@barchart/portfolio-api-common 1.2.38 → 1.2.42

package/lib/data/CorporateActionType.js

@@ -4,6 +4,15 @@ const Enum = require('@barchart/common-js/lang/Enum'),
 module.exports = (() => {
 	'use strict';
 
+	/**
+	 * Types of corporate actions.
+	 *
+	 * @public
+	 * @extends {Enum}
+	 * @param {String} code
+	 * @param {String} description
+	 * @param {Boolean} internal
+	 */
 	class CorporateActionType extends Enum {
 		constructor(code, description, internal) {
 			super(code, description);
@@ -11,23 +20,75 @@ module.exports = (() => {
 			this._internal = is.boolean(internal) && internal;
 		}
 
+		/**
+		 * If true, the corporate action is fictitious -- used only for internal
+		 * system purposes.
+		 *
+		 * @public
+		 * @returns {Boolean}
+		 */
 		get internal() {
 			return this._internal;
 		}
 
+		/**
+		 * A symbol change.
+		 *
+		 * @public
+		 * @static
+		 * @returns {CorporateActionType}
+		 */
+		static get SYMBOL_CHANGE() {
+			return symbolChange;
+		}
+
+		/**
+		 * A name change.
+		 *
+		 * @public
+		 * @static
+		 * @returns {CorporateActionType}
+		 */
+		static get NAME_CHANGE() {
+			return nameChange;
+		}
+
+		/**
+		 * A dividend.
+		 *
+		 * @public
+		 * @static
+		 * @returns {CorporateActionType}
+		 */
 		static get DIVIDEND() {
 			return dividend;
 		}
 
+		/**
+		 * A split.
+		 *
+		 * @public
+		 * @static
+		 * @returns {CorporateActionType}
+		 */
 		static get SPLIT() {
 			return split;
 		}
 
+		/**
+		 * A fictitious event, used for internal system purposes.
+		 *
+		 * @public
+		 * @static
+		 * @returns {CorporateActionType}
+		 */
 		static get JOB() {
 			return job;
 		}
 	}
 
+	const symbolChange = new CorporateActionType('SYMBOL_CHANGE', 'Symbol Change', false);
+	const nameChange = new CorporateActionType('NAME_CHANGE', 'Name Change', false);
 	const dividend = new CorporateActionType('DIVIDEND', 'Dividend', false);
 	const split = new CorporateActionType('SPLIT', 'Split', false);
 	const job = new CorporateActionType('JOB', 'Job', true);

package/lib/data/TransactionValidator.js

@@ -1,5 +1,6 @@
 const assert = require('@barchart/common-js/lang/assert'),
-	array = require('@barchart/common-js/lang/array');
+	array = require('@barchart/common-js/lang/array'),
+	is = require('@barchart/common-js/lang/is');
 
 const InstrumentType = require('./InstrumentType'),
 	PositionDirection = require('./PositionDirection'),
@@ -31,6 +32,44 @@ module.exports = (() => {
 			return TransactionValidator.getInvalidIndex(transactions) < 0;
 		}
 
+		/**
+		 * Given a set of transaction, when transaction references are present, ensures
+		 * that no transactions within the set reference the same transaction.
+		 *
+		 * @public
+		 * @static
+		 * @param {Array.<Object>} transactions
+		 * @returns {Boolean}
+		 */
+		static validateReferences(transactions) {
+			assert.argumentIsArray(transactions, 'transactions');
+
+			const references = { };
+
+			return transactions.every((t) => {
+				let valid = true;
+
+				if (is.object(t.reference) && is.string(t.reference.root) && is.number(t.reference.sequence)) {
+					const root = t.reference.root;
+					const sequence = t.reference.sequence;
+
+					if (!references.hasOwnProperty(root)) {
+						references[root] = [ ];
+					}
+
+					const sequences = references[root];
+
+					if (sequences.some(s => s === sequence)) {
+						valid = false;
+					} else {
+						sequences.push(sequence);
+					}
+				}
+
+				return valid;
+			});
+		}
+
 		/**
 		 * Given a set of transaction, returns the index of the first transaction that with an invalid
 		 * sequence number or date.
@@ -198,7 +237,6 @@ module.exports = (() => {
 
 	associateTypes(InstrumentType.CASH, TransactionType.DEPOSIT, true);
 	associateTypes(InstrumentType.CASH, TransactionType.WITHDRAWAL, true);
-	associateTypes(InstrumentType.CASH, TransactionType.FEE, true);
 	associateTypes(InstrumentType.CASH, TransactionType.DEBIT, false);
 	associateTypes(InstrumentType.CASH, TransactionType.CREDIT, false);
 

package/lib/serialization/TransactionSchema.js

@@ -216,7 +216,7 @@ module.exports = (() => {
 		.withField('instrument.symbol.barchart', DataType.STRING, true)
 		.withField('instrument.symbol.display', DataType.STRING, true)
 		.withField('date', DataType.DAY)
-		.withField('price', DataType.DECIMAL)
+		.withField('price', DataType.DECIMAL, true)
 		.withField('quantity', DataType.DECIMAL)
 		.withField('fee', DataType.DECIMAL, true)
 		.withField('reinvest', DataType.BOOLEAN, true)
@@ -231,7 +231,7 @@ module.exports = (() => {
 		.withField('sequence', DataType.NUMBER, true)
 		.withField('type', DataType.forEnum(TransactionType, 'TransactionType'))
 		.withField('date', DataType.DAY)
-		.withField('price', DataType.DECIMAL)
+		.withField('price', DataType.DECIMAL, true)
 		.withField('quantity', DataType.DECIMAL)
 		.withField('fee', DataType.DECIMAL, true)
 		.withField('force', DataType.BOOLEAN, true)
@@ -291,7 +291,6 @@ module.exports = (() => {
 		.withField('instrument.currency', DataType.forEnum(Currency, 'Currency'), true)
 		.withField('date', DataType.DAY)
 		.withField('amount', DataType.DECIMAL)
-		.withField('fee', DataType.DECIMAL, true)
 		.withField('force', DataType.BOOLEAN, true)
 		.schema
 	);
@@ -305,7 +304,6 @@ module.exports = (() => {
 		.withField('instrument.currency', DataType.forEnum(Currency, 'Currency'), true)
 		.withField('date', DataType.DAY)
 		.withField('amount', DataType.DECIMAL)
-		.withField('fee', DataType.DECIMAL, true)
 		.withField('force', DataType.BOOLEAN, true)
 		.schema
 	);

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@barchart/portfolio-api-common",
-  "version": "1.2.38",
+  "version": "1.2.42",
   "description": "Common classes used by the Portfolio system",
   "author": {
     "name": "Bryan Ingle",

package/test/SpecRunner.js

@@ -1027,7 +1027,8 @@ module.exports = (() => {
 
 },{"@barchart/common-js/lang/Enum":21,"@barchart/common-js/lang/assert":24}],5:[function(require,module,exports){
 const assert = require('@barchart/common-js/lang/assert'),
-	array = require('@barchart/common-js/lang/array');
+	array = require('@barchart/common-js/lang/array'),
+	is = require('@barchart/common-js/lang/is');
 
 const InstrumentType = require('./InstrumentType'),
 	PositionDirection = require('./PositionDirection'),
@@ -1059,6 +1060,44 @@ module.exports = (() => {
 			return TransactionValidator.getInvalidIndex(transactions) < 0;
 		}
 
+		/**
+		 * Given a set of transaction, when transaction references are present, ensures
+		 * that no transactions within the set reference the same transaction.
+		 *
+		 * @public
+		 * @static
+		 * @param {Array.<Object>} transactions
+		 * @returns {Boolean}
+		 */
+		static validateReferences(transactions) {
+			assert.argumentIsArray(transactions, 'transactions');
+
+			const references = { };
+
+			return transactions.every((t) => {
+				let valid = true;
+
+				if (is.object(t.reference) && is.string(t.reference.root) && is.number(t.reference.sequence)) {
+					const root = t.reference.root;
+					const sequence = t.reference.sequence;
+
+					if (!references.hasOwnProperty(root)) {
+						references[root] = [ ];
+					}
+
+					const sequences = references[root];
+
+					if (sequences.some(s => s === sequence)) {
+						valid = false;
+					} else {
+						sequences.push(sequence);
+					}
+				}
+
+				return valid;
+			});
+		}
+
 		/**
 		 * Given a set of transaction, returns the index of the first transaction that with an invalid
 		 * sequence number or date.
@@ -1226,7 +1265,6 @@ module.exports = (() => {
 
 	associateTypes(InstrumentType.CASH, TransactionType.DEPOSIT, true);
 	associateTypes(InstrumentType.CASH, TransactionType.WITHDRAWAL, true);
-	associateTypes(InstrumentType.CASH, TransactionType.FEE, true);
 	associateTypes(InstrumentType.CASH, TransactionType.DEBIT, false);
 	associateTypes(InstrumentType.CASH, TransactionType.CREDIT, false);
 
@@ -1259,7 +1297,7 @@ module.exports = (() => {
 	return TransactionValidator;
 })();
 
-},{"./InstrumentType":1,"./PositionDirection":2,"./TransactionType":4,"@barchart/common-js/lang/array":23,"@barchart/common-js/lang/assert":24}],6:[function(require,module,exports){
+},{"./InstrumentType":1,"./PositionDirection":2,"./TransactionType":4,"@barchart/common-js/lang/array":23,"@barchart/common-js/lang/assert":24,"@barchart/common-js/lang/is":26}],6:[function(require,module,exports){
 const array = require('@barchart/common-js/lang/array'),
 	assert = require('@barchart/common-js/lang/assert'),
 	ComparatorBuilder = require('@barchart/common-js/collections/sorting/ComparatorBuilder'),
@@ -9318,6 +9356,30 @@ describe('When validating transaction order', () => {
 	});
 });
 
+describe('When validating transaction references', () => {
+	'use strict';
+
+	const build = (root, sequence) => {
+		return { reference: { root: root, sequence: sequence } };
+	};
+
+	it('An array of zero transactions should be valid', () => {
+		expect(TransactionValidator.validateReferences([])).toEqual(true);
+	});
+
+	it('An array with no references should be valid', () => {
+		expect(TransactionValidator.validateReferences([ { }, { } ])).toEqual(true);
+	});
+
+	it('An array with distinct references should be valid', () => {
+		expect(TransactionValidator.validateReferences([ build('a', 1), build('a', 2), build('b', 1) ])).toEqual(true);
+	});
+
+	it('An array with non-distinct references should be not valid', () => {
+		expect(TransactionValidator.validateReferences([ build('a', 1), build('a', 2), build('b', 1), build('a', 2) ])).toEqual(false);
+	});
+});
+
 describe('When requesting all the user-initiated transaction types', () => {
 	'use strict';
 
@@ -9331,13 +9393,6 @@ describe('When requesting all the user-initiated transaction types', () => {
 		expect(userInitiated.length).toEqual(9);
 	});
 });
-
-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

@@ -42,6 +42,30 @@ describe('When validating transaction order', () => {
 	});
 });
 
+describe('When validating transaction references', () => {
+	'use strict';
+
+	const build = (root, sequence) => {
+		return { reference: { root: root, sequence: sequence } };
+	};
+
+	it('An array of zero transactions should be valid', () => {
+		expect(TransactionValidator.validateReferences([])).toEqual(true);
+	});
+
+	it('An array with no references should be valid', () => {
+		expect(TransactionValidator.validateReferences([ { }, { } ])).toEqual(true);
+	});
+
+	it('An array with distinct references should be valid', () => {
+		expect(TransactionValidator.validateReferences([ build('a', 1), build('a', 2), build('b', 1) ])).toEqual(true);
+	});
+
+	it('An array with non-distinct references should be not valid', () => {
+		expect(TransactionValidator.validateReferences([ build('a', 1), build('a', 2), build('b', 1), build('a', 2) ])).toEqual(false);
+	});
+});
+
 describe('When requesting all the user-initiated transaction types', () => {
 	'use strict';
 
@@ -54,10 +78,4 @@ describe('When requesting all the user-initiated transaction types', () => {
 	it('Only nine types should be returned', () => {
 		expect(userInitiated.length).toEqual(9);
 	});
-});
-
-describe('When validating direction', () => {
-	'use strict';
-
-
-});
+});