wbfdm 1.44.0__tar.gz → 1.44.2__tar.gz

{wbfdm-1.44.0 → wbfdm-1.44.2}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wbfdm
-Version: 1.44.0
+Version: 1.44.2
 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-1.44.0 → wbfdm-1.44.2}/wbfdm/contrib/qa/dataloaders/adjustments.py

@@ -34,7 +34,7 @@ class DatastreamAdjustmentsDataloader(AdjustmentsProtocol, Dataloader):
                 adj_end_date,
                 SOURCE_DS2,
                 adj.AdjFactor.as_("adjustment_factor"),
-                adj.CumAdjFactor.as_("cumulative_adjustement_factor"),
+                adj.CumAdjFactor.as_("cumulative_adjustment_factor"),
             )
             .from_(adj)
             .where(adj.AdjType == 2)

{wbfdm-1.44.0 → wbfdm-1.44.2}/wbfdm/contrib/qa/dataloaders/market_data.py

@@ -19,14 +19,14 @@ from wbfdm.enums import Frequency, MarketData
 
 
 class DS2MarketData(Enum):
-    OPEN = ("Open_", None)
-    CLOSE = ("Close_", None)
-    HIGH = ("High", None)
-    LOW = ("Low", None)
-    BID = ("Bid", None)
-    ASK = ("Ask", None)
-    VWAP = ("VWAP", None)
-    VOLUME = ("Volume", None)
+    OPEN = ("Open_", 1)
+    CLOSE = ("Close_", 1)
+    HIGH = ("High", 1)
+    LOW = ("Low", 1)
+    BID = ("Bid", 1)
+    ASK = ("Ask", 1)
+    VWAP = ("VWAP", 1)
+    VOLUME = ("Volume", 1)
     MARKET_CAPITALIZATION = ("ConsolMktVal", 1_000_000)
     SHARES_OUTSTANDING = ("ConsolNumShrs", 1_000)
 
@@ -96,7 +96,7 @@ class DatastreamMarketDataDataloader(MarketDataProtocol, Dataloader):
                 query.select(
                     ValueWrapper(target_currency).as_("currency"),
                     *[
-                        (LiteralValue(value[0][0]) * fn.Coalesce(fx.midrate, 1)).as_(value[1])
+                        (LiteralValue(value[0][0]) * fn.Coalesce(fx.midrate, 1) * value[0][1]).as_(value[1])
                         for value in value_mapping
                     ],
                 )
@@ -112,7 +112,7 @@ class DatastreamMarketDataDataloader(MarketDataProtocol, Dataloader):
         else:
             query = query.select(
                 pricing.Currency.as_("currency"),
-                *[LiteralValue(value[0][0]).as_(value[1]) for value in value_mapping],
+                *[(LiteralValue(value[0][0]) * value[0][1]).as_(value[1]) for value in value_mapping],
             )
 
         # Add conditional where clauses

wbfdm-1.44.2/wbfdm/viewsets/financial_analysis/financial_summary.py

@@ -0,0 +1,266 @@
+import pandas as pd
+from django.contrib.messages import warning
+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 add_messages(self, request, instance=None, **kwargs):
+        super().add_messages(request, instance=instance, **kwargs)
+        if self.df.empty:
+            warning(request, "There is no data available for the Financial Summary table", extra_tags="auto_close=0")
+
+    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,
+            )
+        )
+        if not df.empty:
+            # 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):
+        if not df.empty:
+            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",
+                        ],
+                    )
+                ),
+            )
+
+            df = df.reset_index(names="id")
+        return df
+
+    @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-1.44.0/wbfdm/viewsets/financial_analysis/financial_summary.py

@@ -1,256 +0,0 @@
-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",
-        ]