wbfdm 1.49.8__py2.py3-none-any.whl → 1.49.9__py2.py3-none-any.whl

wbfdm/models/instruments/querysets.py

@@ -1,9 +1,11 @@
-import math
 from contextlib import suppress
 from datetime import date
+from decimal import Decimal
 
 import numpy as np
 import pandas as pd
+from django.core.exceptions import ValidationError
+from django.core.validators import DecimalValidator
 from django.db.models import (
     AutoField,
     Exists,
@@ -88,43 +90,46 @@ class InstrumentQuerySet(QuerySet):
         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:
+            close = row.get("close", None)
+            price_date = row.get("date")
+            if price_date and close is not None:
+                close = round(Decimal(close), 6)
+                # we validate that close can be inserting into our table<
+                with suppress(ValidationError):
+                    validator = DecimalValidator(16, 6)
+                    validator(close)
                     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),
-                        )
+                        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(
@@ -154,6 +159,7 @@ class InstrumentQuerySet(QuerySet):
                 dff = dff.reset_index(names="date").dropna(subset=["close"])
                 dff = dff.replace([np.inf, -np.inf, np.nan], None)
                 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

@@ -51,7 +51,6 @@ def update_of_investable_universe_data(
     Instrument.investable_universe.update(
         is_investable_universe=True
     )  # ensure all the investable universe is marked as such
-
     instruments = Instrument.active_objects.filter(is_investable_universe=True, delisted_date__isnull=True).exclude(
         Q(is_managed=True)
         | Q(dl_parameters__market_data__path="wbfdm.contrib.internal.dataloaders.market_data.MarketDataDataloader")

wbfdm/viewsets/configs/display/instrument_prices.py

@@ -37,70 +37,6 @@ perf_formatting_rules_bold = [
     ),
 ]
 
-instrument_formatting_rules = [
-    dp.Formatting(
-        column="instrument_vs_benchmark",
-        formatting_rules=[
-            dp.FormattingRule(
-                style={"color": WBColor.GREEN_DARK.value},
-                condition=("==", True),
-            ),
-            dp.FormattingRule(
-                style={"color": WBColor.RED_DARK.value},
-                condition=("==", False),
-            ),
-        ],
-    ),
-]
-
-benchmark_formatting_rules = [
-    dp.Formatting(
-        column="instrument_vs_benchmark",
-        formatting_rules=[
-            dp.FormattingRule(
-                style={"color": WBColor.GREEN_DARK.value},
-                condition=("==", False),
-            ),
-            dp.FormattingRule(
-                style={"color": WBColor.RED_DARK.value},
-                condition=("==", True),
-            ),
-        ],
-    ),
-]
-
-instrument_one_year_formatting_rules = [
-    dp.Formatting(
-        column="instrument_vs_benchmark_one_year",
-        formatting_rules=[
-            dp.FormattingRule(
-                style={"color": WBColor.GREEN_DARK.value},
-                condition=("==", True),
-            ),
-            dp.FormattingRule(
-                style={"color": WBColor.RED_DARK.value},
-                condition=("==", False),
-            ),
-        ],
-    ),
-]
-
-benchmark_one_year_formatting_rules = [
-    dp.Formatting(
-        column="instrument_vs_benchmark_one_year",
-        formatting_rules=[
-            dp.FormattingRule(
-                style={"color": WBColor.GREEN_DARK.value},
-                condition=("==", False),
-            ),
-            dp.FormattingRule(
-                style={"color": WBColor.RED_DARK.value},
-                condition=("==", True),
-            ),
-        ],
-    ),
-]
-
 
 class InstrumentPriceDisplayConfig(DisplayViewConfig):
     def get_list_display(self) -> Optional[dp.ListDisplay]:
@@ -170,19 +106,15 @@ class FinancialStatisticsInstrumentPandasDisplayConfig(DisplayViewConfig):
                         ),
                     ],
                 ),
-                dp.Field(
-                    key="instrument_statistics", label="Instrument", formatting_rules=instrument_formatting_rules
-                ),
-                dp.Field(key="benchmark_statistics", label="Benchmark", formatting_rules=benchmark_formatting_rules),
+                dp.Field(key="instrument_statistics", label="Instrument"),
+                dp.Field(key="benchmark_statistics", label="Benchmark"),
                 dp.Field(
                     key="instrument_one_year",
                     label="Instrument - One Year",
-                    formatting_rules=instrument_one_year_formatting_rules,
                 ),
                 dp.Field(
                     key="benchmark_one_year",
                     label="Benchmark - One Year",
-                    formatting_rules=benchmark_one_year_formatting_rules,
                 ),
             ]
         )

{wbfdm-1.49.8.dist-info → wbfdm-1.49.9.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wbfdm
-Version: 1.49.8
+Version: 1.49.9
 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-1.49.8.dist-info → wbfdm-1.49.9.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=2jb5K3qqsA-IKjT2Jf7Ogl7Bp9XBDM8TCcd-L61VckY,4363
+wbfdm/tasks.py,sha256=rjbbDewuiDmfO54tBUwPiNV9AoDKnIx382riyExWwnI,4362
 wbfdm/urls.py,sha256=pDp9I0kktxicad8sXXEUT7402jZPMJNcE5R1doTlcMw,8887
 wbfdm/utils.py,sha256=4cWrCpqXxHIjtSlt4DDPFvmtaqXw_H0nqhM6sGuXx0o,1938
 wbfdm/admin/__init__.py,sha256=Z1VtH_gjD71K79KcD-2Q2Lu_p_7j0akMZj7gNxdz1CQ,1398
@@ -234,7 +234,7 @@ wbfdm/models/instruments/instrument_requests.py,sha256=XbpofRS8WHadHlTFjvXJyd0o7
 wbfdm/models/instruments/instruments.py,sha256=T0Ey5tMbUnA8DMroY1c959hOL9bI-CwTZnq5XhxCmi4,39934
 wbfdm/models/instruments/options.py,sha256=hFprq7B5t4ctz8nVqzFsBEzftq_KDUSsSXl1zJyh7tE,7094
 wbfdm/models/instruments/private_equities.py,sha256=uzwZi8IkmCKAHVTxnuFya9tehx7kh57sTlTEi1ieDaM,2198
-wbfdm/models/instruments/querysets.py,sha256=gL-uC5MfsX58RInK64Pok49tqeZhZY7xKPvPiwmraSQ,6732
+wbfdm/models/instruments/querysets.py,sha256=c9fbHVvIRyaFU7jm_CM90lfIVzB8beOD8YII9-FqdT4,7191
 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
@@ -295,7 +295,7 @@ wbfdm/viewsets/configs/display/esg.py,sha256=NcBZDxkIsGd-APYt4yJRNJjfmbmkC0O-H1q
 wbfdm/viewsets/configs/display/exchanges.py,sha256=uo-rh_20FjreGmqAiPbU0zTZ-I2CoV0bBC4uxX4hQbs,1946
 wbfdm/viewsets/configs/display/financial_summary.py,sha256=K8CPV9uy0wsK-yLQIDTqMAXTb-W1-pUp6OCMwii7jYo,4738
 wbfdm/viewsets/configs/display/instrument_lists.py,sha256=UF_M41sBDDxGLDlKxLdAHqo8S1iHJfvIwZbLuoeaGuA,5239
-wbfdm/viewsets/configs/display/instrument_prices.py,sha256=QWDIPxWfgJjqHNB0cEShw1jH7zRkIYhJK9jhTE983EA,6940
+wbfdm/viewsets/configs/display/instrument_prices.py,sha256=CdZg-Fwd__DP0Ym8TBsupbVZzhoMbNfOJQKCmgKvwCc,4908
 wbfdm/viewsets/configs/display/instrument_requests.py,sha256=CarX1MGe64roHZETm2N4HsEMssHVI5mWw2xTUBjgi-k,5129
 wbfdm/viewsets/configs/display/instruments.py,sha256=PTSl-d8iLvm_rbUF-3hf4s85R2lhttJX9FNi9JHTr2M,17413
 wbfdm/viewsets/configs/display/instruments_relationships.py,sha256=BLAl2ZciWR5Waf3qPd1QQwdiupgIf_wGK6rmYe9byuY,2480
@@ -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-1.49.8.dist-info/METADATA,sha256=9qzIo46kVkIFVK99n94HwfAvS2ssiFATmM3CBM5D-P8,737
-wbfdm-1.49.8.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
-wbfdm-1.49.8.dist-info/RECORD,,
+wbfdm-1.49.9.dist-info/METADATA,sha256=4J-SnkMs8VvigqFshpnyVP-SDd-YDUSVvhBkw5NYfKQ,737
+wbfdm-1.49.9.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
+wbfdm-1.49.9.dist-info/RECORD,,