wbfdm 1.49.1__tar.gz → 1.49.3__tar.gz

{wbfdm-1.49.1 → wbfdm-1.49.3}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wbfdm
-Version: 1.49.1
+Version: 1.49.3
 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-1.49.1 → wbfdm-1.49.3}/wbfdm/contrib/dsws/dataloaders/market_data.py

@@ -75,6 +75,8 @@ class DSWSMarketDataDataloader(MarketDataProtocol, Dataloader):
                         parameters["end"] = to_date.strftime("%Y-%m-%d")
                 for chunked_identifiers in client.get_chunked_list(identifiers, len(fields)):
                     df = client.get_timeserie_df(chunked_identifiers, fields, **parameters)
+                    if exact_date:
+                        df = df[df["Dates"] == exact_date]
                     for row in df.to_dict("records"):
                         jsondate = row["Dates"].date()
                         external_id = row["Instrument"]

{wbfdm-1.49.1 → wbfdm-1.49.3}/wbfdm/contrib/qa/dataloaders/market_data.py

@@ -118,7 +118,7 @@ class DatastreamMarketDataDataloader(MarketDataProtocol, Dataloader):
 
         # if market cap or shares outstanding are required we need to join with an additional table
         if MarketData.MARKET_CAPITALIZATION in values or MarketData.SHARES_OUTSTANDING in values:
-            query = query.join(market_val).on(
+            query = query.left_join(market_val).on(
                 (pricing.InfoCode == market_val.InfoCode) & (pricing.MarketDate == market_val.MarketDate)
             )
 

{wbfdm-1.49.1 → wbfdm-1.49.3}/wbfdm/models/instruments/instruments.py

@@ -130,6 +130,9 @@ class InstrumentManager(TreeManager):
     def annotate_all(self):
         return self.get_queryset().annotate_all()
 
+    def filter_active_at_date(self, val_date: date):
+        return self.get_queryset().filter_active_at_date(val_date)
+
 
 class SecurityInstrumentManager(InstrumentManager):
     def get_queryset(self) -> InstrumentQuerySet:
@@ -142,19 +145,8 @@ class ClassifiableInstrumentManager(InstrumentManager):
 
 
 class ActiveInstrumentManager(InstrumentManager):
-    def get_queryset_at_date(self, val_date: date):
-        return (
-            super()
-            .get_queryset()
-            .filter(
-                (models.Q(delisted_date__isnull=True) | models.Q(delisted_date__gte=val_date))
-                & models.Q(inception_date__isnull=False)
-                & models.Q(inception_date__lte=val_date)
-            )
-        )
-
     def get_queryset(self):
-        return self.get_queryset_at_date(date.today())
+        return super().get_queryset().filter_active_at_date(date.today())
 
 
 class InvestableUniverseManager(InstrumentManager):
@@ -579,6 +571,18 @@ class Instrument(ComplexToStringMixin, TagModelMixin, ImportMixin, InstrumentPMS
         if favorite_classification := self.classifications.filter(group=get_default_classification_group()).first():
             return favorite_classification
 
+    def get_primary_quote(self):
+        if self.children.exists():
+            # we try the primary children first, then the first children within the investable universe and we fallback to the first children otherwise
+            try:
+                instrument = self.children.get(is_primary=True)
+            except Instrument.DoesNotExist:
+                instrument = self.children.filter(is_investable_universe=True).first()
+                if not instrument:
+                    instrument = self.children.first()
+            return instrument.get_primary_quote()
+        return self
+
     @property
     def active(self) -> bool:
         today = date.today()

{wbfdm-1.49.1 → wbfdm-1.49.3}/wbfdm/models/instruments/querysets.py

@@ -10,6 +10,7 @@ from django.db.models import (
     ExpressionWrapper,
     F,
     OuterRef,
+    Q,
     QuerySet,
     Subquery,
 )
@@ -20,6 +21,12 @@ from wbfdm.enums import MarketData
 
 
 class InstrumentQuerySet(QuerySet):
+    def filter_active_at_date(self, val_date: date):
+        return self.filter(
+            (Q(delisted_date__isnull=True) | Q(delisted_date__gte=val_date))
+            & (Q(inception_date__isnull=True) | Q(inception_date__lte=val_date))
+        )
+
     def annotate_classification_for_group(
         self, classification_group, classification_height: int = 0, **kwargs
     ) -> QuerySet:

{wbfdm-1.49.1 → wbfdm-1.49.3}/wbfdm/viewsets/configs/display/instrument_lists.py

@@ -2,7 +2,7 @@ from typing import Optional
 
 from django.utils.translation import gettext as _
 from wbcore.contrib.color.enums import WBColor
-from wbcore.enums import Operator
+from wbcore.enums import Operator, Unit
 from wbcore.metadata.configs import display as dp
 from wbcore.metadata.configs.display.instance_display import (
     Display,
@@ -82,16 +82,17 @@ class InstrumentListThroughModelDisplayConfig(dp.DisplayViewConfig):
     def get_list_display(self) -> Optional[dp.ListDisplay]:
         fields = []
         if self.view.kwargs.get("instrument_id", None):
-            fields = [dp.Field(key="instrument_list", label="Instrument List")]
-        if self.view.kwargs.get("instrument_list_id", None):
-            fields = [dp.Field(key="instrument", label="Instrument")]
+            fields = [dp.Field(key="instrument_list", label="Instrument List", width=Unit.PIXEL(250))]
+        elif self.view.kwargs.get("instrument_list_id", None):
+            fields = [
+                dp.Field(key="instrument", label="Instrument", width=Unit.PIXEL(300)),
+                dp.Field(key="instrument_str", label="Instrument Scraped", width=Unit.PIXEL(300)),
+            ]
         fields.extend(
             [
-                dp.Field(key="instrument_str", label="Instrument Scraped"),
-                dp.Field(key="from_date", label="From Date"),
-                dp.Field(key="to_date", label="To Date"),
-                dp.Field(key="comment", label="Comment"),
-                dp.Field(key="validated", label="Validated"),
+                dp.Field(key="from_date", label="From Date", width=Unit.PIXEL(125)),
+                dp.Field(key="to_date", label="To Date", width=Unit.PIXEL(125)),
+                dp.Field(key="comment", label="Comment", width=Unit.PIXEL(350)),
             ]
         )
         return dp.ListDisplay(

{wbfdm-1.49.1 → wbfdm-1.49.3}/wbfdm/viewsets/configs/display/instruments.py

@@ -219,7 +219,7 @@ class InstrumentDisplayConfig(DisplayViewConfig):
                     ),
                 ),
                 Page(
-                    title="Additional Informations",
+                    title="Classifications & Lists",
                     layouts={
                         default(): Layout(
                             grid_template_areas=[