@barchart/portfolio-api-common 1.2.130 → 1.2.134

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Files changed (5) hide show
  1. package/lib/data/InstrumentType.js +20 -6
  2. package/lib/processing/PositionGroup.js +35 -48
  3. package/lib/processing/PositionItem.js +61 -119
  4. package/package.json +1 -1
  5. package/test/SpecRunner.js +115 -172
package/lib/data/InstrumentType.js CHANGED
@@ -11,9 +11,10 @@ module.exports = (() => {
11
11
  *
12
12
  * @public
13
13
  * @extends {Enum}
14
+ * @param {String} code
14
15
  * @param {String} description
15
16
  * @param {String} alternateDescription
16
- * @param {String} code
17
+ * @param {Boolean} canExistEmpty
17
18
  * @param {Boolean} canReinvest
18
19
  * @param {Boolean} canShort
19
20
  * @param {Boolean} canSwitchDirection
@@ -25,10 +26,11 @@ module.exports = (() => {
25
26
  * @param {Function} generator
26
27
  */
27
28
  class InstrumentType extends Enum {
28
- constructor(code, description, alternateDescription, canReinvest, canShort, canSwitchDirection, usesSymbols, hasCorporateActions, closeFractional, roundQuantity, strictOrdering, generator) {
29
+ constructor(code, description, alternateDescription, canExistEmpty, canReinvest, canShort, canSwitchDirection, usesSymbols, hasCorporateActions, closeFractional, roundQuantity, strictOrdering, generator) {
29
30
  super(code, description);
30
31
 
31
32
  assert.argumentIsRequired(alternateDescription, 'alternateDescription', String);
33
+ assert.argumentIsRequired(canExistEmpty, 'canExistEmpty', Boolean);
32
34
  assert.argumentIsRequired(canReinvest, 'canReinvest', Boolean);
33
35
  assert.argumentIsRequired(canShort, 'canShort', Boolean);
34
36
  assert.argumentIsRequired(canSwitchDirection, 'canSwitchDirection', Boolean);
@@ -40,6 +42,8 @@ module.exports = (() => {
40
42
  assert.argumentIsRequired(generator, 'generator', Function);
41
43
 
42
44
  this._alternateDescription = alternateDescription;
45
+
46
+ this._canExistEmpty = canExistEmpty;
43
47
  this._canReinvest = canReinvest;
44
48
  this._canShort = canShort;
45
49
  this._canSwitchDirection = canSwitchDirection;
@@ -62,6 +66,16 @@ module.exports = (() => {
62
66
  return this._alternateDescription;
63
67
  }
64
68
 
69
+ /**
70
+ * Indicates if the position can exist without any associated transactions.
71
+ *
72
+ * @public
73
+ * @returns {Boolean}
74
+ */
75
+ get canExistEmpty() {
76
+ return this._canExistEmpty;
77
+ }
78
+
65
79
  /**
66
80
  * Indicates if the instrument type allows automatic reinvestment.
67
81
  *
@@ -242,10 +256,10 @@ module.exports = (() => {
242
256
  }
243
257
  }
244
258
 
245
- const cash = new InstrumentType('CASH', 'cash', 'Cash', false, false, true, false, false, false, false, false, (instrument) => `BARCHART-${instrument.type.code}-${instrument.currency.code}`);
246
- const equity = new InstrumentType('EQUITY', 'equity', 'Equities', true, true, false, true, true, true, true, true, (instrument) => `BARCHART-${instrument.type.code}-${instrument.symbol.barchart}`);
247
- const fund = new InstrumentType('FUND', 'mutual fund', 'Funds', true, false, false, true, true, false, true, true, (instrument) => `BARCHART-${instrument.type.code}-${instrument.symbol.barchart}`);
248
- const other = new InstrumentType('OTHER', 'other', 'Other', false, false, false, false, false, false, true, true, (instrument) => `BARCHART-${instrument.type.code}-${uuid.v4()}`);
259
+ const cash = new InstrumentType('CASH', 'cash', 'Cash', true, false, false, true, false, false, false, false, false, (instrument) => `BARCHART-${instrument.type.code}-${instrument.currency.code}`);
260
+ const equity = new InstrumentType('EQUITY', 'equity', 'Equities', false, true, true, false, true, true, true, true, true, (instrument) => `BARCHART-${instrument.type.code}-${instrument.symbol.barchart}`);
261
+ const fund = new InstrumentType('FUND', 'mutual fund', 'Funds', false, true, false, false, true, true, false, true, true, (instrument) => `BARCHART-${instrument.type.code}-${instrument.symbol.barchart}`);
262
+ const other = new InstrumentType('OTHER', 'other', 'Other', false, false, false, false, false, false, false, true, true, (instrument) => `BARCHART-${instrument.type.code}-${uuid.v4()}`);
249
263
 
250
264
  const map = { };
251
265
 
package/lib/processing/PositionGroup.js CHANGED
@@ -137,6 +137,9 @@ module.exports = (() => {
137
137
  this._dataActual.marketChange = null;
138
138
  this._dataActual.marketChangePercent = null;
139
139
  this._dataActual.cashTotal = null;
140
+ this._dataActual.periodDivisorCurrent = null;
141
+ this._dataActual.periodDivisorPrevious = null;
142
+ this._dataActual.periodDivisorPrevious2 = null;
140
143
 
141
144
  this._dataFormat.currentPrice = null;
142
145
  this._dataFormat.basis = null;
@@ -168,33 +171,25 @@ module.exports = (() => {
168
171
 
169
172
  this._dataActual.periodPrice = null;
170
173
  this._dataActual.periodPricePrevious = null;
171
- this._dataActual.periodRealized = null;
172
- this._dataActual.periodRealizedPrevious = null;
173
- this._dataActual.periodRealizedPrevious2 = null;
174
- this._dataActual.periodRealizedBasis = null;
175
- this._dataActual.periodRealizedBasisPrevious = null;
176
- this._dataActual.periodRealizedBasisPrevious2 = null;
177
- this._dataActual.periodUnrealized = null;
178
- this._dataActual.periodUnrealizedPrevious = null;
179
- this._dataActual.periodUnrealizedPrevious2 = null;
180
- this._dataActual.periodUnrealizedBasis = null;
181
- this._dataActual.periodUnrealizedBasisPrevious = null;
182
- this._dataActual.periodUnrealizedBasisPrevious2 = null;
183
- this._dataActual.periodIncome = null;
184
174
 
185
175
  this._dataFormat.periodPrice = null;
186
176
  this._dataFormat.periodPricePrevious = null;
177
+
178
+ this._dataActual.periodIncome = null;
179
+ this._dataActual.periodRealized = null;
180
+ this._dataActual.periodUnrealized = null;
181
+
182
+ this._dataFormat.periodIncome = null;
187
183
  this._dataFormat.periodRealized = null;
188
184
  this._dataFormat.periodUnrealized = null;
189
- this._dataFormat.periodIncome = null;
190
185
 
191
186
  this._dataActual.periodPercent = null;
192
- this._dataActual.periodPreviousPercent = null;
193
- this._dataActual.periodPrevious2Percent = null;
187
+ this._dataActual.periodPercentPrevious = null;
188
+ this._dataActual.periodPercentPrevious2 = null;
194
189
 
195
190
  this._dataFormat.periodPercent = null;
196
- this._dataFormat.periodPreviousPercent = null;
197
- this._dataFormat.periodPrevious2Percent = null;
191
+ this._dataFormat.periodPercentPrevious = null;
192
+ this._dataFormat.periodPercentPrevious2 = null;
198
193
 
199
194
  this._items.forEach((item) => {
200
195
  bindItem.call(this, item);
@@ -686,9 +681,9 @@ module.exports = (() => {
686
681
  updates.realized = updates.realized.add(translate(item, item.data.realized));
687
682
  updates.unrealized = updates.unrealized.add(translate(item, item.data.unrealized));
688
683
  updates.income = updates.income.add(translate(item, item.data.income));
689
- updates.summaryTotalCurrent = updates.summaryTotalCurrent.add(translate(item, item.data.summaryTotalCurrent));
690
- updates.summaryTotalPrevious = updates.summaryTotalPrevious.add(translate(item, item.data.summaryTotalPrevious));
691
- updates.summaryTotalPrevious2 = updates.summaryTotalPrevious2.add(translate(item, item.data.summaryTotalPrevious2));
684
+ updates.summaryTotalCurrent = updates.summaryTotalCurrent.add(translate(item, item.data.periodGain));
685
+ updates.summaryTotalPrevious = updates.summaryTotalPrevious.add(translate(item, item.data.periodGainPrevious));
686
+ updates.summaryTotalPrevious2 = updates.summaryTotalPrevious2.add(translate(item, item.data.periodGainPrevious2));
692
687
  updates.marketPrevious = updates.marketPrevious.add(translate(item, item.data.marketPrevious));
693
688
  updates.marketPrevious2 = updates.marketPrevious2.add(translate(item, item.data.marketPrevious2));
694
689
 
@@ -700,6 +695,10 @@ module.exports = (() => {
700
695
  updates.cashTotal = updates.cashTotal.add(translate(item, item.data.market));
701
696
  }
702
697
 
698
+ updates.periodDivisorCurrent = updates.periodDivisorCurrent.add(translate(item, item.data.periodDivisor));
699
+ updates.periodDivisorPrevious = updates.periodDivisorPrevious.add(translate(item, item.data.periodDivisorPrevious));
700
+ updates.periodDivisorPrevious2 = updates.periodDivisorPrevious2.add(translate(item, item.data.periodDivisorPrevious2));
701
+
703
702
  return updates;
704
703
  }, {
705
704
  basis: Decimal.ZERO,
@@ -715,6 +714,9 @@ module.exports = (() => {
715
714
  periodUnrealized: Decimal.ZERO,
716
715
  periodIncome: Decimal.ZERO,
717
716
  cashTotal: Decimal.ZERO,
717
+ periodDivisorCurrent: Decimal.ZERO,
718
+ periodDivisorPrevious: Decimal.ZERO,
719
+ periodDivisorPrevious2: Decimal.ZERO
718
720
  });
719
721
 
720
722
  actual.basis = updates.basis;
@@ -730,12 +732,16 @@ module.exports = (() => {
730
732
  actual.periodUnrealized = updates.periodUnrealized;
731
733
  actual.periodIncome = updates.periodIncome;
732
734
  actual.cashTotal = updates.cashTotal;
735
+ actual.periodDivisorCurrent = updates.periodDivisorCurrent;
736
+ actual.periodDivisorPrevious = updates.periodDivisorPrevious;
737
+ actual.periodDivisorPrevious2 = updates.periodDivisorPrevious2;
733
738
 
734
739
  format.basis = formatCurrency(actual.basis, currency);
735
740
  format.realized = formatCurrency(actual.realized, currency);
736
741
  format.unrealized = formatCurrency(actual.unrealized, currency);
737
742
  format.income = formatCurrency(actual.income, currency);
738
743
  format.summaryTotalCurrent = formatCurrency(updates.summaryTotalCurrent, currency);
744
+ format.summaryTotalCurrentNegative = updates.summaryTotalCurrent.getIsNegative();
739
745
  format.summaryTotalPrevious = formatCurrency(updates.summaryTotalPrevious, currency);
740
746
  format.summaryTotalPreviousNegative = updates.summaryTotalPrevious.getIsNegative();
741
747
  format.summaryTotalPrevious2 = formatCurrency(updates.summaryTotalPrevious2, currency);
@@ -770,25 +776,9 @@ module.exports = (() => {
770
776
  format.periodPrice = formatCurrency(actual.periodPrice, currency);
771
777
  format.periodPricePrevious = formatCurrency(actual.periodPricePrevious, currency);
772
778
 
773
- actual.periodRealized = item.data.periodRealized;
774
- actual.periodRealizedPrevious = item.data.periodRealizedPrevious;
775
- actual.periodRealizedPrevious2 = item.data.periodRealizedPrevious2;
776
-
777
- actual.periodRealizedBasis = item.data.periodRealizedBasis;
778
- actual.periodRealizedBasisPrevious = item.data.periodRealizedBasisPrevious;
779
- actual.periodRealizedBasisPrevious2 = item.data.periodRealizedBasisPrevious2;
780
-
781
- actual.periodUnrealized = item.data.periodUnrealized;
782
- actual.periodUnrealizedPrevious = item.data.periodUnrealizedPrevious;
783
- actual.periodUnrealizedPrevious2 = item.data.periodUnrealizedPrevious2;
784
-
785
- actual.periodUnrealizedBasis = item.data.periodUnrealizedBasis;
786
- actual.periodUnrealizedBasisPrevious = item.data.periodUnrealizedBasisPrevious;
787
- actual.periodUnrealizedBasisPrevious2 = item.data.periodUnrealizedBasisPrevious2;
788
-
789
- actual.periodPercent = calculatePeriodPercent(actual.summaryTotalCurrent, actual.periodRealizedBasis, actual.periodUnrealizedBasis);
790
- actual.periodPercentPrevious = calculatePeriodPercent(actual.summaryTotalPrevious, actual.periodRealizedBasisPrevious, actual.periodUnrealizedBasisPrevious);
791
- actual.periodPercentPrevious2 = calculatePeriodPercent(actual.summaryTotalPrevious2, actual.periodRealizedBasisPrevious2, actual.periodUnrealizedBasisPrevious2);
779
+ actual.periodPercent = calculatePeriodPercent(actual.summaryTotalCurrent, actual.periodDivisorCurrent);
780
+ actual.periodPercentPrevious = calculatePeriodPercent(actual.summaryTotalPrevious, actual.periodDivisorPrevious);
781
+ actual.periodPercentPrevious2 = calculatePeriodPercent(actual.summaryTotalPrevious2, actual.periodDivisorPrevious2);
792
782
 
793
783
  format.periodPercent = formatPercent(actual.periodPercent, 2);
794
784
  format.periodPercentPrevious = formatPercent(actual.periodPercentPrevious, 2);
@@ -847,7 +837,7 @@ module.exports = (() => {
847
837
  updates.marketAbsolute = updates.marketAbsolute.add(translate(item, item.data.marketAbsolute));
848
838
  updates.unrealized = updates.unrealized.add(translate(item, item.data.unrealized));
849
839
  updates.unrealizedToday = updates.unrealizedToday.add(translate(item, item.data.unrealizedToday));
850
- updates.summaryTotalCurrent = updates.summaryTotalCurrent.add(translate(item, item.data.summaryTotalCurrent));
840
+ updates.summaryTotalCurrent = updates.summaryTotalCurrent.add(translate(item, item.data.periodGain));
851
841
 
852
842
  return updates;
853
843
  }, {
@@ -865,7 +855,7 @@ module.exports = (() => {
865
855
  marketDirection: { up: item.data.marketChange.getIsPositive(), down: item.data.marketChange.getIsNegative() },
866
856
  unrealized: actual.unrealized.add(translate(item, item.data.unrealizedChange)),
867
857
  unrealizedToday: actual.unrealizedToday.add(translate(item, item.data.unrealizedTodayChange)),
868
- summaryTotalCurrent: actual.summaryTotalCurrent.add(translate(item, item.data.summaryTotalCurrentChange))
858
+ summaryTotalCurrent: actual.summaryTotalCurrent.add(translate(item, item.data.periodGainChange))
869
859
  };
870
860
  }
871
861
 
@@ -921,7 +911,7 @@ module.exports = (() => {
921
911
  if (group.single && item) {
922
912
  actual.periodUnrealized = item.data.periodUnrealized;
923
913
 
924
- actual.periodPercent = calculatePeriodPercent(actual.summaryTotalCurrent, actual.periodRealizedBasis, actual.periodUnrealizedBasis);
914
+ actual.periodPercent = calculatePeriodPercent(actual.summaryTotalCurrent, actual.periodDivisorCurrent);
925
915
  format.periodPercent = formatPercent(actual.periodPercent, 2);
926
916
  }
927
917
  }
@@ -982,11 +972,8 @@ module.exports = (() => {
982
972
  }
983
973
  }
984
974
 
985
- function calculatePeriodPercent(periodSummaryTotal, realizedBasis, unrealizedBasis) {
986
- const numerator = periodSummaryTotal;
987
- const denominator = realizedBasis.add(unrealizedBasis);
988
-
989
- return denominator.getIsZero() ? Decimal.ZERO : numerator.divide(denominator);
975
+ function calculatePeriodPercent(periodSummaryTotal, periodDivisor) {
976
+ return periodDivisor.getIsZero() ? Decimal.ZERO : periodSummaryTotal.divide(periodDivisor);
990
977
  }
991
978
 
992
979
  const unchanged = { up: false, down: false };
package/lib/processing/PositionItem.js CHANGED
@@ -62,12 +62,6 @@ module.exports = (() => {
62
62
  this._data.unrealized = null;
63
63
  this._data.unrealizedChange = null;
64
64
 
65
- this._data.summaryTotalCurrent = null;
66
- this._data.summaryTotalCurrentChange = null;
67
-
68
- this._data.summaryTotalPrevious = null;
69
- this._data.summaryTotalPrevious2 = null;
70
-
71
65
  this._data.marketPrevious = null;
72
66
  this._data.marketPrevious2 = null;
73
67
 
@@ -78,26 +72,24 @@ module.exports = (() => {
78
72
  this._data.income = null;
79
73
  this._data.basisPrice = null;
80
74
 
75
+ this._data.periodIncome = null;
81
76
  this._data.periodRealized = null;
82
- this._data.periodRealizedPrevious = null;
83
- this._data.periodRealizedPrevious2 = null;
77
+ this._data.periodUnrealized = null;
84
78
 
85
- this._data.periodRealizedBasis = null;
86
- this._data.periodRealizedBasisPrevious = null;
87
- this._data.periodRealizedBasisPrevious2 = null;
79
+ this._data.periodPrice = null;
80
+ this._data.periodPricePrevious = null;
88
81
 
89
- this._data.periodUnrealized = null;
90
- this._data.periodUnrealizedPrevious = null;
91
- this._data.periodUnrealizedPrevious2 = null;
82
+ this._data.periodGain = null;
83
+ this._data.periodGainChange = null;
92
84
 
93
- this._data.periodUnrealizedBasis = null;
94
- this._data.periodUnrealizedBasisPrevious = null;
95
- this._data.periodUnrealizedBasisPrevious2 = null;
85
+ this._data.periodGainPrevious = null;
86
+ this._data.periodGainPrevious2 = null;
96
87
 
97
- this._data.periodIncome = null;
88
+ this._data.periodDivisor = null;
89
+ this._data.periodDivisorChange = null;
98
90
 
99
- this._data.periodPrice = null;
100
- this._data.periodPricePrevious = null;
91
+ this._data.periodDivisorPrevious = null;
92
+ this._data.periodDivisorPrevious2 = null;
101
93
 
102
94
  this._data.newsExists = false;
103
95
  this._data.fundamental = { };
@@ -417,31 +409,21 @@ module.exports = (() => {
417
409
 
418
410
  data.income = snapshot.income;
419
411
 
420
- data.summaryTotalCurrent = calculateSummaryTotal(item.currentSummary, previousSummary1);
421
- data.summaryTotalPrevious = calculateSummaryTotal(previousSummary1, previousSummary2);
422
- data.summaryTotalPrevious2 = calculateSummaryTotal(previousSummary2, previousSummary3);
423
-
424
412
  data.marketPrevious = previousSummary1 === null ? Decimal.ZERO : previousSummary1.end.value;
425
413
  data.marketPrevious2 = previousSummary2 === null ? Decimal.ZERO : previousSummary2.end.value;
426
414
  data.quantityPrevious = previousSummary1 === null ? Decimal.ZERO : previousSummary1.end.open;
427
415
 
428
- data.periodRealized = calculatePeriodRealized(item.currentSummary, previousSummary1);
429
- data.periodRealizedPrevious = calculatePeriodRealized(previousSummary1, previousSummary2);
430
- data.periodRealizedPrevious2 = calculatePeriodRealized(previousSummary2, previousSummary3);
431
-
432
- data.periodRealizedBasis = calculatePeriodRealizedBasis(item.currentSummary, previousSummary1);
433
- data.periodRealizedBasisPrevious = calculatePeriodRealizedBasis(previousSummary1, previousSummary2);
434
- data.periodRealizedBasisPrevious2 = calculatePeriodRealizedBasis(previousSummary2, previousSummary3);
435
-
436
- data.periodUnrealized = calculatePeriodUnrealized(item.currentSummary, previousSummary1);
437
- data.periodUnrealizedPrevious = calculatePeriodUnrealized(previousSummary1, previousSummary2);
438
- data.periodUnrealizedPrevious2 = calculatePeriodUnrealized(previousSummary2, previousSummary3);
439
-
440
- data.periodUnrealizedBasis = calculatePeriodUnrealizedBasis(item.currentSummary, previousSummary1);
441
- data.periodUnrealizedBasisPrevious = calculatePeriodUnrealizedBasis(previousSummary1, previousSummary2);
442
- data.periodUnrealizedBasisPrevious2 = calculatePeriodUnrealizedBasis(previousSummary2, previousSummary3);
443
-
444
- data.periodIncome = calculatePeriodIncome(item.currentSummary, previousSummary1);
416
+ data.periodIncome = currentSummary !== null ? currentSummary.period.income : Decimal.ZERO;
417
+ data.periodRealized = currentSummary !== null ? currentSummary.period.realized : Decimal.ZERO;
418
+ data.periodUnrealized = currentSummary !== null ? currentSummary.period.unrealized : Decimal.ZERO;
419
+
420
+ data.periodGain = calculatePeriodGain(currentSummary, previousSummary1);
421
+ data.periodGainPrevious = calculatePeriodGain(previousSummary1, previousSummary2);
422
+ data.periodGainPrevious2 = calculatePeriodGain(previousSummary2, previousSummary3);
423
+
424
+ data.periodDivisor = calculatePeriodDivisor(currentSummary, previousSummary1);
425
+ data.periodDivisorPrevious = calculatePeriodDivisor(previousSummary1, previousSummary2);
426
+ data.periodDivisorPrevious2 = calculatePeriodDivisor(previousSummary2, previousSummary3);
445
427
 
446
428
  if (snapshot.open.getIsZero()) {
447
429
  data.basisPrice = Decimal.ZERO;
@@ -465,7 +447,6 @@ module.exports = (() => {
465
447
  function calculatePriceData(item, price) {
466
448
  const position = item.position;
467
449
  const snapshot = getSnapshot(position, item.currentSummary, item._reporting);
468
- const previousSummaries = item.previousSummaries;
469
450
 
470
451
  const data = item._data;
471
452
 
@@ -526,10 +507,9 @@ module.exports = (() => {
526
507
  data.unrealizedTodayChange = unrealizedTodayChange;
527
508
 
528
509
  const currentSummary = item.currentSummary;
510
+ const previousSummary = getPreviousSummary(item.previousSummaries, 1);
529
511
 
530
512
  if (currentSummary && position.instrument.type !== InstrumentType.CASH) {
531
- const previousSummary = getPreviousSummary(previousSummaries, 1);
532
-
533
513
  let priceToUse;
534
514
 
535
515
  if (price) {
@@ -543,8 +523,6 @@ module.exports = (() => {
543
523
  }
544
524
 
545
525
  if (priceToUse !== null) {
546
- const period = currentSummary.period;
547
-
548
526
  let unrealized = currentSummary.end.open.multiply(priceToUse).add(currentSummary.end.basis);
549
527
  let unrealizedChange;
550
528
 
@@ -554,115 +532,79 @@ module.exports = (() => {
554
532
  unrealizedChange = Decimal.ZERO;
555
533
  }
556
534
 
557
- let summaryTotalCurrent = period.realized.add(period.income).add(unrealized).subtract(previousSummary !== null ? previousSummary.period.unrealized : Decimal.ZERO);
558
- let summaryTotalCurrentChange;
535
+ data.unrealized = unrealized;
536
+ data.unrealizedChange = unrealizedChange;
559
537
 
560
- if (data.summaryTotalCurrent !== null) {
561
- summaryTotalCurrentChange = summaryTotalCurrent.subtract(data.summaryTotalCurrent);
538
+ let periodGain = calculatePeriodGain(currentSummary, previousSummary, priceToUse);
539
+ let periodGainChange;
540
+
541
+ if (data.periodGain !== null) {
542
+ periodGainChange = periodGain.subtract(data.periodGain);
562
543
  } else {
563
- summaryTotalCurrentChange = Decimal.ZERO;
544
+ periodGainChange = Decimal.ZERO;
564
545
  }
565
546
 
566
- data.summaryTotalCurrent = summaryTotalCurrent;
567
- data.summaryTotalCurrentChange = summaryTotalCurrentChange;
568
-
569
- data.unrealized = unrealized;
570
- data.unrealizedChange = unrealizedChange;
571
-
572
- data.periodUnrealized = calculatePeriodUnrealized(item.currentSummary, previousSummary, data.unrealized);
573
- data.periodUnrealizedChange = unrealizedChange;
547
+ data.periodGain = periodGain;
548
+ data.periodGainChange = periodGainChange;
574
549
  } else {
575
- data.summaryTotalCurrentChange = Decimal.ZERO;
576
-
577
550
  data.unrealized = Decimal.ZERO;
578
551
  data.unrealizedChange = Decimal.ZERO;
579
552
 
580
- data.periodUnrealizedChange = Decimal.ZERO;
553
+ data.periodGainChange = Decimal.ZERO;
581
554
  }
582
555
  } else {
583
- data.summaryTotalCurrentChange = Decimal.ZERO;
584
-
585
556
  data.unrealized = Decimal.ZERO;
586
557
  data.unrealizedChange = Decimal.ZERO;
587
- }
588
- }
589
-
590
- function calculateSummaryTotal(currentSummary, previousSummary) {
591
- let returnRef;
592
-
593
- if (currentSummary) {
594
- const period = currentSummary.period;
595
558
 
596
- returnRef = period.realized.add(period.income).add(period.unrealized).subtract(previousSummary !== null ? previousSummary.period.unrealized : Decimal.ZERO);
597
- } else {
598
- returnRef = Decimal.ZERO;
559
+ data.periodGainChange = Decimal.ZERO;
599
560
  }
600
-
601
- return returnRef;
602
561
  }
603
562
 
604
- function calculatePeriodRealized(currentSummary, previousSummary) {
563
+ function calculatePeriodGain(currentSummary, previousSummary, overridePrice) {
605
564
  let returnRef;
606
565
 
607
566
  if (currentSummary) {
608
- const period = currentSummary.period;
567
+ let startValue;
609
568
 
610
- returnRef = period.realized;
611
- } else {
612
- returnRef = Decimal.ZERO;
613
- }
569
+ if (previousSummary) {
570
+ startValue = previousSummary.end.value;
571
+ } else {
572
+ startValue = Decimal.ZERO;
573
+ }
614
574
 
615
- return returnRef;
616
- }
575
+ let endValue;
617
576
 
618
- function calculatePeriodRealizedBasis(currentSummary, previousSummary) {
619
- let returnRef;
577
+ if (overridePrice) {
578
+ endValue = currentSummary.end.open.multiply(overridePrice);
579
+ } else {
580
+ endValue = currentSummary.end.value;
581
+ }
620
582
 
621
- if (currentSummary) {
622
- const period = currentSummary.period;
583
+ const valueChange = endValue.subtract(startValue);
584
+ const tradeChange = currentSummary.period.sells.subtract(currentSummary.period.buys);
585
+ const incomeChange = currentSummary.period.income;
623
586
 
624
- returnRef = period.sells.subtract(calculatePeriodRealized(currentSummary, previousSummary));
587
+ returnRef = valueChange.add(tradeChange).add(incomeChange);
625
588
  } else {
626
589
  returnRef = Decimal.ZERO;
627
590
  }
628
591
 
629
592
  return returnRef;
630
593
  }
631
-
632
- function calculatePeriodUnrealized(currentSummary, previousSummary, override) {
633
- let returnRef;
634
-
635
- if (currentSummary) {
636
- const period = currentSummary.period;
637
- const unrealized = override || period.unrealized;
638
-
639
- returnRef = unrealized.subtract(previousSummary !== null ? previousSummary.period.unrealized : Decimal.ZERO);
640
- } else {
641
- returnRef = Decimal.ZERO;
642
- }
643
594
 
644
- return returnRef;
645
- }
646
-
647
- function calculatePeriodUnrealizedBasis(currentSummary, previousSummary) {
595
+ function calculatePeriodDivisor(currentSummary, previousSummary) {
648
596
  let returnRef;
649
597
 
650
598
  if (currentSummary) {
651
- returnRef = currentSummary.end.basis.absolute();
652
- } else {
653
- returnRef = Decimal.ZERO;
654
- }
599
+ let startValue;
655
600
 
656
- return returnRef;
657
- }
658
-
659
- function calculatePeriodIncome(currentSummary, previousSummary) {
660
- let returnRef;
661
-
662
- if (currentSummary) {
663
- const period = currentSummary.period;
601
+ if (previousSummary) {
602
+ startValue = previousSummary.end.value;
603
+ } else {
604
+ startValue = Decimal.ZERO;
605
+ }
664
606
 
665
- returnRef = period.income;
607
+ returnRef = startValue.add(currentSummary.period.buys);
666
608
  } else {
667
609
  returnRef = Decimal.ZERO;
668
610
  }
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@barchart/portfolio-api-common",
3
- "version": "1.2.130",
3
+ "version": "1.2.134",
4
4
  "description": "Common classes used by the Portfolio system",
5
5
  "author": {
6
6
  "name": "Bryan Ingle",
package/test/SpecRunner.js CHANGED
@@ -12,9 +12,10 @@ module.exports = (() => {
12
12
  *
13
13
  * @public
14
14
  * @extends {Enum}
15
+ * @param {String} code
15
16
  * @param {String} description
16
17
  * @param {String} alternateDescription
17
- * @param {String} code
18
+ * @param {Boolean} canExistEmpty
18
19
  * @param {Boolean} canReinvest
19
20
  * @param {Boolean} canShort
20
21
  * @param {Boolean} canSwitchDirection
@@ -26,10 +27,11 @@ module.exports = (() => {
26
27
  * @param {Function} generator
27
28
  */
28
29
  class InstrumentType extends Enum {
29
- constructor(code, description, alternateDescription, canReinvest, canShort, canSwitchDirection, usesSymbols, hasCorporateActions, closeFractional, roundQuantity, strictOrdering, generator) {
30
+ constructor(code, description, alternateDescription, canExistEmpty, canReinvest, canShort, canSwitchDirection, usesSymbols, hasCorporateActions, closeFractional, roundQuantity, strictOrdering, generator) {
30
31
  super(code, description);
31
32
 
32
33
  assert.argumentIsRequired(alternateDescription, 'alternateDescription', String);
34
+ assert.argumentIsRequired(canExistEmpty, 'canExistEmpty', Boolean);
33
35
  assert.argumentIsRequired(canReinvest, 'canReinvest', Boolean);
34
36
  assert.argumentIsRequired(canShort, 'canShort', Boolean);
35
37
  assert.argumentIsRequired(canSwitchDirection, 'canSwitchDirection', Boolean);
@@ -41,6 +43,8 @@ module.exports = (() => {
41
43
  assert.argumentIsRequired(generator, 'generator', Function);
42
44
 
43
45
  this._alternateDescription = alternateDescription;
46
+
47
+ this._canExistEmpty = canExistEmpty;
44
48
  this._canReinvest = canReinvest;
45
49
  this._canShort = canShort;
46
50
  this._canSwitchDirection = canSwitchDirection;
@@ -63,6 +67,16 @@ module.exports = (() => {
63
67
  return this._alternateDescription;
64
68
  }
65
69
 
70
+ /**
71
+ * Indicates if the position can exist without any associated transactions.
72
+ *
73
+ * @public
74
+ * @returns {Boolean}
75
+ */
76
+ get canExistEmpty() {
77
+ return this._canExistEmpty;
78
+ }
79
+
66
80
  /**
67
81
  * Indicates if the instrument type allows automatic reinvestment.
68
82
  *
@@ -243,10 +257,10 @@ module.exports = (() => {
243
257
  }
244
258
  }
245
259
 
246
- const cash = new InstrumentType('CASH', 'cash', 'Cash', false, false, true, false, false, false, false, false, (instrument) => `BARCHART-${instrument.type.code}-${instrument.currency.code}`);
247
- const equity = new InstrumentType('EQUITY', 'equity', 'Equities', true, true, false, true, true, true, true, true, (instrument) => `BARCHART-${instrument.type.code}-${instrument.symbol.barchart}`);
248
- const fund = new InstrumentType('FUND', 'mutual fund', 'Funds', true, false, false, true, true, false, true, true, (instrument) => `BARCHART-${instrument.type.code}-${instrument.symbol.barchart}`);
249
- const other = new InstrumentType('OTHER', 'other', 'Other', false, false, false, false, false, false, true, true, (instrument) => `BARCHART-${instrument.type.code}-${uuid.v4()}`);
260
+ const cash = new InstrumentType('CASH', 'cash', 'Cash', true, false, false, true, false, false, false, false, false, (instrument) => `BARCHART-${instrument.type.code}-${instrument.currency.code}`);
261
+ const equity = new InstrumentType('EQUITY', 'equity', 'Equities', false, true, true, false, true, true, true, true, true, (instrument) => `BARCHART-${instrument.type.code}-${instrument.symbol.barchart}`);
262
+ const fund = new InstrumentType('FUND', 'mutual fund', 'Funds', false, true, false, false, true, true, false, true, true, (instrument) => `BARCHART-${instrument.type.code}-${instrument.symbol.barchart}`);
263
+ const other = new InstrumentType('OTHER', 'other', 'Other', false, false, false, false, false, false, false, true, true, (instrument) => `BARCHART-${instrument.type.code}-${uuid.v4()}`);
250
264
 
251
265
  const map = { };
252
266
 
@@ -2645,6 +2659,9 @@ module.exports = (() => {
2645
2659
  this._dataActual.marketChange = null;
2646
2660
  this._dataActual.marketChangePercent = null;
2647
2661
  this._dataActual.cashTotal = null;
2662
+ this._dataActual.periodDivisorCurrent = null;
2663
+ this._dataActual.periodDivisorPrevious = null;
2664
+ this._dataActual.periodDivisorPrevious2 = null;
2648
2665
 
2649
2666
  this._dataFormat.currentPrice = null;
2650
2667
  this._dataFormat.basis = null;
@@ -2676,33 +2693,25 @@ module.exports = (() => {
2676
2693
 
2677
2694
  this._dataActual.periodPrice = null;
2678
2695
  this._dataActual.periodPricePrevious = null;
2679
- this._dataActual.periodRealized = null;
2680
- this._dataActual.periodRealizedPrevious = null;
2681
- this._dataActual.periodRealizedPrevious2 = null;
2682
- this._dataActual.periodRealizedBasis = null;
2683
- this._dataActual.periodRealizedBasisPrevious = null;
2684
- this._dataActual.periodRealizedBasisPrevious2 = null;
2685
- this._dataActual.periodUnrealized = null;
2686
- this._dataActual.periodUnrealizedPrevious = null;
2687
- this._dataActual.periodUnrealizedPrevious2 = null;
2688
- this._dataActual.periodUnrealizedBasis = null;
2689
- this._dataActual.periodUnrealizedBasisPrevious = null;
2690
- this._dataActual.periodUnrealizedBasisPrevious2 = null;
2691
- this._dataActual.periodIncome = null;
2692
2696
 
2693
2697
  this._dataFormat.periodPrice = null;
2694
2698
  this._dataFormat.periodPricePrevious = null;
2699
+
2700
+ this._dataActual.periodIncome = null;
2701
+ this._dataActual.periodRealized = null;
2702
+ this._dataActual.periodUnrealized = null;
2703
+
2704
+ this._dataFormat.periodIncome = null;
2695
2705
  this._dataFormat.periodRealized = null;
2696
2706
  this._dataFormat.periodUnrealized = null;
2697
- this._dataFormat.periodIncome = null;
2698
2707
 
2699
2708
  this._dataActual.periodPercent = null;
2700
- this._dataActual.periodPreviousPercent = null;
2701
- this._dataActual.periodPrevious2Percent = null;
2709
+ this._dataActual.periodPercentPrevious = null;
2710
+ this._dataActual.periodPercentPrevious2 = null;
2702
2711
 
2703
2712
  this._dataFormat.periodPercent = null;
2704
- this._dataFormat.periodPreviousPercent = null;
2705
- this._dataFormat.periodPrevious2Percent = null;
2713
+ this._dataFormat.periodPercentPrevious = null;
2714
+ this._dataFormat.periodPercentPrevious2 = null;
2706
2715
 
2707
2716
  this._items.forEach((item) => {
2708
2717
  bindItem.call(this, item);
@@ -3194,9 +3203,9 @@ module.exports = (() => {
3194
3203
  updates.realized = updates.realized.add(translate(item, item.data.realized));
3195
3204
  updates.unrealized = updates.unrealized.add(translate(item, item.data.unrealized));
3196
3205
  updates.income = updates.income.add(translate(item, item.data.income));
3197
- updates.summaryTotalCurrent = updates.summaryTotalCurrent.add(translate(item, item.data.summaryTotalCurrent));
3198
- updates.summaryTotalPrevious = updates.summaryTotalPrevious.add(translate(item, item.data.summaryTotalPrevious));
3199
- updates.summaryTotalPrevious2 = updates.summaryTotalPrevious2.add(translate(item, item.data.summaryTotalPrevious2));
3206
+ updates.summaryTotalCurrent = updates.summaryTotalCurrent.add(translate(item, item.data.periodGain));
3207
+ updates.summaryTotalPrevious = updates.summaryTotalPrevious.add(translate(item, item.data.periodGainPrevious));
3208
+ updates.summaryTotalPrevious2 = updates.summaryTotalPrevious2.add(translate(item, item.data.periodGainPrevious2));
3200
3209
  updates.marketPrevious = updates.marketPrevious.add(translate(item, item.data.marketPrevious));
3201
3210
  updates.marketPrevious2 = updates.marketPrevious2.add(translate(item, item.data.marketPrevious2));
3202
3211
 
@@ -3208,6 +3217,10 @@ module.exports = (() => {
3208
3217
  updates.cashTotal = updates.cashTotal.add(translate(item, item.data.market));
3209
3218
  }
3210
3219
 
3220
+ updates.periodDivisorCurrent = updates.periodDivisorCurrent.add(translate(item, item.data.periodDivisor));
3221
+ updates.periodDivisorPrevious = updates.periodDivisorPrevious.add(translate(item, item.data.periodDivisorPrevious));
3222
+ updates.periodDivisorPrevious2 = updates.periodDivisorPrevious2.add(translate(item, item.data.periodDivisorPrevious2));
3223
+
3211
3224
  return updates;
3212
3225
  }, {
3213
3226
  basis: Decimal.ZERO,
@@ -3223,6 +3236,9 @@ module.exports = (() => {
3223
3236
  periodUnrealized: Decimal.ZERO,
3224
3237
  periodIncome: Decimal.ZERO,
3225
3238
  cashTotal: Decimal.ZERO,
3239
+ periodDivisorCurrent: Decimal.ZERO,
3240
+ periodDivisorPrevious: Decimal.ZERO,
3241
+ periodDivisorPrevious2: Decimal.ZERO
3226
3242
  });
3227
3243
 
3228
3244
  actual.basis = updates.basis;
@@ -3238,12 +3254,16 @@ module.exports = (() => {
3238
3254
  actual.periodUnrealized = updates.periodUnrealized;
3239
3255
  actual.periodIncome = updates.periodIncome;
3240
3256
  actual.cashTotal = updates.cashTotal;
3257
+ actual.periodDivisorCurrent = updates.periodDivisorCurrent;
3258
+ actual.periodDivisorPrevious = updates.periodDivisorPrevious;
3259
+ actual.periodDivisorPrevious2 = updates.periodDivisorPrevious2;
3241
3260
 
3242
3261
  format.basis = formatCurrency(actual.basis, currency);
3243
3262
  format.realized = formatCurrency(actual.realized, currency);
3244
3263
  format.unrealized = formatCurrency(actual.unrealized, currency);
3245
3264
  format.income = formatCurrency(actual.income, currency);
3246
3265
  format.summaryTotalCurrent = formatCurrency(updates.summaryTotalCurrent, currency);
3266
+ format.summaryTotalCurrentNegative = updates.summaryTotalCurrent.getIsNegative();
3247
3267
  format.summaryTotalPrevious = formatCurrency(updates.summaryTotalPrevious, currency);
3248
3268
  format.summaryTotalPreviousNegative = updates.summaryTotalPrevious.getIsNegative();
3249
3269
  format.summaryTotalPrevious2 = formatCurrency(updates.summaryTotalPrevious2, currency);
@@ -3278,25 +3298,9 @@ module.exports = (() => {
3278
3298
  format.periodPrice = formatCurrency(actual.periodPrice, currency);
3279
3299
  format.periodPricePrevious = formatCurrency(actual.periodPricePrevious, currency);
3280
3300
 
3281
- actual.periodRealized = item.data.periodRealized;
3282
- actual.periodRealizedPrevious = item.data.periodRealizedPrevious;
3283
- actual.periodRealizedPrevious2 = item.data.periodRealizedPrevious2;
3284
-
3285
- actual.periodRealizedBasis = item.data.periodRealizedBasis;
3286
- actual.periodRealizedBasisPrevious = item.data.periodRealizedBasisPrevious;
3287
- actual.periodRealizedBasisPrevious2 = item.data.periodRealizedBasisPrevious2;
3288
-
3289
- actual.periodUnrealized = item.data.periodUnrealized;
3290
- actual.periodUnrealizedPrevious = item.data.periodUnrealizedPrevious;
3291
- actual.periodUnrealizedPrevious2 = item.data.periodUnrealizedPrevious2;
3292
-
3293
- actual.periodUnrealizedBasis = item.data.periodUnrealizedBasis;
3294
- actual.periodUnrealizedBasisPrevious = item.data.periodUnrealizedBasisPrevious;
3295
- actual.periodUnrealizedBasisPrevious2 = item.data.periodUnrealizedBasisPrevious2;
3296
-
3297
- actual.periodPercent = calculatePeriodPercent(actual.summaryTotalCurrent, actual.periodRealizedBasis, actual.periodUnrealizedBasis);
3298
- actual.periodPercentPrevious = calculatePeriodPercent(actual.summaryTotalPrevious, actual.periodRealizedBasisPrevious, actual.periodUnrealizedBasisPrevious);
3299
- actual.periodPercentPrevious2 = calculatePeriodPercent(actual.summaryTotalPrevious2, actual.periodRealizedBasisPrevious2, actual.periodUnrealizedBasisPrevious2);
3301
+ actual.periodPercent = calculatePeriodPercent(actual.summaryTotalCurrent, actual.periodDivisorCurrent);
3302
+ actual.periodPercentPrevious = calculatePeriodPercent(actual.summaryTotalPrevious, actual.periodDivisorPrevious);
3303
+ actual.periodPercentPrevious2 = calculatePeriodPercent(actual.summaryTotalPrevious2, actual.periodDivisorPrevious2);
3300
3304
 
3301
3305
  format.periodPercent = formatPercent(actual.periodPercent, 2);
3302
3306
  format.periodPercentPrevious = formatPercent(actual.periodPercentPrevious, 2);
@@ -3355,7 +3359,7 @@ module.exports = (() => {
3355
3359
  updates.marketAbsolute = updates.marketAbsolute.add(translate(item, item.data.marketAbsolute));
3356
3360
  updates.unrealized = updates.unrealized.add(translate(item, item.data.unrealized));
3357
3361
  updates.unrealizedToday = updates.unrealizedToday.add(translate(item, item.data.unrealizedToday));
3358
- updates.summaryTotalCurrent = updates.summaryTotalCurrent.add(translate(item, item.data.summaryTotalCurrent));
3362
+ updates.summaryTotalCurrent = updates.summaryTotalCurrent.add(translate(item, item.data.periodGain));
3359
3363
 
3360
3364
  return updates;
3361
3365
  }, {
@@ -3373,7 +3377,7 @@ module.exports = (() => {
3373
3377
  marketDirection: { up: item.data.marketChange.getIsPositive(), down: item.data.marketChange.getIsNegative() },
3374
3378
  unrealized: actual.unrealized.add(translate(item, item.data.unrealizedChange)),
3375
3379
  unrealizedToday: actual.unrealizedToday.add(translate(item, item.data.unrealizedTodayChange)),
3376
- summaryTotalCurrent: actual.summaryTotalCurrent.add(translate(item, item.data.summaryTotalCurrentChange))
3380
+ summaryTotalCurrent: actual.summaryTotalCurrent.add(translate(item, item.data.periodGainChange))
3377
3381
  };
3378
3382
  }
3379
3383
 
@@ -3429,7 +3433,7 @@ module.exports = (() => {
3429
3433
  if (group.single && item) {
3430
3434
  actual.periodUnrealized = item.data.periodUnrealized;
3431
3435
 
3432
- actual.periodPercent = calculatePeriodPercent(actual.summaryTotalCurrent, actual.periodRealizedBasis, actual.periodUnrealizedBasis);
3436
+ actual.periodPercent = calculatePeriodPercent(actual.summaryTotalCurrent, actual.periodDivisorCurrent);
3433
3437
  format.periodPercent = formatPercent(actual.periodPercent, 2);
3434
3438
  }
3435
3439
  }
@@ -3490,11 +3494,8 @@ module.exports = (() => {
3490
3494
  }
3491
3495
  }
3492
3496
 
3493
- function calculatePeriodPercent(periodSummaryTotal, realizedBasis, unrealizedBasis) {
3494
- const numerator = periodSummaryTotal;
3495
- const denominator = realizedBasis.add(unrealizedBasis);
3496
-
3497
- return denominator.getIsZero() ? Decimal.ZERO : numerator.divide(denominator);
3497
+ function calculatePeriodPercent(periodSummaryTotal, periodDivisor) {
3498
+ return periodDivisor.getIsZero() ? Decimal.ZERO : periodSummaryTotal.divide(periodDivisor);
3498
3499
  }
3499
3500
 
3500
3501
  const unchanged = { up: false, down: false };
@@ -3567,12 +3568,6 @@ module.exports = (() => {
3567
3568
  this._data.unrealized = null;
3568
3569
  this._data.unrealizedChange = null;
3569
3570
 
3570
- this._data.summaryTotalCurrent = null;
3571
- this._data.summaryTotalCurrentChange = null;
3572
-
3573
- this._data.summaryTotalPrevious = null;
3574
- this._data.summaryTotalPrevious2 = null;
3575
-
3576
3571
  this._data.marketPrevious = null;
3577
3572
  this._data.marketPrevious2 = null;
3578
3573
 
@@ -3583,26 +3578,24 @@ module.exports = (() => {
3583
3578
  this._data.income = null;
3584
3579
  this._data.basisPrice = null;
3585
3580
 
3581
+ this._data.periodIncome = null;
3586
3582
  this._data.periodRealized = null;
3587
- this._data.periodRealizedPrevious = null;
3588
- this._data.periodRealizedPrevious2 = null;
3583
+ this._data.periodUnrealized = null;
3589
3584
 
3590
- this._data.periodRealizedBasis = null;
3591
- this._data.periodRealizedBasisPrevious = null;
3592
- this._data.periodRealizedBasisPrevious2 = null;
3585
+ this._data.periodPrice = null;
3586
+ this._data.periodPricePrevious = null;
3593
3587
 
3594
- this._data.periodUnrealized = null;
3595
- this._data.periodUnrealizedPrevious = null;
3596
- this._data.periodUnrealizedPrevious2 = null;
3588
+ this._data.periodGain = null;
3589
+ this._data.periodGainChange = null;
3597
3590
 
3598
- this._data.periodUnrealizedBasis = null;
3599
- this._data.periodUnrealizedBasisPrevious = null;
3600
- this._data.periodUnrealizedBasisPrevious2 = null;
3591
+ this._data.periodGainPrevious = null;
3592
+ this._data.periodGainPrevious2 = null;
3601
3593
 
3602
- this._data.periodIncome = null;
3594
+ this._data.periodDivisor = null;
3595
+ this._data.periodDivisorChange = null;
3603
3596
 
3604
- this._data.periodPrice = null;
3605
- this._data.periodPricePrevious = null;
3597
+ this._data.periodDivisorPrevious = null;
3598
+ this._data.periodDivisorPrevious2 = null;
3606
3599
 
3607
3600
  this._data.newsExists = false;
3608
3601
  this._data.fundamental = { };
@@ -3922,31 +3915,21 @@ module.exports = (() => {
3922
3915
 
3923
3916
  data.income = snapshot.income;
3924
3917
 
3925
- data.summaryTotalCurrent = calculateSummaryTotal(item.currentSummary, previousSummary1);
3926
- data.summaryTotalPrevious = calculateSummaryTotal(previousSummary1, previousSummary2);
3927
- data.summaryTotalPrevious2 = calculateSummaryTotal(previousSummary2, previousSummary3);
3928
-
3929
3918
  data.marketPrevious = previousSummary1 === null ? Decimal.ZERO : previousSummary1.end.value;
3930
3919
  data.marketPrevious2 = previousSummary2 === null ? Decimal.ZERO : previousSummary2.end.value;
3931
3920
  data.quantityPrevious = previousSummary1 === null ? Decimal.ZERO : previousSummary1.end.open;
3932
3921
 
3933
- data.periodRealized = calculatePeriodRealized(item.currentSummary, previousSummary1);
3934
- data.periodRealizedPrevious = calculatePeriodRealized(previousSummary1, previousSummary2);
3935
- data.periodRealizedPrevious2 = calculatePeriodRealized(previousSummary2, previousSummary3);
3936
-
3937
- data.periodRealizedBasis = calculatePeriodRealizedBasis(item.currentSummary, previousSummary1);
3938
- data.periodRealizedBasisPrevious = calculatePeriodRealizedBasis(previousSummary1, previousSummary2);
3939
- data.periodRealizedBasisPrevious2 = calculatePeriodRealizedBasis(previousSummary2, previousSummary3);
3940
-
3941
- data.periodUnrealized = calculatePeriodUnrealized(item.currentSummary, previousSummary1);
3942
- data.periodUnrealizedPrevious = calculatePeriodUnrealized(previousSummary1, previousSummary2);
3943
- data.periodUnrealizedPrevious2 = calculatePeriodUnrealized(previousSummary2, previousSummary3);
3922
+ data.periodIncome = currentSummary !== null ? currentSummary.period.income : Decimal.ZERO;
3923
+ data.periodRealized = currentSummary !== null ? currentSummary.period.realized : Decimal.ZERO;
3924
+ data.periodUnrealized = currentSummary !== null ? currentSummary.period.unrealized : Decimal.ZERO;
3944
3925
 
3945
- data.periodUnrealizedBasis = calculatePeriodUnrealizedBasis(item.currentSummary, previousSummary1);
3946
- data.periodUnrealizedBasisPrevious = calculatePeriodUnrealizedBasis(previousSummary1, previousSummary2);
3947
- data.periodUnrealizedBasisPrevious2 = calculatePeriodUnrealizedBasis(previousSummary2, previousSummary3);
3948
-
3949
- data.periodIncome = calculatePeriodIncome(item.currentSummary, previousSummary1);
3926
+ data.periodGain = calculatePeriodGain(currentSummary, previousSummary1);
3927
+ data.periodGainPrevious = calculatePeriodGain(previousSummary1, previousSummary2);
3928
+ data.periodGainPrevious2 = calculatePeriodGain(previousSummary2, previousSummary3);
3929
+
3930
+ data.periodDivisor = calculatePeriodDivisor(currentSummary, previousSummary1);
3931
+ data.periodDivisorPrevious = calculatePeriodDivisor(previousSummary1, previousSummary2);
3932
+ data.periodDivisorPrevious2 = calculatePeriodDivisor(previousSummary2, previousSummary3);
3950
3933
 
3951
3934
  if (snapshot.open.getIsZero()) {
3952
3935
  data.basisPrice = Decimal.ZERO;
@@ -3970,7 +3953,6 @@ module.exports = (() => {
3970
3953
  function calculatePriceData(item, price) {
3971
3954
  const position = item.position;
3972
3955
  const snapshot = getSnapshot(position, item.currentSummary, item._reporting);
3973
- const previousSummaries = item.previousSummaries;
3974
3956
 
3975
3957
  const data = item._data;
3976
3958
 
@@ -4031,10 +4013,9 @@ module.exports = (() => {
4031
4013
  data.unrealizedTodayChange = unrealizedTodayChange;
4032
4014
 
4033
4015
  const currentSummary = item.currentSummary;
4016
+ const previousSummary = getPreviousSummary(item.previousSummaries, 1);
4034
4017
 
4035
4018
  if (currentSummary && position.instrument.type !== InstrumentType.CASH) {
4036
- const previousSummary = getPreviousSummary(previousSummaries, 1);
4037
-
4038
4019
  let priceToUse;
4039
4020
 
4040
4021
  if (price) {
@@ -4048,8 +4029,6 @@ module.exports = (() => {
4048
4029
  }
4049
4030
 
4050
4031
  if (priceToUse !== null) {
4051
- const period = currentSummary.period;
4052
-
4053
4032
  let unrealized = currentSummary.end.open.multiply(priceToUse).add(currentSummary.end.basis);
4054
4033
  let unrealizedChange;
4055
4034
 
@@ -4059,115 +4038,79 @@ module.exports = (() => {
4059
4038
  unrealizedChange = Decimal.ZERO;
4060
4039
  }
4061
4040
 
4062
- let summaryTotalCurrent = period.realized.add(period.income).add(unrealized).subtract(previousSummary !== null ? previousSummary.period.unrealized : Decimal.ZERO);
4063
- let summaryTotalCurrentChange;
4041
+ data.unrealized = unrealized;
4042
+ data.unrealizedChange = unrealizedChange;
4043
+
4044
+ let periodGain = calculatePeriodGain(currentSummary, previousSummary, priceToUse);
4045
+ let periodGainChange;
4064
4046
 
4065
- if (data.summaryTotalCurrent !== null) {
4066
- summaryTotalCurrentChange = summaryTotalCurrent.subtract(data.summaryTotalCurrent);
4047
+ if (data.periodGain !== null) {
4048
+ periodGainChange = periodGain.subtract(data.periodGain);
4067
4049
  } else {
4068
- summaryTotalCurrentChange = Decimal.ZERO;
4050
+ periodGainChange = Decimal.ZERO;
4069
4051
  }
4070
4052
 
4071
- data.summaryTotalCurrent = summaryTotalCurrent;
4072
- data.summaryTotalCurrentChange = summaryTotalCurrentChange;
4073
-
4074
- data.unrealized = unrealized;
4075
- data.unrealizedChange = unrealizedChange;
4076
-
4077
- data.periodUnrealized = calculatePeriodUnrealized(item.currentSummary, previousSummary, data.unrealized);
4078
- data.periodUnrealizedChange = unrealizedChange;
4053
+ data.periodGain = periodGain;
4054
+ data.periodGainChange = periodGainChange;
4079
4055
  } else {
4080
- data.summaryTotalCurrentChange = Decimal.ZERO;
4081
-
4082
4056
  data.unrealized = Decimal.ZERO;
4083
4057
  data.unrealizedChange = Decimal.ZERO;
4084
4058
 
4085
- data.periodUnrealizedChange = Decimal.ZERO;
4059
+ data.periodGainChange = Decimal.ZERO;
4086
4060
  }
4087
4061
  } else {
4088
- data.summaryTotalCurrentChange = Decimal.ZERO;
4089
-
4090
4062
  data.unrealized = Decimal.ZERO;
4091
4063
  data.unrealizedChange = Decimal.ZERO;
4092
- }
4093
- }
4094
-
4095
- function calculateSummaryTotal(currentSummary, previousSummary) {
4096
- let returnRef;
4097
4064
 
4098
- if (currentSummary) {
4099
- const period = currentSummary.period;
4100
-
4101
- returnRef = period.realized.add(period.income).add(period.unrealized).subtract(previousSummary !== null ? previousSummary.period.unrealized : Decimal.ZERO);
4102
- } else {
4103
- returnRef = Decimal.ZERO;
4065
+ data.periodGainChange = Decimal.ZERO;
4104
4066
  }
4105
-
4106
- return returnRef;
4107
4067
  }
4108
4068
 
4109
- function calculatePeriodRealized(currentSummary, previousSummary) {
4069
+ function calculatePeriodGain(currentSummary, previousSummary, overridePrice) {
4110
4070
  let returnRef;
4111
4071
 
4112
4072
  if (currentSummary) {
4113
- const period = currentSummary.period;
4073
+ let startValue;
4114
4074
 
4115
- returnRef = period.realized;
4116
- } else {
4117
- returnRef = Decimal.ZERO;
4118
- }
4075
+ if (previousSummary) {
4076
+ startValue = previousSummary.end.value;
4077
+ } else {
4078
+ startValue = Decimal.ZERO;
4079
+ }
4119
4080
 
4120
- return returnRef;
4121
- }
4081
+ let endValue;
4122
4082
 
4123
- function calculatePeriodRealizedBasis(currentSummary, previousSummary) {
4124
- let returnRef;
4083
+ if (overridePrice) {
4084
+ endValue = currentSummary.end.open.multiply(overridePrice);
4085
+ } else {
4086
+ endValue = currentSummary.end.value;
4087
+ }
4125
4088
 
4126
- if (currentSummary) {
4127
- const period = currentSummary.period;
4089
+ const valueChange = endValue.subtract(startValue);
4090
+ const tradeChange = currentSummary.period.sells.subtract(currentSummary.period.buys);
4091
+ const incomeChange = currentSummary.period.income;
4128
4092
 
4129
- returnRef = period.sells.subtract(calculatePeriodRealized(currentSummary, previousSummary));
4093
+ returnRef = valueChange.add(tradeChange).add(incomeChange);
4130
4094
  } else {
4131
4095
  returnRef = Decimal.ZERO;
4132
4096
  }
4133
4097
 
4134
4098
  return returnRef;
4135
4099
  }
4136
-
4137
- function calculatePeriodUnrealized(currentSummary, previousSummary, override) {
4138
- let returnRef;
4139
-
4140
- if (currentSummary) {
4141
- const period = currentSummary.period;
4142
- const unrealized = override || period.unrealized;
4143
4100
 
4144
- returnRef = unrealized.subtract(previousSummary !== null ? previousSummary.period.unrealized : Decimal.ZERO);
4145
- } else {
4146
- returnRef = Decimal.ZERO;
4147
- }
4148
-
4149
- return returnRef;
4150
- }
4151
-
4152
- function calculatePeriodUnrealizedBasis(currentSummary, previousSummary) {
4101
+ function calculatePeriodDivisor(currentSummary, previousSummary) {
4153
4102
  let returnRef;
4154
4103
 
4155
4104
  if (currentSummary) {
4156
- returnRef = currentSummary.end.basis.absolute();
4157
- } else {
4158
- returnRef = Decimal.ZERO;
4159
- }
4160
-
4161
- return returnRef;
4162
- }
4163
-
4164
- function calculatePeriodIncome(currentSummary, previousSummary) {
4165
- let returnRef;
4105
+ let startValue;
4166
4106
 
4167
- if (currentSummary) {
4168
- const period = currentSummary.period;
4107
+ if (previousSummary) {
4108
+ startValue = previousSummary.end.value;
4109
+ } else {
4110
+ startValue = Decimal.ZERO;
4111
+ }
4169
4112
 
4170
- returnRef = period.income;
4113
+ returnRef = startValue.add(currentSummary.period.buys);
4171
4114
  } else {
4172
4115
  returnRef = Decimal.ZERO;
4173
4116
  }