wbfdm 1.46.11__tar.gz → 1.46.13__tar.gz

{wbfdm-1.46.11 → wbfdm-1.46.13}/PKG-INFO

@@ -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 → wbfdm-1.46.13}/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-1.46.11 → wbfdm-1.46.13}/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-1.46.13/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-1.46.11 → wbfdm-1.46.13}/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-1.46.11 → wbfdm-1.46.13}/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")