@barchart/portfolio-api-common 1.2.140 → 1.2.144

package/lib/processing/PositionGroup.js

@@ -137,6 +137,7 @@ module.exports = (() => {
 			this._dataActual.marketChange = null;
 			this._dataActual.marketChangePercent = null;
 			this._dataActual.cashTotal = null;
+			this._dataActual.totalDivisor = null;
 			this._dataActual.periodDivisorCurrent = null;
 			this._dataActual.periodDivisorPrevious = null;
 			this._dataActual.periodDivisorPrevious2 = null;
@@ -144,6 +145,7 @@ module.exports = (() => {
 			this._dataFormat.currentPrice = null;
 			this._dataFormat.basis = null;
 			this._dataFormat.realized = null;
+			this._dataFormat.realizedPercent = null;
 			this._dataFormat.income = null;
 			this._dataFormat.market = null;
 			this._dataFormat.marketPercent = null;
@@ -183,10 +185,12 @@ module.exports = (() => {
 			this._dataFormat.periodRealized = null;
 			this._dataFormat.periodUnrealized = null;
 
+			this._dataActual.totalPercent = null;
 			this._dataActual.periodPercent = null;
 			this._dataActual.periodPercentPrevious = null;
 			this._dataActual.periodPercentPrevious2 = null;
 
+			this._dataFormat.totalPercent = null;
 			this._dataFormat.periodPercent = null;
 			this._dataFormat.periodPercentPrevious = null;
 			this._dataFormat.periodPercentPrevious2 = null;
@@ -695,6 +699,7 @@ module.exports = (() => {
 				updates.cashTotal = updates.cashTotal.add(translate(item, item.data.market));
 			}
 
+			updates.totalDivisor = updates.periodDivisorCurrent.add(translate(item, item.data.totalDivisor));
 			updates.periodDivisorCurrent = updates.periodDivisorCurrent.add(translate(item, item.data.periodDivisor));
 			updates.periodDivisorPrevious = updates.periodDivisorPrevious.add(translate(item, item.data.periodDivisorPrevious));
 			updates.periodDivisorPrevious2 = updates.periodDivisorPrevious2.add(translate(item, item.data.periodDivisorPrevious2));
@@ -714,6 +719,7 @@ module.exports = (() => {
 			periodUnrealized: Decimal.ZERO,
 			periodIncome: Decimal.ZERO,
 			cashTotal: Decimal.ZERO,
+			totalDivisor: Decimal.ZERO,
 			periodDivisorCurrent: Decimal.ZERO,
 			periodDivisorPrevious: Decimal.ZERO,
 			periodDivisorPrevious2: Decimal.ZERO
@@ -732,6 +738,7 @@ module.exports = (() => {
 		actual.periodUnrealized = updates.periodUnrealized;
 		actual.periodIncome = updates.periodIncome;
 		actual.cashTotal = updates.cashTotal;
+		actual.totalDivisor = updates.totalDivisor;
 		actual.periodDivisorCurrent = updates.periodDivisorCurrent;
 		actual.periodDivisorPrevious = updates.periodDivisorPrevious;
 		actual.periodDivisorPrevious2 = updates.periodDivisorPrevious2;
@@ -753,8 +760,17 @@ module.exports = (() => {
 		format.periodIncome = formatCurrency(updates.periodIncome, currency);
 		format.cashTotal = formatCurrency(updates.cashTotal, currency);
 
+		calculateRealizedPercent(group);
 		calculateUnrealizedPercent(group);
 
+		actual.periodPercent = calculateGainPercent(actual.summaryTotalCurrent, actual.periodDivisorCurrent);
+		actual.periodPercentPrevious = calculateGainPercent(actual.summaryTotalPrevious, actual.periodDivisorPrevious);
+		actual.periodPercentPrevious2 = calculateGainPercent(actual.summaryTotalPrevious2, actual.periodDivisorPrevious2);
+
+		format.periodPercent = formatPercent(actual.periodPercent, 2);
+		format.periodPercentPrevious = formatPercent(actual.periodPercentPrevious, 2);
+		format.periodPercentPrevious2 = formatPercent(actual.periodPercentPrevious2, 2);
+
 		const groupItems = group._items;
 
 		if (group.single && groupItems.length === 1) {
@@ -762,28 +778,20 @@ module.exports = (() => {
 
 			actual.quantity = item.data.quantity;
 			actual.quantityPrevious = item.data.quantityPrevious;
-			
-			actual.basisPrice = item.data.basisPrice;
-
-			actual.periodPrice = item.data.periodPrice;
-			actual.periodPricePrevious = item.data.periodPricePrevious;
 
 			format.quantity = formatDecimal(actual.quantity, 2);
 			format.quantityPrevious = formatDecimal(actual.quantityPrevious, 2);
 
+			actual.basisPrice = item.data.basisPrice;
+
 			format.basisPrice = formatCurrency(actual.basisPrice, currency);
 
+			actual.periodPrice = item.data.periodPrice;
+			actual.periodPricePrevious = item.data.periodPricePrevious;
+
 			format.periodPrice = formatCurrency(actual.periodPrice, currency);
 			format.periodPricePrevious = formatCurrency(actual.periodPricePrevious, currency);
 
-			actual.periodPercent = calculatePeriodPercent(actual.summaryTotalCurrent, actual.periodDivisorCurrent);
-			actual.periodPercentPrevious = calculatePeriodPercent(actual.summaryTotalPrevious, actual.periodDivisorPrevious);
-			actual.periodPercentPrevious2 = calculatePeriodPercent(actual.summaryTotalPrevious2, actual.periodDivisorPrevious2);
-
-			format.periodPercent = formatPercent(actual.periodPercent, 2);
-			format.periodPercentPrevious = formatPercent(actual.periodPercentPrevious, 2);
-			format.periodPercentPrevious2 = formatPercent(actual.periodPercentPrevious2, 2);
-
 			format.invalid = definition.type === PositionLevelType.POSITION && item.invalid;
 			format.locked = definition.type === PositionLevelType.POSITION && item.data.locked;
 		}
@@ -864,7 +872,9 @@ module.exports = (() => {
 		actual.unrealized = updates.unrealized;
 		actual.unrealizedToday = updates.unrealizedToday;
 		actual.summaryTotalCurrent = updates.summaryTotalCurrent;
+
 		actual.total = updates.unrealized.add(actual.realized).add(actual.income);
+		actual.totalPercent = calculateGainPercent(actual.total, actual.totalDivisor);
 
 		let marketChange = updates.market.subtract(actual.marketPrevious);
 		let marketChangePercent;
@@ -902,17 +912,19 @@ module.exports = (() => {
 
 		format.total = formatCurrency(actual.total, currency);
 		format.totalNegative = actual.total.getIsNegative();
+		format.totalPercent = formatPercent(actual.totalPercent, 2);
 
 		format.marketChange = formatCurrency(actual.marketChange, currency);
 		format.marketChangePercent = formatPercent(actual.marketChangePercent, 2);
 
+		calculateRealizedPercent(group);
 		calculateUnrealizedPercent(group);
 
+		actual.periodPercent = calculateGainPercent(actual.summaryTotalCurrent, actual.periodDivisorCurrent);
+		format.periodPercent = formatPercent(actual.periodPercent, 2);
+
 		if (group.single && item) {
 			actual.periodUnrealized = item.data.periodUnrealized;
-
-			actual.periodPercent = calculatePeriodPercent(actual.summaryTotalCurrent, actual.periodDivisorCurrent);
-			format.periodPercent = formatPercent(actual.periodPercent, 2);
 		}
 	}
 
@@ -959,6 +971,24 @@ module.exports = (() => {
 		}
 	}
 
+	function calculateRealizedPercent(group) {
+		const actual = group._dataActual;
+		const format = group._dataFormat;
+
+		const openBasis = actual.basis;
+		const totalBasis = actual.totalDivisor;
+
+		const closedBasis = totalBasis.subtract(openBasis);
+
+		if (closedBasis.getIsZero()) {
+			actual.realizedPercent = null;
+			format.realizedPercent = '—';
+		} else {
+			actual.realizedPercent = actual.realized.divide(closedBasis);
+			format.realizedPercent = formatPercent(actual.realizedPercent, 2);
+		}
+	}
+
 	function calculateUnrealizedPercent(group) {
 		const actual = group._dataActual;
 		const format = group._dataFormat;
@@ -972,8 +1002,8 @@ module.exports = (() => {
 		}
 	}
 
-	function calculatePeriodPercent(periodSummaryTotal, periodDivisor) {
-		return periodDivisor.getIsZero() ? Decimal.ZERO : periodSummaryTotal.divide(periodDivisor);
+	function calculateGainPercent(gain, basis) {
+		return basis.getIsZero() ? Decimal.ZERO : gain.divide(basis);
 	}
 
 	const unchanged = { up: false, down: false };

package/lib/processing/PositionItem.js

@@ -94,6 +94,8 @@ module.exports = (() => {
 
 			this._data.initiate = null;
 
+			this._data.totalDivisor = null;
+
 			this._data.newsExists = false;
 			this._data.fundamental = { };
 			this._data.locked = getIsLocked(position);
@@ -422,13 +424,13 @@ 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;
@@ -447,6 +449,8 @@ module.exports = (() => {
 		} else {
 			data.periodPricePrevious = null;
 		}
+
+		data.totalDivisor = calculateTotalDivisor(position.instrument.type, data.initiate, currentSummary);
 	}
 
 	function calculatePriceData(item, price) {
@@ -540,7 +544,7 @@ 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 +589,10 @@ 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 +621,10 @@ 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) {
@@ -641,6 +645,22 @@ module.exports = (() => {
 		return returnRef;
 	}
 
+	function calculateTotalDivisor(type, direction, finalSummary) {
+		let returnRef;
+
+		if (finalSummary && type !== InstrumentType.CASH) {
+			if (direction === PositionDirection.SHORT) {
+				returnRef = finalSummary.period.sells;
+			} else {
+				returnRef = finalSummary.period.buys.opposite();
+			}
+		} else {
+			returnRef = Decimal.ZERO;
+		}
+
+		return returnRef;
+	}
+
 	function getPreviousSummary(previousSummaries, count) {
 		const index = previousSummaries.length - count;
 

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@barchart/portfolio-api-common",
-  "version": "1.2.140",
+  "version": "1.2.144",
   "description": "Common classes used by the Portfolio system",
   "author": {
     "name": "Bryan Ingle",

package/test/SpecRunner.js

@@ -2659,6 +2659,7 @@ module.exports = (() => {
 			this._dataActual.marketChange = null;
 			this._dataActual.marketChangePercent = null;
 			this._dataActual.cashTotal = null;
+			this._dataActual.totalDivisor = null;
 			this._dataActual.periodDivisorCurrent = null;
 			this._dataActual.periodDivisorPrevious = null;
 			this._dataActual.periodDivisorPrevious2 = null;
@@ -2666,6 +2667,7 @@ module.exports = (() => {
 			this._dataFormat.currentPrice = null;
 			this._dataFormat.basis = null;
 			this._dataFormat.realized = null;
+			this._dataFormat.realizedPercent = null;
 			this._dataFormat.income = null;
 			this._dataFormat.market = null;
 			this._dataFormat.marketPercent = null;
@@ -2705,10 +2707,12 @@ module.exports = (() => {
 			this._dataFormat.periodRealized = null;
 			this._dataFormat.periodUnrealized = null;
 
+			this._dataActual.totalPercent = null;
 			this._dataActual.periodPercent = null;
 			this._dataActual.periodPercentPrevious = null;
 			this._dataActual.periodPercentPrevious2 = null;
 
+			this._dataFormat.totalPercent = null;
 			this._dataFormat.periodPercent = null;
 			this._dataFormat.periodPercentPrevious = null;
 			this._dataFormat.periodPercentPrevious2 = null;
@@ -3217,6 +3221,7 @@ module.exports = (() => {
 				updates.cashTotal = updates.cashTotal.add(translate(item, item.data.market));
 			}
 
+			updates.totalDivisor = updates.periodDivisorCurrent.add(translate(item, item.data.totalDivisor));
 			updates.periodDivisorCurrent = updates.periodDivisorCurrent.add(translate(item, item.data.periodDivisor));
 			updates.periodDivisorPrevious = updates.periodDivisorPrevious.add(translate(item, item.data.periodDivisorPrevious));
 			updates.periodDivisorPrevious2 = updates.periodDivisorPrevious2.add(translate(item, item.data.periodDivisorPrevious2));
@@ -3236,6 +3241,7 @@ module.exports = (() => {
 			periodUnrealized: Decimal.ZERO,
 			periodIncome: Decimal.ZERO,
 			cashTotal: Decimal.ZERO,
+			totalDivisor: Decimal.ZERO,
 			periodDivisorCurrent: Decimal.ZERO,
 			periodDivisorPrevious: Decimal.ZERO,
 			periodDivisorPrevious2: Decimal.ZERO
@@ -3254,6 +3260,7 @@ module.exports = (() => {
 		actual.periodUnrealized = updates.periodUnrealized;
 		actual.periodIncome = updates.periodIncome;
 		actual.cashTotal = updates.cashTotal;
+		actual.totalDivisor = updates.totalDivisor;
 		actual.periodDivisorCurrent = updates.periodDivisorCurrent;
 		actual.periodDivisorPrevious = updates.periodDivisorPrevious;
 		actual.periodDivisorPrevious2 = updates.periodDivisorPrevious2;
@@ -3275,8 +3282,17 @@ module.exports = (() => {
 		format.periodIncome = formatCurrency(updates.periodIncome, currency);
 		format.cashTotal = formatCurrency(updates.cashTotal, currency);
 
+		calculateRealizedPercent(group);
 		calculateUnrealizedPercent(group);
 
+		actual.periodPercent = calculateGainPercent(actual.summaryTotalCurrent, actual.periodDivisorCurrent);
+		actual.periodPercentPrevious = calculateGainPercent(actual.summaryTotalPrevious, actual.periodDivisorPrevious);
+		actual.periodPercentPrevious2 = calculateGainPercent(actual.summaryTotalPrevious2, actual.periodDivisorPrevious2);
+
+		format.periodPercent = formatPercent(actual.periodPercent, 2);
+		format.periodPercentPrevious = formatPercent(actual.periodPercentPrevious, 2);
+		format.periodPercentPrevious2 = formatPercent(actual.periodPercentPrevious2, 2);
+
 		const groupItems = group._items;
 
 		if (group.single && groupItems.length === 1) {
@@ -3284,28 +3300,20 @@ module.exports = (() => {
 
 			actual.quantity = item.data.quantity;
 			actual.quantityPrevious = item.data.quantityPrevious;
-			
-			actual.basisPrice = item.data.basisPrice;
-
-			actual.periodPrice = item.data.periodPrice;
-			actual.periodPricePrevious = item.data.periodPricePrevious;
 
 			format.quantity = formatDecimal(actual.quantity, 2);
 			format.quantityPrevious = formatDecimal(actual.quantityPrevious, 2);
 
+			actual.basisPrice = item.data.basisPrice;
+
 			format.basisPrice = formatCurrency(actual.basisPrice, currency);
 
+			actual.periodPrice = item.data.periodPrice;
+			actual.periodPricePrevious = item.data.periodPricePrevious;
+
 			format.periodPrice = formatCurrency(actual.periodPrice, currency);
 			format.periodPricePrevious = formatCurrency(actual.periodPricePrevious, currency);
 
-			actual.periodPercent = calculatePeriodPercent(actual.summaryTotalCurrent, actual.periodDivisorCurrent);
-			actual.periodPercentPrevious = calculatePeriodPercent(actual.summaryTotalPrevious, actual.periodDivisorPrevious);
-			actual.periodPercentPrevious2 = calculatePeriodPercent(actual.summaryTotalPrevious2, actual.periodDivisorPrevious2);
-
-			format.periodPercent = formatPercent(actual.periodPercent, 2);
-			format.periodPercentPrevious = formatPercent(actual.periodPercentPrevious, 2);
-			format.periodPercentPrevious2 = formatPercent(actual.periodPercentPrevious2, 2);
-
 			format.invalid = definition.type === PositionLevelType.POSITION && item.invalid;
 			format.locked = definition.type === PositionLevelType.POSITION && item.data.locked;
 		}
@@ -3386,7 +3394,9 @@ module.exports = (() => {
 		actual.unrealized = updates.unrealized;
 		actual.unrealizedToday = updates.unrealizedToday;
 		actual.summaryTotalCurrent = updates.summaryTotalCurrent;
+
 		actual.total = updates.unrealized.add(actual.realized).add(actual.income);
+		actual.totalPercent = calculateGainPercent(actual.total, actual.totalDivisor);
 
 		let marketChange = updates.market.subtract(actual.marketPrevious);
 		let marketChangePercent;
@@ -3424,17 +3434,19 @@ module.exports = (() => {
 
 		format.total = formatCurrency(actual.total, currency);
 		format.totalNegative = actual.total.getIsNegative();
+		format.totalPercent = formatPercent(actual.totalPercent, 2);
 
 		format.marketChange = formatCurrency(actual.marketChange, currency);
 		format.marketChangePercent = formatPercent(actual.marketChangePercent, 2);
 
+		calculateRealizedPercent(group);
 		calculateUnrealizedPercent(group);
 
+		actual.periodPercent = calculateGainPercent(actual.summaryTotalCurrent, actual.periodDivisorCurrent);
+		format.periodPercent = formatPercent(actual.periodPercent, 2);
+
 		if (group.single && item) {
 			actual.periodUnrealized = item.data.periodUnrealized;
-
-			actual.periodPercent = calculatePeriodPercent(actual.summaryTotalCurrent, actual.periodDivisorCurrent);
-			format.periodPercent = formatPercent(actual.periodPercent, 2);
 		}
 	}
 
@@ -3481,6 +3493,24 @@ module.exports = (() => {
 		}
 	}
 
+	function calculateRealizedPercent(group) {
+		const actual = group._dataActual;
+		const format = group._dataFormat;
+
+		const openBasis = actual.basis;
+		const totalBasis = actual.totalDivisor;
+
+		const closedBasis = totalBasis.subtract(openBasis);
+
+		if (closedBasis.getIsZero()) {
+			actual.realizedPercent = null;
+			format.realizedPercent = '—';
+		} else {
+			actual.realizedPercent = actual.realized.divide(closedBasis);
+			format.realizedPercent = formatPercent(actual.realizedPercent, 2);
+		}
+	}
+
 	function calculateUnrealizedPercent(group) {
 		const actual = group._dataActual;
 		const format = group._dataFormat;
@@ -3494,8 +3524,8 @@ module.exports = (() => {
 		}
 	}
 
-	function calculatePeriodPercent(periodSummaryTotal, periodDivisor) {
-		return periodDivisor.getIsZero() ? Decimal.ZERO : periodSummaryTotal.divide(periodDivisor);
+	function calculateGainPercent(gain, basis) {
+		return basis.getIsZero() ? Decimal.ZERO : gain.divide(basis);
 	}
 
 	const unchanged = { up: false, down: false };
@@ -3600,6 +3630,8 @@ module.exports = (() => {
 
 			this._data.initiate = null;
 
+			this._data.totalDivisor = null;
+
 			this._data.newsExists = false;
 			this._data.fundamental = { };
 			this._data.locked = getIsLocked(position);
@@ -3928,13 +3960,13 @@ 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;
@@ -3953,6 +3985,8 @@ module.exports = (() => {
 		} else {
 			data.periodPricePrevious = null;
 		}
+
+		data.totalDivisor = calculateTotalDivisor(position.instrument.type, data.initiate, currentSummary);
 	}
 
 	function calculatePriceData(item, price) {
@@ -4046,7 +4080,7 @@ 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 +4125,10 @@ 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 +4157,10 @@ 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) {
@@ -4147,6 +4181,22 @@ module.exports = (() => {
 		return returnRef;
 	}
 
+	function calculateTotalDivisor(type, direction, finalSummary) {
+		let returnRef;
+
+		if (finalSummary && type !== InstrumentType.CASH) {
+			if (direction === PositionDirection.SHORT) {
+				returnRef = finalSummary.period.sells;
+			} else {
+				returnRef = finalSummary.period.buys.opposite();
+			}
+		} else {
+			returnRef = Decimal.ZERO;
+		}
+
+		return returnRef;
+	}
+
 	function getPreviousSummary(previousSummaries, count) {
 		const index = previousSummaries.length - count;