wbfdm 1.49.5__py2.py3-none-any.whl → 1.59.4__py2.py3-none-any.whl

wbfdm/dataloaders/protocols.py

@@ -7,6 +7,7 @@ from wbfdm.dataloaders.types import (
     ESGControversyDataDict,
     ESGDataDict,
     FinancialDataDict,
+    FXRateDict,
     MarketDataDict,
     OfficerDataDict,
     ReportDateDataDict,
@@ -36,15 +37,25 @@ class AdjustmentsProtocol(Protocol):
     ) -> Iterator[AdjustmentDataDict]: ...
 
 
+class FXRateProtocol(Protocol):
+    def fx_rates(
+        self,
+        from_date: date,
+        to_date: date,
+        target_currency: str,
+    ) -> Iterator[FXRateDict]: ...
+
+
 class MarketDataProtocol(Protocol):
     def market_data(
         self,
-        values: list[MarketData] = [MarketData.CLOSE],
+        values: list[MarketData] | None = None,
         from_date: date | None = None,
         to_date: date | None = None,
         exact_date: date | None = None,
         frequency: Frequency = Frequency.DAILY,
         target_currency: str | None = None,
+        apply_fx_rate: bool = True,
     ) -> Iterator[MarketDataDict]: ...
 
 

wbfdm/dataloaders/proxies.py

@@ -9,6 +9,7 @@ from wbfdm.dataloaders.protocols import (
     ESGControversyProtocol,
     ESGProtocol,
     FinancialsProtocol,
+    FXRateProtocol,
     MarketDataProtocol,
     OfficersProtocol,
     ReportDateProtocol,
@@ -20,6 +21,7 @@ from wbfdm.dataloaders.types import (
     ESGControversyDataDict,
     ESGDataDict,
     FinancialDataDict,
+    FXRateDict,
     MarketDataDict,
     OfficerDataDict,
     ReportDateDataDict,
@@ -53,7 +55,8 @@ def _market_data_row_parser(row):
 
 class InstrumentDataloaderProxy(
     DataloaderProxy[
-        AdjustmentsProtocol
+        FXRateProtocol
+        | AdjustmentsProtocol
         | MarketDataProtocol
         | CorporateActionsProtocol
         | OfficersProtocol
@@ -68,6 +71,15 @@ class InstrumentDataloaderProxy(
         for dl in self.iterate_dataloaders("reporting_dates"):
             yield from dl.reporting_dates(only_next=only_next)
 
+    def fx_rates(
+        self,
+        from_date: date,
+        to_date: date,
+        target_currency: str,
+    ) -> Iterator[FXRateDict]:
+        for dl in self.iterate_dataloaders("fx_rates"):
+            yield from dl.fx_rates(from_date, to_date, target_currency)
+
     def adjustments(self, from_date: date | None = None, to_date: date | None = None) -> Iterator[AdjustmentDataDict]:
         for dl in self.iterate_dataloaders("adjustments"):
             yield from dl.adjustments(from_date=from_date, to_date=to_date)
@@ -80,6 +92,7 @@ class InstrumentDataloaderProxy(
         exact_date: date | None = None,
         frequency: Frequency = Frequency.DAILY,
         target_currency: str | None = None,
+        apply_fx_rate: bool = True,
     ) -> Iterator[MarketDataDict]:
         if not values:
             values = list(MarketData)
@@ -93,6 +106,7 @@ class InstrumentDataloaderProxy(
                     exact_date=exact_date,
                     frequency=frequency,
                     target_currency=target_currency,
+                    apply_fx_rate=apply_fx_rate,
                 ),
             )
 

wbfdm/dataloaders/types.py

@@ -26,6 +26,12 @@ class BaseDict(TypedDict):
     currency: NotRequired[str]
 
 
+class FXRateDict(TypedDict):
+    currency_pair: str
+    fx_date: date
+    fx_rate: float
+
+
 class MarketDataDict(BaseDict):
     """
     Represents a dictionary for daily valuation data.
@@ -65,7 +71,7 @@ class MarketDataDict(BaseDict):
     volume: NotRequired[float]
     market_cap: NotRequired[float]
     calculated: NotRequired[bool]
-
+    fx_rate: NotRequired[float]
     unadjusted_close: NotRequired[float]
     unadjusted_outstanding_shares: NotRequired[float | int]
 

wbfdm/enums.py

@@ -21,12 +21,14 @@ class MarketData(ChoiceEnum):
     VOLUME = "volume"
     SHARES_OUTSTANDING = "outstanding_shares"
     MARKET_CAPITALIZATION = "market_capitalization"
+    MARKET_CAPITALIZATION_CONSOLIDATED = "market_capitalization_consolidated"
 
     @classmethod
     def name_mapping(cls):
         return {
             cls.CLOSE.value: "Closing Price",
             cls.MARKET_CAPITALIZATION.value: "Market Cap.",
+            cls.MARKET_CAPITALIZATION_CONSOLIDATED.value: "Market Cap. (Consolidated)",
         }
 
 

wbfdm/factories/instruments.py

@@ -21,13 +21,15 @@ class InstrumentFactory(factory.django.DjangoModelFactory):
     instrument_type = factory.SubFactory(InstrumentTypeFactory)
     inception_date = factory.Faker("past_date")
     delisted_date = None
-    currency = factory.SubFactory("wbcore.contrib.currency.factories.CurrencyFactory")
+    currency = factory.SubFactory("wbcore.contrib.currency.factories.CurrencyUSDFactory")
     country = factory.SubFactory("wbcore.contrib.geography.factories.CountryFactory")
     exchange = factory.SubFactory("wbfdm.factories.exchanges.ExchangeFactory")
 
     identifier = factory.LazyAttribute(lambda o: rstr.xeger("([A-Z]{2}[A-Z0-9]{9}[0-9]{1})"))
     isin = factory.LazyAttribute(lambda o: rstr.xeger("([A-Z]{2}[A-Z0-9]{9}[0-9]{1})"))
     ticker = factory.LazyAttribute(lambda o: rstr.xeger("([A-Z]{4})"))
+    refinitiv_identifier_code = factory.LazyAttribute(lambda o: rstr.xeger("([A-Z]{4})"))
+    sedol = factory.LazyAttribute(lambda o: rstr.xeger("([A-Z]{4})"))
     dl_parameters = {"market_data": {"path": "wbfdm.contrib.internal.dataloaders.market_data.MarketDataDataloader"}}
 
     @factory.post_generation
@@ -54,7 +56,7 @@ class InstrumentFactory(factory.django.DjangoModelFactory):
 
 class CashFactory(factory.django.DjangoModelFactory):
     is_cash = True
-    currency = factory.SubFactory("wbcore.contrib.currency.factories.CurrencyFactory")
+    currency = factory.SubFactory("wbcore.contrib.currency.factories.CurrencyUSDFactory")
     name = factory.LazyAttribute(lambda o: o.currency.title)
     instrument_type = factory.LazyAttribute(
         lambda o: InstrumentType.objects.get_or_create(key="cash", defaults={"name": "Cash", "short_name": "Cash"})[0]

wbfdm/figures/financials/financial_analysis_charts.py

@@ -115,13 +115,7 @@ class FinancialAnalysisGenerator:
         self.instruments_repr_map = {i.id: i.name_repr for i in self.instruments}
         self.currency_map = {i.id: i.currency.id for i in self.instruments}
 
-    def build_df(
-        self,
-        instrument_prices_field_names: list[str] = [],
-        fundamental_field_names: list[str] = [],
-        forecast_field_names: list[str] = [],
-        daily_fundamental_field_names: list[str] = [],
-    ):
+    def build_df(self, **kwargs):
         """
         Used to returns a df with all the variables passed in four separate lists
 
@@ -239,7 +233,7 @@ class FinancialAnalysisGenerator:
     @staticmethod
     def clean_data(
         df: pd.DataFrame,
-        var_list: list[str] = [],
+        var_list: list[str],
         drop_negative=True,
         q_low: float = 0.05,
         q_high: float = 0.95,

wbfdm/filters/classifications.py

@@ -67,7 +67,7 @@ class ClassificationTreeChartFilter(wb_filters.FilterSet):
 
     aggregation_type = wb_filters.ChoiceFilter(
         choices=[("classification_count", "Classification Count"), ("instrument_count", "Instrument Count")],
-        default="classification_count",
+        initial="classification_count",
         label="Aggregation Type",
         method="fake_filter",
     )
@@ -89,7 +89,7 @@ class InstrumentClassificationThroughModelViewFilterSet(wb_filters.FilterSet):
         endpoint=ClassificationGroup.get_representation_endpoint(),
         value_key=ClassificationGroup.get_representation_value_key(),
         label_key=ClassificationGroup.get_representation_label_key(),
-        default=_get_default_classification_group_id,
+        initial=_get_default_classification_group_id,
     )
 
     class Meta:

wbfdm/filters/financials.py

@@ -7,15 +7,14 @@ from wbfdm.models.instruments import Instrument
 
 class MarketDataChartFilterSet(filters.FilterSet):
     period = filters.FinancialPerformanceDateRangeFilter(
-        label="Period",
-        method="fake_filter",
-        default=five_year_data_range,
+        label="Period", method="fake_filter", initial=five_year_data_range, required=True
     )
     chart_type = filters.ChoiceFilter(
         method="fake_filter",
         label="Chart Type",
         choices=MarketDataChartType.choices,
-        default="close",
+        required=True,
+        initial=MarketDataChartType.CLOSE,
     )
     benchmarks = filters.ModelMultipleChoiceFilter(
         label="Benchmarks",
@@ -35,14 +34,12 @@ class MarketDataChartFilterSet(filters.FilterSet):
     volume = filters.BooleanFilter(
         method="fake_filter",
         label="Add Volume",
-        default=False,
-        required=False,
+        initial=False,
     )
     show_estimates = filters.BooleanFilter(
         method="fake_filter",
         label="Show Estimates",
-        default=True,
-        required=False,
+        initial=True,
     )
 
     class Meta:
@@ -51,16 +48,10 @@ class MarketDataChartFilterSet(filters.FilterSet):
 
 
 class FinancialRatioFilterSet(filters.FilterSet):
-    ttm = filters.BooleanFilter(
-        method="fake_filter",
-        label="TTM/FTM",
-        default=True,
-    )
+    ttm = filters.BooleanFilter(method="fake_filter", label="TTM/FTM", initial=True, required=True)
 
     period = filters.FinancialPerformanceDateRangeFilter(
-        method="fake_filter",
-        label="Period",
-        default=five_year_data_range,
+        method="fake_filter", label="Period", initial=five_year_data_range, required=True
     )
 
     class Meta:
@@ -74,7 +65,7 @@ class StatementFilter(filters.FilterSet):
         label="Data Type",
         choices=DataType.choices,
         required=True,
-        default=DataType.STANDARDIZED,
+        initial=DataType.STANDARDIZED,
     )
 
     class Meta:
@@ -88,7 +79,7 @@ class StatementWithEstimateFilter(filters.FilterSet):
         label="Calendar Type",
         choices=CalendarType.choices,
         required=True,
-        default=CalendarType.FISCAL,
+        initial=CalendarType.FISCAL,
     )
 
     class Meta:

wbfdm/filters/financials_analysis.py

@@ -48,7 +48,7 @@ class FinancialAnalysisValuationRatiosFilterSet(wb_filters.FilterSet):
         label="Date Range",
         required=True,
         clearable=False,
-        default=lambda r, v, q: DateRange(_get_12m(r, v, q), date.today()),
+        initial=lambda r, v, q: DateRange(_get_12m(r, v, q), date.today()),
     )
 
     class OutputChoices(models.TextChoices):
@@ -61,34 +61,46 @@ class FinancialAnalysisValuationRatiosFilterSet(wb_filters.FilterSet):
         ROLLING = "ROLLING", "Rolling"
 
     output = wb_filters.ChoiceFilter(
-        choices=OutputChoices.choices, label="Output", method="fake_filter", default=OutputChoices.CHART
+        choices=OutputChoices.choices, label="Output", method="fake_filter", initial=OutputChoices.CHART, required=True
     )
     period = wb_filters.ChoiceFilter(
-        choices=PeriodChoices.choices, label="Period", method="fake_filter", default=PeriodChoices.NTM
+        choices=PeriodChoices.choices, label="Period", method="fake_filter", initial=PeriodChoices.NTM, required=True
     )
-    vs_related = wb_filters.BooleanFilter(label="Versus related", default=False, method="fake_filter")
-    clean_data = wb_filters.BooleanFilter(label="Clean data", default=True, method="fake_filter")
-    ranges = wb_filters.BooleanFilter(label="Draw ranges", default=False, required=False, method="fake_filter")
+    vs_related = wb_filters.BooleanFilter(label="Versus related", initial=False, required=True, method="fake_filter")
+    clean_data = wb_filters.BooleanFilter(label="Clean data", initial=True, required=True, method="fake_filter")
+    ranges = wb_filters.BooleanFilter(label="Draw ranges", initial=False, method="fake_filter")
     range_type = wb_filters.ChoiceFilter(
         choices=RangeChoices.choices,
         label="Range type",
         method="fake_filter",
         required=True,
-        default=RangeChoices.MINMAX,
+        initial=RangeChoices.MINMAX,
     )
     range_period = wb_filters.NumberFilter(
-        precision=0, label="Rolling period", method="fake_filter", required=True, default=120
+        precision=0, label="Rolling period", method="fake_filter", required=True, initial=120
     )
     x_axis_var = wb_filters.ChoiceFilter(
-        choices=VariableChoices.choices, label="X-Axis", method="fake_filter", default=VariableChoices.EPSG
+        choices=VariableChoices.choices,
+        label="X-Axis",
+        method="fake_filter",
+        initial=VariableChoices.EPSG,
+        required=True,
     )
     y_axis_var = wb_filters.ChoiceFilter(
-        choices=VariableChoices.choices, label="Y-Axis", method="fake_filter", default=VariableChoices.PE
+        choices=VariableChoices.choices,
+        label="Y-Axis",
+        method="fake_filter",
+        initial=VariableChoices.PE,
+        required=True,
     )
     z_axis_var = wb_filters.ChoiceFilter(
-        choices=VariableChoices.choices, label="Bubble", method="fake_filter", default=VariableChoices.MKTCAP
+        choices=VariableChoices.choices,
+        label="Bubble",
+        method="fake_filter",
+        initial=VariableChoices.MKTCAP,
+        required=True,
     )
-    median = wb_filters.BooleanFilter(label="Median", default=True, method="fake_filter")
+    median = wb_filters.BooleanFilter(label="Median", initial=True, required=True, method="fake_filter")
 
     class Meta:
         model = Instrument
@@ -101,19 +113,27 @@ class EarningsAnalysisFilterSet(wb_filters.FilterSet):
         label="Date Range",
         required=True,
         clearable=False,
-        default=lambda r, v, q: DateRange(_get_12m(r, v, q), date.today()),
+        initial=lambda r, v, q: DateRange(_get_12m(r, v, q), date.today()),
     )
 
     class OutputChoices(models.TextChoices):
         EPS = "EPS", "Earnings ($)"
 
     analysis = wb_filters.ChoiceFilter(
-        choices=OutputChoices.choices, label="Analysis", method=lambda q, n, v: q, default=OutputChoices.EPS
+        choices=OutputChoices.choices,
+        label="Analysis",
+        method=lambda q, n, v: q,
+        initial=OutputChoices.EPS,
+        required=True,
     )
     period = wb_filters.ChoiceFilter(
-        choices=PeriodChoices.choices, label="Period", method=lambda q, n, v: q, default=PeriodChoices.NTM
+        choices=PeriodChoices.choices,
+        label="Period",
+        method=lambda q, n, v: q,
+        initial=PeriodChoices.NTM,
+        required=True,
     )
-    vs_related = wb_filters.BooleanFilter(label="Show related", default=False, method=lambda q, n, v: q)
+    vs_related = wb_filters.BooleanFilter(label="Show related", initial=False, required=True, method=lambda q, n, v: q)
 
     class Meta:
         model = Instrument

wbfdm/filters/instrument_prices.py

@@ -16,7 +16,7 @@ class FakeDateRange(wb_filters.FilterSet):
         label="Date Range",
         required=True,
         clearable=False,
-        default=lambda r, v, q: DateRange(byearend_2_year_ago(r, v, q), date.today()),
+        initial=lambda r, v, q: DateRange(byearend_2_year_ago(r, v, q), date.today()),
     )
 
     class Meta:
@@ -26,11 +26,10 @@ class FakeDateRange(wb_filters.FilterSet):
 
 class InstrumentPriceFilterSet(wb_filters.FilterSet):
     date = wb_filters.FinancialPerformanceDateRangeFilter(
-        method=wb_filters.DateRangeFilter.base_date_range_filter_method,
         label="Date Range",
         required=True,
         clearable=False,
-        default=lambda r, v, q: DateRange(get_earliest_date(r, v, q), get_latest_date(r, v, q)),
+        initial=lambda r, v, q: DateRange(get_earliest_date(r, v, q), get_latest_date(r, v, q)),
     )
 
     class Meta:
@@ -70,7 +69,7 @@ class InstrumentPriceMultipleBenchmarkChartFilterSet(InstrumentPriceFilterSet):
         filter_params={"is_security": True},
         method="fake_filter",
     )
-    normalized = wb_filters.BooleanFilter(label="Normalize", default=True, method="fake_filter")
+    normalized = wb_filters.BooleanFilter(label="Normalize", initial=True, required=True, method="fake_filter")
 
     class Meta:
         model = InstrumentPrice
@@ -84,7 +83,11 @@ class InstrumentPriceFrequencyFilter(InstrumentPriceFilterSet):
         MONTHLY = "BME", "Monthly"
 
     frequency = wb_filters.ChoiceFilter(
-        label="Frequency", choices=FrequencyChoice.choices, default=FrequencyChoice.DAILY, method="fake_filter"
+        label="Frequency",
+        choices=FrequencyChoice.choices,
+        initial=FrequencyChoice.DAILY,
+        required=True,
+        method="fake_filter",
     )
 
     class Meta:

wbfdm/filters/instruments.py

@@ -29,7 +29,7 @@ class InstrumentFavoriteGroupFilterSet(wb_filters.FilterSet):
         endpoint=InstrumentFavoriteGroup.get_representation_endpoint(),
         value_key=InstrumentFavoriteGroup.get_representation_value_key(),
         label_key=InstrumentFavoriteGroup.get_representation_label_key(),
-        default=get_default_favorite_group,
+        initial=get_default_favorite_group,
         method="filter_favorite_group",
     )
 
@@ -44,6 +44,21 @@ class InstrumentFavoriteGroupFilterSet(wb_filters.FilterSet):
 
 
 class InstrumentFilterSet(TagFilterMixin, InstrumentFavoriteGroupFilterSet):
+    sibling_of = wb_filters.ModelChoiceFilter(
+        label="Sibling Of",
+        queryset=Instrument.objects.all(),
+        endpoint=Instrument.get_representation_endpoint(),
+        value_key=Instrument.get_representation_value_key(),
+        label_key=Instrument.get_representation_label_key(),
+        filter_params={"is_investable_universe": True},
+        method="filter_sibling_of",
+    )
+
+    def filter_sibling_of(self, queryset, name, value):
+        if value:
+            return queryset.filter(currency=value.currency, parent=value.parent).exclude(id=value.id)
+        return queryset
+
     parent = wb_filters.ModelChoiceFilter(
         label="Parent",
         queryset=Instrument.objects.all(),
@@ -52,6 +67,7 @@ class InstrumentFilterSet(TagFilterMixin, InstrumentFavoriteGroupFilterSet):
         label_key=Instrument.get_representation_label_key(),
         hidden=True,
     )
+    parent__isnull = wb_filters.BooleanFilter(field_name="parent", lookup_expr="isnull", hidden=True)
 
     classifications = wb_filters.ModelChoiceFilter(
         label="Classification",
@@ -92,9 +108,7 @@ class InstrumentFilterSet(TagFilterMixin, InstrumentFavoriteGroupFilterSet):
             )
         return queryset
 
-    is_investable = wb_filters.BooleanFilter(
-        label="Is Investable", default=True, method="filter_is_investable", hidden=True
-    )
+    is_investable = wb_filters.BooleanFilter(label="Is Investable", method="filter_is_investable", hidden=True)
 
     def filter_is_investable(self, queryset, name, value):
         if value:
@@ -139,7 +153,7 @@ class InstrumentFilterSet(TagFilterMixin, InstrumentFavoriteGroupFilterSet):
             if "parent" in data:
                 data.pop("classifications", None)  # remove classifications in case we are navigating the tree
                 data.pop("level", None)
-        super().__init__(data=data, *args, **kwargs)
+        super().__init__(*args, data=data, **kwargs)
 
     class Meta:
         model = Instrument
@@ -171,7 +185,7 @@ class BaseClassifiedInstrumentFilterSet(TagFilterMixin, wb_filters.FilterSet):
         endpoint=ClassificationGroup.get_representation_endpoint(),
         value_key=ClassificationGroup.get_representation_value_key(),
         label_key=ClassificationGroup.get_representation_label_key(),
-        default=_get_default_classification_group_id,
+        initial=_get_default_classification_group_id,
         method="fake_filter",
         required=True,
     )
@@ -195,7 +209,7 @@ class MonthlyPerformancesInstrumentFilterSet(wb_filters.FilterSet):
         required=True,
         clearable=False,
         method="fake_filter",
-        default=lambda r, v, q: DateRange(get_earliest_date(r, v, q), get_latest_date(r, v, q)),
+        initial=lambda r, v, q: DateRange(get_earliest_date(r, v, q), get_latest_date(r, v, q)),
     )
 
     class Meta:

wbfdm/import_export/backends/cbinsights/utils/client.py

@@ -7,11 +7,11 @@ from celery import shared_task
 from tqdm import tqdm
 
 
-class RateLimitException(Exception):
+class RateLimitError(Exception):
     pass
 
 
-class CreditLimitException(Exception):
+class CreditLimitError(Exception):
     pass
 
 
@@ -38,17 +38,18 @@ class Client:
             url,
             params={**params, **{"nextPageToken": next_page_token}} if next_page_token else params,
             headers={"authorization": self.jwt_header_value},
+            timeout=10,
         )
         if resp.status_code != 200:
             if resp.status_code == 429:
-                raise RateLimitException()
+                raise RateLimitError()
             raise requests.ConnectionError(
                 f"unexpected error from api\nstatus_code: {resp.status_code}\nerror: {resp.text}"
             )
 
         if credits_remaining_str := resp.headers.get("x-cbinsights-credits-remaining", None):
             if int(credits_remaining_str) <= 0:
-                raise CreditLimitException()
+                raise CreditLimitError()
 
         return resp.json()
 
@@ -72,11 +73,11 @@ class Client:
                 resp = self._request(data_url, params=params, next_page_token=next_page_token)
                 yield resp
                 next_page_token = resp["nextPageToken"]
-            except RateLimitException:
+            except RateLimitError:
                 time.sleep(self.rate_limit_sleep)
                 retry += 1
         if retry >= 5:
-            raise RateLimitException()
+            raise RateLimitError()
 
     def _chunk_paginated_request(self, data_url, org_ids, extra_params, endpoint, debug: bool = False):
         data = []
@@ -96,8 +97,7 @@ class Client:
         auth_url = "https://api.cbinsights.com/v1/authorize"
 
         auth_resp = requests.get(
-            auth_url,
-            params={"clientId": self.client_id, "clientSecret": self.client_secret},
+            auth_url, params={"clientId": self.client_id, "clientSecret": self.client_secret}, timeout=10
         )
 
         if auth_resp.status_code != 200:

wbfdm/import_export/backends/refinitiv/utils/controller.py

@@ -61,7 +61,7 @@ class Controller:
         instrument_ric: str = None,
         instrument_isin: str = None,
         instrument_mnemonic: str = None,
-        perm_id_symbols: list[str] = ["QPID", "IPID"],
+        perm_id_symbols: tuple[str, ...] = ("QPID", "IPID"),
     ) -> str | None:
         def _process_ticker(ticker):
             if not (df := self.client.get_static_df(tickers=[ticker], fields=perm_id_symbols)).empty: