wbfdm 1.44.5__py2.py3-none-any.whl → 1.45.1__py2.py3-none-any.whl

wbfdm/figures/financials/financial_analysis_charts.py

@@ -6,6 +6,7 @@ import numpy as np
 import pandas as pd
 from django.db import models
 from wbcore.contrib.currency.models import CurrencyFXRates
+
 from wbfdm.models import Instrument
 
 

wbfdm/figures/financials/financials_charts.py

@@ -11,6 +11,7 @@ from django.db.models import ExpressionWrapper, F, FloatField, QuerySet
 from pandas.tseries.offsets import BYearEnd
 from plotly.subplots import make_subplots
 from wbcore.contrib.currency.models import CurrencyFXRates
+
 from wbfdm.enums import MarketData
 from wbfdm.models import Instrument, InstrumentPrice
 

wbfdm/filters/classifications.py

@@ -1,4 +1,5 @@
 from wbcore import filters as wb_filters
+
 from wbfdm.models import (
     Classification,
     ClassificationGroup,

wbfdm/filters/exchanges.py

@@ -1,4 +1,5 @@
 from wbcore import filters as wb_filters
+
 from wbfdm.models import Exchange
 
 

wbfdm/filters/financials.py

@@ -1,5 +1,6 @@
 from wbcore import filters
 from wbcore.filters.defaults import five_year_data_range
+
 from wbfdm.enums import CalendarType, DataType, Indicator, MarketDataChartType
 from wbfdm.models.instruments import Instrument
 

wbfdm/filters/financials_analysis.py

@@ -4,6 +4,7 @@ from django.db import models
 from pandas.tseries.offsets import BYearEnd
 from psycopg.types.range import DateRange
 from wbcore import filters as wb_filters
+
 from wbfdm.figures.financials.financial_analysis_charts import (
     PeriodChoices,
     VariableChoices,

wbfdm/filters/instrument_prices.py

@@ -3,6 +3,7 @@ from datetime import date
 from django.db import models
 from psycopg.types.range import DateRange
 from wbcore import filters as wb_filters
+
 from wbfdm.filters.utils import get_earliest_date, get_latest_date
 from wbfdm.models import Instrument, InstrumentPrice
 

wbfdm/filters/instruments.py

@@ -4,6 +4,7 @@ from django.db.models import Q
 from psycopg.types.range import DateRange
 from wbcore import filters as wb_filters
 from wbcore.contrib.tags.filters import TagFilterMixin
+
 from wbfdm.filters.utils import get_earliest_date, get_latest_date
 from wbfdm.models.instruments import (
     ClassificationGroup,

wbfdm/filters/utils.py

@@ -3,6 +3,7 @@ from datetime import date
 from pandas.tseries.offsets import BDay, BMonthBegin, BMonthEnd
 from psycopg.types.range import DateRange
 from wbcore.utils.date import current_quarter_date_start
+
 from wbfdm.models import Instrument
 
 

wbfdm/import_export/backends/cbinsights/mixin.py

@@ -1,6 +1,7 @@
 from datetime import date
 
 from django.db import models
+
 from wbfdm.models.instruments import Instrument
 
 

wbfdm/import_export/backends/refinitiv/mixin.py

@@ -1,6 +1,7 @@
 from datetime import date
 
 from django.db import models
+
 from wbfdm.models.instruments import Instrument
 
 

wbfdm/import_export/backends/refinitiv/utils/controller.py

@@ -6,6 +6,7 @@ from django.contrib.contenttypes.models import ContentType
 from pandas.tseries.offsets import QuarterEnd, YearEnd
 from tqdm import tqdm
 from wbcore.contrib.io.models import ImportedObjectProviderRelationship, Provider
+
 from wbfdm.contrib.dsws.client import Client
 from wbfdm.models.instruments.instruments import Instrument
 

wbfdm/import_export/handlers/instrument.py

@@ -12,6 +12,7 @@ from wbcore.contrib.currency.import_export.handlers import CurrencyImportHandler
 from wbcore.contrib.geography.models import Geography
 from wbcore.contrib.io.exceptions import DeserializationError
 from wbcore.contrib.io.imports import ImportExportHandler, ImportState
+
 from wbfdm.models.exchanges import Exchange
 
 
@@ -66,7 +67,6 @@ class InstrumentLookup:
             "refinitiv_mnemonic_code",
             "sedol",
             "cusip",
-            "ticker",
             "identifier",
         ]:
             if identifier := identifiers.get(identifier_key, None):
@@ -78,7 +78,6 @@ class InstrumentLookup:
                         identifier = identifier.upper()
                     instrument = instruments.get(**{identifier_key: identifier})
                     break
-
         if not instrument and not exact_lookup:
             if instrument_type:
                 if isinstance(instrument_type, str):  # in case we receive a key as instrument type
@@ -102,14 +101,15 @@ class InstrumentLookup:
                         conditions.append(Q(old_isins__contains=[field_value]))
             if conditions:
                 instruments = instruments.filter(reduce(operator.or_, conditions))
-            if currency or exchange:
-                instruments_tmp = instruments
-                if exchange:
-                    instruments_tmp = instruments_tmp.filter(exchange=exchange)
-                if currency:
-                    instruments_tmp = instruments_tmp.filter(currency=currency)
-                if instruments_tmp.count() >= 1:
+
+            if currency:  # if currency is provides, we use it as validator
+                instruments = instruments.filter(currency=currency)
+
+            if exchange:
+                instruments_tmp = instruments.filter(exchange=exchange)
+                if instruments_tmp.exists():
                     instruments = instruments_tmp
+
             # last chance
             if name and instruments.count() > 1:
                 instruments = instruments.annotate(similarity_score=TrigramSimilarity("name", name))

wbfdm/import_export/handlers/instrument_price.py

@@ -5,6 +5,7 @@ from django.core.exceptions import ValidationError
 from django.db import models
 from wbcore.contrib.io.exceptions import DeserializationError
 from wbcore.contrib.io.imports import ImportExportHandler
+
 from wbfdm.import_export.handlers.instrument import InstrumentImportHandler
 
 MAX_NB_DATES_BEFORE_HISTORICAL_IMPORT = 3
@@ -61,6 +62,10 @@ class InstrumentPriceImportHandler(ImportExportHandler):
         if price.exists():
             return price.first()
 
+    def _save_object(self, _object, **kwargs):
+        _object.compute_and_update_statistics()  # compute beta, correlation, sharpe and annualized daily volatility everytime object changes
+        return super()._save_object(_object, **kwargs)
+
     def _post_processing_objects(
         self,
         created_objs: List[models.Model],

wbfdm/import_export/parsers/cbinsights/deals.py

@@ -1,5 +1,6 @@
 import numpy as np
 import pandas as pd
+
 from wbfdm.models import Deal
 
 COLUMNS_MAP = {

wbfdm/import_export/parsers/cbinsights/equities.py

@@ -1,6 +1,7 @@
 import json
 
 from wbcore.contrib.geography.models import Geography
+
 from wbfdm.models import ClassificationGroup
 
 FIELDS_MAP = {

wbfdm/import_export/parsers/cbinsights/fundamentals.py

@@ -2,6 +2,7 @@ import json
 
 import pandas as pd
 from django.contrib.contenttypes.models import ContentType
+
 from wbfdm.models import Instrument
 
 

wbfdm/import_export/parsers/refinitiv/instrument.py

@@ -1,5 +1,6 @@
 import numpy as np
 import pandas as pd
+
 from wbfdm.import_export.backends.refinitiv.instrument import DEFAULT_MAPPING
 from wbfdm.models import ClassificationGroup
 

wbfdm/import_export/parsers/refinitiv/instrument_price.py

@@ -1,5 +1,6 @@
 import numpy as np
 import pandas as pd
+
 from wbfdm.import_export.backends.refinitiv.instrument_price import DEFAULT_MAPPING
 
 from .utils import _clean_and_return_dict

wbfdm/import_export/resources/classification.py

@@ -1,4 +1,5 @@
 from import_export.widgets import ManyToManyWidget
+
 from wbfdm.models import Classification, ClassificationGroup
 from wbfdm.preferences import get_default_classification_group
 

wbfdm/import_export/resources/instrument_prices.py

@@ -1,6 +1,7 @@
 from import_export import fields
 from import_export.widgets import ForeignKeyWidget
 from wbcore.contrib.io.resources import FilterModelResource
+
 from wbfdm.models import Instrument, InstrumentPrice
 
 

wbfdm/import_export/resources/instruments.py

@@ -13,6 +13,7 @@ from wbcore.contrib.geography.import_export.resources.geography import (
 )
 from wbcore.contrib.io.resources import FilterModelResource
 from wbcore.contrib.notifications.dispatch import send_notification
+
 from wbfdm.models import Exchange, Instrument, InstrumentClassificationThroughModel
 
 from .classification import ClassificationManyToManyWidget

wbfdm/models/esg/controversies.py

@@ -1,6 +1,7 @@
 from typing import Any, Self
 
 from django.db import models
+
 from wbfdm.enums import (
     ESGControveryFlag,
     ESGControverySeverity,

wbfdm/models/instruments/instrument_lists.py

@@ -4,6 +4,7 @@ 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
 from wbfdm.models.instruments.instruments import Instrument
 

wbfdm/models/instruments/instrument_prices.py

@@ -23,6 +23,7 @@ from wbcore.contrib.currency.models import CurrencyFXRates
 from wbcore.contrib.io.mixins import ImportMixin
 from wbcore.models import DynamicDecimalField, DynamicFloatField, DynamicModel, WBModel
 from wbcore.signals import pre_merge
+
 from wbfdm.analysis.financial_analysis.financial_statistics_analysis import (
     FinancialStatistics,
 )

wbfdm/models/instruments/instrument_requests.py

@@ -10,6 +10,7 @@ from wbcore.contrib.tags.models import Tag
 from wbcore.enums import RequestType
 from wbcore.metadata.configs.buttons import ActionButton, ButtonDefaultColor
 from wbcore.models import WBModel
+
 from wbfdm.models.instruments.classifications import Classification
 
 from .instruments import Instrument, InstrumentType

wbfdm/models/instruments/instruments.py

@@ -30,6 +30,9 @@ from wbcore.contrib.tags.models import TagModelMixin
 from wbcore.models import WBModel
 from wbcore.signals import pre_merge
 from wbcore.utils.models import ComplexToStringMixin
+from wbnews.models import News
+from wbnews.signals import create_news_relationships
+
 from wbfdm.analysis import TechnicalAnalysis
 from wbfdm.contrib.internal.dataloaders.market_data import MarketDataDataloader
 from wbfdm.contrib.metric.dispatch import compute_metrics
@@ -42,8 +45,6 @@ from wbfdm.signals import (
     add_instrument_to_investable_universe,
     instrument_price_imported,
 )
-from wbnews.models import News
-from wbnews.signals import create_news_relationships
 
 from ...dataloaders.proxies import InstrumentDataloaderProxy
 from .instrument_relationships import RelatedInstrumentThroughModel
@@ -514,7 +515,9 @@ class Instrument(ComplexToStringMixin, TagModelMixin, ImportMixin, InstrumentPMS
             models.Index(fields=["is_security"], name="instrument_security_index"),
             models.Index(fields=["level"], name="instrument_level_index"),
             GinIndex(fields=["search_vector"], name="instrument_sv_gin_idx"),  # type: ignore
-            GinIndex(fields=["trigram_search_vector"], opclasses=["gin_trgm_ops"], name="instrument_trigram_sv_gin_idx"),  # type: ignore
+            GinIndex(
+                fields=["trigram_search_vector"], opclasses=["gin_trgm_ops"], name="instrument_trigram_sv_gin_idx"
+            ),  # type: ignore
         ]
         notification_types = [
             create_notification_type(
@@ -841,7 +844,7 @@ class Instrument(ComplexToStringMixin, TagModelMixin, ImportMixin, InstrumentPMS
     def technical_benchmark_analysis(self, from_date: date | None = None, to_date: date | None = None):
         return TechnicalAnalysis.init_close_from_instrument(self, from_date, to_date)
 
-    def import_prices(self, start: date | None = None, end: date | None = None, clear: bool = False):
+    def get_price_objects(self, start: date | None = None, end: date | None = None, clear: bool = False):
         if not self.is_leaf_node():
             raise ValueError("Cannot import price on a non-leaf node")
         if not start:
@@ -858,12 +861,14 @@ class Instrument(ComplexToStringMixin, TagModelMixin, ImportMixin, InstrumentPMS
         # we detect when was the last date price imported before start and switch the start date from there
         with suppress(ObjectDoesNotExist):
             start = self.prices.filter(date__lte=start).latest("date").date
-        # Import instrument prices
-        self.save_prices_in_db(start, end, clear=clear)
+        yield from self._get_price_objects(start, end, clear=clear)
 
+    def import_prices(self, start: date | None = None, end: date | None = None, clear: bool = False):
+        # Import instrument prices
+        objs = list(self.get_price_objects(start=start, end=end, clear=clear))
+        self.bulk_save_instrument_prices(objs)
         # compute daily statistics & performances
         self.update_last_valuation_date()
-
         instrument_price_imported.send(sender=Instrument, instrument=self, start=start, end=end)
 
     @classmethod

wbfdm/models/instruments/llm/create_instrument_news_relationships.py

@@ -1,3 +1,4 @@
+import logging
 from typing import Any
 
 from celery import shared_task
@@ -6,7 +7,6 @@ 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")
 
@@ -82,5 +82,5 @@ def run_company_extraction_llm(title: str, description: str, *args) -> list[dict
     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))
+        logger.warning(str(e))
     return relationships

wbfdm/models/instruments/mixin/instruments.py

@@ -4,12 +4,13 @@ from collections import defaultdict
 from contextlib import suppress
 from datetime import date, timedelta
 from decimal import Decimal
-from typing import Dict, Optional
+from typing import Dict, Iterable, Optional
 
 import numpy as np
 import pandas as pd
 from pandas.tseries.offsets import BDay
 from wbcore.contrib.currency.models import CurrencyFXRates
+
 from wbfdm.analysis.financial_analysis.financial_statistics_analysis import (
     FinancialStatistics,
 )
@@ -198,7 +199,7 @@ class InstrumentPMSMixin:
 
         return df
 
-    def save_prices_in_db(self, from_date: date, to_date: date, clear: bool = False):
+    def _get_price_objects(self, from_date: date, to_date: date, clear: bool = False) -> Iterable[InstrumentPrice]:
         df = pd.DataFrame(
             self.__class__.objects.filter(id=self.id).dl.market_data(
                 from_date=from_date
@@ -236,8 +237,7 @@ class InstrumentPMSMixin:
             df = df[df.index.date >= from_date]  # we import only from the requested from_date
             df = df.reset_index().dropna(subset=["index", "close"])
             df = df.replace([np.inf, -np.inf, np.nan], None)
-            update_objs = []
-            create_objs = []
+
             for row in df.to_dict("records"):
                 if (_date := row.get("index")) and (close := row.get("close", None)):
                     # we make sure data does not exist 10 digits (for db constraint)
@@ -264,7 +264,8 @@ class InstrumentPMSMixin:
                                 p.market_capitalization = row.get("market_capitalization", p.market_capitalization)
                                 p.market_capitalization_consolidated = p.market_capitalization
                                 p.set_dynamic_field(False)
-                                update_objs.append(p)
+                                p.id = None
+                                yield p
                         except InstrumentPrice.DoesNotExist:
                             with suppress(CurrencyFXRates.DoesNotExist):
                                 p = InstrumentPrice(
@@ -281,17 +282,21 @@ class InstrumentPMSMixin:
                                     volume_50d=row.get("volume_50d", None),
                                 )
                                 p.set_dynamic_field(False)
-                                create_objs.append(p)
-            InstrumentPrice.objects.bulk_update(
-                update_objs,
-                fields=[
-                    "net_value",
-                    "gross_value",
-                    "volume",
-                    "market_capitalization",
-                    "market_capitalization_consolidated",
-                    "calculated",
-                    "volume_50d",
-                ],
-            )
-            InstrumentPrice.objects.bulk_create(create_objs, ignore_conflicts=True)
+                                yield p
+
+    @classmethod
+    def bulk_save_instrument_prices(cls, objs):
+        InstrumentPrice.objects.bulk_create(
+            objs,
+            unique_fields=["instrument", "calculated", "date"],
+            update_conflicts=True,
+            update_fields=[
+                "net_value",
+                "gross_value",
+                "volume",
+                "market_capitalization",
+                "market_capitalization_consolidated",
+                "calculated",
+                "volume_50d",
+            ],
+        )

wbfdm/models/instruments/options.py

@@ -1,5 +1,6 @@
 from django.db import models
 from wbcore.contrib.io.mixins import ImportMixin
+
 from wbfdm.import_export.handlers.option import (
     OptionAggregateImportHandler,
     OptionImportHandler,

wbfdm/models/instruments/private_equities.py

@@ -1,6 +1,7 @@
 from django.contrib.postgres.fields import ArrayField
 from django.db import models
 from wbcore.contrib.io.mixins import ImportMixin
+
 from wbfdm.import_export.handlers.private_equities import DealImportHandler
 
 

wbfdm/models/instruments/utils.py

@@ -3,6 +3,7 @@ from functools import lru_cache
 
 from wbcore.contrib.currency.models import Currency
 from wbcore.contrib.geography.models import Geography
+
 from wbfdm.preferences import get_non_ticker_words
 
 START_DELIMITER = r"(?:^|(?<=[(\s\.\-<]))"

wbfdm/serializers/esg.py

@@ -1,4 +1,5 @@
 from wbcore import serializers
+
 from wbfdm.enums import (
     ESGControveryFlag,
     ESGControverySeverity,

wbfdm/serializers/exchanges.py

@@ -1,5 +1,6 @@
 from wbcore import serializers as wb_serializers
 from wbcore.contrib.geography.serializers import GeographyRepresentationSerializer
+
 from wbfdm.models import Exchange
 
 

wbfdm/serializers/instruments/__init__.py

@@ -19,6 +19,7 @@ from .instrument_relationships import (
     RelatedInstrumentThroughInstrumentModelSerializer,
     InstrumentFavoriteGroupRepresentationSerializer,
     InstrumentFavoriteGroupModelSerializer,
+    ReadOnlyInstrumentFavoriteGroupModelSerializer,
     InstrumentClassificationThroughModelSerializer,
 )
 from .instrument_requests import InstrumentRequestRepresentationSerializer, InstrumentRequestModelSerializer

wbfdm/serializers/instruments/classifications.py

@@ -2,6 +2,7 @@ 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, DefaultFromView
+
 from wbfdm.models.instruments import Classification, ClassificationGroup
 from wbfdm.preferences import get_default_classification_group
 

wbfdm/serializers/instruments/instrument_lists.py

@@ -1,5 +1,6 @@
 from rest_framework.reverse import reverse
 from wbcore import serializers as wb_serializers
+
 from wbfdm.models.instruments.instrument_lists import (
     InstrumentList,
     InstrumentListThroughModel,

wbfdm/serializers/instruments/instrument_prices.py

@@ -1,4 +1,5 @@
 from wbcore import serializers as wb_serializers
+
 from wbfdm.models import InstrumentPrice
 from wbfdm.serializers.instruments.instruments import (
     InvestableInstrumentRepresentationSerializer,

wbfdm/serializers/instruments/instrument_relationships.py

@@ -4,6 +4,7 @@ from wbcore import serializers as wb_serializers
 from wbcore.contrib.directory.models import Person
 from wbcore.contrib.directory.serializers import PersonRepresentationSerializer
 from wbcore.contrib.tags.serializers import TagSerializerMixin
+
 from wbfdm.models import (
     Classification,
     Instrument,
@@ -34,16 +35,8 @@ class InstrumentFavoriteGroupModelSerializer(wb_serializers.ModelSerializer):
     owner = wb_serializers.PrimaryKeyRelatedField(
         queryset=lambda: Person.objects.filter_only_internal(),
         default=wb_serializers.CurrentUserDefault("profile"),
-        read_only=lambda view: not view.request.user.is_superuser,
     )
     _owner = PersonRepresentationSerializer(source="owner")
-    public = wb_serializers.BooleanField(read_only=True)
-
-    # @wb_serializers.register_only_instance_resource()
-    # def instruments(self, instance, request, user, **kwargs):
-    #     if instance.instruments.exists():
-    #         return {"instruments": reverse("wbfdm:favoritegroup-instrument-list", args=[instance.id], request=request)}
-    #     return dict()
 
     def validate(self, data):
         if not data.get("owner", None):
@@ -65,6 +58,11 @@ class InstrumentFavoriteGroupModelSerializer(wb_serializers.ModelSerializer):
         )
 
 
+class ReadOnlyInstrumentFavoriteGroupModelSerializer(InstrumentFavoriteGroupModelSerializer):
+    class Meta(InstrumentFavoriteGroupModelSerializer.Meta):
+        read_only_fields = InstrumentFavoriteGroupModelSerializer.Meta.fields
+
+
 class RelatedInstrumentThroughInstrumentModelSerializer(wb_serializers.ModelSerializer):
     _related_instrument = InvestableInstrumentRepresentationSerializer(source="related_instrument")
     _instrument = InvestableInstrumentRepresentationSerializer(source="instrument")

wbfdm/serializers/instruments/instrument_requests.py

@@ -1,5 +1,6 @@
 from wbcore import serializers as wb_serializers
 from wbcore.contrib.directory.serializers import PersonRepresentationSerializer
+
 from wbfdm.models.instruments import InstrumentRequest
 
 from .instruments import InstrumentModelSerializer, InstrumentRepresentationSerializer

wbfdm/serializers/instruments/instruments.py

@@ -8,6 +8,7 @@ from wbcore.contrib.currency.serializers import CurrencyRepresentationSerializer
 from wbcore.contrib.geography.models import Geography
 from wbcore.contrib.geography.serializers import CountryRepresentationSerializer
 from wbcore.contrib.tags.serializers import TagRepresentationSerializer
+
 from wbfdm.models import Instrument, InstrumentType
 
 from ..exchanges import ExchangeRepresentationSerializer
@@ -128,7 +129,6 @@ class InstrumentModelListSerializer(
             "instrument_type",
             "old_isins",
             "inception_date",
-            "delisted_date",
             "country",
             "is_active",
             "parent",

wbfdm/signals.py

@@ -5,3 +5,6 @@ add_instrument_to_investable_universe = ModelSignal(use_caching=False)
 
 # this signal is triggered whenever prices are stored in the system and action needs to be considered
 instrument_price_imported = ModelSignal(use_caching=False)
+
+# this signal is triggered whenever all prices are imported in the system and action needs to be considered
+investable_universe_updated = ModelSignal(use_caching=False)