wbfdm 1.54.22__py2.py3-none-any.whl → 1.55.0__py2.py3-none-any.whl

wbfdm/contrib/qa/dataloaders/statements.py

@@ -239,6 +239,9 @@ class RKDStatementsDataloader(StatementsProtocol, Dataloader):
     ) -> Iterator[StatementDataDict]:
         lookup = {k: v for k, v in self.entities.values_list("dl_parameters__statements__parameters", "id")}
         sql = reported_sql if data_type is DataType.REPORTED else standardized_sql
+        if financials is None:
+            financials = []
+        external_codes = [RKDFinancial[fin.name].value for fin in financials if fin in RKDFinancial]
         query, bind_params = JinjaSql(param_style="format").prepare_query(
             sql,
             {
@@ -249,7 +252,7 @@ class RKDStatementsDataloader(StatementsProtocol, Dataloader):
                 "from_date": from_date,
                 "to_date": to_date,
                 "period_type": period_type.value,
-                "external_codes": [RKDFinancial[fin.name].value for fin in financials or []],
+                "external_codes": external_codes,
             },
         )
         with connections["qa"].cursor() as cursor:
@@ -263,6 +266,10 @@ class RKDStatementsDataloader(StatementsProtocol, Dataloader):
                 # sometime we get None for the year. We default to the period end date year then
                 row["year"] = int(row["year"] or row["period_end_date"].year)
                 row["instrument_id"] = lookup[row["external_identifier"]]
+
                 if financials:
-                    row["financial"] = Financial[RKDFinancial(row["external_code"]).name].value
+                    try:
+                        row["financial"] = Financial[RKDFinancial(row["external_code"]).name].value
+                    except (ValueError, KeyError):
+                        continue
                 yield row

wbfdm/factories/instruments.py

@@ -21,7 +21,7 @@ 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")
 
@@ -54,7 +54,7 @@ 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/models/instruments/querysets.py

@@ -200,7 +200,7 @@ class InstrumentQuerySet(QuerySet):
         padded_from_date = from_date - timedelta(days=15)
         padded_to_date = to_date + timedelta(days=3)
         logger.info(
-            f"Loading returns from {from_date:%Y-%m-%d} (padded to {padded_from_date:%Y-%m-%d}) to {to_date:%Y-%m-%d} (padded to {padded_to_date:%Y-%m-%d})"
+            f"Loading returns from {from_date:%Y-%m-%d} (padded to {padded_from_date:%Y-%m-%d}) to {to_date:%Y-%m-%d} (padded to {padded_to_date:%Y-%m-%d}) for {self.count()} instruments"
         )
 
         if use_dl:
@@ -248,13 +248,12 @@ class InstrumentQuerySet(QuerySet):
                 (df.index <= pd.Timestamp(to_date)) & (df.index >= pd.Timestamp(from_date))
             ]  # ensure the returned df corresponds to requested date range
             prices_df = df["close"]
-
             if "fx_rate" in df.columns:
                 fx_rate_df = df["fx_rate"].fillna(1.0)
             else:
                 fx_rate_df = pd.DataFrame(np.ones(prices_df.shape), index=prices_df.index, columns=prices_df.columns)
             returns = prices_to_returns(fx_rate_df * prices_df, drop_inceptions_nan=False, fill_nan=True)
-            return {ts.date(): row for ts, row in prices_df.to_dict("index").items()}, returns.replace(
-                [np.inf, -np.inf, np.nan], 0
-            )
+            return {
+                ts.date(): row for ts, row in prices_df.replace([np.nan], None).to_dict("index").items()
+            }, returns.replace([np.inf, -np.inf, np.nan], 0)
         return {}, pd.DataFrame()

{wbfdm-1.54.22.dist-info → wbfdm-1.55.0.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wbfdm
-Version: 1.54.22
+Version: 1.55.0
 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-1.54.22.dist-info → wbfdm-1.55.0.dist-info}/RECORD

@@ -103,7 +103,7 @@ wbfdm/contrib/qa/dataloaders/financials.py,sha256=xUHpvhUkvmdPL_RyWCrs7XgChgTklX
 wbfdm/contrib/qa/dataloaders/market_data.py,sha256=_B_QgoA_TAUK3KkHYsi1FM-K265wqiDCU-3ztA4mpiM,8374
 wbfdm/contrib/qa/dataloaders/officers.py,sha256=vytlQJJxmn4Y5HfNh5mHJAvuIrrsQSkNO-sONyhxftY,2940
 wbfdm/contrib/qa/dataloaders/reporting_dates.py,sha256=q25ccB0pbGfLJLV1A1_AY1XYWJ_Fa10egY09L1J-C5A,2628
-wbfdm/contrib/qa/dataloaders/statements.py,sha256=hC6YErJcvBTmaAmzscgeC4sBK3lYE2U5eIKRIE9b_cs,10094
+wbfdm/contrib/qa/dataloaders/statements.py,sha256=nLD4SQYb2g4Sm04NiIepNwJ6Q28m2_nzzdRX-zO1li8,10324
 wbfdm/contrib/qa/dataloaders/utils.py,sha256=E0qav459E7razVOvHKVt9ld_gteJ6eQ2oR4xN-CIOns,2941
 wbfdm/contrib/qa/jinja2/qa/sql/companies.sql,sha256=RzTkfVjBVOgyirgKxp2rnJdjsKl8d3YM-d2qdjHx9cw,3801
 wbfdm/contrib/qa/jinja2/qa/sql/instruments.sql,sha256=7p31aJDtKusfSzhrjyUo8FlmbPXNyffWtNclm8DZkFM,3863
@@ -127,7 +127,7 @@ wbfdm/factories/controversies.py,sha256=GhuoEms1O7DIMVNAIbFEzD9DRv8j1MXIv0u1JK6P
 wbfdm/factories/exchanges.py,sha256=heJHQE59dCDFeDuScJJti4C_SsMsz3O0kmczpGYVNlQ,831
 wbfdm/factories/instrument_list.py,sha256=ypnrTLCl0XRfGj6y-3XJSQ2Wl5TULxZU0I3nF6svH3Y,743
 wbfdm/factories/instrument_prices.py,sha256=EjRFbMjP3pLrxoNsNqNo37FGjayIiV99bkQPVgZLj4I,3623
-wbfdm/factories/instruments.py,sha256=A4BP06Ma66uG6klsfkMjGfiP9WYh85OZPTRiXFxwUM0,2552
+wbfdm/factories/instruments.py,sha256=sJqHNA6Cs-NNm9RQrCimUVjKTrJS-ajjpTP4taPRTqA,2558
 wbfdm/factories/instruments_relationships.py,sha256=opGQMM3sHQV5F04nGPCCsRw8ux8vSQ78tHNJjIDPyUE,1138
 wbfdm/factories/options.py,sha256=nna8LgB_2-XNGm37--Edkdv1oc49oeKtr7f8tcIJPU4,2463
 wbfdm/figures/__init__.py,sha256=PDF_OWeTocmJIQozLxj_OjDUeUG7OYzcS2DLpe-ECEA,49
@@ -241,7 +241,7 @@ wbfdm/models/instruments/instrument_requests.py,sha256=XbpofRS8WHadHlTFjvXJyd0o7
 wbfdm/models/instruments/instruments.py,sha256=Tn9vIu0kys8pVVBiO58Z0Z5fAv0KWzkp4L4kjm7oh3c,44485
 wbfdm/models/instruments/options.py,sha256=hFprq7B5t4ctz8nVqzFsBEzftq_KDUSsSXl1zJyh7tE,7094
 wbfdm/models/instruments/private_equities.py,sha256=uzwZi8IkmCKAHVTxnuFya9tehx7kh57sTlTEi1ieDaM,2198
-wbfdm/models/instruments/querysets.py,sha256=MNBep2F3G_MlbCu-IuzQIsxoRSWKjJBkj7FirNrWMT8,11533
+wbfdm/models/instruments/querysets.py,sha256=7r3pXNlpROkYgKc6gQH07RNeWX6jGeBAPUabUevE6Jo,11587
 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=f9MT-8cWYlexUfCkaOJa9erI9RaUNI-nqCEyf2tDkbA,3809
@@ -360,6 +360,6 @@ 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-1.54.22.dist-info/METADATA,sha256=2D3-VyiLVzCFn7MTvDEUsZ5edRpivScZ1PAUMc8tFuY,769
-wbfdm-1.54.22.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
-wbfdm-1.54.22.dist-info/RECORD,,
+wbfdm-1.55.0.dist-info/METADATA,sha256=ezMUXfqfuEKhqzOZLVtgz3HGTyHVsOpcN6MRs2vEi-s,768
+wbfdm-1.55.0.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
+wbfdm-1.55.0.dist-info/RECORD,,