@barchart/portfolio-api-common 1.2.140 → 1.2.141

package/lib/processing/PositionItem.js

@@ -422,13 +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(data.initiate, currentSummary, previousSummary1);
-		data.periodGainPrevious = calculatePeriodGain(data.initiate, previousSummary1, previousSummary2);
-		data.periodGainPrevious2 = calculatePeriodGain(data.initiate, previousSummary2, previousSummary3);
+		data.periodGain = calculatePeriodGain(position.instrument.type, data.initiate, currentSummary, previousSummary1);
+		data.periodGainPrevious = calculatePeriodGain(position.instrument.type, data.initiate, previousSummary1, previousSummary2);
+		data.periodGainPrevious2 = calculatePeriodGain(position.instrument.type, data.initiate, previousSummary2, previousSummary3);
 
-		data.periodDivisor = calculatePeriodDivisor(data.initiate, currentSummary, previousSummary1);
-		data.periodDivisorPrevious = calculatePeriodDivisor(data.initiate, previousSummary1, previousSummary2);
-		data.periodDivisorPrevious2 = calculatePeriodDivisor(data.initiate, previousSummary2, previousSummary3);
+		data.periodDivisor = calculatePeriodDivisor(position.instrument.type, data.initiate, currentSummary, previousSummary1);
+		data.periodDivisorPrevious = calculatePeriodDivisor(position.instrument.type, data.initiate, previousSummary1, previousSummary2);
+		data.periodDivisorPrevious2 = calculatePeriodDivisor(position.instrument.type, data.initiate, previousSummary2, previousSummary3);
 
 		if (snapshot.open.getIsZero()) {
 			data.basisPrice = Decimal.ZERO;
@@ -540,7 +540,7 @@ module.exports = (() => {
 				data.unrealized = unrealized;
 				data.unrealizedChange = unrealizedChange;
 
-				let periodGain = calculatePeriodGain(data.initiate, currentSummary, previousSummary, priceToUse);
+				let periodGain = calculatePeriodGain(position.instrument.type, data.initiate, currentSummary, previousSummary, priceToUse);
 				let periodGainChange;
 
 				if (data.periodGain !== null) {
@@ -585,10 +585,10 @@ module.exports = (() => {
 		return direction || PositionDirection.LONG;
 	}
 
-	function calculatePeriodGain(direction, currentSummary, previousSummary, overridePrice) {
+	function calculatePeriodGain(type, direction, currentSummary, previousSummary, overridePrice) {
 		let returnRef;
 
-		if (currentSummary) {
+		if (currentSummary && type !== InstrumentType.CASH) {
 			let startValue;
 
 			if (previousSummary) {
@@ -617,10 +617,10 @@ module.exports = (() => {
 		return returnRef;
 	}
 
-	function calculatePeriodDivisor(direction, currentSummary, previousSummary) {
+	function calculatePeriodDivisor(type, direction, currentSummary, previousSummary) {
 		let returnRef;
 
-		if (currentSummary) {
+		if (currentSummary && type !== InstrumentType.CASH) {
 			let startValue;
 
 			if (previousSummary) {

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@barchart/portfolio-api-common",
-  "version": "1.2.140",
+  "version": "1.2.141",
   "description": "Common classes used by the Portfolio system",
   "author": {
     "name": "Bryan Ingle",

package/test/SpecRunner.js

@@ -3928,13 +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(data.initiate, currentSummary, previousSummary1);
-		data.periodGainPrevious = calculatePeriodGain(data.initiate, previousSummary1, previousSummary2);
-		data.periodGainPrevious2 = calculatePeriodGain(data.initiate, previousSummary2, previousSummary3);
+		data.periodGain = calculatePeriodGain(position.instrument.type, data.initiate, currentSummary, previousSummary1);
+		data.periodGainPrevious = calculatePeriodGain(position.instrument.type, data.initiate, previousSummary1, previousSummary2);
+		data.periodGainPrevious2 = calculatePeriodGain(position.instrument.type, data.initiate, previousSummary2, previousSummary3);
 
-		data.periodDivisor = calculatePeriodDivisor(data.initiate, currentSummary, previousSummary1);
-		data.periodDivisorPrevious = calculatePeriodDivisor(data.initiate, previousSummary1, previousSummary2);
-		data.periodDivisorPrevious2 = calculatePeriodDivisor(data.initiate, previousSummary2, previousSummary3);
+		data.periodDivisor = calculatePeriodDivisor(position.instrument.type, data.initiate, currentSummary, previousSummary1);
+		data.periodDivisorPrevious = calculatePeriodDivisor(position.instrument.type, data.initiate, previousSummary1, previousSummary2);
+		data.periodDivisorPrevious2 = calculatePeriodDivisor(position.instrument.type, data.initiate, previousSummary2, previousSummary3);
 
 		if (snapshot.open.getIsZero()) {
 			data.basisPrice = Decimal.ZERO;
@@ -4046,7 +4046,7 @@ module.exports = (() => {
 				data.unrealized = unrealized;
 				data.unrealizedChange = unrealizedChange;
 
-				let periodGain = calculatePeriodGain(data.initiate, currentSummary, previousSummary, priceToUse);
+				let periodGain = calculatePeriodGain(position.instrument.type, data.initiate, currentSummary, previousSummary, priceToUse);
 				let periodGainChange;
 
 				if (data.periodGain !== null) {
@@ -4091,10 +4091,10 @@ module.exports = (() => {
 		return direction || PositionDirection.LONG;
 	}
 
-	function calculatePeriodGain(direction, currentSummary, previousSummary, overridePrice) {
+	function calculatePeriodGain(type, direction, currentSummary, previousSummary, overridePrice) {
 		let returnRef;
 
-		if (currentSummary) {
+		if (currentSummary && type !== InstrumentType.CASH) {
 			let startValue;
 
 			if (previousSummary) {
@@ -4123,10 +4123,10 @@ module.exports = (() => {
 		return returnRef;
 	}
 
-	function calculatePeriodDivisor(direction, currentSummary, previousSummary) {
+	function calculatePeriodDivisor(type, direction, currentSummary, previousSummary) {
 		let returnRef;
 
-		if (currentSummary) {
+		if (currentSummary && type !== InstrumentType.CASH) {
 			let startValue;
 
 			if (previousSummary) {
@@ -13997,36 +13997,22 @@ moment.tz.load(require('./data/packed/latest.json'));
     function createDate (y, m, d, h, M, s, ms) {
         // can't just apply() to create a date:
         // https://stackoverflow.com/q/181348
-        var date;
+        var date = new Date(y, m, d, h, M, s, ms);
+
         // the date constructor remaps years 0-99 to 1900-1999
-        if (y < 100 && y >= 0) {
-            // preserve leap years using a full 400 year cycle, then reset
-            date = new Date(y + 400, m, d, h, M, s, ms);
-            if (isFinite(date.getFullYear())) {
-                date.setFullYear(y);
-            }
-        } else {
-            date = new Date(y, m, d, h, M, s, ms);
+        if (y < 100 && y >= 0 && isFinite(date.getFullYear())) {
+            date.setFullYear(y);
         }
-
         return date;
     }
 
     function createUTCDate (y) {
-        var date;
+        var date = new Date(Date.UTC.apply(null, arguments));
+
         // the Date.UTC function remaps years 0-99 to 1900-1999
-        if (y < 100 && y >= 0) {
-            var args = Array.prototype.slice.call(arguments);
-            // preserve leap years using a full 400 year cycle, then reset
-            args[0] = y + 400;
-            date = new Date(Date.UTC.apply(null, args));
-            if (isFinite(date.getUTCFullYear())) {
-                date.setUTCFullYear(y);
-            }
-        } else {
-            date = new Date(Date.UTC.apply(null, arguments));
+        if (y < 100 && y >= 0 && isFinite(date.getUTCFullYear())) {
+            date.setUTCFullYear(y);
         }
-
         return date;
     }
 
@@ -14128,7 +14114,7 @@ moment.tz.load(require('./data/packed/latest.json'));
 
     var defaultLocaleWeek = {
         dow : 0, // Sunday is the first day of the week.
-        doy : 6  // The week that contains Jan 6th is the first week of the year.
+        doy : 6  // The week that contains Jan 1st is the first week of the year.
     };
 
     function localeFirstDayOfWeek () {
@@ -14237,28 +14223,25 @@ moment.tz.load(require('./data/packed/latest.json'));
     }
 
     // LOCALES
-    function shiftWeekdays (ws, n) {
-        return ws.slice(n, 7).concat(ws.slice(0, n));
-    }
 
     var defaultLocaleWeekdays = 'Sunday_Monday_Tuesday_Wednesday_Thursday_Friday_Saturday'.split('_');
     function localeWeekdays (m, format) {
-        var weekdays = isArray(this._weekdays) ? this._weekdays :
-            this._weekdays[(m && m !== true && this._weekdays.isFormat.test(format)) ? 'format' : 'standalone'];
-        return (m === true) ? shiftWeekdays(weekdays, this._week.dow)
-            : (m) ? weekdays[m.day()] : weekdays;
+        if (!m) {
+            return isArray(this._weekdays) ? this._weekdays :
+                this._weekdays['standalone'];
+        }
+        return isArray(this._weekdays) ? this._weekdays[m.day()] :
+            this._weekdays[this._weekdays.isFormat.test(format) ? 'format' : 'standalone'][m.day()];
     }
 
     var defaultLocaleWeekdaysShort = 'Sun_Mon_Tue_Wed_Thu_Fri_Sat'.split('_');
     function localeWeekdaysShort (m) {
-        return (m === true) ? shiftWeekdays(this._weekdaysShort, this._week.dow)
-            : (m) ? this._weekdaysShort[m.day()] : this._weekdaysShort;
+        return (m) ? this._weekdaysShort[m.day()] : this._weekdaysShort;
     }
 
     var defaultLocaleWeekdaysMin = 'Su_Mo_Tu_We_Th_Fr_Sa'.split('_');
     function localeWeekdaysMin (m) {
-        return (m === true) ? shiftWeekdays(this._weekdaysMin, this._week.dow)
-            : (m) ? this._weekdaysMin[m.day()] : this._weekdaysMin;
+        return (m) ? this._weekdaysMin[m.day()] : this._weekdaysMin;
     }
 
     function handleStrictParse$1(weekdayName, format, strict) {
@@ -15007,13 +14990,13 @@ moment.tz.load(require('./data/packed/latest.json'));
                     weekdayOverflow = true;
                 }
             } else if (w.e != null) {
-                // local weekday -- counting starts from beginning of week
+                // local weekday -- counting starts from begining of week
                 weekday = w.e + dow;
                 if (w.e < 0 || w.e > 6) {
                     weekdayOverflow = true;
                 }
             } else {
-                // default to beginning of week
+                // default to begining of week
                 weekday = dow;
             }
         }
@@ -15607,7 +15590,7 @@ moment.tz.load(require('./data/packed/latest.json'));
             years = normalizedInput.year || 0,
             quarters = normalizedInput.quarter || 0,
             months = normalizedInput.month || 0,
-            weeks = normalizedInput.week || normalizedInput.isoWeek || 0,
+            weeks = normalizedInput.week || 0,
             days = normalizedInput.day || 0,
             hours = normalizedInput.hour || 0,
             minutes = normalizedInput.minute || 0,
@@ -15911,7 +15894,7 @@ moment.tz.load(require('./data/packed/latest.json'));
                 ms : toInt(absRound(match[MILLISECOND] * 1000)) * sign // the millisecond decimal point is included in the match
             };
         } else if (!!(match = isoRegex.exec(input))) {
-            sign = (match[1] === '-') ? -1 : 1;
+            sign = (match[1] === '-') ? -1 : (match[1] === '+') ? 1 : 1;
             duration = {
                 y : parseIso(match[2], sign),
                 M : parseIso(match[3], sign),
@@ -15953,7 +15936,7 @@ moment.tz.load(require('./data/packed/latest.json'));
     }
 
     function positiveMomentsDifference(base, other) {
-        var res = {};
+        var res = {milliseconds: 0, months: 0};
 
         res.months = other.month() - base.month() +
             (other.year() - base.year()) * 12;
@@ -16062,7 +16045,7 @@ moment.tz.load(require('./data/packed/latest.json'));
         if (!(this.isValid() && localInput.isValid())) {
             return false;
         }
-        units = normalizeUnits(units) || 'millisecond';
+        units = normalizeUnits(!isUndefined(units) ? units : 'millisecond');
         if (units === 'millisecond') {
             return this.valueOf() > localInput.valueOf();
         } else {
@@ -16075,7 +16058,7 @@ moment.tz.load(require('./data/packed/latest.json'));
         if (!(this.isValid() && localInput.isValid())) {
             return false;
         }
-        units = normalizeUnits(units) || 'millisecond';
+        units = normalizeUnits(!isUndefined(units) ? units : 'millisecond');
         if (units === 'millisecond') {
             return this.valueOf() < localInput.valueOf();
         } else {
@@ -16084,14 +16067,9 @@ moment.tz.load(require('./data/packed/latest.json'));
     }
 
     function isBetween (from, to, units, inclusivity) {
-        var localFrom = isMoment(from) ? from : createLocal(from),
-            localTo = isMoment(to) ? to : createLocal(to);
-        if (!(this.isValid() && localFrom.isValid() && localTo.isValid())) {
-            return false;
-        }
         inclusivity = inclusivity || '()';
-        return (inclusivity[0] === '(' ? this.isAfter(localFrom, units) : !this.isBefore(localFrom, units)) &&
-            (inclusivity[1] === ')' ? this.isBefore(localTo, units) : !this.isAfter(localTo, units));
+        return (inclusivity[0] === '(' ? this.isAfter(from, units) : !this.isBefore(from, units)) &&
+            (inclusivity[1] === ')' ? this.isBefore(to, units) : !this.isAfter(to, units));
     }
 
     function isSame (input, units) {
@@ -16100,7 +16078,7 @@ moment.tz.load(require('./data/packed/latest.json'));
         if (!(this.isValid() && localInput.isValid())) {
             return false;
         }
-        units = normalizeUnits(units) || 'millisecond';
+        units = normalizeUnits(units || 'millisecond');
         if (units === 'millisecond') {
             return this.valueOf() === localInput.valueOf();
         } else {
@@ -16110,11 +16088,11 @@ moment.tz.load(require('./data/packed/latest.json'));
     }
 
     function isSameOrAfter (input, units) {
-        return this.isSame(input, units) || this.isAfter(input, units);
+        return this.isSame(input, units) || this.isAfter(input,units);
     }
 
     function isSameOrBefore (input, units) {
-        return this.isSame(input, units) || this.isBefore(input, units);
+        return this.isSame(input, units) || this.isBefore(input,units);
     }
 
     function diff (input, units, asFloat) {
@@ -16291,130 +16269,62 @@ moment.tz.load(require('./data/packed/latest.json'));
         return this._locale;
     }
 
-    var MS_PER_SECOND = 1000;
-    var MS_PER_MINUTE = 60 * MS_PER_SECOND;
-    var MS_PER_HOUR = 60 * MS_PER_MINUTE;
-    var MS_PER_400_YEARS = (365 * 400 + 97) * 24 * MS_PER_HOUR;
-
-    // actual modulo - handles negative numbers (for dates before 1970):
-    function mod$1(dividend, divisor) {
-        return (dividend % divisor + divisor) % divisor;
-    }
-
-    function localStartOfDate(y, m, d) {
-        // the date constructor remaps years 0-99 to 1900-1999
-        if (y < 100 && y >= 0) {
-            // preserve leap years using a full 400 year cycle, then reset
-            return new Date(y + 400, m, d) - MS_PER_400_YEARS;
-        } else {
-            return new Date(y, m, d).valueOf();
-        }
-    }
-
-    function utcStartOfDate(y, m, d) {
-        // Date.UTC remaps years 0-99 to 1900-1999
-        if (y < 100 && y >= 0) {
-            // preserve leap years using a full 400 year cycle, then reset
-            return Date.UTC(y + 400, m, d) - MS_PER_400_YEARS;
-        } else {
-            return Date.UTC(y, m, d);
-        }
-    }
-
     function startOf (units) {
-        var time;
         units = normalizeUnits(units);
-        if (units === undefined || units === 'millisecond' || !this.isValid()) {
-            return this;
-        }
-
-        var startOfDate = this._isUTC ? utcStartOfDate : localStartOfDate;
-
+        // the following switch intentionally omits break keywords
+        // to utilize falling through the cases.
         switch (units) {
             case 'year':
-                time = startOfDate(this.year(), 0, 1);
-                break;
+                this.month(0);
+                /* falls through */
             case 'quarter':
-                time = startOfDate(this.year(), this.month() - this.month() % 3, 1);
-                break;
             case 'month':
-                time = startOfDate(this.year(), this.month(), 1);
-                break;
+                this.date(1);
+                /* falls through */
             case 'week':
-                time = startOfDate(this.year(), this.month(), this.date() - this.weekday());
-                break;
             case 'isoWeek':
-                time = startOfDate(this.year(), this.month(), this.date() - (this.isoWeekday() - 1));
-                break;
             case 'day':
             case 'date':
-                time = startOfDate(this.year(), this.month(), this.date());
-                break;
+                this.hours(0);
+                /* falls through */
             case 'hour':
-                time = this._d.valueOf();
-                time -= mod$1(time + (this._isUTC ? 0 : this.utcOffset() * MS_PER_MINUTE), MS_PER_HOUR);
-                break;
+                this.minutes(0);
+                /* falls through */
             case 'minute':
-                time = this._d.valueOf();
-                time -= mod$1(time, MS_PER_MINUTE);
-                break;
+                this.seconds(0);
+                /* falls through */
             case 'second':
-                time = this._d.valueOf();
-                time -= mod$1(time, MS_PER_SECOND);
-                break;
+                this.milliseconds(0);
+        }
+
+        // weeks are a special case
+        if (units === 'week') {
+            this.weekday(0);
+        }
+        if (units === 'isoWeek') {
+            this.isoWeekday(1);
+        }
+
+        // quarters are also special
+        if (units === 'quarter') {
+            this.month(Math.floor(this.month() / 3) * 3);
         }
 
-        this._d.setTime(time);
-        hooks.updateOffset(this, true);
         return this;
     }
 
     function endOf (units) {
-        var time;
         units = normalizeUnits(units);
-        if (units === undefined || units === 'millisecond' || !this.isValid()) {
+        if (units === undefined || units === 'millisecond') {
             return this;
         }
 
-        var startOfDate = this._isUTC ? utcStartOfDate : localStartOfDate;
-
-        switch (units) {
-            case 'year':
-                time = startOfDate(this.year() + 1, 0, 1) - 1;
-                break;
-            case 'quarter':
-                time = startOfDate(this.year(), this.month() - this.month() % 3 + 3, 1) - 1;
-                break;
-            case 'month':
-                time = startOfDate(this.year(), this.month() + 1, 1) - 1;
-                break;
-            case 'week':
-                time = startOfDate(this.year(), this.month(), this.date() - this.weekday() + 7) - 1;
-                break;
-            case 'isoWeek':
-                time = startOfDate(this.year(), this.month(), this.date() - (this.isoWeekday() - 1) + 7) - 1;
-                break;
-            case 'day':
-            case 'date':
-                time = startOfDate(this.year(), this.month(), this.date() + 1) - 1;
-                break;
-            case 'hour':
-                time = this._d.valueOf();
-                time += MS_PER_HOUR - mod$1(time + (this._isUTC ? 0 : this.utcOffset() * MS_PER_MINUTE), MS_PER_HOUR) - 1;
-                break;
-            case 'minute':
-                time = this._d.valueOf();
-                time += MS_PER_MINUTE - mod$1(time, MS_PER_MINUTE) - 1;
-                break;
-            case 'second':
-                time = this._d.valueOf();
-                time += MS_PER_SECOND - mod$1(time, MS_PER_SECOND) - 1;
-                break;
+        // 'date' is an alias for 'day', so it should be considered as such.
+        if (units === 'date') {
+            units = 'day';
         }
 
-        this._d.setTime(time);
-        hooks.updateOffset(this, true);
-        return this;
+        return this.startOf(units).add(1, (units === 'isoWeek' ? 'week' : units)).subtract(1, 'ms');
     }
 
     function valueOf () {
@@ -17120,14 +17030,10 @@ moment.tz.load(require('./data/packed/latest.json'));
 
         units = normalizeUnits(units);
 
-        if (units === 'month' || units === 'quarter' || units === 'year') {
-            days = this._days + milliseconds / 864e5;
+        if (units === 'month' || units === 'year') {
+            days   = this._days   + milliseconds / 864e5;
             months = this._months + daysToMonths(days);
-            switch (units) {
-                case 'month':   return months;
-                case 'quarter': return months / 3;
-                case 'year':    return months / 12;
-            }
+            return units === 'month' ? months : months / 12;
         } else {
             // handle milliseconds separately because of floating point math errors (issue #1867)
             days = this._days + Math.round(monthsToDays(this._months));
@@ -17170,7 +17076,6 @@ moment.tz.load(require('./data/packed/latest.json'));
     var asDays         = makeAs('d');
     var asWeeks        = makeAs('w');
     var asMonths       = makeAs('M');
-    var asQuarters     = makeAs('Q');
     var asYears        = makeAs('y');
 
     function clone$1 () {
@@ -17362,7 +17267,6 @@ moment.tz.load(require('./data/packed/latest.json'));
     proto$2.asDays         = asDays;
     proto$2.asWeeks        = asWeeks;
     proto$2.asMonths       = asMonths;
-    proto$2.asQuarters     = asQuarters;
     proto$2.asYears        = asYears;
     proto$2.valueOf        = valueOf$1;
     proto$2._bubble        = bubble;
@@ -17407,7 +17311,7 @@ moment.tz.load(require('./data/packed/latest.json'));
     // Side effect imports
 
 
-    hooks.version = '2.24.0';
+    hooks.version = '2.22.2';
 
     setHookCallback(createLocal);
 
@@ -17448,7 +17352,7 @@ moment.tz.load(require('./data/packed/latest.json'));
         TIME: 'HH:mm',                                  // <input type="time" />
         TIME_SECONDS: 'HH:mm:ss',                       // <input type="time" step="1" />
         TIME_MS: 'HH:mm:ss.SSS',                        // <input type="time" step="0.001" />
-        WEEK: 'GGGG-[W]WW',                             // <input type="week" />
+        WEEK: 'YYYY-[W]WW',                             // <input type="week" />
         MONTH: 'YYYY-MM'                                // <input type="month" />
     };