@barchart/portfolio-api-common 1.2.56 → 1.2.60

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Files changed (6) hide show
  1. package/lib/data/TransactionValidator.js +7 -6
  2. package/lib/processing/PositionContainer.js +0 -1
  3. package/lib/processing/PositionItem.js +17 -15
  4. package/package.json +1 -1
  5. package/test/SpecRunner.js +31 -27
  6. package/test/specs/data/TransactionValidatorSpec.js +6 -4
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
  /**
@@ -77,14 +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)));
86
-
87
- //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));
88
89
  }
89
90
 
90
91
  /**
package/lib/processing/PositionContainer.js CHANGED
@@ -6,7 +6,6 @@ const array = require('@barchart/common-js/lang/array'),
6
6
  Decimal = require('@barchart/common-js/lang/Decimal'),
7
7
  DisposableStack = require('@barchart/common-js/collections/specialized/DisposableStack'),
8
8
  Event = require('@barchart/common-js/messaging/Event'),
9
- is = require('@barchart/common-js/lang/is'),
10
9
  Rate = require('@barchart/common-js/lang/Rate'),
11
10
  Tree = require('@barchart/common-js/collections/Tree');
12
11
 
package/lib/processing/PositionItem.js CHANGED
@@ -311,7 +311,6 @@ module.exports = (() => {
311
311
  }
312
312
 
313
313
  function calculateStaticData(item) {
314
- const portfolio = item.portfolio;
315
314
  const position = item.position;
316
315
  const snapshot = item.position.snapshot;
317
316
  const previousSummaries = item.previousSummaries;
@@ -335,9 +334,9 @@ module.exports = (() => {
335
334
 
336
335
  data.income = snapshot.income;
337
336
 
338
- data.summaryTotalCurrent = calculateSummaryTotal(item.currentSummary);
339
- data.summaryTotalPrevious = calculateSummaryTotal(getPreviousSummary(previousSummaries, 1));
340
- data.summaryTotalPrevious2 = calculateSummaryTotal(getPreviousSummary(previousSummaries, 2));
337
+ data.summaryTotalCurrent = calculateSummaryTotal(item.currentSummary, getPreviousSummary(previousSummaries, 1));
338
+ data.summaryTotalPrevious = calculateSummaryTotal(getPreviousSummary(previousSummaries, 1), getPreviousSummary(previousSummaries, 2));
339
+ data.summaryTotalPrevious2 = calculateSummaryTotal(getPreviousSummary(previousSummaries, 2), getPreviousSummary(previousSummaries, 3));
341
340
 
342
341
  if (snapshot.open.getIsZero()) {
343
342
  data.basisPrice = Decimal.ZERO;
@@ -349,6 +348,7 @@ module.exports = (() => {
349
348
  function calculatePriceData(item, price) {
350
349
  const position = item.position;
351
350
  const snapshot = item.position.snapshot;
351
+ const previousSummaries = item.previousSummaries;
352
352
 
353
353
  const data = item._data;
354
354
 
@@ -408,25 +408,27 @@ module.exports = (() => {
408
408
  data.unrealizedToday = unrealizedToday;
409
409
  data.unrealizedTodayChange = unrealizedTodayChange;
410
410
 
411
- const summary = item.currentSummary;
411
+ const currentSummary = item.currentSummary;
412
+
413
+ if (currentSummary && position.instrument.type !== InstrumentType.CASH) {
414
+ const previousSummary = getPreviousSummary(previousSummaries, 1);
412
415
 
413
- if (summary && position.instrument.type !== InstrumentType.CASH) {
414
416
  let priceToUse;
415
417
 
416
418
  if (price) {
417
419
  priceToUse = price;
418
420
  } else if (data.previousPrice) {
419
421
  priceToUse = new Decimal(data.previousPrice);
420
- } else if (!summary.end.open.getIsZero()) {
421
- priceToUse = summary.end.value.divide(summary.end.open);
422
+ } else if (!currentSummary.end.open.getIsZero()) {
423
+ priceToUse = currentSummary.end.value.divide(currentSummary.end.open);
422
424
  } else {
423
425
  priceToUse = null;
424
426
  }
425
427
 
426
428
  if (priceToUse !== null) {
427
- const period = summary.period;
429
+ const period = currentSummary.period;
428
430
 
429
- let unrealized = summary.end.open.multiply(priceToUse).add(summary.end.basis);
431
+ let unrealized = currentSummary.end.open.multiply(priceToUse).add(currentSummary.end.basis);
430
432
  let unrealizedChange;
431
433
 
432
434
  if (data.unrealized !== null) {
@@ -435,7 +437,7 @@ module.exports = (() => {
435
437
  unrealizedChange = Decimal.ZERO;
436
438
  }
437
439
 
438
- let summaryTotalCurrent = period.realized.add(period.income).add(unrealized);
440
+ let summaryTotalCurrent = period.realized.add(period.income).add(unrealized).subtract(previousSummary !== null ? previousSummary.period.unrealized : Decimal.ZERO);
439
441
  let summaryTotalCurrentChange;
440
442
 
441
443
  if (data.summaryTotalCurrent !== null) {
@@ -463,13 +465,13 @@ module.exports = (() => {
463
465
  }
464
466
  }
465
467
 
466
- function calculateSummaryTotal(summary) {
468
+ function calculateSummaryTotal(currentSummary, previousSummary) {
467
469
  let returnRef;
468
470
 
469
- if (summary) {
470
- const period = summary.period;
471
+ if (currentSummary) {
472
+ const period = currentSummary.period;
471
473
 
472
- returnRef = period.realized.add(period.income).add(period.unrealized);
474
+ returnRef = period.realized.add(period.income).add(period.unrealized).subtract(previousSummary !== null ? previousSummary.period.unrealized : Decimal.ZERO);
473
475
  } else {
474
476
  returnRef = Decimal.ZERO;
475
477
  }
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@barchart/portfolio-api-common",
3
- "version": "1.2.56",
3
+ "version": "1.2.60",
4
4
  "description": "Common classes used by the Portfolio system",
5
5
  "author": {
6
6
  "name": "Bryan Ingle",
package/test/SpecRunner.js CHANGED
@@ -1083,10 +1083,11 @@ module.exports = (() => {
1083
1083
  * @public
1084
1084
  * @static
1085
1085
  * @param {Array.<Object>} transactions
1086
+ * @param {Boolean=} strict
1086
1087
  * @returns {Boolean}
1087
1088
  */
1088
- static validateOrder(transactions) {
1089
- return TransactionValidator.getInvalidIndex(transactions) < 0;
1089
+ static validateOrder(transactions, strict) {
1090
+ return TransactionValidator.getInvalidIndex(transactions, strict) < 0;
1090
1091
  }
1091
1092
 
1092
1093
  /**
@@ -1134,14 +1135,14 @@ module.exports = (() => {
1134
1135
  * @public
1135
1136
  * @static
1136
1137
  * @param {Array.<Object>} transactions
1138
+ * @param {Boolean=} strict
1137
1139
  * @returns {Number}
1138
1140
  */
1139
- static getInvalidIndex(transactions) {
1141
+ static getInvalidIndex(transactions, strict) {
1140
1142
  assert.argumentIsArray(transactions, 'transactions');
1143
+ assert.argumentIsOptional(strict, 'strict', Boolean);
1141
1144
 
1142
- return transactions.findIndex((t, i, a) => t.sequence !== (i + 1) || (i !== 0 && t.date.getIsBefore(a[ i - 1 ].date)));
1143
-
1144
- //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));
1145
1146
  }
1146
1147
 
1147
1148
  /**
@@ -1339,7 +1340,6 @@ const array = require('@barchart/common-js/lang/array'),
1339
1340
  Decimal = require('@barchart/common-js/lang/Decimal'),
1340
1341
  DisposableStack = require('@barchart/common-js/collections/specialized/DisposableStack'),
1341
1342
  Event = require('@barchart/common-js/messaging/Event'),
1342
- is = require('@barchart/common-js/lang/is'),
1343
1343
  Rate = require('@barchart/common-js/lang/Rate'),
1344
1344
  Tree = require('@barchart/common-js/collections/Tree');
1345
1345
 
@@ -2273,7 +2273,7 @@ module.exports = (() => {
2273
2273
  return PositionContainer;
2274
2274
  })();
2275
2275
 
2276
- },{"./../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){
2276
+ },{"./../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){
2277
2277
  const array = require('@barchart/common-js/lang/array'),
2278
2278
  assert = require('@barchart/common-js/lang/assert'),
2279
2279
  Currency = require('@barchart/common-js/lang/Currency'),
@@ -3447,7 +3447,6 @@ module.exports = (() => {
3447
3447
  }
3448
3448
 
3449
3449
  function calculateStaticData(item) {
3450
- const portfolio = item.portfolio;
3451
3450
  const position = item.position;
3452
3451
  const snapshot = item.position.snapshot;
3453
3452
  const previousSummaries = item.previousSummaries;
@@ -3471,9 +3470,9 @@ module.exports = (() => {
3471
3470
 
3472
3471
  data.income = snapshot.income;
3473
3472
 
3474
- data.summaryTotalCurrent = calculateSummaryTotal(item.currentSummary);
3475
- data.summaryTotalPrevious = calculateSummaryTotal(getPreviousSummary(previousSummaries, 1));
3476
- data.summaryTotalPrevious2 = calculateSummaryTotal(getPreviousSummary(previousSummaries, 2));
3473
+ data.summaryTotalCurrent = calculateSummaryTotal(item.currentSummary, getPreviousSummary(previousSummaries, 1));
3474
+ data.summaryTotalPrevious = calculateSummaryTotal(getPreviousSummary(previousSummaries, 1), getPreviousSummary(previousSummaries, 2));
3475
+ data.summaryTotalPrevious2 = calculateSummaryTotal(getPreviousSummary(previousSummaries, 2), getPreviousSummary(previousSummaries, 3));
3477
3476
 
3478
3477
  if (snapshot.open.getIsZero()) {
3479
3478
  data.basisPrice = Decimal.ZERO;
@@ -3485,6 +3484,7 @@ module.exports = (() => {
3485
3484
  function calculatePriceData(item, price) {
3486
3485
  const position = item.position;
3487
3486
  const snapshot = item.position.snapshot;
3487
+ const previousSummaries = item.previousSummaries;
3488
3488
 
3489
3489
  const data = item._data;
3490
3490
 
@@ -3544,25 +3544,27 @@ module.exports = (() => {
3544
3544
  data.unrealizedToday = unrealizedToday;
3545
3545
  data.unrealizedTodayChange = unrealizedTodayChange;
3546
3546
 
3547
- const summary = item.currentSummary;
3547
+ const currentSummary = item.currentSummary;
3548
+
3549
+ if (currentSummary && position.instrument.type !== InstrumentType.CASH) {
3550
+ const previousSummary = getPreviousSummary(previousSummaries, 1);
3548
3551
 
3549
- if (summary && position.instrument.type !== InstrumentType.CASH) {
3550
3552
  let priceToUse;
3551
3553
 
3552
3554
  if (price) {
3553
3555
  priceToUse = price;
3554
3556
  } else if (data.previousPrice) {
3555
3557
  priceToUse = new Decimal(data.previousPrice);
3556
- } else if (!summary.end.open.getIsZero()) {
3557
- priceToUse = summary.end.value.divide(summary.end.open);
3558
+ } else if (!currentSummary.end.open.getIsZero()) {
3559
+ priceToUse = currentSummary.end.value.divide(currentSummary.end.open);
3558
3560
  } else {
3559
3561
  priceToUse = null;
3560
3562
  }
3561
3563
 
3562
3564
  if (priceToUse !== null) {
3563
- const period = summary.period;
3565
+ const period = currentSummary.period;
3564
3566
 
3565
- let unrealized = summary.end.open.multiply(priceToUse).add(summary.end.basis);
3567
+ let unrealized = currentSummary.end.open.multiply(priceToUse).add(currentSummary.end.basis);
3566
3568
  let unrealizedChange;
3567
3569
 
3568
3570
  if (data.unrealized !== null) {
@@ -3571,7 +3573,7 @@ module.exports = (() => {
3571
3573
  unrealizedChange = Decimal.ZERO;
3572
3574
  }
3573
3575
 
3574
- let summaryTotalCurrent = period.realized.add(period.income).add(unrealized);
3576
+ let summaryTotalCurrent = period.realized.add(period.income).add(unrealized).subtract(previousSummary !== null ? previousSummary.period.unrealized : Decimal.ZERO);
3575
3577
  let summaryTotalCurrentChange;
3576
3578
 
3577
3579
  if (data.summaryTotalCurrent !== null) {
@@ -3599,13 +3601,13 @@ module.exports = (() => {
3599
3601
  }
3600
3602
  }
3601
3603
 
3602
- function calculateSummaryTotal(summary) {
3604
+ function calculateSummaryTotal(currentSummary, previousSummary) {
3603
3605
  let returnRef;
3604
3606
 
3605
- if (summary) {
3606
- const period = summary.period;
3607
+ if (currentSummary) {
3608
+ const period = currentSummary.period;
3607
3609
 
3608
- returnRef = period.realized.add(period.income).add(period.unrealized);
3610
+ returnRef = period.realized.add(period.income).add(period.unrealized).subtract(previousSummary !== null ? previousSummary.period.unrealized : Decimal.ZERO);
3609
3611
  } else {
3610
3612
  returnRef = Decimal.ZERO;
3611
3613
  }
@@ -17246,15 +17248,17 @@ describe('When validating transaction order', () => {
17246
17248
  expect(TransactionValidator.validateOrder([ build(1, '2018-04-30'), build(2, '2018-04-30'), build(3, '2018-04-30') ])).toEqual(true);
17247
17249
  });
17248
17250
 
17249
- /*
17250
17251
  it('An array of transactions with ordered sequences, on the same day should be valid, where a dividend occurs last, should be valid', () => {
17251
17252
  expect(TransactionValidator.validateOrder([ build(1, '2018-04-30'), build(2, '2018-04-30', TransactionType.DIVIDEND) ])).toEqual(true);
17252
17253
  });
17253
17254
 
17254
- it('An array of transactions with ordered sequences, on the same day should be valid, where a dividend occurs first, should not be valid', () => {
17255
- expect(TransactionValidator.validateOrder([ build(1, '2018-04-30', TransactionType.DIVIDEND), build(2, '2018-04-30') ])).toEqual(false);
17255
+ 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', () => {
17256
+ expect(TransactionValidator.validateOrder([ build(1, '2018-04-30', TransactionType.DIVIDEND), build(2, '2018-04-30') ], true)).toEqual(false);
17257
+ });
17258
+
17259
+ 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', () => {
17260
+ expect(TransactionValidator.validateOrder([ build(1, '2018-04-30', TransactionType.DIVIDEND), build(2, '2018-04-30') ], false)).toEqual(true);
17256
17261
  });
17257
- */
17258
17262
 
17259
17263
  it('An array of transactions with ordered sequences, on the sequential days should be valid', () => {
17260
17264
  expect(TransactionValidator.validateOrder([ build(1, '2018-04-30'), build(2, '2018-05-01'), build(3, '2018-05-02', TransactionType.DIVIDEND) ])).toEqual(true);
package/test/specs/data/TransactionValidatorSpec.js CHANGED
@@ -18,15 +18,17 @@ describe('When validating transaction order', () => {
18
18
  expect(TransactionValidator.validateOrder([ build(1, '2018-04-30'), build(2, '2018-04-30'), build(3, '2018-04-30') ])).toEqual(true);
19
19
  });
20
20
 
21
- /*
22
21
  it('An array of transactions with ordered sequences, on the same day should be valid, where a dividend occurs last, should be valid', () => {
23
22
  expect(TransactionValidator.validateOrder([ build(1, '2018-04-30'), build(2, '2018-04-30', TransactionType.DIVIDEND) ])).toEqual(true);
24
23
  });
25
24
 
26
- it('An array of transactions with ordered sequences, on the same day should be valid, where a dividend occurs first, should not be valid', () => {
27
- 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);
28
31
  });
29
- */
30
32
 
31
33
  it('An array of transactions with ordered sequences, on the sequential days should be valid', () => {
32
34
  expect(TransactionValidator.validateOrder([ build(1, '2018-04-30'), build(2, '2018-05-01'), build(3, '2018-05-02', TransactionType.DIVIDEND) ])).toEqual(true);