@barchart/portfolio-api-common 2.2.1 → 4.0.0

package/lib/formatters/TransactionFormatter.js

@@ -150,6 +150,12 @@ module.exports = (() => {
 		f.raw.open = getRawForDecimal(f.open);
 	};
 
+	const gainFormatter = (t, f) => {
+		f.gain = t.gain;
+
+		f.raw.gain = getRawForDecimal(f.gain);
+	};
+
 	const averageCostFormatter = (t, f) => {
 		const basis = t.snapshot.basis;
 		const open = t.snapshot.open;
@@ -495,8 +501,8 @@ module.exports = (() => {
 	const formatters = new Map();
 
 	formatters.set(TransactionType.BUY, [ basicFormatter, buySellFormatter, averageCostFormatter ]);
-	formatters.set(TransactionType.SELL, [ basicFormatter, buySellFormatter, averageCostFormatter ]);
-	formatters.set(TransactionType.BUY_SHORT, [ basicFormatter, buySellFormatter, averageCostFormatter ]);
+	formatters.set(TransactionType.SELL, [ basicFormatter, buySellFormatter, averageCostFormatter, gainFormatter ]);
+	formatters.set(TransactionType.BUY_SHORT, [ basicFormatter, buySellFormatter, averageCostFormatter, gainFormatter ]);
 	formatters.set(TransactionType.SELL_SHORT, [ basicFormatter, buySellFormatter, averageCostFormatter ]);
 	formatters.set(TransactionType.DIVIDEND, [ basicFormatter, dividendFormatter, averageCostFormatter ]);
 	formatters.set(TransactionType.DIVIDEND_STOCK, [ basicFormatter, dividendStockFormatter, averageCostFormatter ]);

package/lib/processing/PositionContainer.js

@@ -40,6 +40,10 @@ module.exports = (() => {
 		Currency.USD
 	];
 
+	const STATIC_RATES = [
+		Rate.fromPair(0.01, '^GBXGBP')
+	];
+
 	/**
 	 * A container for positions which groups the positions into one or more
 	 * trees for aggregation and display purposes. For example, positions could be
@@ -168,21 +172,15 @@ module.exports = (() => {
 
 					return symbols;
 				}, [ ]);
-
-				this._forexSymbols.push('^GBXGBP');
 			}
 
-			this._currencyTranslator = new CurrencyTranslator(this._forexSymbols);
+			this._currencyTranslator = new CurrencyTranslator(this._forexSymbols.concat(STATIC_RATES.map(r => r.getSymbol())));
 
 			const forexQuotes = this._forexSymbols.map((symbol) => {
-				if (symbol === '^GBXGBP') {
-					return Rate.fromPair(0.01, '^GBXGBP');
-				}
-
 				return Rate.fromPair(Decimal.ONE, symbol);
 			});
 
-			this._currencyTranslator.setRates(forexQuotes);
+			this._currencyTranslator.setRates(forexQuotes.concat(STATIC_RATES));
 
 			this._nodes = { };
 

package/lib/processing/PositionGroup.js

@@ -131,6 +131,7 @@ module.exports = (() => {
 			this._dataActual.basis = null;
 			this._dataActual.basis2 = null;
 			this._dataActual.realized = null;
+			this._dataActual.realizedToday = null;
 			this._dataActual.income = null;
 			this._dataActual.market = null;
 			this._dataActual.market2 = null;
@@ -138,6 +139,7 @@ module.exports = (() => {
 			this._dataActual.marketPercentPortfolio = null;
 			this._dataActual.unrealized = null;
 			this._dataActual.unrealizedToday = null;
+			this._dataActual.gainToday = null;
 			this._dataActual.total = null;
 			this._dataActual.summaryTotalCurrent = null;
 			this._dataActual.summaryTotalPrevious = null;
@@ -157,6 +159,7 @@ module.exports = (() => {
 			this._dataFormat.basis2 = null;
 			this._dataFormat.realized = null;
 			this._dataFormat.realizedPercent = null;
+			this._dataFormat.realizedToday = null;
 			this._dataFormat.income = null;
 			this._dataFormat.market = null;
 			this._dataFormat.market2 = null;
@@ -168,6 +171,8 @@ module.exports = (() => {
 			this._dataFormat.unrealizedNegative = false;
 			this._dataFormat.unrealizedToday = null;
 			this._dataFormat.unrealizedTodayNegative = false;
+			this._dataFormat.gainToday = null;
+			this._dataFormat.gainTodayNegative = false;
 			this._dataFormat.total = null;
 			this._dataFormat.totalNegative = false;
 			this._dataFormat.summaryTotalCurrent = null;
@@ -821,6 +826,7 @@ module.exports = (() => {
 
 			updates.realized = updates.realized.add(translate(item, item.data.realized));
 			updates.unrealized = updates.unrealized.add(translate(item, item.data.unrealized));
+			updates.realizedToday = updates.realizedToday.add(translate(item, item.data.realizedToday));
 			updates.income = updates.income.add(translate(item, item.data.income));
 			updates.summaryTotalCurrent = updates.summaryTotalCurrent.add(translate(item, item.data.periodGain));
 			updates.summaryTotalPrevious = updates.summaryTotalPrevious.add(translate(item, item.data.periodGainPrevious));
@@ -847,6 +853,7 @@ module.exports = (() => {
 			basis2: Decimal.ZERO,
 			realized: Decimal.ZERO,
 			unrealized: Decimal.ZERO,
+			realizedToday: Decimal.ZERO,
 			income: Decimal.ZERO,
 			summaryTotalCurrent: Decimal.ZERO,
 			summaryTotalPrevious: Decimal.ZERO,
@@ -867,6 +874,7 @@ module.exports = (() => {
 		actual.basis2 = updates.basis2;
 		actual.realized = updates.realized;
 		actual.unrealized = updates.unrealized;
+		actual.realizedToday = updates.realizedToday;
 		actual.income = updates.income;
 		actual.summaryTotalCurrent = updates.summaryTotalCurrent;
 		actual.summaryTotalPrevious = updates.summaryTotalPrevious;
@@ -886,6 +894,7 @@ module.exports = (() => {
 		format.basis2 = formatCurrency(actual.basis2, currency);
 		format.realized = formatCurrency(actual.realized, currency);
 		format.unrealized = formatCurrency(actual.unrealized, currency);
+		format.realizedToday = formatCurrency(actual.realizedToday, currency);
 		format.income = formatCurrency(actual.income, currency);
 		format.summaryTotalCurrent = formatCurrency(updates.summaryTotalCurrent, currency);
 		format.summaryTotalCurrentNegative = updates.summaryTotalCurrent.getIsNegative();
@@ -995,6 +1004,7 @@ module.exports = (() => {
 				updates.marketAbsolute = updates.marketAbsolute.add(translate(item, item.data.marketAbsolute));
 				updates.unrealized = updates.unrealized.add(translate(item, item.data.unrealized));
 				updates.unrealizedToday = updates.unrealizedToday.add(translate(item, item.data.unrealizedToday));
+				updates.gainToday = updates.gainToday.add(translate(item, item.data.unrealizedToday.add(item.data.realizedToday)));
 				updates.summaryTotalCurrent = updates.summaryTotalCurrent.add(translate(item, item.data.periodGain));
 				updates.periodUnrealized = updates.periodUnrealized.add(translate(item, item.data.periodUnrealized));
 
@@ -1006,6 +1016,7 @@ module.exports = (() => {
 				marketDirection: unchanged,
 				unrealized: Decimal.ZERO,
 				unrealizedToday: Decimal.ZERO,
+				gainToday: Decimal.ZERO,
 				summaryTotalCurrent: Decimal.ZERO,
 				periodUnrealized: Decimal.ZERO
 			});
@@ -1024,6 +1035,7 @@ module.exports = (() => {
 			updates.marketDirection = { up: item.data.marketChange.getIsPositive(), down: item.data.marketChange.getIsNegative() };
 			updates.unrealized = actual.unrealized.add(translate(item, item.data.unrealizedChange));
 			updates.unrealizedToday = actual.unrealizedToday.add(translate(item, item.data.unrealizedTodayChange));
+			updates.gainToday = actual.gainToday.add(translate(item, item.data.unrealizedTodayChange));
 			updates.summaryTotalCurrent = actual.summaryTotalCurrent.add(translate(item, item.data.periodGainChange));
 			updates.periodUnrealized = actual.periodUnrealized.add(translate(item, item.data.periodUnrealizedChange));
 		}
@@ -1033,6 +1045,7 @@ module.exports = (() => {
 		actual.marketAbsolute = updates.marketAbsolute;
 		actual.unrealized = updates.unrealized;
 		actual.unrealizedToday = updates.unrealizedToday;
+		actual.gainToday = updates.gainToday;
 		actual.summaryTotalCurrent = updates.summaryTotalCurrent;
 		actual.periodUnrealized = updates.periodUnrealized;
 
@@ -1071,6 +1084,9 @@ module.exports = (() => {
 		format.unrealizedToday = formatCurrency(actual.unrealizedToday, currency);
 		format.unrealizedTodayNegative = actual.unrealizedToday.getIsNegative();
 
+		format.gainToday = formatCurrency(actual.gainToday, currency);
+		format.gainTodayNegative = actual.gainToday.getIsNegative();
+
 		format.summaryTotalCurrent = formatCurrency(actual.summaryTotalCurrent, currency);
 		format.summaryTotalCurrentNegative = actual.summaryTotalCurrent.getIsNegative();
 

package/lib/processing/PositionItem.js

@@ -1,5 +1,6 @@
 const assert = require('@barchart/common-js/lang/assert'),
 	Currency = require('@barchart/common-js/lang/Currency'),
+	Day = require('@barchart/common-js/lang/Day'),
 	Decimal = require('@barchart/common-js/lang/Decimal'),
 	Disposable = require('@barchart/common-js/lang/Disposable'),
 	Event = require('@barchart/common-js/messaging/Event'),
@@ -43,6 +44,7 @@ module.exports = (() => {
 			this._previousSummaries = previousSummaries || [ ];
 
 			this._reporting = reporting;
+			this._referenceDate = referenceDate;
 
 			this._currentQuote = null;
 			this._previousQuote = null;
@@ -61,6 +63,8 @@ module.exports = (() => {
 			this._data.marketAbsolute = null;
 			this._data.marketAbsoluteChange = null;
 
+			this._data.realizedToday = null;
+
 			this._data.unrealizedToday = null;
 			this._data.unrealizedTodayChange = null;
 
@@ -118,8 +122,8 @@ module.exports = (() => {
 			this._portfolioChangedEvent = new Event(this);
 			this._positionItemDisposeEvent = new Event(this);
 
-			calculateStaticData(this);
-			calculatePriceData(this, null);
+			calculateStaticData(this, this._referenceDate);
+			calculatePriceData(this, null, null);
 		}
 
 		/**
@@ -255,7 +259,7 @@ module.exports = (() => {
 					this._data.previousPrice = quote.previousPrice;
 				}
 
-				calculatePriceData(this, quote.lastPrice);
+				calculatePriceData(this, quote.lastPrice, quote.lastDay instanceof Day && quote.lastDay.getIsEqual(this._referenceDate));
 
 				this._currentPricePrevious = this._currentPrice;
 				this._currentPrice = quote.lastPrice;
@@ -436,7 +440,7 @@ module.exports = (() => {
 		}
 	}
 
-	function calculateStaticData(item) {
+	function calculateStaticData(item, referenceDate) {
 		const position = item.position;
 
 		const currentSummary = item.currentSummary;
@@ -467,6 +471,12 @@ module.exports = (() => {
 		data.realized = snapshot.gain;
 		data.unrealized = Decimal.ZERO;
 
+		if (position.latest && position.latest.date && position.latest.date.getIsEqual(referenceDate) && position.latest.gain) {
+			data.realizedToday = position.latest.gain;
+		} else {
+			data.realizedToday = Decimal.ZERO;
+		}
+
 		data.income = snapshot.income;
 
 		data.marketPrevious = previousSummary1 === null ? Decimal.ZERO : previousSummary1.end.value;
@@ -503,7 +513,7 @@ module.exports = (() => {
 		data.totalDivisor = calculateTotalDivisor(position.instrument.type, data.initiate, position);
 	}
 
-	function calculatePriceData(item, price) {
+	function calculatePriceData(item, price, today) {
 		const position = item.position;
 		const snapshot = getSnapshot(position, item.currentSummary, item._reporting);
 
@@ -512,7 +522,7 @@ module.exports = (() => {
 		// 2023/11/28, BRI. Futures contracts do not have their value set to zero
 		// after expiration. At expiration, the contract would have been closed
 		// (but the price would not have been zero). On the other hand, option
-		// contracts can expire worthless and we attempt to represent that here.
+		// contracts can expire worthless, and we attempt to represent that here.
 
 		const worthless = data.expired && (position.instrument.type === InstrumentType.EQUITY_OPTION || position.instrument.type === InstrumentType.FUTURE_OPTION);
 
@@ -560,7 +570,13 @@ module.exports = (() => {
 		let unrealizedToday;
 		let unrealizedTodayChange;
 
-		if (data.previousPrice && price) {
+		// 2025/07/20, BRI. The unrealized gain should only be calculated if the position
+		// has quoted today. That means the position item is date-aware at this point. In
+		// words, the phrase "today" is literal. It does not mean the gain on the last known
+		// price change (e.g. friday, last week, sometime in the past when the instrument
+		// was delisted, etc).
+
+		if (today && data.previousPrice && price) {
 			const unrealizedTodayBase = ValuationCalculator.calculate(position.instrument, data.previousPrice, snapshot.open);
 
 			unrealizedToday = market.subtract(unrealizedTodayBase);

package/lib/serialization/PositionSchema.js

@@ -121,6 +121,8 @@ module.exports = (() => {
 		.withField('snapshot.income', DataType.DECIMAL)
 		.withField('snapshot.value', DataType.DECIMAL)
 		.withField('snapshot.initial', DataType.forEnum(PositionDirection, 'PositionDirection'), true)
+		.withField('latest.date', DataType.DAY)
+		.withField('latest.gain', DataType.DECIMAL)
 		.withField('legacy.system', DataType.STRING, true)
 		.withField('legacy.user', DataType.STRING, true)
 		.withField('legacy.portfolio', DataType.STRING, true)
@@ -168,6 +170,8 @@ module.exports = (() => {
 		.withField('snapshot.income', DataType.DECIMAL)
 		.withField('snapshot.value', DataType.DECIMAL)
 		.withField('snapshot.initial', DataType.forEnum(PositionDirection, 'PositionDirection'), true)
+		.withField('latest.date', DataType.DAY)
+		.withField('latest.gain', DataType.DECIMAL)
 		.withField('system.calculate.processors', DataType.NUMBER, true)
 		.withField('system.locked', DataType.BOOLEAN, true)
 		.withField('previous', DataType.NUMBER, true)

package/lib/serialization/TransactionSchema.js

@@ -137,6 +137,7 @@ module.exports = (() => {
 		.withField('amount', DataType.DECIMAL)
 		.withField('quantity', DataType.DECIMAL)
 		.withField('fee', DataType.DECIMAL, true)
+		.withField('gain', DataType.DECIMAL)
 		.withField('reference.position', DataType.STRING, true)
 		.withField('reference.transaction', DataType.STRING, true)
 		.withField('snapshot.open', DataType.DECIMAL)
@@ -187,6 +188,7 @@ module.exports = (() => {
 		.withField('amount', DataType.DECIMAL)
 		.withField('quantity', DataType.DECIMAL)
 		.withField('fee', DataType.DECIMAL, true)
+		.withField('gain', DataType.DECIMAL)
 		.withField('reference.position', DataType.STRING, true)
 		.withField('reference.transaction', DataType.NUMBER, true)
 		.withField('snapshot.open', DataType.DECIMAL)

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@barchart/portfolio-api-common",
-  "version": "2.2.1",
+  "version": "4.0.0",
   "description": "Common JavaScript code used by Barchart's Portfolio Service",
   "author": {
     "name": "Bryan Ingle",