wbfdm 1.46.9__py2.py3-none-any.whl → 1.46.11__py2.py3-none-any.whl

wbfdm/factories/instrument_prices.py

@@ -42,7 +42,9 @@ class InstrumentPriceFactory(factory.django.DjangoModelFactory):
         )[0]
     )
 
-    net_value = factory.Faker("pydecimal", min_value=10, max_value=100, right_digits=6)
+    net_value = factory.Faker(
+        "pydecimal", min_value=90, max_value=110, right_digits=6
+    )  # we narrow down the range to simulate more realistic returns
     gross_value = factory.LazyAttribute(lambda o: o.net_value + Decimal(random.random()))
 
     calculated = False

wbfdm/models/instruments/instrument_prices.py

@@ -408,16 +408,17 @@ class InstrumentPrice(
                 )
 
     def compute_and_update_statistics(self, min_period: int = 20):
-        prices_df = (
+        df = (
             pd.DataFrame(
                 InstrumentPrice.objects.filter_only_valid_prices()
                 .filter(instrument=self.instrument, date__lte=self.date)
-                .values_list("date", "net_value"),
-                columns=["date", "net_value"],
+                .values_list("date", "net_value", "volume"),
+                columns=["date", "net_value", "volume"],
             )
             .set_index("date")
-            .sort_index()["net_value"]
+            .sort_index()
         )
+        prices_df = df["net_value"]
         if not prices_df.empty and prices_df.shape[0] >= min_period:
             financial_statistics = FinancialStatistics(prices_df)
             min_date = prices_df.index.min()
@@ -451,6 +452,9 @@ class InstrumentPrice(
                     self.correlation = correlation
 
             self.annualized_daily_volatility = financial_statistics.get_annualized_daily_volatility()
+        if not (volume_df := df["volume"]).empty:
+            self.volume_50d = volume_df.tail(50).mean()
+            self.volume_200d = volume_df.tail(200).mean()
 
     @classmethod
     def subquery_closest_value(

wbfdm/models/instruments/instruments.py

@@ -844,7 +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 get_price_objects(self, start: date | None = None, end: date | None = None, clear: bool = False):
+    def import_prices(self, start: date | None = None, end: date | None = None, **kwargs):
         if not self.is_leaf_node():
             raise ValueError("Cannot import price on a non-leaf node")
         if not start:
@@ -861,11 +861,8 @@ 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
-        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))
+        objs = list(self.__class__.objects.filter(id=self.id).get_instrument_prices_from_market_data(start, end))
         self.bulk_save_instrument_prices(objs)
         # compute daily statistics & performances
         self.update_last_valuation_date()

wbfdm/models/instruments/mixin/instruments.py

@@ -1,15 +1,12 @@
 import calendar
-import math
 from collections import defaultdict
-from contextlib import suppress
-from datetime import date, timedelta
+from datetime import date
 from decimal import Decimal
-from typing import Dict, Iterable, Optional
+from typing import Dict, 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,
@@ -199,91 +196,6 @@ class InstrumentPMSMixin:
 
         return df
 
-    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
-                - timedelta(
-                    days=90
-                ),  # we make sure to at least import the last 80 days to be sure to be able to compute the volume 50d
-                to_date=to_date,
-                values=[MarketData.CLOSE, MarketData.VOLUME, MarketData.MARKET_CAPITALIZATION],
-            )
-        )
-        if not df.empty:
-            df["calculated"] = False
-            df = df.set_index("valuation_date").sort_index()
-
-            # # if market cap is not found, maybe we have better chance on the primary exhange
-            if not df.market_capitalization.notnull().any() and self.parent and (company := self.parent.get_root()):
-                with suppress(KeyError):
-                    df["market_capitalization"] = pd.DataFrame(
-                        self.__class__.objects.filter(id=company.id).dl.market_data(
-                            from_date=from_date,
-                            to_date=to_date,
-                            values=[MarketData.MARKET_CAPITALIZATION],
-                        )
-                    ).set_index("valuation_date")["market_capitalization"]
-
-            ts = pd.date_range(df.index.min(), df.index.max(), freq="B")
-            # fill forward missing data
-            df = df.reindex(ts)
-            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["volume_50d"] = df["volume"].rolling(50).mean()
-            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)
-
-            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)
-                    if int(math.log10(close)) + 1 < 10:
-                        try:
-                            try:
-                                p = InstrumentPrice.objects.get(instrument=self, date=_date, calculated=False)
-                            except InstrumentPrice.DoesNotExist:
-                                p = InstrumentPrice.objects.get(instrument=self, date=_date, calculated=True)
-
-                            # update only if net value is different with existing instrument price
-                            if (
-                                round(p.net_value, 2) != round(close, 2)
-                                or (p.market_capitalization != row.get("market_capitalization"))
-                                or (p.volume != row.get("volume"))
-                                or (p.calculated != row.get("calculated"))
-                                or clear
-                            ):
-                                p.net_value = close
-                                p.gross_value = close
-                                p.calculated = row["calculated"]
-                                p.volume = row.get("volume", p.volume)
-                                p.volume_50d = row.get("volume_50d", p.volume_50d)
-                                p.market_capitalization = row.get("market_capitalization", p.market_capitalization)
-                                p.market_capitalization_consolidated = p.market_capitalization
-                                p.set_dynamic_field(False)
-                                p.id = None
-                                yield p
-                        except InstrumentPrice.DoesNotExist:
-                            with suppress(CurrencyFXRates.DoesNotExist):
-                                p = InstrumentPrice(
-                                    currency_fx_rate_to_usd=CurrencyFXRates.objects.get(  # we need to get the currency rate because we bulk create the object, and thus save is not called
-                                        date=_date, currency=self.currency
-                                    ),
-                                    instrument=self,
-                                    date=_date,
-                                    calculated=row["calculated"],
-                                    net_value=close,
-                                    gross_value=close,
-                                    volume=row.get("volume", None),
-                                    market_capitalization=row.get("market_capitalization", None),
-                                    volume_50d=row.get("volume_50d", None),
-                                )
-                                p.set_dynamic_field(False)
-                                yield p
-
     @classmethod
     def bulk_save_instrument_prices(cls, objs):
         InstrumentPrice.objects.bulk_create(
@@ -297,7 +209,6 @@ class InstrumentPMSMixin:
                 "market_capitalization",
                 "market_capitalization_consolidated",
                 "calculated",
-                "volume_50d",
             ],
             batch_size=1000,
         )

wbfdm/models/instruments/querysets.py

@@ -1,3 +1,9 @@
+import math
+from contextlib import suppress
+from datetime import date
+
+import numpy as np
+import pandas as pd
 from django.db.models import (
     AutoField,
     Exists,
@@ -8,6 +14,9 @@ from django.db.models import (
     Subquery,
 )
 from django.db.models.functions import Coalesce
+from wbcore.contrib.currency.models import CurrencyFXRates
+
+from wbfdm.enums import MarketData
 
 
 class InstrumentQuerySet(QuerySet):
@@ -30,9 +39,7 @@ class InstrumentQuerySet(QuerySet):
                             parent=OuterRef("pk"),
                             is_primary=True,
                             is_security=True,
-                        ).values(
-                            "id"
-                        )[:1]
+                        ).values("id")[:1]
                     ),
                     F("id"),
                 ),
@@ -44,9 +51,7 @@ class InstrumentQuerySet(QuerySet):
                         base_qs.filter(
                             parent=OuterRef("primary_security"),
                             is_primary=True,
-                        ).values(
-                            "id"
-                        )[:1]
+                        ).values("id")[:1]
                     ),
                     F("primary_security"),
                 ),
@@ -71,3 +76,81 @@ class InstrumentQuerySet(QuerySet):
                 entities in the QuerySet.
         """
         return self.model.dl_proxy(self)
+
+    def get_instrument_prices_from_market_data(self, from_date: date, to_date: date):
+        from wbfdm.models import InstrumentPrice
+
+        def _dict_to_object(instrument, row):
+            if (
+                (price_date := row.get("date"))
+                and (close := row.get("close", None))
+                and int(math.log10(close)) + 1 < 10
+            ):
+                try:
+                    try:
+                        p = InstrumentPrice.objects.get(instrument=instrument, date=price_date, calculated=False)
+                    except InstrumentPrice.DoesNotExist:
+                        p = InstrumentPrice.objects.get(instrument=instrument, date=price_date, calculated=True)
+                    p.net_value = close
+                    p.gross_value = close
+                    p.calculated = row["calculated"]
+                    p.volume = row.get("volume", p.volume)
+                    p.market_capitalization = row.get("market_capitalization", p.market_capitalization)
+                    p.market_capitalization_consolidated = p.market_capitalization
+                    p.set_dynamic_field(False)
+                    p.id = None
+                    return p
+                except InstrumentPrice.DoesNotExist:
+                    with suppress(CurrencyFXRates.DoesNotExist):
+                        p = InstrumentPrice(
+                            currency_fx_rate_to_usd=CurrencyFXRates.objects.get(
+                                # we need to get the currency rate because we bulk create the object, and thus save is not called
+                                date=price_date,
+                                currency=instrument.currency,
+                            ),
+                            instrument=instrument,
+                            date=price_date,
+                            calculated=row["calculated"],
+                            net_value=close,
+                            gross_value=close,
+                            volume=row.get("volume", None),
+                            market_capitalization=row.get("market_capitalization", None),
+                        )
+                        p.set_dynamic_field(False)
+                        return p
+
+        df = pd.DataFrame(
+            self.dl.market_data(
+                from_date=from_date,
+                to_date=to_date,
+                values=[MarketData.CLOSE, MarketData.VOLUME, MarketData.MARKET_CAPITALIZATION],
+            )
+        )
+        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.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)
+
+            for instrument_id, dff in df.groupby(level=0):
+                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/tasks.py

@@ -19,7 +19,10 @@ from .signals import investable_universe_updated
 
 @shared_task(queue="portfolio")
 def update_of_investable_universe_data(
-    start: date | None = None, end: date | None = None, clear: bool = False, with_background_tasks: bool = True
+    start: date | None = None,
+    end: date | None = None,
+    with_background_tasks: bool = True,
+    instrument_ids: list[int] | None = None,
 ):
     """
     Update the investable universe data on a daily basis.
@@ -27,6 +30,8 @@ def update_of_investable_universe_data(
     Parameters:
     - start (date | None): The start date for updating data. If None, defaults to three business days before 'end'.
     - end (date | None): The end date for updating data. If None, defaults to the current date.
+    - with_background_tasks (bool | True): If true, will trigger the post import background tasks automatically.
+    - instrument_ids (list[int] | None): if specified, narrow down the instrument queryset with this list ids
 
     Notes:
     - The function resets the investable universe by marking all instruments as not in the investable universe.
@@ -51,12 +56,9 @@ def update_of_investable_universe_data(
         Q(is_managed=True)
         | Q(dl_parameters__market_data__path="wbfdm.contrib.internal.dataloaders.market_data.MarketDataDataloader")
     )  # we exclude product and index managed to avoid circular import
-    prices = []
-    for instrument in tqdm(instruments, total=instruments.count()):
-        try:
-            prices.extend(list(instrument.get_price_objects(start=start, end=end, clear=clear)))
-        except Exception as e:
-            print(f"Connection error while processing instrument {instrument}: {str(e)}")  # noqa
+    if instrument_ids:
+        instruments = instruments.filter(id__in=instrument_ids)
+    prices = list(instruments.get_instrument_prices_from_market_data(start, end))
     Instrument.bulk_save_instrument_prices(prices)
     investable_universe_updated.send(sender=Instrument, end_date=end)
     if with_background_tasks:
@@ -105,5 +107,7 @@ def daily_update_instrument_price_statistics(from_date: date = None, to_date: da
         p.compute_and_update_statistics()
         objs.append(p)
     InstrumentPrice.objects.bulk_update(
-        objs, fields=["sharpe_ratio", "correlation", "beta", "annualized_daily_volatility"], batch_size=1000
+        objs,
+        fields=["sharpe_ratio", "correlation", "beta", "annualized_daily_volatility", "volume_50d", "volume_200d"],
+        batch_size=1000,
     )

wbfdm/tests/models/test_instruments.py

@@ -157,12 +157,14 @@ class TestInstrumentModel:
                 "close": 1,
                 "volume": 1,
                 "market_capitalization": 1,
+                "instrument_id": instrument.id,
             },
             {
                 "valuation_date": to_date,
                 "close": 2,
                 "volume": 2,
                 "market_capitalization": 2,
+                "instrument_id": instrument.id,
             },
         ]
         instrument.import_prices(from_date, to_date + timedelta(days=1))

{wbfdm-1.46.9.dist-info → wbfdm-1.46.11.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wbfdm
-Version: 1.46.9
+Version: 1.46.11
 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-1.46.9.dist-info → wbfdm-1.46.11.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=pYoBj2VQp5y2rZRDmWtd044UjVvp9Px4lwQwM4Nson4,4211
+wbfdm/tasks.py,sha256=55yXOyVe6-TeJRHAElGzt-VCw3a_23liQP8B8S2PFRM,4359
 wbfdm/urls.py,sha256=pDp9I0kktxicad8sXXEUT7402jZPMJNcE5R1doTlcMw,8887
 wbfdm/utils.py,sha256=4cWrCpqXxHIjtSlt4DDPFvmtaqXw_H0nqhM6sGuXx0o,1938
 wbfdm/admin/__init__.py,sha256=Z1VtH_gjD71K79KcD-2Q2Lu_p_7j0akMZj7gNxdz1CQ,1398
@@ -125,7 +125,7 @@ wbfdm/factories/classifications.py,sha256=GJ0eARFTsj5dnKUsUYbLSIZLzTCy7RWhy7_f8D
 wbfdm/factories/controversies.py,sha256=GhuoEms1O7DIMVNAIbFEzD9DRv8j1MXIv0u1JK6Pi-o,929
 wbfdm/factories/exchanges.py,sha256=heJHQE59dCDFeDuScJJti4C_SsMsz3O0kmczpGYVNlQ,831
 wbfdm/factories/instrument_list.py,sha256=ypnrTLCl0XRfGj6y-3XJSQ2Wl5TULxZU0I3nF6svH3Y,743
-wbfdm/factories/instrument_prices.py,sha256=LcfR8Yvm5ksTHYEdnaRBWUdZ-W0J66RbpOif7udJvFk,3546
+wbfdm/factories/instrument_prices.py,sha256=EjRFbMjP3pLrxoNsNqNo37FGjayIiV99bkQPVgZLj4I,3623
 wbfdm/factories/instruments.py,sha256=vM6VymnO0bIecEk-reT8l2TO8O5uHwPYnqVnPREXRKQ,2238
 wbfdm/factories/instruments_relationships.py,sha256=opGQMM3sHQV5F04nGPCCsRw8ux8vSQ78tHNJjIDPyUE,1138
 wbfdm/factories/options.py,sha256=nna8LgB_2-XNGm37--Edkdv1oc49oeKtr7f8tcIJPU4,2463
@@ -227,20 +227,20 @@ wbfdm/models/exchanges/exchanges.py,sha256=j-C22QPZEg-Mb6KCer7RRMVOcP1mprTc380zF
 wbfdm/models/instruments/__init__.py,sha256=OvEkECJaCubBQC7B9yUrx15V982labvegeGXyEASVno,636
 wbfdm/models/instruments/classifications.py,sha256=EeZ_P8f1F1NfjUmLf9fDMF0iPM73qxQoArUfvjuCwHg,10906
 wbfdm/models/instruments/instrument_lists.py,sha256=GxfFyfYxEcJS36LAarHja49TOM8ffhIivpZX2-tPtZg,4234
-wbfdm/models/instruments/instrument_prices.py,sha256=cvF_EvIU-8vEj4ZWK_grUPHS1pW-HS3C_y8d9iii_Dc,21870
+wbfdm/models/instruments/instrument_prices.py,sha256=WCaFMZ9sF7xeGTp9jkq7TA8RfYHrwvTjujzqgCKj9SI,22070
 wbfdm/models/instruments/instrument_relationships.py,sha256=zpCZCnt5CqIg5bd6le_6TyirsSwGV2NaqTVKw3bd5vM,10660
 wbfdm/models/instruments/instrument_requests.py,sha256=wC07CEqQxMGfrnATyr56T6GWxXknai105G2WIw1i3xk,7767
-wbfdm/models/instruments/instruments.py,sha256=pAqLMwVnA9twkS38Z_WWU1MOHEkm28rvysBo4Qk9lR4,39626
+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=f6-OI0uf65Y9vOuVVedtOQEtqAcebcpzSRSABSmnw8c,2482
+wbfdm/models/instruments/querysets.py,sha256=7-hbYxfLAZQJO-e76SmYx6NjZ8q0tdR-4pAZyb-izas,6556
 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
 wbfdm/models/instruments/mixin/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 wbfdm/models/instruments/mixin/financials_computed.py,sha256=L5wjXDsR0maiwfOKP6KyWNJNH4nGOoAjSc_hDM7fsj0,35105
 wbfdm/models/instruments/mixin/financials_serializer_fields.py,sha256=Au3P9LqByh5LGyv8w_miJamtHiEerOGZQhM1NzrfECM,68768
-wbfdm/models/instruments/mixin/instruments.py,sha256=bT4bpNTgFHtmFhd33CpHczgT2K3bIb8U7khmrVejLyU,15162
+wbfdm/models/instruments/mixin/instruments.py,sha256=W9v29cjST-5MAMMuXVnlH4ItdRTdoA_vMCkLUhQgW2s,9888
 wbfdm/serializers/__init__.py,sha256=AXb03RKHo6B0ts_IQOvx89n9wKG8pxiumYv9cr4EhvA,197
 wbfdm/serializers/esg.py,sha256=epoX8cjkPuVv45aW-Jf85-rSO_ZrSnXcTxMcadKdC-I,1086
 wbfdm/serializers/exchanges.py,sha256=vi5kFadYRQo-6CV2b56nrABpt80LPtjZumJVaBE4bcc,1175
@@ -272,7 +272,7 @@ wbfdm/tests/models/test_classifications.py,sha256=f2aM9UyV54fkEncp-uewEdOc3_0D-i
 wbfdm/tests/models/test_exchanges.py,sha256=KwK278MpA3FkpVgjW2l2PIHL7e8uDur7dOzIaTQEwyw,138
 wbfdm/tests/models/test_instrument_list.py,sha256=UIxKgBd4U-T2I4WDZfwacgJ1nKwJWYX1HKhdQDpx1tA,4899
 wbfdm/tests/models/test_instrument_prices.py,sha256=ObqFbJxZveiOPAK9_kC_JO9VBNmZB6bvGM4BejsFJ3c,16633
-wbfdm/tests/models/test_instruments.py,sha256=jwFhL6iR8n10NFn4LVvVdm-DKjRUdDoWCostwXgPkfc,9448
+wbfdm/tests/models/test_instruments.py,sha256=DCl73yP2n6hIBZWtXGr2H5UvYbVO_5iGN5lwGo3bgtk,9544
 wbfdm/tests/models/test_merge.py,sha256=tXD5xIxZyZtXpm9WIQ4Yc8TQwsUnkxkKIvMNwaHOvgM,4632
 wbfdm/tests/models/test_options.py,sha256=DoEAHhNQE4kucpBRRm2S05ozabkERz-I4mUolsE2Qi8,2269
 wbfdm/viewsets/__init__.py,sha256=ZM29X0-5AkSH2rzF_gKUI4FoaEWCcMTXPjruJ4Gi_x8,383
@@ -351,6 +351,6 @@ 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-1.46.9.dist-info/METADATA,sha256=lQu8s58X5Q248Hw7WtXPrKZ623KrEruFhrkOoaS04I0,737
-wbfdm-1.46.9.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
-wbfdm-1.46.9.dist-info/RECORD,,
+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,,