@fintekkers/ledger-models 0.4.37 → 0.4.39

package/node/wrappers/models/utils/decimal.legacy.test.ts

@@ -0,0 +1,158 @@
+import * as fs from 'fs';
+import * as path from 'path';
+import { Decimal } from 'decimal.js';
+import { Message } from 'google-protobuf';
+import { PriceProto } from '../../../fintekkers/models/price/price_pb';
+import { SecurityProto } from '../../../fintekkers/models/security/security_pb';
+import { TransactionProto } from '../../../fintekkers/models/transaction/transaction_pb';
+import { DecimalValueProto } from '../../../fintekkers/models/util/decimal_value_pb';
+import Price from '../price/Price';
+import Security from '../security/security';
+import MortgageBackedSecurity from '../security/MortgageBackedSecurity';
+import Transaction from '../transaction/transaction';
+import { ProtoSerializationUtil } from './serialization';
+import { UUID } from './uuid';
+import Portfolio from '../portfolio/portfolio';
+import { PortfolioProto } from '../../../fintekkers/models/portfolio/portfolio_pb';
+import { decodeDecimal, reencodeDecimal, setDecimalLogger } from './decimal';
+
+/**
+ * Metric 2 (LM-306): bytes written by ledger-models v0.4.33 carry only the
+ * string form. They load through the wrappers to the same value and scale,
+ * and re-saving them writes both forms.
+ */
+
+const LEGACY = path.join(__dirname, '../../../../../ledger-models-protos/fixtures/legacy_v0433');
+
+interface LegacyDecimal { path: string; stored_string: string; unscaled: string; scale: number; read_by: string }
+interface LegacyFixture { bin: string; message: string; decimals: LegacyDecimal[] }
+
+const DESERIALIZERS: Record<string, (b: Uint8Array) => Message> = {
+    PriceProto: b => PriceProto.deserializeBinary(b),
+    SecurityProto: b => SecurityProto.deserializeBinary(b),
+    TransactionProto: b => TransactionProto.deserializeBinary(b),
+};
+
+function load(name: string): { fixture: LegacyFixture; message: Message } {
+    const fixture: LegacyFixture = JSON.parse(fs.readFileSync(path.join(LEGACY, `${name}.json`), 'utf8'));
+    const deserialize = DESERIALIZERS[fixture.message];
+    if (!deserialize) throw new Error(`no deserializer for ${fixture.message}`);
+    return { fixture, message: deserialize(new Uint8Array(fs.readFileSync(path.join(LEGACY, fixture.bin)))) };
+}
+
+const pascal = (segment: string) => segment.split('_').map(w => w[0].toUpperCase() + w.slice(1)).join('');
+
+/** Walks `a.b_c` with getA().getBC(). */
+function walk(message: Message, dotted: string): any {
+    return dotted.split('.').reduce((m: any, segment) => {
+        const value = m[`get${pascal(segment)}`]();
+        if (value === undefined) throw new Error(`${dotted}: ${segment} is unset`);
+        return value;
+    }, message);
+}
+
+/** The wrapper getter that reads each path, as Rust's `read_by` names it. */
+function readByWrapper(message: Message, dotted: string): Decimal {
+    const mbs = (security: SecurityProto) => {
+        const wrapped = Security.create(security);
+        expect(wrapped).toBeInstanceOf(MortgageBackedSecurity);
+        return wrapped as MortgageBackedSecurity;
+    };
+    const parts = dotted.split('.');
+    const field = parts[parts.length - 1];
+    if (dotted === 'price') return new Price(message as PriceProto).getPrice();
+    if (dotted === 'quantity') return new Transaction(message as TransactionProto).getQuantity();
+    if (dotted === 'price.price') return new Price(new Transaction(message as TransactionProto).getPrice()).getPrice();
+    const security = parts[0] === 'security' ? walk(message, 'security') as SecurityProto : message as SecurityProto;
+    const getter = `get${pascal(field)}`;
+    const value = (mbs(security) as any)[getter]();
+    if (!(value instanceof Decimal)) throw new Error(`${dotted}: ${getter} did not return a Decimal`);
+    return value;
+}
+
+beforeAll(() => {
+    setDecimalLogger({ warn: jest.fn() });
+});
+
+describe.each(['price', 'security', 'transaction'])('legacy_v0433/%s', (name) => {
+    const { fixture } = load(name);
+
+    test.each(fixture.decimals.map(d => [d.path, d] as [string, LegacyDecimal]))('%s reads through the wrapper', (_p, d) => {
+        const { message } = load(name);
+        const proto = walk(message, d.path) as DecimalValueProto;
+        // Really string-only bytes.
+        expect(proto.getUnscaledValue_asU8().length).toBe(0);
+        expect(proto.getArbitraryPrecisionValue()).toBe(d.stored_string);
+
+        // Same value and scale as the fixture.
+        expect(decodeDecimal(proto)).toEqual({ unscaled: BigInt(d.unscaled), scale: d.scale });
+
+        // The wrapper getter returns that exact value.
+        const expected = new Decimal(d.unscaled).div(new Decimal(10).pow(d.scale));
+        expect(readByWrapper(message, d.path).equals(expected)).toBe(true);
+        if (d.read_by.startsWith('ProtoSerializationUtil')) {
+            expect((ProtoSerializationUtil.deserialize(proto) as Decimal).equals(expected)).toBe(true);
+        }
+    });
+
+    test('re-saving writes both forms with the same value and scale', () => {
+        const { message } = load(name);
+        for (const d of fixture.decimals) {
+            const parentPath = d.path.split('.').slice(0, -1).join('.');
+            const parent = parentPath ? walk(message, parentPath) : message;
+            const field = d.path.split('.').pop()!;
+            const setter = `set${pascal(field)}`;
+            (parent as any)[setter](reencodeDecimal(walk(message, d.path)));
+        }
+        const reread = DESERIALIZERS[fixture.message](message.serializeBinary());
+        for (const d of fixture.decimals) {
+            const proto = walk(reread, d.path) as DecimalValueProto;
+            expect(proto.getUnscaledValue_asU8().length).toBeGreaterThan(0);
+            expect(proto.getArbitraryPrecisionValue()).not.toBe('');
+            const expected = { unscaled: BigInt(d.unscaled), scale: d.scale };
+            const stringOnly = new DecimalValueProto().setArbitraryPrecisionValue(proto.getArbitraryPrecisionValue());
+            const compactOnly = new DecimalValueProto().setUnscaledValue(proto.getUnscaledValue_asU8()).setScale(proto.getScale());
+            expect(decodeDecimal(compactOnly)).toEqual(expected);
+            expect(decodeDecimal(stringOnly)).toEqual(expected);
+        }
+    });
+});
+
+describe('wrapper writers set both forms (metrics 2 and 5)', () => {
+    const bothForms = (proto: DecimalValueProto | undefined, expected: Decimal) => {
+        expect(proto).toBeDefined();
+        const p = proto as DecimalValueProto;
+        const stringOnly = new DecimalValueProto().setArbitraryPrecisionValue(p.getArbitraryPrecisionValue());
+        const compactOnly = new DecimalValueProto().setUnscaledValue(p.getUnscaledValue_asU8()).setScale(p.getScale());
+        expect(p.getUnscaledValue_asU8().length).toBeGreaterThan(0);
+        expect(decodeDecimal(compactOnly)).toEqual(decodeDecimal(stringOnly));
+        expect(new Decimal(p.getArbitraryPrecisionValue()).equals(expected)).toBe(true);
+    };
+
+    test('a legacy Price re-created through Price.create', () => {
+        const legacy = new Price(load('price').message as PriceProto);
+        const saved = Price.create(legacy.getPrice(), legacy.getSecurity(), legacy.getAsOf());
+        const reread = PriceProto.deserializeBinary(saved.proto.serializeBinary());
+        bothForms(reread.getPrice(), new Decimal('100.25'));
+    });
+
+    test('a legacy Transaction re-created through the Transaction constructor', () => {
+        const legacy = new Transaction(load('transaction').message as TransactionProto);
+        const legacyPrice = new Price(legacy.getPrice());
+        const saved = new Transaction({
+            tradeDate: new Date(2026, 0, 2),
+            settlementDate: new Date(2026, 0, 4),
+            security: legacy.getSecurity(),
+            transactionType: legacy.getTransactionType(),
+            portfolio: new Portfolio(new PortfolioProto()
+                .setObjectClass('Portfolio').setVersion('0.0.1')
+                .setUuid(UUID.random().toUUIDProto()).setPortfolioName('LM-306')),
+            quantity: legacy.getQuantity(),
+            price: legacyPrice.getPrice(),
+            asOfDate: new Date(2026, 0, 2),
+        });
+        const reread = TransactionProto.deserializeBinary(saved.proto.serializeBinary());
+        bothForms(reread.getQuantity(), new Decimal(1000));
+        bothForms(reread.getPrice()?.getPrice(), new Decimal('-0.50'));
+    });
+});

package/node/wrappers/models/utils/decimal.test.d.ts

@@ -0,0 +1 @@
+export {};

package/node/wrappers/models/utils/decimal.test.js

@@ -0,0 +1,258 @@
+"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;
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+const fs = __importStar(require("fs"));
+const path = __importStar(require("path"));
+const decimal_js_1 = require("decimal.js");
+const decimal_value_pb_1 = require("../../../fintekkers/models/util/decimal_value_pb");
+const errors_1 = require("../errors");
+const serialization_1 = require("./serialization");
+const decimal_1 = require("./decimal");
+/** Codec tests against the shared fixture (LM-306, JS side of LM-294). */
+const FIXTURE = JSON.parse(fs.readFileSync(path.join(__dirname, '../../../../../ledger-models-protos/fixtures/decimal_compact.json'), 'utf8'));
+const CASES = FIXTURE.cases;
+const hex = (bytes) => Buffer.from(bytes).toString('hex');
+const unhex = (s) => new Uint8Array(Buffer.from(s, 'hex'));
+/** Two's-complement big-endian, written independently of the codec. */
+function expectedUnscaled(unscaledHex) {
+    const unsigned = BigInt('0x' + unscaledHex);
+    const negative = parseInt(unscaledHex.slice(0, 2), 16) >= 0x80;
+    return negative ? unsigned - (BigInt(1) << BigInt(unscaledHex.length * 4)) : unsigned;
+}
+/** Only fields 11 and 12 set. */
+function compactOnly(c) {
+    return new decimal_value_pb_1.DecimalValueProto().setUnscaledValue(unhex(c.unscaled_hex)).setScale(c.scale);
+}
+function expectInvalid(fn) {
+    expect(fn).toThrow(errors_1.ModelValidationError);
+}
+beforeAll(() => {
+    // String-only decodes below would warn once; keep the test output quiet.
+    (0, decimal_1.setDecimalLogger)({ warn: jest.fn() });
+});
+describe('metric 1: shared fixture', () => {
+    test('fixture limits match the codec', () => {
+        expect(FIXTURE.limits).toEqual({
+            max_digits: decimal_1.MAX_DIGITS, max_scale: decimal_1.MAX_SCALE, max_unscaled_bytes: decimal_1.MAX_UNSCALED_BYTES,
+        });
+        expect(CASES.length).toBeGreaterThanOrEqual(12);
+    });
+    test.each(CASES.map(c => [c.name, c]))('%s encodes to wire_hex and decodes exactly', (_name, c) => {
+        const parsed = (0, decimal_1.parseDecimalString)(c.string);
+        expect(parsed).toEqual({ unscaled: expectedUnscaled(c.unscaled_hex), scale: c.scale });
+        expect((0, decimal_1.toCanonicalString)(parsed)).toBe(c.canonical);
+        const proto = (0, decimal_1.encodeDecimal)(parsed);
+        expect(hex(proto.getUnscaledValue_asU8())).toBe(c.unscaled_hex);
+        expect(proto.getScale()).toBe(c.scale);
+        expect(hex(proto.serializeBinary())).toBe(c.wire_hex);
+        // The proto alone is enough to decode (metric 3).
+        const decoded = (0, decimal_1.decodeDecimal)(decimal_value_pb_1.DecimalValueProto.deserializeBinary(unhex(c.wire_hex)));
+        expect(decoded).toEqual({ unscaled: expectedUnscaled(c.unscaled_hex), scale: c.scale });
+    });
+    const stringErrors = FIXTURE.string_errors.map((c) => [c.name, c.string]);
+    test.each(stringErrors)('string error %s is a ModelValidationError', (_name, s) => {
+        expectInvalid(() => (0, decimal_1.parseDecimalString)(s));
+        expectInvalid(() => (0, decimal_1.decodeDecimal)(new decimal_value_pb_1.DecimalValueProto().setArbitraryPrecisionValue(s)));
+    });
+    const decodeErrors = FIXTURE.decode_errors.map((c) => [c.name, c]);
+    test.each(decodeErrors)('decode error %s is a ModelValidationError', (_name, c) => {
+        const bytes = c.unscaled_hex_repeat
+            ? unhex(c.unscaled_hex_repeat.hex.repeat(c.unscaled_hex_repeat.count))
+            : unhex(c.unscaled_hex);
+        expectInvalid(() => (0, decimal_1.decodeDecimal)(new decimal_value_pb_1.DecimalValueProto().setUnscaledValue(bytes).setScale(c.scale)));
+    });
+    test('the 1702-byte case passes the byte check and fails on digits; 1703 fails on bytes', () => {
+        const message = (n) => {
+            try {
+                (0, decimal_1.decodeDecimal)(new decimal_value_pb_1.DecimalValueProto().setUnscaledValue(unhex('7f'.repeat(n))));
+            }
+            catch (e) {
+                return e.message;
+            }
+            return '';
+        };
+        expect(message(1702)).toContain(`more than ${decimal_1.MAX_DIGITS} digits`);
+        expect(message(1703)).toContain('1703-byte');
+    });
+    test('the committed decimal.js (what npm publishes) encodes and decodes fixture cases', () => {
+        // eslint-disable-next-line @typescript-eslint/no-var-requires
+        const shipped = require(path.join(__dirname, 'decimal.js'));
+        for (const name of ['zero', 'two_pow_127', 'tiny_fraction']) {
+            const c = CASES.find(x => x.name === name);
+            const proto = shipped.encodeDecimal(shipped.parseDecimalString(c.string));
+            expect(hex(proto.serializeBinary())).toBe(c.wire_hex);
+            expect(shipped.decodeDecimal(decimal_value_pb_1.DecimalValueProto.deserializeBinary(unhex(c.wire_hex))))
+                .toEqual({ unscaled: expectedUnscaled(c.unscaled_hex), scale: c.scale });
+        }
+    });
+    test('compact form wins over a conflicting string and does not warn', () => {
+        jest.isolateModules(() => {
+            // eslint-disable-next-line @typescript-eslint/no-var-requires
+            const codec = require('./decimal');
+            const warn = jest.fn();
+            codec.setDecimalLogger({ warn });
+            const proto = new decimal_value_pb_1.DecimalValueProto()
+                .setArbitraryPrecisionValue('9')
+                .setUnscaledValue(unhex('0096'))
+                .setScale(2);
+            expect(codec.toCanonicalString(codec.decodeDecimal(proto))).toBe('1.50');
+            expect(warn).not.toHaveBeenCalled();
+        });
+    });
+    test('negative zero from decimal.js encodes to 0x00 at scale 0', () => {
+        const v = (0, decimal_1.fromDecimalJs)(new decimal_js_1.Decimal('-0'));
+        expect(v).toEqual({ unscaled: BigInt(0), scale: 0 });
+        const proto = (0, decimal_1.encodeDecimal)(v);
+        expect(hex(proto.getUnscaledValue_asU8())).toBe('00');
+        expect(proto.getScale()).toBe(0);
+        expect(proto.getArbitraryPrecisionValue()).toBe('0');
+    });
+});
+describe('metric 3: decodeDecimal takes the proto only', () => {
+    test('a type or field argument does not type-check', () => {
+        const p = (0, decimal_1.encodeDecimal)((0, decimal_1.parseDecimalString)('1.50'));
+        // ts-jest type-checks this file: an unused @ts-expect-error fails it.
+        const typeChecked = () => {
+            // @ts-expect-error decodeDecimal takes no type argument
+            (0, decimal_1.decodeDecimal)(p);
+            // @ts-expect-error decodeDecimal takes no field argument
+            (0, decimal_1.decodeDecimal)(p, 'price');
+        };
+        expect(typeof typeChecked).toBe('function');
+        expect(decimal_1.decodeDecimal.length).toBe(1);
+    });
+    test('withField names the field on a codec error', () => {
+        try {
+            (0, decimal_1.withField)('price', () => (0, decimal_1.decodeDecimal)(new decimal_value_pb_1.DecimalValueProto()));
+            throw new Error('expected a ModelValidationError');
+        }
+        catch (e) {
+            expect(e).toBeInstanceOf(errors_1.ModelValidationError);
+            expect(e.field).toBe('price');
+        }
+    });
+});
+describe('metric 4: one deprecation warning per process', () => {
+    test('a compact-only decode does not warn', () => {
+        jest.isolateModules(() => {
+            // eslint-disable-next-line @typescript-eslint/no-var-requires
+            const codec = require('./decimal');
+            const warn = jest.fn();
+            codec.setDecimalLogger({ warn });
+            for (const c of CASES)
+                codec.decodeDecimal(compactOnly(c));
+            expect(warn).toHaveBeenCalledTimes(0);
+        });
+    });
+    test('three string-only prices read through the Price wrapper warn exactly once', () => {
+        jest.isolateModules(() => {
+            // The same isolated registry: Price loads this codec instance.
+            // eslint-disable-next-line @typescript-eslint/no-var-requires
+            const codec = require('./decimal');
+            const warn = jest.fn();
+            codec.setDecimalLogger({ warn });
+            // eslint-disable-next-line @typescript-eslint/no-var-requires
+            const { PriceProto } = require('../../../fintekkers/models/price/price_pb');
+            // eslint-disable-next-line @typescript-eslint/no-var-requires
+            const Price = require('../price/Price').default;
+            const values = ['100.25', '-0.50', '1E+3'];
+            const read = values.map(s => new Price(new PriceProto().setPrice(new decimal_value_pb_1.DecimalValueProto().setArbitraryPrecisionValue(s))).getPrice());
+            expect(read.map((d) => d.toString())).toEqual(['100.25', '-0.5', '1000']);
+            expect(warn).toHaveBeenCalledTimes(1);
+            expect(warn.mock.calls[0][0]).toContain('arbitrary_precision_value');
+        });
+    });
+});
+describe('metric 5: writers set both forms', () => {
+    test.each(CASES.map(c => [c.name, c]))('%s: both forms are set and decode equal', (_name, c) => {
+        const proto = (0, decimal_1.encodeDecimal)((0, decimal_1.parseDecimalString)(c.string));
+        expect(proto.getArbitraryPrecisionValue()).toBe(c.canonical);
+        expect(proto.getUnscaledValue_asU8().length).toBeGreaterThan(0);
+        const stringOnly = new decimal_value_pb_1.DecimalValueProto().setArbitraryPrecisionValue(proto.getArbitraryPrecisionValue());
+        const compact = new decimal_value_pb_1.DecimalValueProto()
+            .setUnscaledValue(proto.getUnscaledValue_asU8())
+            .setScale(proto.getScale());
+        const expected = { unscaled: expectedUnscaled(c.unscaled_hex), scale: c.scale };
+        expect((0, decimal_1.decodeDecimal)(stringOnly)).toEqual(expected);
+        expect((0, decimal_1.decodeDecimal)(compact)).toEqual(expected);
+    });
+});
+describe('guardrail: lossless', () => {
+    const NODE = path.join(__dirname, '../../..');
+    const SCANNED = [
+        'wrappers/models/utils/decimal.ts',
+        'wrappers/models/utils/serialization.ts',
+        'wrappers/models/price/Price.ts',
+        'wrappers/models/price/price_rules.ts',
+        'wrappers/models/transaction/transaction.ts',
+        'wrappers/models/security/BondSecurity.ts',
+        'wrappers/models/security/Issuance.ts',
+        'wrappers/models/security/MortgageBackedSecurity.ts',
+        'wrappers/models/security/TIPSBond.ts',
+        'wrappers/models/security/FloatingRateNote.ts',
+        'wrappers/models/security/security_rules.ts',
+    ];
+    test.each(SCANNED)('%s has no float conversion on the decimal path', (file) => {
+        const lines = fs.readFileSync(path.join(NODE, file), 'utf8').split('\n');
+        const allowed = [];
+        lines.forEach((line, n) => {
+            // Comment lines don't count.
+            const code = /^\s*(\*|\/\*)/.test(line) ? '' : line.split('//')[0];
+            expect({ file, line: n + 1, code, banned: /parseFloat|parseInt|\.toNumber\(/.test(code) })
+                .toEqual({ file, line: n + 1, code, banned: false });
+            if (/\bNumber\(/.test(code))
+                allowed.push(n + 1);
+        });
+        // The one documented, range-checked conversion in smallInt().
+        const expectedNumberCalls = file.endsWith('utils/decimal.ts') ? 1 : 0;
+        expect(allowed.length).toBe(expectedNumberCalls);
+        if (expectedNumberCalls)
+            expect(lines[allowed[0] - 1]).toContain('lossless-allow');
+    });
+    test('serialize(number) accepts only safe integers', () => {
+        expectInvalid(() => serialization_1.ProtoSerializationUtil.serialize(0.1));
+        expectInvalid(() => serialization_1.ProtoSerializationUtil.serialize(2 ** 53));
+        const proto = serialization_1.ProtoSerializationUtil.serialize(42);
+        expect(proto.getArbitraryPrecisionValue()).toBe('42');
+        expect(hex(proto.getUnscaledValue_asU8())).toBe('2a');
+        expect(proto.getScale()).toBe(0);
+    });
+    test('serialize(Decimal) writes both forms; deserialize returns a Decimal', () => {
+        const proto = serialization_1.ProtoSerializationUtil.serialize(new decimal_js_1.Decimal('-123.45'));
+        expect(proto.getArbitraryPrecisionValue()).toBe('-123.45');
+        expect(hex(proto.getUnscaledValue_asU8())).toBe('cfc7');
+        const big = CASES.find(c => c.name === 'two_pow_127');
+        const read = serialization_1.ProtoSerializationUtil.deserialize(compactOnly(big));
+        expect(read).toBeInstanceOf(decimal_js_1.Decimal);
+        expect(read.toFixed()).toBe(big.canonical);
+    });
+    test('a value over the limits is an error, never rounded', () => {
+        expectInvalid(() => (0, decimal_1.fromDecimalJs)(new decimal_js_1.Decimal('1e-5000')));
+        expectInvalid(() => (0, decimal_1.fromDecimalJs)(new decimal_js_1.Decimal('1e+5000')));
+        expectInvalid(() => (0, decimal_1.fromDecimalJs)(new decimal_js_1.Decimal(NaN)));
+        expectInvalid(() => (0, decimal_1.encodeDecimal)({ unscaled: BigInt(1), scale: 1.5 }));
+    });
+});
+//# sourceMappingURL=decimal.test.js.map

package/node/wrappers/models/utils/decimal.test.js.map

@@ -0,0 +1 @@
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