@barchart/portfolio-api-common 1.29.2 → 1.30.0

package/lib/processing/PositionGroup.js

@@ -689,6 +689,28 @@ module.exports = (() => {
 		}
 	}
 
+	function formatFractionAndTranslate(value, currency, instrument) {
+		let translatedCurrency;
+		let translatedValue;
+
+		if (currency === Currency.GBX) {
+			translatedCurrency = Currency.GBP;
+
+			if (value instanceof Decimal) {
+				translatedValue = Rate.convert(value, Currency.GBX, Currency.GBP);
+			} else if (is.number(value)) {
+				translatedValue = Rate.convert(new Decimal(value), Currency.GBX, Currency.GBP).toFloat();
+			} else {
+				translatedValue = value;
+			}
+		} else {
+			translatedCurrency = currency;
+			translatedValue = value;
+		}
+
+		return formatFraction(translatedValue, translatedCurrency, instrument);
+	}
+
 	function formatNumber(number, precision) {
 		if (is.number(number)) {
 			return formatter.numberToString(number, precision, ',', false);
@@ -722,7 +744,15 @@ module.exports = (() => {
 	}
 
 	function formatCurrency(decimal, currency) {
-		return formatDecimal(decimal, currency.precision);
+		let formatted;
+
+		if (decimal === null || currency !== Currency.GBX) {
+			formatted = formatDecimal(decimal, currency.precision);
+		} else {
+			formatted = formatDecimal(Rate.convert(decimal, Currency.GBX, Currency.GBP), Currency.GBP.precision);
+		}
+
+		return formatted;
 	}
 
 	function calculateStaticData(group, rates, definition) {
@@ -775,7 +805,7 @@ module.exports = (() => {
 				updates.cashTotal = updates.cashTotal.add(translate(item, item.data.market));
 			}
 
-			updates.totalDivisor = updates.periodDivisorCurrent.add(translate(item, item.data.totalDivisor));
+			updates.totalDivisor = updates.totalDivisor.add(translate(item, item.data.totalDivisor));
 			updates.periodDivisorCurrent = updates.periodDivisorCurrent.add(translate(item, item.data.periodDivisor));
 			updates.periodDivisorPrevious = updates.periodDivisorPrevious.add(translate(item, item.data.periodDivisorPrevious));
 			updates.periodDivisorPrevious2 = updates.periodDivisorPrevious2.add(translate(item, item.data.periodDivisorPrevious2));
@@ -863,7 +893,7 @@ module.exports = (() => {
 			format.quantityPrevious = formatDecimal(actual.quantityPrevious, 2);
 
 			actual.basisPrice = item.data.basisPrice;
-			format.basisPrice = formatFraction(actual.basisPrice, currency, instrument);
+			format.basisPrice = formatFractionAndTranslate(actual.basisPrice, currency, instrument);
 
 			actual.periodPrice = item.data.periodPrice;
 			actual.periodPricePrevious = item.data.periodPricePrevious;
@@ -872,7 +902,7 @@ module.exports = (() => {
 			format.periodPricePrevious = formatCurrency(actual.periodPricePrevious, currency);
 
 			actual.unrealizedPrice = item.data.unrealizedPrice;
-			format.unrealizedPrice = formatFraction(actual.unrealizedPrice, currency, instrument);
+			format.unrealizedPrice = formatFractionAndTranslate(actual.unrealizedPrice, currency, instrument);
 
 			format.invalid = definition.type === PositionLevelType.POSITION && item.invalid;
 			format.locked = definition.type === PositionLevelType.POSITION && item.data.locked;
@@ -1032,7 +1062,7 @@ module.exports = (() => {
 
 		if (group.single && item) {
 			actual.unrealizedPrice = item.data.unrealizedPrice;
-			format.unrealizedPrice = formatFraction(actual.unrealizedPrice, currency, item.position.instrument);
+			format.unrealizedPrice = formatFractionAndTranslate(actual.unrealizedPrice, currency, item.position.instrument);
 		}
 	}
 

package/lib/processing/PositionItem.js

@@ -447,7 +447,7 @@ module.exports = (() => {
 
 		const data = item._data;
 
-		data.initiate = guessInitiateDirection(item.previousSummaries, item.currentSummary);
+		data.initiate = guessInitialDirection(position, item.previousSummaries, item.currentSummary);
 
 		data.quantity = snapshot.open;
 		data.previousPrice = position.previous || null;
@@ -498,7 +498,7 @@ module.exports = (() => {
 			data.periodPricePrevious = null;
 		}
 
-		data.totalDivisor = calculateTotalDivisor(position.instrument.type, data.initiate, currentSummary, position);
+		data.totalDivisor = calculateTotalDivisor(position.instrument.type, data.initiate, position);
 	}
 
 	function calculatePriceData(item, price) {
@@ -650,7 +650,11 @@ module.exports = (() => {
 		}
 	}
 
-	function guessInitiateDirection(previousSummaries, currentSummary) {
+	function guessInitialDirection(position, previousSummaries, currentSummary) {
+		if (position.snapshot.initial) {
+			return position.snapshot.initial;
+		}
+
 		const summaries = previousSummaries.concat(currentSummary);
 
 		const direction = summaries.reduce((accumulator, summary) => {
@@ -740,24 +744,22 @@ module.exports = (() => {
 		return returnRef;
 	}
 
-	function calculateTotalDivisor(type, direction, finalSummary, position) {
-		let returnRef;
+	function calculateTotalDivisor(type, direction, position) {
+		if (type === InstrumentType.CASH) {
+			return Decimal.ZERO;
+		}
 
-		// 2019-06-05, BRI. We should be reading from the summary -- in case we are
-		// running for a previous period. However, the summary does not have buy and
-		// sell totals for the entire history. Could be added.
+		let divisor;
 
-		if (finalSummary && type !== InstrumentType.CASH) {
-			if (direction === PositionDirection.SHORT) {
-				returnRef = position.snapshot.sells;
-			} else {
-				returnRef = position.snapshot.buys.opposite();
-			}
+		if (direction === PositionDirection.SHORT) {
+			divisor = position.snapshot.sells;
+		} else if (direction === PositionDirection.LONG) {
+			divisor = position.snapshot.buys.opposite();
 		} else {
-			returnRef = Decimal.ZERO;
+			divisor = Decimal.ZERO;
 		}
 
-		return returnRef;
+		return divisor;
 	}
 
 	function getPreviousSummary(previousSummaries, count) {

package/lib/serialization/PortfolioSchema.js

@@ -1,7 +1,6 @@
 const Currency = require('@barchart/common-js/lang/Currency'),
 	DataType = require('@barchart/common-js/serialization/json/DataType'),
 	Enum = require('@barchart/common-js/lang/Enum'),
-	Schema = require('@barchart/common-js/serialization/json/Schema'),
 	SchemaBuilder = require('@barchart/common-js/serialization/json/builders/SchemaBuilder'),
 	Timezones = require('@barchart/common-js/lang/Timezones');
 

package/lib/serialization/PositionSchema.js

@@ -1,7 +1,6 @@
 const Currency = require('@barchart/common-js/lang/Currency'),
 	DataType = require('@barchart/common-js/serialization/json/DataType'),
 	Enum = require('@barchart/common-js/lang/Enum'),
-	Schema = require('@barchart/common-js/serialization/json/Schema'),
 	SchemaBuilder = require('@barchart/common-js/serialization/json/builders/SchemaBuilder');
 
 const UnitCode = require('@barchart/marketdata-api-js/lib/utilities/data/UnitCode');
@@ -121,6 +120,7 @@ module.exports = (() => {
 		.withField('snapshot.basis', DataType.DECIMAL)
 		.withField('snapshot.income', DataType.DECIMAL)
 		.withField('snapshot.value', DataType.DECIMAL)
+		.withField('snapshot.initial', DataType.forEnum(PositionDirection, 'PositionDirection'), true)
 		.withField('legacy.system', DataType.STRING, true)
 		.withField('legacy.user', DataType.STRING, true)
 		.withField('legacy.portfolio', DataType.STRING, true)
@@ -167,6 +167,7 @@ module.exports = (() => {
 		.withField('snapshot.basis', DataType.DECIMAL)
 		.withField('snapshot.income', DataType.DECIMAL)
 		.withField('snapshot.value', DataType.DECIMAL)
+		.withField('snapshot.initial', DataType.forEnum(PositionDirection, 'PositionDirection'), true)
 		.withField('system.calculate.processors', DataType.NUMBER, true)
 		.withField('system.locked', DataType.BOOLEAN, true)
 		.withField('previous', DataType.NUMBER, true)

package/lib/serialization/PositionSummarySchema.js

@@ -1,6 +1,5 @@
 const DataType = require('@barchart/common-js/serialization/json/DataType'),
 	Enum = require('@barchart/common-js/lang/Enum'),
-	Schema = require('@barchart/common-js/serialization/json/Schema'),
 	SchemaBuilder = require('@barchart/common-js/serialization/json/builders/SchemaBuilder');
 
 const PositionDirection = require('./../data/PositionDirection'),

package/lib/serialization/TransactionSchema.js

@@ -2,7 +2,6 @@ const is = require('@barchart/common-js/lang/is'),
 	Currency = require('@barchart/common-js/lang/Currency'),
 	DataType = require('@barchart/common-js/serialization/json/DataType'),
 	Enum = require('@barchart/common-js/lang/Enum'),
-	Schema = require('@barchart/common-js/serialization/json/Schema'),
 	SchemaBuilder = require('@barchart/common-js/serialization/json/builders/SchemaBuilder');
 
 const InstrumentType = require('./../data/InstrumentType'),

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@barchart/portfolio-api-common",
-  "version": "1.29.2",
+  "version": "1.30.0",
   "description": "Common JavaScript code used by Barchart's Portfolio Service",
   "author": {
     "name": "Bryan Ingle",