wbfdm 1.54.23__py2.py3-none-any.whl → 1.55.1__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/import_export/handlers/option.py

@@ -26,7 +26,7 @@ class OptionAggregateImportHandler(ImportExportHandler):
 
     def _get_instance(self, data: Dict[str, Any], history: Optional[models.QuerySet] = None, **kwargs) -> models.Model:
         with suppress(ObjectDoesNotExist):
-            return self.model.objects.filter(instrument=data["instrument"], date=data["date"], type=data["type"])
+            return self.model.objects.get(instrument=data["instrument"], date=data["date"], type=data["type"])
 
 
 class OptionImportHandler(ImportExportHandler):
@@ -46,7 +46,7 @@ class OptionImportHandler(ImportExportHandler):
 
     def _get_instance(self, data: Dict[str, Any], history: Optional[models.QuerySet] = None, **kwargs) -> models.Model:
         with suppress(ObjectDoesNotExist):
-            return self.model.objects.filter(
+            return self.model.objects.get(
                 instrument=data["instrument"],
                 contract_identifier=data["contract_identifier"],
                 date=data["date"],

wbfdm/migrations/0032_alter_instrumentprice_outstanding_shares.py

@@ -0,0 +1,18 @@
+# Generated by Django 5.0.14 on 2025-08-27 07:59
+
+from django.db import migrations, models
+
+
+class Migration(migrations.Migration):
+
+    dependencies = [
+        ('wbfdm', '0031_exchange_apply_round_lot_size_and_more'),
+    ]
+
+    operations = [
+        migrations.AlterField(
+            model_name='instrumentprice',
+            name='outstanding_shares',
+            field=models.DecimalField(blank=True, decimal_places=4, help_text='The amount of outstanding share for this instrument', max_digits=16, null=True, verbose_name='Outstanding Shares'),
+        ),
+    ]

wbfdm/models/instruments/instrument_prices.py

@@ -195,9 +195,11 @@ class InstrumentPrice(
         verbose_name="Value (Gross)",
     )  # TODO: I think we need to remove this field that is not really used here.
 
-    outstanding_shares = DynamicDecimalField(
+    outstanding_shares = models.DecimalField(
         decimal_places=4,
         max_digits=16,
+        blank=True,
+        null=True,
         verbose_name="Outstanding Shares",
         help_text="The amount of outstanding share for this instrument",
     )

wbfdm/models/instruments/mixin/financials_computed.py

@@ -697,10 +697,6 @@ import pandas as pd
 #
 #
 class InstrumentPriceComputedMixin:
-    def _compute_outstanding_shares(self):
-        if self.outstanding_shares is None and (previous_price := self.previous_price):
-            return previous_price.outstanding_shares
-
     def _compute_outstanding_shares_consolidated(self):
         if self.outstanding_shares_consolidated is None and self.outstanding_shares is not None:
             return self.outstanding_shares

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/tests/models/test_instrument_prices.py

@@ -1,10 +1,8 @@
 from datetime import date
-from decimal import Decimal
 
 import pandas as pd
 import pytest
 from faker import Faker
-from pandas.tseries.offsets import BDay
 from wbcore.models import DynamicDecimalField, DynamicFloatField
 
 from wbfdm.models import Instrument, InstrumentPrice, RelatedInstrumentThroughModel
@@ -168,18 +166,6 @@ class TestInstrumentPriceModel:
         assert isinstance(instrument_price._meta.get_field("gross_value"), DynamicDecimalField)
         assert instrument_price.gross_value == instrument_price.net_value
 
-    @pytest.mark.parametrize("instrument_price__outstanding_shares", [Decimal(10)])
-    def test_compute_outstanding_shares(self, instrument_price, instrument_price_factory):
-        next_price = instrument_price_factory.create(
-            instrument=instrument_price.instrument,
-            date=instrument_price.date + BDay(1),
-            outstanding_shares=None,
-            calculated=instrument_price.calculated,
-        )
-        assert hasattr(instrument_price, "_compute_outstanding_shares")
-        assert isinstance(instrument_price._meta.get_field("outstanding_shares"), DynamicDecimalField)
-        assert next_price.outstanding_shares == instrument_price.outstanding_shares
-
     @pytest.mark.parametrize("instrument_price__volume_50d", [None])
     def test_compute_volume_50d(self, instrument_price, instrument_price_factory):
         assert hasattr(instrument_price, "_compute_volume_50d")

{wbfdm-1.54.23.dist-info → wbfdm-1.55.1.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wbfdm
-Version: 1.54.23
+Version: 1.55.1
 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-1.54.23.dist-info → wbfdm-1.55.1.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
@@ -166,7 +166,7 @@ wbfdm/import_export/handlers/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NM
 wbfdm/import_export/handlers/instrument.py,sha256=ZtXwqoCh--_Bgn7mB_A7U2w1S6HfMr9MqFCc4VMw7ls,12071
 wbfdm/import_export/handlers/instrument_list.py,sha256=mZRfpJFi6BhhrjH2qaFEPqqCK2ybg-DQm43Uck7G9_w,4864
 wbfdm/import_export/handlers/instrument_price.py,sha256=RbNTo78zZuttzlVFKxJrHcW7DRfcsta7QDEI8OiiDrA,3498
-wbfdm/import_export/handlers/option.py,sha256=DtqqdOMEA-u3jWVjmxRPKJ8miENj_t1k2DzAZEoOtXU,2384
+wbfdm/import_export/handlers/option.py,sha256=MPzluMPJ3Yu7Ahmw9BA7-ssAbvPDdyca_rC-YVhU8bY,2378
 wbfdm/import_export/handlers/private_equities.py,sha256=tOx4lgQOB68lYTi3UzIPzDQsfay5k2pu5qv8jGzG030,1957
 wbfdm/import_export/parsers/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 wbfdm/import_export/parsers/cbinsights/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
@@ -223,6 +223,7 @@ wbfdm/migrations/0028_instrumentprice_annualized_daily_volatility.py,sha256=pO5M
 wbfdm/migrations/0029_alter_instrumentprice_volume.py,sha256=0UFUwEaBcqiWjKw6un1gf8sluKCRRh9snDM4z4THDw8,510
 wbfdm/migrations/0030_alter_relatedinstrumentthroughmodel_related_type.py,sha256=10-89NB7-T7t3xFPpd4fYQkKejNR36UewIhe5_20QCo,565
 wbfdm/migrations/0031_exchange_apply_round_lot_size_and_more.py,sha256=MqcHxgJIt67BEuEYK8vnJHhx_cGFw9Ca9Az2EvsDy1o,863
+wbfdm/migrations/0032_alter_instrumentprice_outstanding_shares.py,sha256=uRgkf6j97kNaXAo0-_V3XzHNE59hvxSruJB18g53YwU,570
 wbfdm/migrations/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 wbfdm/models/__init__.py,sha256=PWsLtlKJFDYycCohPbjsRLeWi1xaxEkZbaoUKo0yOBU,96
 wbfdm/models/fields.py,sha256=eQ_6EnDBMy0U7WzE2DsdXIXOJH5dFiIN2VbO2Svw4R0,3942
@@ -235,18 +236,18 @@ wbfdm/models/exchanges/exchanges.py,sha256=RmM5shyyuxEGN2Y3JmeSWyU-SbpVARrvVFW72
 wbfdm/models/instruments/__init__.py,sha256=OvEkECJaCubBQC7B9yUrx15V982labvegeGXyEASVno,636
 wbfdm/models/instruments/classifications.py,sha256=EeZ_P8f1F1NfjUmLf9fDMF0iPM73qxQoArUfvjuCwHg,10906
 wbfdm/models/instruments/instrument_lists.py,sha256=GxfFyfYxEcJS36LAarHja49TOM8ffhIivpZX2-tPtZg,4234
-wbfdm/models/instruments/instrument_prices.py,sha256=4xDZ2ulwQ1grVuznchz3m3920LTmHkxWfiSLy-c2u0g,22306
+wbfdm/models/instruments/instrument_prices.py,sha256=K7oMIz76WSrLmpNwcabThvtrP6WpBZZnrE9CHB5-UPQ,22345
 wbfdm/models/instruments/instrument_relationships.py,sha256=zpCZCnt5CqIg5bd6le_6TyirsSwGV2NaqTVKw3bd5vM,10660
 wbfdm/models/instruments/instrument_requests.py,sha256=XbpofRS8WHadHlTFjvXJyd0o7K9r2pzJtnpjVQZOLdI,7832
 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
 wbfdm/models/instruments/mixin/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-wbfdm/models/instruments/mixin/financials_computed.py,sha256=L5wjXDsR0maiwfOKP6KyWNJNH4nGOoAjSc_hDM7fsj0,35105
+wbfdm/models/instruments/mixin/financials_computed.py,sha256=E87I7O2WQgjY3zM3so4dzfExBzVtKTkTqnRjPwLHbyM,34920
 wbfdm/models/instruments/mixin/financials_serializer_fields.py,sha256=-OkpcUt1rZmB3nUcO2vckpJdVm8IxRqkPDEgcPqqoRU,68886
 wbfdm/models/instruments/mixin/instruments.py,sha256=fpt03q_Sq35R_ZmJpdcw81aA7wTocnp7ANE1jb-_cfI,10022
 wbfdm/serializers/__init__.py,sha256=AXb03RKHo6B0ts_IQOvx89n9wKG8pxiumYv9cr4EhvA,197
@@ -279,7 +280,7 @@ wbfdm/tests/models/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuF
 wbfdm/tests/models/test_classifications.py,sha256=f2aM9UyV54fkEncp-uewEdOc3_0D-iPMN5LwhIhJC9w,4979
 wbfdm/tests/models/test_exchanges.py,sha256=KwK278MpA3FkpVgjW2l2PIHL7e8uDur7dOzIaTQEwyw,138
 wbfdm/tests/models/test_instrument_list.py,sha256=UIxKgBd4U-T2I4WDZfwacgJ1nKwJWYX1HKhdQDpx1tA,4899
-wbfdm/tests/models/test_instrument_prices.py,sha256=ObqFbJxZveiOPAK9_kC_JO9VBNmZB6bvGM4BejsFJ3c,16633
+wbfdm/tests/models/test_instrument_prices.py,sha256=dRaFGc3epG_N6p0KtDzXOH7Gkx_aCSUKNn3JZBhHr8M,15875
 wbfdm/tests/models/test_instruments.py,sha256=Vg2cYWAwdu00dziKDUe_MrTzrsygHaZQHnvibF8pvew,9784
 wbfdm/tests/models/test_merge.py,sha256=tXD5xIxZyZtXpm9WIQ4Yc8TQwsUnkxkKIvMNwaHOvgM,4632
 wbfdm/tests/models/test_options.py,sha256=DoEAHhNQE4kucpBRRm2S05ozabkERz-I4mUolsE2Qi8,2269
@@ -360,6 +361,6 @@ 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-1.54.23.dist-info/METADATA,sha256=rSS6J-mci-A7rRrt0UhvnXRzWnKSxiBmvbcU-iSTG_8,769
-wbfdm-1.54.23.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
-wbfdm-1.54.23.dist-info/RECORD,,
+wbfdm-1.55.1.dist-info/METADATA,sha256=Fd7TZoh4t4Osc-BzujFsIrlDHsLjzELt6aOsDLOtZ-c,768
+wbfdm-1.55.1.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
+wbfdm-1.55.1.dist-info/RECORD,,