@barchart/portfolio-api-common 6.3.0 → 6.4.0

package/lib/data/TransactionValidator.js

@@ -115,7 +115,7 @@ module.exports = (() => {
          * @static
          * @param {Object[]} transactions
          * @param {InstrumentType} instrumentType
-         * @param {Object} position
+         * @param {Object=} position
          * @return {Number}
          */
         static getSwitchIndex(transactions, instrumentType, position) {
@@ -156,7 +156,7 @@ module.exports = (() => {
          * @static
          * @param {Object[]} transactions
          * @param {InstrumentType} instrumentType
-         * @param {Object} position
+         * @param {Object=} position
          * @return {Number}
          */
         static getPositionViolationIndex(transactions, instrumentType, position) {
@@ -351,6 +351,7 @@ module.exports = (() => {
 	associateTypes(InstrumentType.FUND, TransactionType.DISTRIBUTION_CASH, false);
 	associateTypes(InstrumentType.FUND, TransactionType.DISTRIBUTION_REINVEST, false);
 	associateTypes(InstrumentType.FUND, TransactionType.DISTRIBUTION_FUND, false);
+	associateTypes(InstrumentType.FUND, TransactionType.SPLIT, false);
 	associateTypes(InstrumentType.FUND, TransactionType.DELIST, false);
 	associateTypes(InstrumentType.FUND, TransactionType.MERGER_OPEN, false);
 	associateTypes(InstrumentType.FUND, TransactionType.MERGER_CLOSE, false);

package/lib/processing/PositionGroup.js

@@ -54,6 +54,8 @@ module.exports = (() => {
 			this._description = description;
 
 			this._single = this._definition.single;
+			this._homogeneous = this._definition.homogeneous;
+
 			this._aggregateCash = is.boolean(aggregateCash) && aggregateCash;
 
 			this._excluded = false;
@@ -104,6 +106,13 @@ module.exports = (() => {
 				this._dataFormat.fundamental = { };
 			}
 
+            if (this._homogeneous && items.length !== 0) {
+                const item = items[0];
+
+                this._dataFormat.instrument = item.position.instrument;
+                this._dataFormat.fundamental = item.fundamental || { };
+            }
+
 			this._dataActual.quoteLast = null;
 			this._dataActual.quoteOpen = null;
 			this._dataActual.quoteHigh = null;
@@ -307,6 +316,17 @@ module.exports = (() => {
 			return this._single;
 		}
 
+		/**
+		 * Indicates if the group will only contain {@link PositionItem} instances
+		 * that share the same instrument.
+		 *
+		 * @public
+		 * @returns {Boolean}
+		 */
+		get homogeneous() {
+			return this._homogeneous;
+		}
+
 		/**
 		 * Indicates if the group should be excluded from higher-level aggregations.
 		 *
@@ -525,24 +545,26 @@ module.exports = (() => {
 		setBarchartPriceFormattingRules(value) {
 			assert.argumentIsRequired(value, 'value', Boolean);
 
-			if (this._useBarchartPriceFormattingRules !== value) {
-				this._useBarchartPriceFormattingRules = value;
+			if (this._useBarchartPriceFormattingRules === value) {
+				return;
+			}
 
-				if (this._single && this._dataActual.currentPrice) {
-					const item = this._items[0];
+			this._useBarchartPriceFormattingRules = value;
 
-					const instrument = item.position.instrument;
-					const currency = instrument.currency;
+			if ((this._single || this._homogeneous) && this._dataActual.currentPrice) {
+				const item = this._items[0];
 
-					this._dataFormat.currentPrice = formatFraction(this._dataActual.currentPrice, currency, instrument, this._useBarchartPriceFormattingRules);
+				const instrument = item.position.instrument;
+				const currency = instrument.currency;
 
-					this._dataFormat.quoteLast = formatFraction(this._dataActual.quoteLast, currency, instrument, this._useBarchartPriceFormattingRules);
-					this._dataFormat.quoteOpen = formatFraction(this._dataActual.quoteOpen, currency, instrument, this._useBarchartPriceFormattingRules);
-					this._dataFormat.quoteHigh = formatFraction(this._dataActual.quoteHigh, currency, instrument, this._useBarchartPriceFormattingRules);
-					this._dataFormat.quoteLow = formatFraction(this._dataActual.quoteLow, currency, instrument, this._useBarchartPriceFormattingRules);
+				this._dataFormat.currentPrice = formatFraction(this._dataActual.currentPrice, currency, instrument, this._useBarchartPriceFormattingRules);
 
-					this._dataFormat.quoteChange = formatFraction(this._dataActual.quoteChange, currency, instrument, this._useBarchartPriceFormattingRules);
-				}
+				this._dataFormat.quoteLast = formatFraction(this._dataActual.quoteLast, currency, instrument, this._useBarchartPriceFormattingRules);
+				this._dataFormat.quoteOpen = formatFraction(this._dataActual.quoteOpen, currency, instrument, this._useBarchartPriceFormattingRules);
+				this._dataFormat.quoteHigh = formatFraction(this._dataActual.quoteHigh, currency, instrument, this._useBarchartPriceFormattingRules);
+				this._dataFormat.quoteLow = formatFraction(this._dataActual.quoteLow, currency, instrument, this._useBarchartPriceFormattingRules);
+
+				this._dataFormat.quoteChange = formatFraction(this._dataActual.quoteChange, currency, instrument, this._useBarchartPriceFormattingRules);
 			}
 		}
 
@@ -553,7 +575,7 @@ module.exports = (() => {
 
 	function bindItem(item) {
 		const quoteBinding = item.registerQuoteChangeHandler((quote, sender) => {
-			if (this._single) {
+			if (this._single || (this._homogeneous && item === this._items[0])) {
 				const instrument = sender.position.instrument;
 				const currency = instrument.currency;
 
@@ -596,7 +618,7 @@ module.exports = (() => {
 		});
 
 		const fundamentalBinding = item.registerFundamentalDataChangeHandler((data) => {
-			if (this._single) {
+			if (this._single || this._homogeneous) {
 				this._dataFormat.fundamental = data;
 
 				return;
@@ -649,12 +671,14 @@ module.exports = (() => {
 		let lockedBinding = Disposable.getEmpty();
 		let calculatingBinding = Disposable.getEmpty();
 
-		if (this._single) {
+		if (this._single || this._homogeneous) {
 			newsBinding = item.registerNewsExistsChangeHandler((exists) => {
 				this._dataActual.newsExists = exists;
 				this._dataFormat.newsExists = exists;
 			});
+		}
 
+		if (this._single) {
 			lockedBinding = item.registerLockChangeHandler((locked) => {
 				this._dataFormat.locked = locked;
 			});
@@ -847,6 +871,10 @@ module.exports = (() => {
 			updates.periodDivisorPrevious = updates.periodDivisorPrevious.add(translate(item, item.data.periodDivisorPrevious));
 			updates.periodDivisorPrevious2 = updates.periodDivisorPrevious2.add(translate(item, item.data.periodDivisorPrevious2));
 
+			if (group.homogeneous) {
+				updates.quantity = updates.quantity.add(item.data.quantity);
+			}
+
 			return updates;
 		}, {
 			basis: Decimal.ZERO,
@@ -867,7 +895,8 @@ module.exports = (() => {
 			totalDivisor: Decimal.ZERO,
 			periodDivisorCurrent: Decimal.ZERO,
 			periodDivisorPrevious: Decimal.ZERO,
-			periodDivisorPrevious2: Decimal.ZERO
+			periodDivisorPrevious2: Decimal.ZERO,
+			quantity: Decimal.ZERO
 		});
 
 		actual.basis = updates.basis;
@@ -890,6 +919,10 @@ module.exports = (() => {
 		actual.periodDivisorPrevious = updates.periodDivisorPrevious;
 		actual.periodDivisorPrevious2 = updates.periodDivisorPrevious2;
 
+		if (group.homogeneous) {
+			actual.quantity = updates.quantity;
+		}
+
 		format.basis = formatCurrency(actual.basis, currency);
 		format.basis2 = formatCurrency(actual.basis2, currency);
 		format.realized = formatCurrency(actual.realized, currency);
@@ -909,6 +942,10 @@ module.exports = (() => {
 		format.periodUnrealized = formatCurrency(updates.periodUnrealized, currency);
 		format.cashTotal = formatCurrency(updates.cashTotal, currency);
 
+		if (group.homogeneous) {
+			format.quantity = formatDecimal(actual.quantity, 2);
+		}
+
 		calculateRealizedPercent(group);
 		calculateUnrealizedPercent(group);
 
@@ -923,7 +960,7 @@ module.exports = (() => {
 		const groupItems = group._items;
 
 		if (group.single && groupItems.length === 1) {
-			const item = group._items[0];
+			const item = groupItems[0];
 			const instrument = item.position.instrument;
 
 			actual.quantity = item.data.quantity;
@@ -950,6 +987,12 @@ module.exports = (() => {
 			format.expired = definition.type === PositionLevelType.POSITION && item.data.expired;
 		}
 
+		if (group.homogeneous && groupItems.length !== 1) {
+			const item = groupItems[0];
+
+			format.expired = item.data.expired;
+		}
+
 		let portfolioType = null;
 
 		if (groupItems.length > 0) {

package/lib/processing/definitions/PositionLevelDefinition.js

@@ -49,6 +49,8 @@ module.exports = (() => {
 			this._requiredGroups = requiredGroups || [ ];
 
 			this._single = type === PositionLevelType.POSITION;
+			this._homogeneous = type === PositionLevelType.INSTRUMENT;
+
 			this._aggregateCash = is.boolean(aggregateCash) && aggregateCash;
 
 			this._requiredGroupGenerator = requiredGroupGenerator || (input => null);
@@ -128,6 +130,16 @@ module.exports = (() => {
 			return this._single;
 		}
 
+		/**
+		 * Indicates if the grouping level only contains items for the same instrument.
+		 *
+		 * @public
+		 * @return {Boolean}
+		 */
+		get homogeneous() {
+			return this._homogeneous;
+		}
+
 		/**
 		 * Indicates if the grouping level should aggregate cash positions.
 		 *

package/lib/processing/definitions/PositionLevelType.js

@@ -15,6 +15,17 @@ module.exports = (() => {
 			super(code, code);
 		}
 
+		/**
+		 * A level of grouping for positions which share the same instrument.
+		 *
+		 * @public
+		 * @static
+		 * @returns {PositionLevelType}
+		 */
+		static get INSTRUMENT() {
+			return instrument;
+		}
+
 		/**
 		 * A level of grouping that represents an entire portfolio's contents.
 		 *
@@ -39,8 +50,9 @@ module.exports = (() => {
 		}
 
 		/**
-		 * A level of grouping that is neither a portfolio or a position. This could be an
-		 * intermediate level of grouping (e.g. an asset class within a portfolio).
+		 * A level of grouping that doesn't fit into any other explicitly defined
+		 * category. This could be an intermediate level of grouping (e.g. an asset
+		 * class within a portfolio).
 		 *
 		 * @public
 		 * @static
@@ -51,6 +63,7 @@ module.exports = (() => {
 		}
 	}
 
+	const instrument = new PositionLevelType('INSTRUMENT');
 	const portfolio = new PositionLevelType('PORTFOLIO');
 	const position = new PositionLevelType('POSITION');
 	const other = new PositionLevelType('OTHER');

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@barchart/portfolio-api-common",
-  "version": "6.3.0",
+  "version": "6.4.0",
   "description": "Common JavaScript code used by Barchart's Portfolio Service",
   "author": {
     "name": "Bryan Ingle",