wbfdm 1.44.1__tar.gz → 1.44.2__tar.gz

{wbfdm-1.44.1 → wbfdm-1.44.2}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wbfdm
-Version: 1.44.1
+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-1.44.1 → 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-1.44.1 → 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