@fintekkers/ledger-models 0.4.29 → 0.4.30

package/node/wrappers/models/position/position_matcher.d.ts

@@ -15,8 +15,10 @@ export interface FilterableRow {
  * ASSET_CLASS with EQUALS / NOT_EQUALS uses the shared assetClassMatches
  * rule, so a group code such as FIXED_INCOME matches its members and labels;
  * every other field compares exactly. A null or undefined stored value never
- * throws: EQUALS and the ordering operators drop the row, NOT_EQUALS keeps
- * it. An unknown operator matches nothing. Errors raised by row.getField
+ * throws and drops the row for every operator, except ASSET_CLASS with
+ * NOT_EQUALS, which keeps it (LM-281). The null check runs before the
+ * ASSET_CLASS branch, so it handles that asset-class exception itself
+ * (LM-284). An unknown operator matches nothing. Errors raised by row.getField
  * propagate (a row represents an absent value by returning null).
  */
 export declare function matches(field: FieldProto, operator: PositionFilterOperator, filterValue: any, storedValue: any): boolean;

package/node/wrappers/models/position/position_matcher.js

@@ -9,13 +9,15 @@ const product_hierarchy_1 = require("../security/product_hierarchy");
  * ASSET_CLASS with EQUALS / NOT_EQUALS uses the shared assetClassMatches
  * rule, so a group code such as FIXED_INCOME matches its members and labels;
  * every other field compares exactly. A null or undefined stored value never
- * throws: EQUALS and the ordering operators drop the row, NOT_EQUALS keeps
- * it. An unknown operator matches nothing. Errors raised by row.getField
+ * throws and drops the row for every operator, except ASSET_CLASS with
+ * NOT_EQUALS, which keeps it (LM-281). The null check runs before the
+ * ASSET_CLASS branch, so it handles that asset-class exception itself
+ * (LM-284). An unknown operator matches nothing. Errors raised by row.getField
  * propagate (a row represents an absent value by returning null).
  */
 function matches(field, operator, filterValue, storedValue) {
     if (storedValue === null || storedValue === undefined) {
-        return operator === position_util_pb_1.PositionFilterOperator.NOT_EQUALS;
+        return field === field_pb_1.FieldProto.ASSET_CLASS && operator === position_util_pb_1.PositionFilterOperator.NOT_EQUALS;
     }
     if (field === field_pb_1.FieldProto.ASSET_CLASS &&
         (operator === position_util_pb_1.PositionFilterOperator.EQUALS ||

package/node/wrappers/models/position/position_matcher.test.js

@@ -1,19 +1,46 @@
 "use strict";
+var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    var desc = Object.getOwnPropertyDescriptor(m, k);
+    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
+      desc = { enumerable: true, get: function() { return m[k]; } };
+    }
+    Object.defineProperty(o, k2, desc);
+}) : (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    o[k2] = m[k];
+}));
+var __setModuleDefault = (this && this.__setModuleDefault) || (Object.create ? (function(o, v) {
+    Object.defineProperty(o, "default", { enumerable: true, value: v });
+}) : function(o, v) {
+    o["default"] = v;
+});
+var __importStar = (this && this.__importStar) || function (mod) {
+    if (mod && mod.__esModule) return mod;
+    var result = {};
+    if (mod != null) for (var k in mod) if (k !== "default" && Object.prototype.hasOwnProperty.call(mod, k)) __createBinding(result, mod, k);
+    __setModuleDefault(result, mod);
+    return result;
+};
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
 /**
  * LM-281: the JS filter helper matches Java's PositionFilter row for row.
  *
  * ASSET_CLASS EQUALS / NOT_EQUALS use the shared assetClassMatches rule;
  * every other field compares exactly. A null stored value never throws.
  */
-var __importDefault = (this && this.__importDefault) || function (mod) {
-    return (mod && mod.__esModule) ? mod : { "default": mod };
-};
-Object.defineProperty(exports, "__esModule", { value: true });
+const fs = __importStar(require("fs"));
+const path = __importStar(require("path"));
 const field_pb_1 = require("../../../fintekkers/models/position/field_pb");
 const position_util_pb_1 = require("../../../fintekkers/models/position/position_util_pb");
 const security_pb_1 = require("../../../fintekkers/models/security/security_pb");
 const security_1 = __importDefault(require("../security/security"));
 const position_matcher_1 = require("./position_matcher");
+const PROTOS = path.resolve(__dirname, '../../../../../ledger-models-protos');
+const nullCases = JSON.parse(fs.readFileSync(path.join(PROTOS, 'fixtures/position_filter_null_cases.json'), 'utf-8')).cases;
 function securityRow(assetClass) {
     const proto = new security_pb_1.SecurityProto();
     proto.setAssetClass(assetClass);
@@ -58,7 +85,26 @@ describe('position_matcher', () => {
         expect((0, position_matcher_1.matches)(field_pb_1.FieldProto.MATURITY_DATE, position_util_pb_1.PositionFilterOperator.MORE_THAN, 1, 2)).toBe(true);
         expect((0, position_matcher_1.matches)(field_pb_1.FieldProto.MATURITY_DATE, position_util_pb_1.PositionFilterOperator.MORE_THAN, 2, 1)).toBe(false);
         expect((0, position_matcher_1.matches)(field_pb_1.FieldProto.PORTFOLIO_NAME, position_util_pb_1.PositionFilterOperator.EQUALS, 'a', null)).toBe(false);
-        expect((0, position_matcher_1.matches)(field_pb_1.FieldProto.PORTFOLIO_NAME, position_util_pb_1.PositionFilterOperator.NOT_EQUALS, 'a', null)).toBe(true);
+        expect((0, position_matcher_1.matches)(field_pb_1.FieldProto.PORTFOLIO_NAME, position_util_pb_1.PositionFilterOperator.NOT_EQUALS, 'a', null)).toBe(false);
+    });
+    // LM-284: NOT_EQUALS drops a null on every field but ASSET_CLASS. Cases
+    // come from ledger-models-protos/fixtures/position_filter_null_cases.json,
+    // shared with the Java, Python and Rust tests.
+    test('the shared null-cases fixture has its cases', () => {
+        expect(nullCases.length).toBeGreaterThanOrEqual(7);
+    });
+    test.each(nullCases)('$field $operator $filter on null -> $expected', (c) => {
+        const field = field_pb_1.FieldProto[c.field];
+        const operator = position_util_pb_1.PositionFilterOperator[c.operator];
+        expect(field).toBeDefined();
+        expect(operator).toBeDefined();
+        expect((0, position_matcher_1.matches)(field, operator, c.filter, null)).toBe(c.expected);
+    });
+    test('filterRows NOT_EQUALS drops a row with a null on another field', () => {
+        const filters = [
+            { field: field_pb_1.FieldProto.PORTFOLIO_NAME, operator: position_util_pb_1.PositionFilterOperator.NOT_EQUALS, value: 'a' },
+        ];
+        expect((0, position_matcher_1.filterRows)([stubRow(null)], filters)).toEqual([]);
     });
 });
 describe('the published (compiled) position_matcher.js', () => {
@@ -74,4 +120,8 @@ describe('the published (compiled) position_matcher.js', () => {
         const kept = compiled.filterRows(rows, assetClassFilter(position_util_pb_1.PositionFilterOperator.EQUALS));
         expect(assetClasses(kept)).toEqual(['RATES']);
     });
+    test('has the LM-284 null rule', () => {
+        expect(compiled.matches(field_pb_1.FieldProto.PORTFOLIO_NAME, position_util_pb_1.PositionFilterOperator.NOT_EQUALS, 'a', null)).toBe(false);
+        expect(compiled.matches(field_pb_1.FieldProto.ASSET_CLASS, position_util_pb_1.PositionFilterOperator.NOT_EQUALS, 'FIXED_INCOME', null)).toBe(true);
+    });
 });

package/node/wrappers/models/position/position_matcher.test.ts

@@ -4,12 +4,28 @@
  * ASSET_CLASS EQUALS / NOT_EQUALS use the shared assetClassMatches rule;
  * every other field compares exactly. A null stored value never throws.
  */
+import * as fs from 'fs';
+import * as path from 'path';
+
 import { FieldProto } from '../../../fintekkers/models/position/field_pb';
 import { PositionFilterOperator } from '../../../fintekkers/models/position/position_util_pb';
 import { SecurityProto } from '../../../fintekkers/models/security/security_pb';
 import Security from '../security/security';
 import { FilterableRow, FilterSpec, filterRows, matches } from './position_matcher';
 
+const PROTOS = path.resolve(__dirname, '../../../../../ledger-models-protos');
+
+interface NullCase {
+  field: string;
+  operator: string;
+  filter: string;
+  expected: boolean;
+}
+
+const nullCases: NullCase[] = JSON.parse(
+  fs.readFileSync(path.join(PROTOS, 'fixtures/position_filter_null_cases.json'), 'utf-8'),
+).cases;
+
 function securityRow(assetClass: string): Security {
   const proto = new SecurityProto();
   proto.setAssetClass(assetClass);
@@ -61,7 +77,29 @@ describe('position_matcher', () => {
     expect(matches(FieldProto.MATURITY_DATE, PositionFilterOperator.MORE_THAN, 1, 2)).toBe(true);
     expect(matches(FieldProto.MATURITY_DATE, PositionFilterOperator.MORE_THAN, 2, 1)).toBe(false);
     expect(matches(FieldProto.PORTFOLIO_NAME, PositionFilterOperator.EQUALS, 'a', null)).toBe(false);
-    expect(matches(FieldProto.PORTFOLIO_NAME, PositionFilterOperator.NOT_EQUALS, 'a', null)).toBe(true);
+    expect(matches(FieldProto.PORTFOLIO_NAME, PositionFilterOperator.NOT_EQUALS, 'a', null)).toBe(false);
+  });
+
+  // LM-284: NOT_EQUALS drops a null on every field but ASSET_CLASS. Cases
+  // come from ledger-models-protos/fixtures/position_filter_null_cases.json,
+  // shared with the Java, Python and Rust tests.
+  test('the shared null-cases fixture has its cases', () => {
+    expect(nullCases.length).toBeGreaterThanOrEqual(7);
+  });
+
+  test.each(nullCases)('$field $operator $filter on null -> $expected', (c) => {
+    const field = FieldProto[c.field as keyof typeof FieldProto];
+    const operator = PositionFilterOperator[c.operator as keyof typeof PositionFilterOperator];
+    expect(field).toBeDefined();
+    expect(operator).toBeDefined();
+    expect(matches(field, operator, c.filter, null)).toBe(c.expected);
+  });
+
+  test('filterRows NOT_EQUALS drops a row with a null on another field', () => {
+    const filters: FilterSpec[] = [
+      { field: FieldProto.PORTFOLIO_NAME, operator: PositionFilterOperator.NOT_EQUALS, value: 'a' },
+    ];
+    expect(filterRows([stubRow(null)], filters)).toEqual([]);
   });
 });
 
@@ -93,4 +131,13 @@ describe('the published (compiled) position_matcher.js', () => {
     const kept = compiled.filterRows(rows, assetClassFilter(PositionFilterOperator.EQUALS));
     expect(assetClasses(kept)).toEqual(['RATES']);
   });
+
+  test('has the LM-284 null rule', () => {
+    expect(
+      compiled.matches(FieldProto.PORTFOLIO_NAME, PositionFilterOperator.NOT_EQUALS, 'a', null),
+    ).toBe(false);
+    expect(
+      compiled.matches(FieldProto.ASSET_CLASS, PositionFilterOperator.NOT_EQUALS, 'FIXED_INCOME', null),
+    ).toBe(true);
+  });
 });

package/node/wrappers/models/position/position_matcher.ts

@@ -19,8 +19,10 @@ export interface FilterableRow {
  * ASSET_CLASS with EQUALS / NOT_EQUALS uses the shared assetClassMatches
  * rule, so a group code such as FIXED_INCOME matches its members and labels;
  * every other field compares exactly. A null or undefined stored value never
- * throws: EQUALS and the ordering operators drop the row, NOT_EQUALS keeps
- * it. An unknown operator matches nothing. Errors raised by row.getField
+ * throws and drops the row for every operator, except ASSET_CLASS with
+ * NOT_EQUALS, which keeps it (LM-281). The null check runs before the
+ * ASSET_CLASS branch, so it handles that asset-class exception itself
+ * (LM-284). An unknown operator matches nothing. Errors raised by row.getField
  * propagate (a row represents an absent value by returning null).
  */
 export function matches(
@@ -30,7 +32,7 @@ export function matches(
   storedValue: any,
 ): boolean {
   if (storedValue === null || storedValue === undefined) {
-    return operator === PositionFilterOperator.NOT_EQUALS;
+    return field === FieldProto.ASSET_CLASS && operator === PositionFilterOperator.NOT_EQUALS;
   }
   if (
     field === FieldProto.ASSET_CLASS &&

package/package.json

@@ -1,7 +1,7 @@
 {
   "name": "@fintekkers/ledger-models",
   "todo": "Replace the version with build script version number",
-  "version": "0.4.29",
+  "version": "0.4.30",
   "description": "ledger model protos ",
   "authors": [
     "David Doherty",