NiteshGoyal_Angular-6

Position Calculation Process SPA build on Angular 6

This application represents a demo project for Position Calculation Process SPA build on Angular 6. Frontend app is generated with Angular CLI. It uses it's own local dev server on http://localhost:4200/.

Installation

git clone https://github.com/niteshgoyal27390/NiteshGoyal_Angular-6.git

cd NiteshGoyal_Angular-6

npm install

npm install -g json-server

json-server mock-data.json

npm run start

Run Development

Run npm run start for a dev server. Navigate to http://localhost:4200/. The app will automatically reload if you change any of the source files. The command will run custom hooks which will set environment to development and merge all i18n files needed for multi language support. The application uses proxy file to connect with the API. Proxy settings are defined in proxy.conf.json

Build for production

Run npm run sy-build to build the application for production which includes tree shaking, AOT and other cool stuff for minification. This command is defined in package.json file under the scripts section and includes regular Angular CLI build command, custom made hooks and generation of service worker file.

When application is built for production it's copied in /dist folder which is the public folder for Angular CLI.

About Applicatoin

ABC Investment Bank is a prominent global bank, as part of the General Ledger System, you are required to develop a position calculation process.

Position Calculation process takes start of day positions and transaction files as input, apply transactions on positions based on transaction type (B/S) and account type (I/E), and computes end of day positions. Depending on the direction of the transaction (Buy/Sell) each transaction is recorded as debit and credit into external and internal accounts in the “Positions” file.

Input:

Positions File: contain start positions for instruments

Transactions Files: contains transactions for a day

Process:

Read Positions and Transactions files, compute new positions and write to new end of day positions file. For each transaction in Transaction file,

Apply TransactionQuantity into matching instrument records in the position file

If Transaction Type =B ,

                            For AccountType=E, Quantity=Quantity + TransactionQuantity

                            For AccountType=I, Quantity=Quantity - TransactionQuantity

If Transaction Type =S ,

                            For AccountType=E, Quantity=Quantity - TransactionQuantity

                            For AccountType=I, Quantity=Quantity + TransactionQuantity

Query:

· At the end of the process find instruments with largest and lowest net transaction volumes for the day. (net volume is change in positions from start of day positions to end of day positions)

Attached files:

Input#

1. Input_StartOfDay_Positions.txt (csv format, comma delimited, 1st line is header line)

2. Input_Transactions.txt (json format) (use json library of your choice)

Expected Output: Expected_EndOfDay_Positions.txt (Output of the process should match with this Expected output)