wbfdm 1.44.1__tar.gz → 1.44.3__tar.gz

{wbfdm-1.44.1 → wbfdm-1.44.3}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wbfdm
-Version: 1.44.1
+Version: 1.44.3
 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.*
@@ -9,7 +9,7 @@ Requires-Dist: stockstats==0.6.*
 Requires-Dist: wbcore
 Requires-Dist: wbnews
 Provides-Extra: dsws
-Requires-Dist: datastreampy==2.0.*; extra == 'dsws'
+Requires-Dist: datastreampy==2.0.21; extra == 'dsws'
 Requires-Dist: requests-cache==1.0.*; extra == 'dsws'
 Provides-Extra: qa
 Requires-Dist: jinjasql2==0.1.*; extra == 'qa'

{wbfdm-1.44.1 → wbfdm-1.44.3}/pyproject.toml

@@ -20,7 +20,7 @@ qa = [
 ]
 dsws = [
   "requests-cache == 1.0.*",
-  "datastreampy == 2.0.*",
+  "datastreampy == 2.0.21", # fix version because newer introduced breaking changes
 ]
 
 [tool.uv.sources]

{wbfdm-1.44.1 → wbfdm-1.44.3}/wbfdm/analysis/technical_analysis/traces.py

@@ -43,7 +43,8 @@ class TechnicalAnalysisTraceFactory:
             name = str(self.ta.instrument)
             line_options = line_options if line_options else {}
             text = []
-
+            if base_series is not None and not base_series.empty:
+                prefix = f"Normalized {prefix}"
             format_template = "{y:.2%}" if percent_format else "{y:.2f}"
             hovertemplate = "<b>" + prefix + "</b>: %" + format_template
             # If a base series is present, we add a line into the hover template to show the difference

{wbfdm-1.44.1 → wbfdm-1.44.3}/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-1.44.3}/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-1.44.3/wbfdm/migrations/0029_alter_instrumentprice_volume.py

@@ -0,0 +1,18 @@
+# Generated by Django 5.0.10 on 2025-02-03 10:25
+
+from django.db import migrations, models
+
+
+class Migration(migrations.Migration):
+
+    dependencies = [
+        ('wbfdm', '0028_instrumentprice_annualized_daily_volatility'),
+    ]
+
+    operations = [
+        migrations.AlterField(
+            model_name='instrumentprice',
+            name='volume',
+            field=models.FloatField(default=0.0, help_text='The Volume of the Asset on the price date of the Asset.', verbose_name='Volume'),
+        ),
+    ]

{wbfdm-1.44.1 → wbfdm-1.44.3}/wbfdm/models/instruments/instrument_lists.py

@@ -1,6 +1,7 @@
 from django.db import models
 from slugify import slugify
 from wbcore.contrib.io.mixins import ImportMixin
+from wbcore.contrib.notifications.utils import create_notification_type
 from wbcore.models import WBModel
 from wbcore.utils.models import ComplexToStringMixin
 from wbfdm.import_export.handlers.instrument_list import InstrumentListImportHandler
@@ -51,7 +52,7 @@ class InstrumentListThroughModel(ImportMixin, ComplexToStringMixin):
         ]
 
         notification_types = [
-            (
+            create_notification_type(
                 "wbfdm.instrument_list_add",
                 "Instrument added to Instrument List",
                 "A notification when an instrument gets added to a list.",

{wbfdm-1.44.1 → wbfdm-1.44.3}/wbfdm/models/instruments/instrument_prices.py

@@ -211,8 +211,7 @@ class InstrumentPrice(
     ########################################################
 
     volume = models.FloatField(
-        null=True,
-        blank=True,
+        default=0.0,
         verbose_name="Volume",
         help_text="The Volume of the Asset on the price date of the Asset.",
     )
@@ -340,7 +339,6 @@ class InstrumentPrice(
 
         if self.market_capitalization_consolidated is None:
             self.market_capitalization_consolidated = self.market_capitalization
-
         super().save(*args, **kwargs)
 
     def __str__(self):
@@ -399,6 +397,15 @@ class InstrumentPrice(
         """
         return self.instrument.nominal_value(self.date)
 
+    def fill_market_capitalization(self):
+        if self.market_capitalization is None:
+            with suppress(InstrumentPrice.DoesNotExist):
+                self.market_capitalization = (
+                    self.instrument.valuations.filter(date__lt=self.date, market_capitalization__isnull=False)
+                    .latest("date")
+                    .market_capitalization
+                )
+
     def compute_and_update_statistics(self, min_period: int = 20):
         prices_df = (
             pd.DataFrame(

{wbfdm-1.44.1 → wbfdm-1.44.3}/wbfdm/models/instruments/llm/create_instrument_news_relationships.py

@@ -6,6 +6,9 @@ from langchain_core.messages import HumanMessage, SystemMessage
 from pydantic import BaseModel, Field
 from wbcore.contrib.ai.exceptions import APIStatusErrors
 from wbcore.contrib.ai.llm.utils import run_llm
+import logging
+
+logger = logging.getLogger("llm")
 
 
 class CompanyModel(BaseModel):
@@ -46,33 +49,38 @@ def run_company_extraction_llm(title: str, description: str, *args) -> list[dict
     from wbfdm.import_export.handlers.instrument import InstrumentLookup
     from wbfdm.models import Instrument
 
-    res = run_llm(
-        prompt=[
-            SystemMessage(
-                content="You will be parsed a news article, please provide the name of the publicly listed companies mentioned in the article, along with their ISIN, ticker, RIC, sentiment, and analysis."
-            ),
-            HumanMessage(content=f"Title: {title}, Description: {description}"),
-        ],
-        output_model=CompaniesModel,
-    )
     relationships = []
-    instrument_ct = ContentType.objects.get_for_model(Instrument)
-    for company in res.get("companies", []):
-        instrument = InstrumentLookup(Instrument).lookup(
-            only_security=True,
-            name=company.name,
-            isin=company.isin,
-            ticker=company.ticker,
-            refinitiv_identifier_code=company.refinitiv_identifier_code,
+
+    try:
+        res = run_llm(
+            prompt=[
+                SystemMessage(
+                    content="You will be parsed a news article, please provide the name of the publicly listed companies mentioned in the article, along with their ISIN, ticker, RIC, sentiment, and analysis."
+                ),
+                HumanMessage(content=f"Title: {title}, Description: {description}"),
+            ],
+            output_model=CompaniesModel,
         )
-        if instrument is not None:
-            relationships.append(
-                {
-                    "content_type_id": instrument_ct.id,
-                    "object_id": instrument.get_root().id,
-                    "sentiment": company.sentiment,
-                    "analysis": company.analysis,
-                }
+        instrument_ct = ContentType.objects.get_for_model(Instrument)
+        for company in res.get("companies", []):
+            instrument = InstrumentLookup(Instrument).lookup(
+                only_security=True,
+                name=company.name,
+                isin=company.isin,
+                ticker=company.ticker,
+                refinitiv_identifier_code=company.refinitiv_identifier_code,
             )
-
+            if instrument is not None:
+                relationships.append(
+                    {
+                        "content_type_id": instrument_ct.id,
+                        "object_id": instrument.get_root().id,
+                        "sentiment": company.sentiment,
+                        "analysis": company.analysis,
+                    }
+                )
+    except tuple(APIStatusErrors) as e:  # for APIStatusError, we let celery retry it
+        raise e
+    except Exception as e:  # otherwise we log the error and silently fail
+        logger.error(str(e))
     return relationships

{wbfdm-1.44.1 → wbfdm-1.44.3}/wbfdm/serializers/instruments/classifications.py

@@ -1,7 +1,7 @@
 from rest_framework import serializers as rf_serializers
 from rest_framework.reverse import reverse
 from wbcore import serializers as wb_serializers
-from wbcore.serializers import DefaultAttributeFromRemoteField
+from wbcore.serializers import DefaultAttributeFromRemoteField, DefaultFromView
 from wbfdm.models.instruments import Classification, ClassificationGroup
 from wbfdm.preferences import get_default_classification_group
 
@@ -62,7 +62,7 @@ class ClassificationModelSerializer(wb_serializers.ModelSerializer):
         default=DefaultAttributeFromRemoteField("parent_id", Classification, source="group"),
     )
     _group = ClassificationGroupRepresentationSerializer(source="group")
-    code_aggregated = wb_serializers.CharField(required=False, default="")
+    code_aggregated = wb_serializers.CharField(required=False, default=DefaultFromView("next_valid_code_aggregated"))
     level_representation = wb_serializers.CharField(required=False, default="")
     description = wb_serializers.TextAreaField(label="Description", allow_null=True, allow_blank=True, required=False)
 
@@ -72,12 +72,12 @@ class ClassificationModelSerializer(wb_serializers.ModelSerializer):
             "childs": reverse("wbfdm:classificationparent-classification-list", args=[instance.id], request=request),
         }
         if instance.children.exists():
-            resources[
-                "iciclechart"
-            ] = f'{reverse("wbfdm:classificationgroup-iciclechart-list", args=[instance.group.id], request=request)}?top_classification={instance.id}'
-            resources[
-                "treechart"
-            ] = f'{reverse("wbfdm:classificationgroup-treechart-list", args=[instance.group.id], request=request)}?top_classification={instance.id}'
+            resources["iciclechart"] = (
+                f'{reverse("wbfdm:classificationgroup-iciclechart-list", args=[instance.group.id], request=request)}?top_classification={instance.id}'
+            )
+            resources["treechart"] = (
+                f'{reverse("wbfdm:classificationgroup-treechart-list", args=[instance.group.id], request=request)}?top_classification={instance.id}'
+            )
 
         resources["instruments"] = reverse("wbfdm:classification-instrument-list", args=[instance.id], request=request)
 

{wbfdm-1.44.1 → wbfdm-1.44.3}/wbfdm/serializers/instruments/instruments.py

@@ -130,9 +130,6 @@ class InstrumentModelListSerializer(
             "inception_date",
             "delisted_date",
             "country",
-            "isin",
-            "refinitiv_identifier_code",
-            "ticker",
             "is_active",
             "parent",
             "is_primary",

{wbfdm-1.44.1 → wbfdm-1.44.3}/wbfdm/viewsets/instruments/classifications.py

@@ -97,6 +97,19 @@ class ClassificationModelViewSet(InternalUserPermissionMixin, RevisionMixin, vie
     title_config_class = ClassificationTitleConfig
     button_config_class = ClassificationButtonConfig
 
+    @cached_property
+    def next_valid_code_aggregated(self) -> str:
+        group = None
+        parent = None
+        if group_id := self.kwargs.get("group_id", None):
+            group = ClassificationGroup.objects.get(id=group_id)
+        elif parent_id := self.kwargs.get("parent_id", None):
+            parent = Classification.objects.get(id=parent_id)
+            group = parent.group
+        if group:
+            return Classification.get_next_valid_code(group, parent=parent)
+        return ""
+
 
 class ClassificationClassificationGroupModelViewSet(ClassificationModelViewSet):
     endpoint_config_class = ClassificationClassificationGroupEndpointConfig

{wbfdm-1.44.1 → wbfdm-1.44.3}/wbfdm/viewsets/instruments/instrument_prices.py

@@ -530,7 +530,8 @@ class BestAndWorstReturnsInstrumentPandasView(InstrumentMixin, InternalUserPermi
 
     def get_dataframe(self, request, queryset, **kwargs):
         df_to_display = pd.DataFrame()
-        if not (prices_df := self.instrument.get_prices_df()).empty:
+        from_date, to_date = get_date_interval_from_request(self.request, date_range_fieldname="date")
+        if not (prices_df := self.instrument.get_prices_df(from_date=from_date, to_date=to_date)).empty:
             returns_df = FinancialStatistics(prices_df).get_best_and_worst_returns(freq=request.GET.get("frequency"))
             if not returns_df.empty and returns_df.shape[0] > 0:
                 df_to_display["date_best_returns"] = returns_df["Date Best Return"].dt.strftime("%Y-%m-%d")

{wbfdm-1.44.1 → wbfdm-1.44.3}/wbfdm/viewsets/instruments/instruments_relationships.py

@@ -121,6 +121,43 @@ class RelatedInstrumentThroughInstrumentModelViewSet(
         return super().get_queryset().filter(instrument=self.instrument)
 
 
+def get_classified_instrument_serializer_class(classification_grouo_id: int) -> type:
+    """
+    Unwrap defined serializer class and inject the metric fields into a new class
+    """
+
+    group = ClassificationGroup.objects.get(id=classification_grouo_id)
+
+    attrs = dict()
+    serializer_fields = [
+        "id",
+        "instrument",
+        "_instrument",
+        "classification",
+        "_classification",
+        "is_favorite",
+        "tags",
+        "_tags",
+    ]
+    for field_name in group.get_fields_names(sep="_"):
+        base_field_name = f"classification_{field_name}"
+        # representation_field_name = f"_classification_{field_name}"
+        attrs[base_field_name] = wb_serializers.CharField(read_only=True)
+        serializer_fields.append(base_field_name)
+
+    class BaseClassifiedInstrumentModelSerializer(TagSerializerMixin, wb_serializers.ModelSerializer):
+        _instrument = ClassifiableInstrumentRepresentationSerializer(source="instrument")
+        _classification = ClassificationRepresentationSerializer(source="classification", label_key="{{name}}")
+
+        class Meta:
+            model = InstrumentClassificationThroughModel
+            fields = read_only_fields = serializer_fields
+
+    serializer_class = type("ClassifiedInstrumentModelSerializer", (BaseClassifiedInstrumentModelSerializer,), attrs)
+
+    return serializer_class
+
+
 class ClassifiedInstrumentModelViewSet(InternalUserPermissionMixin, viewsets.ModelViewSet):
     queryset = InstrumentClassificationThroughModel.objects.all()
     display_config_class = ClassifiedInstrumentDisplayConfig
@@ -135,43 +172,14 @@ class ClassifiedInstrumentModelViewSet(InternalUserPermissionMixin, viewsets.Mod
             ordering_fields.append(f"classification_{field_name}")
         return ordering_fields
 
-    def get_serializer_class(self):
-        """
-        Unwrap defined serializer class and inject the metric fields into a new class
-        """
-
-        group = self.classification_group
-
-        attrs = dict()
-        serializer_fields = [
-            "id",
-            "instrument",
-            "_instrument",
-            "classification",
-            "_classification",
-            "is_favorite",
-            "tags",
-            "_tags",
-        ]
-        for field_name in group.get_fields_names(sep="_"):
-            base_field_name = f"classification_{field_name}"
-            # representation_field_name = f"_classification_{field_name}"
-            attrs[base_field_name] = wb_serializers.CharField(read_only=True)
-            serializer_fields.append(base_field_name)
-
-        class BaseClassifiedInstrumentModelSerializer(TagSerializerMixin, wb_serializers.ModelSerializer):
-            _instrument = ClassifiableInstrumentRepresentationSerializer(source="instrument")
-            _classification = ClassificationRepresentationSerializer(source="classification", label_key="{{name}}")
-
-            class Meta:
-                model = InstrumentClassificationThroughModel
-                fields = read_only_fields = serializer_fields
-
-        serializer_class = type(
-            "ClassifiedInstrumentModelSerializer", (BaseClassifiedInstrumentModelSerializer,), attrs
-        )
+    def get_resource_serializer_class(self):
+        return {
+            "serializer_class_path": "wbfdm.viewsets.instruments.instruments_relationships.get_classified_instrument_serializer_class",
+            "serializer_class_method_args": [self.classification_group.id],
+        }
 
-        return serializer_class
+    def get_serializer_class(self):
+        return get_classified_instrument_serializer_class(self.classification_group.id)
 
     def get_filterset_class(self, request):
         group = self.classification_group