wbfdm 1.46.2__py2.py3-none-any.whl → 1.46.4__py2.py3-none-any.whl

wbfdm/contrib/qa/dataloaders/market_data.py

@@ -68,6 +68,10 @@ class DatastreamMarketDataDataloader(MarketDataProtocol, Dataloader):
         fx_code = pk.Table("DS2FxCode")
         fx = pk.Table("DS2FxRate")
 
+        quotes = pk.Table("DS2CtryQtInfo")
+        securities = pk.Table("DS2Security")
+        securities2 = pk.Table("DS2Security", alias="securities2")
+
         mapping, create_mapping_table = create_table(
             "#ds2infoexchcode", Column("InfoCode", SqlTypes.INTEGER), Column("ExchIntCode", SqlTypes.INTEGER)
         )
@@ -83,8 +87,14 @@ class DatastreamMarketDataDataloader(MarketDataProtocol, Dataloader):
                 fn.Cast(pricing.MarketDate, SqlTypes.DATE).as_("valuation_date"),
                 ValueWrapper("qa-ds2").as_("source"),
             )
+            .join(quotes)
+            .on_field("InfoCode")
+            .join(securities)
+            .on(quotes.DsSecCode == securities.DsSecCode)
+            .join(securities2)
+            .on((securities2.DsCmpyCode == securities.DsCmpyCode) & securities2.IsMajorSec == "Y")
             .left_join(market_val)
-            .on((pricing.InfoCode == market_val.InfoCode) & (pricing.MarketDate == market_val.ValDate))
+            .on((securities2.PrimQtInfoCode == market_val.InfoCode) & (pricing.MarketDate == market_val.ValDate))
             # We join on _codes, which removes all instruments not in _codes - implicit where
             .join(mapping)
             .on((pricing.InfoCode == mapping.InfoCode) & (pricing.ExchIntCode == mapping.ExchIntCode))

{wbfdm-1.46.2.dist-info → wbfdm-1.46.4.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wbfdm
-Version: 1.46.2
+Version: 1.46.4
 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-1.46.2.dist-info → wbfdm-1.46.4.dist-info}/RECORD

@@ -99,7 +99,7 @@ wbfdm/contrib/qa/dataloaders/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NM
 wbfdm/contrib/qa/dataloaders/adjustments.py,sha256=DQEexOLA7WyBB1dZJHQd-6zbzyEIURgSSgS7bJRvXzQ,2980
 wbfdm/contrib/qa/dataloaders/corporate_actions.py,sha256=lWT6klrTXKqxiko2HGrxHH8E2C00FJS-AOX3IhglRrI,2912
 wbfdm/contrib/qa/dataloaders/financials.py,sha256=xUHpvhUkvmdPL_RyWCrs7XgChgTklX5qemmaXMedgkY,3475
-wbfdm/contrib/qa/dataloaders/market_data.py,sha256=nsjLDs9JYcT0RfhzaEzTGh6GiLyHP512kHmMpwI1Dk8,5856
+wbfdm/contrib/qa/dataloaders/market_data.py,sha256=QmsqAJG5EZPXwEHPLsj-Nu0ZROpA-GVq0KvyvfcuTk0,6300
 wbfdm/contrib/qa/dataloaders/officers.py,sha256=vytlQJJxmn4Y5HfNh5mHJAvuIrrsQSkNO-sONyhxftY,2940
 wbfdm/contrib/qa/dataloaders/reporting_dates.py,sha256=Wu5nWeu-opbHTnBzKkud7qaMMPiXyCUMqqLi8xDYumE,2493
 wbfdm/contrib/qa/dataloaders/statements.py,sha256=hC6YErJcvBTmaAmzscgeC4sBK3lYE2U5eIKRIE9b_cs,10094
@@ -350,6 +350,6 @@ 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-1.46.2.dist-info/METADATA,sha256=Wp4MXr41nd6GfMEaIq-nipwrPVTcnMqqoN1zH7VBm_w,737
-wbfdm-1.46.2.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
-wbfdm-1.46.2.dist-info/RECORD,,
+wbfdm-1.46.4.dist-info/METADATA,sha256=5QHL84TqQw5pxZUdkOAREiwMOlinELQGGbdMFAVNfpY,737
+wbfdm-1.46.4.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
+wbfdm-1.46.4.dist-info/RECORD,,