@barchart/portfolio-api-common 1.2.132 → 1.2.136

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Files changed (3) hide show
  1. package/lib/processing/PositionItem.js +72 -21
  2. package/package.json +1 -1
  3. package/test/SpecRunner.js +73 -22
package/lib/processing/PositionItem.js CHANGED
@@ -5,7 +5,8 @@ const assert = require('@barchart/common-js/lang/assert'),
5
5
  Event = require('@barchart/common-js/messaging/Event'),
6
6
  is = require('@barchart/common-js/lang/is');
7
7
 
8
- const InstrumentType = require('./../data/InstrumentType');
8
+ const InstrumentType = require('./../data/InstrumentType'),
9
+ PositionDirection = require('./../data/PositionDirection');
9
10
 
10
11
  module.exports = (() => {
11
12
  'use strict';
@@ -91,6 +92,8 @@ module.exports = (() => {
91
92
  this._data.periodDivisorPrevious = null;
92
93
  this._data.periodDivisorPrevious2 = null;
93
94
 
95
+ this._data.initiate = null;
96
+
94
97
  this._data.newsExists = false;
95
98
  this._data.fundamental = { };
96
99
  this._data.locked = getIsLocked(position);
@@ -385,11 +388,14 @@ module.exports = (() => {
385
388
 
386
389
  const previousSummary1 = getPreviousSummary(item.previousSummaries, 1);
387
390
  const previousSummary2 = getPreviousSummary(item.previousSummaries, 2);
391
+ const previousSummary3 = getPreviousSummary(item.previousSummaries, 3);
388
392
 
389
393
  const snapshot = getSnapshot(position, currentSummary, item._reporting);
390
394
 
391
395
  const data = item._data;
392
396
 
397
+ data.initiate = guessInitiateDirection(item.previousSummaries, item.currentSummary);
398
+
393
399
  data.quantity = snapshot.open;
394
400
  data.previousPrice = position.previous || null;
395
401
 
@@ -416,13 +422,13 @@ module.exports = (() => {
416
422
  data.periodRealized = currentSummary !== null ? currentSummary.period.realized : Decimal.ZERO;
417
423
  data.periodUnrealized = currentSummary !== null ? currentSummary.period.unrealized : Decimal.ZERO;
418
424
 
419
- data.periodGain = calculatePeriodGain(currentSummary);
420
- data.periodGainPrevious = calculatePeriodGain(previousSummary1);
421
- data.periodGainPrevious2 = calculatePeriodGain(previousSummary2);
425
+ data.periodGain = calculatePeriodGain(data.initiate, currentSummary, previousSummary1);
426
+ data.periodGainPrevious = calculatePeriodGain(data.initiate, previousSummary1, previousSummary2);
427
+ data.periodGainPrevious2 = calculatePeriodGain(data.initiate, previousSummary2, previousSummary3);
422
428
 
423
- data.periodDivisor = calculatePeriodDivisor(currentSummary);
424
- data.periodDivisorPrevious = calculatePeriodDivisor(previousSummary1);
425
- data.periodDivisorPrevious2 = calculatePeriodDivisor(previousSummary2);
429
+ data.periodDivisor = calculatePeriodDivisor(data.initiate, currentSummary, previousSummary1);
430
+ data.periodDivisorPrevious = calculatePeriodDivisor(data.initiate, previousSummary1, previousSummary2);
431
+ data.periodDivisorPrevious2 = calculatePeriodDivisor(data.initiate, previousSummary2, previousSummary3);
426
432
 
427
433
  if (snapshot.open.getIsZero()) {
428
434
  data.basisPrice = Decimal.ZERO;
@@ -506,6 +512,7 @@ module.exports = (() => {
506
512
  data.unrealizedTodayChange = unrealizedTodayChange;
507
513
 
508
514
  const currentSummary = item.currentSummary;
515
+ const previousSummary = getPreviousSummary(item.previousSummaries, 1);
509
516
 
510
517
  if (currentSummary && position.instrument.type !== InstrumentType.CASH) {
511
518
  let priceToUse;
@@ -533,7 +540,7 @@ module.exports = (() => {
533
540
  data.unrealized = unrealized;
534
541
  data.unrealizedChange = unrealizedChange;
535
542
 
536
- let periodGain = calculatePeriodGain(currentSummary, priceToUse);
543
+ let periodGain = calculatePeriodGain(data.initiate, currentSummary, previousSummary, priceToUse);
537
544
  let periodGainChange;
538
545
 
539
546
  if (data.periodGain !== null) {
@@ -558,23 +565,55 @@ module.exports = (() => {
558
565
  }
559
566
  }
560
567
 
561
- function calculatePeriodGain(currentSummary, overridePrice) {
568
+ function guessInitiateDirection(previousSummaries, currentSummary) {
569
+ const summaries = previousSummaries.concat(currentSummary);
570
+
571
+ const direction = summaries.reduce((accumulator, summary) => {
572
+ let returnRef = accumulator;
573
+
574
+ if (summary === null && summary.start.direction !== PositionDirection.EVEN) {
575
+ returnRef = summary.start.direction;
576
+ }
577
+
578
+ if (summary === null && summary.start.direction !== PositionDirection.EVEN) {
579
+ returnRef = summary.end.direction;
580
+ }
581
+
582
+ return returnRef;
583
+ }, null);
584
+
585
+ return direction || PositionDirection.LONG;
586
+ }
587
+
588
+ function calculatePeriodGain(direction, currentSummary, previousSummary, overridePrice) {
562
589
  let returnRef;
563
590
 
564
591
  if (currentSummary) {
565
- let endValue;
592
+ if (direction === PositionDirection.LONG) {
593
+ let startValue;
566
594
 
567
- if (overridePrice) {
568
- endValue = currentSummary.end.open.multiply(overridePrice);
569
- } else {
570
- endValue = currentSummary.end.value;
571
- }
595
+ if (previousSummary) {
596
+ startValue = previousSummary.end.value;
597
+ } else {
598
+ startValue = Decimal.ZERO;
599
+ }
600
+
601
+ let endValue;
572
602
 
573
- const valueChange = endValue.subtract(currentSummary.start.value);
574
- const tradeChange = currentSummary.period.sells.subtract(currentSummary.period.buys);
575
- const incomeChange = currentSummary.period.income;
603
+ if (overridePrice) {
604
+ endValue = currentSummary.end.open.multiply(overridePrice);
605
+ } else {
606
+ endValue = currentSummary.end.value;
607
+ }
576
608
 
577
- returnRef = valueChange.add(tradeChange).add(incomeChange);
609
+ const valueChange = endValue.subtract(startValue);
610
+ const tradeChange = currentSummary.period.sells.subtract(currentSummary.period.buys.opposite());
611
+ const incomeChange = currentSummary.period.income;
612
+
613
+ returnRef = valueChange.add(tradeChange).add(incomeChange);
614
+ } else {
615
+ returnRef = Decimal.ZERO;
616
+ }
578
617
  } else {
579
618
  returnRef = Decimal.ZERO;
580
619
  }
@@ -582,11 +621,23 @@ module.exports = (() => {
582
621
  return returnRef;
583
622
  }
584
623
 
585
- function calculatePeriodDivisor(currentSummary) {
624
+ function calculatePeriodDivisor(direction, currentSummary, previousSummary) {
586
625
  let returnRef;
587
626
 
588
627
  if (currentSummary) {
589
- returnRef = currentSummary.start.value.add(currentSummary.period.buys);
628
+ if (direction === PositionDirection.LONG) {
629
+ let startValue;
630
+
631
+ if (previousSummary) {
632
+ startValue = previousSummary.end.value;
633
+ } else {
634
+ startValue = Decimal.ZERO;
635
+ }
636
+
637
+ returnRef = startValue.add(currentSummary.period.buys.opposite());
638
+ } else {
639
+ returnRef = Decimal.ZERO;
640
+ }
590
641
  } else {
591
642
  returnRef = Decimal.ZERO;
592
643
  }
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@barchart/portfolio-api-common",
3
- "version": "1.2.132",
3
+ "version": "1.2.136",
4
4
  "description": "Common classes used by the Portfolio system",
5
5
  "author": {
6
6
  "name": "Bryan Ingle",
package/test/SpecRunner.js CHANGED
@@ -3511,7 +3511,8 @@ const assert = require('@barchart/common-js/lang/assert'),
3511
3511
  Event = require('@barchart/common-js/messaging/Event'),
3512
3512
  is = require('@barchart/common-js/lang/is');
3513
3513
 
3514
- const InstrumentType = require('./../data/InstrumentType');
3514
+ const InstrumentType = require('./../data/InstrumentType'),
3515
+ PositionDirection = require('./../data/PositionDirection');
3515
3516
 
3516
3517
  module.exports = (() => {
3517
3518
  'use strict';
@@ -3597,6 +3598,8 @@ module.exports = (() => {
3597
3598
  this._data.periodDivisorPrevious = null;
3598
3599
  this._data.periodDivisorPrevious2 = null;
3599
3600
 
3601
+ this._data.initiate = null;
3602
+
3600
3603
  this._data.newsExists = false;
3601
3604
  this._data.fundamental = { };
3602
3605
  this._data.locked = getIsLocked(position);
@@ -3891,11 +3894,14 @@ module.exports = (() => {
3891
3894
 
3892
3895
  const previousSummary1 = getPreviousSummary(item.previousSummaries, 1);
3893
3896
  const previousSummary2 = getPreviousSummary(item.previousSummaries, 2);
3897
+ const previousSummary3 = getPreviousSummary(item.previousSummaries, 3);
3894
3898
 
3895
3899
  const snapshot = getSnapshot(position, currentSummary, item._reporting);
3896
3900
 
3897
3901
  const data = item._data;
3898
3902
 
3903
+ data.initiate = guessInitiateDirection(item.previousSummaries, item.currentSummary);
3904
+
3899
3905
  data.quantity = snapshot.open;
3900
3906
  data.previousPrice = position.previous || null;
3901
3907
 
@@ -3922,13 +3928,13 @@ module.exports = (() => {
3922
3928
  data.periodRealized = currentSummary !== null ? currentSummary.period.realized : Decimal.ZERO;
3923
3929
  data.periodUnrealized = currentSummary !== null ? currentSummary.period.unrealized : Decimal.ZERO;
3924
3930
 
3925
- data.periodGain = calculatePeriodGain(currentSummary);
3926
- data.periodGainPrevious = calculatePeriodGain(previousSummary1);
3927
- data.periodGainPrevious2 = calculatePeriodGain(previousSummary2);
3931
+ data.periodGain = calculatePeriodGain(data.initiate, currentSummary, previousSummary1);
3932
+ data.periodGainPrevious = calculatePeriodGain(data.initiate, previousSummary1, previousSummary2);
3933
+ data.periodGainPrevious2 = calculatePeriodGain(data.initiate, previousSummary2, previousSummary3);
3928
3934
 
3929
- data.periodDivisor = calculatePeriodDivisor(currentSummary);
3930
- data.periodDivisorPrevious = calculatePeriodDivisor(previousSummary1);
3931
- data.periodDivisorPrevious2 = calculatePeriodDivisor(previousSummary2);
3935
+ data.periodDivisor = calculatePeriodDivisor(data.initiate, currentSummary, previousSummary1);
3936
+ data.periodDivisorPrevious = calculatePeriodDivisor(data.initiate, previousSummary1, previousSummary2);
3937
+ data.periodDivisorPrevious2 = calculatePeriodDivisor(data.initiate, previousSummary2, previousSummary3);
3932
3938
 
3933
3939
  if (snapshot.open.getIsZero()) {
3934
3940
  data.basisPrice = Decimal.ZERO;
@@ -4012,6 +4018,7 @@ module.exports = (() => {
4012
4018
  data.unrealizedTodayChange = unrealizedTodayChange;
4013
4019
 
4014
4020
  const currentSummary = item.currentSummary;
4021
+ const previousSummary = getPreviousSummary(item.previousSummaries, 1);
4015
4022
 
4016
4023
  if (currentSummary && position.instrument.type !== InstrumentType.CASH) {
4017
4024
  let priceToUse;
@@ -4039,7 +4046,7 @@ module.exports = (() => {
4039
4046
  data.unrealized = unrealized;
4040
4047
  data.unrealizedChange = unrealizedChange;
4041
4048
 
4042
- let periodGain = calculatePeriodGain(currentSummary, priceToUse);
4049
+ let periodGain = calculatePeriodGain(data.initiate, currentSummary, previousSummary, priceToUse);
4043
4050
  let periodGainChange;
4044
4051
 
4045
4052
  if (data.periodGain !== null) {
@@ -4064,23 +4071,55 @@ module.exports = (() => {
4064
4071
  }
4065
4072
  }
4066
4073
 
4067
- function calculatePeriodGain(currentSummary, overridePrice) {
4074
+ function guessInitiateDirection(previousSummaries, currentSummary) {
4075
+ const summaries = previousSummaries.concat(currentSummary);
4076
+
4077
+ const direction = summaries.reduce((accumulator, summary) => {
4078
+ let returnRef = accumulator;
4079
+
4080
+ if (summary === null && summary.start.direction !== PositionDirection.EVEN) {
4081
+ returnRef = summary.start.direction;
4082
+ }
4083
+
4084
+ if (summary === null && summary.start.direction !== PositionDirection.EVEN) {
4085
+ returnRef = summary.end.direction;
4086
+ }
4087
+
4088
+ return returnRef;
4089
+ }, null);
4090
+
4091
+ return direction || PositionDirection.LONG;
4092
+ }
4093
+
4094
+ function calculatePeriodGain(direction, currentSummary, previousSummary, overridePrice) {
4068
4095
  let returnRef;
4069
4096
 
4070
4097
  if (currentSummary) {
4071
- let endValue;
4098
+ if (direction === PositionDirection.LONG) {
4099
+ let startValue;
4072
4100
 
4073
- if (overridePrice) {
4074
- endValue = currentSummary.end.open.multiply(overridePrice);
4075
- } else {
4076
- endValue = currentSummary.end.value;
4077
- }
4101
+ if (previousSummary) {
4102
+ startValue = previousSummary.end.value;
4103
+ } else {
4104
+ startValue = Decimal.ZERO;
4105
+ }
4106
+
4107
+ let endValue;
4078
4108
 
4079
- const valueChange = endValue.subtract(currentSummary.start.value);
4080
- const tradeChange = currentSummary.period.sells.subtract(currentSummary.period.buys);
4081
- const incomeChange = currentSummary.period.income;
4109
+ if (overridePrice) {
4110
+ endValue = currentSummary.end.open.multiply(overridePrice);
4111
+ } else {
4112
+ endValue = currentSummary.end.value;
4113
+ }
4082
4114
 
4083
- returnRef = valueChange.add(tradeChange).add(incomeChange);
4115
+ const valueChange = endValue.subtract(startValue);
4116
+ const tradeChange = currentSummary.period.sells.subtract(currentSummary.period.buys.opposite());
4117
+ const incomeChange = currentSummary.period.income;
4118
+
4119
+ returnRef = valueChange.add(tradeChange).add(incomeChange);
4120
+ } else {
4121
+ returnRef = Decimal.ZERO;
4122
+ }
4084
4123
  } else {
4085
4124
  returnRef = Decimal.ZERO;
4086
4125
  }
@@ -4088,11 +4127,23 @@ module.exports = (() => {
4088
4127
  return returnRef;
4089
4128
  }
4090
4129
 
4091
- function calculatePeriodDivisor(currentSummary) {
4130
+ function calculatePeriodDivisor(direction, currentSummary, previousSummary) {
4092
4131
  let returnRef;
4093
4132
 
4094
4133
  if (currentSummary) {
4095
- returnRef = currentSummary.start.value.add(currentSummary.period.buys);
4134
+ if (direction === PositionDirection.LONG) {
4135
+ let startValue;
4136
+
4137
+ if (previousSummary) {
4138
+ startValue = previousSummary.end.value;
4139
+ } else {
4140
+ startValue = Decimal.ZERO;
4141
+ }
4142
+
4143
+ returnRef = startValue.add(currentSummary.period.buys.opposite());
4144
+ } else {
4145
+ returnRef = Decimal.ZERO;
4146
+ }
4096
4147
  } else {
4097
4148
  returnRef = Decimal.ZERO;
4098
4149
  }
@@ -4145,7 +4196,7 @@ module.exports = (() => {
4145
4196
  return PositionItem;
4146
4197
  })();
4147
4198
 
4148
- },{"./../data/InstrumentType":1,"@barchart/common-js/lang/Currency":20,"@barchart/common-js/lang/Decimal":22,"@barchart/common-js/lang/Disposable":23,"@barchart/common-js/lang/assert":29,"@barchart/common-js/lang/is":33,"@barchart/common-js/messaging/Event":35}],9:[function(require,module,exports){
4199
+ },{"./../data/InstrumentType":1,"./../data/PositionDirection":2,"@barchart/common-js/lang/Currency":20,"@barchart/common-js/lang/Decimal":22,"@barchart/common-js/lang/Disposable":23,"@barchart/common-js/lang/assert":29,"@barchart/common-js/lang/is":33,"@barchart/common-js/messaging/Event":35}],9:[function(require,module,exports){
4149
4200
  const assert = require('@barchart/common-js/lang/assert'),
4150
4201
  Currency = require('@barchart/common-js/lang/Currency'),
4151
4202
  is = require('@barchart/common-js/lang/is');