@barchart/portfolio-api-common 6.2.0 → 7.0.0

package/lib/data/TransactionValidator.js

@@ -108,50 +108,90 @@ module.exports = (() => {
 			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));
 		}
 
-		static getSwitchIndex(transactions, position) {
-			assert.argumentIsArray(transactions, 'transactions');
-			assert.argumentIsOptional(position, 'position');
-
-			let open;
-
-			if (position) {
-				open = position.snapshot.open;
-			} else {
-				open = Decimal.ZERO;
-			}
-
-			let initial;
-
-			if (open.getIsZero()) {
-				initial = null;
-			} else {
-				initial = PositionDirection.for(open);
-			}
-
-			return transactions.findIndex((t) => {
-				let quantity = t.quantity.absolute();
-
-				if (t.type.sale) {
-					quantity = quantity.opposite();
-				}
-
-				open = open.add(quantity);
-
-				const current = PositionDirection.for(open);
-
-				if (initial !== null && initial !== current && current !== PositionDirection.EVEN) {
-					return true;
-				}
-
-				if (initial === null && !open.getIsZero()) {
-					initial = current;
-				}
-
-				return false;
-			});
-		}
-
-		/**
+        /**
+         * Given an array of transactions, returns the index of the first transaction that would cause an invalid direction switch.
+         *
+         * @public
+         * @static
+         * @param {Object[]} transactions
+         * @param {InstrumentType} instrumentType
+         * @param {Object=} position
+         * @return {Number}
+         */
+        static getSwitchIndex(transactions, instrumentType, position) {
+            assert.argumentIsArray(transactions, 'transactions');
+            assert.argumentIsRequired(instrumentType, 'instrumentType', InstrumentType, 'InstrumentType');
+            assert.argumentIsOptional(position, 'position');
+
+            let open = position ? position.snapshot.open : Decimal.ZERO;
+            let currentDirection = open.getIsZero() ? null : PositionDirection.for(open);
+
+            return transactions.findIndex((t) => {
+                let quantity = t.quantity.absolute();
+
+                if (t.type.sale) {
+                    quantity = quantity.opposite();
+                }
+
+                const nextOpen = open.add(quantity);
+                const nextDirection = nextOpen.getIsZero() ? PositionDirection.EVEN : PositionDirection.for(nextOpen);
+
+                const isValidSwitch = TransactionValidator.validateDirectionSwitch(instrumentType, currentDirection, nextDirection);
+
+                if (!isValidSwitch) {
+                    return true;
+                }
+
+                open = nextOpen;
+                currentDirection = nextDirection;
+
+                return false;
+            });
+        }
+
+        /**
+         * Given an array of transactions, returns the index of the first transaction that would violate position rules.
+         *
+         * @public
+         * @static
+         * @param {Object[]} transactions
+         * @param {InstrumentType} instrumentType
+         * @param {Object=} position
+         * @return {Number}
+         */
+        static getPositionViolationIndex(transactions, instrumentType, position) {
+            assert.argumentIsArray(transactions, 'transactions');
+            assert.argumentIsRequired(instrumentType, 'instrumentType', InstrumentType, 'InstrumentType');
+            assert.argumentIsOptional(position, 'position');
+
+            let open = position ? position.snapshot.open : Decimal.ZERO;
+            let currentDirection = open.getIsZero() ? PositionDirection.EVEN : PositionDirection.for(open);
+
+            return transactions.findIndex((t) => {
+                const quantity = t.quantity.absolute();
+                const type = t.type;
+
+                const validTypes = TransactionValidator.getTransactionTypesFor(instrumentType, true, currentDirection);
+
+                const isValidType = validTypes.includes(type);
+
+                if (!isValidType) {
+                    return true;
+                }
+
+                const delta = type.sale ? quantity.opposite() : quantity;
+
+                const nextOpen = open.add(delta);
+                const nextDirection = nextOpen.getIsZero() ? PositionDirection.EVEN : PositionDirection.for(nextOpen);
+
+                open = nextOpen;
+                currentDirection = nextDirection;
+
+                return false;
+            });
+        }
+
+        /**
 		 * Given an instrument type, returns all valid transaction types.
 		 *
 		 * @static

package/lib/serialization/PortfolioSchema.js

@@ -110,6 +110,7 @@ module.exports = (() => {
 		.withField('legacy.drops', DataType.NUMBER, true)
 		.withField('miscellany', DataType.AD_HOC, true)
 		.withField('email', DataType.AD_HOC, true)
+        .withField('linked', DataType.BOOLEAN)
 		.withField('system.calculate.processors', DataType.NUMBER, true)
 		.withField('system.sequence', DataType.NUMBER)
 		.withField('system.version', DataType.STRING)
@@ -135,6 +136,7 @@ module.exports = (() => {
 		.withField('legacy.drops', DataType.NUMBER, true)
 		.withField('miscellany', DataType.AD_HOC, true)
 		.withField('email', DataType.AD_HOC, true)
+        .withField('linked', DataType.BOOLEAN)
 		.withField('system.calculate.processors', DataType.NUMBER, true)
 		.schema
 	);
@@ -155,7 +157,8 @@ module.exports = (() => {
 		.withField('defaults.valuation', DataType.forEnum(ValuationType, 'ValuationType'), true)
 		.withField('miscellany', DataType.AD_HOC, true)
 		.withField('email', DataType.AD_HOC, true)
-		.schema
+        .withField('linked', DataType.BOOLEAN)
+        .schema
 	);
 
 	const update = new PortfolioSchema(SchemaBuilder.withName('update')
@@ -167,7 +170,7 @@ module.exports = (() => {
 		.withField('defaults.reinvest', DataType.BOOLEAN, true)
 		.withField('miscellany', DataType.AD_HOC, true)
 		.withField('email', DataType.AD_HOC, true)
-		.schema
+        .schema
 	);
 
 	return PortfolioSchema;

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@barchart/portfolio-api-common",
-  "version": "6.2.0",
+  "version": "7.0.0",
   "description": "Common JavaScript code used by Barchart's Portfolio Service",
   "author": {
     "name": "Bryan Ingle",