wbfdm 1.43.1__py2.py3-none-any.whl

wbfdm/contrib/qa/dataloaders/officers.py

@@ -0,0 +1,59 @@
+from typing import Iterator
+
+from django.db import connections
+from jinjasql import JinjaSql  # type: ignore
+from wbcore.contrib.dataloader.dataloaders import Dataloader
+from wbcore.contrib.dataloader.utils import dictfetchall
+from wbfdm.dataloaders.protocols import OfficersProtocol
+from wbfdm.dataloaders.types import OfficerDataDict
+
+
+class RKDOfficersDataloader(OfficersProtocol, Dataloader):
+    def officers(
+        self,
+    ) -> Iterator[OfficerDataDict]:
+        lookup = {k: v for k, v in self.entities.values_list("dl_parameters__officers__parameters", "id")}
+
+        sql = """
+            SELECT
+                CONCAT(designation.Code, '-', ROW_NUMBER() OVER (ORDER BY officer.OfficerRank)) as id,
+                designation.Code as external_identifier,
+                designation.Title as position,
+                CONCAT(
+                    officer.Prefix,
+                    ' ',
+                    officer.FirstName,
+                    ' ',
+                    officer.LastName,
+                    CASE
+                        WHEN officer.Suffix IS NOT NULL THEN CONCAT(', ', officer.Suffix)
+                        ELSE ''
+                    END
+                ) as name,
+                officer.Age as age,
+                officer.Sex as sex,
+                CONVERT(DATE, designation.DesgStartDt) as start
+            FROM RKDFndCmpOffTitleChg AS designation
+            JOIN RKDFndCmpOfficer AS officer
+                ON designation.Code = officer.Code
+                AND designation.OfficerID = officer.Officerid
+
+            WHERE
+                designation.Code in (
+                {% for instrument in instruments %}
+                    {{instrument}} {% if not loop.last %}, {% endif %}
+                {% endfor %})
+                AND DesgEndDt IS NULL
+
+            ORDER BY
+                officer.OfficerRank
+        """
+        query, bind_params = JinjaSql(param_style="format").prepare_query(sql, {"instruments": lookup.keys()})
+        with connections["qa"].cursor() as cursor:
+            cursor.execute(
+                query,
+                bind_params,
+            )
+            for row in dictfetchall(cursor):
+                row["instrument_id"] = lookup[row["external_identifier"]]
+                yield row

wbfdm/contrib/qa/dataloaders/reporting_dates.py

@@ -0,0 +1,67 @@
+from typing import Iterator
+
+from django.db import connections
+from jinjasql import JinjaSql
+from wbcore.contrib.dataloader.dataloaders import Dataloader
+from wbcore.contrib.dataloader.utils import dictfetchall
+from wbfdm.dataloaders.protocols import ReportDateProtocol
+from wbfdm.dataloaders.types import ReportDateDataDict
+
+
+class IbesReportingDateDataloader(ReportDateProtocol, Dataloader):
+    def reporting_dates(self, only_next: bool = True) -> Iterator[ReportDateDataDict]:
+        lookup = {k: v for k, v in self.entities.values_list("dl_parameters__reporting_dates__parameters", "id")}
+
+        sql = """
+            with next_events as (
+                select
+                    *,
+                    row_number() over (partition by EstPermID, PerType order by PerEndDate) as rn
+                from TREExpectedRptDate
+                where StartDate > getdate()
+            )
+
+            select
+                rp.EstPermID as external_id,
+                'qa-ibes' as source,
+                convert(date, rp.PerEndDate) as per_end_date,
+                convert(date, rp.StartDate) as start_date,
+                convert(date, rp.EndDate) as end_date,
+                iif(rp.PerType=4, 0, 1) as interim,
+                case
+                    when rp.MarketPhase = 'AMC' then 'after_market'
+                    when rp.MarketPhase = 'BMO' then 'before_market'
+                    else null
+                end as market_phase,
+                lower(rp.Status) as status
+            {% if only_next %}
+                from next_events as rp
+            {% else %}
+                from TREExpectedRptDate as rp
+            {% endif %}
+            where rp.EstPermID in (
+            {% for instrument in instruments %}
+                {{instrument}} {% if not loop.last %}, {% endif %}
+            {% endfor %}
+            )
+            {% if only_next %}
+                AND rp.rn = 1
+            {% endif %}
+        """
+
+        query, bind_params = JinjaSql(param_style="format").prepare_query(
+            sql,
+            {
+                "instruments": lookup.keys(),
+                "only_next": only_next,
+            },
+        )
+        with connections["qa"].cursor() as cursor:
+            cursor.execute(
+                query,
+                bind_params,
+            )
+            for row in dictfetchall(cursor):
+                row["instrument_id"] = lookup[row["external_id"]]
+                row["interim"] = bool(row["interim"])
+                yield row

wbfdm/contrib/qa/dataloaders/statements.py

@@ -0,0 +1,267 @@
+from datetime import date
+from enum import Enum
+from typing import Iterator
+
+from django.db import connections
+from jinjasql import JinjaSql  # type: ignore
+from wbcore.contrib.dataloader.dataloaders import Dataloader
+from wbcore.contrib.dataloader.utils import dictfetchall
+from wbfdm.dataloaders.protocols import StatementsProtocol
+from wbfdm.dataloaders.types import StatementDataDict
+from wbfdm.enums import DataType, Financial, PeriodType, StatementType
+
+
+class RKDStatementType(Enum):
+    INCOME_STATEMENT = 1
+    CASHFLOW_STATEMENT = 2
+    BALANCE_SHEET = 3
+
+
+class RKDFinancial(Enum):
+    EMPLOYEES = "METL"
+    CASH_AND_SHORT_TERM_INVESTMENT = "SCSI"
+    DILUTED_WEIGHTED_AVG_SHARES = "SDWS"
+    TOTAL_DEBT = "STLD"
+    NET_DEBT = "SNTD"
+    STOCK_COMPENSATION = "VSCP"
+    TANGIBLE_BOOK_VALUE_PER_SHARE = "STBP"
+    REVENUE = "RTLR"
+    SHARES_OUTSTANDING = "QTCO"
+    EPS = "SDAI"
+    CASH_FLOW_FROM_OPERATIONS = "OTLO"
+    CAPEX = "SCEX"
+
+
+reported_sql = """
+    SELECT
+        CONCAT(val.Code, '-', CONVERT(DATE, val.PerEndDt), '-', fil.InterimNo, '-', val.LineID) as id,
+        val.LineID as external_ordering,
+        itemsub.Desc_ as external_description,
+        itemsub.StdCOA as external_code,
+        val.Code as external_identifier,
+        CONVERT(DATE, val.PerEndDt) as period_end_date,
+        per.Fyr as year,
+        fil.InterimNo as interim,
+        CASE
+            when fil.PerTypeCode = 1 THEN 'Y'
+            when fil.PerTypeCode = 2 THEN 'Q'
+            when fil.PerTypeCode = 3 THEN 'S'
+            when fil.PerTypeCode = 4 THEN 'T'
+            when fil.PerTypeCode = 5 THEN 'Q'
+            when fil.PerTypeCode = 6 THEN 'Y'
+        END as period_type,
+        CASE
+            WHEN fil.UnitsConvToCode = 'T' AND item.ItemPrecision in (1,2) THEN val.Value_ * 1e3
+            WHEN fil.UnitsConvToCode = 'M' AND item.ItemPrecision in (1,2) THEN val.Value_ * 1e6
+            WHEN fil.UnitsConvToCode = 'B' AND item.ItemPrecision in (1,2) THEN val.Value_ * 1e9
+            ELSE val.Value_
+        END as value,
+        'qa-rkd' as source,
+        CASE
+            WHEN item.IsCurrency = 1 THEN code.Desc_
+            ELSE NULL
+        END AS currency
+
+    FROM RKDFndCSFFinVal AS val
+
+    JOIN RKDFndCSFStmt AS stmt ON
+        val.Code = stmt.Code
+        AND val.PerEndDt = stmt.PerEndDt
+        AND val.PerTypeCode = stmt.PerTypeCode
+        AND val.StmtDt = stmt.StmtDt
+        AND val.StmtTypeCode = stmt.StmtTypeCode
+        AND stmt.CompStmtCode = 1
+
+    JOIN RKDFndCSFPerFiling AS fil ON
+        stmt.Code = fil.Code
+        AND stmt.PerEndDt = fil.PerEndDt
+        AND stmt.PerTypeCode = fil.PerTypeCode
+        AND stmt.StmtDt = fil.StmtDt
+
+    LEFT JOIN RKDFNDCSFITEMSUB AS itemsub ON
+        val.Code = itemsub.Code
+        AND val.PerTypeCode = itemsub.PerTypeCode
+        AND val.StmtTypeCode = itemsub.StmtTypeCode
+        AND val.LineID = itemsub.LineID
+
+    LEFT JOIN RKDFndCSFItem AS item ON
+        itemsub.Item = item.Item
+
+    LEFT JOIN RKDFndCode AS code ON
+        fil.CurrConvToCode = code.Code
+        AND code.Type_ = 58
+
+    LEFT JOIN RKDFndCsfPeriod AS per ON
+        per.Code = fil.Code
+        AND per.PerEndDt = fil.PerEndDt
+        AND per.PerTypeCode = (
+            CASE
+                WHEN fil.PerTypeCode = 1 THEN 1
+                WHEN fil.PerTypeCode in (2,3,4,5) THEN 5
+            END
+        )
+
+    WHERE
+        val.Code in (
+        {% for instrument in instruments %}
+            {{instrument}} {% if not loop.last %}, {% endif %}
+        {% endfor %})
+        AND val.StmtTypeCode = {{ statement_type }}
+        {% if from_year %}AND per.Fyr >= {{ from_year }} {% endif %}
+        {% if to_year %}AND per.Fyr <= {{ to_year }} {% endif %}
+        {% if from_date %}AND val.PerEndDt >= {{ from_date }} {% endif %}
+        {% if to_date %}AND val.PerEndDt <= {{ to_date }} {% endif %}
+        {% if period_type == 'interim' %}AND fil.InterimNo > 0{% elif period_type == 'annual' %}AND (fil.InterimNo = 0 OR fil.InterimNo IS NULL){% endif %}
+    ORDER BY val.LineID
+"""
+standardized_sql = """
+    SELECT
+        CONCAT(val.Code, '-', CONVERT(DATE, val.PerEndDt), '-', fil.InterimNo, '-', item.LineID) as id,
+        item.LineID as external_ordering,
+        item.Desc_ as external_description,
+        item.COA as external_code,
+        val.Code as external_identifier,
+        CONVERT(DATE, val.PerEndDt) as period_end_date,
+        per.Fyr as year,
+        CASE
+            when fil.PerTypeCode = 1 THEN 'Y'
+            when fil.PerTypeCode = 2 THEN 'Q'
+            when fil.PerTypeCode = 3 THEN 'S'
+            when fil.PerTypeCode = 4 THEN 'T'
+            when fil.PerTypeCode = 5 THEN 'Q'
+            when fil.PerTypeCode = 6 THEN 'Y'
+        END as period_type,
+        fil.InterimNo as interim,
+        CASE
+            WHEN fil.UnitsConvToCode = 'T' AND item.ItemPrecision in (1,2) THEN val.Value_ * 1e3
+            WHEN fil.UnitsConvToCode = 'M' AND item.ItemPrecision in (1,2) THEN val.Value_ * 1e6
+            WHEN fil.UnitsConvToCode = 'B' AND item.ItemPrecision in (1,2) THEN val.Value_ * 1e9
+            ELSE val.Value_
+        END as value,
+        'qa-rkd' as source,
+        CASE
+            WHEN item.IsCurrency = 1 THEN code.Desc_
+            ELSE NULL
+        END AS currency
+
+    FROM RKDFndStdFinVal AS val
+
+    LEFT JOIN RKDFndStdPeriod AS per ON
+        per.Code = val.Code
+        AND per.PerEndDt = val.PerEndDt
+        AND per.PerTypeCode = (
+            CASE
+                WHEN val.PerTypeCode = 1 THEN 1
+                WHEN val.PerTypeCode in (2,3,4,5) THEN 5
+            END
+        )
+        AND per.PerEnddt = (
+            SELECT TOP 1 per2.PerEndDt
+            FROM RKDFndStdPeriod AS per2
+            WHERE per.Code = per2.Code
+              AND per.PerTypeCode = per2.PerTypeCode
+              AND per.Fyr = per2.Fyr
+              AND (
+                per2.InterimNo = per.InterimNo
+                    OR (
+                    per2.InterimNo IS NULL AND per.InterimNo IS NULL
+                    )
+                )
+            ORDER BY per2.PerEndDt DESC
+        )
+
+    JOIN RKDFndStdStmt AS stmt ON
+        val.Code = stmt.Code
+        AND val.PerEndDt = stmt.PerEndDt
+        AND val.PerTypeCode = stmt.PerTypeCode
+        AND val.StmtDt = stmt.StmtDt
+        AND val.StmtTypeCode = stmt.StmtTypeCode
+        AND stmt.CompStmtCode = 1
+        AND stmt.StmtDt = (
+            select top 1 stmt2.StmtDt
+            from RKDFndStdStmt as stmt2
+            where stmt2.Code = stmt.Code
+                and stmt2.PerEndDt = stmt.PerEndDt
+                and stmt2.PerTypeCode = stmt.PerTypeCode
+                and stmt2.StmtTypeCode = stmt.StmtTypeCode
+                and stmt2.CompStmtCode = stmt.CompStmtCode
+            order by stmt2.StmtDt desc
+        )
+
+    JOIN RKDFndStdPerFiling AS fil ON
+        stmt.Code = fil.Code
+        AND stmt.PerEndDt = fil.PerEndDt
+        AND stmt.PerTypeCode = fil.PerTypeCode
+        AND stmt.StmtDt = fil.StmtDt
+
+    LEFT JOIN RKDFndStdItem AS item ON
+        val.Item = item.Item
+
+    LEFT JOIN RKDFndCode AS code ON
+        fil.CurrConvToCode = code.Code
+        AND code.Type_ = 58
+
+    WHERE
+        val.Code in (
+        {% for instrument in instruments %}
+            {{instrument}} {% if not loop.last %}, {% endif %}
+        {% endfor %})
+        {% if statement_type %} AND val.StmtTypeCode = {{ statement_type }}{% endif %}
+        {% if from_year %}AND per.Fyr >= {{ from_year }} {% endif %}
+        {% if to_year %}AND per.Fyr <= {{ to_year }} {% endif %}
+        {% if from_date %}AND val.PerEndDt >= {{ from_date }} {% endif %}
+        {% if to_date %}AND val.PerEndDt <= {{ to_date }} {% endif %}
+        {% if period_type == 'interim' %}AND fil.InterimNo > 0{% elif period_type == 'annual' %}AND (fil.InterimNo = 0 OR fil.InterimNo IS NULL){% endif %}
+        {% if external_codes %}
+            AND item.COA in (
+                {% for external_code in external_codes %}
+                    {{ external_code }} {% if not loop.last %}, {% endif %}
+                {% endfor %}
+            )
+        {% endif %}
+    ORDER BY item.LineID
+"""
+
+
+class RKDStatementsDataloader(StatementsProtocol, Dataloader):
+    def statements(
+        self,
+        statement_type: StatementType | None = None,
+        from_date: date | None = None,
+        to_date: date | None = None,
+        from_year: int | None = None,
+        to_year: int | None = None,
+        period_type: PeriodType = PeriodType.ALL,
+        data_type: DataType = DataType.STANDARDIZED,
+        financials: list[Financial] | None = None,
+        target_currency: str | None = None,
+    ) -> Iterator[StatementDataDict]:
+        lookup = {k: v for k, v in self.entities.values_list("dl_parameters__statements__parameters", "id")}
+        sql = reported_sql if data_type is DataType.REPORTED else standardized_sql
+        query, bind_params = JinjaSql(param_style="format").prepare_query(
+            sql,
+            {
+                "instruments": lookup.keys(),
+                "statement_type": RKDStatementType[statement_type.name].value if statement_type else None,
+                "from_year": from_year,
+                "to_year": to_year,
+                "from_date": from_date,
+                "to_date": to_date,
+                "period_type": period_type.value,
+                "external_codes": [RKDFinancial[fin.name].value for fin in financials or []],
+            },
+        )
+        with connections["qa"].cursor() as cursor:
+            cursor.execute(
+                query,
+                bind_params,
+            )
+            for row in dictfetchall(cursor):
+                if row["interim"] is None:
+                    row["interim"] = 0
+                # sometime we get None for the year. We default to the period end date year then
+                row["year"] = int(row["year"] or row["period_end_date"].year)
+                row["instrument_id"] = lookup[row["external_identifier"]]
+                if financials:
+                    row["financial"] = Financial[RKDFinancial(row["external_code"]).name].value
+                yield row

wbfdm/contrib/qa/jinja2/qa/sql/companies.sql

@@ -0,0 +1,100 @@
+SELECT
+    'qa-ds2-company' AS 'source',
+    company.DsCmpyCode AS 'source_id',
+    NULL AS 'parent_id',
+    coalesce(cmp_ref.PrimaryName, company.DsCmpyName) AS 'name',
+    company.CmpyCtryCode AS 'country_id',
+    exchange_qt.ISOCurrCode AS 'currency_id',
+    'company' AS 'instrument_type_id',
+    rkd_instrument.ISIN AS 'isin',
+    rkd_instrument.Ticker AS 'ticker',
+    rkd_instrument.RIC AS 'refinitiv_identifier_code',
+	country_qt.DsMnem AS 'refinitiv_mnemonic_code',
+    rkd_instrument.Cusip AS 'cusip',
+    rkd_instrument.Sedol AS 'sedol',
+    filing.TxtInfo AS 'description',
+    rkd_cmp_det.Employees AS 'employees',
+    (select top 1 concat('00', phone.CtryPh, phone.City, phone.PhoneNo) from RKDFndCmpPhone AS phone where phone.Code = rkd_instrument.Code AND PhTypeCode = 1) AS 'phone',
+    (select top 1 web.URL from RKDFndCmpWebLink AS web where web.Code = rkd_instrument.Code AND web.URLTypeCode = 1) AS 'primary_url',
+    (select string_agg(web.URL, ',') from RKDFndCmpWebLink AS web where web.Code = rkd_instrument.Code AND web.URLTypeCode <> 1) AS 'additional_urls',
+    concat(rkd_cmp_det.StAdd1, ', ', rkd_cmp_det.Post, ', ', rkd_cmp_det.City) AS 'headquarter_address',
+    convert(Date, COALESCE(rkd_cmp_det.PublicSince, (SELECT MIN(MarketDate) FROM DS2PrimQtPrc WHERE InfoCode = exchange_qt.InfoCode))) AS 'inception_date',
+	NULL AS 'delisted_date',
+    convert(Date, cmp_ref.LatestFinAnnDt) AS 'last_annual_report',
+    convert(Date, cmp_ref.LatestFinIntmDt) AS 'last_interim_report',
+    -- MarketData DL
+    exchange_qt.InfoCode AS 'quote_code',
+    exchange_qt.ExchIntCode AS 'exchange_code',
+    -- Fundamental DL
+    rkd_instrument.Code AS 'rkd_code',
+    -- Forecast DL
+    ibes_mapping.EstPermID AS 'ibes_code'
+
+FROM DS2Company AS company
+
+LEFT JOIN DS2Security AS security
+    ON company.DsCmpyCode = security.DsCmpyCode
+    AND security.IsMajorSec = 'Y'
+
+LEFT JOIN DS2ExchQtInfo AS exchange_qt
+    ON exchange_qt.InfoCode = security.PrimQtInfoCode
+    AND exchange_qt.IsPrimExchQt = 'Y'
+
+LEFT JOIN DS2CtryQtInfo AS country_qt
+    ON exchange_qt.InfoCode = country_qt.InfoCode
+
+LEFT JOIN vw_SecurityMappingX AS mappingX
+    ON mappingX.vencode = security.PrimQtInfoCode
+    AND mappingX.ventype = 33
+    AND mappingX.rank = 1
+    AND mappingX.StartDate = (
+        SELECT MAX(I.StartDate)
+        FROM vw_SecurityMappingX AS I
+        WHERE I.typ = mappingX.typ AND I.vencode = mappingX.vencode AND I.ventype = mappingX.ventype
+    )
+
+LEFT JOIN vw_SecurityMappingX AS mappingRKD
+    ON mappingX.seccode = mappingRKD.seccode
+    AND mappingX.typ = mappingRKD.typ
+    AND mappingRKD.ventype = 26
+    AND mappingRKD.rank = 1
+    AND mappingRKD.StartDate = (
+        SELECT MAX(I.StartDate)
+        FROM vw_SecurityMappingX AS I
+        WHERE I.typ = mappingRKD.typ AND I.vencode = mappingRKD.vencode AND I.ventype = mappingRKD.ventype
+    )
+
+LEFT JOIN RKDFndCmpRefIssue AS rkd_instrument
+    ON rkd_instrument.IssueCode = mappingRKD.vencode
+
+LEFT JOIN RKDFndCmpDet AS rkd_cmp_det
+    ON rkd_cmp_det.Code = rkd_instrument.Code
+
+LEFT JOIN RKDFndCmpRef AS cmp_ref
+    ON cmp_ref.Code = rkd_instrument.Code
+
+LEFT JOIN RKDFndCmpFiling AS filing
+    ON filing.Code = rkd_instrument.Code
+    AND filing.TxtInfoTypeCode = 2
+
+LEFT JOIN vw_IBES2Mapping AS ibes_mapping
+    ON ibes_mapping.SecCode = mappingX.seccode
+    AND ibes_mapping.typ = mappingX.typ
+    AND ibes_mapping.Exchange = (
+        CASE
+            WHEN ibes_mapping.typ = 6 THEN 0
+            WHEN ibes_mapping.typ = 1 THEN 1
+        END
+    )
+
+{% if source_id %}
+where company.DsCmpyCode = {{ source_id }}
+{% endif %}
+-- where company.CmpyCtryCode = 'IS'
+
+ORDER BY company.DsCmpyCode
+
+{% if (offset == 0 or offset) and batch %}
+offset {{ offset|sqlsafe }} rows
+fetch next {{ batch|sqlsafe }} rows only
+{% endif %}

wbfdm/contrib/qa/jinja2/qa/sql/ibes/base_estimates.sql

@@ -0,0 +1,33 @@
+{% extends 'qa/sql/ibes/financials.sql' %}
+
+{% block additional_fields %}
+(
+    select DefActValue * DefScale
+    from TreActRpt
+    where
+        fin.EstPermID = EstPermID
+        and fin.PerEndDate = PerEndDate
+        and fin.Measure = Measure
+        and fin.PerType = PerType
+        and ExpireDate is null
+        and fin.IsParent = IsParent
+) as actual_value,
+case
+    when fin.DefMeanEst = 0 then null
+    else ((
+        select DefActValue * DefScale
+        from TREActRpt
+        where
+            fin.EstPermID = EstPermID
+            and fin.PerEndDate = PerEndDate
+            and fin.Measure = Measure
+            and fin.PerType = PerType
+            and ExpireDate IS NULL
+            and fin.IsParent = IsParent
+    ) - (fin.DefMeanEst * fin.DefScale)) / (fin.DefMeanEst * fin.DefScale)
+end AS difference_pct,
+fin.DefHighEst * fin.DefScale AS value_high,
+fin.DefLowEst * fin.DefScale AS value_low,
+fin.DefStdDev * fin.DefScale AS value_stdev,
+fin.NumEsts AS value_amount,
+{% endblock %}

wbfdm/contrib/qa/jinja2/qa/sql/ibes/calendarized.sql

@@ -0,0 +1,37 @@
+with data as (
+    {% with financial_table="TreActRpt", value="DefActValue", only_valid=True, estimate=False %}
+        {% include 'qa/sql/ibes/financials.sql' %}
+    {% endwith %}
+
+    union
+
+    {% with financial_table="TreSumPer", value="DefMeanEst", only_valid=True, from_index=1, estimate=True %}
+        {% include 'qa/sql/ibes/financials.sql' %}
+    {% endwith %}
+)
+
+select
+    *,
+    case
+        when period_type = 'Y' and month(period_end_date) = 12 then value
+        when period_type = 'Y'
+            then month(period_end_date) * value / 12 + (12 - month(period_end_date)) * lead(value, 1) over (partition by financial, external_identifier, period_type order by period_end_date) / 12
+        when period_type = 'Q' and (
+            (interim = 1 and month(period_end_date) = 3)
+            or (interim = 2 and month(period_end_date) = 6)
+            or (interim = 3 and month(period_end_date) = 9)
+            or (interim = 4 and month(period_end_date) = 12)
+        )
+            then value
+        when period_type = 'Q'
+            then month(period_end_date) * value / 3 + (3 - month(period_end_date)) * lead(value, 1) over (partition by financial, external_identifier, period_type order by period_end_date) / 3
+
+        when period_type = 'S' and (
+            (interim = 1 and month(period_end_date) = 6)
+            or (interim = 2 and month(period_end_date) = 12)
+        )
+            then value
+        when period_type = 'S'
+            then month(period_end_date) * value / 6 + (6 - month(period_end_date)) * lead(value, 1) over (partition by financial, external_identifier, period_type order by period_end_date) / 6
+    end as _value
+from data

wbfdm/contrib/qa/jinja2/qa/sql/ibes/complete.sql

@@ -0,0 +1,9 @@
+{% with financial_table="TreActRpt", value="DefActValue", only_valid=True, estimate=False %}
+    {% include 'qa/sql/ibes/financials.sql' %}
+{% endwith %}
+
+union
+
+{% with financial_table="TreSumPer", value="DefMeanEst", only_valid=True, from_index=1, estimate=True %}
+    {% include 'qa/sql/ibes/financials.sql' %}
+{% endwith %}

wbfdm/contrib/qa/jinja2/qa/sql/ibes/estimates.sql

@@ -0,0 +1,3 @@
+{% with financial_table="TreSumPer", value="DefMeanEst", estimate=True, only_valid=True %}
+    {% include 'qa/sql/ibes/base_estimates.sql' %}
+{% endwith %}

wbfdm/contrib/qa/jinja2/qa/sql/ibes/financials.sql

@@ -0,0 +1,79 @@
+select
+    case
+        when fin.PerType = 2 then 'M'
+        when fin.PerType = 3 then 'Q'
+        when fin.PerType = 4 then 'Y'
+        when fin.PerType = 5 then 'S'
+    end as period_type,
+    convert(date, fin.ExpireDate) as valid_until,
+    fin.EstPermID as external_identifier,
+    convert(date, fin.PerEndDate) as period_end_date,
+
+    idx.FiscalYear as year,
+    idx.FiscalIndex as interim,
+    idx.PerIndex as 'index',
+
+    case
+        when (code.Description collate Latin1_General_Bin) = 'GBp' then {{ value|identifier }} * DefScale / 100
+        else {{ value | identifier }} * DefScale
+    end as value,
+
+    code.Description as currency,
+    mapping.financial as financial,
+    {% block additional_fields%}{% endblock %}
+    {% if estimate %}1{% else %}0{% endif %} as estimate,
+    'qa-ibes' as source
+
+from {{ financial_table |identifier }} as fin
+
+join TrePerIndex as idx
+    on idx.EstPermID = fin.EstPermID
+    and idx.PerType = fin.PerType
+    and idx.PerEndDate = fin.PerEndDate
+
+join stainly_financial_mapping as mapping
+    on mapping.ibes_financial = fin.Measure
+
+left join TreCode as code
+    on code.Code = fin.DefCurrPermID
+    and code.CodeType = 7
+
+where
+    fin.EffectiveDate = (
+        select max(EffectiveDate)
+        from {{ financial_table |identifier }}
+        where
+            EstPermID = fin.EstPermID
+            and PerEndDate = fin.PerEndDate
+            and PerType = fin.PerType
+            and Measure = fin.Measure
+            and (
+                ExpireDate = fin.ExpireDate
+                or (fin.ExpireDate is null and ExpireDate is null)
+            )
+    )
+
+    and fin.EstPermID in (
+        {% for instrument in instruments %}
+            {{ instrument }}{% if not loop.last %},{% endif %}
+        {% endfor %}
+    )
+
+    and mapping.financial in (
+        {% for financial in financials %}
+            {{ financial }}{% if not loop.last %},{% endif %}
+        {% endfor %}
+    )
+
+    {% if only_valid %}and fin.ExpireDate is null{% endif %}
+
+    {% if from_year %}and idx.FiscalYear >= {{ from_year }}{% endif %}
+    {% if to_year %}and idx.FiscalYear <= {{ to_year }}{% endif %}
+
+    {% if from_date %}and fin.PerEndDate >= {{ from_date }}{% endif %}
+    {% if to_date %}and fin.PerEndDate <= {{ to_date }}{% endif %}
+
+    {% if from_index or from_index == 0 %}and idx.PerIndex >= {{ from_index }}{% endif %}
+    {% if to_index or to_index == 0 %}and idx.PerIndex <= {{ to_index }}{% endif %}
+
+    {% if period_type == 'annual' %}and idx.FiscalIndex = 0{% elif period_type == 'interim' %}and idx.FiscalIndex > 0{% endif %}