@barchart/portfolio-api-common 1.2.15 → 1.2.19

package/lib/api/failures/PortfolioFailureType.js

@@ -108,6 +108,17 @@ module.exports = (() => {
 			return transactionCreateFailedInvalidDirectionSwitch;
 		}
 
+		/**
+		 * The initial transaction type (first in sequence) would be invalid.
+		 *
+		 * @public
+		 * @static
+		 * @returns {FailureType}
+		 */
+		static get TRANSACTION_CREATE_FAILED_INVALID_INITIAL_TYPE() {
+			return transactionCreateFailedInvalidInitialType;
+		}
+
 		/**
 		 * Deleting any transaction except for the most recent requires
 		 * re-writing transaction history.
@@ -158,6 +169,7 @@ module.exports = (() => {
 	const transactionCreateFailedTypeInvalidForInstrument = new FailureType('TRANSACTION_CREATE_FAILED_TYPE_INVALID_FOR_INSTRUMENT', 'Unable to process transaction, {L|transactionType.description} transactions cannot be used with {L|instrumentType.description} positions.');
 	const transactionCreateFailedTypeInvalidForDirection = new FailureType('TRANSACTION_CREATE_FAILED_TYPE_INVALID_FOR_DIRECTION', 'Unable to process transaction, a {L|positionDirection.description} position would be created (i.e. you would have {L|positionDirection.sign} shares/units). {u|instrumentType.description} positions cannot have {L|positionDirection.description} positions.');
 	const transactionCreateFailedInvalidDirectionSwitch = new FailureType('TRANSACTION_CREATE_FAILED_INVALID_DIRECTION_SWITCH', 'Unable to process transaction, the transaction would switch the position from {L|currentDirection.description} to {L|proposedDirection.description} (i.e. {L|currentDirection.sign} to {L|proposedDirection.sign} shares/units). This is not allowed. Please close the current position (i.e. zero it out) and then enter a second transaction.');
+	const transactionCreateFailedInvalidInitialType = new FailureType('TRANSACTION_CREATE_FAILED_INITIAL_TYPE', 'Unable to process operatoin, the type of the first transaction cannot be a {U|transactionType.description}.');
 
 	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/data/TransactionType.js

@@ -19,9 +19,10 @@ module.exports = (() => {
 	 * @param {Boolean} closing
 	 * @param {Boolean} fee
 	 * @param {Boolean} corporateAction
+	 * @param {Boolean} corporateAction
 	 */
 	class TransactionType extends Enum {
-		constructor(code, description, display, purchase, sale, income, opening, closing, fee, corporateAction) {
+		constructor(code, description, display, purchase, sale, income, opening, closing, fee, corporateAction, initial) {
 			super(code, description);
 
 			assert.argumentIsRequired(display, 'display', String);
@@ -32,6 +33,7 @@ module.exports = (() => {
 			assert.argumentIsRequired(closing, 'closing', Boolean);
 			assert.argumentIsRequired(fee, 'fee', Boolean);
 			assert.argumentIsRequired(corporateAction, 'corporateAction', Boolean);
+			assert.argumentIsRequired(initial, 'initial', Boolean);
 
 			this._display = display;
 			this._purchase = purchase;
@@ -41,6 +43,7 @@ module.exports = (() => {
 			this._closing = closing;
 			this._fee = fee;
 			this._corporateAction = corporateAction;
+			this._initial = initial;
 		}
 
 		/**
@@ -136,6 +139,16 @@ module.exports = (() => {
 			return this._corporateAction;
 		}
 
+		/**
+		 * Indicates if the transaction can be the first transaction for a position.
+		 *
+		 * @public
+		 * @returns {Boolean}
+		 */
+		get initial() {
+			return this._initial;
+		}
+
 		/**
 		 * A purchase.
 		 *
@@ -350,28 +363,28 @@ module.exports = (() => {
 		}
 	}
 
-	const buy = new TransactionType('B', 'Buy', 'Buy', true, false, false, true,  false, false, false);
-	const sell = new TransactionType('S', 'Sell', 'Sell', false, true, false, false, true, false, false);
-	const buyShort = new TransactionType('BS', 'Buy To Cover', 'Buy To Cover', true, false, false, false, true, false, false);
-	const sellShort = new TransactionType('SS', 'Sell Short', 'Sell Short', false, true, false, true, false, false, false);
-	const dividend = new TransactionType('DV', 'Dividend', 'Dividend', false, false, true, false, false, false, true);
-	const dividendReinvest = new TransactionType('DX', 'Dividend (Reinvested)', 'Dividend Reinvest', false, false, false, true, false, false, true);
-	const dividendStock = new TransactionType('DS', 'Dividend (Stock)', 'Dividend Stock', false, false, false, true, false, false, true);
-	const split = new TransactionType('SP', 'Split', 'Split', false, false, false, true, false, false, true);
-	const fee = new TransactionType('F', 'Fee', 'Fee', false, false, false, false, false, true, false);
-	const feeUnits = new TransactionType('FU', 'Fee Units', 'Fee', false, false, false, false, true, false, false);
-
-	const distributionCash = new TransactionType('DC', 'Distribution (Cash)', 'Cash Distribution', false, false, true, false, false, false, true);
-	const distributionReinvest = new TransactionType('DY', 'Distribution (Reinvested)', 'Distribution Reinvest', false, false, false, true, false, false, true);
-	const distributionFund = new TransactionType('DF', 'Distribution (Units)', 'Unit Distribution', false, false, false, true, false, false, true);
-
-	const deposit = new TransactionType('D', 'Deposit', 'Deposit', false, false, false, false, false, false, false);
-	const withdrawal = new TransactionType('W', 'Withdrawal', 'Withdrawal', false, false, false, false, false, false, false);
-	const debit = new TransactionType('DR', 'Debit', 'Debit', false, false, false, false, false, false, false);
-	const credit = new TransactionType('CR', 'Credit', 'Credit', false, false, false, false, false, false, false);
-
-	const valuation = new TransactionType('V', 'Valuation', 'Valuation', false, false, false, false, false, false, false);
-	const income = new TransactionType('I', 'Income', 'Income', false, false, true, false, false, false, false);
+	const buy = new TransactionType('B', 'Buy', 'Buy', true, false, false, true, false, false, false, true);
+	const sell = new TransactionType('S', 'Sell', 'Sell', false, true, false, false, true, false, false, false);
+	const buyShort = new TransactionType('BS', 'Buy To Cover', 'Buy To Cover', true, false, false, false, true, false, false, false);
+	const sellShort = new TransactionType('SS', 'Sell Short', 'Sell Short', false, true, false, true, false, false, false, true);
+	const dividend = new TransactionType('DV', 'Dividend', 'Dividend', false, false, true, false, false, false, true, false);
+	const dividendReinvest = new TransactionType('DX', 'Dividend (Reinvested)', 'Dividend Reinvest', false, false, false, true, false, false, true, false);
+	const dividendStock = new TransactionType('DS', 'Dividend (Stock)', 'Dividend Stock', false, false, false, true, false, false, true, false);
+	const split = new TransactionType('SP', 'Split', 'Split', false, false, false, true, false, false, true, false);
+	const fee = new TransactionType('F', 'Fee', 'Fee', false, false, false, false, false, true, false, false);
+	const feeUnits = new TransactionType('FU', 'Fee Units', 'Fee', false, false, false, false, true, false, false, false);
+
+	const distributionCash = new TransactionType('DC', 'Distribution (Cash)', 'Cash Distribution', false, false, true, false, false, false, true, false);
+	const distributionReinvest = new TransactionType('DY', 'Distribution (Reinvested)', 'Distribution Reinvest', false, false, false, true, false, false, true, false);
+	const distributionFund = new TransactionType('DF', 'Distribution (Units)', 'Unit Distribution', false, false, false, true, false, false, true, false);
+
+	const deposit = new TransactionType('D', 'Deposit', 'Deposit', false, false, false, false, false, false, false, true);
+	const withdrawal = new TransactionType('W', 'Withdrawal', 'Withdrawal', false, false, false, false, false, false, false, true);
+	const debit = new TransactionType('DR', 'Debit', 'Debit', false, false, false, false, false, false, false, true);
+	const credit = new TransactionType('CR', 'Credit', 'Credit', false, false, false, false, false, false, false, true);
+
+	const valuation = new TransactionType('V', 'Valuation', 'Valuation', false, false, false, false, false, false, false, false);
+	const income = new TransactionType('I', 'Income', 'Income', false, false, true, false, false, false, false, false);
 
 	return TransactionType;
 })();

package/lib/data/TransactionValidator.js

@@ -96,7 +96,7 @@ module.exports = (() => {
 		}
 
 		/**
-		 * Checks to see if an transaction type is applicable to an instrument type.
+		 * Determines if a transaction type is applicable to an instrument type.
 		 *
 		 * @static
 		 * @public
@@ -114,7 +114,17 @@ module.exports = (() => {
 		}
 
 		/**
-		 * Checks to see if a position for a given instrument type can exist in
+		 * Determines if a transaction type is valid as the first transaction of
+		 * a position.
+		 *
+		 * @param {TransactionType} transactionType
+		 */
+		static validateInitialTransactionType(transactionType) {
+			return transactionType.initial;
+		}
+		
+		/**
+		 * Determines if a position for a given instrument type can exist in
 		 * the given direction.
 		 *
 		 * @static
@@ -131,7 +141,7 @@ module.exports = (() => {
 		}
 
 		/**
-		 * Checks to see if the position switches direction and if the direction switch
+		 * Determines if the position switches direction and if the direction switch
 		 * is valid.
 		 *
 		 * @static

package/lib/processing/PositionItem.js

@@ -406,32 +406,59 @@ module.exports = (() => {
 
 		const summary = item.currentSummary;
 
-		if (summary && price) {
-			const period = summary.period;
+		let priceToUse;
 
-			let unrealized = summary.end.open.multiply(price).add(summary.end.basis);
-			let unrealizedChange;
+		if (price) {
+			priceToUse = price;
+		} else {
 
-			if (data.unrealizedToday !== null) {
-				unrealizedChange = unrealized.subtract(data.unrealized);
+		}
+
+		if (summary) {
+			let priceToUse;
+
+			if (price) {
+				priceToUse = price;
+			} else if (data.previousPrice) {
+				priceToUse = new Decimal(data.previousPrice);
+			} else if (!summary.end.open.getIsZero()) {
+				priceToUse = summary.end.value.divide(summary.end.open);
 			} else {
-				unrealizedChange = Decimal.ZERO;
+				priceToUse = null;
 			}
 
-			let summaryTotalCurrent = period.realized.add(period.income).add(unrealized);
-			let summaryTotalCurrentChange;
+			if (priceToUse !== null) {
+				const period = summary.period;
 
-			if (data.summaryTotalCurrent !== null) {
-				summaryTotalCurrentChange = summaryTotalCurrent.subtract(data.summaryTotalCurrent);
-			}  else {
-				summaryTotalCurrentChange = Decimal.ZERO;
-			}
+				let unrealized = summary.end.open.multiply(priceToUse).add(summary.end.basis);
+				let unrealizedChange;
+
+				if (data.unrealizedToday !== null) {
+					unrealizedChange = unrealized.subtract(data.unrealized);
+				} else {
+					unrealizedChange = Decimal.ZERO;
+				}
+
+				let summaryTotalCurrent = period.realized.add(period.income).add(unrealized);
+				let summaryTotalCurrentChange;
+
+				if (data.summaryTotalCurrent !== null) {
+					summaryTotalCurrentChange = summaryTotalCurrent.subtract(data.summaryTotalCurrent);
+				} else {
+					summaryTotalCurrentChange = Decimal.ZERO;
+				}
 
-			data.summaryTotalCurrent = summaryTotalCurrent;
-			data.summaryTotalCurrentChange = summaryTotalCurrentChange;
+				data.summaryTotalCurrent = summaryTotalCurrent;
+				data.summaryTotalCurrentChange = summaryTotalCurrentChange;
 
-			data.unrealized = unrealized;
-			data.unrealizedChange = unrealizedChange;
+				data.unrealized = unrealized;
+				data.unrealizedChange = unrealizedChange;
+			} else {
+				data.summaryTotalCurrentChange = Decimal.ZERO;
+
+				data.unrealized = Decimal.ZERO;
+				data.unrealizedChange = Decimal.ZERO;
+			}
 		} else {
 			data.summaryTotalCurrentChange = Decimal.ZERO;
 

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@barchart/portfolio-api-common",
-  "version": "1.2.15",
+  "version": "1.2.19",
   "description": "Common classes used by the Portfolio system",
   "author": {
     "name": "Bryan Ingle",

package/test/SpecRunner.js

@@ -629,9 +629,10 @@ module.exports = (() => {
 	 * @param {Boolean} closing
 	 * @param {Boolean} fee
 	 * @param {Boolean} corporateAction
+	 * @param {Boolean} corporateAction
 	 */
 	class TransactionType extends Enum {
-		constructor(code, description, display, purchase, sale, income, opening, closing, fee, corporateAction) {
+		constructor(code, description, display, purchase, sale, income, opening, closing, fee, corporateAction, initial) {
 			super(code, description);
 
 			assert.argumentIsRequired(display, 'display', String);
@@ -642,6 +643,7 @@ module.exports = (() => {
 			assert.argumentIsRequired(closing, 'closing', Boolean);
 			assert.argumentIsRequired(fee, 'fee', Boolean);
 			assert.argumentIsRequired(corporateAction, 'corporateAction', Boolean);
+			assert.argumentIsRequired(initial, 'initial', Boolean);
 
 			this._display = display;
 			this._purchase = purchase;
@@ -651,6 +653,7 @@ module.exports = (() => {
 			this._closing = closing;
 			this._fee = fee;
 			this._corporateAction = corporateAction;
+			this._initial = initial;
 		}
 
 		/**
@@ -746,6 +749,16 @@ module.exports = (() => {
 			return this._corporateAction;
 		}
 
+		/**
+		 * Indicates if the transaction can be the first transaction for a position.
+		 *
+		 * @public
+		 * @returns {Boolean}
+		 */
+		get initial() {
+			return this._initial;
+		}
+
 		/**
 		 * A purchase.
 		 *
@@ -960,28 +973,28 @@ module.exports = (() => {
 		}
 	}
 
-	const buy = new TransactionType('B', 'Buy', 'Buy', true, false, false, true,  false, false, false);
-	const sell = new TransactionType('S', 'Sell', 'Sell', false, true, false, false, true, false, false);
-	const buyShort = new TransactionType('BS', 'Buy To Cover', 'Buy To Cover', true, false, false, false, true, false, false);
-	const sellShort = new TransactionType('SS', 'Sell Short', 'Sell Short', false, true, false, true, false, false, false);
-	const dividend = new TransactionType('DV', 'Dividend', 'Dividend', false, false, true, false, false, false, true);
-	const dividendReinvest = new TransactionType('DX', 'Dividend (Reinvested)', 'Dividend Reinvest', false, false, false, true, false, false, true);
-	const dividendStock = new TransactionType('DS', 'Dividend (Stock)', 'Dividend Stock', false, false, false, true, false, false, true);
-	const split = new TransactionType('SP', 'Split', 'Split', false, false, false, true, false, false, true);
-	const fee = new TransactionType('F', 'Fee', 'Fee', false, false, false, false, false, true, false);
-	const feeUnits = new TransactionType('FU', 'Fee Units', 'Fee', false, false, false, false, true, false, false);
-
-	const distributionCash = new TransactionType('DC', 'Distribution (Cash)', 'Cash Distribution', false, false, true, false, false, false, true);
-	const distributionReinvest = new TransactionType('DY', 'Distribution (Reinvested)', 'Distribution Reinvest', false, false, false, true, false, false, true);
-	const distributionFund = new TransactionType('DF', 'Distribution (Units)', 'Unit Distribution', false, false, false, true, false, false, true);
-
-	const deposit = new TransactionType('D', 'Deposit', 'Deposit', false, false, false, false, false, false, false);
-	const withdrawal = new TransactionType('W', 'Withdrawal', 'Withdrawal', false, false, false, false, false, false, false);
-	const debit = new TransactionType('DR', 'Debit', 'Debit', false, false, false, false, false, false, false);
-	const credit = new TransactionType('CR', 'Credit', 'Credit', false, false, false, false, false, false, false);
-
-	const valuation = new TransactionType('V', 'Valuation', 'Valuation', false, false, false, false, false, false, false);
-	const income = new TransactionType('I', 'Income', 'Income', false, false, true, false, false, false, false);
+	const buy = new TransactionType('B', 'Buy', 'Buy', true, false, false, true, false, false, false, true);
+	const sell = new TransactionType('S', 'Sell', 'Sell', false, true, false, false, true, false, false, false);
+	const buyShort = new TransactionType('BS', 'Buy To Cover', 'Buy To Cover', true, false, false, false, true, false, false, false);
+	const sellShort = new TransactionType('SS', 'Sell Short', 'Sell Short', false, true, false, true, false, false, false, true);
+	const dividend = new TransactionType('DV', 'Dividend', 'Dividend', false, false, true, false, false, false, true, false);
+	const dividendReinvest = new TransactionType('DX', 'Dividend (Reinvested)', 'Dividend Reinvest', false, false, false, true, false, false, true, false);
+	const dividendStock = new TransactionType('DS', 'Dividend (Stock)', 'Dividend Stock', false, false, false, true, false, false, true, false);
+	const split = new TransactionType('SP', 'Split', 'Split', false, false, false, true, false, false, true, false);
+	const fee = new TransactionType('F', 'Fee', 'Fee', false, false, false, false, false, true, false, false);
+	const feeUnits = new TransactionType('FU', 'Fee Units', 'Fee', false, false, false, false, true, false, false, false);
+
+	const distributionCash = new TransactionType('DC', 'Distribution (Cash)', 'Cash Distribution', false, false, true, false, false, false, true, false);
+	const distributionReinvest = new TransactionType('DY', 'Distribution (Reinvested)', 'Distribution Reinvest', false, false, false, true, false, false, true, false);
+	const distributionFund = new TransactionType('DF', 'Distribution (Units)', 'Unit Distribution', false, false, false, true, false, false, true, false);
+
+	const deposit = new TransactionType('D', 'Deposit', 'Deposit', false, false, false, false, false, false, false, true);
+	const withdrawal = new TransactionType('W', 'Withdrawal', 'Withdrawal', false, false, false, false, false, false, false, true);
+	const debit = new TransactionType('DR', 'Debit', 'Debit', false, false, false, false, false, false, false, true);
+	const credit = new TransactionType('CR', 'Credit', 'Credit', false, false, false, false, false, false, false, true);
+
+	const valuation = new TransactionType('V', 'Valuation', 'Valuation', false, false, false, false, false, false, false, false);
+	const income = new TransactionType('I', 'Income', 'Income', false, false, true, false, false, false, false, false);
 
 	return TransactionType;
 })();
@@ -1085,7 +1098,7 @@ module.exports = (() => {
 		}
 
 		/**
-		 * Checks to see if an transaction type is applicable to an instrument type.
+		 * Determines if a transaction type is applicable to an instrument type.
 		 *
 		 * @static
 		 * @public
@@ -1103,7 +1116,17 @@ module.exports = (() => {
 		}
 
 		/**
-		 * Checks to see if a position for a given instrument type can exist in
+		 * Determines if a transaction type is valid as the first transaction of
+		 * a position.
+		 *
+		 * @param {TransactionType} transactionType
+		 */
+		static validateInitialTransactionType(transactionType) {
+			return transactionType.initial;
+		}
+		
+		/**
+		 * Determines if a position for a given instrument type can exist in
 		 * the given direction.
 		 *
 		 * @static
@@ -1120,7 +1143,7 @@ module.exports = (() => {
 		}
 
 		/**
-		 * Checks to see if the position switches direction and if the direction switch
+		 * Determines if the position switches direction and if the direction switch
 		 * is valid.
 		 *
 		 * @static
@@ -3424,32 +3447,59 @@ module.exports = (() => {
 
 		const summary = item.currentSummary;
 
-		if (summary && price) {
-			const period = summary.period;
+		let priceToUse;
 
-			let unrealized = summary.end.open.multiply(price).add(summary.end.basis);
-			let unrealizedChange;
+		if (price) {
+			priceToUse = price;
+		} else {
 
-			if (data.unrealizedToday !== null) {
-				unrealizedChange = unrealized.subtract(data.unrealized);
+		}
+
+		if (summary) {
+			let priceToUse;
+
+			if (price) {
+				priceToUse = price;
+			} else if (data.previousPrice) {
+				priceToUse = new Decimal(data.previousPrice);
+			} else if (!summary.end.open.getIsZero()) {
+				priceToUse = summary.end.value.divide(summary.end.open);
 			} else {
-				unrealizedChange = Decimal.ZERO;
+				priceToUse = null;
 			}
 
-			let summaryTotalCurrent = period.realized.add(period.income).add(unrealized);
-			let summaryTotalCurrentChange;
+			if (priceToUse !== null) {
+				const period = summary.period;
 
-			if (data.summaryTotalCurrent !== null) {
-				summaryTotalCurrentChange = summaryTotalCurrent.subtract(data.summaryTotalCurrent);
-			}  else {
-				summaryTotalCurrentChange = Decimal.ZERO;
-			}
+				let unrealized = summary.end.open.multiply(priceToUse).add(summary.end.basis);
+				let unrealizedChange;
+
+				if (data.unrealizedToday !== null) {
+					unrealizedChange = unrealized.subtract(data.unrealized);
+				} else {
+					unrealizedChange = Decimal.ZERO;
+				}
+
+				let summaryTotalCurrent = period.realized.add(period.income).add(unrealized);
+				let summaryTotalCurrentChange;
 
-			data.summaryTotalCurrent = summaryTotalCurrent;
-			data.summaryTotalCurrentChange = summaryTotalCurrentChange;
+				if (data.summaryTotalCurrent !== null) {
+					summaryTotalCurrentChange = summaryTotalCurrent.subtract(data.summaryTotalCurrent);
+				} else {
+					summaryTotalCurrentChange = Decimal.ZERO;
+				}
 
-			data.unrealized = unrealized;
-			data.unrealizedChange = unrealizedChange;
+				data.summaryTotalCurrent = summaryTotalCurrent;
+				data.summaryTotalCurrentChange = summaryTotalCurrentChange;
+
+				data.unrealized = unrealized;
+				data.unrealizedChange = unrealizedChange;
+			} else {
+				data.summaryTotalCurrentChange = Decimal.ZERO;
+
+				data.unrealized = Decimal.ZERO;
+				data.unrealizedChange = Decimal.ZERO;
+			}
 		} else {
 			data.summaryTotalCurrentChange = Decimal.ZERO;
 
@@ -9262,6 +9312,12 @@ describe('When requesting all the user-initiated transaction types', () => {
 	});
 });
 
+describe('When validating direction', () => {
+	'use strict';
+
+
+});
+
 },{"./../../../lib/data/TransactionValidator":5,"@barchart/common-js/lang/Day":18}],37:[function(require,module,exports){
 const Currency = require('@barchart/common-js/lang/Currency'),
 	Decimal = require('@barchart/common-js/lang/Decimal');

package/test/specs/data/TransactionValidatorSpec.js

@@ -55,3 +55,9 @@ describe('When requesting all the user-initiated transaction types', () => {
 		expect(userInitiated.length).toEqual(9);
 	});
 });
+
+describe('When validating direction', () => {
+	'use strict';
+
+
+});