TransactionType.BUY), build(TransactionType.SELL), build(TransactionType.DELIST), build(TransactionType.SELL) ])).toEqual(true);
+	});
+
+	it('An array with an opening transaction after a DELIST transaction should not be valid', () => {
+		expect(TransactionValidator.validateDelisting([ build(TransactionType.BUY), build(TransactionType.SELL), build(TransactionType.DELIST), build(TransactionType.BUY) ])).toEqual(false);
+	});
+});
+
 describe('When requesting all the user-initiated transaction types', () => {
 	'use strict';
 

package/test/specs/data/PositionSummaryFrameSpec.js

@@ -311,10 +311,6 @@ 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;
 
@@ -339,8 +335,8 @@ describe('After the PositionSummaryFrame enumeration is initialized', () => {
 			ranges = PositionSummaryFrame.MONTHLY.getRanges(transactions);
 		});
 
-		it('should have 2 ranges (assuming the current year is 2018 and the current month is November)', () => {
-			expect(ranges.length).toEqual(2);
+		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', () => {
@@ -349,14 +345,15 @@ describe('After the PositionSummaryFrame enumeration is initialized', () => {
 		});
 
 		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');
+		  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() {

package/test/specs/data/TransactionValidatorSpec.js

@@ -7,7 +7,7 @@ describe('When validating transaction order', () => {
 	'use strict';
 
 	const build = (sequence, day, type) => {
-		return { sequence: sequence, date: Day.parse(day), type: (type || TransactionType.BUY ) };
+		return { sequence: sequence, date: Day.parse(day), type: (type || TransactionType.BUY) };
 	};
 
 	it('An array of zero transactions should be valid', () => {
@@ -79,6 +79,28 @@ describe('When validating transaction references', () => {
 	});
 });
 
+describe('When validating transactions which could include instrument delisting', () => {
+	const build = (type) => {
+		return { type: type };
+	};
+
+	it('An array without a DELSIT transaction should be valid', () => {
+		expect(TransactionValidator.validateDelisting([ build(TransactionType.BUY), build(TransactionType.SELL) ])).toEqual(true);
+	});
+
+	it('An array with a final DELSIT transaction should be valid', () => {
+		expect(TransactionValidator.validateDelisting([ build(TransactionType.BUY), build(TransactionType.SELL), build(TransactionType.DELIST) ])).toEqual(true);
+	});
+
+	it('An array with a closing transaction after a DELIST transaction should be valid', () => {
+		expect(TransactionValidator.validateDelisting([ build(TransactionType.BUY), build(TransactionType.SELL), build(TransactionType.DELIST), build(TransactionType.SELL) ])).toEqual(true);
+	});
+
+	it('An array with an opening transaction after a DELIST transaction should not be valid', () => {
+		expect(TransactionValidator.validateDelisting([ build(TransactionType.BUY), build(TransactionType.SELL), build(TransactionType.DELIST), build(TransactionType.BUY) ])).toEqual(false);
+	});
+});
+
 describe('When requesting all the user-initiated transaction types', () => {
 	'use strict';