wbfdm 1.51.5__tar.gz → 1.51.6__tar.gz

{wbfdm-1.51.5 → wbfdm-1.51.6}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wbfdm
-Version: 1.51.5
+Version: 1.51.6
 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-1.51.5 → wbfdm-1.51.6}/wbfdm/models/instruments/querysets.py

@@ -1,3 +1,4 @@
+import logging
 from contextlib import suppress
 from datetime import date
 from decimal import Decimal
@@ -21,6 +22,8 @@ from wbcore.contrib.currency.models import CurrencyFXRates
 
 from wbfdm.enums import MarketData
 
+logger = logging.getLogger("pms")
+
 
 class InstrumentQuerySet(QuerySet):
     def filter_active_at_date(self, val_date: date):
@@ -150,6 +153,12 @@ class InstrumentQuerySet(QuerySet):
 
             for instrument_id, dff in df.groupby("instrument_id", group_keys=False, as_index=False):
                 dff = dff.drop(columns=["instrument_id"]).set_index("date").sort_index()
+                if dff.index.duplicated().any():
+                    dff = dff.groupby(level=0).first()
+                    logger.warning(
+                        f"We detected a duplicated index for instrument id {instrument_id}. Please correct the dl parameter which likely introduced this issue."
+                    )
+
                 dff = dff.reindex(pd.date_range(dff.index.min(), dff.index.max(), freq="B"))
                 dff[["close", "market_capitalization"]] = dff[["close", "market_capitalization"]].astype(float).ffill()
                 dff.volume = dff.volume.astype(float).fillna(0)