@fintekkers/ledger-models 0.4.28 → 0.4.30
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 +8 -7
- package/node/wrappers/models/position/position_matcher.d.ts +4 -2
- package/node/wrappers/models/position/position_matcher.js +5 -3
- package/node/wrappers/models/position/position_matcher.test.js +55 -5
- package/node/wrappers/models/position/position_matcher.test.ts +48 -1
- package/node/wrappers/models/position/position_matcher.ts +5 -3
- package/node/wrappers/models/security/asset_class_vocabulary.test.js +35 -0
- package/node/wrappers/models/security/asset_class_vocabulary.test.js.map +1 -1
- package/node/wrappers/models/security/asset_class_vocabulary.test.ts +44 -0
- package/node/wrappers/models/security/product_hierarchy.d.ts +7 -1
- package/node/wrappers/models/security/product_hierarchy.js +34 -5
- package/node/wrappers/models/security/product_hierarchy.js.map +1 -1
- package/node/wrappers/models/security/product_hierarchy.ts +37 -4
- package/package.json +1 -1
package/hierarchy.json
CHANGED
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@@ -1,6 +1,6 @@
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{
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-
"schema_version": "1.
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"_doc": "Single source of truth for the FinTekkers product hierarchy. See ../docs/product-hierarchy.md for narrative description, hierarchy-examples.md for worked examples, and registry-versioning.md for compatibility rules. Each leaf product_type carries (asset_class, instrument_type). Abstract nodes carry only hierarchy. status=active entries must have a matching ProductTypeProto enum value (CI-enforced). status=planned entries are aspirational and not yet wired into the proto enum. NOTE: M1 ships a 3-dimensional registry (productType + asset_class + instrument_type). The 4th dimension (index_type — single_name vs index) is intentionally deferred and will be added in a future milestone. Option strategy leaves (butterfly, vertical spread, calendar spread, condor, straddle, ...) are also intentionally absent — strategies are derived from the legs field on SecurityProto, not from a productType enum value. asset_classes is the one canonical asset-class vocabulary (codes and tree); an entry's optional aliases list names legacy values that resolve to it. enum_labels holds display labels (and identifier-type input placeholders) for proto enum values with no entry elsewhere, keyed by proto enum name then value name. See ../docs/adr/asset_class_vocabulary.md.",
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"schema_version": "1.2",
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"_doc": "Single source of truth for the FinTekkers product hierarchy. See ../docs/product-hierarchy.md for narrative description, hierarchy-examples.md for worked examples, and registry-versioning.md for compatibility rules. Each leaf product_type carries (asset_class, instrument_type). Abstract nodes carry only hierarchy. status=active entries must have a matching ProductTypeProto enum value (CI-enforced). status=planned entries are aspirational and not yet wired into the proto enum. NOTE: M1 ships a 3-dimensional registry (productType + asset_class + instrument_type). The 4th dimension (index_type — single_name vs index) is intentionally deferred and will be added in a future milestone. Option strategy leaves (butterfly, vertical spread, calendar spread, condor, straddle, ...) are also intentionally absent — strategies are derived from the legs field on SecurityProto, not from a productType enum value. asset_classes is the one canonical asset-class vocabulary (codes and tree); an entry's optional aliases list names legacy values that resolve to it. instrument_types maps each instrument-type code to {label}, in display order; every code must have a matching INSTRUMENT_TYPE_<CODE> InstrumentTypeProto value (checked at load), and that enum value takes its label from here. enum_labels holds display labels (and identifier-type input placeholders) for proto enum values with no entry elsewhere, keyed by proto enum name then value name. See ../docs/adr/asset_class_vocabulary.md.",
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"product_types": {
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"BOND": { "parent": null, "abstract": true, "label": "Bond" },
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@@ -127,7 +127,11 @@
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"ALTERNATIVE": { "parent": null, "label": "Alternative" }
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},
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"instrument_types":
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"instrument_types": {
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"CASH": { "label": "Cash" },
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"DERIVATIVE": { "label": "Derivative" },
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"REFERENCE_INDEX": { "label": "Reference Index" }
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},
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"enum_labels": {
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"IdentifierTypeProto": {
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@@ -142,10 +146,7 @@
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"CASH": { "label": "Currency Code", "placeholder": "e.g. USD" }
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},
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"InstrumentTypeProto": {
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"INSTRUMENT_TYPE_UNKNOWN":
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"INSTRUMENT_TYPE_CASH": { "label": "Cash" },
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"INSTRUMENT_TYPE_DERIVATIVE": { "label": "Derivative" },
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"INSTRUMENT_TYPE_REFERENCE_INDEX": { "label": "Reference Index" }
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"INSTRUMENT_TYPE_UNKNOWN": { "label": "Unknown" }
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},
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"ProductTypeProto": {
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"PRODUCT_TYPE_UNKNOWN": { "label": "Unknown" }
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@@ -15,8 +15,10 @@ export interface FilterableRow {
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* ASSET_CLASS with EQUALS / NOT_EQUALS uses the shared assetClassMatches
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* rule, so a group code such as FIXED_INCOME matches its members and labels;
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* every other field compares exactly. A null or undefined stored value never
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* throws
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*
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* throws and drops the row for every operator, except ASSET_CLASS with
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* NOT_EQUALS, which keeps it (LM-281). The null check runs before the
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* ASSET_CLASS branch, so it handles that asset-class exception itself
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* (LM-284). An unknown operator matches nothing. Errors raised by row.getField
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* propagate (a row represents an absent value by returning null).
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*/
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export declare function matches(field: FieldProto, operator: PositionFilterOperator, filterValue: any, storedValue: any): boolean;
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@@ -9,13 +9,15 @@ const product_hierarchy_1 = require("../security/product_hierarchy");
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* ASSET_CLASS with EQUALS / NOT_EQUALS uses the shared assetClassMatches
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* rule, so a group code such as FIXED_INCOME matches its members and labels;
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* every other field compares exactly. A null or undefined stored value never
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* throws
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*
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* throws and drops the row for every operator, except ASSET_CLASS with
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* NOT_EQUALS, which keeps it (LM-281). The null check runs before the
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* ASSET_CLASS branch, so it handles that asset-class exception itself
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* (LM-284). An unknown operator matches nothing. Errors raised by row.getField
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* propagate (a row represents an absent value by returning null).
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*/
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function matches(field, operator, filterValue, storedValue) {
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if (storedValue === null || storedValue === undefined) {
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return operator === position_util_pb_1.PositionFilterOperator.NOT_EQUALS;
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return field === field_pb_1.FieldProto.ASSET_CLASS && operator === position_util_pb_1.PositionFilterOperator.NOT_EQUALS;
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}
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if (field === field_pb_1.FieldProto.ASSET_CLASS &&
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(operator === position_util_pb_1.PositionFilterOperator.EQUALS ||
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@@ -1,19 +1,46 @@
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"use strict";
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var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
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if (k2 === undefined) k2 = k;
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var desc = Object.getOwnPropertyDescriptor(m, k);
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if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
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desc = { enumerable: true, get: function() { return m[k]; } };
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}
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Object.defineProperty(o, k2, desc);
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}) : (function(o, m, k, k2) {
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if (k2 === undefined) k2 = k;
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o[k2] = m[k];
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}));
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var __setModuleDefault = (this && this.__setModuleDefault) || (Object.create ? (function(o, v) {
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Object.defineProperty(o, "default", { enumerable: true, value: v });
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}) : function(o, v) {
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o["default"] = v;
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});
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var __importStar = (this && this.__importStar) || function (mod) {
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if (mod && mod.__esModule) return mod;
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var result = {};
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if (mod != null) for (var k in mod) if (k !== "default" && Object.prototype.hasOwnProperty.call(mod, k)) __createBinding(result, mod, k);
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__setModuleDefault(result, mod);
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return result;
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};
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var __importDefault = (this && this.__importDefault) || function (mod) {
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return (mod && mod.__esModule) ? mod : { "default": mod };
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};
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Object.defineProperty(exports, "__esModule", { value: true });
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/**
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* LM-281: the JS filter helper matches Java's PositionFilter row for row.
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*
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* ASSET_CLASS EQUALS / NOT_EQUALS use the shared assetClassMatches rule;
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* every other field compares exactly. A null stored value never throws.
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*/
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};
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Object.defineProperty(exports, "__esModule", { value: true });
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const fs = __importStar(require("fs"));
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const path = __importStar(require("path"));
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const field_pb_1 = require("../../../fintekkers/models/position/field_pb");
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const position_util_pb_1 = require("../../../fintekkers/models/position/position_util_pb");
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const security_pb_1 = require("../../../fintekkers/models/security/security_pb");
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const security_1 = __importDefault(require("../security/security"));
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const position_matcher_1 = require("./position_matcher");
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const PROTOS = path.resolve(__dirname, '../../../../../ledger-models-protos');
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const nullCases = JSON.parse(fs.readFileSync(path.join(PROTOS, 'fixtures/position_filter_null_cases.json'), 'utf-8')).cases;
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function securityRow(assetClass) {
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const proto = new security_pb_1.SecurityProto();
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proto.setAssetClass(assetClass);
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@@ -58,7 +85,26 @@ describe('position_matcher', () => {
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expect((0, position_matcher_1.matches)(field_pb_1.FieldProto.MATURITY_DATE, position_util_pb_1.PositionFilterOperator.MORE_THAN, 1, 2)).toBe(true);
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expect((0, position_matcher_1.matches)(field_pb_1.FieldProto.MATURITY_DATE, position_util_pb_1.PositionFilterOperator.MORE_THAN, 2, 1)).toBe(false);
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expect((0, position_matcher_1.matches)(field_pb_1.FieldProto.PORTFOLIO_NAME, position_util_pb_1.PositionFilterOperator.EQUALS, 'a', null)).toBe(false);
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expect((0, position_matcher_1.matches)(field_pb_1.FieldProto.PORTFOLIO_NAME, position_util_pb_1.PositionFilterOperator.NOT_EQUALS, 'a', null)).toBe(
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expect((0, position_matcher_1.matches)(field_pb_1.FieldProto.PORTFOLIO_NAME, position_util_pb_1.PositionFilterOperator.NOT_EQUALS, 'a', null)).toBe(false);
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});
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// LM-284: NOT_EQUALS drops a null on every field but ASSET_CLASS. Cases
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// come from ledger-models-protos/fixtures/position_filter_null_cases.json,
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// shared with the Java, Python and Rust tests.
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test('the shared null-cases fixture has its cases', () => {
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expect(nullCases.length).toBeGreaterThanOrEqual(7);
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});
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test.each(nullCases)('$field $operator $filter on null -> $expected', (c) => {
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const field = field_pb_1.FieldProto[c.field];
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const operator = position_util_pb_1.PositionFilterOperator[c.operator];
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expect(field).toBeDefined();
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expect(operator).toBeDefined();
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expect((0, position_matcher_1.matches)(field, operator, c.filter, null)).toBe(c.expected);
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});
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test('filterRows NOT_EQUALS drops a row with a null on another field', () => {
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const filters = [
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{ field: field_pb_1.FieldProto.PORTFOLIO_NAME, operator: position_util_pb_1.PositionFilterOperator.NOT_EQUALS, value: 'a' },
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];
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expect((0, position_matcher_1.filterRows)([stubRow(null)], filters)).toEqual([]);
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});
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});
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describe('the published (compiled) position_matcher.js', () => {
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const kept = compiled.filterRows(rows, assetClassFilter(position_util_pb_1.PositionFilterOperator.EQUALS));
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expect(assetClasses(kept)).toEqual(['RATES']);
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});
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test('has the LM-284 null rule', () => {
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expect(compiled.matches(field_pb_1.FieldProto.PORTFOLIO_NAME, position_util_pb_1.PositionFilterOperator.NOT_EQUALS, 'a', null)).toBe(false);
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expect(compiled.matches(field_pb_1.FieldProto.ASSET_CLASS, position_util_pb_1.PositionFilterOperator.NOT_EQUALS, 'FIXED_INCOME', null)).toBe(true);
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});
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});
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* every other field compares exactly. A null stored value never throws.
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*/
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import * as fs from 'fs';
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import * as path from 'path';
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import { FieldProto } from '../../../fintekkers/models/position/field_pb';
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import { PositionFilterOperator } from '../../../fintekkers/models/position/position_util_pb';
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import { SecurityProto } from '../../../fintekkers/models/security/security_pb';
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import Security from '../security/security';
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import { FilterableRow, FilterSpec, filterRows, matches } from './position_matcher';
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const PROTOS = path.resolve(__dirname, '../../../../../ledger-models-protos');
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interface NullCase {
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field: string;
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operator: string;
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filter: string;
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expected: boolean;
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}
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const nullCases: NullCase[] = JSON.parse(
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fs.readFileSync(path.join(PROTOS, 'fixtures/position_filter_null_cases.json'), 'utf-8'),
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).cases;
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function securityRow(assetClass: string): Security {
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const proto = new SecurityProto();
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proto.setAssetClass(assetClass);
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expect(matches(FieldProto.MATURITY_DATE, PositionFilterOperator.MORE_THAN, 1, 2)).toBe(true);
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expect(matches(FieldProto.MATURITY_DATE, PositionFilterOperator.MORE_THAN, 2, 1)).toBe(false);
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expect(matches(FieldProto.PORTFOLIO_NAME, PositionFilterOperator.EQUALS, 'a', null)).toBe(false);
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expect(matches(FieldProto.PORTFOLIO_NAME, PositionFilterOperator.NOT_EQUALS, 'a', null)).toBe(
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expect(matches(FieldProto.PORTFOLIO_NAME, PositionFilterOperator.NOT_EQUALS, 'a', null)).toBe(false);
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});
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// LM-284: NOT_EQUALS drops a null on every field but ASSET_CLASS. Cases
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// come from ledger-models-protos/fixtures/position_filter_null_cases.json,
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// shared with the Java, Python and Rust tests.
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test('the shared null-cases fixture has its cases', () => {
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expect(nullCases.length).toBeGreaterThanOrEqual(7);
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});
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test.each(nullCases)('$field $operator $filter on null -> $expected', (c) => {
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const field = FieldProto[c.field as keyof typeof FieldProto];
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const operator = PositionFilterOperator[c.operator as keyof typeof PositionFilterOperator];
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expect(field).toBeDefined();
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expect(operator).toBeDefined();
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expect(matches(field, operator, c.filter, null)).toBe(c.expected);
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});
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test('filterRows NOT_EQUALS drops a row with a null on another field', () => {
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const filters: FilterSpec[] = [
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{ field: FieldProto.PORTFOLIO_NAME, operator: PositionFilterOperator.NOT_EQUALS, value: 'a' },
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];
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expect(filterRows([stubRow(null)], filters)).toEqual([]);
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const kept = compiled.filterRows(rows, assetClassFilter(PositionFilterOperator.EQUALS));
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expect(assetClasses(kept)).toEqual(['RATES']);
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});
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test('has the LM-284 null rule', () => {
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expect(
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compiled.matches(FieldProto.PORTFOLIO_NAME, PositionFilterOperator.NOT_EQUALS, 'a', null),
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).toBe(false);
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expect(
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compiled.matches(FieldProto.ASSET_CLASS, PositionFilterOperator.NOT_EQUALS, 'FIXED_INCOME', null),
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).toBe(true);
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});
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});
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@@ -19,8 +19,10 @@ export interface FilterableRow {
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* ASSET_CLASS with EQUALS / NOT_EQUALS uses the shared assetClassMatches
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* rule, so a group code such as FIXED_INCOME matches its members and labels;
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* every other field compares exactly. A null or undefined stored value never
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* throws
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*
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|
22
|
+
* throws and drops the row for every operator, except ASSET_CLASS with
|
|
23
|
+
* NOT_EQUALS, which keeps it (LM-281). The null check runs before the
|
|
24
|
+
* ASSET_CLASS branch, so it handles that asset-class exception itself
|
|
25
|
+
* (LM-284). An unknown operator matches nothing. Errors raised by row.getField
|
|
24
26
|
* propagate (a row represents an absent value by returning null).
|
|
25
27
|
*/
|
|
26
28
|
export function matches(
|
|
@@ -30,7 +32,7 @@ export function matches(
|
|
|
30
32
|
storedValue: any,
|
|
31
33
|
): boolean {
|
|
32
34
|
if (storedValue === null || storedValue === undefined) {
|
|
33
|
-
return operator === PositionFilterOperator.NOT_EQUALS;
|
|
35
|
+
return field === FieldProto.ASSET_CLASS && operator === PositionFilterOperator.NOT_EQUALS;
|
|
34
36
|
}
|
|
35
37
|
if (
|
|
36
38
|
field === FieldProto.ASSET_CLASS &&
|
|
@@ -39,6 +39,8 @@ const instrument_type_pb_1 = require("../../../fintekkers/models/security/instru
|
|
|
39
39
|
const product_type_pb_1 = require("../../../fintekkers/models/security/product_type_pb");
|
|
40
40
|
const PROTOS = path.resolve(__dirname, '../../../../../ledger-models-protos');
|
|
41
41
|
const rows = JSON.parse(fs.readFileSync(path.join(PROTOS, 'fixtures/asset_class_matches.json'), 'utf-8')).cases;
|
|
42
|
+
// LM-282: instrument-type code labels, shared with the Java, Python and Rust tests.
|
|
43
|
+
const instrumentTypeFixture = JSON.parse(fs.readFileSync(path.join(PROTOS, 'fixtures/instrument_type_labels.json'), 'utf-8'));
|
|
42
44
|
const hierarchy = JSON.parse(fs.readFileSync(path.join(PROTOS, 'hierarchy.json'), 'utf-8'));
|
|
43
45
|
describe('assetClassMatches shared fixture', () => {
|
|
44
46
|
test.each(rows)('assetClassMatches($filter, $stored) === $expected', ({ filter, stored, expected }) => {
|
|
@@ -142,5 +144,38 @@ describe('the published (compiled) product_hierarchy.js', () => {
|
|
|
142
144
|
expect(compiled.productTypeLabelOf(product_type_pb_1.ProductTypeProto.TBILL)).toBe('Treasury Bill');
|
|
143
145
|
expect(compiled.assetClassProtoLabelOf(asset_class_pb_1.AssetClassProto.CASH_ASSET_CLASS)).toBe('Cash');
|
|
144
146
|
});
|
|
147
|
+
test('instrument-type code labels match the .ts results', () => {
|
|
148
|
+
expect(compiled.allInstrumentTypes()).toEqual((0, product_hierarchy_1.allInstrumentTypes)());
|
|
149
|
+
for (const code of [...instrumentTypeFixture.codes, ...instrumentTypeFixture.unknown]) {
|
|
150
|
+
expect([code, compiled.instrumentTypeCodeLabelOf(code)]).toEqual([code, (0, product_hierarchy_1.instrumentTypeCodeLabelOf)(code)]);
|
|
151
|
+
}
|
|
152
|
+
});
|
|
153
|
+
});
|
|
154
|
+
describe('LM-282: instrument-type code labels', () => {
|
|
155
|
+
test('allInstrumentTypes() is the fixture codes, in order', () => {
|
|
156
|
+
expect(instrumentTypeFixture.codes).toEqual(['CASH', 'DERIVATIVE', 'REFERENCE_INDEX']);
|
|
157
|
+
expect((0, product_hierarchy_1.allInstrumentTypes)()).toEqual(instrumentTypeFixture.codes);
|
|
158
|
+
});
|
|
159
|
+
test('every code has a label; unknown codes and prototype keys get null', () => {
|
|
160
|
+
var _a;
|
|
161
|
+
for (const code of instrumentTypeFixture.codes) {
|
|
162
|
+
expect([code, ((_a = (0, product_hierarchy_1.instrumentTypeCodeLabelOf)(code)) !== null && _a !== void 0 ? _a : '').trim().length > 0]).toEqual([code, true]);
|
|
163
|
+
}
|
|
164
|
+
for (const code of [...instrumentTypeFixture.unknown, '__proto__', 'toString', 'constructor']) {
|
|
165
|
+
expect([code, (0, product_hierarchy_1.instrumentTypeCodeLabelOf)(code)]).toEqual([code, null]);
|
|
166
|
+
}
|
|
167
|
+
expect((0, product_hierarchy_1.instrumentTypeCodeLabelOf)(null)).toBeNull();
|
|
168
|
+
expect((0, product_hierarchy_1.instrumentTypeCodeLabelOf)(undefined)).toBeNull();
|
|
169
|
+
});
|
|
170
|
+
test('each code label equals instrumentTypeLabelOf(INSTRUMENT_TYPE_<CODE>)', () => {
|
|
171
|
+
for (const code of instrumentTypeFixture.codes) {
|
|
172
|
+
const v = instrument_type_pb_1.InstrumentTypeProto[`INSTRUMENT_TYPE_${code}`];
|
|
173
|
+
expect(v).toBeDefined();
|
|
174
|
+
expect([code, (0, product_hierarchy_1.instrumentTypeCodeLabelOf)(code)]).toEqual([code, (0, product_hierarchy_1.instrumentTypeLabelOf)(v)]);
|
|
175
|
+
}
|
|
176
|
+
});
|
|
177
|
+
test('INSTRUMENT_TYPE_UNKNOWN keeps its label', () => {
|
|
178
|
+
expect((0, product_hierarchy_1.instrumentTypeLabelOf)(instrument_type_pb_1.InstrumentTypeProto.INSTRUMENT_TYPE_UNKNOWN)).toBe('Unknown');
|
|
179
|
+
});
|
|
145
180
|
});
|
|
146
181
|
//# sourceMappingURL=asset_class_vocabulary.test.js.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"asset_class_vocabulary.test.js","sourceRoot":"","sources":["asset_class_vocabulary.test.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;;;;;;;;;;AAAA;;;;;;GAMG;AACH,uCAAyB;AACzB,2CAA6B;AAE7B,
|
|
1
|
+
{"version":3,"file":"asset_class_vocabulary.test.js","sourceRoot":"","sources":["asset_class_vocabulary.test.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;;;;;;;;;;AAAA;;;;;;GAMG;AACH,uCAAyB;AACzB,2CAA6B;AAE7B,2DAU6B;AAC7B,uFAAqF;AACrF,0GAAwG;AACxG,+FAA6F;AAC7F,yFAAuF;AAEvF,MAAM,MAAM,GAAG,IAAI,CAAC,OAAO,CAAC,SAAS,EAAE,qCAAqC,CAAC,CAAC;AAQ9E,MAAM,IAAI,GAAiB,IAAI,CAAC,KAAK,CACnC,EAAE,CAAC,YAAY,CAAC,IAAI,CAAC,IAAI,CAAC,MAAM,EAAE,mCAAmC,CAAC,EAAE,OAAO,CAAC,CACjF,CAAC,KAAK,CAAC;AAER,oFAAoF;AACpF,MAAM,qBAAqB,GAA2C,IAAI,CAAC,KAAK,CAC9E,EAAE,CAAC,YAAY,CAAC,IAAI,CAAC,IAAI,CAAC,MAAM,EAAE,sCAAsC,CAAC,EAAE,OAAO,CAAC,CACpF,CAAC;AAEF,MAAM,SAAS,GAAG,IAAI,CAAC,KAAK,CAAC,EAAE,CAAC,YAAY,CAAC,IAAI,CAAC,IAAI,CAAC,MAAM,EAAE,gBAAgB,CAAC,EAAE,OAAO,CAAC,CAAC,CAAC;AAE5F,QAAQ,CAAC,kCAAkC,EAAE,GAAG,EAAE;IAChD,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC,mDAAmD,EAAE,CAAC,EAAE,MAAM,EAAE,MAAM,EAAE,QAAQ,EAAE,EAAE,EAAE;QACpG,MAAM,CAAC,IAAA,qCAAiB,EAAC,MAAM,EAAE,MAAM,CAAC,CAAC,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC;IAC3D,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,+BAA+B,EAAE,GAAG,EAAE;QACzC,MAAM,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC,sBAAsB,CAAC,CAAC,CAAC,CAAC;QAC9C,MAAM,KAAK,GAAG,IAAI,GAAG,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,GAAG,CAAC,CAAC,MAAM,IAAI,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC;QAChF,MAAM,QAAQ,GAA6B;YACzC,CAAC,oBAAoB,EAAE,IAAI,CAAC;YAC5B,CAAC,qBAAqB,EAAE,IAAI,CAAC;YAC7B,CAAC,2BAA2B,EAAE,IAAI,CAAC;YACnC,CAAC,eAAe,EAAE,IAAI,CAAC;YACvB,CAAC,WAAW,EAAE,IAAI,CAAC;YACnB,CAAC,cAAc,EAAE,KAAK,CAAC;YACvB,CAAC,2BAA2B,EAAE,KAAK,CAAC;SACrC,CAAC;QACF,KAAK,MAAM,CAAC,GAAG,EAAE,QAAQ,CAAC,IAAI,QAAQ,EAAE;YACtC,MAAM,CAAC,CAAC,GAAG,EAAE,KAAK,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,GAAG,EAAE,QAAQ,CAAC,CAAC,CAAC;SACxD;IACH,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC;AAEH,QAAQ,CAAC,oCAAoC,EAAE,GAAG,EAAE;IAClD,IAAI,CAAC,iEAAiE,EAAE,GAAG,EAAE;;QAC3E,MAAM,OAAO,GAAG,MAAM,CAAC,OAAO,CAC5B,SAAS,CAAC,aAAa,CACxB,CAAC;QACF,MAAM,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC,eAAe,CAAC,CAAC,CAAC,CAAC;QAC1C,KAAK,MAAM,CAAC,IAAI,EAAE,KAAK,CAAC,IAAI,OAAO,EAAE;YACnC,IAAI,KAAK,CAAC,MAAM;gBAAE,MAAM,CAAC,CAAC,KAAK,CAAC,MAAM,EAAE,IAAI,EAAE,IAAA,qCAAiB,EAAC,KAAK,CAAC,MAAM,EAAE,IAAI,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,KAAK,CAAC,MAAM,EAAE,IAAI,EAAE,IAAI,CAAC,CAAC,CAAC;YAC1H,MAAM,CAAC,CAAC,IAAI,EAAE,KAAK,CAAC,KAAK,EAAE,IAAA,qCAAiB,EAAC,IAAI,EAAE,KAAK,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,IAAI,EAAE,KAAK,CAAC,KAAK,EAAE,IAAI,CAAC,CAAC,CAAC;YACrG,KAAK,MAAM,KAAK,IAAI,MAAA,KAAK,CAAC,OAAO,mCAAI,EAAE,EAAE;gBACvC,MAAM,CAAC,CAAC,IAAI,EAAE,KAAK,EAAE,IAAA,qCAAiB,EAAC,IAAI,EAAE,KAAK,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,IAAI,EAAE,KAAK,EAAE,IAAI,CAAC,CAAC,CAAC;aACpF;SACF;IACH,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,kCAAkC,EAAE,GAAG,EAAE;QAC5C,MAAM,CAAC,GAAG,EAAE,CACV,IAAA,yCAAqB,EAAC,EAAE,CAAC,EAAE,EAAE,MAAM,EAAE,IAAI,EAAE,KAAK,EAAE,QAAQ,EAAE,EAAE,CAAC,EAAE,EAAE,MAAM,EAAE,IAAI,EAAE,KAAK,EAAE,QAAQ,EAAE,EAAE,CAAC,CACtG,CAAC,OAAO,EAAE,CAAC;IACd,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC;AAEH,QAAQ,CAAC,6BAA6B,EAAE,GAAG,EAAE;IAC3C,MAAM,KAAK,GAA0D;QACnE,CAAC,qBAAqB,EAAE,wCAAmB,EAAE,yCAAqB,CAAC;QACnE,CAAC,qBAAqB,EAAE,wCAAmB,EAAE,yCAAqB,CAAC;QACnE,CAAC,kBAAkB,EAAE,kCAAgB,EAAE,sCAAkB,CAAC;QAC1D,CAAC,iBAAiB,EAAE,gCAAe,EAAE,0CAAsB,CAAC;KAC7D,CAAC;IAEF,IAAI,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,sCAAsC,EAAE,CAAC,IAAI,EAAE,OAAO,EAAE,OAAO,EAAE,EAAE;;QAClF,MAAM,MAAM,GAAG,MAAM,CAAC,OAAO,CAAC,OAAO,CAAC,CAAC;QACvC,MAAM,CAAC,MAAM,CAAC,MAAM,CAAC,CAAC,eAAe,CAAC,CAAC,CAAC,CAAC;QACzC,IAAI,OAAO,GAAG,CAAC,CAAC;QAChB,KAAK,MAAM,CAAC,SAAS,EAAE,CAAC,CAAC,IAAI,MAAM,EAAE;YACnC,MAAM,CAAC,CAAC,GAAG,IAAI,IAAI,SAAS,EAAE,EAAE,CAAC,MAAA,OAAO,CAAC,CAAC,CAAC,mCAAI,EAAE,CAAC,CAAC,IAAI,EAAE,KAAK,EAAE,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,GAAG,IAAI,IAAI,SAAS,EAAE,EAAE,IAAI,CAAC,CAAC,CAAC;YAC3G,OAAO,EAAE,CAAC;SACX;QACD,MAAM,CAAC,OAAO,CAAC,CAAC,IAAI,CAAC,MAAM,CAAC,MAAM,CAAC,CAAC;IACtC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,6DAA6D,EAAE,GAAG,EAAE;;QACvE,MAAM,MAAM,GAAG,MAAM,CAAC,OAAO,CAAC,wCAAmB,CAAC,CAAC;QACnD,KAAK,MAAM,CAAC,SAAS,EAAE,CAAC,CAAC,IAAI,MAAM,EAAE;YACnC,MAAM,CAAC,CAAC,SAAS,EAAE,CAAC,MAAA,IAAA,+CAA2B,EAAC,CAAwB,CAAC,mCAAI,EAAE,CAAC,CAAC,IAAI,EAAE,KAAK,EAAE,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,SAAS,EAAE,IAAI,CAAC,CAAC,CAAC;SAC7H;QACD,MAAM,CAAC,MAAM,CAAC,MAAM,CAAC,CAAC,eAAe,CAAC,CAAC,CAAC,CAAC;IAC3C,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,mCAAmC,EAAE,GAAG,EAAE;QAC7C,MAAM,CAAC,IAAA,0CAAsB,EAAC,gCAAe,CAAC,gBAAgB,CAAC,CAAC,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC;IAChF,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,kCAAkC,EAAE,GAAG,EAAE;QAC5C,MAAM,CAAC,IAAA,yCAAqB,EAAC,IAA2B,CAAC,CAAC,CAAC,QAAQ,EAAE,CAAC;QACtE,MAAM,CAAC,IAAA,+CAA2B,EAAC,IAA2B,CAAC,CAAC,CAAC,QAAQ,EAAE,CAAC;QAC5E,MAAM,CAAC,IAAA,yCAAqB,EAAC,IAA2B,CAAC,CAAC,CAAC,QAAQ,EAAE,CAAC;QACtE,MAAM,CAAC,IAAA,sCAAkB,EAAC,IAAwB,CAAC,CAAC,CAAC,QAAQ,EAAE,CAAC;QAChE,MAAM,CAAC,IAAA,0CAAsB,EAAC,IAAuB,CAAC,CAAC,CAAC,QAAQ,EAAE,CAAC;IACrE,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC;AAEH,QAAQ,CAAC,+CAA+C,EAAE,GAAG,EAAE;IAC7D,kEAAkE;IAClE,8DAA8D;IAC9D,MAAM,QAAQ,GAAG,OAAO,CAAC,wBAAwB,CAAC,CAAC;IAEnD,IAAI,CAAC,sCAAsC,EAAE,GAAG,EAAE;QAChD,MAAM,CAAC,OAAO,QAAQ,CAAC,iBAAiB,CAAC,CAAC,IAAI,CAAC,UAAU,CAAC,CAAC;QAC3D,MAAM,CAAC,OAAO,QAAQ,CAAC,iBAAiB,CAAC,CAAC,IAAI,CAAC,UAAU,CAAC,CAAC;QAC3D,MAAM,CAAC,QAAQ,CAAC,iBAAiB,CAAC,cAAc,EAAE,OAAO,CAAC,CAAC,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;QACvE,MAAM,CAAC,QAAQ,CAAC,iBAAiB,CAAC,QAAQ,EAAE,OAAO,CAAC,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;IACpE,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,2CAA2C,EAAE,GAAG,EAAE;QACrD,KAAK,MAAM,EAAE,IAAI;YACf,uBAAuB;YACvB,6BAA6B;YAC7B,uBAAuB;YACvB,oBAAoB;YACpB,wBAAwB;SACzB,EAAE;YACD,MAAM,CAAC,CAAC,EAAE,EAAE,OAAO,QAAQ,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,EAAE,EAAE,UAAU,CAAC,CAAC,CAAC;SAC7D;QACD,MAAM,CAAC,QAAQ,CAAC,qBAAqB,CAAC,wCAAmB,CAAC,IAAI,CAAC,CAAC,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC;QAC9E,MAAM,CAAC,QAAQ,CAAC,2BAA2B,CAAC,wCAAmB,CAAC,IAAI,CAAC,CAAC,CAAC,UAAU,EAAE,CAAC;QACpF,MAAM,CAAC,QAAQ,CAAC,qBAAqB,CAAC,wCAAmB,CAAC,oBAAoB,CAAC,CAAC,CAAC,UAAU,EAAE,CAAC;QAC9F,MAAM,CAAC,QAAQ,CAAC,kBAAkB,CAAC,kCAAgB,CAAC,KAAK,CAAC,CAAC,CAAC,IAAI,CAAC,eAAe,CAAC,CAAC;QAClF,MAAM,CAAC,QAAQ,CAAC,sBAAsB,CAAC,gCAAe,CAAC,gBAAgB,CAAC,CAAC,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC;IACzF,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,mDAAmD,EAAE,GAAG,EAAE;QAC7D,MAAM,CAAC,QAAQ,CAAC,kBAAkB,EAAE,CAAC,CAAC,OAAO,CAAC,IAAA,sCAAkB,GAAE,CAAC,CAAC;QACpE,KAAK,MAAM,IAAI,IAAI,CAAC,GAAG,qBAAqB,CAAC,KAAK,EAAE,GAAG,qBAAqB,CAAC,OAAO,CAAC,EAAE;YACrF,MAAM,CAAC,CAAC,IAAI,EAAE,QAAQ,CAAC,yBAAyB,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,IAAI,EAAE,IAAA,6CAAyB,EAAC,IAAI,CAAC,CAAC,CAAC,CAAC;SAC3G;IACH,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC;AAEH,QAAQ,CAAC,qCAAqC,EAAE,GAAG,EAAE;IACnD,IAAI,CAAC,qDAAqD,EAAE,GAAG,EAAE;QAC/D,MAAM,CAAC,qBAAqB,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,CAAC,MAAM,EAAE,YAAY,EAAE,iBAAiB,CAAC,CAAC,CAAC;QACvF,MAAM,CAAC,IAAA,sCAAkB,GAAE,CAAC,CAAC,OAAO,CAAC,qBAAqB,CAAC,KAAK,CAAC,CAAC;IACpE,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,mEAAmE,EAAE,GAAG,EAAE;;QAC7E,KAAK,MAAM,IAAI,IAAI,qBAAqB,CAAC,KAAK,EAAE;YAC9C,MAAM,CAAC,CAAC,IAAI,EAAE,CAAC,MAAA,IAAA,6CAAyB,EAAC,IAAI,CAAC,mCAAI,EAAE,CAAC,CAAC,IAAI,EAAE,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,IAAI,EAAE,IAAI,CAAC,CAAC,CAAC;SACjG;QACD,KAAK,MAAM,IAAI,IAAI,CAAC,GAAG,qBAAqB,CAAC,OAAO,EAAE,WAAW,EAAE,UAAU,EAAE,aAAa,CAAC,EAAE;YAC7F,MAAM,CAAC,CAAC,IAAI,EAAE,IAAA,6CAAyB,EAAC,IAAI,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,IAAI,EAAE,IAAI,CAAC,CAAC,CAAC;SACvE;QACD,MAAM,CAAC,IAAA,6CAAyB,EAAC,IAAI,CAAC,CAAC,CAAC,QAAQ,EAAE,CAAC;QACnD,MAAM,CAAC,IAAA,6CAAyB,EAAC,SAAS,CAAC,CAAC,CAAC,QAAQ,EAAE,CAAC;IAC1D,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,sEAAsE,EAAE,GAAG,EAAE;QAChF,KAAK,MAAM,IAAI,IAAI,qBAAqB,CAAC,KAAK,EAAE;YAC9C,MAAM,CAAC,GAAI,wCAAsE,CAAC,mBAAmB,IAAI,EAAE,CAAC,CAAC;YAC7G,MAAM,CAAC,CAAC,CAAC,CAAC,WAAW,EAAE,CAAC;YACxB,MAAM,CAAC,CAAC,IAAI,EAAE,IAAA,6CAAyB,EAAC,IAAI,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,IAAI,EAAE,IAAA,yCAAqB,EAAC,CAAC,CAAC,CAAC,CAAC,CAAC;SAC3F;IACH,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,yCAAyC,EAAE,GAAG,EAAE;QACnD,MAAM,CAAC,IAAA,yCAAqB,EAAC,wCAAmB,CAAC,uBAAuB,CAAC,CAAC,CAAC,IAAI,CAAC,SAAS,CAAC,CAAC;IAC7F,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
|
|
@@ -9,11 +9,13 @@ import * as fs from 'fs';
|
|
|
9
9
|
import * as path from 'path';
|
|
10
10
|
|
|
11
11
|
import {
|
|
12
|
+
allInstrumentTypes,
|
|
12
13
|
assetClassMatches,
|
|
13
14
|
assetClassProtoLabelOf,
|
|
14
15
|
buildAssetClassLookup,
|
|
15
16
|
identifierTypeLabelOf,
|
|
16
17
|
identifierTypePlaceholderOf,
|
|
18
|
+
instrumentTypeCodeLabelOf,
|
|
17
19
|
instrumentTypeLabelOf,
|
|
18
20
|
productTypeLabelOf,
|
|
19
21
|
} from './product_hierarchy';
|
|
@@ -34,6 +36,11 @@ const rows: FixtureRow[] = JSON.parse(
|
|
|
34
36
|
fs.readFileSync(path.join(PROTOS, 'fixtures/asset_class_matches.json'), 'utf-8'),
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35
37
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).cases;
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36
38
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39
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+
// LM-282: instrument-type code labels, shared with the Java, Python and Rust tests.
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40
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+
const instrumentTypeFixture: { codes: string[]; unknown: string[] } = JSON.parse(
|
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fs.readFileSync(path.join(PROTOS, 'fixtures/instrument_type_labels.json'), 'utf-8'),
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42
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+
);
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+
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const hierarchy = JSON.parse(fs.readFileSync(path.join(PROTOS, 'hierarchy.json'), 'utf-8'));
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38
45
|
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39
46
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describe('assetClassMatches shared fixture', () => {
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@@ -149,4 +156,41 @@ describe('the published (compiled) product_hierarchy.js', () => {
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149
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expect(compiled.productTypeLabelOf(ProductTypeProto.TBILL)).toBe('Treasury Bill');
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150
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expect(compiled.assetClassProtoLabelOf(AssetClassProto.CASH_ASSET_CLASS)).toBe('Cash');
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151
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});
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159
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+
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test('instrument-type code labels match the .ts results', () => {
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expect(compiled.allInstrumentTypes()).toEqual(allInstrumentTypes());
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for (const code of [...instrumentTypeFixture.codes, ...instrumentTypeFixture.unknown]) {
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expect([code, compiled.instrumentTypeCodeLabelOf(code)]).toEqual([code, instrumentTypeCodeLabelOf(code)]);
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}
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+
});
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+
});
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+
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+
describe('LM-282: instrument-type code labels', () => {
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+
test('allInstrumentTypes() is the fixture codes, in order', () => {
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expect(instrumentTypeFixture.codes).toEqual(['CASH', 'DERIVATIVE', 'REFERENCE_INDEX']);
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expect(allInstrumentTypes()).toEqual(instrumentTypeFixture.codes);
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});
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+
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+
test('every code has a label; unknown codes and prototype keys get null', () => {
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for (const code of instrumentTypeFixture.codes) {
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expect([code, (instrumentTypeCodeLabelOf(code) ?? '').trim().length > 0]).toEqual([code, true]);
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+
}
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for (const code of [...instrumentTypeFixture.unknown, '__proto__', 'toString', 'constructor']) {
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expect([code, instrumentTypeCodeLabelOf(code)]).toEqual([code, null]);
|
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180
|
+
}
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+
expect(instrumentTypeCodeLabelOf(null)).toBeNull();
|
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|
+
expect(instrumentTypeCodeLabelOf(undefined)).toBeNull();
|
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|
+
});
|
|
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|
+
|
|
185
|
+
test('each code label equals instrumentTypeLabelOf(INSTRUMENT_TYPE_<CODE>)', () => {
|
|
186
|
+
for (const code of instrumentTypeFixture.codes) {
|
|
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|
+
const v = (InstrumentTypeProto as unknown as Record<string, InstrumentTypeProto>)[`INSTRUMENT_TYPE_${code}`];
|
|
188
|
+
expect(v).toBeDefined();
|
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|
+
expect([code, instrumentTypeCodeLabelOf(code)]).toEqual([code, instrumentTypeLabelOf(v)]);
|
|
190
|
+
}
|
|
191
|
+
});
|
|
192
|
+
|
|
193
|
+
test('INSTRUMENT_TYPE_UNKNOWN keeps its label', () => {
|
|
194
|
+
expect(instrumentTypeLabelOf(InstrumentTypeProto.INSTRUMENT_TYPE_UNKNOWN)).toBe('Unknown');
|
|
195
|
+
});
|
|
152
196
|
});
|
|
@@ -71,7 +71,13 @@ export declare function identifierTypeLabelOf(v: IdentifierTypeProto): string |
|
|
|
71
71
|
/** Input placeholder (e.g. "e.g. US0378331005") for an IdentifierTypeProto
|
|
72
72
|
* value, or null if unknown. */
|
|
73
73
|
export declare function identifierTypePlaceholderOf(v: IdentifierTypeProto): string | null;
|
|
74
|
-
/** Display label for an
|
|
74
|
+
/** Display label for an instrument-type code from allInstrumentTypes()
|
|
75
|
+
* (e.g. CASH -> "Cash"). null for null/undefined or an unknown code; the match
|
|
76
|
+
* is exact. */
|
|
77
|
+
export declare function instrumentTypeCodeLabelOf(code: string | null | undefined): string | null;
|
|
78
|
+
/** Display label for an InstrumentTypeProto value: the instrument_types label
|
|
79
|
+
* of its code (INSTRUMENT_TYPE_CASH -> CASH -> "Cash"), else enum_labels
|
|
80
|
+
* (e.g. INSTRUMENT_TYPE_UNKNOWN). null if unknown. */
|
|
75
81
|
export declare function instrumentTypeLabelOf(v: InstrumentTypeProto): string | null;
|
|
76
82
|
/** Display label for a ProductTypeProto value: the product_types label, else
|
|
77
83
|
* enum_labels (e.g. PRODUCT_TYPE_UNKNOWN). null if unknown. */
|
|
@@ -28,7 +28,7 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
|
|
|
28
28
|
return (mod && mod.__esModule) ? mod : { "default": mod };
|
|
29
29
|
};
|
|
30
30
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
31
|
-
exports.allInstrumentTypes = exports.allAssetClasses = exports.activeProductTypes = exports.allProductTypes = exports.assetClassProtoLabelOf = exports.productTypeLabelOf = exports.instrumentTypeLabelOf = exports.identifierTypePlaceholderOf = exports.identifierTypeLabelOf = exports.assetClassMatches = exports.resolveAssetClass = exports.buildAssetClassLookup = exports.assetClassLabelOf = exports.isAssetClassDescendantOf = exports.assetClassDescendantsOf = exports.assetClassParentOf = exports.instrumentTypeOf = exports.assetClassOf = exports.labelOf = exports.isDescendantOf = exports.descendantsOf = exports.parentOf = void 0;
|
|
31
|
+
exports.allInstrumentTypes = exports.allAssetClasses = exports.activeProductTypes = exports.allProductTypes = exports.assetClassProtoLabelOf = exports.productTypeLabelOf = exports.instrumentTypeLabelOf = exports.instrumentTypeCodeLabelOf = exports.identifierTypePlaceholderOf = exports.identifierTypeLabelOf = exports.assetClassMatches = exports.resolveAssetClass = exports.buildAssetClassLookup = exports.assetClassLabelOf = exports.isAssetClassDescendantOf = exports.assetClassDescendantsOf = exports.assetClassParentOf = exports.instrumentTypeOf = exports.assetClassOf = exports.labelOf = exports.isDescendantOf = exports.descendantsOf = exports.parentOf = void 0;
|
|
32
32
|
// hierarchy.json is bundled into the npm package via the package's `files`
|
|
33
33
|
// list (see package.json). Bundlers handle this `import` at build time
|
|
34
34
|
// (TypeScript's resolveJsonModule is enabled).
|
|
@@ -41,6 +41,14 @@ const registry = hierarchy_json_1.default;
|
|
|
41
41
|
function hasOwn(o, key) {
|
|
42
42
|
return o !== undefined && Object.prototype.hasOwnProperty.call(o, key);
|
|
43
43
|
}
|
|
44
|
+
/** Prefix that turns an instrument-type code into its InstrumentTypeProto value name. */
|
|
45
|
+
const INSTRUMENT_TYPE_PREFIX = 'INSTRUMENT_TYPE_';
|
|
46
|
+
// Every instrument_types code needs an INSTRUMENT_TYPE_<CODE> enum value.
|
|
47
|
+
for (const code of Object.keys(registry.instrument_types)) {
|
|
48
|
+
if (!hasOwn(instrument_type_pb_1.InstrumentTypeProto, INSTRUMENT_TYPE_PREFIX + code)) {
|
|
49
|
+
throw new Error(`hierarchy.json instrument_types: no InstrumentTypeProto value for '${code}'`);
|
|
50
|
+
}
|
|
51
|
+
}
|
|
44
52
|
// ---------- product_type tree ----------
|
|
45
53
|
/** Parent product_type node (abstract or leaf). null for top-level nodes;
|
|
46
54
|
* null for unknown nodes. */
|
|
@@ -228,10 +236,31 @@ function identifierTypePlaceholderOf(v) {
|
|
|
228
236
|
return (_b = (_a = enumEntry('IdentifierTypeProto', enumValueName(identifier_type_pb_1.IdentifierTypeProto, v))) === null || _a === void 0 ? void 0 : _a.placeholder) !== null && _b !== void 0 ? _b : null;
|
|
229
237
|
}
|
|
230
238
|
exports.identifierTypePlaceholderOf = identifierTypePlaceholderOf;
|
|
231
|
-
/**
|
|
239
|
+
/** Instrument-type code for an enum value name (INSTRUMENT_TYPE_CASH -> CASH), or null. */
|
|
240
|
+
function instrumentTypeCode(valueName) {
|
|
241
|
+
return valueName.startsWith(INSTRUMENT_TYPE_PREFIX)
|
|
242
|
+
? valueName.slice(INSTRUMENT_TYPE_PREFIX.length)
|
|
243
|
+
: null;
|
|
244
|
+
}
|
|
245
|
+
/** Display label for an instrument-type code from allInstrumentTypes()
|
|
246
|
+
* (e.g. CASH -> "Cash"). null for null/undefined or an unknown code; the match
|
|
247
|
+
* is exact. */
|
|
248
|
+
function instrumentTypeCodeLabelOf(code) {
|
|
249
|
+
var _a;
|
|
250
|
+
if (typeof code !== 'string' || !hasOwn(registry.instrument_types, code))
|
|
251
|
+
return null;
|
|
252
|
+
return (_a = registry.instrument_types[code].label) !== null && _a !== void 0 ? _a : null;
|
|
253
|
+
}
|
|
254
|
+
exports.instrumentTypeCodeLabelOf = instrumentTypeCodeLabelOf;
|
|
255
|
+
/** Display label for an InstrumentTypeProto value: the instrument_types label
|
|
256
|
+
* of its code (INSTRUMENT_TYPE_CASH -> CASH -> "Cash"), else enum_labels
|
|
257
|
+
* (e.g. INSTRUMENT_TYPE_UNKNOWN). null if unknown. */
|
|
232
258
|
function instrumentTypeLabelOf(v) {
|
|
233
|
-
var _a, _b;
|
|
234
|
-
|
|
259
|
+
var _a, _b, _c;
|
|
260
|
+
const name = enumValueName(instrument_type_pb_1.InstrumentTypeProto, v);
|
|
261
|
+
if (name === null)
|
|
262
|
+
return null;
|
|
263
|
+
return (_c = (_a = instrumentTypeCodeLabelOf(instrumentTypeCode(name))) !== null && _a !== void 0 ? _a : (_b = enumEntry('InstrumentTypeProto', name)) === null || _b === void 0 ? void 0 : _b.label) !== null && _c !== void 0 ? _c : null;
|
|
235
264
|
}
|
|
236
265
|
exports.instrumentTypeLabelOf = instrumentTypeLabelOf;
|
|
237
266
|
/** Display label for a ProductTypeProto value: the product_types label, else
|
|
@@ -276,7 +305,7 @@ function allAssetClasses() {
|
|
|
276
305
|
}
|
|
277
306
|
exports.allAssetClasses = allAssetClasses;
|
|
278
307
|
function allInstrumentTypes() {
|
|
279
|
-
return
|
|
308
|
+
return Object.keys(registry.instrument_types);
|
|
280
309
|
}
|
|
281
310
|
exports.allInstrumentTypes = allInstrumentTypes;
|
|
282
311
|
//# sourceMappingURL=product_hierarchy.js.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"product_hierarchy.js","sourceRoot":"","sources":["product_hierarchy.ts"],"names":[],"mappings":";AAAA;;;;;;;;;;;;;;;;;;;;;;;;GAwBG;;;;;;AAEH,2EAA2E;AAC3E,uEAAuE;AACvE,+CAA+C;AAC/C,gFAAmD;AACnD,uFAAqF;AACrF,0GAAwG;AACxG,+FAA6F;AAC7F,yFAAuF;
|
|
1
|
+
{"version":3,"file":"product_hierarchy.js","sourceRoot":"","sources":["product_hierarchy.ts"],"names":[],"mappings":";AAAA;;;;;;;;;;;;;;;;;;;;;;;;GAwBG;;;;;;AAEH,2EAA2E;AAC3E,uEAAuE;AACvE,+CAA+C;AAC/C,gFAAmD;AACnD,uFAAqF;AACrF,0GAAwG;AACxG,+FAA6F;AAC7F,yFAAuF;AAiCvF,MAAM,QAAQ,GAAa,wBAAqB,CAAC;AAEjD,SAAS,MAAM,CAAC,CAAqB,EAAE,GAAW;IAChD,OAAO,CAAC,KAAK,SAAS,IAAI,MAAM,CAAC,SAAS,CAAC,cAAc,CAAC,IAAI,CAAC,CAAC,EAAE,GAAG,CAAC,CAAC;AACzE,CAAC;AAED,yFAAyF;AACzF,MAAM,sBAAsB,GAAG,kBAAkB,CAAC;AAElD,0EAA0E;AAC1E,KAAK,MAAM,IAAI,IAAI,MAAM,CAAC,IAAI,CAAC,QAAQ,CAAC,gBAAgB,CAAC,EAAE;IACzD,IAAI,CAAC,MAAM,CAAC,wCAAmB,EAAE,sBAAsB,GAAG,IAAI,CAAC,EAAE;QAC/D,MAAM,IAAI,KAAK,CAAC,sEAAsE,IAAI,GAAG,CAAC,CAAC;KAChG;CACF;AAED,0CAA0C;AAE1C;6BAC6B;AAC7B,SAAgB,QAAQ,CAAC,IAAY;;IACnC,MAAM,KAAK,GAAG,QAAQ,CAAC,aAAa,CAAC,IAAI,CAAC,CAAC;IAC3C,OAAO,MAAA,KAAK,aAAL,KAAK,uBAAL,KAAK,CAAE,MAAM,mCAAI,IAAI,CAAC;AAC/B,CAAC;AAHD,4BAGC;AAED;;+EAE+E;AAC/E,SAAgB,aAAa,CAAC,QAAgB;;IAC5C,MAAM,GAAG,GAAa,EAAE,CAAC;IACzB,KAAK,MAAM,CAAC,IAAI,EAAE,KAAK,CAAC,IAAI,MAAM,CAAC,OAAO,CAAC,QAAQ,CAAC,aAAa,CAAC,EAAE;QAClE,IAAI,CAAC,GAAG,MAAA,KAAK,CAAC,MAAM,mCAAI,IAAI,CAAC;QAC7B,OAAO,CAAC,EAAE;YACR,IAAI,CAAC,KAAK,QAAQ,EAAE;gBAClB,GAAG,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;gBACf,MAAM;aACP;YACD,CAAC,GAAG,MAAA,MAAA,QAAQ,CAAC,aAAa,CAAC,CAAC,CAAC,0CAAE,MAAM,mCAAI,IAAI,CAAC;SAC/C;KACF;IACD,OAAO,GAAG,CAAC,IAAI,EAAE,CAAC;AACpB,CAAC;AAbD,sCAaC;AAED;yEACyE;AACzE,SAAgB,cAAc,CAAC,IAAY,EAAE,QAAgB;;IAC3D,IAAI,IAAI,KAAK,QAAQ;QAAE,OAAO,KAAK,CAAC;IACpC,MAAM,KAAK,GAAG,QAAQ,CAAC,aAAa,CAAC,IAAI,CAAC,CAAC;IAC3C,IAAI,CAAC,KAAK;QAAE,OAAO,KAAK,CAAC;IACzB,IAAI,CAAC,GAAG,MAAA,KAAK,CAAC,MAAM,mCAAI,IAAI,CAAC;IAC7B,OAAO,CAAC,EAAE;QACR,IAAI,CAAC,KAAK,QAAQ;YAAE,OAAO,IAAI,CAAC;QAChC,CAAC,GAAG,MAAA,MAAA,QAAQ,CAAC,aAAa,CAAC,CAAC,CAAC,0CAAE,MAAM,mCAAI,IAAI,CAAC;KAC/C;IACD,OAAO,KAAK,CAAC;AACf,CAAC;AAVD,wCAUC;AAED,qDAAqD;AACrD,SAAgB,OAAO,CAAC,IAAY;;IAClC,OAAO,MAAA,MAAA,QAAQ,CAAC,aAAa,CAAC,IAAI,CAAC,0CAAE,KAAK,mCAAI,IAAI,CAAC;AACrD,CAAC;AAFD,0BAEC;AAED,yEAAyE;AACzE,SAAgB,YAAY,CAAC,WAAmB;;IAC9C,OAAO,MAAA,MAAA,QAAQ,CAAC,aAAa,CAAC,WAAW,CAAC,0CAAE,WAAW,mCAAI,IAAI,CAAC;AAClE,CAAC;AAFD,oCAEC;AAED,6EAA6E;AAC7E,SAAgB,gBAAgB,CAAC,WAAmB;;IAClD,OAAO,MAAA,MAAA,QAAQ,CAAC,aAAa,CAAC,WAAW,CAAC,0CAAE,eAAe,mCAAI,IAAI,CAAC;AACtE,CAAC;AAFD,4CAEC;AAED,yCAAyC;AAEzC,SAAgB,kBAAkB,CAAC,IAAY;;IAC7C,OAAO,MAAA,MAAA,QAAQ,CAAC,aAAa,CAAC,IAAI,CAAC,0CAAE,MAAM,mCAAI,IAAI,CAAC;AACtD,CAAC;AAFD,gDAEC;AAED,SAAgB,uBAAuB,CAAC,QAAgB;;IACtD,MAAM,GAAG,GAAa,EAAE,CAAC;IACzB,KAAK,MAAM,CAAC,IAAI,EAAE,KAAK,CAAC,IAAI,MAAM,CAAC,OAAO,CAAC,QAAQ,CAAC,aAAa,CAAC,EAAE;QAClE,IAAI,CAAC,GAAG,MAAA,KAAK,CAAC,MAAM,mCAAI,IAAI,CAAC;QAC7B,OAAO,CAAC,EAAE;YACR,IAAI,CAAC,KAAK,QAAQ,EAAE;gBAClB,GAAG,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;gBACf,MAAM;aACP;YACD,CAAC,GAAG,MAAA,MAAA,QAAQ,CAAC,aAAa,CAAC,CAAC,CAAC,0CAAE,MAAM,mCAAI,IAAI,CAAC;SAC/C;KACF;IACD,OAAO,GAAG,CAAC,IAAI,EAAE,CAAC;AACpB,CAAC;AAbD,0DAaC;AAED,SAAgB,wBAAwB,CAAC,IAAY,EAAE,QAAgB;;IACrE,IAAI,IAAI,KAAK,QAAQ;QAAE,OAAO,KAAK,CAAC;IACpC,MAAM,KAAK,GAAG,QAAQ,CAAC,aAAa,CAAC,IAAI,CAAC,CAAC;IAC3C,IAAI,CAAC,KAAK;QAAE,OAAO,KAAK,CAAC;IACzB,IAAI,CAAC,GAAG,MAAA,KAAK,CAAC,MAAM,mCAAI,IAAI,CAAC;IAC7B,OAAO,CAAC,EAAE;QACR,IAAI,CAAC,KAAK,QAAQ;YAAE,OAAO,IAAI,CAAC;QAChC,CAAC,GAAG,MAAA,MAAA,QAAQ,CAAC,aAAa,CAAC,CAAC,CAAC,0CAAE,MAAM,mCAAI,IAAI,CAAC;KAC/C;IACD,OAAO,KAAK,CAAC;AACf,CAAC;AAVD,4DAUC;AAED,SAAgB,iBAAiB,CAAC,IAAY;;IAC5C,OAAO,MAAA,MAAA,QAAQ,CAAC,aAAa,CAAC,IAAI,CAAC,0CAAE,KAAK,mCAAI,IAAI,CAAC;AACrD,CAAC;AAFD,8CAEC;AAED,SAAS,mBAAmB,CAAC,KAAa;IACxC,OAAO,KAAK,CAAC,IAAI,EAAE,CAAC,WAAW,EAAE,CAAC,OAAO,CAAC,SAAS,EAAE,GAAG,CAAC,CAAC;AAC5D,CAAC;AAED;;iBAEiB;AACjB,SAAgB,qBAAqB,CACnC,OAAwC;;IAExC,MAAM,MAAM,GAAG,IAAI,GAAG,EAAkB,CAAC;IACzC,KAAK,MAAM,CAAC,IAAI,EAAE,KAAK,CAAC,IAAI,MAAM,CAAC,OAAO,CAAC,OAAO,CAAC,EAAE;QACnD,MAAM,IAAI,GAAG,CAAC,IAAI,EAAE,GAAG,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,GAAG,CAAC,MAAA,KAAK,CAAC,OAAO,mCAAI,EAAE,CAAC,CAAC,CAAC;QACrF,KAAK,MAAM,GAAG,IAAI,IAAI,EAAE;YACtB,MAAM,CAAC,GAAG,mBAAmB,CAAC,GAAG,CAAC,CAAC;YACnC,IAAI,CAAC,CAAC;gBAAE,SAAS;YACjB,MAAM,IAAI,GAAG,MAAM,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;YAC3B,IAAI,IAAI,KAAK,SAAS,IAAI,IAAI,KAAK,IAAI,EAAE;gBACvC,MAAM,IAAI,KAAK,CACb,kCAAkC,GAAG,sBAAsB,IAAI,QAAQ,IAAI,EAAE,CAC9E,CAAC;aACH;YACD,MAAM,CAAC,GAAG,CAAC,CAAC,EAAE,IAAI,CAAC,CAAC;SACrB;KACF;IACD,OAAO,MAAM,CAAC;AAChB,CAAC;AAnBD,sDAmBC;AAED,MAAM,gBAAgB,GAAG,qBAAqB,CAAC,QAAQ,CAAC,aAAa,CAAC,CAAC;AAEvE;;;2EAG2E;AAC3E,SAAgB,iBAAiB,CAAC,KAAgC;;IAChE,IAAI,KAAK,KAAK,IAAI,IAAI,KAAK,KAAK,SAAS;QAAE,OAAO,IAAI,CAAC;IACvD,IAAI,MAAM,CAAC,QAAQ,CAAC,aAAa,EAAE,KAAK,CAAC;QAAE,OAAO,KAAK,CAAC;IACxD,OAAO,MAAA,gBAAgB,CAAC,GAAG,CAAC,mBAAmB,CAAC,KAAK,CAAC,CAAC,mCAAI,IAAI,CAAC;AAClE,CAAC;AAJD,8CAIC;AAED;;;yDAGyD;AACzD,SAAgB,iBAAiB,CAC/B,UAAqC,EACrC,WAAsC;IAEtC,MAAM,CAAC,GAAG,iBAAiB,CAAC,UAAU,CAAC,CAAC;IACxC,MAAM,CAAC,GAAG,iBAAiB,CAAC,WAAW,CAAC,CAAC;IACzC,IAAI,CAAC,KAAK,IAAI,IAAI,CAAC,KAAK,IAAI;QAAE,OAAO,KAAK,CAAC;IAC3C,OAAO,CAAC,KAAK,CAAC,IAAI,wBAAwB,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC;AACnD,CAAC;AARD,8CAQC;AAED,oCAAoC;AAEpC,+EAA+E;AAC/E,S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@@ -48,6 +48,10 @@ interface AssetClassEntry {
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aliases?: string[];
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interface InstrumentTypeEntry {
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label?: string;
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interface EnumLabelEntry {
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label?: string;
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placeholder?: string;
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@@ -56,7 +60,7 @@ interface EnumLabelEntry {
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interface Registry {
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product_types: Record<string, ProductTypeEntry>;
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asset_classes: Record<string, AssetClassEntry>;
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-
instrument_types: string
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+
instrument_types: Record<string, InstrumentTypeEntry>;
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enum_labels?: Record<string, Record<string, EnumLabelEntry>>;
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}
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@@ -66,6 +70,16 @@ function hasOwn(o: object | undefined, key: string): boolean {
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return o !== undefined && Object.prototype.hasOwnProperty.call(o, key);
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}
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/** Prefix that turns an instrument-type code into its InstrumentTypeProto value name. */
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+
const INSTRUMENT_TYPE_PREFIX = 'INSTRUMENT_TYPE_';
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// Every instrument_types code needs an INSTRUMENT_TYPE_<CODE> enum value.
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for (const code of Object.keys(registry.instrument_types)) {
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|
+
if (!hasOwn(InstrumentTypeProto, INSTRUMENT_TYPE_PREFIX + code)) {
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|
+
throw new Error(`hierarchy.json instrument_types: no InstrumentTypeProto value for '${code}'`);
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+
}
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+
}
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+
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// ---------- product_type tree ----------
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/** Parent product_type node (abstract or leaf). null for top-level nodes;
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@@ -240,9 +254,28 @@ export function identifierTypePlaceholderOf(v: IdentifierTypeProto): string | nu
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return enumEntry('IdentifierTypeProto', enumValueName(IdentifierTypeProto, v))?.placeholder ?? null;
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|
}
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-
/**
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+
/** Instrument-type code for an enum value name (INSTRUMENT_TYPE_CASH -> CASH), or null. */
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+
function instrumentTypeCode(valueName: string): string | null {
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|
+
return valueName.startsWith(INSTRUMENT_TYPE_PREFIX)
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+
? valueName.slice(INSTRUMENT_TYPE_PREFIX.length)
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+
: null;
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+
}
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+
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+
/** Display label for an instrument-type code from allInstrumentTypes()
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+
* (e.g. CASH -> "Cash"). null for null/undefined or an unknown code; the match
|
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266
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+
* is exact. */
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267
|
+
export function instrumentTypeCodeLabelOf(code: string | null | undefined): string | null {
|
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268
|
+
if (typeof code !== 'string' || !hasOwn(registry.instrument_types, code)) return null;
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+
return registry.instrument_types[code].label ?? null;
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+
}
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+
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+
/** Display label for an InstrumentTypeProto value: the instrument_types label
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+
* of its code (INSTRUMENT_TYPE_CASH -> CASH -> "Cash"), else enum_labels
|
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274
|
+
* (e.g. INSTRUMENT_TYPE_UNKNOWN). null if unknown. */
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244
275
|
export function instrumentTypeLabelOf(v: InstrumentTypeProto): string | null {
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|
-
|
|
276
|
+
const name = enumValueName(InstrumentTypeProto, v);
|
|
277
|
+
if (name === null) return null;
|
|
278
|
+
return instrumentTypeCodeLabelOf(instrumentTypeCode(name)) ?? enumEntry('InstrumentTypeProto', name)?.label ?? null;
|
|
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|
}
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|
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|
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|
248
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|
/** Display label for a ProductTypeProto value: the product_types label, else
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@@ -283,5 +316,5 @@ export function allAssetClasses(): string[] {
|
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283
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|
}
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|
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|
285
318
|
export function allInstrumentTypes(): string[] {
|
|
286
|
-
return
|
|
319
|
+
return Object.keys(registry.instrument_types);
|
|
287
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|
}
|