@barchart/portfolio-api-common 1.23.0 → 1.25.0

package/lib/calculators/AveragePriceCalculator.js

@@ -24,7 +24,7 @@ module.exports = (() => {
 		 * @param {Object} instrument
 		 * @param {Decimal|Number} basis
 		 * @param {Decimal|Number} quantity
-		 * @returns {null|Decimal}
+		 * @returns {Decimal|null}
 		 */
 		static calculate(instrument, basis, quantity) {
 			let basisToUse = null;
@@ -34,10 +34,18 @@ module.exports = (() => {
 			} else if (basis instanceof Decimal) {
 				basisToUse = basis;
 			}
+			
+			let quantityToUse = null;
+
+			if (is.number(basis)) {
+				quantityToUse = new Decimal(quantity);
+			} else if (basis instanceof Decimal) {
+				quantityToUse = quantity;
+			}
 
 			const calculator = calculators.get(instrument.type);
 
-			return calculator(instrument, basisToUse, quantity);
+			return calculator(instrument, basisToUse, quantityToUse);
 		}
 
 		toString() {
@@ -50,11 +58,7 @@ module.exports = (() => {
 	}
 
 	function calculateForEquity(instrument, basis, quantity) {
-		if (basis === null) {
-			return null;
-		}
-
-		if (quantity === Decimal.ZERO || quantity === 0) {
+		if (basis === null || quantity === null || quantity.getIsZero()) {
 			return null;
 		}
 
@@ -62,11 +66,7 @@ module.exports = (() => {
 	}
 
 	function calculateForEquityOption(instrument, basis, quantity) {
-		if (basis === null) {
-			return null;
-		}
-
-		if (quantity === Decimal.ZERO || quantity === 0) {
+		if (basis === null || quantity === null || quantity.getIsZero()) {
 			return null;
 		}
 
@@ -76,11 +76,7 @@ module.exports = (() => {
 	}
 
 	function calculateForFund(instrument, basis, quantity) {
-		if (basis === null) {
-			return null;
-		}
-
-		if (quantity === Decimal.ZERO || quantity === 0) {
+		if (basis === null || quantity === null || quantity.getIsZero()) {
 			return null;
 		}
 
@@ -88,11 +84,7 @@ module.exports = (() => {
 	}
 
 	function calculateForFuture(instrument, basis, quantity) {
-		if (basis === null) {
-			return null;
-		}
-
-		if (quantity === Decimal.ZERO || quantity === 0) {
+		if (basis === null || quantity === null || quantity.getIsZero()) {
 			return null;
 		}
 
@@ -103,11 +95,7 @@ module.exports = (() => {
 	}
 
 	function calculateForFutureOption(instrument, basis, quantity) {
-		if (basis === null) {
-			return null;
-		}
-
-		if (quantity === Decimal.ZERO || quantity === 0) {
+		if (basis === null || quantity === null || quantity.getIsZero()) {
 			return null;
 		}
 
@@ -118,11 +106,7 @@ module.exports = (() => {
 	}
 
 	function calculateForOther(instrument, basis, quantity) {
-		if (basis === null) {
-			return null;
-		}
-
-		if (quantity === Decimal.ZERO || quantity === 0) {
+		if (basis === null || quantity === null || quantity.getIsZero()) {
 			return null;
 		}
 

package/lib/formatters/PositionSummaryFormatter.js

@@ -10,7 +10,7 @@ module.exports = (() => {
 	 *
 	 * @public
 	 */
-	class PositionSummaryFormatter{
+	class PositionSummaryFormatter {
 		/**
 		 * The formatter
 		 *

package/lib/formatters/TransactionFormatter.js

@@ -6,6 +6,8 @@ const assert = require('@barchart/common-js/lang/assert'),
 	is = require('@barchart/common-js/lang/is'),
 	formatter = require('@barchart/common-js/lang/formatter');
 
+formatter.numberToFraction = require('@barchart/marketdata-api-js/lib/utilities/format/fraction');
+
 const InstrumentType = require('./../data/InstrumentType'),
 	TransactionType = require('./../data/TransactionType');
 
@@ -32,12 +34,14 @@ module.exports = (() => {
 		 * @param {Object[]} transactions
 		 * @param {Object[]} positions
 		 * @param {Boolean=} descending
+		 * @param {Boolean=} fractions
 		 * @returns {Array}
 		 */
-		static format(transactions, positions, descending) {
+		static format(transactions, positions, descending, fractions) {
 			assert.argumentIsArray(transactions, 'transactions');
 			assert.argumentIsArray(positions, 'positions');
 			assert.argumentIsOptional(descending, 'descending', Boolean);
+			assert.argumentIsOptional(fractions, 'fractions', Boolean);
 
 			const instruments = positions.reduce((map, p) => {
 				const instrument = Object.assign({ }, p.instrument || { });
@@ -52,7 +56,7 @@ module.exports = (() => {
 
 				if (instruments.hasOwnProperty(position)) {
 					let instrument = instruments[position];
-					let formatted = { instrument, raw: {} };
+					let formatted = { instrument, raw: { } };
 
 					const formatterFunctions = formatters.get(transaction.type);
 
@@ -60,13 +64,21 @@ module.exports = (() => {
 						formatterFunction(transaction, formatted);
 					});
 
+					const code = instrument.code;
+
 					Object.keys(formatted).forEach((key) => {
 						const value = formatted[key];
 
 						if (value instanceof Decimal) {
-							const precision = instrument.currency.precision;
+							if (fractions && code && code.supportsFractions && (instrument.type === InstrumentType.FUTURE || instrument.type === InstrumentType.FUTURE_OPTION) && keys.fractions.some(k => k === key)) {
+								const rounded = code.roundToNearestTick(value.toFloat(), instrument.future ? instrument.future.tick : instrument.option.tick, true);
+
+								formatted[key] = formatter.numberToFraction(rounded, code.fractionFactor, code.fractionDigits, '-', true);
+							} else {
+								const precision = instrument.currency.precision;
 
-							formatted[key] = formatter.numberToString(value.toFloat(), precision, ',');
+								formatted[key] = formatter.numberToString(value.toFloat(), precision, ',');
+							}
 						}
 					});
 
@@ -122,6 +134,10 @@ module.exports = (() => {
 		}
 	}
 
+	const keys = { };
+
+	keys.fractions = [ 'average', 'price' ];
+
 	const basicFormatter = (t, f) => {
 		f.date = t.date;
 		f.type = t.type.display;
@@ -147,6 +163,7 @@ module.exports = (() => {
 		}
 
 		f.average = average;
+		f.raw.average = getRawForDecimal(average);
 	};
 
 	const buySellFormatter = (t, f) => {

package/lib/processing/PositionGroup.js

@@ -9,6 +9,8 @@ const array = require('@barchart/common-js/lang/array'),
 	is = require('@barchart/common-js/lang/is'),
 	Rate = require('@barchart/common-js/lang/Rate');
 
+const fractionFormatter = require('@barchart/marketdata-api-js/lib/utilities/format/fraction');
+
 const InstrumentType = require('./../data/InstrumentType');
 
 const PositionLevelDefinition = require('./definitions/PositionLevelDefinition'),
@@ -24,9 +26,9 @@ module.exports = (() => {
 	 * all the positions and performs currency translation, as necessary.
 	 *
 	 * @public
-	 * @param {PositionContainer} container
 	 * @param {PositionLevelDefinition} definition
 	 * @param {PositionItem[]} items
+	 * @param {Rate[]} rates
 	 * @param {Currency} currency
 	 * @param {String} key
 	 * @param {String} description
@@ -78,6 +80,7 @@ module.exports = (() => {
 			this._dataFormat.quantity = null;
 			this._dataFormat.quantityPrevious = null;
 			this._dataFormat.basisPrice = null;
+			this._dataFormat.unrealizedPrice = null;
 
 			this._dataActual.key = this._key;
 			this._dataActual.description = this._description;
@@ -85,6 +88,7 @@ module.exports = (() => {
 			this._dataActual.quantity = null;
 			this._dataActual.quantityPrevious = null;
 			this._dataActual.basisPrice = null;
+			this._dataActual.unrealizedPrice = null;
 
 			if (this._single && items.length === 1) {
 				const item = items[0];
@@ -218,10 +222,10 @@ module.exports = (() => {
 		}
 
 		/**
-		 * The {@link LevelDefinition} which was used to generate this group.
+		 * The {@link PositionLevelDefinition} which was used to generate this group.
 		 *
 		 * @public
-		 * @returns {LevelDefinition}
+		 * @returns {PositionLevelDefinition}
 		 */
 		get definition() {
 			return this._definition;
@@ -516,10 +520,12 @@ module.exports = (() => {
 	function bindItem(item) {
 		const quoteBinding = item.registerQuoteChangeHandler((quote, sender) => {
 			if (this._single) {
-				const precision = sender.position.instrument.currency.precision;
+				const instrument = sender.position.instrument;
+				const currency = instrument.currency;
+				const precision = currency.precision;
 
 				this._dataActual.currentPrice = quote.lastPrice;
-				this._dataFormat.currentPrice = formatNumber(this._dataActual.currentPrice, precision);
+				this._dataFormat.currentPrice = formatFraction(this._dataActual.currentPrice, currency, instrument);
 
 				this._dataActual.quoteLast = quote.previousPrice;
 				this._dataActual.quoteOpen = quote.openPrice;
@@ -534,7 +540,8 @@ module.exports = (() => {
 				this._dataFormat.quoteOpen = formatNumber(this._dataActual.quoteOpen, precision);
 				this._dataFormat.quoteHigh = formatNumber(this._dataActual.quoteHigh, precision);
 				this._dataFormat.quoteLow = formatNumber(this._dataActual.quoteLow, precision);
-				this._dataFormat.quoteChange = formatNumber(this._dataActual.quoteChange, precision);
+				this._dataFormat.quoteChange = formatFraction(this._dataActual.quoteChange, currency, instrument);
+
 				this._dataFormat.quoteChangePercent = formatPercent(new Decimal(this._dataActual.quoteChangePercent || 0), 2);
 				this._dataFormat.quoteTime = this._dataActual.quoteTime;
 				this._dataFormat.quoteVolume = formatNumber(this._dataActual.quoteVolume, 0);
@@ -660,6 +667,27 @@ module.exports = (() => {
 		}));
 	}
 
+	function formatFraction(value, currency, instrument) {
+		let decimal = value instanceof Decimal;
+
+		if (instrument && value !== null) {
+			const type = instrument.type;
+			const code = instrument.code;
+
+			if (code && code.supportsFractions && (type === InstrumentType.FUTURE || type === InstrumentType.FUTURE_OPTION)) {
+				const rounded = code.roundToNearestTick(decimal ? value.toFloat() : value, instrument.future ? instrument.future.tick : instrument.option.tick, true);
+
+				return fractionFormatter(rounded, code.fractionFactor, code.fractionDigits, '-', true);
+			}
+		}
+
+		if (decimal) {
+			return formatDecimal(value, currency.precision);
+		} else {
+			return formatNumber(value, currency.precision);
+		}
+	}
+
 	function formatNumber(number, precision) {
 		if (is.number(number)) {
 			return formatter.numberToString(number, precision, ',', false);
@@ -825,6 +853,7 @@ module.exports = (() => {
 
 		if (group.single && groupItems.length === 1) {
 			const item = group._items[0];
+			const instrument = item.position.instrument;
 
 			actual.quantity = item.data.quantity;
 			actual.quantityPrevious = item.data.quantityPrevious;
@@ -833,8 +862,7 @@ module.exports = (() => {
 			format.quantityPrevious = formatDecimal(actual.quantityPrevious, 2);
 
 			actual.basisPrice = item.data.basisPrice;
-
-			format.basisPrice = formatCurrency(actual.basisPrice, currency);
+			format.basisPrice = formatFraction(actual.basisPrice, currency, instrument);
 
 			actual.periodPrice = item.data.periodPrice;
 			actual.periodPricePrevious = item.data.periodPricePrevious;
@@ -842,6 +870,9 @@ module.exports = (() => {
 			format.periodPrice = formatCurrency(actual.periodPrice, currency);
 			format.periodPricePrevious = formatCurrency(actual.periodPricePrevious, currency);
 
+			actual.unrealizedPrice = item.data.unrealizedPrice;
+			format.unrealizedPrice = formatFraction(actual.unrealizedPrice, currency, instrument);
+
 			format.invalid = definition.type === PositionLevelType.POSITION && item.invalid;
 			format.locked = definition.type === PositionLevelType.POSITION && item.data.locked;
 			format.calculating = definition.type === PositionLevelType.POSITION && item.data.calculating;
@@ -996,6 +1027,11 @@ module.exports = (() => {
 
 		actual.periodPercent = calculateGainPercent(actual.summaryTotalCurrent, actual.periodDivisorCurrent);
 		format.periodPercent = formatPercent(actual.periodPercent, 2);
+
+		if (group.single && item) {
+			actual.unrealizedPrice = item.data.unrealizedPrice;
+			format.unrealizedPrice = formatFraction(actual.unrealizedPrice, currency, item.position.instrument);
+		}
 	}
 
 	function calculateMarketPercent(group, rates, parentGroup, portfolioGroup) {

package/lib/processing/PositionItem.js

@@ -8,7 +8,8 @@ const assert = require('@barchart/common-js/lang/assert'),
 const InstrumentType = require('./../data/InstrumentType'),
 	PositionDirection = require('./../data/PositionDirection');
 
-const ValuationCalculator = require('./../calculators/ValuationCalculator');
+const AveragePriceCalculator = require('./../calculators/AveragePriceCalculator'),
+	ValuationCalculator = require('./../calculators/ValuationCalculator');
 
 module.exports = (() => {
 	'use strict';
@@ -73,7 +74,9 @@ module.exports = (() => {
 
 			this._data.realized = null;
 			this._data.income = null;
+
 			this._data.basisPrice = null;
+			this._data.unrealizedPrice = null;
 
 			this._data.periodIncome = null;
 			this._data.periodRealized = null;
@@ -478,16 +481,8 @@ module.exports = (() => {
 		data.periodDivisorPrevious = calculatePeriodDivisor(position.instrument.type, data.initiate, previousSummary1, previousSummary2);
 		data.periodDivisorPrevious2 = calculatePeriodDivisor(position.instrument.type, data.initiate, previousSummary2, previousSummary3);
 
-		if (snapshot.open.getIsZero()) {
-			data.basisPrice = Decimal.ZERO;
-		} else if (position.instrument.type === InstrumentType.FUTURE) {
-			const minimumTick = position.instrument.future.tick;
-			const minimumTickValue = position.instrument.future.value;
-
-			data.basisPrice = basis.divide(snapshot.open).divide(minimumTickValue).multiply(minimumTick);
-		} else {
-			data.basisPrice = basis.divide(snapshot.open);
-		}
+		data.basisPrice = AveragePriceCalculator.calculate(position.instrument, data.basis, snapshot.open) || Decimal.ZERO;
+		data.basisPrice = data.basisPrice.opposite();
 
 		if (currentSummary && !currentSummary.end.open.getIsZero()) {
 			data.periodPrice = currentSummary.end.value.divide(currentSummary.end.open);
@@ -617,6 +612,12 @@ module.exports = (() => {
 
 				data.periodUnrealized = periodUnrealized;
 				data.periodUnrealizedChange = periodUnrealizedChange;
+
+				if (snapshot.open.getIsZero()) {
+					data.unrealizedPrice = null;
+				} else {
+					data.unrealizedPrice = data.basisPrice.opposite().add(priceToUse);
+				}
 			} else {
 				data.unrealizedChange = Decimal.ZERO;
 				data.periodUnrealizedChange = Decimal.ZERO;

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@barchart/portfolio-api-common",
-  "version": "1.23.0",
+  "version": "1.25.0",
   "description": "Common JavaScript code used by Barchart's Portfolio Service",
   "author": {
     "name": "Bryan Ingle",
@@ -16,7 +16,7 @@
   },
   "dependencies": {
     "@barchart/common-js": "^4.27.0",
-    "@barchart/marketdata-api-js": "^6.2.0",
+    "@barchart/marketdata-api-js": "^6.2.1",
     "uuid": "^8.3.2"
   },
   "devDependencies": {