@fintekkers/ledger-models 0.1.143 → 0.2.1
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/hierarchy.json +131 -0
- package/node/fintekkers/models/security/asset_class_pb.d.ts +1 -0
- package/node/fintekkers/models/security/asset_class_pb.js +2 -1
- package/node/fintekkers/models/security/instrument_type_pb.d.ts +14 -0
- package/node/fintekkers/models/security/{security_type_pb.js → instrument_type_pb.js} +7 -14
- package/node/fintekkers/models/security/product_type_grpc_pb.js +1 -0
- package/node/fintekkers/models/security/product_type_pb.d.ts +37 -0
- package/node/fintekkers/models/security/product_type_pb.js +58 -0
- package/node/fintekkers/models/security/security_id_grpc_pb.js +1 -0
- package/node/fintekkers/models/security/security_id_pb.d.ts +31 -0
- package/node/fintekkers/models/security/security_id_pb.js +199 -0
- package/node/fintekkers/models/security/security_pb.d.ts +14 -4
- package/node/fintekkers/models/security/security_pb.js +100 -13
- package/node/fintekkers/models/security/security_pb.test.js +2 -2
- package/node/fintekkers/models/security/security_pb.test.js.map +1 -1
- package/node/fintekkers/models/security/security_pb.test.ts +2 -2
- package/node/wrappers/models/position/position_filter_operator.js +1 -1
- package/node/wrappers/models/position/position_filter_operator.js.map +1 -1
- package/node/wrappers/models/position/position_filter_operator.ts +1 -1
- package/node/wrappers/models/price/Price.cash.test.js +2 -2
- package/node/wrappers/models/price/Price.cash.test.js.map +1 -1
- package/node/wrappers/models/price/Price.cash.test.ts +2 -2
- package/node/wrappers/models/security/BondSecurity.js +11 -3
- package/node/wrappers/models/security/BondSecurity.js.map +1 -1
- package/node/wrappers/models/security/BondSecurity.priceScale.test.js +2 -2
- package/node/wrappers/models/security/BondSecurity.priceScale.test.js.map +1 -1
- package/node/wrappers/models/security/BondSecurity.priceScale.test.ts +2 -2
- package/node/wrappers/models/security/BondSecurity.test.js +5 -5
- package/node/wrappers/models/security/BondSecurity.test.js.map +1 -1
- package/node/wrappers/models/security/BondSecurity.test.ts +5 -5
- package/node/wrappers/models/security/BondSecurity.ts +11 -3
- package/node/wrappers/models/security/asset_class.test.js +2 -0
- package/node/wrappers/models/security/asset_class.test.js.map +1 -1
- package/node/wrappers/models/security/asset_class.test.ts +2 -0
- package/node/wrappers/models/security/product_hierarchy.d.ts +42 -0
- package/node/wrappers/models/security/product_hierarchy.js +157 -0
- package/node/wrappers/models/security/product_hierarchy.js.map +1 -0
- package/node/wrappers/models/security/product_hierarchy.ts +159 -0
- package/node/wrappers/models/security/security-roundtrip.test.js +13 -13
- package/node/wrappers/models/security/security-roundtrip.test.js.map +1 -1
- package/node/wrappers/models/security/security-roundtrip.test.ts +13 -13
- package/node/wrappers/models/security/security.js +11 -11
- package/node/wrappers/models/security/security.js.map +1 -1
- package/node/wrappers/models/security/security.test.js +3 -3
- package/node/wrappers/models/security/security.test.js.map +1 -1
- package/node/wrappers/models/security/security.test.ts +3 -3
- package/node/wrappers/models/security/security.ts +12 -12
- package/node/wrappers/models/transaction/transaction.derived.test.js +5 -5
- package/node/wrappers/models/transaction/transaction.derived.test.js.map +1 -1
- package/node/wrappers/models/transaction/transaction.derived.test.ts +5 -5
- package/node/wrappers/models/transaction/transaction.js +14 -14
- package/node/wrappers/models/transaction/transaction.js.map +1 -1
- package/node/wrappers/models/transaction/transaction.ts +14 -14
- package/node/wrappers/services/security-service/security.test.js +2 -2
- package/node/wrappers/services/security-service/security.test.js.map +1 -1
- package/node/wrappers/services/security-service/security.test.ts +2 -2
- package/package.json +1 -1
- package/tsconfig.json +2 -1
- package/node/fintekkers/models/security/security_type_pb.d.ts +0 -21
- package/node/wrappers/models/security/security_type.d.ts +0 -31
- package/node/wrappers/models/security/security_type.js +0 -45
- package/node/wrappers/models/security/security_type.js.map +0 -1
- package/node/wrappers/models/security/security_type.test.d.ts +0 -1
- package/node/wrappers/models/security/security_type.test.js +0 -68
- package/node/wrappers/models/security/security_type.test.js.map +0 -1
- package/node/wrappers/models/security/security_type.test.ts +0 -74
- package/node/wrappers/models/security/security_type.ts +0 -47
- /package/node/fintekkers/models/security/{security_type_grpc_pb.js → instrument_type_grpc_pb.js} +0 -0
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@@ -33,8 +33,12 @@ var fintekkers_models_security_identifier_identifier_pb = require('../../../fint
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goog.object.extend(proto, fintekkers_models_security_identifier_identifier_pb);
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var fintekkers_models_security_bond_issuance_pb = require('../../../fintekkers/models/security/bond/issuance_pb.js');
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goog.object.extend(proto, fintekkers_models_security_bond_issuance_pb);
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var
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goog.object.extend(proto,
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var fintekkers_models_security_product_type_pb = require('../../../fintekkers/models/security/product_type_pb.js');
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goog.object.extend(proto, fintekkers_models_security_product_type_pb);
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var fintekkers_models_security_instrument_type_pb = require('../../../fintekkers/models/security/instrument_type_pb.js');
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goog.object.extend(proto, fintekkers_models_security_instrument_type_pb);
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var fintekkers_models_security_security_id_pb = require('../../../fintekkers/models/security/security_id_pb.js');
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goog.object.extend(proto, fintekkers_models_security_security_id_pb);
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var fintekkers_models_security_security_quantity_type_pb = require('../../../fintekkers/models/security/security_quantity_type_pb.js');
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goog.object.extend(proto, fintekkers_models_security_security_quantity_type_pb);
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var fintekkers_models_security_coupon_frequency_pb = require('../../../fintekkers/models/security/coupon_frequency_pb.js');
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@@ -226,7 +230,7 @@ if (goog.DEBUG && !COMPILED) {
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* @private {!Array<number>}
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* @const
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*/
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proto.fintekkers.models.security.SecurityProto.repeatedFields_ = [42,67];
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proto.fintekkers.models.security.SecurityProto.repeatedFields_ = [17,42,67];
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/**
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* Oneof group definitions for this message. Each group defines the field
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isLink: jspb.Message.getBooleanFieldWithDefault(msg, 7, false),
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validFrom: (f = msg.getValidFrom()) && fintekkers_models_util_local_timestamp_pb.LocalTimestampProto.toObject(includeInstance, f),
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validTo: (f = msg.getValidTo()) && fintekkers_models_util_local_timestamp_pb.LocalTimestampProto.toObject(includeInstance, f),
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-
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productType: jspb.Message.getFieldWithDefault(msg, 10, 0),
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instrumentType: jspb.Message.getFieldWithDefault(msg, 16, 0),
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legsList: jspb.Message.toObjectList(msg.getLegsList(),
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fintekkers_models_security_security_id_pb.SecurityIdProto.toObject, includeInstance),
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deletedAt: (f = msg.getDeletedAt()) && fintekkers_models_util_local_timestamp_pb.LocalTimestampProto.toObject(includeInstance, f),
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assetClass: jspb.Message.getFieldWithDefault(msg, 11, ""),
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issuerName: jspb.Message.getFieldWithDefault(msg, 12, ""),
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@@ -400,8 +407,17 @@ proto.fintekkers.models.security.SecurityProto.deserializeBinaryFromReader = fun
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msg.setValidTo(value);
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break;
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case 10:
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var value = /** @type {!proto.fintekkers.models.security.
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msg.
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var value = /** @type {!proto.fintekkers.models.security.ProductTypeProto} */ (reader.readEnum());
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msg.setProductType(value);
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break;
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case 16:
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var value = /** @type {!proto.fintekkers.models.security.InstrumentTypeProto} */ (reader.readEnum());
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msg.setInstrumentType(value);
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break;
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case 17:
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var value = new fintekkers_models_security_security_id_pb.SecurityIdProto;
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reader.readMessage(value,fintekkers_models_security_security_id_pb.SecurityIdProto.deserializeBinaryFromReader);
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msg.addLegs(value);
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break;
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case 15:
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var value = new fintekkers_models_util_local_timestamp_pb.LocalTimestampProto;
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);
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}
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f = message.
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f = message.getProductType();
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if (f !== 0.0) {
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writer.writeEnum(
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);
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}
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f = message.getInstrumentType();
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if (f !== 0.0) {
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writer.writeEnum(
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f
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);
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}
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f = message.getLegsList();
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if (f.length > 0) {
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writer.writeRepeatedMessage(
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f,
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fintekkers_models_security_security_id_pb.SecurityIdProto.serializeBinaryToWriter
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);
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}
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f = message.getDeletedAt();
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if (f != null) {
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writer.writeMessage(
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* optional ProductTypeProto product_type = 10;
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* @return {!proto.fintekkers.models.security.ProductTypeProto}
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return /** @type {!proto.fintekkers.models.security.
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proto.fintekkers.models.security.SecurityProto.prototype.getProductType = function() {
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return /** @type {!proto.fintekkers.models.security.ProductTypeProto} */ (jspb.Message.getFieldWithDefault(this, 10, 0));
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proto.fintekkers.models.security.SecurityProto.prototype.setProductType = function(value) {
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/**
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* optional InstrumentTypeProto instrument_type = 16;
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*/
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proto.fintekkers.models.security.SecurityProto.prototype.getInstrumentType = function() {
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return /** @type {!proto.fintekkers.models.security.InstrumentTypeProto} */ (jspb.Message.getFieldWithDefault(this, 16, 0));
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};
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/**
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*/
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proto.fintekkers.models.security.SecurityProto.prototype.setInstrumentType = function(value) {
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return jspb.Message.setProto3EnumField(this, 16, value);
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};
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/**
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* repeated SecurityIdProto legs = 17;
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*/
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proto.fintekkers.models.security.SecurityProto.prototype.getLegsList = function() {
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return /** @type{!Array<!proto.fintekkers.models.security.SecurityIdProto>} */ (
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jspb.Message.getRepeatedWrapperField(this, fintekkers_models_security_security_id_pb.SecurityIdProto, 17));
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};
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/**
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*/
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proto.fintekkers.models.security.SecurityProto.prototype.setLegsList = function(value) {
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};
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/**
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*/
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proto.fintekkers.models.security.SecurityProto.prototype.addLegs = function(opt_value, opt_index) {
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return jspb.Message.addToRepeatedWrapperField(this, 17, opt_value, proto.fintekkers.models.security.SecurityIdProto, opt_index);
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};
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/**
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*/
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proto.fintekkers.models.security.SecurityProto.prototype.clearLegsList = function() {
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};
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/**
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@@ -6,7 +6,7 @@ const local_date_pb_1 = require("../util/local_date_pb");
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const coupon_frequency_pb_1 = require("./coupon_frequency_pb");
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const coupon_type_pb_1 = require("./coupon_type_pb");
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const security_pb_1 = require("./security_pb");
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const
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const product_type_pb_1 = require("./product_type_pb");
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test('create a security proto (from sue) object and test it can be read', () => {
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// Usage example
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const security = new security_pb_1.SecurityProto();
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@@ -19,7 +19,7 @@ test('create a security proto (from sue) object and test it can be read', () =>
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security.setIssueDate(new local_date_pb_1.LocalDateProto().setYear(2023).setMonth(1).setDay(1));
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security.setDatedDate(new local_date_pb_1.LocalDateProto().setYear(2023).setMonth(1).setDay(1));
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security.setMaturityDate(new local_date_pb_1.LocalDateProto().setYear(2023).setMonth(1).setDay(1));
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security.
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security.setProductType(product_type_pb_1.ProductTypeProto.TREASURY_NOTE);
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security.setCouponType(coupon_type_pb_1.CouponTypeProto.FIXED);
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// Serialize the object to a binary representation
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const binaryData = security.serializeBinary();
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@@ -1 +1 @@
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{"version":3,"file":"security_pb.test.js","sourceRoot":"","sources":["security_pb.test.ts"],"names":[],"mappings":";;AAAA,2CAA2C;AAC3C,+DAA6D;AAC7D,yDAAuD;AACvD,+DAA6D;AAC7D,qDAAmD;AACnD,+CAA8C;AAC9C,
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+
{"version":3,"file":"security_pb.test.js","sourceRoot":"","sources":["security_pb.test.ts"],"names":[],"mappings":";;AAAA,2CAA2C;AAC3C,+DAA6D;AAC7D,yDAAuD;AACvD,+DAA6D;AAC7D,qDAAmD;AACnD,+CAA8C;AAC9C,uDAAqD;AAErD,IAAI,CAAC,mEAAmE,EAAE,GAAG,EAAE;IAC7E,gBAAgB;IAChB,MAAM,QAAQ,GAAG,IAAI,2BAAa,EAAE,CAAC;IAErC,QAAQ,CAAC,cAAc,CAAC,iBAAiB,CAAC,CAAC;IAC3C,QAAQ,CAAC,UAAU,CAAC,KAAK,CAAC,CAAC;IAC3B,QAAQ,CAAC,aAAa,CAAC,aAAa,CAAC,CAAC;IACtC,QAAQ,CAAC,kBAAkB,CAAC,0CAAoB,CAAC,QAAQ,CAAC,CAAC;IAC3D,QAAQ,CAAC,aAAa,CAAC,IAAI,oCAAiB,EAAE,CAAC,0BAA0B,CAAC,MAAM,CAAC,CAAC,CAAC;IACnF,QAAQ,CAAC,YAAY,CAAC,IAAI,oCAAiB,EAAE,CAAC,0BAA0B,CAAC,SAAS,CAAC,CAAC,CAAC;IACrF,QAAQ,CAAC,YAAY,CAAC,IAAI,8BAAc,EAAE,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC;IAChF,QAAQ,CAAC,YAAY,CAAC,IAAI,8BAAc,EAAE,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC;IAChF,QAAQ,CAAC,eAAe,CAAC,IAAI,8BAAc,EAAE,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC;IACnF,QAAQ,CAAC,cAAc,CAAC,kCAAgB,CAAC,aAAa,CAAC,CAAC;IACxD,QAAQ,CAAC,aAAa,CAAC,gCAAe,CAAC,KAAK,CAAC,CAAA;IAE7C,kDAAkD;IAClD,MAAM,UAAU,GAAG,QAAQ,CAAC,eAAe,EAAE,CAAC;IAE9C,6DAA6D;IAC7D,MAAM,oBAAoB,GAAG,2BAAa,CAAC,iBAAiB,CAAC,UAAU,CAAC,CAAC;IAEzE,gEAAgE;IAChE,MAAM,CAAC,oBAAoB,CAAC,QAAQ,EAAE,CAAC,CAAC,OAAO,CAAC,QAAQ,CAAC,QAAQ,EAAE,CAAC,CAAC;AACvE,CAAC,CAAC,CAAC"}
|
|
@@ -4,7 +4,7 @@ import { LocalDateProto } from '../util/local_date_pb';
|
|
|
4
4
|
import { CouponFrequencyProto } from './coupon_frequency_pb';
|
|
5
5
|
import { CouponTypeProto } from './coupon_type_pb';
|
|
6
6
|
import { SecurityProto } from './security_pb';
|
|
7
|
-
import {
|
|
7
|
+
import { ProductTypeProto } from './product_type_pb';
|
|
8
8
|
|
|
9
9
|
test('create a security proto (from sue) object and test it can be read', () => {
|
|
10
10
|
// Usage example
|
|
@@ -19,7 +19,7 @@ test('create a security proto (from sue) object and test it can be read', () =>
|
|
|
19
19
|
security.setIssueDate(new LocalDateProto().setYear(2023).setMonth(1).setDay(1));
|
|
20
20
|
security.setDatedDate(new LocalDateProto().setYear(2023).setMonth(1).setDay(1));
|
|
21
21
|
security.setMaturityDate(new LocalDateProto().setYear(2023).setMonth(1).setDay(1));
|
|
22
|
-
security.
|
|
22
|
+
security.setProductType(ProductTypeProto.TREASURY_NOTE);
|
|
23
23
|
security.setCouponType(CouponTypeProto.FIXED)
|
|
24
24
|
|
|
25
25
|
// Serialize the object to a binary representation
|
|
@@ -2,7 +2,7 @@
|
|
|
2
2
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
3
|
exports.PositionFilterOperator = void 0;
|
|
4
4
|
// The proto module exports the enum as `PositionFilterOperator` (no `Proto`
|
|
5
|
-
// suffix, unlike
|
|
5
|
+
// suffix, unlike ProductTypeProto / AssetClassProto / IdentifierTypeProto).
|
|
6
6
|
// Renamed on import to free the natural class name for the wrapper. Consumers
|
|
7
7
|
// who want the enum type for their own annotations can import directly from
|
|
8
8
|
// the proto module:
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"position_filter_operator.js","sourceRoot":"","sources":["position_filter_operator.ts"],"names":[],"mappings":";;;AAAA,4EAA4E;AAC5E,
|
|
1
|
+
{"version":3,"file":"position_filter_operator.js","sourceRoot":"","sources":["position_filter_operator.ts"],"names":[],"mappings":";;;AAAA,4EAA4E;AAC5E,4EAA4E;AAC5E,8EAA8E;AAC9E,4EAA4E;AAC5E,oBAAoB;AACpB,EAAE;AACF,+EAA+E;AAC/E,EAAE;AACF,oDAAoD;AACpD,EAAE;AACF,uFAAuF;AACvF,2FAA4H;AAE5H;;;;;;;;;;GAUG;AACH,MAAa,sBAAsB;IAE/B;;;;;;OAMG;IACH,MAAM,CAAC,eAAe;QAClB,OAAO,MAAM,CAAC,IAAI,CAAC,yCAA0B,CAAC,CAAC,MAAM,CACjD,CAAC,CAAC,EAAE,CAAC,CAAC,KAAK,kBAAkB,CAChC,CAAC;IACN,CAAC;IAED;;;;OAIG;IACH,MAAM,CAAC,QAAQ,CAAC,IAAY;QACxB,MAAM,OAAO,GAAG,yCAA+D,CAAC;QAChF,MAAM,SAAS,GAAG,OAAO,CAAC,IAAI,CAAC,CAAC;QAChC,IAAI,SAAS,KAAK,SAAS,EAAE;YACzB,MAAM,IAAI,KAAK,CACX,yCAAyC,IAAI,mBAAmB,sBAAsB,CAAC,eAAe,EAAE,CAAC,IAAI,CAAC,IAAI,CAAC,EAAE,CACxH,CAAC;SACL;QACD,OAAO,SAAuC,CAAC;IACnD,CAAC;CACJ;AA9BD,wDA8BC"}
|
|
@@ -1,5 +1,5 @@
|
|
|
1
1
|
// The proto module exports the enum as `PositionFilterOperator` (no `Proto`
|
|
2
|
-
// suffix, unlike
|
|
2
|
+
// suffix, unlike ProductTypeProto / AssetClassProto / IdentifierTypeProto).
|
|
3
3
|
// Renamed on import to free the natural class name for the wrapper. Consumers
|
|
4
4
|
// who want the enum type for their own annotations can import directly from
|
|
5
5
|
// the proto module:
|
|
@@ -7,7 +7,7 @@ const assert = require("assert");
|
|
|
7
7
|
const Price_1 = __importDefault(require("./Price"));
|
|
8
8
|
const security_1 = __importDefault(require("../security/security"));
|
|
9
9
|
const security_pb_1 = require("../../../fintekkers/models/security/security_pb");
|
|
10
|
-
const
|
|
10
|
+
const product_type_pb_1 = require("../../../fintekkers/models/security/product_type_pb");
|
|
11
11
|
const uuid_1 = require("../utils/uuid");
|
|
12
12
|
const datetime_1 = require("../utils/datetime");
|
|
13
13
|
const decimal_js_1 = require("decimal.js");
|
|
@@ -33,7 +33,7 @@ function createDummyCashSecurity() {
|
|
|
33
33
|
securityProto.setObjectClass('Security');
|
|
34
34
|
securityProto.setVersion('0.0.1');
|
|
35
35
|
securityProto.setUuid(uuid_1.UUID.random().toUUIDProto());
|
|
36
|
-
securityProto.
|
|
36
|
+
securityProto.setProductType(product_type_pb_1.ProductTypeProto.CURRENCY);
|
|
37
37
|
securityProto.setAsOf(datetime_1.ZonedDateTime.now().toProto());
|
|
38
38
|
securityProto.setAssetClass('Cash');
|
|
39
39
|
securityProto.setCashId('USD');
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"Price.cash.test.js","sourceRoot":"","sources":["Price.cash.test.ts"],"names":[],"mappings":";;;;;AAAA,iCAAkC;AAClC,oDAA4B;AAC5B,oEAA4C;AAC5C,iFAAgF;AAChF,
|
|
1
|
+
{"version":3,"file":"Price.cash.test.js","sourceRoot":"","sources":["Price.cash.test.ts"],"names":[],"mappings":";;;;;AAAA,iCAAkC;AAClC,oDAA4B;AAC5B,oEAA4C;AAC5C,iFAAgF;AAChF,yFAAuF;AACvF,wCAAqC;AACrC,gDAAkD;AAClD,2CAAqC;AAErC,IAAI,CAAC,yBAAyB,EAAE,GAAG,EAAE;IACjC,gBAAgB,EAAE,CAAC;AACvB,CAAC,CAAC,CAAC;AAEH,SAAS,gBAAgB;;IACrB,MAAM,YAAY,GAAG,uBAAuB,EAAE,CAAC;IAC/C,MAAM,IAAI,GAAG,wBAAa,CAAC,GAAG,EAAE,CAAC;IAEjC,MAAM,SAAS,GAAG,eAAK,CAAC,YAAY,CAAC,YAAY,EAAE,IAAI,CAAC,CAAC;IAEzD,uDAAuD;IACvD,MAAM,UAAU,GAAG,MAAA,SAAS,CAAC,KAAK,CAAC,QAAQ,EAAE,0CAAE,0BAA0B,EAAE,CAAC;IAC5E,MAAM,YAAY,GAAG,IAAI,oBAAO,CAAC,UAAU,IAAI,GAAG,CAAC,CAAC;IACpD,MAAM,CAAC,YAAY,CAAC,MAAM,CAAC,IAAI,oBAAO,CAAC,KAAK,CAAC,CAAC,EAAE,gCAAgC,UAAU,EAAE,CAAC,CAAC;IAE9F,wBAAwB;IACxB,MAAM,CAAC,SAAS,CAAC,KAAK,CAAC,WAAW,EAAE,KAAK,YAAY,CAAC,KAAK,EAAE,uBAAuB,CAAC,CAAC;IAEtF,oBAAoB;IACpB,MAAM,CAAC,CAAA,MAAA,SAAS,CAAC,KAAK,CAAC,OAAO,EAAE,0CAAE,WAAW,EAAE,MAAK,IAAI,CAAC,OAAO,EAAE,CAAC,WAAW,EAAE,EAAE,4BAA4B,CAAC,CAAC;AACpH,CAAC;AAED,SAAS,uBAAuB;IAC5B,MAAM,aAAa,GAAG,IAAI,2BAAa,EAAE,CAAC;IAC1C,aAAa,CAAC,cAAc,CAAC,UAAU,CAAC,CAAC;IACzC,aAAa,CAAC,UAAU,CAAC,OAAO,CAAC,CAAC;IAClC,aAAa,CAAC,OAAO,CAAC,WAAI,CAAC,MAAM,EAAE,CAAC,WAAW,EAAE,CAAC,CAAC;IACnD,aAAa,CAAC,cAAc,CAAC,kCAAgB,CAAC,QAAQ,CAAC,CAAC;IACxD,aAAa,CAAC,OAAO,CAAC,wBAAa,CAAC,GAAG,EAAE,CAAC,OAAO,EAAE,CAAC,CAAC;IACrD,aAAa,CAAC,aAAa,CAAC,MAAM,CAAC,CAAC;IACpC,aAAa,CAAC,SAAS,CAAC,KAAK,CAAC,CAAC;IAE/B,OAAO,kBAAQ,CAAC,MAAM,CAAC,aAAa,CAAC,CAAC;AAC1C,CAAC"}
|
|
@@ -2,7 +2,7 @@ import assert = require('assert');
|
|
|
2
2
|
import Price from './Price';
|
|
3
3
|
import Security from '../security/security';
|
|
4
4
|
import { SecurityProto } from '../../../fintekkers/models/security/security_pb';
|
|
5
|
-
import {
|
|
5
|
+
import { ProductTypeProto } from "../../../fintekkers/models/security/product_type_pb";
|
|
6
6
|
import { UUID } from '../utils/uuid';
|
|
7
7
|
import { ZonedDateTime } from '../utils/datetime';
|
|
8
8
|
import { Decimal } from 'decimal.js';
|
|
@@ -34,7 +34,7 @@ function createDummyCashSecurity(): Security {
|
|
|
34
34
|
securityProto.setObjectClass('Security');
|
|
35
35
|
securityProto.setVersion('0.0.1');
|
|
36
36
|
securityProto.setUuid(UUID.random().toUUIDProto());
|
|
37
|
-
securityProto.
|
|
37
|
+
securityProto.setProductType(ProductTypeProto.CURRENCY);
|
|
38
38
|
securityProto.setAsOf(ZonedDateTime.now().toProto());
|
|
39
39
|
securityProto.setAssetClass('Cash');
|
|
40
40
|
securityProto.setCashId('USD');
|
|
@@ -4,18 +4,26 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
|
|
|
4
4
|
};
|
|
5
5
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
6
6
|
const security_1 = __importDefault(require("./security"));
|
|
7
|
-
const
|
|
7
|
+
const product_type_pb_1 = require("../../../fintekkers/models/security/product_type_pb");
|
|
8
8
|
const date_1 = require("../utils/date");
|
|
9
9
|
const coupon_frequency_1 = require("./coupon_frequency");
|
|
10
10
|
const coupon_type_1 = require("./coupon_type");
|
|
11
11
|
const term_1 = require("./term");
|
|
12
12
|
const tenor_type_pb_1 = require("../../../fintekkers/models/security/tenor_type_pb");
|
|
13
13
|
const decimal_js_1 = require("decimal.js");
|
|
14
|
+
const product_hierarchy_1 = require("./product_hierarchy");
|
|
14
15
|
class BondSecurity extends security_1.default {
|
|
15
16
|
constructor(proto) {
|
|
16
17
|
super(proto);
|
|
17
|
-
|
|
18
|
-
|
|
18
|
+
// Bond-shape membership uses the registry: any product_type that is
|
|
19
|
+
// a descendant of "BOND" in hierarchy.json (TBILL, TREASURY_NOTE,
|
|
20
|
+
// TREASURY_BOND, TIPS, TREASURY_FRN, STRIPS, SOVEREIGN_BOND,
|
|
21
|
+
// CORP_BOND, MUNI_BOND, plus future planned leaves under
|
|
22
|
+
// CREDIT_BOND / STRUCTURED_BOND) is accepted.
|
|
23
|
+
const ptName = Object.keys(product_type_pb_1.ProductTypeProto)
|
|
24
|
+
.find(k => product_type_pb_1.ProductTypeProto[k] === proto.getProductType());
|
|
25
|
+
if (!ptName || !(0, product_hierarchy_1.isDescendantOf)(ptName, 'BOND')) {
|
|
26
|
+
throw new Error(`BondSecurity requires a bond-shape product type (descendant of BOND in hierarchy.json), got ${ptName !== null && ptName !== void 0 ? ptName : 'unknown'}`);
|
|
19
27
|
}
|
|
20
28
|
}
|
|
21
29
|
/** Returns the tenor (term) of the bond as a Tenor object.
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"BondSecurity.js","sourceRoot":"","sources":["BondSecurity.ts"],"names":[],"mappings":";;;;;AAAA,0DAAkC;AAElC,
|
|
1
|
+
{"version":3,"file":"BondSecurity.js","sourceRoot":"","sources":["BondSecurity.ts"],"names":[],"mappings":";;;;;AAAA,0DAAkC;AAElC,yFAAuF;AAEvF,wCAA0C;AAE1C,yDAAqD;AACrD,+CAA2C;AAC3C,iCAAuC;AACvC,qFAAmF;AACnF,2CAAqC;AACrC,2DAAqD;AAErD,MAAM,YAAa,SAAQ,kBAAQ;IACjC,YAAY,KAAoB;QAC9B,KAAK,CAAC,KAAK,CAAC,CAAC;QACb,oEAAoE;QACpE,kEAAkE;QAClE,6DAA6D;QAC7D,yDAAyD;QACzD,8CAA8C;QAC9C,MAAM,MAAM,GAAI,MAAM,CAAC,IAAI,CAAC,kCAAgB,CAA0C;aACnF,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,kCAAgB,CAAC,CAAC,CAAC,KAAK,KAAK,CAAC,cAAc,EAAE,CAAC,CAAC;QAC7D,IAAI,CAAC,MAAM,IAAI,CAAC,IAAA,kCAAc,EAAC,MAAgB,EAAE,MAAM,CAAC,EAAE;YACxD,MAAM,IAAI,KAAK,CACb,+FAA+F,MAAM,aAAN,MAAM,cAAN,MAAM,GAAI,SAAS,EAAE,CACrH,CAAC;SACH;IACH,CAAC;IAED;;;;;;OAMG;IACH,QAAQ,CAAC,QAAe;QACtB,MAAM,SAAS,GAAG,QAAQ,CAAC,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,IAAI,CAAC,YAAY,EAAE,CAAC,MAAM,EAAE,CAAC;QACrE,MAAM,YAAY,GAAG,IAAI,CAAC,eAAe,EAAE,CAAC,MAAM,EAAE,CAAC;QAErD,4DAA4D;QAC5D,MAAM,MAAM,GAAG,IAAI,CAAC,eAAe,CAAC,SAAS,EAAE,YAAY,CAAC,CAAC;QAE7D,OAAO,IAAI,YAAK,CAAC,8BAAc,CAAC,IAAI,EAAE,MAAM,CAAC,CAAC;IAChD,CAAC;IAED;;;OAGG;IACK,eAAe,CAAC,SAAe,EAAE,OAAa;QACpD,IAAI,KAAK,GAAG,OAAO,CAAC,WAAW,EAAE,GAAG,SAAS,CAAC,WAAW,EAAE,CAAC;QAC5D,IAAI,MAAM,GAAG,OAAO,CAAC,QAAQ,EAAE,GAAG,SAAS,CAAC,QAAQ,EAAE,CAAC;QACvD,IAAI,IAAI,GAAG,OAAO,CAAC,OAAO,EAAE,GAAG,SAAS,CAAC,OAAO,EAAE,CAAC;QAEnD,kEAAkE;QAClE,IAAI,IAAI,GAAG,CAAC,EAAE;YACZ,MAAM,EAAE,CAAC;YACT,+CAA+C;YAC/C,MAAM,kBAAkB,GAAG,IAAI,IAAI,CAAC,OAAO,CAAC,WAAW,EAAE,EAAE,OAAO,CAAC,QAAQ,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,EAAE,CAAC;YAC5F,IAAI,IAAI,kBAAkB,CAAC;SAC5B;QAED,6BAA6B;QAC7B,IAAI,MAAM,GAAG,CAAC,EAAE;YACd,KAAK,EAAE,CAAC;YACR,MAAM,IAAI,EAAE,CAAC;SACd;QAED,OAAO;YACL,KAAK;YACL,MAAM;YACN,IAAI;SACL,CAAC;IACJ,CAAC;IAED,aAAa;QACX,MAAM,IAAI,GAAG,IAAI,CAAC,kBAAkB,EAAE,CAAC;QACvC,MAAM,IAAI,GAAG,IAAI,CAAC,CAAC,CAAC,IAAI,CAAC,aAAa,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,aAAa,EAAE,CAAC;QACtE,IAAI,CAAC,IAAI;YAAE,MAAM,IAAI,KAAK,CAAC,mCAAmC,CAAC,CAAC;QAChE,OAAO,IAAI,CAAC;IACd,CAAC;IAED,YAAY;QACV,MAAM,IAAI,GAAG,IAAI,CAAC,kBAAkB,EAAE,CAAC;QACvC,MAAM,SAAS,GAAG,IAAI,CAAC,CAAC,CAAC,IAAI,CAAC,YAAY,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,YAAY,EAAE,CAAC;QACzE,IAAI,CAAC,SAAS;YAAE,MAAM,IAAI,KAAK,CAAC,kCAAkC,CAAC,CAAC;QACpE,OAAO,SAAS,CAAC;IACnB,CAAC;IAED,aAAa;QACX,MAAM,IAAI,GAAG,IAAI,CAAC,kBAAkB,EAAE,CAAC;QACvC,MAAM,UAAU,GAAG,IAAI,CAAC,CAAC,CAAC,IAAI,CAAC,aAAa,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,aAAa,EAAE,CAAC;QAC5E,IAAI,CAAC,UAAU;YAAE,MAAM,IAAI,KAAK,CAAC,mCAAmC,CAAC,CAAC;QACtE,OAAO,IAAI,wBAAU,CAAC,UAAU,CAAC,CAAC;IACpC,CAAC;IAED,kBAAkB;QAChB,MAAM,IAAI,GAAG,IAAI,CAAC,kBAAkB,EAAE,CAAC;QACvC,MAAM,eAAe,GAAG,IAAI,CAAC,CAAC,CAAC,IAAI,CAAC,kBAAkB,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,kBAAkB,EAAE,CAAC;QAC3F,IAAI,CAAC,eAAe;YAAE,MAAM,IAAI,KAAK,CAAC,wCAAwC,CAAC,CAAC;QAChF,OAAO,IAAI,kCAAe,CAAC,eAAe,CAAC,CAAC;IAC9C,CAAC;IAED,YAAY;QACV,MAAM,IAAI,GAAG,IAAI,CAAC,kBAAkB,EAAE,CAAC;QACvC,MAAM,SAAS,GAAG,IAAI,CAAC,CAAC,CAAC,IAAI,CAAC,YAAY,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,YAAY,EAAE,CAAC;QACzE,OAAO,SAAS,CAAC,CAAC,CAAC,IAAI,gBAAS,CAAC,SAAS,CAAC,CAAC,CAAC,CAAC,SAAS,CAAC;IAC1D,CAAC;IAED,eAAe;QACb,MAAM,IAAI,GAAG,IAAI,CAAC,kBAAkB,EAAE,CAAC;QACvC,OAAO,IAAI,CAAC,CAAC,CAAC,IAAI,CAAC,mBAAmB,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,mBAAmB,EAAE,CAAC;IAC9E,CAAC;IAED;;;;;OAKG;IACH,mBAAmB;QACjB,OAAO,IAAI,oBAAO,CAAC,MAAM,CAAC,CAAC;IAC7B,CAAC;IAED;;;;;;OAMG;IACH,YAAY;QACV,MAAM,IAAI,GAAG,KAAK,CAAC,YAAY,EAAE,CAAC;QAClC,IAAI,CAAC,IAAI;YAAE,MAAM,IAAI,KAAK,CAAC,kCAAkC,CAAC,CAAC;QAC/D,OAAO,IAAI,CAAC;IACd,CAAC;IAED,cAAc;QACZ,6CAA6C;QAC7C,8DAA8D;QAC9D,IAAI,OAAQ,IAAY,CAAC,QAAQ,KAAK,UAAU,EAAE;YAChD,MAAM,IAAI,KAAK,CAAC,qDAAqD,CAAC,CAAC;SACxE;QAED,MAAM,KAAK,GAAI,IAAY,CAAC,QAAQ,EAAE,CAAC;QACvC,IAAI,CAAC,KAAK,EAAE;YACV,MAAM,IAAI,KAAK,CAAC,6CAA6C,CAAC,CAAC;SAChE;QAED,MAAM,MAAM,GAAG,KAAK,CAAC,QAAQ,EAAE,CAAC;QAChC,IAAI,CAAC,MAAM,EAAE;YACX,MAAM,IAAI,KAAK,CAAC,8CAA8C,CAAC,CAAC;SACjE;QAED,MAAM,KAAK,GAAG,MAAM,CAAC,KAAK,CAAC;QAC3B,MAAM,MAAM,GAAG,MAAM,CAAC,MAAM,CAAC;QAE7B,IAAI,KAAK,GAAG,CAAC,IAAI,CAAC,KAAK,KAAK,CAAC,IAAI,MAAM,KAAK,CAAC,CAAC,EAAE;YAC9C,OAAO,MAAM,CAAC;SACf;aAAM,IAAI,KAAK,GAAG,EAAE,EAAE;YACrB,OAAO,MAAM,CAAC;SACf;aAAM;YACL,OAAO,MAAM,CAAC;SACf;IACH,CAAC;CACF;AAED,kBAAe,YAAY,CAAC"}
|
|
@@ -6,7 +6,7 @@ Object.defineProperty(exports, "__esModule", { value: true });
|
|
|
6
6
|
const assert = require("assert");
|
|
7
7
|
const BondSecurity_1 = __importDefault(require("./BondSecurity"));
|
|
8
8
|
const security_pb_1 = require("../../../fintekkers/models/security/security_pb");
|
|
9
|
-
const
|
|
9
|
+
const product_type_pb_1 = require("../../../fintekkers/models/security/product_type_pb");
|
|
10
10
|
const decimal_value_pb_1 = require("../../../fintekkers/models/util/decimal_value_pb");
|
|
11
11
|
const local_date_pb_1 = require("../../../fintekkers/models/util/local_date_pb");
|
|
12
12
|
const uuid_1 = require("../utils/uuid");
|
|
@@ -26,7 +26,7 @@ function createDummyBondSecurity() {
|
|
|
26
26
|
securityProto.setObjectClass('Security');
|
|
27
27
|
securityProto.setVersion('0.0.1');
|
|
28
28
|
securityProto.setUuid(uuid_1.UUID.random().toUUIDProto());
|
|
29
|
-
securityProto.
|
|
29
|
+
securityProto.setProductType(product_type_pb_1.ProductTypeProto.TREASURY_NOTE);
|
|
30
30
|
securityProto.setAsOf(datetime_1.ZonedDateTime.now().toProto());
|
|
31
31
|
securityProto.setFaceValue(new decimal_value_pb_1.DecimalValueProto().setArbitraryPrecisionValue('1000.00'));
|
|
32
32
|
securityProto.setIssueDate(new local_date_pb_1.LocalDateProto().setYear(2021).setMonth(1).setDay(1));
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"BondSecurity.priceScale.test.js","sourceRoot":"","sources":["BondSecurity.priceScale.test.ts"],"names":[],"mappings":";;;;;AAAA,iCAAkC;AAClC,kEAA0C;AAC1C,iFAAgF;AAChF,
|
|
1
|
+
{"version":3,"file":"BondSecurity.priceScale.test.js","sourceRoot":"","sources":["BondSecurity.priceScale.test.ts"],"names":[],"mappings":";;;;;AAAA,iCAAkC;AAClC,kEAA0C;AAC1C,iFAAgF;AAChF,yFAAuF;AACvF,uFAAqF;AACrF,iFAA+E;AAC/E,wCAAqC;AACrC,gDAAkD;AAClD,2CAAqC;AAErC,IAAI,CAAC,uCAAuC,EAAE,GAAG,EAAE;IAC/C,uBAAuB,EAAE,CAAC;AAC9B,CAAC,CAAC,CAAC;AAEH,SAAS,uBAAuB;IAC5B,MAAM,YAAY,GAAG,uBAAuB,EAAE,CAAC;IAC/C,MAAM,gBAAgB,GAAG,YAAY,CAAC,mBAAmB,EAAE,CAAC;IAE5D,8CAA8C;IAC9C,MAAM,CAAC,gBAAgB,CAAC,MAAM,CAAC,IAAI,oBAAO,CAAC,MAAM,CAAC,CAAC,EAC/C,yCAAyC,gBAAgB,CAAC,QAAQ,EAAE,EAAE,CAAC,CAAC;AAChF,CAAC;AAED,SAAS,uBAAuB;IAC5B,MAAM,aAAa,GAAG,IAAI,2BAAa,EAAE,CAAC;IAC1C,aAAa,CAAC,cAAc,CAAC,UAAU,CAAC,CAAC;IACzC,aAAa,CAAC,UAAU,CAAC,OAAO,CAAC,CAAC;IAClC,aAAa,CAAC,OAAO,CAAC,WAAI,CAAC,MAAM,EAAE,CAAC,WAAW,EAAE,CAAC,CAAC;IACnD,aAAa,CAAC,cAAc,CAAC,kCAAgB,CAAC,aAAa,CAAC,CAAC;IAC7D,aAAa,CAAC,OAAO,CAAC,wBAAa,CAAC,GAAG,EAAE,CAAC,OAAO,EAAE,CAAC,CAAC;IACrD,aAAa,CAAC,YAAY,CAAC,IAAI,oCAAiB,EAAE,CAAC,0BAA0B,CAAC,SAAS,CAAC,CAAC,CAAC;IAC1F,aAAa,CAAC,YAAY,CAAC,IAAI,8BAAc,EAAE,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC;IACrF,aAAa,CAAC,eAAe,CAAC,IAAI,8BAAc,EAAE,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC;IAExF,OAAO,IAAI,sBAAY,CAAC,aAAa,CAAC,CAAC;AAC3C,CAAC"}
|
|
@@ -1,7 +1,7 @@
|
|
|
1
1
|
import assert = require('assert');
|
|
2
2
|
import BondSecurity from './BondSecurity';
|
|
3
3
|
import { SecurityProto } from '../../../fintekkers/models/security/security_pb';
|
|
4
|
-
import {
|
|
4
|
+
import { ProductTypeProto } from "../../../fintekkers/models/security/product_type_pb";
|
|
5
5
|
import { DecimalValueProto } from '../../../fintekkers/models/util/decimal_value_pb';
|
|
6
6
|
import { LocalDateProto } from '../../../fintekkers/models/util/local_date_pb';
|
|
7
7
|
import { UUID } from '../utils/uuid';
|
|
@@ -26,7 +26,7 @@ function createDummyBondSecurity(): BondSecurity {
|
|
|
26
26
|
securityProto.setObjectClass('Security');
|
|
27
27
|
securityProto.setVersion('0.0.1');
|
|
28
28
|
securityProto.setUuid(UUID.random().toUUIDProto());
|
|
29
|
-
securityProto.
|
|
29
|
+
securityProto.setProductType(ProductTypeProto.TREASURY_NOTE);
|
|
30
30
|
securityProto.setAsOf(ZonedDateTime.now().toProto());
|
|
31
31
|
securityProto.setFaceValue(new DecimalValueProto().setArbitraryPrecisionValue('1000.00'));
|
|
32
32
|
securityProto.setIssueDate(new LocalDateProto().setYear(2021).setMonth(1).setDay(1));
|
|
@@ -7,7 +7,7 @@ const assert = require("assert");
|
|
|
7
7
|
const security_1 = __importDefault(require("./security"));
|
|
8
8
|
const BondSecurity_1 = __importDefault(require("./BondSecurity"));
|
|
9
9
|
const security_pb_1 = require("../../../fintekkers/models/security/security_pb");
|
|
10
|
-
const
|
|
10
|
+
const product_type_pb_1 = require("../../../fintekkers/models/security/product_type_pb");
|
|
11
11
|
const coupon_type_pb_1 = require("../../../fintekkers/models/security/coupon_type_pb");
|
|
12
12
|
const coupon_frequency_pb_1 = require("../../../fintekkers/models/security/coupon_frequency_pb");
|
|
13
13
|
const local_date_pb_1 = require("../../../fintekkers/models/util/local_date_pb");
|
|
@@ -29,7 +29,7 @@ function testBondSecurityCreation() {
|
|
|
29
29
|
securityProto.setObjectClass('Security');
|
|
30
30
|
securityProto.setVersion('0.0.1');
|
|
31
31
|
securityProto.setUuid(uuid_1.UUID.random().toUUIDProto());
|
|
32
|
-
securityProto.
|
|
32
|
+
securityProto.setProductType(product_type_pb_1.ProductTypeProto.TREASURY_NOTE);
|
|
33
33
|
securityProto.setAssetClass('FixedIncome');
|
|
34
34
|
securityProto.setIssuerName('Test Issuer');
|
|
35
35
|
securityProto.setCouponType(coupon_type_pb_1.CouponTypeProto.FIXED);
|
|
@@ -57,7 +57,7 @@ function testBondSecurityTenor() {
|
|
|
57
57
|
securityProto.setObjectClass('Security');
|
|
58
58
|
securityProto.setVersion('0.0.1');
|
|
59
59
|
securityProto.setUuid(uuid_1.UUID.random().toUUIDProto());
|
|
60
|
-
securityProto.
|
|
60
|
+
securityProto.setProductType(product_type_pb_1.ProductTypeProto.TREASURY_NOTE);
|
|
61
61
|
securityProto.setAssetClass('FixedIncome');
|
|
62
62
|
securityProto.setIssuerName('Test Issuer');
|
|
63
63
|
securityProto.setCouponType(coupon_type_pb_1.CouponTypeProto.FIXED);
|
|
@@ -95,7 +95,7 @@ function testBondSecurityTenor() {
|
|
|
95
95
|
securityProto2.setObjectClass('Security');
|
|
96
96
|
securityProto2.setVersion('0.0.1');
|
|
97
97
|
securityProto2.setUuid(uuid_1.UUID.random().toUUIDProto());
|
|
98
|
-
securityProto2.
|
|
98
|
+
securityProto2.setProductType(product_type_pb_1.ProductTypeProto.TREASURY_NOTE);
|
|
99
99
|
securityProto2.setAssetClass('FixedIncome');
|
|
100
100
|
securityProto2.setIssuerName('Test Issuer');
|
|
101
101
|
securityProto2.setCouponType(coupon_type_pb_1.CouponTypeProto.FIXED);
|
|
@@ -122,7 +122,7 @@ function testBondSecurityTenor() {
|
|
|
122
122
|
function testBondSecurityTenorWithAsOfDate() {
|
|
123
123
|
// Create a SecurityProto with BOND_SECURITY type and dates for a 10-year bond
|
|
124
124
|
const securityProto = new security_pb_1.SecurityProto();
|
|
125
|
-
securityProto.
|
|
125
|
+
securityProto.setProductType(product_type_pb_1.ProductTypeProto.TREASURY_NOTE);
|
|
126
126
|
securityProto.setIssueDate(new local_date_pb_1.LocalDateProto().setYear(2021).setMonth(1).setDay(1));
|
|
127
127
|
// Set maturity date: January 1, 2031 (exactly 10 years later)
|
|
128
128
|
securityProto.setMaturityDate(new local_date_pb_1.LocalDateProto().setYear(2031).setMonth(1).setDay(1));
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"BondSecurity.test.js","sourceRoot":"","sources":["BondSecurity.test.ts"],"names":[],"mappings":";;;;;AAAA,iCAAkC;AAClC,0DAAkC;AAClC,kEAA0C;AAC1C,iFAAgF;AAChF,
|
|
1
|
+
{"version":3,"file":"BondSecurity.test.js","sourceRoot":"","sources":["BondSecurity.test.ts"],"names":[],"mappings":";;;;;AAAA,iCAAkC;AAClC,0DAAkC;AAClC,kEAA0C;AAC1C,iFAAgF;AAChF,yFAAuF;AACvF,uFAAqF;AACrF,iGAA+F;AAC/F,iFAA+E;AAC/E,uFAAqF;AACrF,wCAAqC;AAErC,qFAAmF;AAEnF,IAAI,CAAC,kFAAkF,EAAE,GAAG,EAAE;IAC1F,wBAAwB,EAAE,CAAC;AAC/B,CAAC,CAAC,CAAC;AAEH,IAAI,CAAC,qEAAqE,EAAE,GAAG,EAAE;IAC7E,qBAAqB,EAAE,CAAC;AAC5B,CAAC,CAAC,CAAC;AAEH,IAAI,CAAC,qFAAqF,EAAE,GAAG,EAAE;IAC7F,iCAAiC,EAAE,CAAC;AACxC,CAAC,CAAC,CAAC;AAEH,SAAS,wBAAwB;IAC7B,oFAAoF;IACpF,MAAM,aAAa,GAAG,IAAI,2BAAa,EAAE,CAAC;IAC1C,aAAa,CAAC,cAAc,CAAC,UAAU,CAAC,CAAC;IACzC,aAAa,CAAC,UAAU,CAAC,OAAO,CAAC,CAAC;IAClC,aAAa,CAAC,OAAO,CAAC,WAAI,CAAC,MAAM,EAAE,CAAC,WAAW,EAAE,CAAC,CAAC;IACnD,aAAa,CAAC,cAAc,CAAC,kCAAgB,CAAC,aAAa,CAAC,CAAC;IAC7D,aAAa,CAAC,aAAa,CAAC,aAAa,CAAC,CAAC;IAC3C,aAAa,CAAC,aAAa,CAAC,aAAa,CAAC,CAAC;IAC3C,aAAa,CAAC,aAAa,CAAC,gCAAe,CAAC,KAAK,CAAC,CAAC;IACnD,aAAa,CAAC,kBAAkB,CAAC,0CAAoB,CAAC,YAAY,CAAC,CAAC;IACpE,aAAa,CAAC,aAAa,CAAC,IAAI,oCAAiB,EAAE,CAAC,0BAA0B,CAAC,MAAM,CAAC,CAAC,CAAC;IACxF,aAAa,CAAC,YAAY,CAAC,IAAI,oCAAiB,EAAE,CAAC,0BAA0B,CAAC,SAAS,CAAC,CAAC,CAAC;IAC1F,aAAa,CAAC,YAAY,CAAC,IAAI,8BAAc,EAAE,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC;IACrF,aAAa,CAAC,eAAe,CAAC,IAAI,8BAAc,EAAE,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC;IACxF,aAAa,CAAC,cAAc,CAAC,oBAAoB,CAAC,CAAC;IAEnD,8DAA8D;IAC9D,MAAM,QAAQ,GAAG,kBAAQ,CAAC,MAAM,CAAC,aAAa,CAAC,CAAC;IAChD,MAAM,CAAC,QAAQ,YAAY,sBAAY,EAAE,uDAAuD,CAAC,CAAC;IAElG,uCAAuC;IACvC,MAAM,YAAY,GAAG,QAAwB,CAAC;IAE9C,uBAAuB;IACvB,MAAM,UAAU,GAAG,YAAY,CAAC,aAAa,EAAE,CAAC;IAChD,MAAM,CAAC,UAAU,CAAC,IAAI,EAAE,KAAK,OAAO,EAAE,mCAAmC,UAAU,CAAC,IAAI,EAAE,EAAE,CAAC,CAAC;IAE9F,4BAA4B;IAC5B,MAAM,eAAe,GAAG,YAAY,CAAC,kBAAkB,EAAE,CAAC;IAC1D,MAAM,CAAC,eAAe,CAAC,QAAQ,EAAE,KAAK,cAAc,EAAE,+CAA+C,eAAe,CAAC,QAAQ,EAAE,EAAE,CAAC,CAAC;AACvI,CAAC;AAED,SAAS,qBAAqB;IAC1B,8EAA8E;IAC9E,MAAM,aAAa,GAAG,IAAI,2BAAa,EAAE,CAAC;IAC1C,aAAa,CAAC,cAAc,CAAC,UAAU,CAAC,CAAC;IACzC,aAAa,CAAC,UAAU,CAAC,OAAO,CAAC,CAAC;IAClC,aAAa,CAAC,OAAO,CAAC,WAAI,CAAC,MAAM,EAAE,CAAC,WAAW,EAAE,CAAC,CAAC;IACnD,aAAa,CAAC,cAAc,CAAC,kCAAgB,CAAC,aAAa,CAAC,CAAC;IAC7D,aAAa,CAAC,aAAa,CAAC,aAAa,CAAC,CAAC;IAC3C,aAAa,CAAC,aAAa,CAAC,aAAa,CAAC,CAAC;IAC3C,aAAa,CAAC,aAAa,CAAC,gCAAe,CAAC,KAAK,CAAC,CAAC;IACnD,aAAa,CAAC,kBAAkB,CAAC,0CAAoB,CAAC,YAAY,CAAC,CAAC;IACpE,aAAa,CAAC,aAAa,CAAC,IAAI,oCAAiB,EAAE,CAAC,0BAA0B,CAAC,MAAM,CAAC,CAAC,CAAC;IACxF,aAAa,CAAC,YAAY,CAAC,IAAI,oCAAiB,EAAE,CAAC,0BAA0B,CAAC,SAAS,CAAC,CAAC,CAAC;IAE1F,kCAAkC;IAClC,aAAa,CAAC,YAAY,CAAC,IAAI,8BAAc,EAAE,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC;IACrF,8DAA8D;IAC9D,aAAa,CAAC,eAAe,CAAC,IAAI,8BAAc,EAAE,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC;IACxF,aAAa,CAAC,cAAc,CAAC,4BAA4B,CAAC,CAAC;IAE3D,sBAAsB;IACtB,MAAM,QAAQ,GAAG,kBAAQ,CAAC,MAAM,CAAC,aAAa,CAAC,CAAC;IAChD,MAAM,CAAC,QAAQ,YAAY,sBAAY,EAAE,uDAAuD,CAAC,CAAC;IAClG,MAAM,YAAY,GAAG,QAAwB,CAAC;IAE9C,kBAAkB;IAClB,MAAM,KAAK,GAAG,YAAY,CAAC,QAAQ,EAAE,CAAC;IACtC,MAAM,CAAC,KAAK,KAAK,IAAI,EAAE,0BAA0B,CAAC,CAAC;IACnD,MAAM,CAAC,KAAK,CAAC,OAAO,EAAE,KAAK,8BAAc,CAAC,IAAI,EAAE,2BAA2B,CAAC,CAAC;IAE7E,MAAM,MAAM,GAAG,KAAK,CAAC,QAAQ,EAAE,CAAC;IAChC,MAAM,CAAC,MAAM,KAAK,IAAI,EAAE,2BAA2B,CAAC,CAAC;IACrD,IAAI,MAAM,EAAE;QACR,MAAM,CAAC,MAAM,CAAC,KAAK,KAAK,EAAE,EAAE,0BAA0B,MAAM,CAAC,KAAK,EAAE,CAAC,CAAC;QACtE,MAAM,CAAC,MAAM,CAAC,MAAM,KAAK,CAAC,EAAE,0BAA0B,MAAM,CAAC,MAAM,EAAE,CAAC,CAAC;QACvE,MAAM,CAAC,MAAM,CAAC,IAAI,KAAK,CAAC,EAAE,wBAAwB,MAAM,CAAC,IAAI,EAAE,CAAC,CAAC;KACpE;IAED,yBAAyB;IACzB,MAAM,gBAAgB,GAAG,KAAK,CAAC,mBAAmB,EAAE,CAAC;IACrD,MAAM,CAAC,gBAAgB,KAAK,KAAK,EAAE,0CAA0C,gBAAgB,GAAG,CAAC,CAAC;IAElG,kBAAkB;IAClB,MAAM,WAAW,GAAG,KAAK,CAAC,QAAQ,EAAE,CAAC;IACrC,MAAM,CAAC,WAAW,KAAK,WAAW,EAAE,8BAA8B,WAAW,GAAG,CAAC,CAAC;IAElF,4CAA4C;IAC5C,MAAM,cAAc,GAAG,IAAI,2BAAa,EAAE,CAAC;IAC3C,cAAc,CAAC,cAAc,CAAC,UAAU,CAAC,CAAC;IAC1C,cAAc,CAAC,UAAU,CAAC,OAAO,CAAC,CAAC;IACnC,cAAc,CAAC,OAAO,CAAC,WAAI,CAAC,MAAM,EAAE,CAAC,WAAW,EAAE,CAAC,CAAC;IACpD,cAAc,CAAC,cAAc,CAAC,kCAAgB,CAAC,aAAa,CAAC,CAAC;IAC9D,cAAc,CAAC,aAAa,CAAC,aAAa,CAAC,CAAC;IAC5C,cAAc,CAAC,aAAa,CAAC,aAAa,CAAC,CAAC;IAC5C,cAAc,CAAC,aAAa,CAAC,gCAAe,CAAC,KAAK,CAAC,CAAC;IACpD,cAAc,CAAC,kBAAkB,CAAC,0CAAoB,CAAC,YAAY,CAAC,CAAC;IACrE,cAAc,CAAC,aAAa,CAAC,IAAI,oCAAiB,EAAE,CAAC,0BAA0B,CAAC,MAAM,CAAC,CAAC,CAAC;IACzF,cAAc,CAAC,YAAY,CAAC,IAAI,oCAAiB,EAAE,CAAC,0BAA0B,CAAC,SAAS,CAAC,CAAC,CAAC;IAE3F,mCAAmC;IACnC,cAAc,CAAC,YAAY,CAAC,IAAI,8BAAc,EAAE,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,EAAE,CAAC,CAAC,CAAC;IACvF,+DAA+D;IAC/D,cAAc,CAAC,eAAe,CAAC,IAAI,8BAAc,EAAE,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,EAAE,CAAC,CAAC,CAAC;IAC1F,cAAc,CAAC,cAAc,CAAC,gCAAgC,CAAC,CAAC;IAEhE,MAAM,aAAa,GAAG,kBAAQ,CAAC,MAAM,CAAC,cAAc,CAAiB,CAAC;IACtE,MAAM,MAAM,GAAG,aAAa,CAAC,QAAQ,EAAE,CAAC;IACxC,MAAM,OAAO,GAAG,MAAM,CAAC,QAAQ,EAAE,CAAC;IAElC,IAAI,OAAO,EAAE;QACT,MAAM,CAAC,OAAO,CAAC,KAAK,KAAK,CAAC,EAAE,yBAAyB,OAAO,CAAC,KAAK,EAAE,CAAC,CAAC;QACtE,MAAM,CAAC,OAAO,CAAC,MAAM,KAAK,CAAC,EAAE,0BAA0B,OAAO,CAAC,MAAM,EAAE,CAAC,CAAC;QACzE,MAAM,CAAC,OAAO,CAAC,IAAI,KAAK,CAAC,EAAE,wBAAwB,OAAO,CAAC,IAAI,EAAE,CAAC,CAAC;KACtE;IAED,0EAA0E;IAC1E,yBAAyB;IACzB,MAAM,CAAC,MAAM,CAAC,QAAQ,EAAE,KAAK,YAAY,EAAE,+BAA+B,MAAM,CAAC,QAAQ,EAAE,GAAG,CAAC,CAAC;AACpG,CAAC;AAED,SAAS,iCAAiC;IACtC,8EAA8E;IAC9E,MAAM,aAAa,GAAG,IAAI,2BAAa,EAAE,CAAC;IAE1C,aAAa,CAAC,cAAc,CAAC,kCAAgB,CAAC,aAAa,CAAC,CAAC;IAC7D,aAAa,CAAC,YAAY,CAAC,IAAI,8BAAc,EAAE,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC;IACrF,8DAA8D;IAC9D,aAAa,CAAC,eAAe,CAAC,IAAI,8BAAc,EAAE,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC;IAExF,sBAAsB;IACtB,MAAM,QAAQ,GAAG,kBAAQ,CAAC,MAAM,CAAC,aAAa,CAAC,CAAC;IAChD,MAAM,YAAY,GAAG,QAAwB,CAAC;IAE9C,kBAAkB;IAClB,MAAM,QAAQ,GAAG,IAAI,IAAI,CAAC,IAAI,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;IACtC,MAAM,KAAK,GAAG,YAAY,CAAC,QAAQ,CAAC,QAAQ,CAAC,CAAC;IAE9C,MAAM,CAAC,KAAK,KAAK,IAAI,EAAE,0BAA0B,CAAC,CAAC;IACnD,MAAM,CAAC,KAAK,CAAC,OAAO,EAAE,KAAK,8BAAc,CAAC,IAAI,EAAE,2BAA2B,CAAC,CAAC;IAE7E,MAAM,MAAM,GAAG,KAAK,CAAC,QAAQ,EAAE,CAAC;IAChC,MAAM,CAAC,MAAM,KAAK,IAAI,EAAE,2BAA2B,CAAC,CAAC;IACrD,IAAI,MAAM,EAAE;QACR,MAAM,CAAC,MAAM,CAAC,KAAK,KAAK,CAAC,EAAE,yBAAyB,MAAM,CAAC,KAAK,EAAE,CAAC,CAAC;QACpE,MAAM,CAAC,MAAM,CAAC,MAAM,KAAK,CAAC,EAAE,0BAA0B,MAAM,CAAC,MAAM,EAAE,CAAC,CAAC;QACvE,MAAM,CAAC,MAAM,CAAC,IAAI,KAAK,CAAC,EAAE,wBAAwB,MAAM,CAAC,IAAI,EAAE,CAAC,CAAC;KACpE;IAED,yBAAyB;IACzB,MAAM,gBAAgB,GAAG,KAAK,CAAC,mBAAmB,EAAE,CAAC;IACrD,MAAM,CAAC,gBAAgB,KAAK,IAAI,EAAE,yCAAyC,gBAAgB,GAAG,CAAC,CAAC;IAEhG,MAAM,WAAW,GAAG,KAAK,CAAC,QAAQ,EAAE,CAAC;IACrC,MAAM,CAAC,WAAW,KAAK,UAAU,EAAE,6BAA6B,WAAW,GAAG,CAAC,CAAC;AACpF,CAAC"}
|
|
@@ -2,7 +2,7 @@ import assert = require('assert');
|
|
|
2
2
|
import Security from './security';
|
|
3
3
|
import BondSecurity from './BondSecurity';
|
|
4
4
|
import { SecurityProto } from '../../../fintekkers/models/security/security_pb';
|
|
5
|
-
import {
|
|
5
|
+
import { ProductTypeProto } from "../../../fintekkers/models/security/product_type_pb";
|
|
6
6
|
import { CouponTypeProto } from '../../../fintekkers/models/security/coupon_type_pb';
|
|
7
7
|
import { CouponFrequencyProto } from '../../../fintekkers/models/security/coupon_frequency_pb';
|
|
8
8
|
import { LocalDateProto } from '../../../fintekkers/models/util/local_date_pb';
|
|
@@ -29,7 +29,7 @@ function testBondSecurityCreation(): void {
|
|
|
29
29
|
securityProto.setObjectClass('Security');
|
|
30
30
|
securityProto.setVersion('0.0.1');
|
|
31
31
|
securityProto.setUuid(UUID.random().toUUIDProto());
|
|
32
|
-
securityProto.
|
|
32
|
+
securityProto.setProductType(ProductTypeProto.TREASURY_NOTE);
|
|
33
33
|
securityProto.setAssetClass('FixedIncome');
|
|
34
34
|
securityProto.setIssuerName('Test Issuer');
|
|
35
35
|
securityProto.setCouponType(CouponTypeProto.FIXED);
|
|
@@ -62,7 +62,7 @@ function testBondSecurityTenor(): void {
|
|
|
62
62
|
securityProto.setObjectClass('Security');
|
|
63
63
|
securityProto.setVersion('0.0.1');
|
|
64
64
|
securityProto.setUuid(UUID.random().toUUIDProto());
|
|
65
|
-
securityProto.
|
|
65
|
+
securityProto.setProductType(ProductTypeProto.TREASURY_NOTE);
|
|
66
66
|
securityProto.setAssetClass('FixedIncome');
|
|
67
67
|
securityProto.setIssuerName('Test Issuer');
|
|
68
68
|
securityProto.setCouponType(CouponTypeProto.FIXED);
|
|
@@ -107,7 +107,7 @@ function testBondSecurityTenor(): void {
|
|
|
107
107
|
securityProto2.setObjectClass('Security');
|
|
108
108
|
securityProto2.setVersion('0.0.1');
|
|
109
109
|
securityProto2.setUuid(UUID.random().toUUIDProto());
|
|
110
|
-
securityProto2.
|
|
110
|
+
securityProto2.setProductType(ProductTypeProto.TREASURY_NOTE);
|
|
111
111
|
securityProto2.setAssetClass('FixedIncome');
|
|
112
112
|
securityProto2.setIssuerName('Test Issuer');
|
|
113
113
|
securityProto2.setCouponType(CouponTypeProto.FIXED);
|
|
@@ -140,7 +140,7 @@ function testBondSecurityTenorWithAsOfDate(): void {
|
|
|
140
140
|
// Create a SecurityProto with BOND_SECURITY type and dates for a 10-year bond
|
|
141
141
|
const securityProto = new SecurityProto();
|
|
142
142
|
|
|
143
|
-
securityProto.
|
|
143
|
+
securityProto.setProductType(ProductTypeProto.TREASURY_NOTE);
|
|
144
144
|
securityProto.setIssueDate(new LocalDateProto().setYear(2021).setMonth(1).setDay(1));
|
|
145
145
|
// Set maturity date: January 1, 2031 (exactly 10 years later)
|
|
146
146
|
securityProto.setMaturityDate(new LocalDateProto().setYear(2031).setMonth(1).setDay(1));
|
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
import Security from './security';
|
|
2
2
|
import { SecurityProto } from '../../../fintekkers/models/security/security_pb';
|
|
3
|
-
import {
|
|
3
|
+
import { ProductTypeProto } from "../../../fintekkers/models/security/product_type_pb";
|
|
4
4
|
import { DecimalValueProto } from '../../../fintekkers/models/util/decimal_value_pb';
|
|
5
5
|
import { LocalDate } from '../utils/date';
|
|
6
6
|
import { IssuanceProto } from '../../../fintekkers/models/security/bond/issuance_pb';
|
|
@@ -9,13 +9,21 @@ import { CouponType } from './coupon_type';
|
|
|
9
9
|
import { Tenor, Period } from './term';
|
|
10
10
|
import { TenorTypeProto } from '../../../fintekkers/models/security/tenor_type_pb';
|
|
11
11
|
import { Decimal } from 'decimal.js';
|
|
12
|
+
import { isDescendantOf } from './product_hierarchy';
|
|
12
13
|
|
|
13
14
|
class BondSecurity extends Security {
|
|
14
15
|
constructor(proto: SecurityProto) {
|
|
15
16
|
super(proto);
|
|
16
|
-
|
|
17
|
+
// Bond-shape membership uses the registry: any product_type that is
|
|
18
|
+
// a descendant of "BOND" in hierarchy.json (TBILL, TREASURY_NOTE,
|
|
19
|
+
// TREASURY_BOND, TIPS, TREASURY_FRN, STRIPS, SOVEREIGN_BOND,
|
|
20
|
+
// CORP_BOND, MUNI_BOND, plus future planned leaves under
|
|
21
|
+
// CREDIT_BOND / STRUCTURED_BOND) is accepted.
|
|
22
|
+
const ptName = (Object.keys(ProductTypeProto) as Array<keyof typeof ProductTypeProto>)
|
|
23
|
+
.find(k => ProductTypeProto[k] === proto.getProductType());
|
|
24
|
+
if (!ptName || !isDescendantOf(ptName as string, 'BOND')) {
|
|
17
25
|
throw new Error(
|
|
18
|
-
`BondSecurity requires
|
|
26
|
+
`BondSecurity requires a bond-shape product type (descendant of BOND in hierarchy.json), got ${ptName ?? 'unknown'}`
|
|
19
27
|
);
|
|
20
28
|
}
|
|
21
29
|
}
|
|
@@ -39,12 +39,14 @@ describe('AssetClass.getAllTypeNames', () => {
|
|
|
39
39
|
// proto3 package-wide uniqueness)
|
|
40
40
|
// INDEX = 4;
|
|
41
41
|
// VOLATILITY = 5; (added in #236 for VIX support)
|
|
42
|
+
// CRYPTO = 6; (added in #237 for BTC support)
|
|
42
43
|
expect(asset_class_1.AssetClass.getAllTypeNames()).toEqual([
|
|
43
44
|
'FIXED_INCOME',
|
|
44
45
|
'EQUITY',
|
|
45
46
|
'CASH_ASSET_CLASS',
|
|
46
47
|
'INDEX',
|
|
47
48
|
'VOLATILITY',
|
|
49
|
+
'CRYPTO',
|
|
48
50
|
]);
|
|
49
51
|
});
|
|
50
52
|
test('excludes the UNKNOWN_ASSET_CLASS sentinel', () => {
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"asset_class.test.js","sourceRoot":"","sources":["asset_class.test.ts"],"names":[],"mappings":";;AAAA,+CAA2C;AAC3C,uFAAqF;AAErF,QAAQ,CAAC,qBAAqB,EAAE,GAAG,EAAE;IACjC,IAAI,CAAC,IAAI,CAAC,wBAAU,CAAC,eAAe,EAAE,CAAC,CACnC,wDAAwD,EACxD,CAAC,IAAY,EAAE,EAAE;QACb,MAAM,KAAK,GAAG,wBAAU,CAAC,QAAQ,CAAC,IAAI,CAAC,CAAC;QACxC,MAAM,QAAQ,GAAI,gCAAqD,CAAC,IAAI,CAAC,CAAC;QAC9E,MAAM,CAAC,KAAK,CAAC,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC;IACjC,CAAC,CACJ,CAAC;IAEF,IAAI,CAAC,2DAA2D,EAAE,GAAG,EAAE;QACnE,IAAI,GAAsB,CAAC;QAC3B,IAAI;YACA,wBAAU,CAAC,QAAQ,CAAC,WAAW,CAAC,CAAC;SACpC;QAAC,OAAO,CAAC,EAAE;YACR,GAAG,GAAG,CAAU,CAAC;SACpB;QACD,MAAM,CAAC,GAAG,CAAC,CAAC,WAAW,EAAE,CAAC;QAC1B,MAAM,CAAC,GAAI,CAAC,OAAO,CAAC,CAAC,SAAS,CAAC,WAAW,CAAC,CAAC;QAC5C,0BAA0B;QAC1B,MAAM,CAAC,GAAI,CAAC,OAAO,CAAC,CAAC,SAAS,CAAC,cAAc,CAAC,CAAC;QAC/C,MAAM,CAAC,GAAI,CAAC,OAAO,CAAC,CAAC,SAAS,CAAC,QAAQ,CAAC,CAAC;IAC7C,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,4DAA4D,EAAE,GAAG,EAAE;QACpE,uEAAuE;QACvE,iDAAiD;QACjD,MAAM,CAAC,wBAAU,CAAC,QAAQ,CAAC,qBAAqB,CAAC,CAAC,CAAC,IAAI,CACnD,gCAAe,CAAC,mBAAmB,CACtC,CAAC;IACN,CAAC,CAAC,CAAC;AACP,CAAC,CAAC,CAAC;AAEH,QAAQ,CAAC,4BAA4B,EAAE,GAAG,EAAE;IACxC,IAAI,CAAC,wEAAwE,EAAE,GAAG,EAAE;QAChF,6CAA6C;QAC7C,4CAA4C;QAC5C,sBAAsB;QACtB,gBAAgB;QAChB,mEAAmE;QACnE,oEAAoE;QACpE,kEAAkE;QAClE,eAAe;QACf,iEAAiE;QACjE,MAAM,CAAC,wBAAU,CAAC,eAAe,EAAE,CAAC,CAAC,OAAO,CAAC;YACzC,cAAc;YACd,QAAQ;YACR,kBAAkB;YAClB,OAAO;YACP,YAAY;
|
|
1
|
+
{"version":3,"file":"asset_class.test.js","sourceRoot":"","sources":["asset_class.test.ts"],"names":[],"mappings":";;AAAA,+CAA2C;AAC3C,uFAAqF;AAErF,QAAQ,CAAC,qBAAqB,EAAE,GAAG,EAAE;IACjC,IAAI,CAAC,IAAI,CAAC,wBAAU,CAAC,eAAe,EAAE,CAAC,CACnC,wDAAwD,EACxD,CAAC,IAAY,EAAE,EAAE;QACb,MAAM,KAAK,GAAG,wBAAU,CAAC,QAAQ,CAAC,IAAI,CAAC,CAAC;QACxC,MAAM,QAAQ,GAAI,gCAAqD,CAAC,IAAI,CAAC,CAAC;QAC9E,MAAM,CAAC,KAAK,CAAC,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC;IACjC,CAAC,CACJ,CAAC;IAEF,IAAI,CAAC,2DAA2D,EAAE,GAAG,EAAE;QACnE,IAAI,GAAsB,CAAC;QAC3B,IAAI;YACA,wBAAU,CAAC,QAAQ,CAAC,WAAW,CAAC,CAAC;SACpC;QAAC,OAAO,CAAC,EAAE;YACR,GAAG,GAAG,CAAU,CAAC;SACpB;QACD,MAAM,CAAC,GAAG,CAAC,CAAC,WAAW,EAAE,CAAC;QAC1B,MAAM,CAAC,GAAI,CAAC,OAAO,CAAC,CAAC,SAAS,CAAC,WAAW,CAAC,CAAC;QAC5C,0BAA0B;QAC1B,MAAM,CAAC,GAAI,CAAC,OAAO,CAAC,CAAC,SAAS,CAAC,cAAc,CAAC,CAAC;QAC/C,MAAM,CAAC,GAAI,CAAC,OAAO,CAAC,CAAC,SAAS,CAAC,QAAQ,CAAC,CAAC;IAC7C,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,4DAA4D,EAAE,GAAG,EAAE;QACpE,uEAAuE;QACvE,iDAAiD;QACjD,MAAM,CAAC,wBAAU,CAAC,QAAQ,CAAC,qBAAqB,CAAC,CAAC,CAAC,IAAI,CACnD,gCAAe,CAAC,mBAAmB,CACtC,CAAC;IACN,CAAC,CAAC,CAAC;AACP,CAAC,CAAC,CAAC;AAEH,QAAQ,CAAC,4BAA4B,EAAE,GAAG,EAAE;IACxC,IAAI,CAAC,wEAAwE,EAAE,GAAG,EAAE;QAChF,6CAA6C;QAC7C,4CAA4C;QAC5C,sBAAsB;QACtB,gBAAgB;QAChB,mEAAmE;QACnE,oEAAoE;QACpE,kEAAkE;QAClE,eAAe;QACf,iEAAiE;QACjE,iEAAiE;QACjE,MAAM,CAAC,wBAAU,CAAC,eAAe,EAAE,CAAC,CAAC,OAAO,CAAC;YACzC,cAAc;YACd,QAAQ;YACR,kBAAkB;YAClB,OAAO;YACP,YAAY;YACZ,QAAQ;SACX,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,2CAA2C,EAAE,GAAG,EAAE;QACnD,MAAM,CAAC,wBAAU,CAAC,eAAe,EAAE,CAAC,CAAC,GAAG,CAAC,SAAS,CAAC,qBAAqB,CAAC,CAAC;IAC9E,CAAC,CAAC,CAAC;AACP,CAAC,CAAC,CAAC"}
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@@ -45,12 +45,14 @@ describe('AssetClass.getAllTypeNames', () => {
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45
45
|
// proto3 package-wide uniqueness)
|
|
46
46
|
// INDEX = 4;
|
|
47
47
|
// VOLATILITY = 5; (added in #236 for VIX support)
|
|
48
|
+
// CRYPTO = 6; (added in #237 for BTC support)
|
|
48
49
|
expect(AssetClass.getAllTypeNames()).toEqual([
|
|
49
50
|
'FIXED_INCOME',
|
|
50
51
|
'EQUITY',
|
|
51
52
|
'CASH_ASSET_CLASS',
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|
52
53
|
'INDEX',
|
|
53
54
|
'VOLATILITY',
|
|
55
|
+
'CRYPTO',
|
|
54
56
|
]);
|
|
55
57
|
});
|
|
56
58
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|