@barchart/portfolio-api-common 1.2.135 → 1.2.136

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Files changed (3) hide show
  1. package/lib/processing/PositionItem.js +65 -32
  2. package/package.json +1 -1
  3. package/test/SpecRunner.js +66 -33
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);
@@ -391,6 +394,8 @@ module.exports = (() => {
391
394
 
392
395
  const data = item._data;
393
396
 
397
+ data.initiate = guessInitiateDirection(item.previousSummaries, item.currentSummary);
398
+
394
399
  data.quantity = snapshot.open;
395
400
  data.previousPrice = position.previous || null;
396
401
 
@@ -417,13 +422,13 @@ module.exports = (() => {
417
422
  data.periodRealized = currentSummary !== null ? currentSummary.period.realized : Decimal.ZERO;
418
423
  data.periodUnrealized = currentSummary !== null ? currentSummary.period.unrealized : Decimal.ZERO;
419
424
 
420
- data.periodGain = calculatePeriodGain(currentSummary, previousSummary1);
421
- data.periodGainPrevious = calculatePeriodGain(previousSummary1, previousSummary2);
422
- data.periodGainPrevious2 = calculatePeriodGain(previousSummary2, previousSummary3);
425
+ data.periodGain = calculatePeriodGain(data.initiate, currentSummary, previousSummary1);
426
+ data.periodGainPrevious = calculatePeriodGain(data.initiate, previousSummary1, previousSummary2);
427
+ data.periodGainPrevious2 = calculatePeriodGain(data.initiate, previousSummary2, previousSummary3);
423
428
 
424
- data.periodDivisor = calculatePeriodDivisor(currentSummary, previousSummary1);
425
- data.periodDivisorPrevious = calculatePeriodDivisor(previousSummary1, previousSummary2);
426
- data.periodDivisorPrevious2 = calculatePeriodDivisor(previousSummary2, previousSummary3);
429
+ data.periodDivisor = calculatePeriodDivisor(data.initiate, currentSummary, previousSummary1);
430
+ data.periodDivisorPrevious = calculatePeriodDivisor(data.initiate, previousSummary1, previousSummary2);
431
+ data.periodDivisorPrevious2 = calculatePeriodDivisor(data.initiate, previousSummary2, previousSummary3);
427
432
 
428
433
  if (snapshot.open.getIsZero()) {
429
434
  data.basisPrice = Decimal.ZERO;
@@ -535,7 +540,7 @@ module.exports = (() => {
535
540
  data.unrealized = unrealized;
536
541
  data.unrealizedChange = unrealizedChange;
537
542
 
538
- let periodGain = calculatePeriodGain(currentSummary, previousSummary, priceToUse);
543
+ let periodGain = calculatePeriodGain(data.initiate, currentSummary, previousSummary, priceToUse);
539
544
  let periodGainChange;
540
545
 
541
546
  if (data.periodGain !== null) {
@@ -560,31 +565,55 @@ module.exports = (() => {
560
565
  }
561
566
  }
562
567
 
563
- function calculatePeriodGain(currentSummary, previousSummary, 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) {
564
589
  let returnRef;
565
590
 
566
591
  if (currentSummary) {
567
- let startValue;
592
+ if (direction === PositionDirection.LONG) {
593
+ let startValue;
568
594
 
569
- if (previousSummary) {
570
- startValue = previousSummary.end.value;
571
- } else {
572
- startValue = Decimal.ZERO;
573
- }
595
+ if (previousSummary) {
596
+ startValue = previousSummary.end.value;
597
+ } else {
598
+ startValue = Decimal.ZERO;
599
+ }
574
600
 
575
- let endValue;
601
+ let endValue;
576
602
 
577
- if (overridePrice) {
578
- endValue = currentSummary.end.open.multiply(overridePrice);
579
- } else {
580
- endValue = currentSummary.end.value;
581
- }
603
+ if (overridePrice) {
604
+ endValue = currentSummary.end.open.multiply(overridePrice);
605
+ } else {
606
+ endValue = currentSummary.end.value;
607
+ }
582
608
 
583
- const valueChange = endValue.subtract(startValue);
584
- const tradeChange = currentSummary.period.sells.subtract(currentSummary.period.buys.opposite());
585
- const incomeChange = currentSummary.period.income;
609
+ const valueChange = endValue.subtract(startValue);
610
+ const tradeChange = currentSummary.period.sells.subtract(currentSummary.period.buys.opposite());
611
+ const incomeChange = currentSummary.period.income;
586
612
 
587
- returnRef = valueChange.add(tradeChange).add(incomeChange);
613
+ returnRef = valueChange.add(tradeChange).add(incomeChange);
614
+ } else {
615
+ returnRef = Decimal.ZERO;
616
+ }
588
617
  } else {
589
618
  returnRef = Decimal.ZERO;
590
619
  }
@@ -592,19 +621,23 @@ module.exports = (() => {
592
621
  return returnRef;
593
622
  }
594
623
 
595
- function calculatePeriodDivisor(currentSummary, previousSummary) {
624
+ function calculatePeriodDivisor(direction, currentSummary, previousSummary) {
596
625
  let returnRef;
597
626
 
598
627
  if (currentSummary) {
599
- let startValue;
628
+ if (direction === PositionDirection.LONG) {
629
+ let startValue;
630
+
631
+ if (previousSummary) {
632
+ startValue = previousSummary.end.value;
633
+ } else {
634
+ startValue = Decimal.ZERO;
635
+ }
600
636
 
601
- if (previousSummary) {
602
- startValue = previousSummary.end.value;
637
+ returnRef = startValue.add(currentSummary.period.buys.opposite());
603
638
  } else {
604
- startValue = Decimal.ZERO;
639
+ returnRef = Decimal.ZERO;
605
640
  }
606
-
607
- returnRef = startValue.add(currentSummary.period.buys.opposite());
608
641
  } else {
609
642
  returnRef = Decimal.ZERO;
610
643
  }
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@barchart/portfolio-api-common",
3
- "version": "1.2.135",
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);
@@ -3897,6 +3900,8 @@ module.exports = (() => {
3897
3900
 
3898
3901
  const data = item._data;
3899
3902
 
3903
+ data.initiate = guessInitiateDirection(item.previousSummaries, item.currentSummary);
3904
+
3900
3905
  data.quantity = snapshot.open;
3901
3906
  data.previousPrice = position.previous || null;
3902
3907
 
@@ -3923,13 +3928,13 @@ module.exports = (() => {
3923
3928
  data.periodRealized = currentSummary !== null ? currentSummary.period.realized : Decimal.ZERO;
3924
3929
  data.periodUnrealized = currentSummary !== null ? currentSummary.period.unrealized : Decimal.ZERO;
3925
3930
 
3926
- data.periodGain = calculatePeriodGain(currentSummary, previousSummary1);
3927
- data.periodGainPrevious = calculatePeriodGain(previousSummary1, previousSummary2);
3928
- data.periodGainPrevious2 = calculatePeriodGain(previousSummary2, previousSummary3);
3931
+ data.periodGain = calculatePeriodGain(data.initiate, currentSummary, previousSummary1);
3932
+ data.periodGainPrevious = calculatePeriodGain(data.initiate, previousSummary1, previousSummary2);
3933
+ data.periodGainPrevious2 = calculatePeriodGain(data.initiate, previousSummary2, previousSummary3);
3929
3934
 
3930
- data.periodDivisor = calculatePeriodDivisor(currentSummary, previousSummary1);
3931
- data.periodDivisorPrevious = calculatePeriodDivisor(previousSummary1, previousSummary2);
3932
- data.periodDivisorPrevious2 = calculatePeriodDivisor(previousSummary2, previousSummary3);
3935
+ data.periodDivisor = calculatePeriodDivisor(data.initiate, currentSummary, previousSummary1);
3936
+ data.periodDivisorPrevious = calculatePeriodDivisor(data.initiate, previousSummary1, previousSummary2);
3937
+ data.periodDivisorPrevious2 = calculatePeriodDivisor(data.initiate, previousSummary2, previousSummary3);
3933
3938
 
3934
3939
  if (snapshot.open.getIsZero()) {
3935
3940
  data.basisPrice = Decimal.ZERO;
@@ -4041,7 +4046,7 @@ module.exports = (() => {
4041
4046
  data.unrealized = unrealized;
4042
4047
  data.unrealizedChange = unrealizedChange;
4043
4048
 
4044
- let periodGain = calculatePeriodGain(currentSummary, previousSummary, priceToUse);
4049
+ let periodGain = calculatePeriodGain(data.initiate, currentSummary, previousSummary, priceToUse);
4045
4050
  let periodGainChange;
4046
4051
 
4047
4052
  if (data.periodGain !== null) {
@@ -4066,31 +4071,55 @@ module.exports = (() => {
4066
4071
  }
4067
4072
  }
4068
4073
 
4069
- function calculatePeriodGain(currentSummary, previousSummary, 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) {
4070
4095
  let returnRef;
4071
4096
 
4072
4097
  if (currentSummary) {
4073
- let startValue;
4098
+ if (direction === PositionDirection.LONG) {
4099
+ let startValue;
4074
4100
 
4075
- if (previousSummary) {
4076
- startValue = previousSummary.end.value;
4077
- } else {
4078
- startValue = Decimal.ZERO;
4079
- }
4101
+ if (previousSummary) {
4102
+ startValue = previousSummary.end.value;
4103
+ } else {
4104
+ startValue = Decimal.ZERO;
4105
+ }
4080
4106
 
4081
- let endValue;
4107
+ let endValue;
4082
4108
 
4083
- if (overridePrice) {
4084
- endValue = currentSummary.end.open.multiply(overridePrice);
4085
- } else {
4086
- endValue = currentSummary.end.value;
4087
- }
4109
+ if (overridePrice) {
4110
+ endValue = currentSummary.end.open.multiply(overridePrice);
4111
+ } else {
4112
+ endValue = currentSummary.end.value;
4113
+ }
4088
4114
 
4089
- const valueChange = endValue.subtract(startValue);
4090
- const tradeChange = currentSummary.period.sells.subtract(currentSummary.period.buys.opposite());
4091
- const incomeChange = currentSummary.period.income;
4115
+ const valueChange = endValue.subtract(startValue);
4116
+ const tradeChange = currentSummary.period.sells.subtract(currentSummary.period.buys.opposite());
4117
+ const incomeChange = currentSummary.period.income;
4092
4118
 
4093
- returnRef = valueChange.add(tradeChange).add(incomeChange);
4119
+ returnRef = valueChange.add(tradeChange).add(incomeChange);
4120
+ } else {
4121
+ returnRef = Decimal.ZERO;
4122
+ }
4094
4123
  } else {
4095
4124
  returnRef = Decimal.ZERO;
4096
4125
  }
@@ -4098,19 +4127,23 @@ module.exports = (() => {
4098
4127
  return returnRef;
4099
4128
  }
4100
4129
 
4101
- function calculatePeriodDivisor(currentSummary, previousSummary) {
4130
+ function calculatePeriodDivisor(direction, currentSummary, previousSummary) {
4102
4131
  let returnRef;
4103
4132
 
4104
4133
  if (currentSummary) {
4105
- let startValue;
4134
+ if (direction === PositionDirection.LONG) {
4135
+ let startValue;
4106
4136
 
4107
- if (previousSummary) {
4108
- startValue = previousSummary.end.value;
4137
+ if (previousSummary) {
4138
+ startValue = previousSummary.end.value;
4139
+ } else {
4140
+ startValue = Decimal.ZERO;
4141
+ }
4142
+
4143
+ returnRef = startValue.add(currentSummary.period.buys.opposite());
4109
4144
  } else {
4110
- startValue = Decimal.ZERO;
4145
+ returnRef = Decimal.ZERO;
4111
4146
  }
4112
-
4113
- returnRef = startValue.add(currentSummary.period.buys.opposite());
4114
4147
  } else {
4115
4148
  returnRef = Decimal.ZERO;
4116
4149
  }
@@ -4163,7 +4196,7 @@ module.exports = (() => {
4163
4196
  return PositionItem;
4164
4197
  })();
4165
4198
 
4166
- },{"./../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){
4167
4200
  const assert = require('@barchart/common-js/lang/assert'),
4168
4201
  Currency = require('@barchart/common-js/lang/Currency'),
4169
4202
  is = require('@barchart/common-js/lang/is');