wbfdm 1.49.3__py2.py3-none-any.whl → 1.49.5__py2.py3-none-any.whl

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.left_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/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-1.49.3.dist-info → wbfdm-1.49.5.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wbfdm
-Version: 1.49.3
+Version: 1.49.5
 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-1.49.3.dist-info → wbfdm-1.49.5.dist-info}/RECORD

@@ -100,7 +100,7 @@ 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=FSQ50viiaiwlZ6pudXZN4eLJuKBDDW_My3x1XjFrkZs,6513
+wbfdm/contrib/qa/dataloaders/market_data.py,sha256=Wp-LcQkytDCXQWywWkilhjgpIiT29U6_AUQRy3-pY6A,8104
 wbfdm/contrib/qa/dataloaders/officers.py,sha256=vytlQJJxmn4Y5HfNh5mHJAvuIrrsQSkNO-sONyhxftY,2940
 wbfdm/contrib/qa/dataloaders/reporting_dates.py,sha256=q25ccB0pbGfLJLV1A1_AY1XYWJ_Fa10egY09L1J-C5A,2628
 wbfdm/contrib/qa/dataloaders/statements.py,sha256=hC6YErJcvBTmaAmzscgeC4sBK3lYE2U5eIKRIE9b_cs,10094
@@ -120,7 +120,7 @@ wbfdm/dataloaders/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU
 wbfdm/dataloaders/cache.py,sha256=K9BeVxT7p-BMvjurINt18bfrUDccp840uIjfDBLJRNk,4841
 wbfdm/dataloaders/protocols.py,sha256=xFbexmhh38MWmkWsOSsfcNxdtrrWfO02qNihsqwA_BQ,2987
 wbfdm/dataloaders/proxies.py,sha256=3Wt-_bj98Ykf9uiJSznNqCUbRQYdR8EvqQ73tPuBfD8,7072
-wbfdm/dataloaders/types.py,sha256=wtXMGbUV-m32EHBCEbO5p3KPCHI87G_V9o9K0DpVgxM,5463
+wbfdm/dataloaders/types.py,sha256=wrV0PrKLkLog-rCjtcGFkQuzdeY1w-JGfAetq-mKqFs,5565
 wbfdm/factories/__init__.py,sha256=yYxAKBde_ksIr-3g4RjL6d5Wu-nmsuEDdYNyJpgfpQU,660
 wbfdm/factories/classifications.py,sha256=GJ0eARFTsj5dnKUsUYbLSIZLzTCy7RWhy7_f8Dn6IMQ,1827
 wbfdm/factories/controversies.py,sha256=GhuoEms1O7DIMVNAIbFEzD9DRv8j1MXIv0u1JK6Pi-o,929
@@ -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-1.49.3.dist-info/METADATA,sha256=2YCn-n0JG3nzg5cQU8_k_mjDX0IZPLwPOgi4E3cD5h4,737
-wbfdm-1.49.3.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
-wbfdm-1.49.3.dist-info/RECORD,,
+wbfdm-1.49.5.dist-info/METADATA,sha256=J1maIDn_TjS3rDZYXoy1Msb1CxOWeITETm5QYJ9NHUk,737
+wbfdm-1.49.5.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
+wbfdm-1.49.5.dist-info/RECORD,,