wbfdm 1.43.1__tar.gz → 1.43.2__tar.gz

{wbfdm-1.43.1 → wbfdm-1.43.2}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wbfdm
-Version: 1.43.1
+Version: 1.43.2
 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.*

{wbfdm-1.43.1 → wbfdm-1.43.2}/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-1.43.1 → wbfdm-1.43.2}/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)