wbfdm 1.43.1__py2.py3-none-any.whl → 1.44.0__py2.py3-none-any.whl

wbfdm/models/instruments/mixin/instruments.py

@@ -136,7 +136,7 @@ class InstrumentPMSMixin:
         self, start: Optional[date] = None, end: Optional[date] = None, **kwargs
     ) -> pd.DataFrame:
         if not (prices := self.get_prices_df_with_calculated(from_date=start, to_date=end, **kwargs)).empty:
-            calculated_mask = prices[["calculated"]].copy().asfreq("BME", method="ffill")
+            calculated_mask = prices[["calculated"]].copy().groupby([prices.index.year, prices.index.month]).tail(1)
             calculated_mask["year"] = calculated_mask.index.year
             calculated_mask["month"] = calculated_mask.index.month
             calculated_mask = (

wbfdm/serializers/instruments/instruments.py

@@ -192,6 +192,7 @@ class InstrumentModelSerializer(InstrumentAdditionalResourcesMixin, InstrumentMo
         if not instance.is_managed:
             res.update(
                 {
+                    "fin-summary": reverse("wbfdm:financial-summary-list", args=[instance.id], request=request),
                     "swe-income-statement": reverse(
                         "wbfdm:statementwithestimates-list", args=[instance.id, "income"], request=request
                     ),

wbfdm/tests/analysis/financial_analysis/test_statement_with_estimates.py

@@ -380,7 +380,7 @@ class TestStatementWithEstimates:
             "employees",
             "stock_compensation_employee_ratio",
             "capex",
-            "outstanding_shares",
+            "shares_outstanding",
             "market_capitalization",
             "close",
             "market_capitalization",

wbfdm/tests/models/test_instruments.py

@@ -88,7 +88,7 @@ class TestInstrumentModel:
 
     def test_get_monthly_return_summary(self, instrument, instrument_price_factory):
         instrument_price_factory.create_batch(10, instrument=instrument)
-        res, _ = instrument.get_monthly_return_summary()
+        res, calculated_mask = instrument.get_monthly_return_summary()
         assert "performance" in res.columns
         assert "month" in res.columns
         assert "year" in res.columns
@@ -100,6 +100,8 @@ class TestInstrumentModel:
             for month in res[year].keys():
                 assert month in calendar.month_abbr or month == "annual"
                 assert "performance" in res[year][month]
+                if month == "annual":
+                    assert res[year][month]["performance"] is not None
 
     def test_get_prices_df(self, instrument, instrument_price_factory):
         price = instrument_price_factory.create(instrument=instrument)

wbfdm/urls.py

@@ -195,6 +195,7 @@ instrument_router.register(
 )
 instrument_router.register(r"valuation_ratios", viewsets.ValuationRatioChartViewSet, basename="valuation_ratios")
 instrument_router.register(r"prices", viewsets.InstrumentPriceViewSet, basename="prices")
+instrument_router.register(r"financial-summary", viewsets.FinancialSummary, basename="financial-summary")
 
 instrument_statement_router = WBCoreRouter()
 instrument_statement_router.register(

wbfdm/viewsets/configs/buttons/instruments.py

@@ -232,7 +232,7 @@ class InstrumentButtonViewConfig(ButtonViewConfig):
                         key="pai",
                     ),
                 ],
-            )
+            ),
             # bt.DropDownButton(
             #     label="Financial Analysis (Old)",
             #     weight=3,

wbfdm/viewsets/configs/display/__init__.py

@@ -20,3 +20,4 @@ from .instruments_relationships import (
 from .exchanges import ExchangeDisplayConfig
 from .monthly_performances import MonthlyPerformancesInstrumentDisplayViewConfig
 from .esg import InstrumentESGPAIDisplayViewConfig, InstrumentESGControversyDisplayViewConfig
+from .financial_summary import FinancialSummaryDisplayViewConfig

wbfdm/viewsets/configs/display/financial_summary.py

@@ -0,0 +1,133 @@
+import typing
+
+from wbcore.contrib.color.enums import WBColor
+from wbcore.metadata.configs import display as dp
+from wbcore.metadata.configs.display import DisplayViewConfig
+
+if typing.TYPE_CHECKING:
+    from wbfdm.viewsets import FinancialSummary
+
+
+class FinancialSummaryDisplayViewConfig(DisplayViewConfig):
+    view: "FinancialSummary"
+
+    ESTIMATE_COLOR = "#D2E5F6"
+
+    def get_list_display(self) -> dp.ListDisplay:
+        def generate_formatting_rules(col_key: str) -> typing.Iterator[dp.FormattingRule]:
+            yield dp.FormattingRule(
+                condition=[("==", "eps_growth", "id")],
+                style={
+                    "borderBottom": "1px solid #000000",
+                },
+            )
+            yield dp.FormattingRule(
+                condition=[("==", "roic", "id")],
+                style={
+                    "borderBottom": "1px solid #000000",
+                },
+            )
+            yield dp.FormattingRule(
+                condition=[("==", "interest_coverage_ratio", "id")],
+                style={
+                    "borderBottom": "1px solid #000000",
+                },
+            )
+            yield dp.FormattingRule(
+                condition=[("==", "revenue_growth", "id")],
+                style={
+                    "color": "#9FA0A1",
+                    "fontStyle": "italic",
+                },
+            )
+            yield dp.FormattingRule(
+                condition=[("==", "net_profit_growth", "id")],
+                style={
+                    "color": "#9FA0A1",
+                    "fontStyle": "italic",
+                },
+            )
+            yield dp.FormattingRule(
+                condition=[("==", "eps_growth", "id")],
+                style={
+                    "color": "#9FA0A1",
+                    "fontStyle": "italic",
+                },
+            )
+            yield dp.FormattingRule(
+                condition=[("==", "free_cash_flow_per_share_growth", "id")],
+                style={
+                    "color": "#9FA0A1",
+                    "fontStyle": "italic",
+                },
+            )
+            yield dp.FormattingRule(
+                condition=[("==", "year", "id")],
+                style={
+                    "fontWeight": "bold",
+                },
+            )
+            yield dp.FormattingRule(
+                style={"color": WBColor.RED_DARK.value},
+                condition=[("<", 0)],
+            )
+            if self.view.estimate_columns.get(col_key, False) is True:
+                yield dp.FormattingRule(style={"background-color": self.ESTIMATE_COLOR})
+
+        def generate_field(col: str) -> dp.Field:
+            return dp.Field(
+                key=col,
+                label=col,
+                width=80,
+                formatting_rules=generate_formatting_rules(col),
+                auto_size=False,
+                resizable=False,
+                movable=False,
+                menu=False,
+                size_to_fit=False,
+            )
+
+        return dp.ListDisplay(
+            fields=[
+                dp.Field(
+                    key="label",
+                    label=" ",
+                    width=120,
+                    auto_size=False,
+                    resizable=False,
+                    movable=False,
+                    menu=False,
+                    size_to_fit=False,
+                    formatting_rules=[
+                        dp.FormattingRule(
+                            condition=[("==", "eps_growth", "id")],
+                            style={
+                                "borderBottom": "1px solid #000000",
+                            },
+                        ),
+                        dp.FormattingRule(
+                            condition=[("==", "roic", "id")],
+                            style={
+                                "borderBottom": "1px solid #000000",
+                            },
+                        ),
+                        dp.FormattingRule(
+                            condition=[("==", "interest_coverage_ratio", "id")],
+                            style={
+                                "borderBottom": "1px solid #000000",
+                            },
+                        ),
+                        dp.FormattingRule(style={"background-color": "#ECECEC"}),
+                        dp.FormattingRule(
+                            condition=[("==", "year", "id")],
+                            style={
+                                "fontWeight": "bold",
+                            },
+                        ),
+                    ],
+                ),
+                *map(generate_field, self.view.fiscal_columns),
+            ],
+            condensed=True,
+            editable=False,
+        )

wbfdm/viewsets/configs/display/instruments.py

@@ -17,7 +17,7 @@ from wbcore.metadata.configs.display.instance_display.shortcuts import (
     default,
 )
 from wbcore.metadata.configs.display.instance_display.styles import Style
-from wbcore.metadata.configs.display.instance_display.utils import repeat
+from wbcore.metadata.configs.display.instance_display.utils import repeat, repeat_field
 from wbfdm.contrib.metric.viewsets.configs.utils import (
     get_performance_fields,
     get_statistic_field,
@@ -123,19 +123,18 @@ class InstrumentDisplayConfig(DisplayViewConfig):
                     layouts={
                         default(): Layout(
                             grid_template_areas=[
-                                ["name", "name_repr", "market_data", "valuation_ratios-new"],
-                                ["instrument_type", "exchange", "market_data", "valuation_ratios-new"],
-                                ["isin", "ticker", "market_data", "valuation_ratios-new"],
-                                ["currency", "country", "market_data", "valuation_ratios-new"],
-                                ["inception_date", "delisted_date", "market_data", "valuation_ratios-new"],
-                                [".", ".", "market_data", "valuation_ratios-new"],
-                                ["description", "description", "description", "description"],
+                                ["name", "ticker", "isin", "exchange", "market_data_chart", "valuation_ratios-new"],
+                                ["name_repr", "instrument_type", "currency", "country", "market_data_chart", "valuation_ratios-new"],
+                                ["inception_date", "delisted_date", ".", ".", "market_data_chart", "valuation_ratios-new"],
+                                ["description", "description", "description", "description", "market_data_chart", "valuation_ratios-new"],
+                                [repeat_field(4, "fin-summary"), repeat_field(2, ".")],
                             ],
-                            grid_template_rows=["auto"] * 6 + ["300px"],
-                            grid_template_columns=["1fr", "1fr", "500px", "500px"],
+                            grid_template_rows=["min-content"] * 3 + ["1fr", "446px"],
+                            grid_template_columns=[repeat(4, "183px"), "1fr", "1fr"],
                             inlines=[
-                                Inline(key="market_data", endpoint="market_data"),
-                                Inline(key="valuation_ratios-new", endpoint="valuation_ratios-new"),
+                                Inline(key="market_data_chart", endpoint="market_data", title="Prices"),
+                                Inline(key="valuation_ratios-new", endpoint="valuation_ratios-new", title="Ratios"),
+                                Inline(key="fin-summary", endpoint="fin-summary", title="Financial Summary", hide_controls=True),
                             ],
                         ),
                     },

wbfdm/viewsets/financial_analysis/__init__.py

@@ -1,3 +1,4 @@
 from .statement_with_estimates import StatementWithEstimatesPandasViewSet
 from .financial_metric_analysis import FinancialMetricAnalysisPandasViewSet
 from .financial_ratio_analysis import ValuationRatioChartViewSet
+from .financial_summary import FinancialSummary

wbfdm/viewsets/financial_analysis/financial_summary.py

@@ -0,0 +1,256 @@
+import pandas as pd
+from django.utils.functional import cached_property
+from wbcore.contrib.io.viewsets import ExportPandasAPIViewSet
+from wbcore.metadata.configs.endpoints import NoEndpointViewConfig
+from wbcore.pandas import fields as pf
+from wbcore.pandas.utils import sanitize_fields, pct_change_with_negative_values
+from wbcore.pandas.utils import (
+    override_number_to_decimal,
+    override_number_to_percent,
+    override_number_to_x,
+    override_number_to_integer_without_decorations,
+)
+from wbfdm.enums import Financial
+from wbfdm.models.instruments import Instrument
+
+from wbfdm.viewsets.configs.display import (
+    FinancialSummaryDisplayViewConfig,
+)
+
+
+from ..mixins import InstrumentMixin
+
+
+class FinancialSummary(InstrumentMixin, ExportPandasAPIViewSet):
+    queryset = Instrument.objects.none()
+    display_config_class = FinancialSummaryDisplayViewConfig
+    ordering_fields = "__all__"
+    endpoint_config_class = NoEndpointViewConfig
+
+    def get_queryset(self):
+        return Instrument.objects.filter(id=self.instrument.id)
+
+    def get_pandas_fields(self, request):
+        return pf.PandasFields(
+            fields=[
+                pf.PKField(key="id", label="ID"),
+                pf.CharField(key="label", label="Financial"),
+                pf.JsonField(key="_overwrites", label="Overwrites"),
+                *[pf.FloatField(key=k, label=k, precision=1) for k in self.fiscal_columns],
+            ]
+        )
+
+    def get_dataframe(self, request, queryset, **kwargs):
+        # Get all necessary data from the dataloader and load a dataframe
+        df = pd.DataFrame(
+            queryset.dl.financials(
+                values=self.FINANCIAL_VALUES,
+                from_index=-5,
+                to_index=3,
+            )
+        )
+
+        # Pivot the data
+        df = df.pivot_table(
+            columns="financial",
+            index=["year", "period_end_date", "estimate"],
+            values="value",
+        ).rename_axis(columns=None)
+
+        sanitize_fields(df, map(lambda enum: enum.value, self.FINANCIAL_VALUES))
+
+        # Compute all necessary fields
+        df["revenue_growth"] = df["revenue"].pct_change() * 100
+        df["gross_profit_pct"] = df["gross_profit"] / df["revenue"] * 100
+        df["ebitda_pct"] = df["ebitda"] / df["revenue"] * 100
+        df["ebit_pct"] = df["ebit"] / df["revenue"] * 100
+        df["net_income_pct"] = df["net_income"] / df["revenue"] * 100
+        df["eps_growth"] = pct_change_with_negative_values(df, "eps") * 100
+
+        df["net_debt_ebitda"] = df["net_debt"] / df["ebitda"]
+        df["debt_assets"] = df["total_debt"] / df["total_assets"] * 100
+        df["debt_equity"] = df["total_debt"] / df["total_assets"] * 100
+
+        df["interest_coverage_ratio"] = df["ebit"] / df["interest_expense"]
+        df["free_cash_flow_per_share"] = df["free_cash_flow"] / df["shares_outstanding"]
+        df["free_cash_flow_per_share_growth"] = pct_change_with_negative_values(df, "free_cash_flow_per_share") * 100
+
+        # Normalize data
+        df["revenue"] = df["revenue"] / 1_000_000
+        df["net_income"] = df["net_income"] / 1_000_000
+
+        # Sort the columns into the desired order
+        # Reset the index to get the period end date as a column
+        # Pivot back to have the dates on top
+        df = df[self.FIELDS]
+
+        # Reset the 2 indices and transpose back
+        df = df.reset_index(level=[0, 2]).sort_index()
+
+        # Adjust the columns to be in a different format
+        df.index = df.index.map(lambda x: x.strftime("%b/%y"))
+        MAX_ROW = 8
+        if df.shape[0] > MAX_ROW:
+            df = df.iloc[1:]  # remove first row
+            df = df.iloc[0 : min([df.shape[0], MAX_ROW])]  # keep only 8 row maximum
+
+        self._estimate_columns = df["estimate"].to_dict()
+        df = df.drop(columns=["estimate"], errors="ignore")
+        return df
+
+    def manipulate_dataframe(self, df):
+        df = df.T
+        # Add labels for human readable output
+        df["label"] = self.LABELS
+
+        override_number_to_percent(
+            df,
+            *list(
+                map(
+                    lambda x: df.index == x,
+                    [
+                        "revenue_growth",
+                        "gross_profit_pct",
+                        "ebitda_pct",
+                        "ebit_pct",
+                        "net_income_pct",
+                        "eps_growth",
+                        "roe",
+                        "roic",
+                        "roc",
+                        "roa",
+                        "debt_equity",
+                        "debt_assets",
+                        "free_cash_flow_per_share_growth",
+                    ],
+                )
+            ),
+        )
+
+        override_number_to_x(
+            df,
+            *list(
+                map(
+                    lambda x: df.index == x,
+                    [
+                        "net_debt_ebitda",
+                        "interest_coverage_ratio",
+                    ],
+                )
+            ),
+        )
+
+        override_number_to_decimal(
+            df,
+            *list(
+                map(
+                    lambda x: df.index == x,
+                    [
+                        "revenue",
+                        "net_income",
+                    ],
+                )
+            ),
+        )
+
+        override_number_to_integer_without_decorations(
+            df,
+            *list(
+                map(
+                    lambda x: df.index == x,
+                    [
+                        "year",
+                    ],
+                )
+            ),
+        )
+
+        return df.reset_index(names="id")
+
+    @cached_property
+    def fiscal_columns(self) -> list:
+        """Returns the fiscal columns from the dataframe"""
+        return self.df.columns.difference(["label", "_overwrites", "id"]).to_list()
+
+    @cached_property
+    def estimate_columns(self) -> dict:
+        """Returns a dictionary with the estimate column for each fiscal column
+        The _estimate_columns will be set if the dataframe is constructed.
+        """
+        return getattr(self, "_estimate_columns", {})
+
+    @cached_property
+    def FINANCIAL_VALUES(self) -> list[Financial]:
+        return [
+            Financial.REVENUE,  # SAL
+            Financial.GROSS_PROFIT,  # GRI
+            Financial.EBITDA,  # EBT
+            Financial.EBIT,  # EBI
+            Financial.NET_INCOME,  # NET
+            Financial.EPS,  # EPS
+            Financial.SHAREHOLDERS_EQUITY,  # SHE
+            Financial.TOTAL_ASSETS,  # TAS
+            Financial.TAX_RATE,  # TAX
+            Financial.RETURN_ON_INVESTED_CAPITAL,  # RIC
+            Financial.NET_DEBT,  # NDT
+            Financial.TOTAL_DEBT,  # TDT
+            Financial.INTEREST_EXPENSE,  # INE
+            Financial.FREE_CASH_FLOW,  # FCF
+            Financial.SHARES_OUTSTANDING,
+            Financial.CURRENT_LIABILITIES,  # CRL
+            Financial.CASH_EQUIVALENTS,
+            Financial.RETURN_ON_EQUITY,
+            Financial.RETURN_ON_ASSETS,
+            Financial.RETURN_ON_CAPITAL,
+            Financial.RETURN_ON_INVESTED_CAPITAL,
+        ]
+
+    @cached_property
+    def FIELDS(self) -> list[str]:
+        return [
+            "revenue",
+            "revenue_growth",
+            "gross_profit_pct",
+            "ebitda_pct",
+            "ebit_pct",
+            "net_income_pct",
+            "net_income",
+            "eps",
+            "eps_growth",
+            "roe",
+            "roa",
+            "roc",
+            "roic",
+            "net_debt_ebitda",
+            "debt_assets",
+            "debt_equity",
+            "interest_coverage_ratio",
+            "free_cash_flow_per_share",
+            "free_cash_flow_per_share_growth",
+        ]
+
+    @property
+    def LABELS(self) -> list[str]:
+        currency_key = self.instrument.currency.key if self.instrument.currency else "N.A."
+        return [
+            f"in {currency_key} MN",
+            "Revenue",
+            "Y/Y Change",
+            "Gross Margin",
+            "EBITDA Margin",
+            "EBIT Margin",
+            "Net Profit Margin",
+            "Net Profit",
+            "EPS",
+            "Y/Y Change",
+            "ROE",
+            "ROA",
+            "ROC",
+            "ROIC",
+            "Net Debt/EBITDA",
+            "D/A",
+            "D/E",
+            "Int. Cov. Ratio",
+            "FCF per share",
+            "Y/Y Change",
+        ]

wbfdm/viewsets/mixins.py

@@ -4,6 +4,8 @@ from wbfdm.models import Instrument
 
 
 class InstrumentMixin:
+    kwargs: dict
+
     @cached_property
     def instrument(self) -> Instrument:
         return get_object_or_404(Instrument, pk=self.kwargs["instrument_id"])

{wbfdm-1.43.1.dist-info → wbfdm-1.44.0.dist-info}/METADATA

@@ -1,9 +1,10 @@
 Metadata-Version: 2.4
 Name: wbfdm
-Version: 1.43.1
+Version: 1.44.0
 Summary: The workbench module ensures rapid access to diverse financial data (market, fundamental, forecasts, ESG), with features for storing instruments, classifying them, and conducting financial analysis.
 Author-email: Christopher Wittlinger <c.wittlinger@stainly.com>
 Requires-Dist: roman==4.*
+Requires-Dist: sentry-sdk==2.*
 Requires-Dist: stockstats==0.6.*
 Requires-Dist: wbcore
 Requires-Dist: wbnews
@@ -13,3 +14,4 @@ Requires-Dist: requests-cache==1.0.*; extra == 'dsws'
 Provides-Extra: qa
 Requires-Dist: jinjasql2==0.1.*; extra == 'qa'
 Requires-Dist: mssql-django==1.4.*; extra == 'qa'
+Requires-Dist: pypika; extra == 'qa'