@decafhub/decaf-client-extras 0.0.3 → 0.0.5

package/.release-please-manifest.json

@@ -1,3 +1,3 @@
 {
-  ".": "0.0.3"
+  ".": "0.0.5"
 }

package/CHANGELOG.md

@@ -1,5 +1,19 @@
 # Changelog
 
+## [0.0.5](https://github.com/teloscube/decaf-client-javascript-extras/compare/v0.0.4...v0.0.5) (2022-12-28)
+
+
+### Bug Fixes
+
+* exclude cash holdings from total exposure calculation ([09d7133](https://github.com/teloscube/decaf-client-javascript-extras/commit/09d7133515d9670dc3c5a641dd84d1e57fa5d5ee))
+
+## [0.0.4](https://github.com/teloscube/decaf-client-javascript-extras/compare/v0.0.3...v0.0.4) (2022-11-07)
+
+
+### Miscellaneous Chores
+
+* release 0.0.4 ([b3f7a12](https://github.com/teloscube/decaf-client-javascript-extras/commit/b3f7a12b5dbd1ffac7db06f03958d71581889d92))
+
 ## [0.0.3](https://github.com/teloscube/decaf-client-javascript-extras/compare/v0.0.2...v0.0.3) (2022-08-25)
 
 

package/README.md

@@ -4,7 +4,19 @@
 [![npm](https://img.shields.io/npm/dm/@decafhub/decaf-client-extras.svg)](https://www.npmjs.com/package/@decafhub/decaf-client-extras)
 ![GitHub](https://img.shields.io/github/license/teloscube/decaf-client-javascript-extras)
 
-> **TODO:** Add README content.
+## Install
+
+Install @decafhub/decaf-client-extras along with its peer dependency @decafhub/decaf-client:
+
+```bash
+npm install --save @decafhub/decaf-client-extras @decafhub/decaf-client
+```
+
+Or with yarn:
+
+```bash
+yarn add @decafhub/decaf-client-extras @decafhub/decaf-client
+```
 
 ## Testing
 

package/commons/-currency.d.ts

@@ -9,34 +9,34 @@ import { Maybe, NewTypeWithPhantom } from '@telostat/prelude';
  *
  * A currency code is (typically) defined as all-uppercase, three letters.
  */
-export declare type CurrencyCode = NewTypeWithPhantom<'CurrencyCode', string>;
+export type CurrencyCode = NewTypeWithPhantom<'CurrencyCode', string>;
 /**
- * Attempts to create a [[CurrencyCode]] value with the given currency code.
+ * Attempts to create a {@link CurrencyCode} value with the given currency code.
  *
  * This function returns a `Maybe` value. For the version that throws an
- * error, see [[mkCurrencyCodeError]].
+ * error, see {@link mkCurrencyCodeError}.
  *
  * @param x A currency code represented as string.
  * @returns If the argument has leading or trailing spaces OR it is empty,
- * `Nothing` is retured, `Just` [[CurrencyCode]] otherwise.
+ * `Nothing` is retured, `Just` {@link CurrencyCode} otherwise.
  */
 export declare function mkCurrencyCode(x: string): Maybe<CurrencyCode>;
 /**
- * (Unsafely) attempts to create a [[CurrencyCode]] value with the given
+ * (Unsafely) attempts to create a {@link CurrencyCode} value with the given
  * currency code.
  *
  * This function may throw an error if the given argument is not a valid
- * currency code. For the monadic version, see [[mkCurrencyCode]].
+ * currency code. For the monadic version, see {@link mkCurrencyCode}.
  *
  * @param x A currency code represented as string.
  * @returns If the argument has leading or trailing spaces OR it is empty, an
- * error is thrown, [[CurrencyCode]] is returned otherwise.
+ * error is thrown, {@link CurrencyCode} is returned otherwise.
  */
 export declare function mkCurrencyCodeError(x: string): CurrencyCode;
 /**
  * Return the currency code as a string value.
  *
- * @param x [[CurrencyCode]] to be extracted string from.
+ * @param x {@link CurrencyCode} to be extracted string from.
  * @returns Currency code as a string.
  */
 export declare function unCurrencyCode(x: CurrencyCode): string;

package/commons/-currency.js

@@ -8,29 +8,29 @@ Object.defineProperty(exports, "__esModule", { value: true });
 exports.unCurrencyCode = exports.mkCurrencyCodeError = exports.mkCurrencyCode = void 0;
 var prelude_1 = require("@telostat/prelude");
 /**
- * Attempts to create a [[CurrencyCode]] value with the given currency code.
+ * Attempts to create a {@link CurrencyCode} value with the given currency code.
  *
  * This function returns a `Maybe` value. For the version that throws an
- * error, see [[mkCurrencyCodeError]].
+ * error, see {@link mkCurrencyCodeError}.
  *
  * @param x A currency code represented as string.
  * @returns If the argument has leading or trailing spaces OR it is empty,
- * `Nothing` is retured, `Just` [[CurrencyCode]] otherwise.
+ * `Nothing` is retured, `Just` {@link CurrencyCode} otherwise.
  */
 function mkCurrencyCode(x) {
     return x !== x.trim() || x === '' ? prelude_1.Nothing : (0, prelude_1.Just)((0, prelude_1.mkPhantom)(x));
 }
 exports.mkCurrencyCode = mkCurrencyCode;
 /**
- * (Unsafely) attempts to create a [[CurrencyCode]] value with the given
+ * (Unsafely) attempts to create a {@link CurrencyCode} value with the given
  * currency code.
  *
  * This function may throw an error if the given argument is not a valid
- * currency code. For the monadic version, see [[mkCurrencyCode]].
+ * currency code. For the monadic version, see {@link mkCurrencyCode}.
  *
  * @param x A currency code represented as string.
  * @returns If the argument has leading or trailing spaces OR it is empty, an
- * error is thrown, [[CurrencyCode]] is returned otherwise.
+ * error is thrown, {@link CurrencyCode} is returned otherwise.
  */
 function mkCurrencyCodeError(x) {
     return mkCurrencyCode(x).orDefaultLazy(function () {
@@ -41,7 +41,7 @@ exports.mkCurrencyCodeError = mkCurrencyCodeError;
 /**
  * Return the currency code as a string value.
  *
- * @param x [[CurrencyCode]] to be extracted string from.
+ * @param x {@link CurrencyCode} to be extracted string from.
  * @returns Currency code as a string.
  */
 function unCurrencyCode(x) {

package/commons/-date-type.d.ts

@@ -1,7 +1,7 @@
 /**
  * DECAF FINREA action date type type definition.
  */
-export declare type DateType = 'commitment' | 'settlement';
+export type DateType = 'commitment' | 'settlement';
 /**
  * Translation table for DECAF FINREA action date types.
  */

package/commons/-id.d.ts

@@ -3,56 +3,56 @@ import { NewTypeWithPhantom } from '@telostat/prelude';
  * Type definition for identifiers with value spaces discriminated over the
  * given phantom type.
  */
-export declare type Id<P, V> = NewTypeWithPhantom<P, V>;
+export type Id<P, V> = NewTypeWithPhantom<P, V>;
 /**
  * Type definition for DECAF artifact identifiers.
  */
-export declare type ArtifactId = NewTypeWithPhantom<'DecafArtifact', string | number>;
+export type ArtifactId = NewTypeWithPhantom<'DecafArtifact', string | number>;
 /**
  * Type definition for DECAF artifact type identifiers.
  */
-export declare type ArtifactTypeId = NewTypeWithPhantom<'DecafArtifactType', string>;
+export type ArtifactTypeId = NewTypeWithPhantom<'DecafArtifactType', string>;
 /**
  * Type definition for DECAF share class identifiers.
  */
-export declare type ShareClassId = NewTypeWithPhantom<'DecafShareClass', string | number>;
+export type ShareClassId = NewTypeWithPhantom<'DecafShareClass', string | number>;
 /**
  * Type definition for DECAF principal identifiers.
  */
-export declare type PrincipalId = NewTypeWithPhantom<'DecafPrincipal', string | number>;
+export type PrincipalId = NewTypeWithPhantom<'DecafPrincipal', string | number>;
 /**
  * Type definition for DECAF institution identifiers.
  */
-export declare type InstitutionId = NewTypeWithPhantom<'DecafInstitution', string | number>;
+export type InstitutionId = NewTypeWithPhantom<'DecafInstitution', string | number>;
 /**
  * Type definition for DECAF team identifiers.
  */
-export declare type TeamId = NewTypeWithPhantom<'DecafTeam', string | number>;
+export type TeamId = NewTypeWithPhantom<'DecafTeam', string | number>;
 /**
  * Type definition for DECAF portfolio identifiers.
  */
-export declare type PortfolioId = NewTypeWithPhantom<'DecafPortfolio', string | number>;
+export type PortfolioId = NewTypeWithPhantom<'DecafPortfolio', string | number>;
 /**
  * Type definition for DECAF portfolio group identifiers.
  */
-export declare type PortfolioGroupId = NewTypeWithPhantom<'DecafPortfolioGroup', string | number>;
+export type PortfolioGroupId = NewTypeWithPhantom<'DecafPortfolioGroup', string | number>;
 /**
  * Type definition for DECAF account identifiers.
  */
-export declare type AccountId = NewTypeWithPhantom<'DecafAccount', string | number>;
+export type AccountId = NewTypeWithPhantom<'DecafAccount', string | number>;
 /**
  * Type definition for DECAF OHLC series identifiers.
  */
-export declare type OhlcSeriesId = NewTypeWithPhantom<'DecafOhlcSeries', string | number>;
+export type OhlcSeriesId = NewTypeWithPhantom<'DecafOhlcSeries', string | number>;
 /**
  * Type definition for DECAF share class fee schedule identifiers.
  */
-export declare type ShareClassFeeScheduleId = NewTypeWithPhantom<'DecafShareClassFeeSchedule', string | number>;
+export type ShareClassFeeScheduleId = NewTypeWithPhantom<'DecafShareClassFeeSchedule', string | number>;
 /**
  * Type definition for DECAF action identifiers.
  */
-export declare type ActionId = NewTypeWithPhantom<'DecafAction', string | number>;
+export type ActionId = NewTypeWithPhantom<'DecafAction', string | number>;
 /**
  * Type definition for DECAF external valuation identifiers.
  */
-export declare type ExternalValuationId = NewTypeWithPhantom<'DecafExternalValuation', string | number>;
+export type ExternalValuationId = NewTypeWithPhantom<'DecafExternalValuation', string | number>;

package/es/commons/-currency.d.ts

@@ -9,34 +9,34 @@ import { Maybe, NewTypeWithPhantom } from '@telostat/prelude';
  *
  * A currency code is (typically) defined as all-uppercase, three letters.
  */
-export declare type CurrencyCode = NewTypeWithPhantom<'CurrencyCode', string>;
+export type CurrencyCode = NewTypeWithPhantom<'CurrencyCode', string>;
 /**
- * Attempts to create a [[CurrencyCode]] value with the given currency code.
+ * Attempts to create a {@link CurrencyCode} value with the given currency code.
  *
  * This function returns a `Maybe` value. For the version that throws an
- * error, see [[mkCurrencyCodeError]].
+ * error, see {@link mkCurrencyCodeError}.
  *
  * @param x A currency code represented as string.
  * @returns If the argument has leading or trailing spaces OR it is empty,
- * `Nothing` is retured, `Just` [[CurrencyCode]] otherwise.
+ * `Nothing` is retured, `Just` {@link CurrencyCode} otherwise.
  */
 export declare function mkCurrencyCode(x: string): Maybe<CurrencyCode>;
 /**
- * (Unsafely) attempts to create a [[CurrencyCode]] value with the given
+ * (Unsafely) attempts to create a {@link CurrencyCode} value with the given
  * currency code.
  *
  * This function may throw an error if the given argument is not a valid
- * currency code. For the monadic version, see [[mkCurrencyCode]].
+ * currency code. For the monadic version, see {@link mkCurrencyCode}.
  *
  * @param x A currency code represented as string.
  * @returns If the argument has leading or trailing spaces OR it is empty, an
- * error is thrown, [[CurrencyCode]] is returned otherwise.
+ * error is thrown, {@link CurrencyCode} is returned otherwise.
  */
 export declare function mkCurrencyCodeError(x: string): CurrencyCode;
 /**
  * Return the currency code as a string value.
  *
- * @param x [[CurrencyCode]] to be extracted string from.
+ * @param x {@link CurrencyCode} to be extracted string from.
  * @returns Currency code as a string.
  */
 export declare function unCurrencyCode(x: CurrencyCode): string;

package/es/commons/-currency.js

@@ -5,28 +5,28 @@
  */
 import { Just, mkPhantom, Nothing, unPhantom } from '@telostat/prelude';
 /**
- * Attempts to create a [[CurrencyCode]] value with the given currency code.
+ * Attempts to create a {@link CurrencyCode} value with the given currency code.
  *
  * This function returns a `Maybe` value. For the version that throws an
- * error, see [[mkCurrencyCodeError]].
+ * error, see {@link mkCurrencyCodeError}.
  *
  * @param x A currency code represented as string.
  * @returns If the argument has leading or trailing spaces OR it is empty,
- * `Nothing` is retured, `Just` [[CurrencyCode]] otherwise.
+ * `Nothing` is retured, `Just` {@link CurrencyCode} otherwise.
  */
 export function mkCurrencyCode(x) {
     return x !== x.trim() || x === '' ? Nothing : Just(mkPhantom(x));
 }
 /**
- * (Unsafely) attempts to create a [[CurrencyCode]] value with the given
+ * (Unsafely) attempts to create a {@link CurrencyCode} value with the given
  * currency code.
  *
  * This function may throw an error if the given argument is not a valid
- * currency code. For the monadic version, see [[mkCurrencyCode]].
+ * currency code. For the monadic version, see {@link mkCurrencyCode}.
  *
  * @param x A currency code represented as string.
  * @returns If the argument has leading or trailing spaces OR it is empty, an
- * error is thrown, [[CurrencyCode]] is returned otherwise.
+ * error is thrown, {@link CurrencyCode} is returned otherwise.
  */
 export function mkCurrencyCodeError(x) {
     return mkCurrencyCode(x).orDefaultLazy(() => {
@@ -36,7 +36,7 @@ export function mkCurrencyCodeError(x) {
 /**
  * Return the currency code as a string value.
  *
- * @param x [[CurrencyCode]] to be extracted string from.
+ * @param x {@link CurrencyCode} to be extracted string from.
  * @returns Currency code as a string.
  */
 export function unCurrencyCode(x) {

package/es/commons/-date-type.d.ts

@@ -1,7 +1,7 @@
 /**
  * DECAF FINREA action date type type definition.
  */
-export declare type DateType = 'commitment' | 'settlement';
+export type DateType = 'commitment' | 'settlement';
 /**
  * Translation table for DECAF FINREA action date types.
  */

package/es/commons/-id.d.ts

@@ -3,56 +3,56 @@ import { NewTypeWithPhantom } from '@telostat/prelude';
  * Type definition for identifiers with value spaces discriminated over the
  * given phantom type.
  */
-export declare type Id<P, V> = NewTypeWithPhantom<P, V>;
+export type Id<P, V> = NewTypeWithPhantom<P, V>;
 /**
  * Type definition for DECAF artifact identifiers.
  */
-export declare type ArtifactId = NewTypeWithPhantom<'DecafArtifact', string | number>;
+export type ArtifactId = NewTypeWithPhantom<'DecafArtifact', string | number>;
 /**
  * Type definition for DECAF artifact type identifiers.
  */
-export declare type ArtifactTypeId = NewTypeWithPhantom<'DecafArtifactType', string>;
+export type ArtifactTypeId = NewTypeWithPhantom<'DecafArtifactType', string>;
 /**
  * Type definition for DECAF share class identifiers.
  */
-export declare type ShareClassId = NewTypeWithPhantom<'DecafShareClass', string | number>;
+export type ShareClassId = NewTypeWithPhantom<'DecafShareClass', string | number>;
 /**
  * Type definition for DECAF principal identifiers.
  */
-export declare type PrincipalId = NewTypeWithPhantom<'DecafPrincipal', string | number>;
+export type PrincipalId = NewTypeWithPhantom<'DecafPrincipal', string | number>;
 /**
  * Type definition for DECAF institution identifiers.
  */
-export declare type InstitutionId = NewTypeWithPhantom<'DecafInstitution', string | number>;
+export type InstitutionId = NewTypeWithPhantom<'DecafInstitution', string | number>;
 /**
  * Type definition for DECAF team identifiers.
  */
-export declare type TeamId = NewTypeWithPhantom<'DecafTeam', string | number>;
+export type TeamId = NewTypeWithPhantom<'DecafTeam', string | number>;
 /**
  * Type definition for DECAF portfolio identifiers.
  */
-export declare type PortfolioId = NewTypeWithPhantom<'DecafPortfolio', string | number>;
+export type PortfolioId = NewTypeWithPhantom<'DecafPortfolio', string | number>;
 /**
  * Type definition for DECAF portfolio group identifiers.
  */
-export declare type PortfolioGroupId = NewTypeWithPhantom<'DecafPortfolioGroup', string | number>;
+export type PortfolioGroupId = NewTypeWithPhantom<'DecafPortfolioGroup', string | number>;
 /**
  * Type definition for DECAF account identifiers.
  */
-export declare type AccountId = NewTypeWithPhantom<'DecafAccount', string | number>;
+export type AccountId = NewTypeWithPhantom<'DecafAccount', string | number>;
 /**
  * Type definition for DECAF OHLC series identifiers.
  */
-export declare type OhlcSeriesId = NewTypeWithPhantom<'DecafOhlcSeries', string | number>;
+export type OhlcSeriesId = NewTypeWithPhantom<'DecafOhlcSeries', string | number>;
 /**
  * Type definition for DECAF share class fee schedule identifiers.
  */
-export declare type ShareClassFeeScheduleId = NewTypeWithPhantom<'DecafShareClassFeeSchedule', string | number>;
+export type ShareClassFeeScheduleId = NewTypeWithPhantom<'DecafShareClassFeeSchedule', string | number>;
 /**
  * Type definition for DECAF action identifiers.
  */
-export declare type ActionId = NewTypeWithPhantom<'DecafAction', string | number>;
+export type ActionId = NewTypeWithPhantom<'DecafAction', string | number>;
 /**
  * Type definition for DECAF external valuation identifiers.
  */
-export declare type ExternalValuationId = NewTypeWithPhantom<'DecafExternalValuation', string | number>;
+export type ExternalValuationId = NewTypeWithPhantom<'DecafExternalValuation', string | number>;

package/es/reports/valuation/-remote-valuation-report-consolidated.d.ts

@@ -60,7 +60,7 @@ export declare function fetchRemoteConsolidatedValuationReport(client: DecafClie
 export declare function recompileConsolidatedValuationReport(x: RemoteConsolidatedValuationReport): Either<CustomError, ConsolidatedValuationReport>;
 /**
  * Attempts to retrieve remote consolidated valuation report, compiles it to
- * [[ConsolidatedValuationReport]] and return it.
+ * {@link ConsolidatedValuationReport} and return it.
  *
  * @param client DECAF Barista client.
  * @param query Remote consolidated valuation report endpoint query parameters.

package/es/reports/valuation/-remote-valuation-report-consolidated.js

@@ -42,7 +42,7 @@ export function recompileConsolidatedValuationReport(x) {
 }
 /**
  * Attempts to retrieve remote consolidated valuation report, compiles it to
- * [[ConsolidatedValuationReport]] and return it.
+ * {@link ConsolidatedValuationReport} and return it.
  *
  * @param client DECAF Barista client.
  * @param query Remote consolidated valuation report endpoint query parameters.

package/es/reports/valuation/-remote-valuation-report-portfolio.d.ts

@@ -141,7 +141,7 @@ export declare function toShareClassValue(x: RemoteValuationShareClassValue): Po
 export declare function recompilePortfolioValuationReport(x: RemotePortfolioValuationReport): Either<CustomError, PortfolioValuationReport>;
 /**
  * Attempts to retrieve remote portfolio valuation report, compiles it to
- * [[PortfolioValuationReport]] and return it.
+ * {@link PortfolioValuationReport} and return it.
  *
  * @param client DECAF Barista client.
  * @param query Remote portolio valuation report endpoint query parameters.

package/es/reports/valuation/-remote-valuation-report-portfolio.js

@@ -120,7 +120,7 @@ export function recompilePortfolioValuationReport(x) {
 }
 /**
  * Attempts to retrieve remote portfolio valuation report, compiles it to
- * [[PortfolioValuationReport]] and return it.
+ * {@link PortfolioValuationReport} and return it.
  *
  * @param client DECAF Barista client.
  * @param query Remote portolio valuation report endpoint query parameters.

package/es/reports/valuation/-valuation-report-consolidated.d.ts

@@ -15,7 +15,7 @@ export interface ConsolidatedValuationReport extends BaseValuationReport {
 /**
  * Type definition for container types to be consolidated.
  */
-export declare type ConsolidatedValuationReportContainerType = 'account' | 'portfolio' | 'team' | 'custodian' | 'portfolio-group';
+export type ConsolidatedValuationReportContainerType = 'account' | 'portfolio' | 'team' | 'custodian' | 'portfolio-group';
 /**
  * Type definition for valuation report containers.
  */

package/es/reports/valuation/-valuation-report-holdings-tree/-machinery.js

@@ -23,8 +23,11 @@ export function updateTotals(nav, investment, tree) {
     const children = tree.children;
     const netValue = sumDecimals(holdings.map((x) => x.valuation.value.net.ref)).add(sumDecimals(children.map((x) => x.totals.netValue)));
     const absValue = sumDecimals(holdings.map((x) => x.valuation.value.abs.ref)).add(sumDecimals(children.map((x) => x.totals.absValue)));
-    const netExposure = sumDecimals(holdings.map((x) => x.valuation.exposure.net.ref)).add(sumDecimals(children.map((x) => x.totals.netExposure)));
-    const absExposure = sumDecimals(holdings.map((x) => x.valuation.exposure.abs.ref)).add(sumDecimals(children.map((x) => x.totals.absExposure)));
+    const holdingsForExposure = holdings.filter((h) => !(h.artifact.type.id === 'CCY' ||
+        h.artifact.type.id === 'DEPO' ||
+        h.artifact.type.id === 'LOAN'));
+    const netExposure = sumDecimals(holdingsForExposure.map((x) => x.valuation.exposure.net.ref)).add(sumDecimals(children.map((x) => x.totals.netExposure)));
+    const absExposure = sumDecimals(holdingsForExposure.map((x) => x.valuation.exposure.abs.ref)).add(sumDecimals(children.map((x) => x.totals.absExposure)));
     const pnl = sumDecimals(holdings.map((x) => x.pnl)).add(sumDecimals(children.map((x) => x.totals.pnl)));
     const accruedsHoldings = holdings.map((x) => x.investment.accrued.map((x) => x.ref));
     const accruedsChildren = children.map((x) => x.totals.accrued);

package/es/reports/valuation/-valuation-report-shared.d.ts

@@ -53,7 +53,7 @@ export interface ValuationReportAccounts {
 /**
  * The definition for valuation report holding classification.
  */
-export declare type ValuationReportHoldingClassification = ValuationReportHoldingClassificationNode[];
+export type ValuationReportHoldingClassification = ValuationReportHoldingClassificationNode[];
 /**
  * Type definition for valuation report holding classification node.
  */
@@ -63,7 +63,7 @@ export interface ValuationReportHoldingClassificationNode {
 }
 /**
  * Type definition for base valuation report holding (shared by
- * [[ValuationReportHolding]] and [[ValuationReportChildHolding]]).
+ * {@link ValuationReportHolding} and {@link ValuationReportChildHolding}).
  */
 export interface BaseValuationReportHolding {
     artifact: ValuationReportArtifact;

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@decafhub/decaf-client-extras",
-  "version": "0.0.3",
+  "version": "0.0.5",
   "description": "DECAF Client Extras",
   "author": "Teloscube Pte Ltd",
   "license": "MIT",
@@ -26,36 +26,36 @@
     "node": ">=14"
   },
   "peerDependencies": {
-    "@decafhub/decaf-client": "~0.2"
+    "@decafhub/decaf-client": "^0.3.1"
   },
   "dependencies": {
-    "@telostat/prelude": "^0.1.1"
+    "@telostat/prelude": "^0.1.2"
   },
   "devDependencies": {
-    "@commitlint/cli": "^17.0.3",
-    "@commitlint/config-conventional": "^17.0.3",
-    "@decafhub/decaf-client": "^0.2.2",
-    "@types/jest": "^28.1.6",
-    "@types/node": "^18.6.1",
-    "@typescript-eslint/eslint-plugin": "^5.30.7",
-    "@typescript-eslint/parser": "^5.30.7",
-    "dotenv": "^16.0.1",
-    "eslint": "^8.20.0",
+    "@commitlint/cli": "^17.3.0",
+    "@commitlint/config-conventional": "^17.3.0",
+    "@decafhub/decaf-client": "^0.3.1",
+    "@types/jest": "^29.2.4",
+    "@types/node": "^18.11.18",
+    "@typescript-eslint/eslint-plugin": "^5.47.1",
+    "@typescript-eslint/parser": "^5.47.1",
+    "dotenv": "^16.0.3",
+    "eslint": "^8.30.0",
     "eslint-config-prettier": "^8.5.0",
     "eslint-config-standard": "^17.0.0",
     "eslint-plugin-import": "^2.26.0",
-    "eslint-plugin-n": "^15.2.4",
+    "eslint-plugin-n": "^15.6.0",
     "eslint-plugin-prettier": "^4.2.1",
-    "eslint-plugin-promise": "^6.0.0",
+    "eslint-plugin-promise": "^6.1.1",
     "eslint-plugin-standard": "^5.0.0",
     "gh-pages": "^4.0.0",
-    "husky": "^8.0.0",
-    "jest": "^28.1.3",
-    "lint-staged": "^13.0.3",
-    "prettier": "^2.7.1",
-    "ts-jest": "^28.0.7",
-    "typedoc": "^0.23.9",
-    "typescript": "^4.7.4"
+    "husky": "^8.0.2",
+    "jest": "^29.3.1",
+    "lint-staged": "^13.1.0",
+    "prettier": "^2.8.1",
+    "ts-jest": "^29.0.3",
+    "typedoc": "^0.23.23",
+    "typescript": "^4.9.4"
   },
   "lint-staged": {
     "src/**/*.{ts,tsx}": [

package/reports/valuation/-remote-valuation-report-consolidated.d.ts

@@ -60,7 +60,7 @@ export declare function fetchRemoteConsolidatedValuationReport(client: DecafClie
 export declare function recompileConsolidatedValuationReport(x: RemoteConsolidatedValuationReport): Either<CustomError, ConsolidatedValuationReport>;
 /**
  * Attempts to retrieve remote consolidated valuation report, compiles it to
- * [[ConsolidatedValuationReport]] and return it.
+ * {@link ConsolidatedValuationReport} and return it.
  *
  * @param client DECAF Barista client.
  * @param query Remote consolidated valuation report endpoint query parameters.

package/reports/valuation/-remote-valuation-report-consolidated.js

@@ -25,7 +25,7 @@ var __generator = (this && this.__generator) || function (thisArg, body) {
     function verb(n) { return function (v) { return step([n, v]); }; }
     function step(op) {
         if (f) throw new TypeError("Generator is already executing.");
-        while (_) try {
+        while (g && (g = 0, op[0] && (_ = 0)), _) try {
             if (f = 1, y && (t = op[0] & 2 ? y["return"] : op[0] ? y["throw"] || ((t = y["return"]) && t.call(y), 0) : y.next) && !(t = t.call(y, op[1])).done) return t;
             if (y = 0, t) op = [op[0] & 2, t.value];
             switch (op[0]) {
@@ -90,7 +90,7 @@ function recompileConsolidatedValuationReport(x) {
 exports.recompileConsolidatedValuationReport = recompileConsolidatedValuationReport;
 /**
  * Attempts to retrieve remote consolidated valuation report, compiles it to
- * [[ConsolidatedValuationReport]] and return it.
+ * {@link ConsolidatedValuationReport} and return it.
  *
  * @param client DECAF Barista client.
  * @param query Remote consolidated valuation report endpoint query parameters.

package/reports/valuation/-remote-valuation-report-portfolio.d.ts

@@ -141,7 +141,7 @@ export declare function toShareClassValue(x: RemoteValuationShareClassValue): Po
 export declare function recompilePortfolioValuationReport(x: RemotePortfolioValuationReport): Either<CustomError, PortfolioValuationReport>;
 /**
  * Attempts to retrieve remote portfolio valuation report, compiles it to
- * [[PortfolioValuationReport]] and return it.
+ * {@link PortfolioValuationReport} and return it.
  *
  * @param client DECAF Barista client.
  * @param query Remote portolio valuation report endpoint query parameters.

package/reports/valuation/-remote-valuation-report-portfolio.js

@@ -25,7 +25,7 @@ var __generator = (this && this.__generator) || function (thisArg, body) {
     function verb(n) { return function (v) { return step([n, v]); }; }
     function step(op) {
         if (f) throw new TypeError("Generator is already executing.");
-        while (_) try {
+        while (g && (g = 0, op[0] && (_ = 0)), _) try {
             if (f = 1, y && (t = op[0] & 2 ? y["return"] : op[0] ? y["throw"] || ((t = y["return"]) && t.call(y), 0) : y.next) && !(t = t.call(y, op[1])).done) return t;
             if (y = 0, t) op = [op[0] & 2, t.value];
             switch (op[0]) {
@@ -168,7 +168,7 @@ function recompilePortfolioValuationReport(x) {
 exports.recompilePortfolioValuationReport = recompilePortfolioValuationReport;
 /**
  * Attempts to retrieve remote portfolio valuation report, compiles it to
- * [[PortfolioValuationReport]] and return it.
+ * {@link PortfolioValuationReport} and return it.
  *
  * @param client DECAF Barista client.
  * @param query Remote portolio valuation report endpoint query parameters.

package/reports/valuation/-valuation-report-consolidated.d.ts

@@ -15,7 +15,7 @@ export interface ConsolidatedValuationReport extends BaseValuationReport {
 /**
  * Type definition for container types to be consolidated.
  */
-export declare type ConsolidatedValuationReportContainerType = 'account' | 'portfolio' | 'team' | 'custodian' | 'portfolio-group';
+export type ConsolidatedValuationReportContainerType = 'account' | 'portfolio' | 'team' | 'custodian' | 'portfolio-group';
 /**
  * Type definition for valuation report containers.
  */

package/reports/valuation/-valuation-report-holdings-tree/-machinery.js

@@ -63,8 +63,13 @@ function updateTotals(nav, investment, tree) {
     var children = tree.children;
     var netValue = (0, prelude_1.sumDecimals)(holdings.map(function (x) { return x.valuation.value.net.ref; })).add((0, prelude_1.sumDecimals)(children.map(function (x) { return x.totals.netValue; })));
     var absValue = (0, prelude_1.sumDecimals)(holdings.map(function (x) { return x.valuation.value.abs.ref; })).add((0, prelude_1.sumDecimals)(children.map(function (x) { return x.totals.absValue; })));
-    var netExposure = (0, prelude_1.sumDecimals)(holdings.map(function (x) { return x.valuation.exposure.net.ref; })).add((0, prelude_1.sumDecimals)(children.map(function (x) { return x.totals.netExposure; })));
-    var absExposure = (0, prelude_1.sumDecimals)(holdings.map(function (x) { return x.valuation.exposure.abs.ref; })).add((0, prelude_1.sumDecimals)(children.map(function (x) { return x.totals.absExposure; })));
+    var holdingsForExposure = holdings.filter(function (h) {
+        return !(h.artifact.type.id === 'CCY' ||
+            h.artifact.type.id === 'DEPO' ||
+            h.artifact.type.id === 'LOAN');
+    });
+    var netExposure = (0, prelude_1.sumDecimals)(holdingsForExposure.map(function (x) { return x.valuation.exposure.net.ref; })).add((0, prelude_1.sumDecimals)(children.map(function (x) { return x.totals.netExposure; })));
+    var absExposure = (0, prelude_1.sumDecimals)(holdingsForExposure.map(function (x) { return x.valuation.exposure.abs.ref; })).add((0, prelude_1.sumDecimals)(children.map(function (x) { return x.totals.absExposure; })));
     var pnl = (0, prelude_1.sumDecimals)(holdings.map(function (x) { return x.pnl; })).add((0, prelude_1.sumDecimals)(children.map(function (x) { return x.totals.pnl; })));
     var accruedsHoldings = holdings.map(function (x) { return x.investment.accrued.map(function (x) { return x.ref; }); });
     var accruedsChildren = children.map(function (x) { return x.totals.accrued; });

package/reports/valuation/-valuation-report-shared.d.ts

@@ -53,7 +53,7 @@ export interface ValuationReportAccounts {
 /**
  * The definition for valuation report holding classification.
  */
-export declare type ValuationReportHoldingClassification = ValuationReportHoldingClassificationNode[];
+export type ValuationReportHoldingClassification = ValuationReportHoldingClassificationNode[];
 /**
  * Type definition for valuation report holding classification node.
  */
@@ -63,7 +63,7 @@ export interface ValuationReportHoldingClassificationNode {
 }
 /**
  * Type definition for base valuation report holding (shared by
- * [[ValuationReportHolding]] and [[ValuationReportChildHolding]]).
+ * {@link ValuationReportHolding} and {@link ValuationReportChildHolding}).
  */
 export interface BaseValuationReportHolding {
     artifact: ValuationReportArtifact;

package/src/commons/-currency.ts

@@ -14,29 +14,29 @@ import { Just, Maybe, mkPhantom, NewTypeWithPhantom, Nothing, unPhantom } from '
 export type CurrencyCode = NewTypeWithPhantom<'CurrencyCode', string>;
 
 /**
- * Attempts to create a [[CurrencyCode]] value with the given currency code.
+ * Attempts to create a {@link CurrencyCode} value with the given currency code.
  *
  * This function returns a `Maybe` value. For the version that throws an
- * error, see [[mkCurrencyCodeError]].
+ * error, see {@link mkCurrencyCodeError}.
  *
  * @param x A currency code represented as string.
  * @returns If the argument has leading or trailing spaces OR it is empty,
- * `Nothing` is retured, `Just` [[CurrencyCode]] otherwise.
+ * `Nothing` is retured, `Just` {@link CurrencyCode} otherwise.
  */
 export function mkCurrencyCode(x: string): Maybe<CurrencyCode> {
   return x !== x.trim() || x === '' ? Nothing : Just(mkPhantom(x));
 }
 
 /**
- * (Unsafely) attempts to create a [[CurrencyCode]] value with the given
+ * (Unsafely) attempts to create a {@link CurrencyCode} value with the given
  * currency code.
  *
  * This function may throw an error if the given argument is not a valid
- * currency code. For the monadic version, see [[mkCurrencyCode]].
+ * currency code. For the monadic version, see {@link mkCurrencyCode}.
  *
  * @param x A currency code represented as string.
  * @returns If the argument has leading or trailing spaces OR it is empty, an
- * error is thrown, [[CurrencyCode]] is returned otherwise.
+ * error is thrown, {@link CurrencyCode} is returned otherwise.
  */
 export function mkCurrencyCodeError(x: string): CurrencyCode {
   return mkCurrencyCode(x).orDefaultLazy(() => {
@@ -47,7 +47,7 @@ export function mkCurrencyCodeError(x: string): CurrencyCode {
 /**
  * Return the currency code as a string value.
  *
- * @param x [[CurrencyCode]] to be extracted string from.
+ * @param x {@link CurrencyCode} to be extracted string from.
  * @returns Currency code as a string.
  */
 export function unCurrencyCode(x: CurrencyCode): string {

package/src/index.test.ts

@@ -1,8 +1,12 @@
 import { buildDecafClient, DecafClient, gql } from '@decafhub/decaf-client';
-import { mk, PDateTime } from '@telostat/prelude';
+import { mk, PDateTime, safeDiv, zero } from '@telostat/prelude';
 import { fail } from 'assert';
 import { PortfolioId } from './commons';
-import { fetchRemotePortfolioValuationReport } from './reports/valuation/-remote-valuation-report-portfolio';
+import { makeValuationReportHoldingsTree } from './reports/valuation/';
+import {
+  fetchPortfolioValuationReport,
+  fetchRemotePortfolioValuationReport,
+} from './reports/valuation/-remote-valuation-report-portfolio';
 
 const API_URL = process.env.TESTING_API_URL;
 const API_KEY = process.env.TESTING_API_KEY;
@@ -64,4 +68,29 @@ describe('Main', () => {
       },
     });
   });
+
+  test('get a portfolio report, check the tree', async () => {
+    const eValue = await fetchPortfolioValuationReport(client, {
+      portfolio: portfolioId,
+      date: PDateTime(new Date()).format('YYYY-MM-DD'),
+      dateType: 'settlement',
+      currency: mk('EUR'),
+    });
+    eValue.caseOf({
+      Left: (e) => fail('Error while fetching the remote portfolio report: ' + e.msg),
+      Right: (value) => {
+        console.log(`Success! remote valuation for portfolio ID ${value.portfolio.id} is reported at ${value.asof}`);
+
+        expect(value).toBeDefined();
+
+        const nav = value.figures.nav;
+        const inv = value.figures.investment;
+        const holdings = value.holdings;
+        const tree = makeValuationReportHoldingsTree(nav, inv, holdings);
+
+        expect(tree).toBeDefined();
+        expect(safeDiv(tree.totals.netExposure, nav).orDefault(zero)).toEqual(tree.totals.netExposureRatio);
+      },
+    });
+  });
 });

package/src/reports/valuation/-remote-valuation-report-consolidated.ts

@@ -103,7 +103,7 @@ export function recompileConsolidatedValuationReport(
 
 /**
  * Attempts to retrieve remote consolidated valuation report, compiles it to
- * [[ConsolidatedValuationReport]] and return it.
+ * {@link ConsolidatedValuationReport} and return it.
  *
  * @param client DECAF Barista client.
  * @param query Remote consolidated valuation report endpoint query parameters.

package/src/reports/valuation/-remote-valuation-report-portfolio.ts

@@ -276,7 +276,7 @@ export function recompilePortfolioValuationReport(
 
 /**
  * Attempts to retrieve remote portfolio valuation report, compiles it to
- * [[PortfolioValuationReport]] and return it.
+ * {@link PortfolioValuationReport} and return it.
  *
  * @param client DECAF Barista client.
  * @param query Remote portolio valuation report endpoint query parameters.

package/src/reports/valuation/-valuation-report-holdings-tree/-machinery.ts

@@ -2,6 +2,7 @@ import { Decimal, safeDiv, sumDecimals, Tuple, zero } from '@telostat/prelude';
 import { Just, Maybe, Nothing } from 'purify-ts';
 import { List } from 'purify-ts/List';
 import { ValuationReportHolding, ValuationReportHoldingClassification } from '../-valuation-report-shared';
+import { ArtifactTypeId } from '../../../commons';
 import { ValuationReportHoldingsTreeNode, ValuationReportHoldingsTreeNodeValue } from './-types';
 import { compareStringArrays } from './-utils';
 
@@ -36,10 +37,20 @@ export function updateTotals(
   const absValue = sumDecimals(holdings.map((x) => x.valuation.value.abs.ref)).add(
     sumDecimals(children.map((x) => x.totals.absValue))
   );
-  const netExposure = sumDecimals(holdings.map((x) => x.valuation.exposure.net.ref)).add(
+
+  const holdingsForExposure = holdings.filter(
+    (h) =>
+      !(
+        h.artifact.type.id === ('CCY' as unknown as ArtifactTypeId) ||
+        h.artifact.type.id === ('DEPO' as unknown as ArtifactTypeId) ||
+        h.artifact.type.id === ('LOAN' as unknown as ArtifactTypeId)
+      )
+  );
+
+  const netExposure = sumDecimals(holdingsForExposure.map((x) => x.valuation.exposure.net.ref)).add(
     sumDecimals(children.map((x) => x.totals.netExposure))
   );
-  const absExposure = sumDecimals(holdings.map((x) => x.valuation.exposure.abs.ref)).add(
+  const absExposure = sumDecimals(holdingsForExposure.map((x) => x.valuation.exposure.abs.ref)).add(
     sumDecimals(children.map((x) => x.totals.absExposure))
   );
   const pnl = sumDecimals(holdings.map((x) => x.pnl)).add(sumDecimals(children.map((x) => x.totals.pnl)));

package/src/reports/valuation/-valuation-report-shared.ts

@@ -70,7 +70,7 @@ export interface ValuationReportHoldingClassificationNode {
 
 /**
  * Type definition for base valuation report holding (shared by
- * [[ValuationReportHolding]] and [[ValuationReportChildHolding]]).
+ * {@link ValuationReportHolding} and {@link ValuationReportChildHolding}).
  */
 export interface BaseValuationReportHolding {
   artifact: ValuationReportArtifact;