@barchart/portfolio-api-common 1.2.54 → 1.2.58

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (5) hide show
  1. package/lib/data/InstrumentType.js +19 -5
  2. package/lib/data/TransactionValidator.js +7 -4
  3. package/package.json +1 -1
  4. package/test/SpecRunner.js +32 -11
  5. package/test/specs/data/TransactionValidatorSpec.js +6 -2
package/lib/data/InstrumentType.js CHANGED
@@ -19,10 +19,11 @@ module.exports = (() => {
19
19
  * @param {Boolean} canSwitchDirection
20
20
  * @param {Boolean} usesSymbols
21
21
  * @param {Boolean} hasCorporateActions
22
+ * @param {Number} closeFractional
22
23
  * @param {Function} generator
23
24
  */
24
25
  class InstrumentType extends Enum {
25
- constructor(code, description, alternateDescription, canReinvest, canShort, canSwitchDirection, usesSymbols, hasCorporateActions, generator) {
26
+ constructor(code, description, alternateDescription, canReinvest, canShort, canSwitchDirection, usesSymbols, hasCorporateActions, closeFractional, generator) {
26
27
  super(code, description);
27
28
 
28
29
  assert.argumentIsRequired(alternateDescription, 'alternateDescription', String);
@@ -31,6 +32,7 @@ module.exports = (() => {
31
32
  assert.argumentIsRequired(canSwitchDirection, 'canSwitchDirection', Boolean);
32
33
  assert.argumentIsRequired(usesSymbols, 'usesSymbols', Boolean);
33
34
  assert.argumentIsRequired(hasCorporateActions, 'hasCorporateActions', Boolean);
35
+ assert.argumentIsRequired(closeFractional, 'closeFractional', Boolean);
34
36
  assert.argumentIsRequired(generator, 'generator', Function);
35
37
 
36
38
  this._alternateDescription = alternateDescription;
@@ -39,6 +41,7 @@ module.exports = (() => {
39
41
  this._canSwitchDirection = canSwitchDirection;
40
42
  this._usesSymbols = usesSymbols;
41
43
  this._hasCorporateActions = hasCorporateActions;
44
+ this._closeFractional = closeFractional;
42
45
 
43
46
  this._generator = generator;
44
47
  }
@@ -104,6 +107,17 @@ module.exports = (() => {
104
107
  return this._hasCorporateActions;
105
108
  }
106
109
 
110
+ /**
111
+ * Indicates if fractional shares should be closed when the position
112
+ * size is less than one (or some of the fractional shares are closed).
113
+ *
114
+ * @public
115
+ * @returns {Boolean}
116
+ */
117
+ get closeFractional() {
118
+ return this._closeFractional;
119
+ }
120
+
107
121
  /**
108
122
  * Generates an identifier for the instrument.
109
123
  *
@@ -201,10 +215,10 @@ module.exports = (() => {
201
215
  }
202
216
  }
203
217
 
204
- const cash = new InstrumentType('CASH', 'cash', 'Cash', false, false, true, false, false, (instrument) => `BARCHART-${instrument.type.code}-${instrument.currency.code}`);
205
- const equity = new InstrumentType('EQUITY', 'equity', 'Equities', true, true, false, true, true, (instrument) => `BARCHART-${instrument.type.code}-${instrument.symbol.barchart}`);
206
- const fund = new InstrumentType('FUND', 'mutual fund', 'Funds', true, false, false, true, true, (instrument) => `BARCHART-${instrument.type.code}-${instrument.symbol.barchart}`);
207
- const other = new InstrumentType('OTHER', 'other', 'Other', false, false, false, false, false, (instrument) => `BARCHART-${instrument.type.code}-${uuid.v4()}`);
218
+ const cash = new InstrumentType('CASH', 'cash', 'Cash', false, false, true, false, false, false, (instrument) => `BARCHART-${instrument.type.code}-${instrument.currency.code}`);
219
+ const equity = new InstrumentType('EQUITY', 'equity', 'Equities', true, true, false, true, true, true, (instrument) => `BARCHART-${instrument.type.code}-${instrument.symbol.barchart}`);
220
+ const fund = new InstrumentType('FUND', 'mutual fund', 'Funds', true, false, false, true, true, false, (instrument) => `BARCHART-${instrument.type.code}-${instrument.symbol.barchart}`);
221
+ const other = new InstrumentType('OTHER', 'other', 'Other', false, false, false, false, false, false, (instrument) => `BARCHART-${instrument.type.code}-${uuid.v4()}`);
208
222
 
209
223
  const map = { };
210
224
 
package/lib/data/TransactionValidator.js CHANGED
@@ -26,10 +26,11 @@ module.exports = (() => {
26
26
  * @public
27
27
  * @static
28
28
  * @param {Array.<Object>} transactions
29
+ * @param {Boolean=} strict
29
30
  * @returns {Boolean}
30
31
  */
31
- static validateOrder(transactions) {
32
- return TransactionValidator.getInvalidIndex(transactions) < 0;
32
+ static validateOrder(transactions, strict) {
33
+ return TransactionValidator.getInvalidIndex(transactions, strict) < 0;
33
34
  }
34
35
 
35
36
  /**
@@ -77,12 +78,14 @@ module.exports = (() => {
77
78
  * @public
78
79
  * @static
79
80
  * @param {Array.<Object>} transactions
81
+ * @param {Boolean=} strict
80
82
  * @returns {Number}
81
83
  */
82
- static getInvalidIndex(transactions) {
84
+ static getInvalidIndex(transactions, strict) {
83
85
  assert.argumentIsArray(transactions, 'transactions');
86
+ assert.argumentIsOptional(strict, 'strict', Boolean);
84
87
 
85
- return transactions.findIndex((t, i, a) => t.sequence !== (i + 1) || (i !== 0 && t.date.getIsBefore(a[ i - 1 ].date)) || (i !== 0 && t.date.getIsEqual(a[i - 1].date) && t.type.sequence < a[i - 1].type.sequence));
88
+ return transactions.findIndex((t, i, a) => t.sequence !== (i + 1) || (i !== 0 && t.date.getIsBefore(a[ i - 1 ].date)) || (i !== 0 && is.boolean(strict) && strict && t.date.getIsEqual(a[i - 1].date) && t.type.sequence < a[i - 1].type.sequence));
86
89
  }
87
90
 
88
91
  /**
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@barchart/portfolio-api-common",
3
- "version": "1.2.54",
3
+ "version": "1.2.58",
4
4
  "description": "Common classes used by the Portfolio system",
5
5
  "author": {
6
6
  "name": "Bryan Ingle",
package/test/SpecRunner.js CHANGED
@@ -20,10 +20,11 @@ module.exports = (() => {
20
20
  * @param {Boolean} canSwitchDirection
21
21
  * @param {Boolean} usesSymbols
22
22
  * @param {Boolean} hasCorporateActions
23
+ * @param {Number} closeFractional
23
24
  * @param {Function} generator
24
25
  */
25
26
  class InstrumentType extends Enum {
26
- constructor(code, description, alternateDescription, canReinvest, canShort, canSwitchDirection, usesSymbols, hasCorporateActions, generator) {
27
+ constructor(code, description, alternateDescription, canReinvest, canShort, canSwitchDirection, usesSymbols, hasCorporateActions, closeFractional, generator) {
27
28
  super(code, description);
28
29
 
29
30
  assert.argumentIsRequired(alternateDescription, 'alternateDescription', String);
@@ -32,6 +33,7 @@ module.exports = (() => {
32
33
  assert.argumentIsRequired(canSwitchDirection, 'canSwitchDirection', Boolean);
33
34
  assert.argumentIsRequired(usesSymbols, 'usesSymbols', Boolean);
34
35
  assert.argumentIsRequired(hasCorporateActions, 'hasCorporateActions', Boolean);
36
+ assert.argumentIsRequired(closeFractional, 'closeFractional', Boolean);
35
37
  assert.argumentIsRequired(generator, 'generator', Function);
36
38
 
37
39
  this._alternateDescription = alternateDescription;
@@ -40,6 +42,7 @@ module.exports = (() => {
40
42
  this._canSwitchDirection = canSwitchDirection;
41
43
  this._usesSymbols = usesSymbols;
42
44
  this._hasCorporateActions = hasCorporateActions;
45
+ this._closeFractional = closeFractional;
43
46
 
44
47
  this._generator = generator;
45
48
  }
@@ -105,6 +108,17 @@ module.exports = (() => {
105
108
  return this._hasCorporateActions;
106
109
  }
107
110
 
111
+ /**
112
+ * Indicates if fractional shares should be closed when the position
113
+ * size is less than one (or some of the fractional shares are closed).
114
+ *
115
+ * @public
116
+ * @returns {Boolean}
117
+ */
118
+ get closeFractional() {
119
+ return this._closeFractional;
120
+ }
121
+
108
122
  /**
109
123
  * Generates an identifier for the instrument.
110
124
  *
@@ -202,10 +216,10 @@ module.exports = (() => {
202
216
  }
203
217
  }
204
218
 
205
- const cash = new InstrumentType('CASH', 'cash', 'Cash', false, false, true, false, false, (instrument) => `BARCHART-${instrument.type.code}-${instrument.currency.code}`);
206
- const equity = new InstrumentType('EQUITY', 'equity', 'Equities', true, true, false, true, true, (instrument) => `BARCHART-${instrument.type.code}-${instrument.symbol.barchart}`);
207
- const fund = new InstrumentType('FUND', 'mutual fund', 'Funds', true, false, false, true, true, (instrument) => `BARCHART-${instrument.type.code}-${instrument.symbol.barchart}`);
208
- const other = new InstrumentType('OTHER', 'other', 'Other', false, false, false, false, false, (instrument) => `BARCHART-${instrument.type.code}-${uuid.v4()}`);
219
+ const cash = new InstrumentType('CASH', 'cash', 'Cash', false, false, true, false, false, false, (instrument) => `BARCHART-${instrument.type.code}-${instrument.currency.code}`);
220
+ const equity = new InstrumentType('EQUITY', 'equity', 'Equities', true, true, false, true, true, true, (instrument) => `BARCHART-${instrument.type.code}-${instrument.symbol.barchart}`);
221
+ const fund = new InstrumentType('FUND', 'mutual fund', 'Funds', true, false, false, true, true, false, (instrument) => `BARCHART-${instrument.type.code}-${instrument.symbol.barchart}`);
222
+ const other = new InstrumentType('OTHER', 'other', 'Other', false, false, false, false, false, false, (instrument) => `BARCHART-${instrument.type.code}-${uuid.v4()}`);
209
223
 
210
224
  const map = { };
211
225
 
@@ -1069,10 +1083,11 @@ module.exports = (() => {
1069
1083
  * @public
1070
1084
  * @static
1071
1085
  * @param {Array.<Object>} transactions
1086
+ * @param {Boolean=} strict
1072
1087
  * @returns {Boolean}
1073
1088
  */
1074
- static validateOrder(transactions) {
1075
- return TransactionValidator.getInvalidIndex(transactions) < 0;
1089
+ static validateOrder(transactions, strict) {
1090
+ return TransactionValidator.getInvalidIndex(transactions, strict) < 0;
1076
1091
  }
1077
1092
 
1078
1093
  /**
@@ -1120,12 +1135,14 @@ module.exports = (() => {
1120
1135
  * @public
1121
1136
  * @static
1122
1137
  * @param {Array.<Object>} transactions
1138
+ * @param {Boolean=} strict
1123
1139
  * @returns {Number}
1124
1140
  */
1125
- static getInvalidIndex(transactions) {
1141
+ static getInvalidIndex(transactions, strict) {
1126
1142
  assert.argumentIsArray(transactions, 'transactions');
1143
+ assert.argumentIsOptional(strict, 'strict', Boolean);
1127
1144
 
1128
- return transactions.findIndex((t, i, a) => t.sequence !== (i + 1) || (i !== 0 && t.date.getIsBefore(a[ i - 1 ].date)) || (i !== 0 && t.date.getIsEqual(a[i - 1].date) && t.type.sequence < a[i - 1].type.sequence));
1145
+ return transactions.findIndex((t, i, a) => t.sequence !== (i + 1) || (i !== 0 && t.date.getIsBefore(a[ i - 1 ].date)) || (i !== 0 && is.boolean(strict) && strict && t.date.getIsEqual(a[i - 1].date) && t.type.sequence < a[i - 1].type.sequence));
1129
1146
  }
1130
1147
 
1131
1148
  /**
@@ -17234,8 +17251,12 @@ describe('When validating transaction order', () => {
17234
17251
  expect(TransactionValidator.validateOrder([ build(1, '2018-04-30'), build(2, '2018-04-30', TransactionType.DIVIDEND) ])).toEqual(true);
17235
17252
  });
17236
17253
 
17237
- it('An array of transactions with ordered sequences, on the same day should be valid, where a dividend occurs first, should not be valid', () => {
17238
- expect(TransactionValidator.validateOrder([ build(1, '2018-04-30', TransactionType.DIVIDEND), build(2, '2018-04-30') ])).toEqual(false);
17254
+ it('An array of transactions with ordered sequences, on the same day should be valid, where a dividend occurs first, in strict mode, should not be valid', () => {
17255
+ expect(TransactionValidator.validateOrder([ build(1, '2018-04-30', TransactionType.DIVIDEND), build(2, '2018-04-30') ], true)).toEqual(false);
17256
+ });
17257
+
17258
+ it('An array of transactions with ordered sequences, on the same day should be valid, where a dividend occurs first, in non-strict mode, should be valid', () => {
17259
+ expect(TransactionValidator.validateOrder([ build(1, '2018-04-30', TransactionType.DIVIDEND), build(2, '2018-04-30') ], false)).toEqual(true);
17239
17260
  });
17240
17261
 
17241
17262
  it('An array of transactions with ordered sequences, on the sequential days should be valid', () => {
package/test/specs/data/TransactionValidatorSpec.js CHANGED
@@ -22,8 +22,12 @@ describe('When validating transaction order', () => {
22
22
  expect(TransactionValidator.validateOrder([ build(1, '2018-04-30'), build(2, '2018-04-30', TransactionType.DIVIDEND) ])).toEqual(true);
23
23
  });
24
24
 
25
- it('An array of transactions with ordered sequences, on the same day should be valid, where a dividend occurs first, should not be valid', () => {
26
- expect(TransactionValidator.validateOrder([ build(1, '2018-04-30', TransactionType.DIVIDEND), build(2, '2018-04-30') ])).toEqual(false);
25
+ it('An array of transactions with ordered sequences, on the same day should be valid, where a dividend occurs first, in strict mode, should not be valid', () => {
26
+ expect(TransactionValidator.validateOrder([ build(1, '2018-04-30', TransactionType.DIVIDEND), build(2, '2018-04-30') ], true)).toEqual(false);
27
+ });
28
+
29
+ it('An array of transactions with ordered sequences, on the same day should be valid, where a dividend occurs first, in non-strict mode, should be valid', () => {
30
+ expect(TransactionValidator.validateOrder([ build(1, '2018-04-30', TransactionType.DIVIDEND), build(2, '2018-04-30') ], false)).toEqual(true);
27
31
  });
28
32
 
29
33
  it('An array of transactions with ordered sequences, on the sequential days should be valid', () => {