wbfdm 1.54.11__py2.py3-none-any.whl → 1.54.13__py2.py3-none-any.whl

wbfdm/contrib/internal/dataloaders/market_data.py

@@ -2,7 +2,7 @@ from datetime import date
 from decimal import Decimal
 from typing import Iterator
 
-from django.db.models import Value
+from django.db.models import Case, Value, When
 from django.db.models.functions import Coalesce
 from wbcore.contrib.currency.models import Currency, CurrencyFXRates
 from wbcore.contrib.dataloader.dataloaders import Dataloader
@@ -56,6 +56,10 @@ class MarketDataDataloader(MarketDataProtocol, Dataloader):
         Returns:
             Iterator[MarketDataDict]: An iterator of dictionaries conforming to the DailyValuationDict.
         """
+        if not values:
+            values = DEFAULT_VALUES
+        values_map = {value.name: MarketDataMap[value.name] for value in values if value.name in MarketDataMap}
+        calculated = kwargs.get("calculated", None)
         try:
             target_currency = Currency.objects.get(key=target_currency)
         except Currency.DoesNotExist:
@@ -71,21 +75,12 @@ class MarketDataDataloader(MarketDataProtocol, Dataloader):
             else Value(Decimal("1"))
         )
 
-        prices = (
-            InstrumentPrice.objects.filter(instrument__in=self.entities)
-            .annotate_market_data()
-            .annotate(fx_rate=fx_rate)
-        )  # type: ignore
-        calculated = kwargs.get("calculated", None)
+        prices = InstrumentPrice.objects.filter(instrument__in=self.entities)
         if calculated is not None:
             prices = prices.filter(calculated=calculated)
         else:
             prices = prices.filter_only_valid_prices()
 
-        prices = prices.order_by("date")
-        if not values:
-            values = DEFAULT_VALUES
-        values_map = {value.name: MarketDataMap[value.name] for value in values if value.name in MarketDataMap}
         if exact_date:
             prices = prices.filter(date=exact_date)
         else:
@@ -93,7 +88,11 @@ class MarketDataDataloader(MarketDataProtocol, Dataloader):
                 prices = prices.filter(date__gte=from_date)
             if to_date:
                 prices = prices.filter(date__lte=to_date)
-        for row in prices.filter_only_valid_prices().values(
+        prices = prices.annotate_market_data().annotate(
+            fx_rate=Case(When(calculated=False, then=fx_rate), default=None)
+        )
+
+        for row in prices.order_by("date").values(
             "date",
             "instrument",
             "calculated",
@@ -104,10 +103,12 @@ class MarketDataDataloader(MarketDataProtocol, Dataloader):
             val_date = row.pop("date")
             if row:
                 fx_rate = row["fx_rate"]
-                if apply_fx_rate and row.get("net_value"):
-                    row["net_value"] = row["net_value"] * fx_rate
-                if apply_fx_rate and row.get("market_capitalization"):
-                    row["market_capitalization"] = row["market_capitalization"] * float(fx_rate)
+                if apply_fx_rate and fx_rate:
+                    if row.get("net_value"):
+                        row["net_value"] = row["net_value"] * fx_rate
+                    if row.get("market_capitalization"):
+                        row["market_capitalization"] = row["market_capitalization"] * float(fx_rate)
+                    fx_rate = _cast_decimal_to_float(fx_rate)
 
                 yield MarketDataDict(
                     id=f"{external_id}_{val_date}",
@@ -116,6 +117,6 @@ class MarketDataDataloader(MarketDataProtocol, Dataloader):
                     external_id=external_id,
                     source="wbfdm",
                     calculated=row["calculated"],
-                    fx_rate=_cast_decimal_to_float(fx_rate),
+                    fx_rate=fx_rate,
                     **{MarketData[k].value: _cast_decimal_to_float(row[v]) for k, v in values_map.items()},
                 )

{wbfdm-1.54.11.dist-info → wbfdm-1.54.13.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wbfdm
-Version: 1.54.11
+Version: 1.54.13
 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-1.54.11.dist-info → wbfdm-1.54.13.dist-info}/RECORD

@@ -41,7 +41,7 @@ wbfdm/contrib/dsws/client.py,sha256=C598w5P85kvX7_gR0Yf-WHRLj77HqztUhofBMl3JWAE,
 wbfdm/contrib/dsws/dataloaders/market_data.py,sha256=HyTP35Pf4mhhKxEwbyrlJHftTyzNBPUUQeiKArCdhQk,7486
 wbfdm/contrib/internal/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 wbfdm/contrib/internal/dataloaders/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-wbfdm/contrib/internal/dataloaders/market_data.py,sha256=FA7_f_20Gx1EjWOK9HDcWfX_gbBpOYXaxMR_O5T-K-Q,4542
+wbfdm/contrib/internal/dataloaders/market_data.py,sha256=nxfwxm7Zaqq09Tj14CfMkYD7izrhxXbz_IVpOHPuE7w,4597
 wbfdm/contrib/metric/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 wbfdm/contrib/metric/apps.py,sha256=T-Na_lyFeLR8ebGvaW-mcjKFLqiZcsPXnUlOuVPOiWw,297
 wbfdm/contrib/metric/decorators.py,sha256=VPmyjEJaq5HqXOt_ZizqcXfRqSEXw4lanDmubUjb2GY,476
@@ -359,6 +359,6 @@ wbfdm/viewsets/statements/__init__.py,sha256=odxtFYUDICPmz8WCE3nx93EvKZLSPBEI4d7
 wbfdm/viewsets/statements/statements.py,sha256=gA6RCI8-B__JwjEb6OZxpn8Y-9aF-YQ3HIQ7e1vfJMw,4304
 wbfdm/viewsets/technical_analysis/__init__.py,sha256=qtCIBg0uSiZeJq_1tEQFilnorMBkMe6uCMfqar6-cLE,77
 wbfdm/viewsets/technical_analysis/monthly_performances.py,sha256=O1j8CGfOranL74LqVvcf7jERaDIboEJZiBf_AbbVDQ8,3974
-wbfdm-1.54.11.dist-info/METADATA,sha256=SwxrhoRtaOE3vwn8_vXNaY-4AhowfsPse9gmWwJiTjM,769
-wbfdm-1.54.11.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
-wbfdm-1.54.11.dist-info/RECORD,,
+wbfdm-1.54.13.dist-info/METADATA,sha256=Il_F3IGZWyhixZJxp77R7zvRQWhcbaWTAiqWAwBm_s4,769
+wbfdm-1.54.13.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
+wbfdm-1.54.13.dist-info/RECORD,,