@barchart/portfolio-api-common 1.2.55 → 1.2.59

package/lib/data/InstrumentType.js

@@ -109,7 +109,7 @@ module.exports = (() => {
 
 		/**
 		 * Indicates if fractional shares should be closed when the position
-		 * size is less than one.
+		 * size is less than one (or some of the fractional shares are closed).
 		 *
 		 * @public
 		 * @returns {Boolean}
@@ -118,7 +118,6 @@ module.exports = (() => {
 			return this._closeFractional;
 		}
 
-
 		/**
 		 * Generates an identifier for the instrument.
 		 *

package/lib/data/TransactionValidator.js

@@ -26,10 +26,11 @@ module.exports = (() => {
 		 * @public
 		 * @static
 		 * @param {Array.<Object>} transactions
+		 * @param {Boolean=} strict
 		 * @returns {Boolean}
 		 */
-		static validateOrder(transactions) {
-			return TransactionValidator.getInvalidIndex(transactions) < 0;
+		static validateOrder(transactions, strict) {
+			return TransactionValidator.getInvalidIndex(transactions, strict) < 0;
 		}
 
 		/**
@@ -77,12 +78,14 @@ module.exports = (() => {
 		 * @public
 		 * @static
 		 * @param {Array.<Object>} transactions
+		 * @param {Boolean=} strict
 		 * @returns {Number}
 		 */
-		static getInvalidIndex(transactions) {
+		static getInvalidIndex(transactions, strict) {
 			assert.argumentIsArray(transactions, 'transactions');
+			assert.argumentIsOptional(strict, 'strict', Boolean);
 
-			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));
+			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));
 		}
 
 		/**

package/lib/processing/PositionContainer.js

@@ -6,7 +6,6 @@ const array = require('@barchart/common-js/lang/array'),
 	Decimal = require('@barchart/common-js/lang/Decimal'),
 	DisposableStack = require('@barchart/common-js/collections/specialized/DisposableStack'),
 	Event = require('@barchart/common-js/messaging/Event'),
-	is = require('@barchart/common-js/lang/is'),
 	Rate = require('@barchart/common-js/lang/Rate'),
 	Tree = require('@barchart/common-js/collections/Tree');
 

package/lib/processing/PositionItem.js

@@ -311,7 +311,6 @@ module.exports = (() => {
 	}
 
 	function calculateStaticData(item) {
-		const portfolio = item.portfolio;
 		const position = item.position;
 		const snapshot = item.position.snapshot;
 		const previousSummaries = item.previousSummaries;
@@ -335,9 +334,9 @@ module.exports = (() => {
 
 		data.income = snapshot.income;
 
-		data.summaryTotalCurrent = calculateSummaryTotal(item.currentSummary);
-		data.summaryTotalPrevious = calculateSummaryTotal(getPreviousSummary(previousSummaries, 1));
-		data.summaryTotalPrevious2 = calculateSummaryTotal(getPreviousSummary(previousSummaries, 2));
+		data.summaryTotalCurrent = calculateSummaryTotal(item.currentSummary, getPreviousSummary(previousSummaries, 1));
+		data.summaryTotalPrevious = calculateSummaryTotal(getPreviousSummary(previousSummaries, 1), getPreviousSummary(previousSummaries, 2));
+		data.summaryTotalPrevious2 = calculateSummaryTotal(getPreviousSummary(previousSummaries, 2), getPreviousSummary(previousSummaries, 3));
 
 		if (snapshot.open.getIsZero()) {
 			data.basisPrice = Decimal.ZERO;
@@ -349,6 +348,7 @@ module.exports = (() => {
 	function calculatePriceData(item, price) {
 		const position = item.position;
 		const snapshot = item.position.snapshot;
+		const previousSummaries = item.previousSummaries;
 
 		const data = item._data;
 
@@ -408,25 +408,27 @@ module.exports = (() => {
 		data.unrealizedToday = unrealizedToday;
 		data.unrealizedTodayChange = unrealizedTodayChange;
 
-		const summary = item.currentSummary;
+		const currentSummary = item.currentSummary;
+
+		if (currentSummary && position.instrument.type !== InstrumentType.CASH) {
+			const previousSummary = getPreviousSummary(previousSummaries, 1);
 
-		if (summary && position.instrument.type !== InstrumentType.CASH) {
 			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 if (!currentSummary.end.open.getIsZero()) {
+				priceToUse = currentSummary.end.value.divide(summary.end.open);
 			} else {
 				priceToUse = null;
 			}
 
 			if (priceToUse !== null) {
-				const period = summary.period;
+				const period = currentSummary.period;
 
-				let unrealized = summary.end.open.multiply(priceToUse).add(summary.end.basis);
+				let unrealized = currentSummary.end.open.multiply(priceToUse).add(currentSummary.end.basis);
 				let unrealizedChange;
 
 				if (data.unrealized !== null) {
@@ -435,7 +437,7 @@ module.exports = (() => {
 					unrealizedChange = Decimal.ZERO;
 				}
 
-				let summaryTotalCurrent = period.realized.add(period.income).add(unrealized);
+				let summaryTotalCurrent = period.realized.add(period.income).add(unrealized).subtract(previousSummary !== null ? previousSummary.period.unrealized : Decimal.ZERO);
 				let summaryTotalCurrentChange;
 
 				if (data.summaryTotalCurrent !== null) {
@@ -463,13 +465,13 @@ module.exports = (() => {
 		}
 	}
 
-	function calculateSummaryTotal(summary) {
+	function calculateSummaryTotal(currentSummary, previousSummary) {
 		let returnRef;
 
-		if (summary) {
-			const period = summary.period;
+		if (currentSummary) {
+			const period = currentSummary.period;
 
-			returnRef = period.realized.add(period.income).add(period.unrealized);
+			returnRef = period.realized.add(period.income).add(period.unrealized).subtract(previousSummary !== null ? previousSummary.period.unrealized : Decimal.ZERO);
 		} else {
 			returnRef = Decimal.ZERO;
 		}

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@barchart/portfolio-api-common",
-  "version": "1.2.55",
+  "version": "1.2.59",
   "description": "Common classes used by the Portfolio system",
   "author": {
     "name": "Bryan Ingle",

package/test/SpecRunner.js

@@ -110,7 +110,7 @@ module.exports = (() => {
 
 		/**
 		 * Indicates if fractional shares should be closed when the position
-		 * size is less than one.
+		 * size is less than one (or some of the fractional shares are closed).
 		 *
 		 * @public
 		 * @returns {Boolean}
@@ -119,7 +119,6 @@ module.exports = (() => {
 			return this._closeFractional;
 		}
 
-
 		/**
 		 * Generates an identifier for the instrument.
 		 *
@@ -1084,10 +1083,11 @@ module.exports = (() => {
 		 * @public
 		 * @static
 		 * @param {Array.<Object>} transactions
+		 * @param {Boolean=} strict
 		 * @returns {Boolean}
 		 */
-		static validateOrder(transactions) {
-			return TransactionValidator.getInvalidIndex(transactions) < 0;
+		static validateOrder(transactions, strict) {
+			return TransactionValidator.getInvalidIndex(transactions, strict) < 0;
 		}
 
 		/**
@@ -1135,12 +1135,14 @@ module.exports = (() => {
 		 * @public
 		 * @static
 		 * @param {Array.<Object>} transactions
+		 * @param {Boolean=} strict
 		 * @returns {Number}
 		 */
-		static getInvalidIndex(transactions) {
+		static getInvalidIndex(transactions, strict) {
 			assert.argumentIsArray(transactions, 'transactions');
+			assert.argumentIsOptional(strict, 'strict', Boolean);
 
-			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));
+			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));
 		}
 
 		/**
@@ -1338,7 +1340,6 @@ const array = require('@barchart/common-js/lang/array'),
 	Decimal = require('@barchart/common-js/lang/Decimal'),
 	DisposableStack = require('@barchart/common-js/collections/specialized/DisposableStack'),
 	Event = require('@barchart/common-js/messaging/Event'),
-	is = require('@barchart/common-js/lang/is'),
 	Rate = require('@barchart/common-js/lang/Rate'),
 	Tree = require('@barchart/common-js/collections/Tree');
 
@@ -2272,7 +2273,7 @@ module.exports = (() => {
 	return PositionContainer;
 })();
 
-},{"./../data/PositionSummaryFrame":3,"./PositionGroup":7,"./PositionItem":8,"./definitions/PositionLevelDefinition":9,"./definitions/PositionLevelType":10,"./definitions/PositionTreeDefinition":11,"@barchart/common-js/collections/Tree":15,"@barchart/common-js/collections/sorting/ComparatorBuilder":16,"@barchart/common-js/collections/sorting/comparators":17,"@barchart/common-js/collections/specialized/DisposableStack":18,"@barchart/common-js/lang/Currency":20,"@barchart/common-js/lang/Decimal":22,"@barchart/common-js/lang/Rate":26,"@barchart/common-js/lang/array":28,"@barchart/common-js/lang/assert":29,"@barchart/common-js/lang/is":33,"@barchart/common-js/messaging/Event":35}],7:[function(require,module,exports){
+},{"./../data/PositionSummaryFrame":3,"./PositionGroup":7,"./PositionItem":8,"./definitions/PositionLevelDefinition":9,"./definitions/PositionLevelType":10,"./definitions/PositionTreeDefinition":11,"@barchart/common-js/collections/Tree":15,"@barchart/common-js/collections/sorting/ComparatorBuilder":16,"@barchart/common-js/collections/sorting/comparators":17,"@barchart/common-js/collections/specialized/DisposableStack":18,"@barchart/common-js/lang/Currency":20,"@barchart/common-js/lang/Decimal":22,"@barchart/common-js/lang/Rate":26,"@barchart/common-js/lang/array":28,"@barchart/common-js/lang/assert":29,"@barchart/common-js/messaging/Event":35}],7:[function(require,module,exports){
 const array = require('@barchart/common-js/lang/array'),
 	assert = require('@barchart/common-js/lang/assert'),
 	Currency = require('@barchart/common-js/lang/Currency'),
@@ -3446,7 +3447,6 @@ module.exports = (() => {
 	}
 
 	function calculateStaticData(item) {
-		const portfolio = item.portfolio;
 		const position = item.position;
 		const snapshot = item.position.snapshot;
 		const previousSummaries = item.previousSummaries;
@@ -3470,9 +3470,9 @@ module.exports = (() => {
 
 		data.income = snapshot.income;
 
-		data.summaryTotalCurrent = calculateSummaryTotal(item.currentSummary);
-		data.summaryTotalPrevious = calculateSummaryTotal(getPreviousSummary(previousSummaries, 1));
-		data.summaryTotalPrevious2 = calculateSummaryTotal(getPreviousSummary(previousSummaries, 2));
+		data.summaryTotalCurrent = calculateSummaryTotal(item.currentSummary, getPreviousSummary(previousSummaries, 1));
+		data.summaryTotalPrevious = calculateSummaryTotal(getPreviousSummary(previousSummaries, 1), getPreviousSummary(previousSummaries, 2));
+		data.summaryTotalPrevious2 = calculateSummaryTotal(getPreviousSummary(previousSummaries, 2), getPreviousSummary(previousSummaries, 3));
 
 		if (snapshot.open.getIsZero()) {
 			data.basisPrice = Decimal.ZERO;
@@ -3484,6 +3484,7 @@ module.exports = (() => {
 	function calculatePriceData(item, price) {
 		const position = item.position;
 		const snapshot = item.position.snapshot;
+		const previousSummaries = item.previousSummaries;
 
 		const data = item._data;
 
@@ -3543,25 +3544,27 @@ module.exports = (() => {
 		data.unrealizedToday = unrealizedToday;
 		data.unrealizedTodayChange = unrealizedTodayChange;
 
-		const summary = item.currentSummary;
+		const currentSummary = item.currentSummary;
+
+		if (currentSummary && position.instrument.type !== InstrumentType.CASH) {
+			const previousSummary = getPreviousSummary(previousSummaries, 1);
 
-		if (summary && position.instrument.type !== InstrumentType.CASH) {
 			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 if (!currentSummary.end.open.getIsZero()) {
+				priceToUse = currentSummary.end.value.divide(summary.end.open);
 			} else {
 				priceToUse = null;
 			}
 
 			if (priceToUse !== null) {
-				const period = summary.period;
+				const period = currentSummary.period;
 
-				let unrealized = summary.end.open.multiply(priceToUse).add(summary.end.basis);
+				let unrealized = currentSummary.end.open.multiply(priceToUse).add(currentSummary.end.basis);
 				let unrealizedChange;
 
 				if (data.unrealized !== null) {
@@ -3570,7 +3573,7 @@ module.exports = (() => {
 					unrealizedChange = Decimal.ZERO;
 				}
 
-				let summaryTotalCurrent = period.realized.add(period.income).add(unrealized);
+				let summaryTotalCurrent = period.realized.add(period.income).add(unrealized).subtract(previousSummary !== null ? previousSummary.period.unrealized : Decimal.ZERO);
 				let summaryTotalCurrentChange;
 
 				if (data.summaryTotalCurrent !== null) {
@@ -3598,13 +3601,13 @@ module.exports = (() => {
 		}
 	}
 
-	function calculateSummaryTotal(summary) {
+	function calculateSummaryTotal(currentSummary, previousSummary) {
 		let returnRef;
 
-		if (summary) {
-			const period = summary.period;
+		if (currentSummary) {
+			const period = currentSummary.period;
 
-			returnRef = period.realized.add(period.income).add(period.unrealized);
+			returnRef = period.realized.add(period.income).add(period.unrealized).subtract(previousSummary !== null ? previousSummary.period.unrealized : Decimal.ZERO);
 		} else {
 			returnRef = Decimal.ZERO;
 		}
@@ -17249,8 +17252,12 @@ describe('When validating transaction order', () => {
 		expect(TransactionValidator.validateOrder([ build(1, '2018-04-30'), build(2, '2018-04-30', TransactionType.DIVIDEND) ])).toEqual(true);
 	});
 
-	it('An array of transactions with ordered sequences, on the same day should be valid, where a dividend occurs first, should not be valid', () => {
-		expect(TransactionValidator.validateOrder([ build(1, '2018-04-30', TransactionType.DIVIDEND), build(2, '2018-04-30') ])).toEqual(false);
+	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', () => {
+		expect(TransactionValidator.validateOrder([ build(1, '2018-04-30', TransactionType.DIVIDEND), build(2, '2018-04-30') ], true)).toEqual(false);
+	});
+
+	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', () => {
+		expect(TransactionValidator.validateOrder([ build(1, '2018-04-30', TransactionType.DIVIDEND), build(2, '2018-04-30') ], false)).toEqual(true);
 	});
 
 	it('An array of transactions with ordered sequences, on the sequential days should be valid', () => {

package/test/specs/data/TransactionValidatorSpec.js

@@ -22,8 +22,12 @@ describe('When validating transaction order', () => {
 		expect(TransactionValidator.validateOrder([ build(1, '2018-04-30'), build(2, '2018-04-30', TransactionType.DIVIDEND) ])).toEqual(true);
 	});
 
-	it('An array of transactions with ordered sequences, on the same day should be valid, where a dividend occurs first, should not be valid', () => {
-		expect(TransactionValidator.validateOrder([ build(1, '2018-04-30', TransactionType.DIVIDEND), build(2, '2018-04-30') ])).toEqual(false);
+	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', () => {
+		expect(TransactionValidator.validateOrder([ build(1, '2018-04-30', TransactionType.DIVIDEND), build(2, '2018-04-30') ], true)).toEqual(false);
+	});
+
+	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', () => {
+		expect(TransactionValidator.validateOrder([ build(1, '2018-04-30', TransactionType.DIVIDEND), build(2, '2018-04-30') ], false)).toEqual(true);
 	});
 
 	it('An array of transactions with ordered sequences, on the sequential days should be valid', () => {