@barchart/portfolio-api-common 1.2.134 → 1.2.138

package/lib/api/failures/PortfolioFailureType.js

@@ -176,7 +176,18 @@ module.exports = (() => {
 		static get TRANSACTION_CREATE_FAILED_POSITION_LOCKED() {
 			return transactionCreateFailedPositionLocked;
 		}
-		
+
+		/**
+		 * The transaction failed because corporate action history is corrupt.
+		 *
+		 * @public
+		 * @static
+		 * @returns {FailureType}
+		 */
+		static get TRANSACTION_CREATE_FAILED_INSTRUMENT_CORRUPT() {
+			return transactionCreateFailedInstrumentCorrupt;
+		}
+
 		/**
 		 * The transaction (of this type) cannot be deleted by a user, instead,
 		 * it is created and managed by the system (e.g. dividends).
@@ -292,6 +303,7 @@ module.exports = (() => {
 	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.');
+	const transactionCreateFailedInstrumentCorrupt = new new FailureType('TRANSACTION_CREATE_FAILED_POSITION_LOCKED', 'Unable to create transaction, corporate action history for {U|symbol} cannot be located.');
 
 	const transactionDeleteFailedOutOfSequence = new FailureType('TRANSACTION_DELETE_FAILED_OUT_OF_SEQUENCE', 'Deleting any transaction, except for the most recent, will cause transaction history to be re-written. Please confirm your intent to re-write transaction history (which could take some time and alter the historical results for this position).');
 	const transactionDeleteFailedNoTransaction = new FailureType('TRANSACTION_DELETE_FAILED_NO_TRANSACTION', 'Unable to delete transaction. The referenced transaction does not exist.');

package/lib/processing/PositionItem.js

@@ -5,7 +5,8 @@ const assert = require('@barchart/common-js/lang/assert'),
 	Event = require('@barchart/common-js/messaging/Event'),
 	is = require('@barchart/common-js/lang/is');
 
-const InstrumentType = require('./../data/InstrumentType');
+const InstrumentType = require('./../data/InstrumentType'),
+	PositionDirection = require('./../data/PositionDirection');
 
 module.exports = (() => {
 	'use strict';
@@ -91,6 +92,8 @@ module.exports = (() => {
 			this._data.periodDivisorPrevious = null;
 			this._data.periodDivisorPrevious2 = null;
 
+			this._data.initiate = null;
+
 			this._data.newsExists = false;
 			this._data.fundamental = { };
 			this._data.locked = getIsLocked(position);
@@ -391,6 +394,8 @@ module.exports = (() => {
 
 		const data = item._data;
 
+		data.initiate = guessInitiateDirection(item.previousSummaries, item.currentSummary);
+
 		data.quantity = snapshot.open;
 		data.previousPrice = position.previous || null;
 
@@ -417,13 +422,13 @@ module.exports = (() => {
 		data.periodRealized = currentSummary !== null ? currentSummary.period.realized : Decimal.ZERO;
 		data.periodUnrealized = currentSummary !== null ? currentSummary.period.unrealized : Decimal.ZERO;
 
-		data.periodGain = calculatePeriodGain(currentSummary, previousSummary1);
-		data.periodGainPrevious = calculatePeriodGain(previousSummary1, previousSummary2);
-		data.periodGainPrevious2 = calculatePeriodGain(previousSummary2, previousSummary3);
+		data.periodGain = calculatePeriodGain(data.initiate, currentSummary, previousSummary1);
+		data.periodGainPrevious = calculatePeriodGain(data.initiate, previousSummary1, previousSummary2);
+		data.periodGainPrevious2 = calculatePeriodGain(data.initiate, previousSummary2, previousSummary3);
 
-		data.periodDivisor = calculatePeriodDivisor(currentSummary, previousSummary1);
-		data.periodDivisorPrevious = calculatePeriodDivisor(previousSummary1, previousSummary2);
-		data.periodDivisorPrevious2 = calculatePeriodDivisor(previousSummary2, previousSummary3);
+		data.periodDivisor = calculatePeriodDivisor(data.initiate, currentSummary, previousSummary1);
+		data.periodDivisorPrevious = calculatePeriodDivisor(data.initiate, previousSummary1, previousSummary2);
+		data.periodDivisorPrevious2 = calculatePeriodDivisor(data.initiate, previousSummary2, previousSummary3);
 
 		if (snapshot.open.getIsZero()) {
 			data.basisPrice = Decimal.ZERO;
@@ -535,7 +540,7 @@ module.exports = (() => {
 				data.unrealized = unrealized;
 				data.unrealizedChange = unrealizedChange;
 
-				let periodGain = calculatePeriodGain(currentSummary, previousSummary, priceToUse);
+				let periodGain = calculatePeriodGain(data.initiate, currentSummary, previousSummary, priceToUse);
 				let periodGainChange;
 
 				if (data.periodGain !== null) {
@@ -560,7 +565,27 @@ module.exports = (() => {
 		}
 	}
 
-	function calculatePeriodGain(currentSummary, previousSummary, overridePrice) {
+	function guessInitiateDirection(previousSummaries, currentSummary) {
+		const summaries = previousSummaries.concat(currentSummary);
+
+		const direction = summaries.reduce((accumulator, summary) => {
+			let returnRef = accumulator;
+
+			if (summary !== null && summary.start.direction !== PositionDirection.EVEN) {
+				returnRef = summary.start.direction;
+			}
+
+			if (summary !== null && summary.end.direction !== PositionDirection.EVEN) {
+				returnRef = summary.end.direction;
+			}
+
+			return returnRef;
+		}, null);
+
+		return direction || PositionDirection.LONG;
+	}
+
+	function calculatePeriodGain(direction, currentSummary, previousSummary, overridePrice) {
 		let returnRef;
 
 		if (currentSummary) {
@@ -581,7 +606,7 @@ module.exports = (() => {
 			}
 
 			const valueChange = endValue.subtract(startValue);
-			const tradeChange = currentSummary.period.sells.subtract(currentSummary.period.buys);
+			const tradeChange = currentSummary.period.sells.subtract(currentSummary.period.buys.opposite());
 			const incomeChange = currentSummary.period.income;
 
 			returnRef = valueChange.add(tradeChange).add(incomeChange);
@@ -592,7 +617,7 @@ module.exports = (() => {
 		return returnRef;
 	}
 
-	function calculatePeriodDivisor(currentSummary, previousSummary) {
+	function calculatePeriodDivisor(direction, currentSummary, previousSummary) {
 		let returnRef;
 
 		if (currentSummary) {
@@ -604,7 +629,11 @@ module.exports = (() => {
 				startValue = Decimal.ZERO;
 			}
 
-			returnRef = startValue.add(currentSummary.period.buys);
+			if (direction === PositionDirection.SHORT) {
+				returnRef = startValue.opposite().add(currentSummary.period.sells);
+			} else {
+				returnRef = startValue.add(currentSummary.period.buys.opposite());
+			}
 		} else {
 			returnRef = Decimal.ZERO;
 		}

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@barchart/portfolio-api-common",
-  "version": "1.2.134",
+  "version": "1.2.138",
   "description": "Common classes used by the Portfolio system",
   "author": {
     "name": "Bryan Ingle",

package/test/SpecRunner.js

@@ -3511,7 +3511,8 @@ const assert = require('@barchart/common-js/lang/assert'),
 	Event = require('@barchart/common-js/messaging/Event'),
 	is = require('@barchart/common-js/lang/is');
 
-const InstrumentType = require('./../data/InstrumentType');
+const InstrumentType = require('./../data/InstrumentType'),
+	PositionDirection = require('./../data/PositionDirection');
 
 module.exports = (() => {
 	'use strict';
@@ -3597,6 +3598,8 @@ module.exports = (() => {
 			this._data.periodDivisorPrevious = null;
 			this._data.periodDivisorPrevious2 = null;
 
+			this._data.initiate = null;
+
 			this._data.newsExists = false;
 			this._data.fundamental = { };
 			this._data.locked = getIsLocked(position);
@@ -3897,6 +3900,8 @@ module.exports = (() => {
 
 		const data = item._data;
 
+		data.initiate = guessInitiateDirection(item.previousSummaries, item.currentSummary);
+
 		data.quantity = snapshot.open;
 		data.previousPrice = position.previous || null;
 
@@ -3923,13 +3928,13 @@ module.exports = (() => {
 		data.periodRealized = currentSummary !== null ? currentSummary.period.realized : Decimal.ZERO;
 		data.periodUnrealized = currentSummary !== null ? currentSummary.period.unrealized : Decimal.ZERO;
 
-		data.periodGain = calculatePeriodGain(currentSummary, previousSummary1);
-		data.periodGainPrevious = calculatePeriodGain(previousSummary1, previousSummary2);
-		data.periodGainPrevious2 = calculatePeriodGain(previousSummary2, previousSummary3);
+		data.periodGain = calculatePeriodGain(data.initiate, currentSummary, previousSummary1);
+		data.periodGainPrevious = calculatePeriodGain(data.initiate, previousSummary1, previousSummary2);
+		data.periodGainPrevious2 = calculatePeriodGain(data.initiate, previousSummary2, previousSummary3);
 
-		data.periodDivisor = calculatePeriodDivisor(currentSummary, previousSummary1);
-		data.periodDivisorPrevious = calculatePeriodDivisor(previousSummary1, previousSummary2);
-		data.periodDivisorPrevious2 = calculatePeriodDivisor(previousSummary2, previousSummary3);
+		data.periodDivisor = calculatePeriodDivisor(data.initiate, currentSummary, previousSummary1);
+		data.periodDivisorPrevious = calculatePeriodDivisor(data.initiate, previousSummary1, previousSummary2);
+		data.periodDivisorPrevious2 = calculatePeriodDivisor(data.initiate, previousSummary2, previousSummary3);
 
 		if (snapshot.open.getIsZero()) {
 			data.basisPrice = Decimal.ZERO;
@@ -4041,7 +4046,7 @@ module.exports = (() => {
 				data.unrealized = unrealized;
 				data.unrealizedChange = unrealizedChange;
 
-				let periodGain = calculatePeriodGain(currentSummary, previousSummary, priceToUse);
+				let periodGain = calculatePeriodGain(data.initiate, currentSummary, previousSummary, priceToUse);
 				let periodGainChange;
 
 				if (data.periodGain !== null) {
@@ -4066,7 +4071,27 @@ module.exports = (() => {
 		}
 	}
 
-	function calculatePeriodGain(currentSummary, previousSummary, overridePrice) {
+	function guessInitiateDirection(previousSummaries, currentSummary) {
+		const summaries = previousSummaries.concat(currentSummary);
+
+		const direction = summaries.reduce((accumulator, summary) => {
+			let returnRef = accumulator;
+
+			if (summary !== null && summary.start.direction !== PositionDirection.EVEN) {
+				returnRef = summary.start.direction;
+			}
+
+			if (summary !== null && summary.end.direction !== PositionDirection.EVEN) {
+				returnRef = summary.end.direction;
+			}
+
+			return returnRef;
+		}, null);
+
+		return direction || PositionDirection.LONG;
+	}
+
+	function calculatePeriodGain(direction, currentSummary, previousSummary, overridePrice) {
 		let returnRef;
 
 		if (currentSummary) {
@@ -4087,7 +4112,7 @@ module.exports = (() => {
 			}
 
 			const valueChange = endValue.subtract(startValue);
-			const tradeChange = currentSummary.period.sells.subtract(currentSummary.period.buys);
+			const tradeChange = currentSummary.period.sells.subtract(currentSummary.period.buys.opposite());
 			const incomeChange = currentSummary.period.income;
 
 			returnRef = valueChange.add(tradeChange).add(incomeChange);
@@ -4098,7 +4123,7 @@ module.exports = (() => {
 		return returnRef;
 	}
 
-	function calculatePeriodDivisor(currentSummary, previousSummary) {
+	function calculatePeriodDivisor(direction, currentSummary, previousSummary) {
 		let returnRef;
 
 		if (currentSummary) {
@@ -4110,7 +4135,11 @@ module.exports = (() => {
 				startValue = Decimal.ZERO;
 			}
 
-			returnRef = startValue.add(currentSummary.period.buys);
+			if (direction === PositionDirection.SHORT) {
+				returnRef = startValue.opposite().add(currentSummary.period.sells);
+			} else {
+				returnRef = startValue.add(currentSummary.period.buys.opposite());
+			}
 		} else {
 			returnRef = Decimal.ZERO;
 		}
@@ -4163,7 +4192,7 @@ module.exports = (() => {
 	return PositionItem;
 })();
 
-},{"./../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){
+},{"./../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){
 const assert = require('@barchart/common-js/lang/assert'),
 	Currency = require('@barchart/common-js/lang/Currency'),
 	is = require('@barchart/common-js/lang/is');