wbfdm 1.49.2__tar.gz → 1.49.4__tar.gz

{wbfdm-1.49.2 → wbfdm-1.49.4}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wbfdm
-Version: 1.49.2
+Version: 1.49.4
 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-1.49.2 → wbfdm-1.49.4}/wbfdm/contrib/qa/dataloaders/market_data.py

@@ -10,7 +10,7 @@ from django.db import ProgrammingError, connections
 from pypika import Case, Column, MSSQLQuery
 from pypika import functions as fn
 from pypika.enums import Order, SqlTypes
-from pypika.terms import LiteralValue, ValueWrapper
+from pypika.terms import ValueWrapper
 from wbcore.contrib.dataloader.dataloaders import Dataloader
 from wbcore.contrib.dataloader.utils import dictfetchall
 
@@ -66,7 +66,6 @@ class DatastreamMarketDataDataloader(MarketDataProtocol, Dataloader):
 
         # Define tables
         pricing = pk.Table("vw_DS2Pricing")
-        market_val = pk.Table("vw_DS2MktCap")
 
         mapping, create_mapping_table = create_table(
             "#ds2infoexchcode", Column("InfoCode", SqlTypes.INTEGER), Column("ExchIntCode", SqlTypes.INTEGER)
@@ -118,13 +117,34 @@ 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(
-                (pricing.InfoCode == market_val.InfoCode) & (pricing.MarketDate == market_val.MarketDate)
+            pricing_2 = pk.Table("vw_DS2Pricing", alias="pricing_2")
+            num_shares = pk.Table("DS2NumShares")
+            query = query.left_join(pricing_2).on(
+                (pricing_2.InfoCode == pricing.InfoCode)
+                & (pricing_2.ExchIntcode == pricing.ExchIntCode)
+                & (pricing_2.MarketDate == pricing.MarketDate)
+                & (pricing_2.AdjType == 0)
             )
 
-        for market_data in values:
+            value = pricing_2.Close_
+            if fx_rate:
+                value /= Case().when(pricing_2.Currency == target_currency, 1).else_(fx_rate.midrate)
+
+            query = query.select(value.as_("undadjusted_close"))
+            query = query.select(
+                MSSQLQuery.from_(num_shares)
+                .select(num_shares.NumShrs * 1_000)
+                .where((pricing_2.InfoCode == num_shares.InfoCode) & (num_shares.EventDate <= pricing_2.MarketDate))
+                .orderby(num_shares.EventDate, order=Order.desc)
+                .limit(1)
+                .as_("unadjusted_outstanding_shares")
+            )
+
+        for market_data in filter(
+            lambda x: x not in (MarketData.SHARES_OUTSTANDING, MarketData.MARKET_CAPITALIZATION), values
+        ):
             ds2_value = DS2MarketData[market_data.name].value
-            value = LiteralValue(ds2_value)
+            value = getattr(pricing, ds2_value)
             if fx_rate and market_data is not MarketData.SHARES_OUTSTANDING:
                 value /= Case().when(pricing.Currency == target_currency, 1).else_(fx_rate.midrate)
 
@@ -146,12 +166,27 @@ class DatastreamMarketDataDataloader(MarketDataProtocol, Dataloader):
                 for batch in batched(
                     self.entities.values_list("dl_parameters__market_data__parameters", flat=True), 1000
                 ):
-                    cursor.execute(reduce(lambda x, y: x.insert(y), batch, MSSQLQuery.into(mapping)).get_sql())
+                    sql = reduce(lambda x, y: x.insert(y), batch, MSSQLQuery.into(mapping)).get_sql()
+                    cursor.execute(sql)
+
+            # import sqlparse
+            # print(sqlparse.format(query.get_sql(), reindent=True))
 
             cursor.execute(query.get_sql())
 
             for row in dictfetchall(cursor, MarketDataDict):
                 row["instrument_id"] = lookup[row["external_identifier"]]
+
+                if MarketData.MARKET_CAPITALIZATION in values:
+                    row["market_capitalization"] = row["unadjusted_outstanding_shares"] * (
+                        row["undadjusted_close"] or 0
+                    )
+                    del row["unadjusted_outstanding_shares"]
+                    del row["undadjusted_close"]
+
+                if MarketData.SHARES_OUTSTANDING in values:
+                    row["outstanding_shares"] = (row["market_capitalization"] / row["close"]) if row["close"] else None
+
                 yield row
 
             cursor.execute(MSSQLQuery.drop_table(mapping).get_sql())

{wbfdm-1.49.2 → wbfdm-1.49.4}/wbfdm/dataloaders/types.py

@@ -66,6 +66,9 @@ class MarketDataDict(BaseDict):
     market_cap: NotRequired[float]
     calculated: NotRequired[bool]
 
+    unadjusted_close: NotRequired[float]
+    unadjusted_outstanding_shares: NotRequired[float | int]
+
 
 class CorporateActionDataDict(BaseDict):
     old_shares: float

{wbfdm-1.49.2 → wbfdm-1.49.4}/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-1.49.2 → wbfdm-1.49.4}/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=[