wbfdm 1.50.9__tar.gz → 1.50.10__tar.gz

{wbfdm-1.50.9 → wbfdm-1.50.10}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wbfdm
-Version: 1.50.9
+Version: 1.50.10
 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-1.50.9 → wbfdm-1.50.10}/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-1.50.9 → wbfdm-1.50.10}/wbfdm/filters/financials.py

@@ -7,15 +7,10 @@ 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",
+        method="fake_filter", label="Chart Type", choices=MarketDataChartType.choices, initial="close", required=True
     )
     benchmarks = filters.ModelMultipleChoiceFilter(
         label="Benchmarks",
@@ -35,14 +30,12 @@ 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 +44,10 @@ 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 +61,7 @@ class StatementFilter(filters.FilterSet):
         label="Data Type",
         choices=DataType.choices,
         required=True,
-        default=DataType.STANDARDIZED,
+        initial=DataType.STANDARDIZED,
     )
 
     class Meta:
@@ -88,7 +75,7 @@ class StatementWithEstimateFilter(filters.FilterSet):
         label="Calendar Type",
         choices=CalendarType.choices,
         required=True,
-        default=CalendarType.FISCAL,
+        initial=CalendarType.FISCAL,
     )
 
     class Meta:

{wbfdm-1.50.9 → wbfdm-1.50.10}/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-1.50.9 → wbfdm-1.50.10}/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:
@@ -30,7 +30,7 @@ class InstrumentPriceFilterSet(wb_filters.FilterSet):
         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 +70,7 @@ 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 +84,11 @@ 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-1.50.9 → wbfdm-1.50.10}/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",
     )
 
@@ -93,7 +93,7 @@ class InstrumentFilterSet(TagFilterMixin, InstrumentFavoriteGroupFilterSet):
         return queryset
 
     is_investable = wb_filters.BooleanFilter(
-        label="Is Investable", default=True, method="filter_is_investable", hidden=True
+        label="Is Investable", initial=True, method="filter_is_investable", hidden=True
     )
 
     def filter_is_investable(self, queryset, name, value):
@@ -171,7 +171,7 @@ 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 +195,7 @@ 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: