wbfdm 1.54.23__tar.gz → 1.55.1__tar.gz

{wbfdm-1.54.23 → wbfdm-1.55.1}/PKG-INFO

@@ -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 → wbfdm-1.55.1}/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-1.54.23 → wbfdm-1.55.1}/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-1.54.23 → wbfdm-1.55.1}/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-1.55.1/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-1.54.23 → wbfdm-1.55.1}/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-1.54.23 → wbfdm-1.55.1}/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-1.54.23 → wbfdm-1.55.1}/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-1.54.23 → wbfdm-1.55.1}/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")