wbfdm 1.46.11__py2.py3-none-any.whl → 1.46.13__py2.py3-none-any.whl

wbfdm/contrib/metric/backends/base.py

@@ -14,6 +14,7 @@ from wbfdm.models import Instrument, InstrumentPrice
 
 from ..dto import Metric, MetricField, MetricKey
 from ..exceptions import MetricInvalidParameterException
+from .utils import get_today
 
 T = TypeVar("T", bound=Model)
 
@@ -82,11 +83,16 @@ class InstrumentMetricBaseBackend(AbstractBackend[Instrument]):
         return super().get_queryset().filter(is_investable_universe=True)
 
     def _get_valid_date(self, instrument: Instrument) -> date:
+        val_date = None
         if self.val_date is None and instrument.last_price_date:
-            return instrument.last_price_date
+            val_date = instrument.last_price_date
         elif self.val_date:
             with suppress(InstrumentPrice.DoesNotExist):
-                return instrument.prices.filter(date__lte=self.val_date).latest("date").date
+                val_date = instrument.prices.filter(date__lte=self.val_date).latest("date").date
+        if val_date:
+            return min(
+                [val_date, (get_today() - pd.tseries.offsets.BDay(1)).date()]
+            )  # ensure that value date is at least lower than today (otherwise, we might compute performance for intraday, which we do not want yet
         else:
             raise MetricInvalidParameterException()
 

wbfdm/contrib/metric/backends/performances.py

@@ -12,6 +12,7 @@ from wbfdm.models import Instrument, InstrumentPrice, RelatedInstrumentThroughMo
 from ..decorators import register
 from ..dto import Metric, MetricField, MetricKey
 from .base import BaseDataloader, InstrumentMetricBaseBackend
+from .utils import get_today
 
 PERFORMANCE_METRIC = MetricKey(
     key="performance",
@@ -247,7 +248,7 @@ class InstrumentPerformanceMetricBackend(InstrumentMetricBaseBackend):
         attrs = super().get_serializer_field_attr(metric_field)
         pivot_date = self.val_date
         if not pivot_date:
-            pivot_date = (date.today() - pd.tseries.offsets.BDay(1)).date()
+            pivot_date = (get_today() - pd.tseries.offsets.BDay(1)).date()
         if "previous" in metric_field.key:
             pivot_date = Dataloader.get_performance_date_map(pivot_date)[metric_field.key.replace("previous_", "")]
 

wbfdm/contrib/metric/backends/utils.py

@@ -0,0 +1,5 @@
+from datetime import date
+
+
+def get_today():  # utility function to be able to mock today in the test suit
+    return date.today()

wbfdm/contrib/metric/tests/backends/test_performances.py

@@ -1,5 +1,6 @@
 from datetime import timedelta
 from decimal import Decimal
+from unittest.mock import patch
 
 import pandas as pd
 import pytest
@@ -14,13 +15,18 @@ fake = Faker()
 
 @pytest.mark.django_db
 class TestInstrumentPerformanceMetricBackend:
-    def test_compute_metrics(self, weekday, instrument, instrument_price_factory):
+    @patch("wbfdm.contrib.metric.backends.performances.get_today")
+    def test_compute_metrics(self, mock_fct, weekday, instrument, instrument_price_factory):
         from wbfdm.contrib.metric.backends.performances import (  # we import locally to avoid database access pytest error
             InstrumentPerformanceMetricBackend,
         )
 
+        # mock_fct.return_value = weekday # return weekday as date.today
         backend = InstrumentPerformanceMetricBackend(weekday)
 
+        price_intraday = instrument_price_factory(  # noqa
+            instrument=instrument, calculated=False, date=(weekday + BDay(1)).date()
+        )
         price_today = instrument_price_factory.create(instrument=instrument, calculated=False, date=weekday)
         price_yesterday = instrument_price_factory.create(
             instrument=instrument, calculated=False, date=weekday - BDay(1)

wbfdm/tasks.py

@@ -63,7 +63,7 @@ def update_of_investable_universe_data(
     investable_universe_updated.send(sender=Instrument, end_date=end)
     if with_background_tasks:
         daily_update_instrument_price_statistics.delay(from_date=start, to_date=end)
-    update_instrument_metrics_as_task.delay()
+        update_instrument_metrics_as_task.delay()
 
 
 @shared_task(queue="portfolio")

{wbfdm-1.46.11.dist-info → wbfdm-1.46.13.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wbfdm
-Version: 1.46.11
+Version: 1.46.13
 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-1.46.11.dist-info → wbfdm-1.46.13.dist-info}/RECORD

@@ -6,7 +6,7 @@ wbfdm/jinja2.py,sha256=pkIC1U-0rf6vn0DDEUzZ8dPYiTGEPY8LBTRMi9wYiuc,199
 wbfdm/menu.py,sha256=c_uP0wIxboHvY0BfHbYPI9GI4F41UxSgREqbzcaxzHM,399
 wbfdm/preferences.py,sha256=8ghDcaapOMso1kjtNfKbSFykPUTxzqI5R77gM3BgiMs,927
 wbfdm/signals.py,sha256=PhAsFpQZF1YVe5UpedaRelUD_TVjemqRYm1HzV-bhmY,597
-wbfdm/tasks.py,sha256=55yXOyVe6-TeJRHAElGzt-VCw3a_23liQP8B8S2PFRM,4359
+wbfdm/tasks.py,sha256=2jb5K3qqsA-IKjT2Jf7Ogl7Bp9XBDM8TCcd-L61VckY,4363
 wbfdm/urls.py,sha256=pDp9I0kktxicad8sXXEUT7402jZPMJNcE5R1doTlcMw,8887
 wbfdm/utils.py,sha256=4cWrCpqXxHIjtSlt4DDPFvmtaqXw_H0nqhM6sGuXx0o,1938
 wbfdm/admin/__init__.py,sha256=Z1VtH_gjD71K79KcD-2Q2Lu_p_7j0akMZj7gNxdz1CQ,1398
@@ -60,9 +60,10 @@ wbfdm/contrib/metric/admin/__init__.py,sha256=FW3qhfmS5tA4RNOv9Zse56dICDG7zgdHgB
 wbfdm/contrib/metric/admin/instruments.py,sha256=mPwwdwxeuo6nvyJ2_xolVdlpK05KMlzOPLaSlh1PtHE,419
 wbfdm/contrib/metric/admin/metrics.py,sha256=SJU-5ona3npgRjTgDoHvo9aCztq-VMnIVvvsdk5bWSs,1133
 wbfdm/contrib/metric/backends/__init__.py,sha256=Bl7bGEYVx38uiN2BS-0pr2WpIkbhUl7yPCEwt1W4tUg,128
-wbfdm/contrib/metric/backends/base.py,sha256=xFFYcDA9a0B3jrLRLfsvu7VFWqghtSlcmGYJ_6vlDYc,6432
-wbfdm/contrib/metric/backends/performances.py,sha256=MZvm35NVMjFjCebrzFec6kDXojtvyaimTrgMbqiGaME,11614
+wbfdm/contrib/metric/backends/base.py,sha256=TTTcNHjuzGCnzoDBqYZOb-nT7fnuYjjp0D6ACqR5yXk,6765
+wbfdm/contrib/metric/backends/performances.py,sha256=yt9E7A_OEWQBQabf9bqt4Rc3S6oUXbSeM6NR1nYidtg,11642
 wbfdm/contrib/metric/backends/statistics.py,sha256=6DWMsFAZUaTA2v0VTBudx2QiX0E4umMEoyyqS3ZM3e4,6695
+wbfdm/contrib/metric/backends/utils.py,sha256=xpsDmoL2Jv9-KTuo-ay65D4m9Kf35jGc9cbeejhFLQU,131
 wbfdm/contrib/metric/migrations/0001_initial.py,sha256=EwXRJrG7zQYT1bD6jjaf1gZNfpd8f2gzta09GYqukiM,3403
 wbfdm/contrib/metric/migrations/0002_remove_instrumentmetric_unique_instrument_metric_and_more.py,sha256=xp6MACDohMSs4YfFbprCLa5G7zEuBhfZgpVXyMsZPWI,808
 wbfdm/contrib/metric/migrations/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
@@ -73,7 +74,7 @@ wbfdm/contrib/metric/tests/test_models.py,sha256=xtJYIst2B55LnGJyWggA2C2S04psGLh
 wbfdm/contrib/metric/tests/test_tasks.py,sha256=Jqr8utdFiHDvzvZPywkPHgqMxI-ukEfYlRinK2F336U,628
 wbfdm/contrib/metric/tests/test_viewsets.py,sha256=KE75dlOVhnw59hvWV5C0ktGh9Pxuc_3txeCi0J9t-d4,3156
 wbfdm/contrib/metric/tests/backends/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-wbfdm/contrib/metric/tests/backends/test_performances.py,sha256=npCWw_iRDgUnfaenRyxcfvCS9dXTo7ec2GFmBS0B5bQ,7560
+wbfdm/contrib/metric/tests/backends/test_performances.py,sha256=SvZerb0y2ifpr2gLKWgXIiV6Shqne6di0ONeC7lFoRs,7896
 wbfdm/contrib/metric/tests/backends/test_statistics.py,sha256=jtQOslHiCdZcfSJy9NU-xhoz1_BUx6FrdmhPZpJU03I,1921
 wbfdm/contrib/metric/viewsets/__init__.py,sha256=LTOyOBlhagANq164m7f0oJuz8qCkuq2R8-3lwEZejGs,85
 wbfdm/contrib/metric/viewsets/mixins.py,sha256=Z8RJ4QUVjYIki9FdGySXoE29v2wcVTSAdXn1WKzLJ9c,11074
@@ -351,6 +352,6 @@ wbfdm/viewsets/statements/__init__.py,sha256=odxtFYUDICPmz8WCE3nx93EvKZLSPBEI4d7
 wbfdm/viewsets/statements/statements.py,sha256=kmtM0uZ3f7eJJe5gVmd-iVra9dHwTB9x12p7f5qTEx8,4084
 wbfdm/viewsets/technical_analysis/__init__.py,sha256=qtCIBg0uSiZeJq_1tEQFilnorMBkMe6uCMfqar6-cLE,77
 wbfdm/viewsets/technical_analysis/monthly_performances.py,sha256=O1j8CGfOranL74LqVvcf7jERaDIboEJZiBf_AbbVDQ8,3974
-wbfdm-1.46.11.dist-info/METADATA,sha256=APQKFb1E4ZdhaxdSeTIdrizO5INV05Su8CRUTH7zBcM,738
-wbfdm-1.46.11.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
-wbfdm-1.46.11.dist-info/RECORD,,
+wbfdm-1.46.13.dist-info/METADATA,sha256=MEHS76Tos0J-qwMLxwwUS3ih5p2u0xVEykz7PJ8LGfE,738
+wbfdm-1.46.13.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
+wbfdm-1.46.13.dist-info/RECORD,,