wbfdm 1.46.13__py2.py3-none-any.whl → 1.46.14__py2.py3-none-any.whl

wbfdm/models/instruments/querysets.py

@@ -128,28 +128,24 @@ class InstrumentQuerySet(QuerySet):
         )
         if not df.empty:
             df["valuation_date"] = pd.to_datetime(df["valuation_date"])
-            df = df.rename(columns={"valuation_date": "date"}).set_index(["instrument_id", "date"]).sort_index()
-            df = df.drop(columns=df.columns.difference(["calculated", "close", "market_capitalization", "volume"]))
-            df["calculated"] = False
-            idx = pd.MultiIndex.from_product(
-                [
-                    df.index.levels[0],
-                    pd.date_range(
-                        df.index.get_level_values("date").min(), df.index.get_level_values("date").max(), freq="B"
-                    ),
-                ],
-                names=["instrument_id", "date"],
+            df = df.rename(columns={"valuation_date": "date"})
+            df = df.drop(
+                columns=df.columns.difference(
+                    ["calculated", "close", "market_capitalization", "volume", "instrument_id", "date"]
+                )
             )
-            df = df.reindex(idx)
-            df[["close", "market_capitalization"]] = df[["close", "market_capitalization"]].astype(float).ffill()
-            df.volume = df.volume.astype(float).fillna(0)
-            df.calculated = df.calculated.astype(bool).fillna(
-                True
-            )  # we do not ffill calculated but set the to True to mark them as "estimated"/"not real"
-            df = df.reset_index("date").dropna(subset=["close"])
-            df = df.replace([np.inf, -np.inf, np.nan], None)
+            df["calculated"] = False
 
-            for instrument_id, dff in df.groupby(level=0):
+            for instrument_id, dff in df.groupby("instrument_id", group_keys=False, as_index=False):
+                dff = dff.drop(columns=["instrument_id"]).set_index("date").sort_index()
+                dff = dff.reindex(pd.date_range(dff.index.min(), dff.index.max(), freq="B"))
+                dff[["close", "market_capitalization"]] = dff[["close", "market_capitalization"]].astype(float).ffill()
+                dff.volume = dff.volume.astype(float).fillna(0)
+                dff.calculated = dff.calculated.astype(bool).fillna(
+                    True
+                )  # we do not ffill calculated but set the to True to mark them as "estimated"/"not real"
+                dff = dff.reset_index(names="date").dropna(subset=["close"])
+                dff = dff.replace([np.inf, -np.inf, np.nan], None)
                 instrument = self.get(id=instrument_id)
                 yield from filter(
                     lambda x: x, map(lambda row: _dict_to_object(instrument, row), dff.to_dict("records"))

{wbfdm-1.46.13.dist-info → wbfdm-1.46.14.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wbfdm
-Version: 1.46.13
+Version: 1.46.14
 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-1.46.13.dist-info → wbfdm-1.46.14.dist-info}/RECORD

@@ -234,7 +234,7 @@ wbfdm/models/instruments/instrument_requests.py,sha256=wC07CEqQxMGfrnATyr56T6GWx
 wbfdm/models/instruments/instruments.py,sha256=V0bBgDxeEXtuu5uUBd15g4FIPAboAC53WN-FMt35qxg,39475
 wbfdm/models/instruments/options.py,sha256=hFprq7B5t4ctz8nVqzFsBEzftq_KDUSsSXl1zJyh7tE,7094
 wbfdm/models/instruments/private_equities.py,sha256=uzwZi8IkmCKAHVTxnuFya9tehx7kh57sTlTEi1ieDaM,2198
-wbfdm/models/instruments/querysets.py,sha256=7-hbYxfLAZQJO-e76SmYx6NjZ8q0tdR-4pAZyb-izas,6556
+wbfdm/models/instruments/querysets.py,sha256=c5Op5VxR0A0uRPGHmnLJ6b7d2X5Kb5IX5bnk7MUfTjA,6475
 wbfdm/models/instruments/utils.py,sha256=88jnWINSSC0OwH-mCEOPLZXuhBCtEsxBpSaZ38GteaE,1365
 wbfdm/models/instruments/llm/__init__.py,sha256=dSmxRmEWb0A4O_lUoWuRKt2mBtUuLCTPVVJqGyi_n40,52
 wbfdm/models/instruments/llm/create_instrument_news_relationships.py,sha256=Eza39rlkNJxpURroIsJLImKC6F-KtTmkdjHn1kv4F3Q,3439
@@ -352,6 +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-1.46.13.dist-info/METADATA,sha256=MEHS76Tos0J-qwMLxwwUS3ih5p2u0xVEykz7PJ8LGfE,738
-wbfdm-1.46.13.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
-wbfdm-1.46.13.dist-info/RECORD,,
+wbfdm-1.46.14.dist-info/METADATA,sha256=of_JOPABQHU8r88Gh9_L0K8B6yBY8L1s9p9hks26WNc,738
+wbfdm-1.46.14.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
+wbfdm-1.46.14.dist-info/RECORD,,